A new general optimal principle of designing explicit finite difference method was obtained. Several applied cases were put forward to explain the uses of the principle. The validity of the principal was tested by a n...A new general optimal principle of designing explicit finite difference method was obtained. Several applied cases were put forward to explain the uses of the principle. The validity of the principal was tested by a numeric example.展开更多
In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order o...In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order one is not, but still has a relatively large region of absolute stability. The implementation of the 5th order method is also discussed.展开更多
This paper develops the mean-square exponential input-to-state stability（exp-ISS） of the Euler-Maruyama（EM） method for stochastic delay control systems（SDCSs）.The definition of mean-square exp-ISS of numerical m...This paper develops the mean-square exponential input-to-state stability（exp-ISS） of the Euler-Maruyama（EM） method for stochastic delay control systems（SDCSs）.The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness.展开更多
基金Supported by National Natural Science Foundation of China(10571036)the Key Discipline Development Program of Beijing Municipal Commission (XK100080537)
文摘A new general optimal principle of designing explicit finite difference method was obtained. Several applied cases were put forward to explain the uses of the principle. The validity of the principal was tested by a numeric example.
文摘In this paper two implicit 2-step hybrid methods are proposed! one has order five, the other six. The stability properties of the methods are analysed. The 5th order method is proved to be A-stable and the 6th order one is not, but still has a relatively large region of absolute stability. The implementation of the 5th order method is also discussed.
基金supported by the National Natural Science Foundation of China(6127312660904032)the Natural Science Foundation of Guangdong Province(10251064101000008)
文摘This paper develops the mean-square exponential input-to-state stability（exp-ISS） of the Euler-Maruyama（EM） method for stochastic delay control systems（SDCSs）.The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness.
