Pages that link to "Item:Q2350725"

The following pages link to A review on numerical schemes for solving a linear stochastic oscillator (Q2350725):

Displaying 20 items.

• 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)
• On preserving long-time features of a linear stochastic oscillator (Q878207) (← links)
• On the solution of stochastic oscillatory quadratic nonlinear equations using different techniques, a comparison study (Q949137) (← links)
• Exact finite-difference schemes for \(d\)-dimensional linear stochastic systems with constant coefficients (Q1791338) (← links)
• A new look at the stochastic linearization technique for hyperbolic tangent oscillator (Q1809642) (← links)
• Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
• Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← 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)
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• (Q3621423) (← 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)
• An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises (Q6593329) (← links)
• Splitting integrators for linear Vlasov equations with stochastic perturbations (Q6616292) (← links)