This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic ϑ-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.
Titolo: | Numerical preservation issues in stochastic dynamical systems by $ artheta $-methods | |
Autori: | ||
Data di pubblicazione: | 2021 | |
Rivista: | ||
Abstract: | This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic ϑ-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. | |
Handle: | http://hdl.handle.net/11697/176600 | |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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