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.en_US
dc.description.versionPublisher versionen_US
dc.identifier.doi10.2298/TSCI200630008Sen_US
dc.identifier.endpageS75en_US
dc.identifier.issn0354-9836en_US
dc.identifier.scopus2-s2.0-85101635223
dc.identifier.startpageS65en_US
dc.identifier.urihttp://hdl.handle.net/10679/8105
dc.identifier.urihttps://doi.org/10.2298/TSCI200630008S
dc.identifier.volume25en_US
dc.identifier.wos000637582200008
dc.language.isoengen_US
dc.peerreviewedyesen_US
dc.publicationstatusPublisheden_US
dc.publisherVinča Institute of Nuclear Sciencesen_US
dc.relation.isformatofThermal Science
dc.relation.ispartofThermal Science
dc.relation.publicationcategoryInternational Refereed Journal
dc.rightsAttribution 4.0 International*
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.subject.keywordsDifference schemesen_US
dc.subject.keywordsNumerical schemesen_US
dc.subject.keywordsStochastic oscillatorsen_US
dc.subject.keywordsStochastic trigonemetric integratorsen_US
dc.titleNumerical discretization of stochastic oscillators with generalized numerical integratorsen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isOrgUnitOfPublicatione7fcb811-af49-4ec2-b289-d39850ce6728
relation.isOrgUnitOfPublication.latestForDiscoverye7fcb811-af49-4ec2-b289-d39850ce6728

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