scientific article

zbMath1240.65013MaRDI QIDQ3109095

Yanping Chen, Wenqiang Wang

Publication date: 27 January 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interpolationnumerical examplesMS-stabilitystochastic delay differential equationsHeun's methodexponential mean-square stabilityGMS-stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Comparison of different time discretization schemes for solving the Allen-Cahn equation ⋮ T-stability of the Heun method and balanced method for solving stochastic differential delay equations

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