On the numerical solution of stochastic oscillators driven by time-varying and random forces

01/09/2021

∙

by   Raffaele D'Ambrosio, et al.

∙

0

∙

share

In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and numerical experiments on popular related physical models.