Computer simulations of multiplicative stochastic differential equations (Q751229)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computer simulations of multiplicative stochastic differential equations |
scientific article; zbMATH DE number 4176412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computer simulations of multiplicative stochastic differential equations |
scientific article; zbMATH DE number 4176412 |
Statements
Computer simulations of multiplicative stochastic differential equations (English)
0 references
1991
0 references
The paper presents computer simulations of stochastic differential equations with multiplicative noise. The test equation is given by the Kubo oscillator in the white noise limit. Explicit and implicit numerical schemes are applied, where a semi-implicit method gives the best results.
0 references
stability
0 references
computer simulations
0 references
stochastic differential equations
0 references
multiplicative noise
0 references
Kubo oscillator
0 references
white noise limit
0 references
semi-implicit method
0 references
0.92715967
0 references
0.92715776
0 references
0.9166632
0 references
0 references
