随机动力系统数值保存问题的$ \vartheta $-方法

IF 1 Q3 Engineering

Journal of Computational Dynamics Pub Date : 2021-01-01 DOI:10.3934/jcd.2021023

R. D'Ambrosio, S. Di Giovacchino

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引用次数: 3

摘要

This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic \begin{document}$ \vartheta $\end{document}-mehods. The analysis also takes into account the effects of the estimation of the expected values by means of Monte Carlo simulations. The theoretical analysis is supported by a numerical evidence on a given stochastic oscillator, inspired by the Duffing oscillator.

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Numerical preservation issues in stochastic dynamical systems by $ \vartheta $-methods

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来源期刊

Journal of Computational Dynamics Engineering-Computational Mechanics

CiteScore

2.30

自引率

10.00%

发文量

期刊介绍： JCD is focused on the intersection of computation with deterministic and stochastic dynamics. The mission of the journal is to publish papers that explore new computational methods for analyzing dynamic problems or use novel dynamical methods to improve computation. The subject matter of JCD includes both fundamental mathematical contributions and applications to problems from science and engineering. A non-exhaustive list of topics includes * Computation of phase-space structures and bifurcations * Multi-time-scale methods * Structure-preserving integration * Nonlinear and stochastic model reduction * Set-valued numerical techniques * Network and distributed dynamics JCD includes both original research and survey papers that give a detailed and illuminating treatment of an important area of current interest. The editorial board of JCD consists of world-leading researchers from mathematics, engineering, and science, all of whom are experts in both computational methods and the theory of dynamical systems.