Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633): Difference between revisions

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English	Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump	scientific article

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scholarly article

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title

Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (English)

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Chaos, Solitons and Fractals

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publication date

14 April 2022

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zbMATH Keywords

pantograph integro-differential equation

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jump

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exponential integrators

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mean-square exponential stability

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trapezoidal rule

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.chaos.2020.110172

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Delay differential equations: with applications in population dynamics

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Numerical solutions of stochastic differential delay equations under local Lipschitz condition

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Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations

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Introduction to the numerical analysis of stochastic delay differential equations

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Continuous \(\Theta\)-methods for the stochastic pantograph equation

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Q5452916

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Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

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Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

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Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations

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Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps

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Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants

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Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems

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Unconditional stability of explicit exponential Runge-Kutta methods for semi-linear ordinary differential equations

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Exponential B-Series: The Stiff Case

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Exponential Rosenbrock-Type Methods

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Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons

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A class of explicit exponential general linear methods

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Exponential time differencing for stiff systems

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Stability properties of explicit exponential Runge-Kutta methods

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Exponential integrators

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Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations

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Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

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Q3687624

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A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag

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Convergence and stability of balanced methods for stochastic delay integro-differential equations

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Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

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Q2763768

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A note on the LaSalle-type theorems for stochastic differential delay equations

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Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise

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Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

0 references

Multistep methods for SDEs and their application to problems with small noise

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Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

0 references

Natural Continuous Extensions of Runge-Kutta Methods

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Continuous numerical methods for ODEs with defect control

0 references

Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

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Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition

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Identifiers

zbMATH Open document ID

1495.65013

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Mathematics Subject Classification ID

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10.1016/J.CHAOS.2020.110172

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Sitelinks

Mathematics(1 entry)

mardi Publication:2123633

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+Q3998788
@@ Property / cites work: Q3998788 / rank @@
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@@ Property / cites work @@
+Delay differential equations: with applications in population dynamics
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@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Introduction to the numerical analysis of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Continuous \(\Theta\)-methods for the stochastic pantograph equation
+Normal rank
@@ Property / cites work @@
+Q5452916
@@ Property / cites work: Q5452916 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
+Normal rank
@@ Property / cites work @@
+Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
+Normal rank
@@ Property / cites work @@
+Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
+Normal rank
@@ Property / cites work @@
+Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
+Normal rank
@@ Property / cites work @@
+Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
+Normal rank
@@ Property / cites work @@
+Unconditional stability of explicit exponential Runge-Kutta methods for semi-linear ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Exponential B-Series: The Stiff Case
@@ Property / cites work: Exponential B-Series: The Stiff Case / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Rosenbrock-Type Methods
@@ Property / cites work: Exponential Rosenbrock-Type Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons
+Normal rank
@@ Property / cites work @@
+A class of explicit exponential general linear methods
+Normal rank
@@ Property / cites work @@
+Exponential time differencing for stiff systems
@@ Property / cites work: Exponential time differencing for stiff systems / rank @@
+Normal rank
@@ Property / cites work @@
+Stability properties of explicit exponential Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Exponential integrators
@@ Property / cites work: Exponential integrators / rank @@
+Normal rank
@@ Property / cites work @@
+Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q3687624
@@ Property / cites work: Q3687624 / rank @@
+Normal rank
@@ Property / cites work @@
+A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag
+Normal rank
@@ Property / cites work @@
+Convergence and stability of balanced methods for stochastic delay integro-differential equations
+Normal rank
@@ Property / cites work @@
+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Q2763768
@@ Property / cites work: Q2763768 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the LaSalle-type theorems for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise
+Normal rank
@@ Property / cites work @@
+Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
+Normal rank
@@ Property / cites work @@
+Multistep methods for SDEs and their application to problems with small noise
+Normal rank
@@ Property / cites work @@
+Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Natural Continuous Extensions of Runge-Kutta Methods
+Normal rank
@@ Property / cites work @@
+Continuous numerical methods for ODEs with defect control
+Normal rank
@@ Property / cites work @@
+Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition
+Normal rank
@@ Property / DOI @@
+.1016/J.CHAOS.2020.110172
@@ Property / DOI: 10.1016/J.CHAOS.2020.110172 / rank @@
+Normal rank