On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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