Algorithms of multidimensional random process simulation

Abstract

The article discusses two approaches to modeling signals and processes: the method of filter construction and the trigonometric method. It is shown that the later approach is more promising, since an increase in the signal/process representation dimension mathematically means adding a term to the basis function formula, which gives access to fast simulation algorithms. Examples of algorithms for multidimensional simulation of random processes using two methods are given and a software system that implements these algorithms is described. The results provided by the software system will allow you to predict characteristics of engineering projects (accuracy and speed of modeling algorithms). Due to the high relevance of and need for fundamental research of methods and algorithms for digital transformation of the component base, the digitalization of all aspects of activity, including the synthesis of new materials, the development of new methods for designing micro- and nano-systems, the article aims to expand the scope of the spectral method of simulating multidimensional processes using original algorithmic complexes.