本文讨论一般非线性随机延迟微分方程Heun方法的数值稳定性,证明了如果问题本身满足零解是均方指数稳定和均方渐近稳定的充分条件,则当方程的漂移项进一步满足一定的条件时,Heun方法是MS-稳定的,带线性插值的Heun方法是均方指数稳定的和GMS-稳定的理论结果.文末的数值试验进一步验证了所得的相关结论.
In this paper, the authors investigated the numerical stability of Heun methods for nonlinear stochastic delay differential equations. When the analytical solution satisfies the conditions of mean-square stability, and if the drift term satisfy some restrictions, then the Heun methods with linear interpolation procedure is exponential mean-square stable and GMS-stable, the Heun methods is mean-square stable(MS-stable). Moreover, these results are also verified by some numerical examples.