Mean Square Convergent Non-Standard Numerical Schemes for Linear Random Differential Equations with Delay
In this paper, we are concerned with the construction of numerical schemes for linear random differential equations with discrete delay. For the linear deterministic differential equation with discrete delay, a recent contribution proposed a family of non-standard finite difference (NSFD) methods fr...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-08-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/8/9/1417 |