%0 Journal Article
%T NUMERICAL STABILITY OF HEUN METHODS FOR NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS<br>非线性随机延迟微分方程Heun方法的数值稳定性
%A Wang Wenqiang
%A Chen Yanping
%A <br>王文强
%A 陈艳萍
%J 计算数学
%D 2011
%I 
%X In this paper, the authors investigated the numerical stability of Heun methods for nonlinear stochastic delay differential equations. When the analytical solution satisfies the conditions of mean-square stability, and if the drift term satisfy some restrictions, then the Heun methods with linear interpolation procedure is exponential mean-square stable and GMS-stable, the Heun methods is mean-square stable(MS-stable). Moreover, these results are also verified by some numerical examples.
%K stochastic delay differential equations
%K Heun methods
%K interpolation
%K exponential mean-square stability
%K MS-stability
%K GMS-stability<br>随机延迟微分方程
%K Heun方法
%K 插值
%K 均方指数稳定
%K MS-稳定
%K GMS-稳定
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=CC77F3CEF526D9CF0B3021650FB4E57E&aid=844AA66BB344A493E0A43FD5029A36F1&yid=9377ED8094509821&vid=27746BCEEE58E9DC&iid=CA4FD0336C81A37A&sid=CB423C9A71560A74&eid=228A710F49B6CE58&journal_id=0254-7791&journal_name=计算数学&referenced_num=0&reference_num=12