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随机延迟微分方程平衡方法的均方收敛性与稳定性
  • 期刊名称：计算数学
  • 时间：0
  • 页码：25-36
  • 语言：中文
  • 分类：O211.63[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]湖南人文科技学院数学系,湖南娄底417000, [2]中南大学数学科学与计算技术学院,长沙410075
  • 相关基金：国家自然科学基金资助项目（编号：10871207）.
  • 相关项目：几类随机泛函微分方程数值方法的收敛性、稳定性和散逸性
作者： 王小捷|甘四清|谭英贤|
关键词： 随机延迟微分方程, 平衡方法, 均方收敛性, 稳定性, stochastic delay differential equations, balanced method, mean-square convergence, stability
中文摘要：

本文讨论求解刚性随机延迟微分方程的平衡方法．证明了随机延迟微分方程平衡方法的均方收敛阶为1/2,给出了线性随机延迟微分方程平衡方法均方稳定的条件．

英文摘要：

This paper investigates the balanced method for solving stiff stochastic delay differential equations. It is proved that the balanced method is mean-square convergent with strong 1 Moreover, we give mean-square stability condition of the balanced method for order ~. linear stochastic delay differential equations.

同期刊论文项目
几类随机泛函微分方程数值方法的收敛性、稳定性和散逸性
期刊论文 34 会议论文 1
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