1.Stability of the Milstein method for the impulsive stochastic differential equation脉冲随机微分方程Milstein方法的稳定性(英文) 2.We investigated the mean-square stability of Milstein method for nonlinear stochastic delay differential equations.本文针对一般的非线性随机延迟微分方程,证明了当系统理论解满足均方...
Mil stein Method f or Stocha stic Delay Diff erential Equations ZHU Xia ( School of Info r matio n , Zho ngnan U niver sit y of Eco no mic s and L aw , Wuha n 430060 , H ubei , Chi na) Abstract : Thi s p ap e r i nve stigat e s t he a dap t e d Mil st ei...
Implicit Milstein methodConvergenceThe aim of this paper is to derive a numerical scheme for solving stochastic differential equations (SDEs) via Wong-Zakai approximation. One of the most important methods for solving SDEs is Milstein method, but this method is not so popular because the cost of...
plot(t, x[i]) plt.xlabel('t') plt.ylabel('X(t)') plt.title('Milstein Method') plt.show() 效果如下 参考资料 Weinan E , Tiejun Li, Eric Vanden-Eijnden, Applied Stochastic Analysis Chapter7 编辑于 2023-11-17 20:58・IP 属地上海...
Milstein methodA multi-dimensional system of stochastic differential equations is presented for modeling prebiotic evolution. The system consists of replication of several reacting species using activated monomers and inactivated residues. The stochastic effects are included in the system as excitations which...
王要策,胡良剑 - 中国智能计算大会 - 2010 - 被引量: 0 MEAN-SQUARE STABILITY OF EULER METHOD FOR LINEAR NEUTRAL STOCHASTIC DELAY DIFFERENTIAL EQUATIONS线性中立型随机延迟微分方程Euler方法的均方稳定性 Wang Wenqiang,Chen Yanping,王文...
As the explicit method and the semi-implicit method, Wang [14] have considered the three-stage stochastic Runge–Kutta methods for Stratonovich SDEs. As implicit methods, Wang and Liu [15] presented the split-step backward balanced Milstein methods for stiff Itô stochastic systems. In this pa...
Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations. A. Rathinasamy,K. Balachandran. Nonlinear Analysis: Hybrid Systems . 2008A. Rathinasamy and K. Balachandran, Mean-square stability of Milstein method for linear hybrid stochastic delay integro-...
Some Fokker-Planck equations with Markovian switching are considered.In the mean square sense,the convergence and stability of the Milstein method for the ... YM Gao,XH Ding - 《Journal of Natural Science of Heilongjiang University》 被引量: 5发表: 2011年 ...
Twitter Google Share on Facebook Milstein Also found in:Medical,Wikipedia. Mil·stein (mĭl′stēn′),César1927-2002. Argentinian-born British immunologist who investigated the structure of antibodies and shared a 1984 Nobel Prize for developing a method for producing monoclonal antibodies. ...