PURPOSE: To easily decide the time ticking width for the numerical solution of a probability differential equation by comparing a 1st numerical solution with a 2nd numerical solution and changing the time ticking width if no proper result of comparison is obtained.

CONSTITUTION: An approximate value comparison part 11 compares a 1st numerical solution 17 with a 2nd numerical solutin 19 for each time ticking within a prescribed time range and obtains the difference between both numerical solutions. Then the time ticking width is sent to an output part 15 when the maximum difference between both solutions 17 and 19 is kept within a prescribed effective range. Meanwhile the part 11 sends a command to a time ticking width changing part 13 to change the time ticking width if the maximum difference of both solutions 17 and 19 is kept out of the effective range. Then the part 13 gives the same time ticking width to a 1st analyzing device 5 and a 2nd analyzing device 7 and changed the time ticking width in response to the output of the part 11. Thus the time ticking width can be easily decided in the numerical solution of a probability differential equation.