@Article{JCM-35-6,
author = {Yin, Xiuling and Zhang, Chengjian and Yanqin, Liu},
title = {Exponentially Fitted Trapezoidal Scheme for a Stochastic Oscillator},
journal = {Journal of Computational Mathematics},
year = {2017},
volume = {35},
number = {6},
pages = {801--813},
abstract = {<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>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1612-m2016-0677},
url = {https://global-sci.com/article/84539/exponentially-fitted-trapezoidal-scheme-for-a-stochastic-oscillator}
}