【摘要】 主要研究了一类随机时滞微分方程数值模拟的算法及实现问题。在一类常见的随机时滞微分系统中,对系统的确定项采用四阶Rounge-Kutta法进行离散,对系统的随机项应用Milsteins方法进行离散,并对时滞项采用等比例估算其数值,运用Mathematica系统编写程序,实现此类随机时滞系统的数值模拟。最后将该程序应用于某些实例,得到的结果说明了程序的有效性。更多还原

【Abstract】 The algorithm and implementation of numerical simulation for a class of stochastic delay differential equations are studied.In a common class of stochastic differential systems with time delays,the fourth order RungeKutta is used to discrete the determinations of the system,the Milsteins method is used to discrete the random items of the system,and the time-delay items are estimated by equal proportion.We use Mathematica system in writing a program to realize the numerical simulation of such systems with time delays.And,the effectiveness of this program is reflected by being applied to some examples.更多还原