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dc.contributor.authorDe la Cruz, Hugo
dc.contributor.authorJimenez, J. C.
dc.contributor.authorZubelli, Jorge P.
dc.date.accessioned2018-05-10T13:37:28Z
dc.date.available2018-05-10T13:37:28Z
dc.date.issued2017-03
dc.identifierhttp://dx.doi.org/10.1007/s10543-016-0620-2
dc.identifier.issn0006-3835
dc.identifier.urihttp://hdl.handle.net/10438/23710
dc.descriptionConteúdo online de acesso restrito pelo editorpor
dc.description.abstractIn 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 of simple and coupled harmonic oscillators and paths of nonlinear stochastic oscillators in general. Computer experiments illustrate the theoretical findings and advantages of various Locally Linearized schemes in comparison with other conventional integrators.eng
dc.description.sponsorshipFGV/EMAp projecteng
dc.format.extentp. 123-151
dc.language.isoeng
dc.publisherSpringereng
dc.relation.ispartofseriesBit numerical mathematicseng
dc.sourceWeb of Science
dc.subjectStochastic oscillatorseng
dc.subjectHarmonic oscillatorseng
dc.subjectCoupled oscillatorseng
dc.subjectStochastic differential equationseng
dc.subjectLong-term integrationeng
dc.subjectLocal linearization approacheng
dc.subjectNumerical schemeseng
dc.titleLocally Linearized methods for the simulation of stochastic oscillators driven by random forceseng
dc.typeArticle (Journal/Review)eng
dc.subject.areaTecnologiapor
dc.subject.bibliodataEquações diferenciais estocásticas - Soluções numéricaspor
dc.subject.bibliodataProcesso estocásticopor
dc.contributor.affiliationFGV
dc.identifier.doi10.1007/s10543-016-0620-2
dc.rights.accessRightsrestrictedAccesseng
dc.identifier.WoS000394338800006
dc.identifier.orcidZubelli, Jorge/0000-0003-1581-9505
dc.identifier.researcheridZubelli, Jorge/B-6166-2008


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