| 平衡隐式方法的均方A-稳定条件 |
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| 引用本文： | 牟育,吕显瑞,王鹏.平衡隐式方法的均方A-稳定条件[J].吉林大学学报(理学版),2011,49(1):76-78. |
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| 作者姓名： | 牟育 吕显瑞 王鹏 |
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| 作者单位： | 吉林大学 数学学院, 长春 130012 |
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| 摘 要： | 讨论求解Ito随机微分方程的平衡隐式方法, 给出了该方法的均方稳定性与检验问题稳定性间的关系, 并通过比较给出了证明平衡隐式方法的
A-稳定条件.
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| 关 键 词： | 随机微分方程 平衡隐式方法 均方稳定性 A-稳定性 |
| 收稿时间： | 2010-04-14 |
Conditions of Mean-Square A-Stability of Balanced Implicit Methods |
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| MU Yu,L Xian-rui,WANG Peng.Conditions of Mean-Square A-Stability of Balanced Implicit Methods[J].Journal of Jilin University: Sci Ed,2011,49(1):76-78. |
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| Authors: | MU Yu L Xian-rui WANG Peng |
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| Institution: | College of Mathematics, Jilin University, Changchun 130012, China |
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| Abstract: | We discussed balanced implicit method for solving Ito stochastic differential equations (SDEs). The mean square stability of one method and the relation between the stabilities of method and problem were also discussed. The conditions of A-stability of balanced implicit methods were given. |
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| Keywords: | stochastic differential equation balanced implicit method mean square stability A stablity |
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