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中文摘要：
首先利用附近已有节点上的值通过插值对延迟项进行数值逼近，然后针对较一般情形下的一类非线性随机延迟微分方程初值问题，得到了带线性插值的半隐式Euler方法在均方意义下是收敛的理论结果，它推广了已有文献中的相关结论．
英文摘要：
It is concerned with the error analysis of semi-implicit Euler methods applied to a general class of nonlinear stochastic delay differential equations. A new attempt to get the numerical approximation of the delay argument is presented,i, e, the delay argument is solved by interpolating. It is proved that the semi-implicit Euler methods with linear interpolation procedure is convergent. Moreover, the results can be regarded as a extension of the similar conclusions in the present documents.
同期刊论文项目
同项目期刊论文
Error analysis of variable stepsize Runge- Kutta methods for a class of multiply-stiff singular pert
Convergence results of parallel multivalue hybrid methods for index-2 differential-algebraic equatio
Analytical and numerical stability of neutral delay-integro- differential equations and neutral dela
Stability of explicit and diagonal implicit Runge-Kutta methods for nonlinear Volterra functional di
Asymptotic stability of Rosenbrock methods for systems of functional-differential and functional equ
Characterizations and construction of Poisson/symplectic and symmetric multi-revolution implicit Run
An algebraic multigrid method with interpolation reproducing rigid body modes for semi-definite prob
A geometric-based algebraic multigrid method for higher-order finite element equations in two-dimens
Dissipativity of Runge-Kutta methods for neutral delay differential equations with piecewise constan
Contractivity properties of a class of linear multistep methods for nonlinear neutral delay differen
Conditional contractivity of Runge-Kutta methods for nonlinear differential equations with many vari
Stability and asymptotic stability of theta-methods for nonlinear stiff Volterra functional differen
Nonlinear stability of explicit and diagonally implicit Runge-Kutta methods for neutral delay differ
Numerical prediction of inner turbulent flow in conical diffuser by using a new five points scheme a
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