1) semi-implicit Milstein methods
半隐Milstein法
2) semi-implicit Milstein method
半隐式Milstein方法
1.
The paper deals with the stability of the semi-implicit Milstein method for stochastic differential e-quations with time delay.
研究了带有延迟项的随机微分方程半隐式Milstein方法的稳定性。
2.
The MS-stability of the semi-implicit Milstein method for stochastic delay differential equations with jumps was studied,the semi-implicit Milstein method for Nonlinear stochastic differential delay equation driven by Wiener processes and Compensated Poisson process was discussed,and the conditions that the semi-implicit Milstein method is MS-stable were obtained.
将半隐式Milstein数值方法应用到补偿泊松过程及维纳过程驱动下的非线性随机延迟微分方程上进行讨论,给出了半隐式Milstein方法MS-稳定的条件。
3) a backward Milstein scheme
向后Milstein法
1.
At last,simulations using the two numerical schemes are operated in MatLab,which illustrate that a backward Milstein scheme and a finite difference .
给出了求解随机微分方程的2种数值方法:有限差分法和向后Milstein法,基于随机微分方程的试验方程分析讨论了2种数值方法的均方稳定性和A-稳定性,得到了相应的稳定性条件和稳定域。
4) Milstein method
Milstein方法
1.
Stability of the Milstein method for the impulsive stochastic differential equation
脉冲随机微分方程Milstein方法的稳定性(英文)
2.
We investigated the mean-square stability of Milstein method for nonlinear stochastic delay differential equations.
本文针对一般的非线性随机延迟微分方程,证明了当系统理论解满足均方稳定性条件时,则当方程的漂移和扩散项满足一定的条件时,Milstein方法也是均方稳定的。
3.
This paper investigates the adapted Milstein method for solving linear stochastic delay differential equations(SDDEs).
研究随机延迟微分方程(stochastic delay differential equations)的数值求解问题,将改造后的Milstein方法用于求解此类问题,精度较高。
5) Milstein methods
Milstein方法
1.
The mean-square stability of Milstein methods for the nonlinear stochastic delay differential equations was concerned with.
在一维情形下,研究了一类非线性随机延迟微分方程初值问题,证明了如果问题本身满足零解是均方渐近稳定的充分条件,那么当漂移项满足一定的限制条件时,Milstein方法是MS-稳定的与带线性插值的Milstein方法是GMS-稳定的理论结果。
2.
In this paper,the authors investigated the convergence of Milstein methods for scalar Fokker-Planck equations with a white noise process.
针对白噪声驱动随机系统的一维Fokker-Planck方程,得到了带线性插值的Milstein方法在均方意义下是收敛的理论结果。
6) Milstein numerical scheme
Milstein数值方法
1.
Based on the two types of test equations of stochastic differential equations, additive noise and multiplicative noise, the stability of Milstein numerical scheme for autonomous scalar stochastic differential equations such as the mean square stability, A stability and T stability was studied.
基于随机微分方程的两类试验方程 ,即噪声为增加噪声和附加噪声的两种情况 ,讨论了求解标量自治随机微分方程的Milstein数值方法的三种稳定性 :A 稳定性、均方稳定性和T 稳定性 。
补充资料：隐人
1.隐逸之人。
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