Mean-Square Stability of Milstein Methods for Stochastic Pantograph Equations

<table>Numerical solutions with stepsizes <svg height="18.612499" id="M119" style="vertical-align:-2.22495pt" version="1.1" viewbox="0 0 57.974998 18.612499" width="57.974998" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,15.775)"><path d="M499 88q-41 -46 -83.5 -73t-68.5 -27q-41 0 -19 98l52 225q10 43 8 59.5t-16 16.5q-37 0 -112 -65t-117 -135q-14 -42 -38 -179q-36 -7 -75 -20l-7 8l127 594q8 40 2.5 49t-35.5 9h-35l5 25q36 3 71.5 13t56.5 18t25 8q11 0 3 -38l-88 -417h2q77 102 195 167q44 24 79 24
q61 0 30 -130l-52 -220q-8 -33 4 -33q8 0 31 14.5t43 33.5z" id="x210E"></path></g><g transform="matrix(.017,-0,0,-.017,13.543,15.775)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,28.246,15.775)"><path d="M384 0h-275v27q67 5 81.5 18.5t14.5 68.5v385q0 38 -7.5 47.5t-40.5 10.5l-48 2v24q85 15 178 52v-521q0 -55 14.5 -68.5t82.5 -18.5v-27z" id="x31"></path></g><g transform="matrix(.017,-0,0,-.017,36.406,15.775)"><path d="M368 703l-264 -866h-60l265 866h59z" id="x2F"></path></g><g transform="matrix(.017,-0,0,-.017,43.409,15.775)"><path d="M412 140l28 -9q0 -2 -35 -131h-373v23q112 112 161 170q59 70 92 127t33 115q0 63 -31 98t-86 35q-75 0 -137 -93l-22 20l57 81q55 59 135 59q69 0 118.5 -46.5t49.5 -122.5q0 -62 -29.5 -114t-102.5 -130l-141 -149h186q42 0 58.5 10.5t38.5 56.5z" id="x32"></path></g>
<g transform="matrix(.012,-0,0,-.012,51.575,7.613)"><path d="M412 140l28 -9q0 -2 -35 -131h-373v23q112 112 161 170q59 70 92 127t33 115q0 63 -31 98t-86 35q-75 0 -137 -93l-22 20l57 81q55 59 135 59q69 0 118.5 -46.5t49.5 -122.5q0 -62 -29.5 -114t-102.5 -130l-141 -149h186q42 0 58.5 10.5t38.5 56.5z" id="x32"></path></g>
</svg>, <svg height="18.612499" id="M120" style="vertical-align:-2.22495pt" version="1.1" viewbox="0 0 29.775 18.612499" width="29.775" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,15.775)"><path d="M384 0h-275v27q67 5 81.5 18.5t14.5 68.5v385q0 38 -7.5 47.5t-40.5 10.5l-48 2v24q85 15 178 52v-521q0 -55 14.5 -68.5t82.5 -18.5v-27z" id="x31"></path></g><g transform="matrix(.017,-0,0,-.017,8.222,15.775)"><path d="M368 703l-264 -866h-60l265 866h59z" id="x2F"></path></g><g transform="matrix(.017,-0,0,-.017,15.225,15.775)"><path d="M412 140l28 -9q0 -2 -35 -131h-373v23q112 112 161 170q59 70 92 127t33 115q0 63 -31 98t-86 35q-75 0 -137 -93l-22 20l57 81q55 59 135 59q69 0 118.5 -46.5t49.5 -122.5q0 -62 -29.5 -114t-102.5 -130l-141 -149h186q42 0 58.5 10.5t38.5 56.5z" id="x32"></path></g>
<g transform="matrix(.012,-0,0,-.012,23.388,7.613)"><path d="M285 378v-2q65 -13 102 -54.5t37 -97.5q0 -57 -30.5 -104.5t-74 -75t-85.5 -42t-72 -14.5q-31 0 -59.5 11t-40.5 23q-19 18 -16 36q1 16 23 33q13 10 24 0q58 -51 124 -51q55 0 88 40t33 112q0 64 -39 96.5t-88 32.5q-29 0 -64 -11l-6 29q77 25 118 57.5t41 84.5
q0 45 -26.5 69.5t-68.5 24.5q-67 0 -120 -79l-20 20l43 63q51 56 127 56h1q66 0 107 -37t41 -95q0 -42 -31 -71q-22 -23 -68 -54z" id="x33"></path></g>
</svg>.</table>

Mathematical Problems in Engineering

fig2

Figure 2

Figure 2: Mean-Square Stability of Milstein Methods for Stochastic Pantograph Equations 