[PDF] Top 20 Numerical solution of stochastic state dependent delay differential equations: convergence and stability
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Numerical solution of stochastic state dependent delay differential equations: convergence and stability
... of stochastic delay differential equations has been widely developed but frequently for the cases where the delay term has a simple ...of delay term which has not been much discussed so ... See full document
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Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
... To show the advantages of the truncated EM method, we will compare it with other methods, e.g., the implicit EM method, the tamed Euler method and the modified tamed Euler method. We will design two numerical ... See full document
16
Almost sure exponential stability of an explicit stochastic orthogonal Runge Kutta Chebyshev method for stochastic delay differential equations
... of numerical methods for stochastic differential equations (SDEs) has recently attracted an increasing ...of stability, i.e., almost sure stability [–] and moment stability ... See full document
8
Accurate Numerical Steady State and Transient One Dimensional Solutions of Semiconductor Devices
... The knowledge of the conditions of convergence and stability of a particular uiscretizat1on scheme ls a problem or fUndamental nature in the numerical solution of partial differential pa[r] ... See full document
421
Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... Mao, Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions, Applied Mathematics and Computation, 217(2011), ...Ding, ... See full document
6
Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... Most stochastic dif- ferential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...practice. Numerical solutions to SDEs have been ... See full document
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations
... semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay ... See full document
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Convergence and stability of stochastic parabolic functional differential equations
... years, stochastic parabolic partial differential equations have received a great deal of attention due to their important applications in biological, control engineering, economics, physics, social sciences, ... See full document
12
Stability of numerical method for semi linear stochastic pantograph differential equations
... of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and ...the stability of ... See full document
11
On existence results for impulsive fractional neutral stochastic integro differential equations with nonlocal and state dependent delay conditions
... integro-differential equations in Banach ...differential equations in Banach ...differential equations (FDEs) have picked up extensive vitality because of their use in numerous sciences, including ... See full document
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Approximate solutions of stochastic differential delay equations with Markovian switching
... classical convergence theory for numerical methods to SDEs requires the coefficients of the equations to be globally Lipschitz, see [3], [5], for ...the numerical solutions based on the ... See full document
15
Approximate controllability of impulsive fractional stochastic differential equations with state dependent delay
... the stochastic differential equation with delay is a special type of stochastic functional differential ...equations. Delay differential equations arise in many bi- ological and ... See full document
12
Stability of highly nonlinear neutral stochastic differential delay equations
... Many stochastic dynamical systems do not only depend on present and past states but also involve derivatives with ...Neutral stochastic differential delay equations (NSDDEs) are often ... See full document
7
Analysis of stability for stochastic delay integro differential equations
... Stochastic delay integro-differential equations, as the mathematical model, widely apply in biology, physics, economics and finance [1, ...the stochastic delay integro- differential ... See full document
13
Almost sure exponential stability of stochastic differential delay equations
... exponential stability of discrete-time or partial discrete-time SDEs has recently been discussed by several ...exponential stability in the numerical simulation of SDEs (i.e., stability of ... See full document
16
Exponential stability of fractional stochastic differential equations with distributed delay
... are dependent while that of Brownian motion are indepen- ...of stochastic differential equations (SDEs) driven by standard Brownian motion are in- valid in the case of ...and stability of the ... See full document
8
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
... the stability criteria for the stochastic di ff erential delay equations (SD- DEs) have been studied ...to delay equations where their coe ffi cients are either linear or ... See full document
27
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
... Euler–Maruyama solution of the stochastic dif- ferential equation has a unique stationary ...one-step numerical methods including the BEM ...the numerical method. Therefore, for any one-step ... See full document
28
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
... strong convergence theorem under condition ...the solution of the SDE with one-sided Lipschitz drift and linearly growing diffusion ...strong convergence for numerical schemes only cover SDEs ... See full document
21
Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
... differential equations play a prominent role in a range of applica- tions, including biology, chemistry, epidemiology, mechanics, microelectronics and, of course, ...effective numerical methods for studying ... See full document
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