Pages that link to "Item:Q1883488"
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The following pages link to Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488):
Displayed 38 items.
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Generating functions for stochastic symplectic methods (Q379801) (← links)
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509) (← links)
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932) (← links)
- On the numerical discretisation of stochastic oscillators (Q449665) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- Exponential integrators for stochastic Maxwell's equations driven by Itô noise (Q777551) (← links)
- On preserving long-time features of a linear stochastic oscillator (Q878207) (← links)
- Numerical preservation of long-term dynamics by stochastic two-step methods (Q1670362) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
- The noisy Pais-Uhlenbeck oscillator (Q2000907) (← links)
- Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise (Q2134758) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- On the numerical structure preservation of nonlinear damped stochastic oscillators (Q2225510) (← links)
- Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (Q2302513) (← links)
- Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
- A review on numerical schemes for solving a linear stochastic oscillator (Q2350725) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
- Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise (Q2454389) (← links)
- Predictor-corrector methods for a linear stochastic oscillator with additive noise (Q2467150) (← links)
- Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
- Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise (Q2798658) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
- Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802) (← links)
- (Q5862230) (← links)
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)
- How do Monte Carlo estimates affect stochastic geometric numerical integration? (Q6159558) (← links)