Efficient Memristive Stochastic Differential Equation Solver

نویسندگان

چکیده

Herein, an efficient numerical solver for stochastic differential equations based on memristors is presented. The utilizes the switching effect in memristive devices to simulate generation of a Brownian path and employs iterative Euler method computations within crossbars. correctness solution paths generated by system examined solving Black–Scholes comparing analytical solutions. It found that absolute error 128-step limited order 10 − 2 . tolerance also accessed crossbar nonidealities paths' variation error. sensitive operating conditions, with increasing 1.17 × , 38.7 1222 as ambient temperature, wire resistance, stuck probability memristor increase extreme conditions. tested variety problems show its utility different calculations. And, resource consumption proposed structure built existing technology estimated it compared similar solvers. generates same level accuracy from 4 faster than digital or mixed-signal designs.

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ژورنال

عنوان ژورنال: Advanced intelligent systems

سال: 2023

ISSN: ['2640-4567']

DOI: https://doi.org/10.1002/aisy.202300008