【摘要】 本文研究一类改进分步向后Euler方法求解随机延迟积分微分方程的均方指数稳定性.证明了在约束网格下,该方法依步长h=т/m保持原系统的均方指数稳定性.数值试验验证了本文理论结果的正确性.更多还原

【Abstract】 In this paper,we are concerned with the mean-square exponential stability of an improved split-step backward Euler method for stochastic delay integro-differential equations. It is shown that the proposed method preserves the mean-square exponential stability of the underlying systems with the stepsize h = τ/m,where m is a positive integer.Finally,a numerical experiment is given to verify the theoretical results.更多还原