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Asymptotic Quadrature Based Numerical Integration of Stochastic Damped Oscillators

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Computational Science and Its Applications – ICCSA 2021 (ICCSA 2021)

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Abstract

This paper is focused on the numerical solution of stochastic harmonic damped oscillators, characterized by a nonlinear high-oscillating time-varying forcing term, coupled with a random force driven by an additive Wiener noise. The scheme is based on asymptotic quadratures together with the application of the variation of constants formula. Theoretical issues are provided and the numerical evidence on selected popular related physical models is also given.

This work is supported by GNCS-INDAM project and by PRIN2017-MIUR project. The authors are member of the INDAM Research group GNCS.

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Authors and Affiliations

  1. Department of Engineering and Computer Science and Mathematics, University of L’Aquila, Via Vetoio, Loc. Coppito, 67100, L’Aquila, Italy

    Raffaele D’Ambrosio & Carmela Scalone

Authors
  1. Raffaele D’Ambrosio
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  2. Carmela Scalone
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Corresponding author

Correspondence to Carmela Scalone .

Editor information

Editors and Affiliations

  1. University of Perugia, Perugia, Italy

    Osvaldo Gervasi

  2. University of Basilicata, Potenza, Potenza, Italy

    Beniamino Murgante

  3. Covenant University, Ota, Nigeria

    Sanjay Misra

  4. University of Cagliari, Cagliari, Italy

    Chiara Garau

  5. University of Cagliari, Cagliari, Italy

    Ivan Blečić

  6. Monash University, Clayton, VIC, Australia

    David Taniar

  7. Kyushu Sangyo University, Fukuoka, Japan

    Bernady O. Apduhan

  8. University of Minho, Braga, Portugal

    Ana Maria A.C. Rocha

  9. Polytechnic University of Bari, Bari, Italy

    Eufemia Tarantino

  10. Polytechnic University of Bari, Bari, Italy

    Carmelo Maria Torre

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D’Ambrosio, R., Scalone, C. (2021). Asymptotic Quadrature Based Numerical Integration of Stochastic Damped Oscillators. In: Gervasi, O., et al. Computational Science and Its Applications – ICCSA 2021. ICCSA 2021. Lecture Notes in Computer Science(), vol 12950. Springer, Cham. https://doi.org/10.1007/978-3-030-86960-1_45

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  • DOI: https://doi.org/10.1007/978-3-030-86960-1_45

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-86959-5

  • Online ISBN: 978-3-030-86960-1

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