Numerical Analysis of Balanced Methods for the Impulsive Stochastic Differential Equations  

作　　者：胡琳 吴强 徐青翠 张祖锦 李华灿 

机构地区：[1]School of Science ,Jiangxi University of Science and Technology [2]Forestry and Environmental Institute ,Jiangxi Environmental Engineering Vocational College [3]School of Resource and Safety Engineering,Central South University [4]Department of Information Engineer,Jiangxi University of Science and Technology,Nanchang Campus [5]School of Mathematics and Computer Sciences,Gannan Normal University

出　　处：《Journal of Donghua University(English Edition)》2015年第4期626-635,共10页东华大学学报（英文版）

基　　金：National Natural Science Foundations of China(Nos.11561028,11101101,11461032,11401267);Natural Science Foundations of Jiangxi Province,China(Nos.20151BAB201013,20151BAB201010,20151BAB201015)

摘　　要：Positive results are proved here about the ability of balanced methods to reproduce the mean square stability of the impulsive stochastic differential equations. It is shown that the balanced methods with strong convergence can preserve the mean square stability with the sufficiently small stepsize. Weak variants and their mean square stability are also considered. Several numerical experiments are given for illustration and show that the fully implicit methods are superior to those of the explicit methods in terms of mean-square stabilities for relatively large stepsizes especially.Positive results are proved here about the ability of balanced methods to reproduce the mean square stability of the impulsive stochastic differential equations. It is shown that the balanced methods with strong convergence can preserve the mean square stability with the sufficiently small stepsize. Weak variants and their mean square stability are also considered. Several numerical experiments are given for illustration and show that the fully implicit methods are superior to those of the explicit methods in terms of mean-square stabilities for relatively large stepsizes especially.

关 键 词：impulsive stochastic differential equation balanced method CONVERGENCE mean square stability 

分 类 号：O175[理学—数学] O24[理学—基础数学]