Numerical analysis of stochastic oscillators on supercomputers

DOI10.1134/S199542391201003XMaRDI QIDQ5407705zbMATH OpenOpenAlexFDO

Authors S. S. Artem'ev, A. A. Ivanov, Vladimir D. Korneev

Publication date 7 April 2014

Published in Numerical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s199542391201003x

zbMATH Keywords

clustersupercomputerstochastic differential equationnumerical experimentsparallelizationstochastic oscillatorvan der Pol equationoscillating solutionsgeneralized Euler methodphase trajectorystatistical algorithm

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) 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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