We study a class of numerical methods for a system of second-order SDE driven by a linear fast force generating high frequency oscillatory solutions. The proposed schemes permit the use of large step sizes, have uniform global error bounds in the position (i.e. independent of the large frequencies present in the SDE) and offer various additional properties. This new family of numerical integrators for SDE can be viewed as a stochastic generalisation of the trigonometric integrators for highly oscillatory deterministic problems.
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Abstract Determining the cause of unexplained death in all age groups, including infants, is a priority in forensic medicine. The triple r...
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Abstract Layer-by-layer (LbL) dip coating, accompanying with the use of micelle structure, allows hydrophobic molecules to be coated on me...
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