Numerical discretization of stochastic oscillators with generalized numerical integrators
نویسندگان
چکیده
In this study, we propose a numerical scheme for stochastic oscillators with additive noise obtained by the method of variation constants formula using generalized integrators. For both displacement and velocity components, show that has an order 3/2 in one step convergence first overall convergence. Theoretical statements are supported experiments.
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ژورنال
عنوان ژورنال: Thermal Science
سال: 2021
ISSN: ['0354-9836', '2334-7163']
DOI: https://doi.org/10.2298/tsci200630008s