scientific article; zbMATH DE number 7012582

zbMATH Open1412.65005MaRDI QIDQ4618352FDOQ4618352

Authors: Rahman Farnoosh, Hamidreza Rezazadeh, Amirhossein Sobhani, D. Ebrahimibagha 

Publication date: 5 February 2019

Full work available at URL: http://jlta.iauctb.ac.ir/article_510024.html

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zbMATH Keywords

stochastic differential equationmultiplicative noiseGaussian random variableslinear equations systemdamped harmonic oscillators with noise

Mathematics Subject Classification ID

Computer graphics; computational geometry (digital and algorithmic aspects) (68U05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

Cites Work

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• Solving Ordinary Differential Equations I
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• A simple construction of certain diffusion processes
• An algorithmic introduction to numerical simulation of stochastic differential equations
• Stochastic differential equations. An introduction with applications.
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Numerical Methods for Differential Equations in Random Domains
• Stochastic integrals in the plane
• Numerical Methods for Second‐Order Stochastic Differential Equations
• Quasi-symplectic methods for Langevin-type equations

Cited In (5)

• An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
• Title not available (Why is that?)
• Numerical solution of Heun equation via linear stochastic differential equation
• Numerical solution of systems of random differential equations with Gaussian statistics
• A Magnus-based integrator for Brownian parametric semi-linear oscillators

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