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How to choose an appropriate initial condition to simulate stochastic differential equations stably.
- Source :
-
AIP Conference Proceedings . 2024, Vol. 3094 Issue 1, p1-4. 4p. - Publication Year :
- 2024
-
Abstract
- A method for choosing an appropriate initial condition to simulate stochastic differential equations stably is proposed. We apply Lyapunov stability and asymptotic stability theories to show how to choose initial conditions without causing blow up of numerical simulations, and carry out specific analysis through the stochastic nonlinear Kubo oscillator. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0094243X
- Volume :
- 3094
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- AIP Conference Proceedings
- Publication Type :
- Conference
- Accession number :
- 177745468
- Full Text :
- https://doi.org/10.1063/5.0210411