STRONG PREDICTOR-CORRECTOR METHODS FOR STOCHASTIC PANTOGRAPH EQUATIONS  

作　　者：Feiyan Xiao PengWang 

机构地区：[1]College of Mathematics and Statistics, Guangxi Normal University, Guilin, China [2]College of Mathematics, Jilin University, Changchun, China

出　　处：《Journal of Computational Mathematics》2016年第1期1-11,共11页计算数学（英文）

摘　　要：The paper introduces a new class of numerical schemes for the approximate solutions of stochastic pantograph equations. As an effective technique to implement implicit stochastic methods, strong predictor-corrector methods （PCMs） are designed to handle scenario simulation of solutions of stochastic pantograph equations. It is proved that the PCMs are strong convergent with order 1/2.Linear M^-stabiiity of stochastic pantograph equationsand the PCMs are researched in the paper. Sufficient conditions of MS-unstability of stochastic pantograph equations and MS-stability of the PCMs are obtained, respectively. Numerical experiments demonstrate these theoretical results.The paper introduces a new class of numerical schemes for the approximate solutions of stochastic pantograph equations. As an effective technique to implement implicit stochastic methods, strong predictor-corrector methods （PCMs） are designed to handle scenario simulation of solutions of stochastic pantograph equations. It is proved that the PCMs are strong convergent with order 1/2.Linear M^-stabiiity of stochastic pantograph equationsand the PCMs are researched in the paper. Sufficient conditions of MS-unstability of stochastic pantograph equations and MS-stability of the PCMs are obtained, respectively. Numerical experiments demonstrate these theoretical results.

关 键 词：Stochastic pantograph equation Predictor-corrector method MS-convergence MS-stability. 

分 类 号：O211.63[理学—概率论与数理统计] TB34[理学—数学]