@Article{JCM-35-801, author = {Yin , XiulingZhang , Chengjian and Liu , Yanqin}, title = {Exponentially Fitted Trapezoidal Scheme for a Stochastic Oscillator}, journal = {Journal of Computational Mathematics}, year = {2017}, volume = {35}, number = {6}, pages = {801--813}, abstract = {

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.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1612-m2016-0677}, url = {http://global-sci.org/intro/article_detail/jcm/10495.html} }