| 线性随机微分方程的离散波形松弛方法的几乎必然收敛性 |
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| 引用本文： | 范振成.线性随机微分方程的离散波形松弛方法的几乎必然收敛性[J].应用数学,2011,24(1). |
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| 作者姓名： | 范振成 |
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| 作者单位： | 闽江学院数学系,福建福州,350108 |
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| 基金项目： | Supported by NSF of China (10901036); the Scientific and Technological Project of Fujian Provincial Education Depart ment(JA09192) |
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| 摘 要： | 提出了随机微分方程的离散型波形松弛方法,证明了它是几乎必然收敛的.此外,通过数值实验验证了所得结果.
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| 关 键 词： | 波形松弛方法 随机微分方程 几乎必然收敛 |
Almost Sure Convergence of Discrete Waveform Relaxation Method for Linear Stochastic Differential Equations |
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| FAN Zhencheng.Almost Sure Convergence of Discrete Waveform Relaxation Method for Linear Stochastic Differential Equations[J].Mathematica Applicata,2011,24(1). |
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| Authors: | FAN Zhencheng |
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| Institution: | FAN Zhencheng(Department of Mathematics,Minjiang University,Fuzhou 350108,China) |
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| Abstract: | We propose in this paper the discrete time waveform relaxation method for linear stochastic differential equations and prove that it is almost surely convergent.In addition,the results obtained are supported by numerical experiments. |
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| Keywords: | Waveform relaxation method Stochastic differential equation Almost sure convergence |
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