Skip to main content

Table 1 The global error of numerical solutions for the exponential Euler method

From: Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations

Step size

\(\boldsymbol{\epsilon_{2}}\)

\(\boldsymbol{\epsilon_{4}}\)

\(h=\frac{1}{2}\)

0.11758788103726

0.05128510485760

\(h=\frac{1}{4}\)

0.01076456781468

0.00178190502421

\(h=\frac{1}{8}\)

4.226428624973588e − 004

2.606318250482847e − 004

\(h=\frac{1}{16}\)

1.080022443102593e − 004

6.629709170569013e − 005

\(h=\frac{1}{32}\)

1.325175503903862e − 005

1.152618733195335e − 005

\(h=\frac{1}{64}\)

3.097379961005242e − 007

2.047860964726653e − 006

\(h=\frac{1}{128}\)

8.055605114301942e − 009

5.371039941796389e − 007