42 citations · 69 across the 3 of their papers we have counts for
3 papers
math.NA2021
On the numerical solution of stochastic oscillators driven by time-varying and random forces
Raffaele D'Ambrosio, Carmela Scalone
In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a r…
math.NA2020★ 27 cited
Mean-square contractivity of stochastic -methods
Raffaele D'Ambrosio, Stefano Di Giovacchino
The paper is focused on the nonlinear stability analysis of stochastic -methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square…
math.NA2019★ 42 cited
Drift-preserving numerical integrators for stochastic Hamiltonian systems
Chuchu Chen, David Cohen, Raffaele D'Ambrosio +1
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the…