Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362)
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English | Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method |
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Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (English)
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8 June 2022
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stochastic differential equations
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stochastic underdamped oscillator
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stochastic theta methods
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second order moment
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numerical methods
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numerical integration
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