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Artigo científico

Locally Linearized methods for the simulation of stochastic oscillators driven by random forces

De la Cruz, Hugo; Jimenez, J. C.; Zubelli, Jorge P.

O documento é disponibilizado pela fonte de origem, que mantém a versão integral e as condições de uso.

Resumo

In this work, the performance of Locally Linearized integrators for the numerical simulation of stochastic oscillators driven by random forces is studied. This includes the reproduction of a number of dynamical properties of simple and coupled harmonic oscillators and paths of nonlinear stochastic oscillators in general. Computer experiments illustrate the theoretical findings and advantages of various Locally Linearized schemes in comparison with other conventional integrators.

Ficha do documento

Tipo
Artigo científico
Ano
2017
Instituição
Springer
Idioma
Inglês
Acesso
Acesso restrito
Identificador
oai:repositorio.fgv.br:10438/23710

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