Numerical analysis of stochastic oscillators on supercomputers

DOI10.1134/S199542391201003XzbMATH Open1299.65006OpenAlexW2013011198MaRDI QIDQ5407705FDOQ5407705

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

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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)

Cited In (7)

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• Analysis of the influence of random noise on self-oscillating chemical reactions by the Monte-Carlo method on supercomputers
• Analysis of the stochastic motion of a charged particle in a magnetic field by the Monte Carlo method on supercomputers
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• Parametric analysis of the oscillatory solutions to stochastic differential equations with the Wiener and Poisson components by the Monte Carlo method

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