Numerical analysis of stochastic oscillators on supercomputers

DOI10.1134/S199542391201003XzbMath1299.65006OpenAlexW2013011198MaRDI QIDQ5407705

V.Korneev, Aleksandr Aleksandrovich Ivanov, S. S. Artem'ev

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

clusterstochastic differential equationnumerical experimentsparallelizationvan der Pol equationoscillating solutionssupercomputerstochastic oscillatorgeneralized Euler methodphase trajectorystatistical algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Parallel numerical computation (65Y05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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