一类改进的随机Runge-Kutta法及应用
An Improved Stochastic Runge-Kutta Method and Its Application
DOI: 10.12677/AAM.2019.83058, PDF,    国家自然科学基金支持
作者: 王 晶, 黄东卫, 谭建国：天津工业大学数学科学学院，天津
关键词: 随机Runge-Kutta法；稳定域；随机互惠系统；Stochastic Runge-Kutta Scheme； Stable Region； Stochastic Mutualism System
摘要: 本文通过对随机Runge-Kutta法的改进，给出一种四阶随机Runge-Kutta法，并研究了该方法在均值意义下的稳定性。最后，运用此方法对一类随机生物动力系统进行数值模拟，说明了方法的有效性。
Abstract: In this paper, we presented an improved fourth-order random Runge-Kutta scheme for calculating numerical solution to stochastic dynamical system. We also investigated its stability in the sense of variance, and the result obtained is satisfied. By means of the stochastic Runge-Kutta scheme above, we finished numerical simulation for a stochastic biodynamic system. The results certified the effectiveness of the improved scheme.
文章引用：王晶, 黄东卫, 谭建国. 一类改进的随机Runge-Kutta法及应用[J]. 应用数学进展, 2019, 8(3): 524-530. https://doi.org/10.12677/AAM.2019.83058

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