Stability of θ-Heun Method for Stochastic Differential Equations
Journal Title: 河南科技大学学报（自然科学版） - Year 2018, Vol 39, Issue 4
Abstract
In order to improve the stability of the numerical method for solving stochastic differential equation, the θ-Heun method was obtained by improving the Heun method. For a stochastic differential equation with multiplicative noise, the sufficient and necessary conditions of the mean square stability and the exponential stability for the θ-Heun method were obtained. The two stability of the θ-Heun method were proved to be equivalent. Finallly, it is proved that the stability of the θ-Heun method was better than that of Heun method by numerical example.
Authors and Affiliations
Rui LI, Yindi ZHANG, Fenjin LIU
Keywords
Related Articles
- EP ID EP468198
- DOI -
- Views 50
- Downloads 0
Effect of Breaking Velocity on Arc and Erosion in Sliding Current-carrying Friction
In the sliding current-carrying friction, the generation of arc and its erosion had important effects on the lifespan and reliability of the friction couples. The effects of breaking velocity of friction couples on arc m...
Medical Image Fusion Combining Sparse Representation and Neural Network
The clinical auxiliary diagnosis needs a higher requirement for the visual effects of medical images, but the low frequency subband coefficients obtained by the non-subsampled contourlet transform ( NSCT) decomposition w...
Vehicle Detection Algorithm of Small Target with Feature Fusion
In the current target detection based on deep convolution neural network, the high-dimensional features lost small-area feature information and target position information, which led to a low recognition rate for small t...
Anti-fatigue Property of Foamed Warm-mix Recycled Asphalt
In order to explore the effect of recycled asphalt content on the anti-fatigue property of foamed warm mix recycled asphalt,by three index test,dynamic shear rheological test and scanning electron microscope test the cha...
Urban Charging Station Planning of Electric Vehicle Based on Fuzzy Matter-Element Analysis
A location decision method for multi-schemes and multi-characters urban charging station of electric vehicle based on fuzzy matter-element theory was studied to solve the multi-criteria incompatibility problem in chargin...