随机偏比例方程的数值分析(英文)  

Numerical Analysis for Stochastic Partial Pantograph Equations

作　　者：胡军浩[1] 胡艳寒[1] 

机构地区：[1]中南民族大学数学与统计学院,湖北武汉430074

出　　处：《应用数学》2014年第1期228-235,共8页Mathematica Applicata

基　　金：Supported by the National Natural Science Foundation of China Under Grant(61374085);the South-Central University for Nationalities Innovation Foundation for Postgradute Under Grant(2013SYCX086)

摘　　要：本文考虑一类随机偏比例方程的数值解.主要研究这类方程基于Galerkin方法空间离散化和随机指数积分时间离散化的Euler-Maruyama格式的收敛率.所得到的结果推广了FAN(2007)等人的结果.In this paper,a class of stochastic partial pantograph equations is considered. The main purpose is to study the convergence rate of Euler-Maruyama method of these equations, where the numerical scheme is based on spatial discretization by Galerkin method and time discretization by using a stochastic exponential integrator. We generalize some results of FAN et el. （2007） in finite dimensions to a class of stochastic partial pantograph equations in infinite dimensions.

关 键 词：随机比例方程 收敛率Euler-Maruyama格式 

分 类 号：O24[理学—计算数学]