scientific article; zbMATH DE number 5608707
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Publication:3398957
Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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(10)- Algorithmic solution of stochastic differential equations
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
- A review on numerical schemes for solving a linear stochastic oscillator
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- On the behaviour of expectation of the energy of stochastic harmonic oscillator
- Three notes about linear stochastic oscillator equations
- Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
- Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
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