Symplectic Numerical Methods for a Linear Stochastic Oscillator with Two Additive Noises
نویسندگان
چکیده
Two symplectic numerical integration methods, of mean-square order 1 and 2 respectively, for a linear stochastic oscillator with two additive noises are constructed via the stochastic generating function approach and investigated. They are shown by numerical tests to be efficient and superior to non-symplectic numerical methods.
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