NUMERICAL STABILITY OF HEUN METHODS FOR NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
非线性随机延迟微分方程Heun方法的数值稳定性

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.