Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
From MaRDI portal
Publication:670503
DOI10.1007/s11075-018-0517-zOpenAlexW2800692824MaRDI QIDQ670503
M. Malzoumati-Khiaban, Ali Foroush Bastani, Mohammad Reza Yaghouti
Publication date: 18 March 2019
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-018-0517-z
variable step sizelinear stochastic oscillatorstochastic Hamiltonian systemsadditive white noisesymplecticitytime regularization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Generating functions for stochastic symplectic methods
- On the numerical discretisation of stochastic oscillators
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- Adaptive stepsize based on control theory for stochastic differential equations
- A variable step-size control algorithm for the weak approximation of stochastic differential equations
- Projection methods for stochastic differential equations with conserved quantities
- Local error estimation by doubling
- On preserving long-time features of a linear stochastic oscillator
- Constant coefficient linear multistep methods with step density control
- Time-reversal symmetry in dynamical systems: a survey
- Stochastic oscillators
- Symplectic integrators for long-term integrations in celestial mechanics
- Random differential equations in science and engineering
- Step size control in the numerical solution of stochastic differential equations
- Variable time step integration with symplectic methods
- An adaptive timestepping algorithm for stochastic differential equations.
- Automatic control and adaptive time-stepping
- Numerical simulation of a linear stochastic oscillator with additive noise
- Variable steps for reversible integration methods
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
- Explicit symplectic algorithms for time-transformed Hamiltonians
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations
- A review on numerical schemes for solving a linear stochastic oscillator
- A new adaptive Runge-Kutta method for stochastic differential equations
- Explicit adaptive symplectic integrators for solving Hamiltonian systems
- A step size control algorithm for the weak approximation of stochastic differential equations
- Predictor-corrector methods for a linear stochastic oscillator with additive noise
- Time-step selection algorithms: adaptivity, control, and signal processing
- On stochastic modelling of linear circuits
- Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
- The Adaptive Verlet Method
- The Development of Variable-Step Symplectic Integrators, with Application to the Two-Body Problem
- Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
- Symplectic Integration of Hamiltonian Systems with Additive Noise
- A Variable Stepsize Implementation for Stochastic Differential Equations
- Adaptive weak approximation of stochastic differential equations
- Adaptive Geometric Integrators for Hamiltonian Problems with Approximate Scale Invariance
- Explicit, Time Reversible, Adaptive Step Size Control
- High-Order Symplectic Schemes for Stochastic Hamiltonian Systems
- Pathwise convergent higher order numerical schemes for random ordinary differential equations
- Numerical Methods for Second‐Order Stochastic Differential Equations
- Digital filters in adaptive time-stepping
- Stochastic Liouville Equations
- The optimal discretization of stochastic differential equations
- Explicit variable step-size and time-reversible integration
- Stochastic differential equations. An introduction with applications.
