On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329)
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scientific article; zbMATH DE number 7027788
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| English | On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises |
scientific article; zbMATH DE number 7027788 |
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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0.89578015
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0.86426115
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0.85667825
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0.8544518
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0.84668356
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0.84644705
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0.8427119
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0.8420694
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