Abstract
In this work, we provide a numerical method for discretizing linear stochastic oscillators with high constant frequencies driven by a nonlinear time-varying force and a random force. The presented method is constructed by starting from the variation of constants formula, in which highly oscillating integrals appear. To provide a suited discretisation of this type of integrals, we propose quadrature rules based on asymptotic expansions. Theoretical considerations and numerical experiments comparing the method with a standard approach on physical models are introduced.
Funder
Ministry of Education, Universities and Research
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
Cited by
1 articles.
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