Carlo Albert

  1. A Generic Dynamic Emulator.

    Authors: Carlo Albert
    Subjects: Methodology
    Abstract

    In applied sciences, we often deal with deterministic simulation models that
    are too slow for simulation-intensive tasks such as calibration or real-time
    control. In this paper, an emulator for a generic dynamic model, given by a
    system of ordinary non-linear differential equations, is developed. The
    non-linear differential equations are linearized and Gaussian white noise is
    added to account for the non-linearities. The resulting linear stochastic
    system is conditioned on a set of solutions of the non-linear equations that
    have been calculated prior to the emulation.

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