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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
MEAN-SQUARE CONVERGENCE AND STABILITY OF BALANCED METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
查看参考文献12篇
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文摘
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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 |
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其他语种文摘
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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 order 2. Moreover, we give mean-square stability condition of the balanced method for linear stochastic delay differential equations |
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来源
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计算数学
,2011,33(1):25-36 【核心库】
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关键词
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随机延迟微分方程
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平衡方法
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均方收敛性
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稳定性
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地址
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1.
湖南人文科技学院数学系, 湖南, 娄底, 417000
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中南大学数学科学与计算技术学院, 长沙, 410075
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语种
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中文 |
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文献类型
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研究性论文 |
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ISSN
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0254-7791 |
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学科
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数学 |
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基金
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国家自然科学基金资助项目
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文献收藏号
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CSCD:4144319
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参考文献 共
12
共1页
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