Browsing Faculty of Business by Author "Kosker, R."
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Numerical discretization of stochastic oscillators with generalized numerical integrators
Sirma, A.; Kosker, R.; Akat, Muzaffer (Vinča Institute of Nuclear Sciences, 2021)In 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 ... -
On the numerical schemes for Langevin-type equations
Akat, Muzaffer; Kosker, R.; Sirma, A. (Karaganda University, 2020)In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of ...
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