In order to research the stability of stochastic differential equations,the two-step Runge-Kutta methods for solving these equations are presented, and the mean square stability and exponential stability conditions of the methods are discussed.
为进一步研究随机微分方程的稳定性,给出了随机微分方程的二级Runge-Kutta方法的算法格式,研究了二级显式随机Runge-Kutta方法的均方稳定和指数稳定的条件,并证明了对于线性检验方程,均方稳定性和指数稳定性的关系。
Based on the two types of test equations of stochastic differential equations, additive noise and multiplicative noise, the stability of Milstein numerical scheme for autonomous scalar stochastic differential equations such as the mean square stability, A stability and T stability was studied.
基于随机微分方程的两类试验方程 ,即噪声为增加噪声和附加噪声的两种情况 ,讨论了求解标量自治随机微分方程的Milstein数值方法的三种稳定性 :A 稳定性、均方稳定性和T 稳定性 。
In this paper,we study the mean square stability of stochastic system.
本文研究随机系统的均方稳定性,首先给出了该系统均方稳定性的一个充分必要条件,另外通过构造反例指出了文献[3] 中的一个错误认识。
We define the stability of stochastic differential equations with Markovian switching by means of KRW met-rics,furthermore,investigate the stationary stability through coupling method
用KRW距离定义马尔可夫调制随机微分方程的稳定性,进而用Markov耦合研究平均稳定
In this paper, mean-square stability and feedback stabilization of delay stochastic systems of Ito type are investigated.
本文研究Ito型随机滞后系统的均方稳定性与反馈镇定。
In this paper, we discuss various stability in mean square of large-scaledynamical systems described by stochastic differential equations of neutral-type,using the method of lumped iteration.
随机中立型大系统的稳定性廖晓昕,毛学荣(华中理工大学数学系)(Strathclyde大学统计与模型科学系)关键词中立型随机微分方程;均方稳定性;大系统中国分类号O211。
Mean Stability of Uncertain Markov Jump System
不确定Markov跳变系统的均方稳定性
Mean-Square Stability of Milstein Method for Nonlinear Stochastic Differential Equations
非线性随机微分方程Milstein方法的均方稳定性
Mean-square Stability of Milstein Methods for Nonlinear Stochastic Delay Differential Equations
非线性随机延迟微分方程MILSTEIN方法的均方稳定性
MS-stability of the Semi-implicit Milstein Method for the Stochastic Differential Delay Equations with Jumps
带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性
Mean Square Stability of Hopfield Neural Networks with Markovian Jump Parameters and Impulsive Effect
带脉冲的马尔科夫切换Hopfield神经网络随机均方稳定性
The aim of this paper is to investigate the asymptotically mean square stability (MS-stable) of the analytical solution and the numerical method (the continuous θ-method) for a linear stochastic pantograph equation.
本文目的是研究线性随机比例方程解析解和数值方法(连续θ-方法)的渐近均方稳定性。
An Average Stability for an lnverse Parabolic Problem with Final Observation;
抛物方程终值问题的一种平均稳定性
Robust mean square exponential stability of uncertain stochastic systems with time-varying delay
不确定变时滞随机系统的鲁棒均方指数稳定性
CLEC has the excellent stability, activity, mechanical strength.
它在稳定性,活性,机械强度方面均有突出的优势。
A novel average technique for the stability of two-demension TDEFIE
二维时域电场积分方程稳定性的新平均法
Global Exponential Stability in Mean Square of Stochastic Delayed Neural Networks
随机时滞神经网络的全局均方指数稳定性
The research on the methodology of weighted average evaluation for surrounding rock stability of tunnel
煤巷围岩稳定性加权平均评价方法研究
Mean-Square Asymptotic Stability of θ-Methods for Nonlinear Stochastic Pantograph Differential Equations
非线性随机Pantograph微分方程及其θ-方法的均方渐近稳定性
Exponential mean-square stability and H_∞ control for uncertain stochastic time-delay jump system
不确定随机时滞跳变系统的均方指数稳定性及H_∞控制
The Stability of Boussinesq Equations;
Boussinesq方程的稳定性
A study on the Method for Improving the Stability of 2,4-Dichloro-6-hydroxy-s-triazine Sodium Salt
提高2,4—二氯—6—羟基均三嗪钠盐的稳定性方法研究
The Study of Nonlinear and Disequilibrium Cobweb Models
非线性非均衡蛛网模型的稳定性分析
Study on the Uniformity and Stability of LED Source for Spectrometer
仪用LED光源均匀性及稳定性研究