论文标题
关于随机泰勒方案的概率稳定性的注释
A note on the probabilistic stability of randomized Taylor schemes
论文作者
论文摘要
我们研究了ODE的随机泰勒方案的稳定性。我们考虑了三个概率稳定性的概念：渐近稳定性，均方稳定性和概率的稳定性。我们证明了概率稳定区域的基本特性，并基准对确定性泰勒方案的绝对稳定区域进行基准测试。
We study the stability of randomized Taylor schemes for ODEs. We consider three notions of probabilistic stability: asymptotic stability, mean-square stability, and stability in probability. We prove fundamental properties of the probabilistic stability regions and benchmark them against the absolute stability regions for deterministic Taylor schemes.
