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线性随机比例延迟微分方程的半隐式Euler方法的均方稳定性
  • ISSN号：1001-7011
  • 期刊名称：《黑龙江大学自然科学学报》
  • 时间：0
  • 分类：O189.1[理学—数学;理学—基础数学]
  • 作者机构：[1]哈尔滨工业大学数学系,哈尔滨150001, [2]哈尔滨工业大学航天学院,哈尔滨150001
  • 相关基金：国家自然科学基金资助项目（10671047）
作者： 肖宇[1], 张海莹[2]
关键词： 随机比例延迟微分方程, 均方稳定, 半隐式EULER方法, Stochastic pantograph delay equation, mean square stability, semi -implicit Euler method
中文摘要：

定义了变步长半隐式Enler方法,并将其应用于线性随机比例延迟微分方程,得到方程数值方法的差分方程,并证明了在随机比例延迟微分方程解析解均方稳定的条件下,当半隐式Euler方法中的参数θ满足条件θ∈（｜a｜＋｜b｜/2｜a｜,1]时,此方法应用于线性随机比例延迟微分方程所得的数值解是均方稳定的。最后给出了数值算例。

英文摘要：

The semi -implicit Euler method with rariable stepsize is defined and used to solve the stochastic pantograph delay differential equation. It is shown that under the condition of stability of exact solution the semi - implict Euler method with rariable stepsize is stabe if θ∈（｜a｜＋｜b｜/2｜a｜,1].In the last section,the numerical examples are gaven.

同期刊论文项目
延迟微分方程和随机延迟微分方程的数值分析
期刊论文 40
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期刊信息
  • 《黑龙江大学自然科学学报》
  • 北大核心期刊（2011版）
  • 主管单位:黑龙江省教育厅
  • 主办单位:黑龙江大学
  • 主编：霍丽华
  • 地址：哈尔滨市学府路74号
  • 邮编：150080
  • 邮箱：hdxb@vip.sohu.com
  • 电话：0451-86608818
  • 国际标准刊号：ISSN：1001-7011
  • 国内统一刊号：ISSN：23-1181/N
  • 邮发代号:14-114
  • 获奖情况:
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  • 被引量:4204