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