【摘要】 <正>1引言近年来,分数阶延迟微分方程因其能够准确地描述反常次扩散现象、超反常扩散现象和多孔介质问题等在力学、物理、电气工程、控制理论等学科中的应用较为广泛.因此,研究者们针对该方程做了大量的研究且取得了丰富的研究成果,比如:2011年,Bhalekar和Daftardargejji[1]扩展了Adams-Bashforth-Moulton算法来求解分数阶延迟微分方程;同年,杨水平[2]利用Jacobi谱配置方法数值求解了一类分数阶多项延迟微分方程,更多还原

【Abstract】 This paper mainly studies the strong convergence of the exponential Euler-Maruyama method for a class of linear stochastic delay differential equations with Caputo time fractional derivative.Firstly,a sufficient condition for the existence and uniqueness of the solution of the equation is given.Secondly,an exponential Euler-Maruyama method for numerically solving that equations is constructed.Then,it is proved that the strong convergence order of this method is α-1/2,(α∈(1/2,1]).In particular,when α=1,the conclusions obtained are consistent with the results of the existing literature.Finally,the numerical example given at the end of the article verifies the correctness of the theoretical results obtained.更多还原