scientific article; zbMATH DE number 6815834

MaRDI QIDQ4595735zbMATH OpenFDO

Authors Mikhail A. Marchenko, A. A. Ivanov, Dmitrii D. Smirnov

Publication date 6 December 2017

Full work available at URL http://www.ict.nsc.ru/jct/annotation/1806?l=eng

zbMATH Keywords

frequency phase portraitfrequency portrait decisionsgeneralized Euler methodintegral frequency curveKorteweg-de Vries equationMonte Carlo methodnumerical experimentsolitary wavesolitonstochastic differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Packaged methods for numerical algorithms (65Y15)

Recommendations

• Numerical solution to stochastic differential equations with a random structure on supercomputers
• Numerical solution to stochastic differential equations on supercomputers
• scientific article; zbMATH DE number 4028851
• scientific article; zbMATH DE number 1791771
• scientific article; zbMATH DE number 1286103
• scientific article; zbMATH DE number 2009855
• Monte Carlo-type simulation for solving stochastic ordinary differential equations
• Reliability Aspects of the Variable Instruction Computer
• Computer simulations of multiplicative stochastic differential equations
• A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations

Cited in

(1)

• Analysis of the effect of random noise on synchronization in a system of two coupled Duffing oscillators

Describes a project that uses

Uses Software

• AMIKS

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4595735)