学科分类
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1 个结果
  • 简介:StabilizedorChebyshevexplicitmethodshavebeenwidelyusedinthepasttosolvestiffordinarydifferentialequations.MakinguseofspecialpropertiesofChebyshev-likepolynomials,thesemethodshavefavorablestabilitypropertiescomparedtostandardexplicitmethodswhileremainingexplicit.Anewclassofsuchmethods,calledROCK,introducedin[Numer.Math.,90,1-18,2001]hasrecentlybeenextendedtostiffstochasticdifferentialequationsunderthenameS-ROCK[C.R.Acad.Sci.Paris,345(10),2007andCommun.Math.Sci,6(4),2008].InthispaperwediscusstheextensionoftheS-ROCKmethodstosystemswithdiscretenoiseandproposeanewclassofmethodsforsuchproblems,theT-ROCKmethods.Onemotivationforsuchmethodsisthesimulationofmulti-scaleorstiffchemicalkineticsystemsandsuchsystemsarethefocusofthispaper,butournewmethodscouldpotentiallybeinterestingforotherstiffsystemswithdiscretenoise.TwoversionsoftheT-ROCKmethodsarediscussedandtheirstabilitybehaviorisanalyzedonatestproblem.ComparedtotheT-leapingmethod,asignificantspeed-upcanbeachievedforsomestiffkineticsystems.Thebehavioroftheproposedmethodsaretestedonseveralnumericalexperiments.

  • 标签: 切比雪夫 离散噪声 刚性常微分方程 动力学系统 随机微分方程 ACAD