AI 中文总结
本文提出一种弱二阶龙格-库塔方法，扩展了针对随机常微分方程的同类方法，适用于含离散可公度延迟的方程，对多噪声项问题高效，实验验证了其弱二阶精度且提供免费MATLAB代码。
AI 中文摘要
我们提出了一种用于随机延迟微分方程数值时间积分的弱二阶龙格-库塔方法。该格式扩展了A. Rößler在《SIAM J. Numer. Anal., 47(3):1713-1738, 2009》中为随机常微分方程引入的二阶龙格-库塔方法类。所提出的积分器适用于具有离散可公度延迟的方程，对涉及多个噪声项的问题尤为高效。实验验证了其弱二阶精度，且MATLAB代码可免费获取。
英文摘要
We present a Runge-Kutta method of weak order 2 for the numerical time integration of stochastic delay differential equations. This scheme extends the class of second order Runge-Kutta methods introduced by A. Rößler in [SIAM J. Numer. Anal., 47(3):1713-1738, 2009] for stochastic ordinary differential equations. The proposed integrator is applicable to equations with discrete commensurable delays and is particularly efficient for problems involving multiple noise terms. Experimental confirmation of the weak order 2 is provided and MATLAB codes are freely available.
Comments17 pages, 5 figures
