Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2019.08.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2969395230
@@ Property / OpenAlex ID: W2969395230 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential mean-square stability properties of stochastic linear multistep methods
+Normal rank
@@ Property / cites work @@
+A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
+Normal rank
@@ Property / cites work @@
+Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Second‐Order Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of time fractional diffusion systems
+Normal rank
@@ Property / cites work @@
+Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
+Normal rank
@@ Property / cites work @@
+Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
+Normal rank
@@ Property / cites work @@
+Stability issues for selected stochastic evolutionary problems: a review
+Normal rank
@@ Property / cites work @@
+A spectral method for stochastic fractional differential equations
+Normal rank
@@ Property / cites work @@
+Drift-preserving numerical integrators for stochastic Hamiltonian systems
+Normal rank
@@ Property / cites work @@
+On the numerical discretisation of stochastic oscillators
+Normal rank
@@ Property / cites work @@
+On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Search for highly stable two-step Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Numerical preservation of long-term dynamics by stochastic two-step methods
+Normal rank
@@ Property / cites work @@
+Locally linearized methods for the simulation of stochastic oscillators driven by random forces
+Normal rank
@@ Property / cites work @@
+Conservative stochastic differential equations: Mathematical and numerical analysis
+Normal rank
@@ Property / cites work @@
+Handbook of stochastic methods for physics, chemistry and the natural sciences.
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5493038
@@ Property / cites work: Q5493038 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a linear stochastic oscillator with additive noise
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+A review on numerical schemes for solving a linear stochastic oscillator
+Normal rank
@@ Property / cites work @@
+Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise
+Normal rank