Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6423282 | Applied Numerical Mathematics | 2011 | 6 Pages |
Abstract
There are few results on the numerical stability of nonlinear neutral stochastic delay differential equations (NSDDEs). The aim of this paper is to establish some new results on the numerical stability for nonlinear NSDDEs. It is proved that the semi-implicit Euler method is mean-square stable under suitable condition. The theoretical result is also confirmed by a numerical experiment.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Computational Mathematics
Authors
Wenqiang Wang, Yanping Chen,