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...

Full description

Bibliographic Details
Main Authors: Julia Calatayud, Juan Carlos Cortés, Marc Jornet, Francisco Rodríguez
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/9/1417