Simulation of the linear mechanical oscillator on GPU

U ovom kratkom radu mi smo opisali neke metode za rešavanje stohastičkih diferencijalnih jednačina koje se javljaju u mehanici. Pre svega nas zanimaju mehaničke oscilacije koje nastaju slučajnom pobudom. Slučajna pobuda u obliku belog šuma se najčešće koristi za teorijska i praktična razmatranja, zato i mi biramo pobudu u obliku belog šuma. Standardni oblik jednačine mehaničkog oscilatora je zapisan u obliku koji je pogodan za numeričko rešavanje. Na kraju dajemo neke elemente pisanja programa na GPU.In this short paper we are describing some methods for solving stochastic differential equations which appears in mechanics. We are concerned with solutions of mechanical oscillators which are subject to random excitation. We are primarly interested in solving stochastic differential equations excited with white noise. We rewrite the random mechanical oscillator equation in the form suitable for applying numerical procedures for solving it. Finally, we give some design notes on the methods used to implement numerical simulation of the graphical processing units