نویسنده
Sirma, A., Kosker, R., Akat, Muzaffer
تاریخ انتشار
2021
محل انتشار
-
Vinča Institute of Nuclear Sciences
موضوع
Difference schemes, Numerical schemes, Stochastic oscillators, Stochastic trigonemetric integrators
نوع
دوره ای
زبان
انگلیسی
دیجیتال
بله
نسخه خطی
خیر
کتابخانه
دانشگاه اوزیغین
شناسه دارایی کتابخانه
0354-9836
شماره ثبت
6958dd8c-b936-445f-8f0b-4f379c0a6d7d
محل کتابخانه
International Finance
تاریخ
2021
متن نمونه
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
