Simulation of The Linear Mechanical Oscillator on 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.