Nonlinear Volterra Integro-Differential Equations Stability and Numerical Stability of θ -Methods
نویسندگان
چکیده
منابع مشابه
Stochastic Volterra integro-differential equations: stability and numerical methods
We consider the reliability of some numerical methods in preserving the stability properties of the linear stochastic functional differential equation ẋ(t) = αx(t) + β ∫ t 0 x(s)ds+ σx(t− τ )Ẇ (t), where α, β, σ, τ ≥ 0 are real constants, and W (t) is a standard Wiener process. We adopt the shorthand notation of ẋ(t) to represent the differential dx(t) etc. Our choice of test equation is a stoc...
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ژورنال
عنوان ژورنال: Journal of Integral Equations and Applications
سال: 1998
ISSN: 0897-3962
DOI: 10.1216/jiea/1181074246