Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
DOI10.1007/s00211-011-0426-8zbMath1247.65004MaRDI QIDQ415509
Publication date: 8 May 2012
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/317260/files/211_2011_Article_426.pdf
convergence; error bounds; stiff system; semi-linear stochastic wave equation; high frequency oscillatory solution; second-order stochastic differential equation; stochastic Fermi-Pasta-Ulam problem; stochastic trigonometric scheme
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34F05: Ordinary differential equations and systems with randomness
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
65L70: Error bounds for numerical methods for ordinary differential equations
65L04: Numerical methods for stiff equations
