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: | , |
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/545830 |
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| _version_ | 1832550743400251392 |
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| author | Xiaolin Zhu Hu Peng |
| author_facet | Xiaolin Zhu Hu Peng |
| author_sort | Xiaolin Zhu |
| collection | DOAJ |
| 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. |
| format | Article |
| id | doaj-art-128c9074d507428cba0141995687937c |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-128c9074d507428cba0141995687937c2025-02-03T06:05:52ZengWileyJournal 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 |
| spellingShingle | Xiaolin Zhu Hu Peng T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations Journal of Applied Mathematics |
| title | 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_short | 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 |
| url | http://dx.doi.org/10.1155/2014/545830 |
| work_keys_str_mv | AT xiaolinzhu tstabilityoftheheunmethodandbalancedmethodforsolvingstochasticdifferentialdelayequations AT hupeng tstabilityoftheheunmethodandbalancedmethodforsolvingstochasticdifferentialdelayequations |