The paper is focused on analyzing the conservation issues of stochastic 𝜃-methods when
applied to nonlinear damped stochastic oscillators. In particular, we are interested in …

We review some recent contributions of the authors regarding the numerical approximation
of stochastic problems, mostly based on stochastic differential equations modeling random …

We analyze long-term properties of stochastic θ-methods for damped linear stochastic
oscillators. The presented a-priori analysis of the error in the correlation matrix allows to infer …

The paper aims to explore the long-term behaviour of stochastic two-step methods applied
to a class of second order stochastic differential equations. In particular, the treatment …

The paper provides a spectral collocation numerical scheme for the approximation of the
solutions of stochastic fractional differential equations. The discretization of the operator …

Volterra integro-differential equations arise in the modeling of natural systems where the
past influence the present and future, for example pollution, population growth, mechanical …

In this work we focus on the study of stochastic Hamiltonian problem driven by additive
Wiener noise. In particular, we aim to analyse the behaviour of discretizations to these …

We introduce a theory of two-step Runge-Kutta (TSRK) methods for stochastic differential
equations, arising from the perturbation of the corresponding TSRK methods for …

This book is focused on the numerical discretization of ordinary differential equations
(ODEs), under several perspectives. The attention is first conveyed to providing accurate …

The paper is focused on analyzing the linear stability properties of stochastic Runge–Kutta
(SRK) methods interpreted as a stochastic perturbation of the corresponding deterministic …