TY  - JOUR 
AU  - Tocino García, Ángel Andrés
AU  - Komori, Y.
AU  - Mitsui, T.
PY  - 2022
SN  - 0378-4754
SN  - 1872-7166
UR  - http://hdl.handle.net/10366/160899
AB  - [EN]In recent papers, a simple harmonic oscillator with additive noise has been studied by several researchers, and it has been shown that its mean total energy increases linearly as time goes to infinity. In contrast to them, we consider an...
LA  - eng
PB  - Elsevier
KW  - Stochastic differential equations
KW  - Stochastic underdamped oscillator
KW  - Stochastic theta methods
KW  - Second order moment
KW  - Numerical methods
KW  - Numerical integration
KW  - Ecuaciones diferenciales estocásticas
KW  - Procesos estocásticos
KW  - Integración numérica
TI  - Integration of the stochastic underdamped harmonic oscillator by the θ-method
DO  - 10.1016/j.matcom.2022.03.012
T2  - Mathematics and Computers in Simulation
VL  - 199
M2  - 217
ER  -