1) semi-implicit methods
半隐式方法
1.
A kind of semi-implicit methods for nonlinear equations;
非线性方程的一类半隐式方法(英文)
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) semi implicit RK method
半隐式RK方法
4) semi-implicit Euler methods
半隐式Euler方法
1.
Convergence of semi-implicit Euler methods for nonlinear stochastic delay differential equations;
非线性随机延迟微分方程半隐式Euler方法的收敛性
2.
In this paper, the authors investigated the mean-square stability of semi-implicit Euler methods for the nonlinear stochastic delay differential equations.
本文首先将数值方法的均方稳定性的概念MS-稳定与GMS-稳定推广到一般情形,然后针对一维情形下的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,半隐式Euler方法是MS-稳定的且带线性插值的半隐式Euler方法是GMS-稳定的理论结果。
5) semi-implicit Euler method
半隐式Euler方法
1.
The proof of the local convergence of the semi-implicit Euler method for a linear stochastic differential delay equation;
线性随机延迟微分方程半隐式Euler方法的局部收敛性证明
2.
It is discussed the T-stability of the semi-implicit Euler method for stochastic differential equations with the time delay.
通过对带有特定驱动过程的半隐式Euler方法应用到线性试验方程上得到的差分方程进行讨论,给出了半隐式Euler方法的T-稳定性的条件。
3.
The semi-implicit Euler method with rariable stepsize is defined and used to solve the stochastic pantograph delay differential equation.
定义了变步长半隐式Enler方法,并将其应用于线性随机比例延迟微分方程,得到方程数值方法的差分方程,并证明了在随机比例延迟微分方程解析解均方稳定的条件下,当半隐式Euler方法中的参数θ满足条件θ∈((|a|+|b|)/(2|a|),1]时,此方法应用于线性随机比例延迟微分方程所得的数值解是均方稳定的。
6) semi-implicit integration
半隐式积分方法
补充资料：隐式差分方法
见分步法。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条