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| 随机比例方程带线性插值的半隐式Euler方法的均方收敛性 | |
| 引用本文： | 张浩敏,甘四清,胡琳.随机比例方程带线性插值的半隐式Euler方法的均方收敛性[J].计算数学,2009,31(4):379-392. |
| 作者姓名： | 张浩敏 甘四清 胡琳 |
| 作者单位： | 1. 桂林理工大学理学院,广西桂林,541004 2. 中南大学数学科学与计算技术学院,长沙,410075 3. 中南大学数学科学与计算技术学院,长沙,410075;东北林业大学数学系,哈尔滨,150041 |
| 摘 要： | 本文研究非线性随机比例方程带线性捅值的半隐式Euler方法的均方收敛性,证明了这类方法是1/2阶均方收敛的.数值试验验证了所获理论结果的正确性. |
| 关 键 词： | 随机比例方程 半隐式Euler方法 线性插值 均方收敛性 |
| 收稿时间： | 2008-06-11 |
MEAN SQUARE CONVERGENCE OF SEMI-IMPLICIT EULER METHODS WITH LINEAR INTERPOLATION FOR STOCHASTIC PANTOGRAPH EQUATIONS |
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| Zhang Haomin,Gan Siqing,Hu Lin.MEAN SQUARE CONVERGENCE OF SEMI-IMPLICIT EULER METHODS WITH LINEAR INTERPOLATION FOR STOCHASTIC PANTOGRAPH EQUATIONS[J].Mathematica Numerica Sinica,2009,31(4):379-392. | |
| Authors: | Zhang Haomin Gan Siqing Hu Lin |
| Institution: | 1. School of Science, Guilin University of Technology, Guilin 541004, Guangxi, China; 2. School of Mathematical Sciences and Computing Technology, Central South University, Changsha 410075, China; 3. Department of Mathematics, Northeast Forestry University, Harbin 150041, China |
| Abstract: | In this paper, the mean square convergence of semi-implicit Euler methods with linear interpolation for nonlinear stochastic pantograph equations is discussed and it is shown that these methods are mean square convergent with order 1/2. A nonlinear numerical example is presented to illustrate the theoretical result. |
| Keywords: | Stochastic pantograph equations Semi-implicit Euler methods Linear interpolation Mean square convergence |
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