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On the numerical schemes for Langevin-type equations

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dc.contributor.authorAkat, M.
dc.contributor.authorKosker, R.
dc.contributor.authorSirma, A.
dc.date.accessioned2026-06-27T14:25:46Z
dc.date.issued2020
dc.description.abstractIn this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of convergence have been provided for the linear case, and the numerical implementation has been executed for the non-linear case. The order one convergence for the numerical scheme has been shown both theoretically and numerically. The stability of the numerical scheme has been shown numerically and depicted graphically.en
dc.description.urihttps://doi.org/10.31489/2020m3/62-74
dc.identifier.doi10.31489/2020m3/62-74
dc.identifier.endpage74
dc.identifier.issn2518-7929
dc.identifier.issue3
dc.identifier.startpage62
dc.identifier.urihttps://hdl.handle.net/20.500.14981/60522
dc.identifier.volume99
dc.identifier.wos000580591000007
dc.language.isoeng
dc.publisherKARAGANDA STATE UNIV
dc.relation.conference5th International Conference on Analysis and Applied Mathematics (ICAAM)
dc.relation.ispartofBULLETIN OF THE KARAGANDA UNIVERSITY-MATHEMATICS
dc.rightsopenAccess
dc.subjectdifference schemes
dc.subjectstochastic oscillators
dc.subjectLangevin equation
dc.subjectvariation of constants
dc.subjectMathematics
dc.titleOn the numerical schemes for Langevin-type equations
dc.typeArticle; Proceedings Paper
dspace.entity.typePublication
local.import.sourceWOS

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