Publication:
Numerical discretization of stochastic oscillators with generalized numerical integrators

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dc.contributor.authorSirma, A.
dc.contributor.authorKosker, R.
dc.contributor.authorAkat, Muzaffer
dc.contributor.departmentInternational Finance
dc.contributor.ozuauthorAKAT, Muzaffer
dc.date.accessioned2023-04-04T13:26:16Z
dc.date.available2023-04-04T13:26:16Z
dc.date.issued2021
dc.description.abstractIn this study, we propose a numerical scheme for stochastic oscillators with additive noise obtained by the method of variation of constants formula using generalized numerical integrators. For both of the displacement and the velocity components, we show that the scheme has an order of 3/2 in one step convergence and a first order in overall convergence. Theoretical statements are supported by numerical experiments.
dc.description.versionPublisher version
dc.identifier.doi10.2298/TSCI200630008S
dc.identifier.endpageS75
dc.identifier.issn0354-9836
dc.identifier.scopus2-s2.0-85101635223
dc.identifier.startpageS65
dc.identifier.urihttp://hdl.handle.net/10679/8105
dc.identifier.urihttps://doi.org/10.2298/TSCI200630008S
dc.identifier.volume25
dc.identifier.wos000637582200008
dc.language.isoeng
dc.peerreviewedyes
dc.publicationstatusPublished
dc.publisherVinča Institute of Nuclear Sciences
dc.relation.isformatofThermal Science
dc.relation.ispartofThermal Science
dc.relation.publicationcategoryInternational Refereed Journal
dc.rightsAttribution 4.0 International
dc.rightsopenAccess
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subject.keywordsDifference schemes
dc.subject.keywordsNumerical schemes
dc.subject.keywordsStochastic oscillators
dc.subject.keywordsStochastic trigonemetric integrators
dc.titleNumerical discretization of stochastic oscillators with generalized numerical integrators
dc.typearticle
dspace.entity.typePublication
relation.isOrgUnitOfPublicatione7fcb811-af49-4ec2-b289-d39850ce6728
relation.isOrgUnitOfPublication.latestForDiscoverye7fcb811-af49-4ec2-b289-d39850ce6728

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