T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-11
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract 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.
American Psychological Association (APA)
Zhu, Xiaolin& Peng, Hu. 2014. T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-480323
Modern Language Association (MLA)
Zhu, Xiaolin& Peng, Hu. T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations. Journal of Applied Mathematics No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-480323
American Medical Association (AMA)
Zhu, Xiaolin& Peng, Hu. T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-480323
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-480323
