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Statistical properties of nonlinear systems driven by band-limited noise

✍ Scribed by M. Capobianco; L. Gammaitoni; F. Marchesoni; E. Menichella-Saetta; S. Santucci


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
369 KB
Volume
146
Category
Article
ISSN
0375-9601

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Numerical simulation of nonlinear dynami
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The local linearization (LL) approach has become an effective technique for the numerical integration of ordinary, random and stochastic differential equations. One of the reasons for this success is that the LL method achieves a convenient trade-off between numerical stability and computational cos