Open Access
2014 T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations
Xiaolin Zhu, Hu Peng
J. Appl. Math. 2014(SI06): 1-10 (2014). DOI: 10.1155/2014/545830
Abstract

This paper studies the T-stability of the Heun method and balanced method for solving stochastic differential delay equations (SDDEs). Two T-stable conditions of the Heun method are obtained for two kinds of linear SDDEs. Moreover, two conditions under which the balanced method is T-stable are obtained for two kinds of linear SDDEs. Some numerical examples verify the theoretical results proposed.

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Copyright © 2014 Hindawi
Xiaolin Zhu and Hu Peng "T-Stability of the Heun Method and Balanced Method for Solving Stochastic Differential Delay Equations," Journal of Applied Mathematics 2014(SI06), 1-10, (2014). https://doi.org/10.1155/2014/545830
Published: 2014
Vol.2014 • No. SI06 • 2014
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