Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise
From MaRDI portal
Publication:2930009
DOI10.1137/130935331zbMath1320.65019OpenAlexW2152547657MaRDI QIDQ2930009
No author found.
Publication date: 17 November 2014
Published in: (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:41846
No records found.
No records found.
Related Items (10)
Drift-preserving numerical integrators for stochastic Poisson systems ⋮ A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics ⋮ Uniformly accurate schemes for drift-oscillatory stochastic differential equations ⋮ Numerical preservation of long-term dynamics by stochastic two-step methods ⋮ On the numerical structure preservation of nonlinear damped stochastic oscillators ⋮ Exponential discrete gradient schemes for a class of stochastic differential equations ⋮ Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations ⋮ Filon quadrature for stochastic oscillators driven by time-varying forces ⋮ Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators ⋮ Stability issues for selected stochastic evolutionary problems: a review
This page was built for publication: Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise
