T-stability of the Heun method and balanced method for solving stochastic differential delay equations (Q2336524)
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| Language | Label | Description | Also known as |
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| English | T-stability of the Heun method and balanced method for solving stochastic differential delay equations |
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T-stability of the Heun method and balanced method for solving stochastic differential delay equations (English)
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19 November 2019
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Summary: 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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