随机微分方程平衡θ-Heun方法的稳定域  

Stability region of balancedθ-Heun method for stochastic differential equations

作　　者：张引娣[1] 康红喜 ZHANG Yin-di;KANG Hong-xi(Faculty of Science,Chang'an University,Xi'an 710064,Shaanxi,China)

机构地区：[1]长安大学理学院,陕西西安710064

出　　处：《西北师范大学学报（自然科学版）》2020年第5期13-17,共5页Journal of Northwest Normal University(Natural Science)

摘　　要：求解随机微分方程时,为了更好地得到数值解的稳定性,在θ-Heun方法的基础上,结合平衡法的思想,给出了平衡θ-Heun方法;对于带有乘性噪音的随机微分方程,得到平衡θ-Heun方法的稳定域,并研究了合适参数对稳定域的作用.最后,通过数值算例验证了相关结论.When solving stochastic differential equations,in order to obtain the stability of numerical solutions better,the balancedθ-Heun method is obtained on the basis ofθ-Heun method and balanced method.For stochastic differential equations with multiplicative noise,the stability region of the balancedθ-Heun method is obtained,and the influence of parameters on the stability region is studied.The numerical examples at the end of the paper verify the relevant conclusions.

关 键 词：随机微分方程 平衡θ-Heun法 均方稳定 稳定域 

分 类 号：O211.63[理学—概率论与数理统计]