Yazar
Sirma, A., Kosker, R., Akat, Muzaffer
Basım Tarihi
2021
Basım Yeri
-
Vinča Institute of Nuclear Sciences
Konu
Difference schemes, Numerical schemes, Stochastic oscillators, Stochastic trigonemetric integrators
Tür
Süreli Yayın
Dil
İngilizce
Dijital
Evet
Yazma
Hayır
Kütüphane
Özyeğin Üniversitesi
Demirbaş Numarası
0354-9836
Kayıt Numarası
6958dd8c-b936-445f-8f0b-4f379c0a6d7d
Lokasyon
International Finance
Tarih
2021
Örnek Metin
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
