Dissipation of mean energy of discretized linear oscillators under random perturbations

zbMATH Open1144.65300MaRDI QIDQ934486FDOQ934486

Authors: Henri Schurz 

Publication date: 29 July 2008

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

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zbMATH Keywords

stochastic differential equationsdissipation of energylinear stochastic oscillatorcorrect dissipation of energydrift-implicit trapezoidal methodmean energy functional

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)

Cited In (2)

• On the numerical structure preservation of nonlinear damped stochastic oscillators
• Statistical physics on the space \((x, v)\) for dissipative systems and study of an ensemble of harmonic oscillators in a weak linear dissipative medium

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