EXPONENTIALLY FITTED TRAPEZOIDAL SCHEME FOR A STOCHASTIC OSCILLATOR  

作　　者：Xiuling Yin Chengjian Zhang Yanqin Liu 

机构地区：[1]School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China [2]School of Mathematical Sciences, Dezhou University, Dezhou 253023, China

出　　处：《Journal of Computational Mathematics》2017年第6期801-813,共13页计算数学（英文）

摘　　要：This paper applies exponentially fitted trapezoidal scheme to a stochastic oscillator. The scheme is convergent with mean-square order 1 and symplectic. Its numerical solution oscillates and the second moment increases linearly with time. The numerical example verifies the analysis of the scheme.This paper applies exponentially fitted trapezoidal scheme to a stochastic oscillator. The scheme is convergent with mean-square order 1 and symplectic. Its numerical solution oscillates and the second moment increases linearly with time. The numerical example verifies the analysis of the scheme.

关 键 词：Exponentially fitted trapezoidal scheme  Symplectic Mean-square order  Second moment. 

分 类 号：O175.1[理学—数学] TN752[理学—基础数学]