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.

This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic (Formula presented)-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.

Numerical preservation issues in stochastic dynamical systems by $ artheta $-methods

D'Ambrosio, Raffaele;Di Giovacchino, Stefano
2022-01-01

Abstract

This paper analyzes conservation issues in the discretization of certain stochastic dynamical systems by means of stochastic (Formula presented)-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.
2022
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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11697/200420
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 7
  • ???jsp.display-item.citation.isi??? 1
social impact