A numerical scheme for harmonic stochastic oscillators based on asymptotic expansions

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  • who: Carmela Scalone from the Department of Engineering and Computer Science and Mathematics, University of L'Aquila have published the research work: A Numerical Scheme for Harmonic Stochastic Oscillators Based on Asymptotic Expansions, in the Journal: Mathematics 2022, 10, 3083. of /2022/
  • what: The authors provide a numerical method for discretizing linear stochastic oscillators with high constant frequencies driven by a nonlinear time-varying force and a random force. To provide a suited discretisation of this type of integrals the authors propose quadrature rules based on asymptotic expansions. In the numerical analysis literature, several works . . .

     

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