Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
convergenceerror boundshigh frequency oscillatory solutionsecond-order stochastic differential equationsemi-linear stochastic wave equationstiff systemstochastic Fermi-Pasta-Ulam problemstochastic trigonometric scheme
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) Numerical methods for stiff equations (65L04) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
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