Strong Predictor-corrector Methods for Stochastic Pantograph Equations
نویسندگان
چکیده
The paper introduces a new class of numerical schemes for the approximate solutions of stochastic pantograph equations. As an effective technique to implement implicit stochastic methods, strong predictor-corrector methods (PCMs) are designed to handle scenario simulation of solutions of stochastic pantograph equations. It is proved that the PCMs are strong convergent with order 1 2 . Linear MS-stability of stochastic pantograph equations and the PCMs are researched in the paper. Sufficient conditions of MS-unstability of stochastic pantograph equations and MS-stability of the PCMs are obtained, respectively. Numerical experiments demonstrate these theoretical results. Mathematics subject classification: 60H10, 65C20.
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