数学与系统科学研究院

计算数学所学术报告会

 

报告人:       Dr. Minghui Song

                                        ICMSEC

 

报告题目:

The pth moment stability for the stochastic pantograph equation

报告摘要:

  In this paper, we investigate the pth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying it are considered. The convergence result of semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.


报告时间: 2005年9月28日(周三) 下午4:00--5:00

报告地点:科技综合楼三层311报告厅

          欢迎大家参加!