Integration of the stochastic underdamped harmonic oscillator by the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e568" altimg="si342.svg"><mml:mi>θ</mml:mi></mml:math>-method-Reference-Cited by-同舟云学术

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Integration of the stochastic underdamped harmonic oscillator by the θ-method

Published:2022-09 Issue: Volume:199 Page:217-230
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Tocino A.,Komori Y.^ORCID,Mitsui T.

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference33 articles.

1. S-ROCK: Chebyshev methods for stiff stochastic differential equations;Abdulle;SIAM J. Sci. Comput.,2008

2. Stochastic Differential Equations: Theory and Applications;Arnold,1974

3. Numerical methods for second-order stochastic differential equations;Burrage;SIAM J. Sci. Comput.,2007

4. Linear Differential Equations and Oscillators;Campos,2019

5. Long-term analysis of stochastic θ-methods for damped stochastic oscillators;Citro;App. Numer. Math.,2020

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1. An explicit Euler scheme for generalized n-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises;Journal of Computational and Applied Mathematics;2025-01

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