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时滞积分微分方程的Rosenbrock方法
引用本文:覃婷婷,张诚坚. 时滞积分微分方程的Rosenbrock方法[J]. 应用数学, 2009, 22(4)
作者姓名:覃婷婷  张诚坚
作者单位:华中科技大学数学与统计学院,湖北,武汉,430074
基金项目:国家自然科学基金资助项目 
摘    要:本文研究时滞积分微分方程的数值方法.通过改造现有常及离散型延迟微分方程的数值方法,并匹配以适当数值求积公式,构造了求解时滞积分微分方程的Rosenbrock方法,导出了其稳定性准则.数值例子阐明了所获方法的计算有效性.

关 键 词:时滞积分微分方程  Rosenbrock方法  稳定性  计算有效性

Rosenbrock Methods for Delay Integro-Differential Equations
QIN Ting-ting,ZHANG Cheng-jian. Rosenbrock Methods for Delay Integro-Differential Equations[J]. Mathematica Applicata, 2009, 22(4)
Authors:QIN Ting-ting  ZHANG Cheng-jian
Abstract:The numerical methods are studied for a class of delay integro-differential equations. By adapting the existed numerical methods for ordinary and delay differential equations, and matching certain suitable numerical quadrature formulas, Rosenbrock methods are constructed for delay integro-differential equations, the stability criteria of the methods are derived. The numerical examples illustrate the computational effectiveness of the obtained methods.
Keywords:Delay integro-differential equations  Rosenbrock methods  Stability  Compu-tational effectiveness
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