Pages that link to "Item:Q2301274"

The following pages link to Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274):

Displaying 16 items.

• Numerical preservation of long-term dynamics by stochastic two-step methods (Q1670362) (← 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)
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
• Dynamical low-rank approximation to the solution of parabolic differential equations (Q2189700) (← links)
• Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems (Q2190864) (← links)
• On the numerical structure preservation of nonlinear damped stochastic oscillators (Q2225510) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping (Q5243522) (← links)
• Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• Random periodic solutions of SDEs: existence, uniqueness and numerical issues (Q6144072) (← links)
• Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)
• Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)
• An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises (Q6593329) (← links)