Numerical simulation of a linear stochastic oscillator with additive noise

Aslaug H.Strømmen Melbø; Desmond J. Higham

doi:10.1016/j.apnum.2004.02.003

Numerical simulation of a linear stochastic oscillator with additive noise

Applied Numerical Mathematics ◽

10.1016/j.apnum.2004.02.003 ◽

2004 ◽

Vol 51 (1) ◽

pp. 89-99 ◽

Cited By ~ 30

Author(s):

Aslaug H.Strømmen Melbø ◽

Desmond J. Higham

Keyword(s):

Numerical Simulation ◽

Additive Noise ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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Predictor–corrector methods for a linear stochastic oscillator with additive noise

Mathematical and Computer Modelling ◽

10.1016/j.mcm.2006.12.009 ◽

2007 ◽

Vol 46 (5-6) ◽

pp. 738-764 ◽

Cited By ~ 14

Author(s):

Jialin Hong ◽

Rudolf Scherer ◽

Lijin Wang

Keyword(s):

Additive Noise ◽

Stochastic Oscillator ◽

Predictor Corrector ◽

Linear Stochastic Oscillator

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Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator

SIAM Journal on Numerical Analysis ◽

10.1137/19m1306919 ◽

2021 ◽

Vol 59 (1) ◽

pp. 32-59

Author(s):

Chuchu Chen ◽

Jialing Hong ◽

Diancong Jin ◽

Liying Sun

Keyword(s):

Large Deviations ◽

Symplectic Methods ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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Joint PDF parametric models for the rate of upcrossings of the acceleration for a non-linear stochastic oscillator

International Journal of Non-Linear Mechanics ◽

10.1016/0020-7462(96)00024-8 ◽

1996 ◽

Vol 31 (5) ◽

pp. 591-599

Author(s):

V. Monbet ◽

M. Prevosto ◽

J. Deshayes

Keyword(s):

Parametric Models ◽

Stochastic Oscillator ◽

Non Linear ◽

Linear Stochastic Oscillator

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On preserving long-time features of a linear stochastic oscillator

BIT Numerical Mathematics ◽

10.1007/s10543-007-0115-2 ◽

2007 ◽

Vol 47 (1) ◽

pp. 189-196 ◽

Cited By ~ 8

Author(s):

A. TOCINO

Keyword(s):

Stochastic Oscillator ◽

Long Time ◽

Linear Stochastic Oscillator

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A Comparison Among Several Numerical Integrators to Solve a Linear Stochastic Oscillator

10.1063/1.2991102 ◽

2008 ◽

Cited By ~ 2

Author(s):

A. Tocino

Keyword(s):

Stochastic Oscillator ◽

Numerical Integrators ◽

Linear Stochastic Oscillator

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Nonlinear oscillations in a linear stochastic oscillator

Cybernetics and Systems Analysis ◽

10.1007/bf02732999 ◽

2000 ◽

Vol 36 (3) ◽

pp. 463-464

Author(s):

N. V. Sinenko

Keyword(s):

Nonlinear Oscillations ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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A review on numerical schemes for solving a linear stochastic oscillator

BIT Numerical Mathematics ◽

10.1007/s10543-014-0507-z ◽

2014 ◽

Vol 55 (2) ◽

pp. 515-529 ◽

Cited By ~ 7

Author(s):

M. J. Senosiain ◽

A. Tocino

Keyword(s):

Numerical Schemes ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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Enhancing energy harvesting by a linear stochastic oscillator

Probabilistic Engineering Mechanics ◽

10.1016/j.probengmech.2015.10.007 ◽

2016 ◽

Vol 43 ◽

pp. 1-4 ◽

Cited By ~ 2

Author(s):

R.V. Bobryk ◽

D. Yurchenko

Keyword(s):

Energy Harvesting ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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Symplectic Integrators for a Linear Stochastic Oscillator with Multiplicative Noise

International Conference on Future Computer and Communication, 3rd (ICFCC 2011) ◽

10.1115/1.859711.paper52 ◽

2011 ◽

pp. 351-355

Keyword(s):

Multiplicative Noise ◽

Symplectic Integrators ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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Analysis of Exponential Stability of a Linear Stochastic Oscillator under Small Diffusive Disturbances

Cybernetics and Systems Analysis ◽

10.1023/b:casa.0000034445.65789.3c ◽

2004 ◽

Vol 40 (2) ◽

pp. 200-207 ◽

Cited By ~ 1

Author(s):

S. L. Rogol ◽

V. K. Yasinsky

Keyword(s):

Exponential Stability ◽

Stochastic Oscillator ◽

Linear Stochastic Oscillator

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