Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
convergenceerror boundsstiff systemsemi-linear stochastic wave equationhigh frequency oscillatory solutionsecond-order stochastic differential equationstochastic Fermi-Pasta-Ulam problemstochastic trigonometric scheme
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) 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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