随机时滞微分方程的分步倒推欧拉方法的时滞相关指数稳定性

2015 Sixth International Conference on Intelligent Control and Information Processing (ICICIP) Pub Date : 2015-11-01 DOI:10.1109/ICICIP.2015.7388155

Xiaomei Qu

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引用次数: 2

摘要

研究了非线性随机时滞微分方程的分步倒推欧拉方法的时滞稳定性。在时滞相关的稳定性条件下，在步长固定的情况下，证明了分步倒推欧拉法在步长限制下可以再现精确解的均方指数稳定性。并通过数值实验进行了验证。

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On delay-dependent exponential stability of the split-step backward euler method for stochastic delay differential equations

This paper investigates the delay-dependent stability of the split-step backward Euler method for nonlinear stochastic delay differential equations. Under a delay-dependent stability condition, in the case of fixed stepsize, it is proved that the split-step backward Euler method can reproduce the mean-square exponential stability of the exact solution under the restriction on the stepsize. Numerical experiments are also provided for demonstration.

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2015 Sixth International Conference on Intelligent Control and Information Processing (ICICIP)

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