Name
Title | ||
|---|---|---|
T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations. |
Abstract | ||
|---|---|---|
This paper studies the T-stability of the Heun method and balanced method for solving stochastic differential delay equations (SDDEs). Two T-stable conditions of the Heun method are obtained for two kinds of linear SDDEs. Moreover, two conditions under which the balanced method is T-stable are obtained for two kinds of linear SDDEs. Some numerical examples verify the theoretical results proposed. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1155/2014/545830 | JOURNAL OF APPLIED MATHEMATICS |
Field | DocType | Volume |
Mathematical optimization,Mathematical analysis,Heun's method,Mathematics | Journal | 2014 |
ISSN | Citations | PageRank |
1110-757X | 0 | 0.34 |
References | Authors | |
4 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Xiaolin Zhu | 1 | 0 | 0.34 |
| Peng Hu | 2 | 38 | 12.24 |