Locally linearized methods for the simulation of stochastic oscillators driven by random forces

DOI10.1007/s10543-016-0620-2zbMath1364.65021OpenAlexW2479917077MaRDI QIDQ512850

H. de la Cruz, J. C. Jimenez, Jorge P. Zubelli

Publication date: 2 March 2017

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-016-0620-2

zbMATH Keywords

coupled oscillatorsstochastic differential equationsharmonic oscillatorsnumerical schemesstochastic oscillatorslong-term integrationlocal linearization approach

Mathematics Subject Classification ID

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)

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