摘要
StabilizedorChebyshevexplicitmethodshavebeenwidelyusedinthepasttosolvestiffordinarydifferentialequations.MakinguseofspecialpropertiesofChebyshev-likepolynomials,thesemethodshavefavorablestabilitypropertiescomparedtostandardexplicitmethodswhileremainingexplicit.Anewclassofsuchmethods,calledROCK,introducedin[Numer.Math.,90,1-18,2001]hasrecentlybeenextendedtostiffstochasticdifferentialequationsunderthenameS-ROCK[C.R.Acad.Sci.Paris,345(10),2007andCommun.Math.Sci,6(4),2008].InthispaperwediscusstheextensionoftheS-ROCKmethodstosystemswithdiscretenoiseandproposeanewclassofmethodsforsuchproblems,theT-ROCKmethods.Onemotivationforsuchmethodsisthesimulationofmulti-scaleorstiffchemicalkineticsystemsandsuchsystemsarethefocusofthispaper,butournewmethodscouldpotentiallybeinterestingforotherstiffsystemswithdiscretenoise.TwoversionsoftheT-ROCKmethodsarediscussedandtheirstabilitybehaviorisanalyzedonatestproblem.ComparedtotheT-leapingmethod,asignificantspeed-upcanbeachievedforsomestiffkineticsystems.Thebehavioroftheproposedmethodsaretestedonseveralnumericalexperiments.
出版日期
2010年02月12日（中国期刊网平台首次上网日期，不代表论文的发表时间）
