主讲人：郭平 太原理工大学讲师

时间：2019年11月11日16：30

地点：3号楼332

举办单位：数理学院

主讲人介绍：郭平, 太原理工大学数学学院讲师, 2019年6月在大连理工大学取得博士学位,主要研究内容为随机微分方程数值解的稳定性分析, 已在《BIT Numerical Mathematics》, 《Numerical Mathematics》, 《Journal of Computational and Applied Mathematics》, 《Journal of Mathematical Analysis and Application》等杂志上发表数篇相关文章.

内容介绍：In this talk, we establish Razumikhin--type theorems on αth moment polynomial stability of exact solution for the stochastic pantograph differential equations, which improves the existing stochastic Razumikhin--type theorems. By using discrete Razumikhin--type technique, we construct the conditions for the stability of general numerical scheme of the stochastic pantograph differential equations. The stabilities mainly conclude the global αth moment asymptotically stability and αth moment polynomial stability. Using the conditions for stability we construct, we discuss the stability of two special numerical solutions, namely the Euler--Maruyama method and the backward Euler--Maruyama method. Finally, an example is given to illustrate the consistence with the theoretical results onαth moment polynomial stability.