T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations

الملخص EN

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.