Now showing items 1-3 of 3

    • Computer simulation of the stochastic transport equation 

      De la Cruz, Hugo; Olivera, Christian Henrique; Zubelli, Jorge P.
      2015
      In this article the numerical approximation of the stochastic transport equation is considered. We propose a new computational scheme for the effective simulation of the solutions of this equation. Results on the convergence ...
    • Locally Linearized methods for the simulation of stochastic oscillators driven by random forces 

      De la Cruz, Hugo; Jimenez, J. C.; Zubelli, Jorge P.
      2017-03
      In this work, the performance of Locally Linearized integrators for the numerical simulation of stochastic oscillators driven by random forces is studied. This includes the reproduction of a number of dynamical properties ...
    • A Numerical method for the semilinear stochastic transport equation 

      De la Cruz, Hugo; Olivera, Christian Henrique; Zubelli, Jorge P.
      2015
      We propose a new numerical method for the computer simulation of the semi-linear transport equation. Based on the stochastic characteristic method and the Local Linearization technique, we construct an effi cient and stable ...