Zobrazeno 1 - 10
of 417
pro vyhledávání: '"D'Ambrosio, Raffaele"'
We address our attention to the numerical time discretization of stochastic Poisson systems via Poisson integrators. The aim of the investigation regards the backward error analysis of such integrators to reveal their ability of being structure-prese
Externí odkaz:
http://arxiv.org/abs/2410.21817
Publikováno v:
In Applied Mathematics and Computation 1 July 2024 472
Publikováno v:
In Applied Mathematics and Computation 15 April 2024 467
Autor:
D'Ambrosio, Raffaele, Scalone, Carmela
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
Externí odkaz:
http://arxiv.org/abs/2101.03372
Autor:
Moradi, Afsaneh, D’Ambrosio, Raffaele
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation January 2024 128
The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays, i.e., a me
Externí odkaz:
http://arxiv.org/abs/2009.04941
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and analyze a ti
Externí odkaz:
http://arxiv.org/abs/1907.08804
Publikováno v:
In Computers and Mathematics with Applications 15 June 2023 140:24-32
Publikováno v:
In Journal of Computational and Applied Mathematics 1 May 2023 424
Publikováno v:
In Applied Numerical Mathematics March 2023 185:516-529