On the numerical discretisation of stochastic oscillators
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Publication:449665
DOI10.1016/j.matcom.2012.02.004zbMath1246.65012OpenAlexW2056948999MaRDI QIDQ449665
J. Herrera, D. Rodríguez-Gómez
Publication date: 31 August 2012
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2012.02.004
Langevin equationnumerical schemesstochastic oscillatorshighly oscillatory problemskubo oscillatorstochastic trigonometric integrators
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