  Since it is difficult to implement implicit schemes on the
infinite-dimensional space, we aim to develop the explicit numerical method for
approximating super-linear stochastic functional differential equations
(SFDEs). Precisely, borrowing the truncation idea and linear interpolation we
propose an explicit truncated Euler-Maruyama scheme for super-linear SFDEs, and
obtain the boundedness and convergence in L^p. We also yield the convergence
rate with 1/2 order. Different from some previous works, we release the global
Lipschitz restriction on the diffusion coefficient. Furthermore, we reveal that
numerical solutions preserve the underlying exponential stability. Moreover, we
give several examples to support our theory.
