| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632343 | Applied Mathematics and Computation | 2010 | 8 Pages |
Abstract
The paper deals with the T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise. A difference equation is obtained by applying the numerical method to a linear test equation, in which the Wiener increment is approximated by a discrete random variable with two-point distribution. The conditions under which the method is T-stable are considered and the numerical experiments are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wanrong Cao,