| 随机延迟微分方程的分步向前Euler算法 |
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| 引用本文： | 袁玲,褚正清.随机延迟微分方程的分步向前Euler算法[J].平顶山学院学报,2014(5):25-30. |
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| 作者姓名： | 袁玲 褚正清 |
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| 作者单位： | 安徽新华学院 公共课教学部,安徽 合肥,230088 |
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| 基金项目： | 安徽新华学院校级特色课程 |
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| 摘 要： | 构造了求解随机延迟微分方程的分步向前Euler算法(Split-Step Forward Euler Method,简称SSFE算法),分析了该算法均方稳定的充分条件,最后通过数值试验验证了该理论结果.
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| 关 键 词： | 随机延迟微分方程 分步向前Euler算法 稳定性 |
Split - step Forward Euler Method for Nonlinear Stochastic Delay Differential Equation |
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| YUAN Ling,CHU Zhengqing.Split - step Forward Euler Method for Nonlinear Stochastic Delay Differential Equation[J].Journal of Pingdingshan University,2014(5):25-30. |
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| Authors: | YUAN Ling CHU Zhengqing |
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| Institution: | ,Department of Public Teaching,Anhui Xinhua University |
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| Abstract: | Split-step forward Euler method( SSFE method) for stochastic delay differential equation was presented in this paper. The sufficient condition of the mean square stability of SSFE method was obtained. Numerical examples test the above theoretical results. |
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| Keywords: | stochastic delay differential equation split - step forward Euler method stability |
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