T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations
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 obtai...
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2014/545830 |
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doaj-128c9074d507428cba0141995687937c2020-11-24T21:38:53ZengHindawi LimitedJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/545830545830T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay EquationsXiaolin Zhu0Hu Peng1School of Mathematics, Hefei University of Technology, Hefei 230009, ChinaSchool of Mathematics, Hefei University of Technology, Hefei 230009, ChinaThis 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.http://dx.doi.org/10.1155/2014/545830 |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Xiaolin Zhu Hu Peng |
spellingShingle |
Xiaolin Zhu Hu Peng T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations Journal of Applied Mathematics |
author_facet |
Xiaolin Zhu Hu Peng |
author_sort |
Xiaolin Zhu |
title |
T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations |
title_short |
T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations |
title_full |
T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations |
title_fullStr |
T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations |
title_full_unstemmed |
T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations |
title_sort |
t-stability of the heun method and balanced method for solving stochastic differential delay equations |
publisher |
Hindawi Limited |
series |
Journal of Applied Mathematics |
issn |
1110-757X 1687-0042 |
publishDate |
2014-01-01 |
description |
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. |
url |
http://dx.doi.org/10.1155/2014/545830 |
work_keys_str_mv |
AT xiaolinzhu tstabilityoftheheunmethodandbalancedmethodforsolvingstochasticdifferentialdelayequations AT hupeng tstabilityoftheheunmethodandbalancedmethodforsolvingstochasticdifferentialdelayequations |
_version_ |
1725933926787055616 |