On a simulation of the oscillation excited by a random force. (English) Zbl 0597.65067

A simulation method is presented for approximating the solution of a system of stochastic ordinary differential equations. The method is applied to an example representing the oscillation of a two mass mechanical system subject to random excitation. Numerical results are compared to those obtained by Dimentburg for the same example.
Reviewer: M.D.Lax


65L05 Numerical methods for initial value problems involving ordinary differential equations
65C99 Probabilistic methods, stochastic differential equations
70L05 Random vibrations in mechanics of particles and systems
34F05 Ordinary differential equations and systems with randomness
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
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