求解模糊微分方程的Milstein方法

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2021-06-01 DOI:10.22111/IJFS.2021.6086

L. Y. Ji, C. L. You

{"title":"求解模糊微分方程的Milstein方法","authors":"L. Y. Ji, C. L. You","doi":"10.22111/IJFS.2021.6086","DOIUrl":null,"url":null,"abstract":"To solve fuzzy differential equations driven by Liu process, three Milstein schemes are proposed in this work, which are explicit Milstein scheme, semi-implicit Milstein scheme and improved Milstein scheme. Improved Milstein scheme is constructed by correcting the error with semi-implicit method, the error is the difference between the exact solution of fuzzy differential equations and the solution derived from Milstein scheme. These numerical methods are proved to have strong convergence with order two. Accompanying the results above, the concept of mean-stability of numerical schemes for fuzzy differential equations is put forward and analyzed. For a linear test equation, it is showed the mean-stability region of improved Milstein scheme is bigger than explicit Milstein scheme. Finally, the accuracy and effectiveness of these schemes are confirmed through numerical examples.","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Milstein method for solving fuzzy differential equation\",\"authors\":\"L. Y. Ji, C. L. You\",\"doi\":\"10.22111/IJFS.2021.6086\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"To solve fuzzy differential equations driven by Liu process, three Milstein schemes are proposed in this work, which are explicit Milstein scheme, semi-implicit Milstein scheme and improved Milstein scheme. Improved Milstein scheme is constructed by correcting the error with semi-implicit method, the error is the difference between the exact solution of fuzzy differential equations and the solution derived from Milstein scheme. These numerical methods are proved to have strong convergence with order two. Accompanying the results above, the concept of mean-stability of numerical schemes for fuzzy differential equations is put forward and analyzed. For a linear test equation, it is showed the mean-stability region of improved Milstein scheme is bigger than explicit Milstein scheme. Finally, the accuracy and effectiveness of these schemes are confirmed through numerical examples.\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2021-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.22111/IJFS.2021.6086\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.22111/IJFS.2021.6086","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}

引用次数: 2

摘要

为了求解由Liu过程驱动的模糊微分方程，本文提出了三种Milstein格式:显式Milstein格式、半隐式Milstein格式和改进Milstein格式。利用半隐式方法修正误差，构造了改进的Milstein格式，其误差为模糊微分方程的精确解与Milstein格式的解之间的差值。证明了这些数值方法具有很强的二阶收敛性。在此基础上，提出并分析了模糊微分方程数值格式的均值稳定性概念。对于一个线性检验方程，证明了改进Milstein格式的平均稳定区域大于显式Milstein格式。最后，通过数值算例验证了这些格式的准确性和有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Milstein method for solving fuzzy differential equation

To solve fuzzy differential equations driven by Liu process, three Milstein schemes are proposed in this work, which are explicit Milstein scheme, semi-implicit Milstein scheme and improved Milstein scheme. Improved Milstein scheme is constructed by correcting the error with semi-implicit method, the error is the difference between the exact solution of fuzzy differential equations and the solution derived from Milstein scheme. These numerical methods are proved to have strong convergence with order two. Accompanying the results above, the concept of mean-stability of numerical schemes for fuzzy differential equations is put forward and analyzed. For a linear test equation, it is showed the mean-stability region of improved Milstein scheme is bigger than explicit Milstein scheme. Finally, the accuracy and effectiveness of these schemes are confirmed through numerical examples.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.