Pages that link to "Item:Q512850"

The following pages link to Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850):

Displaying 19 items.

• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces (Q1726848) (← links)
• Explicit pseudo-symplectic methods for stochastic Hamiltonian systems (Q1742589) (← links)
• Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
• Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
• Asymptotic-numerical solvers for highly oscillatory ordinary differential equations and Hamiltonian systems (Q2052351) (← links)
• A simplified weak simulation method for the probabilistic response analysis of nonlinear random vibration problems (Q2085694) (← links)
• Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• Perturbative analysis of stochastic Hamiltonian problems under time discretizations (Q2233290) (← links)
• Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
• Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)