Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
نویسندگان
چکیده
منابع مشابه
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
The numerical methods on stochastic differential equations (SDEs) have been well established. There are several papers that study the numerical stability of SDEs with respect to sample paths or moments. In this paper we study the stability in distribution of numerical solution of SDEs.
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بسیاری از پدیده ها در جهان ما اساساً غیرخطی هستند، و توسط معادلات غیرخطی بیان شده اند. از آنجا که ظهور کامپیوترهای رقمی با عملکرد بالا، حل مسایل خطی را آسان تر می کند. با این حال، به طور کلی به دست آوردن جوابهای دقیق از مسایل غیرخطی دشوار است. روش عددی، به طور کلی محاسبه پیچیده مسایل غیرخطی را اداره می کند. با این حال، دادن نقاط به یک منحنی و به دست آوردن منحنی کامل که اغلب پرهزینه و ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2014
ISSN: 0377-0427
DOI: 10.1016/j.cam.2014.02.033