Numerical discretization of stochastic oscillators with generalized numerical integrators
dc.contributor.author | Sirma, A. | |
dc.contributor.author | Kosker, R. | |
dc.contributor.author | Akat, Muzaffer | |
dc.date.accessioned | 2023-04-04T13:26:16Z | |
dc.date.available | 2023-04-04T13:26:16Z | |
dc.date.issued | 2021 | |
dc.identifier.issn | 0354-9836 | en_US |
dc.identifier.uri | http://hdl.handle.net/10679/8105 | |
dc.identifier.uri | https://thermalscience.vinca.rs/2021/special/8 | |
dc.description.abstract | 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 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.language.iso | eng | en_US |
dc.publisher | Vinča Institute of Nuclear Sciences | en_US |
dc.relation.isformatof | Thermal Science | |
dc.relation.ispartof | Thermal Science | |
dc.rights | Attribution 4.0 International | * |
dc.rights | openAccess | |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | * |
dc.title | Numerical discretization of stochastic oscillators with generalized numerical integrators | 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 | 25 | en_US |
dc.identifier.startpage | S65 | en_US |
dc.identifier.endpage | S75 | en_US |
dc.identifier.wos | WOS:000637582200008 | |
dc.identifier.doi | 10.2298/TSCI200630008S | en_US |
dc.subject.keywords | Difference schemes | en_US |
dc.subject.keywords | Numerical schemes | en_US |
dc.subject.keywords | Stochastic oscillators | en_US |
dc.subject.keywords | Stochastic trigonemetric integrators | en_US |
dc.identifier.scopus | SCOPUS:2-s2.0-85101635223 | |
dc.relation.publicationcategory | Article - International Refereed Journal - Institutional Academic Staff |
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