Pages that link to "Item:Q449665"

The following pages link to On the numerical discretisation of stochastic oscillators (Q449665):

Displaying 25 items.

• Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509) (← links)
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Projection methods for stochastic differential equations with conserved quantities (Q727906) (← 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)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
• Asymptotic-numerical solvers for highly oscillatory ordinary differential equations and Hamiltonian systems (Q2052351) (← links)
• Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
• A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← 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)
• 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)
• Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise (Q2798658) (← links)
• Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
• Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (Q5147756) (← links)
• Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations (Q5208737) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
• Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)