TY - JOUR
T1 - Exponentially Fitted Trapezoidal Scheme for a Stochastic Oscillator
AU - Yin , Xiuling
AU - Zhang , Chengjian
AU - Liu , Yanqin
JO - Journal of Computational Mathematics
VL - 6
SP - 801
EP - 813
PY - 2017
DA - 2017/12
SN - 35
DO - http://doi.org/10.4208/jcm.1612-m2016-0677
UR - https://global-sci.org/intro/article_detail/jcm/10495.html
KW - Exponentially fitted trapezoidal scheme, Symplectic
KW - mean-square order, Second moment.
AB - <p style="text-align: justify;">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.</p>