摘要
本文研究非线性随机比例方程带线性插值的半隐式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.
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.
出处
《计算数学》
CSCD
北大核心
2009年第4期379-392,共14页
Mathematica Numerica Sinica
基金
国家自然科学基金(10871207
10571147)资助项目
关键词
随机比例方程
半隐式EULER方法
线性插值
均方收敛性
Stochastic pantograph equations
Semi-implicit Euler methods
Linear interpolation
Mean square convergence
