A parallel time integrator for noisy nonlinear oscillatory systems

DOI10.1016/j.jcp.2018.01.019zbMath1395.65003OpenAlexW2792089550MaRDI QIDQ1640871

Waad Subber, Abhijit Sarkar

Publication date: 14 June 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2018.01.019

zbMATH Keywords

stochastic processesstochastic differential equationsnonlinear dynamicsDuffing oscillatortime-domain parallelism

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Parallel numerical computation (65Y05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Uncertainty propagation in dynamic sub-structuring by model reduction integrated domain decomposition

Uses Software

• EnKF

Cites Work

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