In this article, we propose an approach, based on the variation-of-constants formula, for the numerical discretisation over long-time intervals of several stochastic oscillators. Additive and multiplicative noises are treated separately. The proposed schemes permit the use of large step sizes in the presence of a high frequency in the problem and offer various additional properties. These new numerical integrators can be viewed as a stochastic-generalisation of the trigonometric integrators for highly oscillatory deterministic problems.
from #AlexandrosSfakianakis via Alexandros G.Sfakianakis on Inoreader http://ift.tt/2DNvFyf
via IFTTT
Εγγραφή σε:
Σχόλια ανάρτησης (Atom)
Δημοφιλείς αναρτήσεις
-
Abstract Kenaf is a multipurpose crop, but a lack of genetic information hinders genetic and molecular research. In this study, we aimed t...
-
As demonstrated by the market reactions to downgrades of various sovereign credit ratings in 2011, the credit rating agencies occupy an impo...
-
Spindle cell/pleomorphic lipoma is an uncommonly encountered benign neoplasm that is usually found in the subcutaneous tissues. Rare cases r...
-
Lichtenstein intervention is currently the classic model of the regulated treatment of inguinal hernias by direct local approach. This “tens...
-
Publication date: Available online 10 February 2017 Source: International Journal of Oral and Maxillofacial Surgery Author(s): S. Sugiyama...
-
ORIGINAL ARTICLES Cyclooxygenase-2 and estrogen receptor-β as possible therapeutic targets in desmoid tumors p. 47 Rasha A Khairy DOI :10....
-
New magnetic resonance (MR) molecular imaging techniques offer the potential for non-invasive, simultaneous quantification of metabolic and ...
-
The parotid gland harbors 85% of all salivary gland neoplasms. Though the majority of tumors are benign, complete surgical resection remains...
-
Facial Nerve Clinic to Provide Comprehensive Personalized Care Newswise (press release) The program will treat patients with facial n...
Δεν υπάρχουν σχόλια:
Δημοσίευση σχολίου