Pages that link to "Item:Q2467150"
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The following pages link to Predictor-corrector methods for a linear stochastic oscillator with additive noise (Q2467150):
Displaying 16 items.
- Generating functions for stochastic symplectic methods (Q379801) (← links)
- Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509) (← links)
- On the numerical discretisation of stochastic oscillators (Q449665) (← links)
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← 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)
- Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- On preserving long-time features of a linear stochastic oscillator (Q878207) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← 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)
- Qualitative analysis and simulation of a 10 degrees of freedom model of an electrically operated vehicle (Q2425460) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- (Q5862230) (← links)
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281) (← links)
