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Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method - MaRDI portal

Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362)

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Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
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    Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (English)
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    8 June 2022
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    stochastic differential equations
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    stochastic underdamped oscillator
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    stochastic theta methods
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    second order moment
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    numerical methods
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    numerical integration
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