1) implicit Euler-Taylor method
隐式Euler-Taylor方法
1.
When the implicit Euler-Taylor method is applied to solve Ito stochastic differential equation(s),a highly non-linear algebraic equation system is often obtained as the iterative format which causes inconvenience in the application of Implicit Euler-Taylor method.
针对隐式Euler-Taylor方法在求解Ito型随机微分方程时得到的迭代格式往往是一个高度非线性的代数方程(组)的问题,应用粒子群算法实现该迭代格式,给出了结合粒子群算法的隐式Euler-Taylor方法。
3) 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。
4) 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。
5) full implicit Euler methods
全隐式Euler方法
1.
The full implicit Euler methods for the stochastic differential equations were criticized for failing to converge to the true solutions in mean square.
由于随机微分方程的全隐式Euler方法不是均方收敛的,一般认为它没有意义。
6) implicit Euler method
隐式Euler法
1.
Nonlinear stability of implicit Euler method for MDDEs;
MDDEs隐式Euler法的非线性稳定性
2.
This paper deals with the numerical stability of implicit Euler method for nonlinear pantograph equation in which constant stepsize and variable stepsize are applied.
讨论非线性比例延迟微分方程隐式Euler法的数值稳定性,其中步长采用定步长和变步长两种方式。
3.
The explicit Euler method,the implicit Euler method and the Crank-Nicolson scheme are used for the time discretization respectively.
研制了分别用显式Euler法、隐式Euler法、Crank-Nicolson格式(梯形方法)求解带第一、第二及混合边值条件的抛物问题的应用软件,通过求解若干抛物问题对该软件作了测试,获得了预期的数值结果,讨论了时间和空间步长的变化对格式计算结果的影响,得到了三种方法的稳定性、收敛精度和计算量。
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