JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2022, Vol. 57 ›› Issue (1): 101-110.doi: 10.6040/j.issn.1671-9352.0.2021.225

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Waveform relaxation methods for fractional stochastic delay differential equations

WANG Miao-miao, DING Xiao-li*, LI Jia-min   

  1. School of Science, Xian Polytechnic University, Xian 710048, Shaanxi, China
  • Published:2021-12-21

Abstract: The waveform relaxation method for fractional stochastic delay differential equations is studied. Under the Lipschitz condition of splitting function, the error estimate of waveform relaxation method is given. The error estimate shows that the method is convergent in mean square sense. Finally, several numerical examples are given to show the effectiveness of the waveform relaxation method for solving fractional stochastic delay differential equations, and the correctness of the convergence theory is verified.

Key words: fractional stochastic delay differential equation, waveform relaxation method, splitting function, mean square convergence

CLC Number: 

  • O241.81
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