Akat, MuzafferKosker, R.Sirma, A.2021-03-092021-03-0920202518-7929http://hdl.handle.net/10679/7373https://doi.org/10.31489/2020M3/62-74In 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 convergence have been provided for the linear case, and the numerical implementation has been executed for the non-linear case. The order one convergence for the numerical scheme has been shown both theoretically and numerically. The stability of the numerical scheme has been shown numerically and depicted graphically.engopenAccessarticle993627400058059100000710.31489/2020M3/62-74Difference schemesStochastic oscillatorsLangevin equationVariation of constants2-s2.0-85153765416