On the numerical discretisation of stochastic oscillators
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Cites work
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- scientific article; zbMATH DE number 1745051 (Why is no real title available?)
- scientific article; zbMATH DE number 3806623 (Why is no real title available?)
- Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise
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- Numerical solution of SDE through computer experiments. Including floppy disk
- On preserving long-time features of a linear stochastic oscillator
- Predictor-corrector methods for a linear stochastic oscillator with additive noise
- Quasi-symplectic methods for Langevin-type equations
- Stochastic Liouville Equations
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Cited in
(35)- Multirevolution integrators for differential equations with fast stochastic oscillations
- Filon quadrature for stochastic oscillators driven by time-varying forces
- Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
- Discrete Modeling of Oscillatory Processes in a Blocky Medium
- scientific article; zbMATH DE number 2006824 (Why is no real title available?)
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
- Weak second order multirevolution composition methods for highly oscillatory stochastic differential equations with additive or multiplicative noise
- Runge-Kutta Lawson schemes for stochastic differential equations
- Exponentially Fitted Trapezoidal Scheme for a Stochastic Oscillator
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises
- Improved \(\vartheta\)-methods for stochastic Volterra integral equations
- Full discretization of semilinear stochastic wave equations driven by multiplicative noise
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- Asymptotic-numerical solvers for highly oscillatory ordinary differential equations and Hamiltonian systems
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model
- Drift-preserving numerical integrators for stochastic Poisson systems
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
- Mean-square contractivity of stochastic \(\vartheta\)-methods
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- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
- Exponential discrete gradient schemes for a class of stochastic differential equations
- A review on numerical schemes for solving a linear stochastic oscillator
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- A family of weak stochastic Newmark methods for simplified and efficient Monte Carlo simulations of oscillators
- Split S-ROCK methods for high-dimensional stochastic differential equations
- A Magnus-based integrator for Brownian parametric semi-linear oscillators
- Cheap arbitrary high order methods for single integrand SDEs
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- scientific article; zbMATH DE number 749531 (Why is no real title available?)
- Projection methods for stochastic differential equations with conserved quantities
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