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

dc.contributorFGV
dc.creatorDe la Cruz, Hugo
dc.creatorJimenez, J. C.
dc.creatorZubelli, Jorge P.
dc.date.accessioned2018-05-10T13:37:28Z
dc.date.accessioned2022-11-03T20:14:18Z
dc.date.available2018-05-10T13:37:28Z
dc.date.available2022-11-03T20:14:18Z
dc.date.created2018-05-10T13:37:28Z
dc.date.issued2017-03
dc.identifier0006-3835
dc.identifierhttp://hdl.handle.net/10438/23710
dc.identifier10.1007/s10543-016-0620-2
dc.identifier000394338800006
dc.identifierZubelli, Jorge/0000-0003-1581-9505
dc.identifierZubelli, Jorge/B-6166-2008
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5034338
dc.description.abstractIn 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.
dc.languageeng
dc.publisherSpringer
dc.relationBit numerical mathematics
dc.rightsrestrictedAccess
dc.sourceWeb of Science
dc.subjectStochastic oscillators
dc.subjectHarmonic oscillators
dc.subjectCoupled oscillators
dc.subjectStochastic differential equations
dc.subjectLong-term integration
dc.subjectLocal linearization approach
dc.subjectNumerical schemes
dc.titleLocally Linearized methods for the simulation of stochastic oscillators driven by random forces
dc.typeArticle (Journal/Review)


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