Numerical preservation of long-term dynamics by stochastic two-step methods
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Cites work
- Title not available (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 3182507 (Why is no real title available?)
- Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
- Numerical Methods for Second‐Order Stochastic Differential Equations
- Numerical simulation of a linear stochastic oscillator with additive noise
- Parallel methods for weakly singular Volterra integral equations on GPUs
- Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
Cited in
(21)- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
- Perturbative analysis of stochastic Hamiltonian problems under time discretizations
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations
- Nearly conservative multivalue methods with extended bounded parasitism
- Filon quadrature for stochastic oscillators driven by time-varying forces
- Dynamical low-rank approximation to the solution of parabolic differential equations
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- Stability issues for selected stochastic evolutionary problems: a review
- Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
- Time-accurate and highly-stable explicit peer methods for stiff differential problems
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
- A spectral method for stochastic fractional differential equations
- On the numerical structure preservation of nonlinear damped stochastic oscillators
- Two-step Runge-Kutta methods for stochastic differential equations
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
- Improved \(\vartheta\)-methods for stochastic Volterra integral equations
- Numerical conservation laws of time fractional diffusion PDEs
- Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems
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