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

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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Main Authors: Xiaolin Zhu, Hu Peng
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/545830
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spelling 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

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