Numerical analysis of stochastic oscillators on supercomputers View Full Text


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Article Info

DATE

2012-01

AUTHORS

S. S. Artemiev, A. A. Ivanov, V. D. Korneev

ABSTRACT

The problem of numerical analysis of stochastic differential equations (SDEs) with oscillating solutions is investigated. The expectation and variance of SDE numerical solutions are shown as functions of the mesh size of integrating the generalized Euler method. Results of some numerical experiments on the simulation of linear and nonlinear stochastic oscillators on the supercomputer of the Siberian Supercomputer Center are presented. More... »

PAGES

25-35

Identifiers

URI

http://scigraph.springernature.com/pub.10.1134/s199542391201003x

DOI

http://dx.doi.org/10.1134/s199542391201003x

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1026503190


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