On the numerical solution of stochastic oscillators driven by time-varying and random forces
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Publication:6357907
arXiv2101.03372MaRDI QIDQ6357907FDOQ6357907
Authors: Raffaele D'Ambrosio, Carmela Scalone
Publication date: 9 January 2021
Abstract: In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and numerical experiments on popular related physical models.
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