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Symplectic Numerical Methods for a Linear Stochastic Oscillator with Two Additive Noises.
- Source :
- Proceedings of the World Congress on Engineering 2011 Volume I; 2011, p1040-1044, 5p
- Publication Year :
- 2011
-
Abstract
- Two symplectic numerical integration methods, of mean-square order 1 and 2 respectively, for a linear stochastic oscillator with two additive noises are constructed via the stochastic generating function approach and investigated. They are shown by numerical tests to be efficient and superior to non-symplectic numerical methods. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISBNs :
- 9789881821065
- Database :
- Supplemental Index
- Journal :
- Proceedings of the World Congress on Engineering 2011 Volume I
- Publication Type :
- Conference
- Accession number :
- 83288212