A review on numerical schemes for solving a linear stochastic oscillator

DOI10.1007/s10543-014-0507-zzbMath1322.65017OpenAlexW2067094364MaRDI QIDQ2350725

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Publication date: 25 June 2015

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-014-0507-z

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Cites Work

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• On the numerical discretisation of stochastic oscillators
• On preserving long-time features of a linear stochastic oscillator
• Stochastic oscillators
• Numerical simulation of a linear stochastic oscillator with additive noise
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• Predictor-corrector methods for a linear stochastic oscillator with additive noise
• Symplectic Integration of Hamiltonian Systems with Additive Noise

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