On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329): Difference between revisions
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Revision as of 07:39, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises |
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Statements
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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