Mean Square Stability of the Composite Milstein Method for Nonlinear Stochastic Differential Delay Equations-中国期刊网

摘要 Inthispaper,weconstructacompositeMilsteinmethodfornonlinearstochasticdifferentialdelayequations.ThenweanalyzethemeansquarestabilityforthismethodandobtainthestepsizeconditionunderwhichthecompositeMilsteinmethodismeansquarestable.Moreover,wegetthestepsizeconditionunderwhichthecompositeMilsteinmethodisglobalmeansquarestable.Anonlinearteststochasticdifferentialdelayequationisgivenfornumericaltests.Theresultsofnumericaltestsverifythetheoreticalresultsproposed.

1A.M.A. Abou-E1-Ela;A.I. Sadek;A.M. Mahmoud;E.S. Farghaly. STABILITY OF SOLUTIONS FOR CERTAIN THIRD-ORDER NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS.基础数学,2015-03.
2Zhang, Cheng-jian. NONLINEAR STABILITY OF NATURAL RUNGE-KUTTA METHODS FOR NEUTRAL DELAY DIFFERENTIAL EQUATIONS.计算数学,2002-06.
3梁久祯;邱深山;刘明珠. THE STABILITY OF θ-METHODS FOR PANTOGRAPH DELAY DIFFERENTIAL EQUATIONS.基础数学,1996-01.
4田红炯;匡蛟勋. THE STABILITY OF LINEAR MULTISTEP METHODS FOR SYSTEMS OF DELAY DIFFERENTIAL EQUATIONS.基础数学,1995-01.
5姜子文;庄万. MONOTONE ITERATIVE TECHNIQUE FOR NONLINEAR NEUTRAL DELAY DIFFERENTIAL EQUATIONS.基础数学,1998-03.
6Yuanling Niu;Chengjian Zhang;Kevin Burrage. STRONG PREDICTOR-CORRECTOR APPROXIMATION FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS.计算数学,2015-06.
7Yang LIU;Bo WU;Xiu-shan CAI. Stability Criteria of Nonlinear Impulsive Differential Equations with Infinite Delays.基础数学,2015-04.
8Jinchang Yu. OSCILLATION CRITERIA FOR EVEN ORDER DELAY DIFFERENTIAL EQUATIONS WITH NONLINEAR TERM.基础数学,2017-02.
9周少波;薛明皋. EXPONENTIAL STABILITY FOR NONLINEAR HYBRID STOCHASTIC PANTOGRAPH EQUATIONS AND NUMERICAL APPROXIMATION.基础数学,2014-04.
10ISTVN GYRI. OSCILLATIONS OF NONLINEAR DELAY DIFFERENTIAL EQUATIONS——GENERAL LINEARIZED OSCILLA TIONS RESULTS.基础数学,1992-04.

Mean Square Stability of the Composite Milstein Method for Nonlinear Stochastic Differential Delay Equations

来源期刊

相关推荐

同分类资源更多

相关关键词

Mean Square Stability of the Composite Milstein Method for Nonlinear Stochastic Differential Delay Equations

来源期刊

相关推荐

同分类资源 更多

相关关键词

同分类资源更多