On the numerical integration of the undamped harmonic oscillator driven by independent additive gaussian white noises
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DOI: 10.1016/j.apnum.2018.12.001
Abstract: Abstract The stochastic exponential method is applied to solve the undamped linear stochastic oscillator driven by a multidimensional Wiener process. The proposed additive noise model is new since the disturbances are introduced in the equivalent… read more here.
Keywords: undamped harmonic; oscillator; harmonic oscillator; oscillator driven ... See more keywords