随机比例方程的波形松弛方法

Waveform relaxation methods for stochastic pantograph equations

将波形松弛方法应用到随机比例方程.在分裂函数满足单边Lipschitz条件和全局Lipschitz条件下,给出波形松弛方法的误差估计,该误差估计说明此方法是超线性收敛的.完成收敛速度的数值实验,验证了所得理论的正确性.

The waveform relaxation is applied to solve stochastic pantograph equations. Under the one - sided Lipschitz conditions and the global Lipschitz conditions imposed on the so - called splitting function, the error estimate of waveform relaxation method is given, which shows that the method is superlinearly convergent. Numerical experiments for the rate of convergence are presented to illustrate the results.