随机微分方程Heun方法的均方稳定性
Mean Square Stability of the Heun Method for Stochastic Differential Equations
本文基于求解随机微分方程的Heun方法构造了一种新的数值算法，讨论了新算法的均方稳定性，并给出了该算法的均方稳定域。数值实验表明新算法较之于Heun方法更准确。
new numerical method is introduced in the paper, which is based on the Heun method for stochastic differential equations. The mean square domain of the new method is given. Numerical experiments show that the new method compared to more accurate than the Heun methods.
马常军
数学
随机微分方程均方稳定Heun方法数值解
Stochastic Differential EquationsMean Square StabilityHeun MethodNumerical solutions.
马常军.随机微分方程Heun方法的均方稳定性[EB/OL].(2008-09-01)[2025-06-22].http://www.paper.edu.cn/releasepaper/content/200809-5.点此复制
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