Defining some of the essential definitions and conceptions.
Stochastic matrix.
Stability.
Approximate stability.
Approximate stability in the quadratic middle.
Formula of a system of unsettled non stationary stochastic
differential equations.
Formula of a generalized system of unsettled non- stationary
stochastic differential equations.
Foundations of a system of differential equations that divines the
partial moments of the second order.
Foundations of a system of differential equations that divines
matrices of Lyapunov's functions.
The necessary and sufficient conditions formatrisses of Lyapunov's
functions to assure the stability of the studied system's solution
approximately in the quadratic middle.
In this paper, spline approximations with five collocation points are used for the
numerical simulation of stochastic of differential equations(SDE). First, we have modeled
continuous-valued discrete wiener process, and then numerical asymptotic st
ochastic
stability of spline method is studied when applied to SDEs. The study shows that the
method when applied to linear and nonlinear SDEs are stable and convergent.
Moreover, the scheme is tested on two linear and nonlinear problems to illustrate
the applicability and efficiency of the purposed method. Comparisons of our results with
Euler–Maruyama method, Milstein’s method and Runge-Kutta method, it reveals that the
our scheme is better than others.