On the numerical schemes for Langevin-type equations
| dc.contributor.author | Akat, M. | |
| dc.contributor.author | Kosker, R. | |
| dc.contributor.author | Sirma, A. | |
| dc.date.accessioned | 2020-11-03T09:12:24Z | |
| dc.date.available | 2020-11-03T09:12:24Z | |
| dc.date.issued | 2020-09-30 | |
| dc.description.abstract | In 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. | ru_RU |
| dc.identifier.citation | Akat M. On the numerical schemes for Langevin-type equations/M. Akat, R. Kosker, A. Sirma//Қарағанды университетінің хабаршысы. Математика сериясы = Вестник Карагандинского университета. Серия Математика.= Bulletin of the Karaganda university. Mathematics Series. -2020. №3. Р.62-74. | ru_RU |
| dc.identifier.uri | https://rep.buketov.edu.kz/xmlui/handle/data/10097 | |
| dc.language.iso | en | ru_RU |
| dc.publisher | KSU Publ. | ru_RU |
| dc.relation.ispartofseries | Қарағанды университетінің хабаршысы. Математика сериясы = Вестник Карагандинского университета. Серия Математика.= Bulletin of the Karaganda university. Mathematics Series.;№3(99)/2020 | |
| dc.subject | difference schemes | ru_RU |
| dc.subject | stochastic oscillators | ru_RU |
| dc.subject | Langevin equation | ru_RU |
| dc.subject | variation of constants | ru_RU |
| dc.title | On the numerical schemes for Langevin-type equations | ru_RU |
| dc.title.alternative | Ланжеван типті теңдеуінің сандық схемасы туралы | ru_RU |
| dc.title.alternative | О численных схемах для уравнений типа Ланжевена | ru_RU |
| dc.type | Article | ru_RU |