Browsing Rede de Pesquisa e Conhecimento Aplicado by Author "De la Cruz, Hugo"
Now showing items 1-6 of 6
-
Computer simulation of the stochastic transport equation
2015In 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 ... -
A Higher order and stable method for the numerical integration of Random Differential Equations
2014-11Over the last few years there has been a growing and renovated interest in the numerical study of Random Differential Equations (RDEs). On one hand it is motivated by the fact that RDEs have played an important role in the ... -
The infinitely many zeros of stochastic coupled oscillators driven by random forces
2017In this work, previous results concerning the infinitely many zeros of single stochastic oscillators driven by random forces are extended to the general class of coupled stochastic oscillators. We focus on three main ... -
A Numerical method for the semilinear stochastic transport equation
2015We 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 ...
