Numerical Methods for Second‐Order Stochastic Differential Equations
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damped harmonic oscillatorsimplicit mid-point rulemultiplicative noisesecond-order stochastic differential equationsstationary distributionstochastic Runge-Kutta methods
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
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- scientific article; zbMATH DE number 2204840
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