在这份报纸, Euler-Maruyama 方法的 T 稳定性为线性随机的延期被考虑有趋于增加的噪音和经常的时间的微分方程落后在它 ? 感觉。在为系数的某个条件下面,数字计划的 T 稳定性被研究。而且,一些数字例子将被举支持理论结果。
In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.