随机比例微分方程θ-方法的T-稳定性(英文)  

T-STABILITY OF THE θ-METHOD FOR A STOCHASTIC PANTOGRAPH DIFFERENTIAL EQUATION

作　　者：杨纪华[1] 刘媚[1] 

机构地区：[1]宁夏师范学院数学与计算机科学学院,宁夏固原756000

出　　处：《数学杂志》2013年第1期27-34,共8页Journal of Mathematics

基　　金：Supported by Youth Foundation of Ningxia Teachers University(QN2010002);Natural Science Foundation of Ningxia(NZ09204);the Program for Innovative Research Team in Ningxia Teachers University(zy201207)

摘　　要：本文研究了一类具有无界延迟的随机微分方程θ-方法的T-稳定性.通过把具有两点分布驱动过程的θ-方法应用到线性方程上,得出了θ-方法T-稳定的条件.最后,一些数值实验说明了这些理论结果.The T-stability of a type of stochastic differential equation with unbounded delay is investigated. By using the P-method with two-points driving process to a linear equation, we obtain the conditions of T-stability. Finally, some numerical experiments illustrate these theoretical results.

关 键 词：随机比例微分方程 T-稳定 Θ-方法 

分 类 号：O241.8[理学—计算数学]