摘要
文章利用线性插值的Heun法,研究了此法用于求解随机变延迟微分方程的稳定性,得到了在噪声为乘性噪声时,Heun法用于求解标量非自治随机微分方程的均方稳定性和指数稳定性的充要条件,并指出均方稳定性和指数稳定性是等价的。
The Heun＇s method with linear interpolation is applied to solve stochastic differential equation with variable delay and its stability is studied.In the circumstance of multiplicative noise,the sufficient and necessary conditions for mean-square stability and exponential stability of Heun＇s method are obtained for solving scalar non-autonomous stochastic differential equation.The mean-square stability and exponential stability are equivalent.
出处
《合肥工业大学学报（自然科学版）》
CAS
CSCD
北大核心
2010年第7期1105-1107,共3页
Journal of Hefei University of Technology：Natural Science
基金
国家自然科学基金资助项目(NSFC60472003)
忻州师范学院自然科学基金资助项目(200805)
关键词
Heun法
变延迟随机微分方程
均方稳定
指数稳定性
Heun＇s method
stochastic differential equation with variable delay
mean-square stability
exponential stability
