On the numerical schemes for Langevin-type equations
dc.contributor.author | Akat, Muzaffer | |
dc.contributor.author | Kosker, R. | |
dc.contributor.author | Sirma, A. | |
dc.date.accessioned | 2021-03-09T09:16:05Z | |
dc.date.available | 2021-03-09T09:16:05Z | |
dc.date.issued | 2020 | |
dc.identifier.issn | 2518-7929 | en_US |
dc.identifier.uri | http://hdl.handle.net/10679/7373 | |
dc.identifier.uri | https://mathematics-vestnik.ksu.kz/index.php/mathematics-vestnik/article/view/385 | |
dc.description.abstract | 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 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. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Karaganda University | en_US |
dc.relation.ispartof | Bulletin Of The Karaganda University-Mathematics | |
dc.rights | openAccess | |
dc.title | On the numerical schemes for Langevin-type equations | en_US |
dc.type | Article | en_US |
dc.description.version | Publisher version | en_US |
dc.peerreviewed | yes | en_US |
dc.publicationstatus | Published | en_US |
dc.contributor.department | Özyeğin University | |
dc.contributor.authorID | (ORCID 0000-0003-1680-2158 & YÖK ID 177201) Akat, Muzaffer | |
dc.contributor.ozuauthor | Akat, Muzaffer | |
dc.identifier.volume | 99 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.startpage | 62 | en_US |
dc.identifier.endpage | 74 | en_US |
dc.identifier.wos | WOS:000580591000007 | |
dc.identifier.doi | 10.31489/2020M3/62-74 | |
dc.subject.keywords | Difference schemes | en_US |
dc.subject.keywords | Stochastic oscillators | en_US |
dc.subject.keywords | Langevin equation | en_US |
dc.subject.keywords | Variation of constants | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-85153765416 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
Files in this item
This item appears in the following Collection(s)
Share this page