On the numerical structure preservation of nonlinear damped stochastic oscillators
On the numerical structure preservation of nonlinear damped stochastic oscillators
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Publisher
New York: Springer US
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Language
English
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Publisher
New York: Springer US
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Scope and Contents
Contents
The paper is focused on analyzing the conservation issues of stochastic
θ
-methods when applied to nonlinear damped stochastic oscillators. In particular, we are interested in reproducing the long-term properties of the continuous problem over its discretization through stochastic
θ
-methods, by preserving the correlation matrix. This e...
Alternative Titles
Full title
On the numerical structure preservation of nonlinear damped stochastic oscillators
Authors, Artists and Contributors
Author / Creator
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TN_cdi_proquest_journals_2918592719
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2918592719
Other Identifiers
ISSN
1017-1398
E-ISSN
1572-9265
DOI
10.1007/s11075-020-00918-5
