نویسنده
Akat, Muzaffer, Kosker, R., Sirma, A.
تاریخ انتشار
2020
محل انتشار
-
Karaganda University
موضوع
Difference schemes, Stochastic oscillators, Langevin equation, Variation of constants
نوع
دوره ای
زبان
انگلیسی
دیجیتال
بله
نسخه خطی
خیر
کتابخانه
دانشگاه اوزیغین
شناسه دارایی کتابخانه
2518-7929
شماره ثبت
00c8d59a-d307-4807-b8fd-e0c27421dcf0
محل کتابخانه
International Finance
تاریخ
2020
متن نمونه
In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of convergence have been provided for the linear case, and the numerical implementation has been executed for the non-linear case. The order one convergence for the numerical scheme has been shown both theoretically and numerically. The stability of the numerical scheme has been shown numerically and depicted graphically.
DOI
10.31489/2020M3/62-74
Cilt
99
