摘要
研究了分数阶随机时滞微分方程的波形松弛方法。在分裂函数满足Lipschitz条件下,给出波形松弛方法的误差估计,该误差估计说明此方法在均方意义上是收敛的。最后通过几个算例证明了波形松弛方法求解分数阶随机时滞微分方程的有效性,验证了收敛理论的正确性。
The waveform relaxation method for fractional stochastic delay differential equations is studied.Under the Lipschitz condition of splitting function,the error estimate of waveform relaxation method is given.The error estimate shows that the method is convergent in mean square sense.Finally,several numerical examples are given to show the effectiveness of the waveform relaxation method for solving fractional stochastic delay differential equations,and the correctness of the convergence theory is verified.
作者
王苗苗
丁小丽
李佳敏
WANG Miao-miao;DING Xiao-li;LI Jia-min(School of Science,Xi'an Polytechnic University,Xi'an 710048,Shaanxi,China)
出处
《山东大学学报（理学版）》
CAS
CSCD
北大核心
2022年第1期101-110,共10页
Journal of Shandong University(Natural Science)
基金
陕西省科技厅创新推动人才资助项目(2019KJXX-032)。
关键词
分数阶随机时滞微分方程
波形松弛方法
分裂函数
均方收敛
fractional stochastic delay differential equation
waveform relaxation method
splitting function
mean square convergence
