| 随机延迟微分方程平衡方法的均方收敛性与稳定性 |
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| 引用本文： | 谭英贤,甘四清,王小捷.随机延迟微分方程平衡方法的均方收敛性与稳定性[J].计算数学,2011,33(1):25-36. |
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| 作者姓名： | 谭英贤 甘四清 王小捷 |
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| 作者单位： | 1. 湖南人文科技学院数学系, 湖南娄底 417000;
2. 中南大学数学科学与计算技术学院, 长沙 410075 |
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| 基金项目： | 国家自然科学基金资助项目(编号: 10871207). |
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| 摘 要： | 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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| 关 键 词： | 随机延迟微分方程 平衡方法 均方收敛性 稳定性 |
| 收稿时间： | 2009-03-10 |
MEAN-SQUARE CONVERGENCE AND STABILITY OF BALANCED METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS |
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| Tan Yingxian,Gan Siqing,Wang Xiaojie.MEAN-SQUARE CONVERGENCE AND STABILITY OF BALANCED METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS[J].Mathematica Numerica Sinica,2011,33(1):25-36. |
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| Authors: | Tan Yingxian Gan Siqing Wang Xiaojie |
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| Institution: | 1. Department of Mathematics, Hunan Institute of Humanities Science and technology, Loudi 417000, Hunan, China;
2. School of Mathematical Sciences and Computing Technology, Central South University, Changsha 410075, China |
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| Abstract: | 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 1/2. Moreover, we give mean-square stability condition of the balanced method for linear stochastic delay differential equations. |
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| Keywords: | stochastic delay differential equations balanced method mean-square convergence stability |
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