Author
Sirma, A., Kosker, R., Akat, Muzaffer
Publication Date
2021
Publication Place
-
Vinča Institute of Nuclear Sciences
Subject
Difference schemes, Numerical schemes, Stochastic oscillators, Stochastic trigonemetric integrators
Type
Periodical
Language
English
Digital
Yes
Manuscript
No
Library
Özyeğin University
Library Asset ID
0354-9836
Record ID
6958dd8c-b936-445f-8f0b-4f379c0a6d7d
Library Location
International Finance
Date
2021
Sample Text
In this study, we propose a numerical scheme for stochastic oscillators with additive noise obtained by the method of variation of constants formula using generalized numerical integrators. For both of the displacement and the velocity components, we show that the scheme has an order of 3/2 in one step convergence and a first order in overall convergence. Theoretical statements are supported by numerical experiments.
DOI
10.2298/TSCI200630008S
Cilt
25
