Locally Linearized methods for the simulation of stochastic oscillators driven by random forces
Carregando...
Arquivos
Data
2017-03
Orientador(res)
Métricas
Título da Revista
ISSN da Revista
Título de Volume
Resumo
In this work, the performance of Locally Linearized integrators for the numerical simulation of stochastic oscillators driven by random forces is studied. This includes the reproduction of a number of dynamical properties of simple and coupled harmonic oscillators and paths of nonlinear stochastic oscillators in general. Computer experiments illustrate the theoretical findings and advantages of various Locally Linearized schemes in comparison with other conventional integrators.
Descrição
Conteúdo online de acesso restrito pelo editor