Numerical simulation of nonlinear dynamical systems driven by commutative noise

Journal of Computational Physics

Volumn 226, Issue 2, 2007, Pages 1219-1233

  Carbonell, F ^a   Biscay, R J ^a   Jimenez, J C ^a   de la Cruz, H ^b,c  

^a INSTITUTO DE CIBERNÉTICA   (Cuba)

^b Plant Biotechnology Study Center   (Cuba)

^c UNIVERSIDAD DE LAS CIENCIAS INFORMÁTICAS   (Cuba)

Author keywords

Commutative noise; Conjugacy; Local linearization; Numerical integrators; Random differential equations; Stochastic differential equations

Indexed keywords

ADDITIVE NOISE; DYNAMICAL SYSTEMS; ECONOMIC AND SOCIAL EFFECTS; LINEARIZATION; NONLINEAR DYNAMICAL SYSTEMS; NUMERICAL METHODS; NUMERICAL MODELS; ORDINARY DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

COMMUTATIVE NOISE; CONJUGACY; LOCAL LINEARIZATION; LOCAL LINEARIZATION METHOD; NUMERICAL INTEGRATIONS; NUMERICAL INTEGRATOR; RANDOM DIFFERENTIAL EQUATIONS; STOCHASTIC DIFFERENTIAL EQUATIONS; SYSTEMS-DRIVEN; TRADE OFF;

NONLINEAR EQUATIONS;

EID: 34548680068     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2007.05.024     Document Type: Article

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