随机比例方程带线性插值的半隐式Euler方法的均方收敛性
수궤비례방정대선성삽치적반은식Euler방법적균방수렴성
MEAN SQUARE CONVERGENCE OF SEMI-IMPLICIT EULER METHODS WITH LINEAR INTERPOLATION FOR STOCHASTIC PANTOGRAPH EQUATIONS
  • 万方数据
    计算数学 계산수학
    MATHEMATICA NUMERICA SINICA
    2009年 4期 379-392 ,共14页

    张浩敏%甘四清%胡琳

    장호민%감사청%호림

    随机比例方程%半隐式Euler方法%线性插值%均方收敛性 隨機比例方程%半隱式Euler方法%線性插值%均方收斂性
    수궤비례방정%반은식Euler방법%선성삽치%균방수렴성
    Stochastic pantograph equations%Semi-implicit Euler methods%Linear interpolation%Mean square convergence
    本文研究非线性随机比例方程带线性捅值的半隐式Euler方法的均方收敛性,证明了这类方法是1/2阶均方收敛的.数值试验验证了所获理论结果的正确性.
    본문연구비선성수궤비례방정대선성통치적반은식Euler방법적균방수렴성,증명료저류방법시1/2계균방수렴적.수치시험험증료소획이론결과적정학성.
    In this paper, the mean square convergence of semi-implicit Euler methods with linear interpolation for nonlinear stochastic pantograph equations is discussed and it is shown that these methods are mean square convergent with order 1/2. A nonlinear numerical example is presented to illustrate the theoretical result.
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