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S-ROCK methods for stochastic delay differential equations with one fixed delay
http://hdl.handle.net/10228/00007003
http://hdl.handle.net/10228/000070031100496b-5d71-4b15-9fa1-e1c8bf51aa29
名前 / ファイル | ライセンス | アクション |
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csse-46.pdf (785.8 kB)
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Item type | テクニカルレポート = Technical Report(1) | |||||||||||
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公開日 | 2019-02-13 | |||||||||||
資源タイプ | ||||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||||||
資源タイプ | technical report | |||||||||||
タイトル | ||||||||||||
言語 | en | |||||||||||
タイトル | S-ROCK methods for stochastic delay differential equations with one fixed delay | |||||||||||
言語 | ||||||||||||
言語 | eng | |||||||||||
著者 |
小守, 良雄
× 小守, 良雄
WEKO
3142
× Eremin, Alexey× Burrage, Kevin |
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抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | We propose stabilized explicit stochastic Runge–Kutta methods of strong order one half for Itô stochastic delay differential equations with one fixed delay. The family of the methods is constructed by embedding Runge–Kutta–Chebyshev methods of order one for ordinary differential equations. The values of a damping parameter of the methods are determined appropriately in order to obtain excellent mean square stability properties. Numerical experiments are carried out to confirm their order of convergence and stability properties. | |||||||||||
言語 | en | |||||||||||
備考 | ||||||||||||
内容記述タイプ | Other | |||||||||||
内容記述 | [Remark] The material in this report has been superseded by the following paper: Y. Komori, A. Eremin and K. Burrage (2019), S-ROCK methods for stochastic delay differential equations with one fixed delay, Journal of Computational and Applied Mathematics, 353, 345-354. | |||||||||||
言語 | en | |||||||||||
書誌情報 |
en : Technical Report in Computer Science and Systems Engineering p. 1-14, 発行日 2018-06-29 |
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出版社 | ||||||||||||
言語 | ja | |||||||||||
出版者 | 九州工業大学 | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | PISSN | |||||||||||
収録物識別子 | 1344-8803 | |||||||||||
出版タイプ | ||||||||||||
出版タイプ | VoR | |||||||||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||
テクニカルレポートNo. | ||||||||||||
CSSE-46 | ||||||||||||
異版である | ||||||||||||
関連タイプ | isVersionOf | |||||||||||
識別子タイプ | DOI | |||||||||||
関連識別子 | https://doi.org/10.1016/j.cam.2018.12.042 | |||||||||||
研究者情報 | ||||||||||||
https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||
連携ID | ||||||||||||
7530 |