On the numerical solution of stochastic oscillators driven by time-varying and random forces
Numerical Analysis
2021-01-12 v1 Numerical Analysis
Abstract
In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and numerical experiments on popular related physical models.
Cite
@article{arxiv.2101.03372,
title = {On the numerical solution of stochastic oscillators driven by time-varying and random forces},
author = {Raffaele D'Ambrosio and Carmela Scalone},
journal= {arXiv preprint arXiv:2101.03372},
year = {2021}
}