Predictor-corrector methods for a linear stochastic oscillator with additive noise
文献类型：期刊论文
| 作者 | Hong, Jialin; Scherer, Rudolf; Wang, Lijin |
| 刊名 | MATHEMATICAL AND COMPUTER MODELLING
 |
| 出版日期 | 2007-09-01 |
| 卷号 | 46期号:5-6页码:738-764 |
| 关键词 | predictor-corrector method linear stochastic oscillator symplecticity stochastic Hamiltonian system second moment mean-square convergence |
| ISSN号 | 0895-7177 |
| DOI | 10.1016/j.mcm.2006.12.009 |
| 英文摘要 | The predictor-corrector methods P(EC)(k) with equidistant discretization are applied to the numerical integration of a linear stochastic oscillator. Their ability in preserving the symplecticity, the linear growth property of the second moment, and the oscillation property of the solution of this stochastic system is studied. Their mean-square orders of convergence are discussed. Numerical experiments are performed. (C) 2007 Elsevier Ltd. All rights reserved. |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000247823500013 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4194]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Hong, Jialin |
| 作者单位 | 1.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Univ Karlsruhe TH, Inst Appl & Numer Math, D-76128 Karlsruhe, Germany 3.Chinese Acad Sci, Grad Sch, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Hong, Jialin,Scherer, Rudolf,Wang, Lijin. Predictor-corrector methods for a linear stochastic oscillator with additive noise[J]. MATHEMATICAL AND COMPUTER MODELLING,2007,46(5-6):738-764. |
| APA | Hong, Jialin,Scherer, Rudolf,&Wang, Lijin.(2007).Predictor-corrector methods for a linear stochastic oscillator with additive noise.MATHEMATICAL AND COMPUTER MODELLING,46(5-6),738-764. |
| MLA | Hong, Jialin,et al."Predictor-corrector methods for a linear stochastic oscillator with additive noise".MATHEMATICAL AND COMPUTER MODELLING 46.5-6(2007):738-764. |
入库方式： OAI收割
来源：数学与系统科学研究院
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