On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329): Difference between revisions

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Latest revision as of 08:35, 18 July 2024

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On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
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    On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (English)
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    22 February 2019
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    stochastic differential equations
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    stochastic oscillator
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    exponential method
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    stochastic Hamiltonian systems
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    symplectic methods
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    mean energy
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