Title :
Notice of Retraction
Mean square stability and exponential stability of the Heun Methods for solving stochastic delay differential equations
Author :
Wang Peng-fei ; Yin Feng
Author_Institution :
Xin Zhou Teacher´s Univ., Xin Zhou, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
The positive solutions to the stability of Heun Method in solving stochastic differential equations are studied. In the circumstance of measurement noise, the sufficient and necessary conditions for the mean square stability, the mean-square stability and exponential stability of Heun method in solving autonomous scalar stochastic differential equations was gained by using the property of stochastic variable being subordinated to normal distribution and progressing linear interpolation for n ỹn, at the same time, it is pointed that mean-square stability and exponential stability is equivalency.
Keywords :
asymptotic stability; differential equations; interpolation; mean square error methods; stochastic processes; Heun methods; autonomous scalar stochastic differential equation; exponential stability; mean square stability; measurement noise; progressing linear interpolation; stochastic delay differential equation solving; Computational modeling; Equations; Mathematical model; Heun methods; exponential stability; mean square stability; stochastic delay differential equation;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
DOI :
10.1109/ICCASM.2010.5620341
