摘要
求解随机微分方程时,为了更好地得到数值解的稳定性,在θ-Heun方法的基础上,结合平衡法的思想,给出了平衡θ-Heun方法;对于带有乘性噪音的随机微分方程,得到平衡θ-Heun方法的稳定域,并研究了合适参数对稳定域的作用.最后,通过数值算例验证了相关结论.
When solving stochastic differential equations,in order to obtain the stability of numerical solutions better,the balancedθ-Heun method is obtained on the basis ofθ-Heun method and balanced method.For stochastic differential equations with multiplicative noise,the stability region of the balancedθ-Heun method is obtained,and the influence of parameters on the stability region is studied.The numerical examples at the end of the paper verify the relevant conclusions.
作者
张引娣
康红喜
ZHANG Yin-di;KANG Hong-xi(Faculty of Science,Chang'an University,Xi'an 710064,Shaanxi,China)
出处
《西北师范大学学报（自然科学版）》
CAS
北大核心
2020年第5期13-17,共5页
Journal of Northwest Normal University(Natural Science)
关键词
随机微分方程
平衡θ-Heun法
均方稳定
稳定域
stochastic differential equations
balancedθ-Heun method
mean square stability
stability region
