New frequency characteristics of the numerical solution of stochastic differential equations View Full Text


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Article Info

DATE

2015-01

AUTHORS

S. S. Artemiev, A. A. Ivanov, D. D. Smirnov

ABSTRACT

Some problems of numerical analysis of stochastic differential equations with oscillatory solution trajectories are studied. To analyze a numerical solution, it is proposed to use some frequency characteristics generalizing the integral curve and phase portrait. The results of numerical experiments carried out on a cluster, NCC-30T, at the Siberian Supercomputer Center, ICM&MG SB RAS, with a software package, PARMONC, are presented. More... »

PAGES

13-22

Identifiers

URI

http://scigraph.springernature.com/pub.10.1134/s1995423915010024

DOI

http://dx.doi.org/10.1134/s1995423915010024

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1040334813


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