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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2012, Volume 15, Number 1, Pages 31–43 (Mi sjvm456)  
This article is cited in 7 scientific papers (total in 7 papers)

Numerical analysis of stochastic oscillators on supercomputers

S. S. Artemieva, A. A. Ivanovb, V. D. Korneevba

a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University, Novosibirsk
Full-text PDF (716 kB) Citations (7)
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Abstract: In this paper we investigate the numerical analysis problem of stochastic differential equations (SDEs) with oscillating solutions. The dependence of mathematical expectation and dispersion of the SDE numerical solution on the mesh size of integrating the generalized Euler method is determined. The results of numerical experiments with simulation of linear and nonlinear stochastic oscillators on the supercomputer of the Siberian Supercomputer Center are presented.
Key words: stochastic differential equations, statistical algorithms, parallelization, supercomputer, cluster, van der Pol equation, phase trajectory, stochastic oscillators.
Received: 28.06.2010
Revised: 28.02.2011
English version:
Numerical Analysis and Applications, 2012, Volume 5, Issue 1, Pages 25–35
DOI: https://doi.org/10.1134/S199542391201003X
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: S. S. Artemiev, A. A. Ivanov, V. D. Korneev, “Numerical analysis of stochastic oscillators on supercomputers”, Sib. Zh. Vychisl. Mat., 15:1 (2012), 31–43; Num. Anal. Appl., 5:1 (2012), 25–35
Citation in format AMSBIB
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\paper Numerical analysis of stochastic oscillators on supercomputers
\jour Sib. Zh. Vychisl. Mat.
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\vol 15
\issue 1
\pages 31--43
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\elib{https://elibrary.ru/item.asp?id=17979264}
\transl
\jour Num. Anal. Appl.
\yr 2012
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\issue 1
\pages 25--35
\crossref{https://doi.org/10.1134/S199542391201003X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84857888964}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Sibirskii Zhurnal Vychislitel'noi Matematiki
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