Numerical preservation issues in stochastic dynamical systems by $ \vartheta $-methods
نویسندگان
چکیده
<p style='text-indent:20px;'>This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means <inline-formula><tex-math id="M2">\begin{document}$ \vartheta $\end{document}</tex-math></inline-formula>-mehods. The analysis also takes into account effects estimation expected values Monte Carlo simulations. theoretical is supported a numerical evidence on given oscillator, inspired Duffing oscillator.</p>
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ژورنال
عنوان ژورنال: Journal of computational dynamics
سال: 2022
ISSN: ['2158-2491', '2158-2505']
DOI: https://doi.org/10.3934/jcd.2021023