Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811): Difference between revisions

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scientific article

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English	Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations	scientific article

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instance of

scholarly article

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title

Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (English)

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published in

Journal of Computational and Applied Mathematics

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publication date

23 July 2014

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zbMATH Keywords

stochastic delay differential equations

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mean square stability

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exponential stability

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theta method

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dissipativity

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author

Cheng-Ming Huang

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describes a project that uses

RODAS

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2013.03.038

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cites work

Q3707054

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Q4369402

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

0 references

Numerical solutions of stochastic differential delay equations under local Lipschitz condition

0 references

Discrete-time approximations of stochastic delay equations: the Milstein scheme.

0 references

Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

0 references

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

0 references

Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations

0 references

Q3538381

0 references

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

0 references

The improved split-step backward Euler method for stochastic differential delay equations

0 references

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

0 references

Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations

0 references

Numerical methods for strong solutions of stochastic differential equations: an overview

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Q4826106

0 references

Q4938228

0 references

Exponential mean square stability of numerical methods for systems of stochastic differential equations

0 references

A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations

0 references

Stability and error analysis of one-leg methods for nonlinear delay differential equations

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations

0 references

B-convergence of split-step one-leg theta methods for stochastic differential equations

0 references

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

0 references

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

0 references

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

0 references

Stability analysis of Runge-Kutta methods for nonlinear delay differential equations

0 references

Asymptotic stability of multistep methods for nonlinear delay differential equations

0 references

Q4714145

0 references

Q4333039

0 references

Q2761986

0 references

Dissipativity of Runge-Kutta methods for dynamical systems with delays

0 references

Dissipativity of multistep Runge-Kutta methods for dynamical systems with delays

0 references

Identifiers

zbMATH Open document ID

1291.65020

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DOI

10.1016/j.cam.2013.03.038

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2252811

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+Q4369402
@@ Property / cites work: Q4369402 / rank @@
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@@ Property / cites work @@
+Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Discrete-time approximations of stochastic delay equations: the Milstein scheme.
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
+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 @@
+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Q3538381
@@ Property / cites work: Q3538381 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+The improved split-step backward Euler method for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for strong solutions of stochastic differential equations: an overview
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938228
@@ Property / cites work: Q4938228 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A new interpolation procedure for adapting Runge-Kutta methods to delay differential equations
+Normal rank
@@ Property / cites work @@
+Stability and error analysis of one-leg methods for nonlinear delay differential equations
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+B-convergence of split-step one-leg theta methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability analysis of Runge-Kutta methods for nonlinear delay differential equations
+Normal rank
@@ Property / cites work @@
+Asymptotic stability of multistep methods for nonlinear delay differential equations
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4333039
@@ Property / cites work: Q4333039 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2761986
@@ Property / cites work: Q2761986 / rank @@
+Normal rank
@@ Property / cites work @@
+Dissipativity of Runge-Kutta methods for dynamical systems with delays
+Normal rank
@@ Property / cites work @@
+Dissipativity of multistep Runge-Kutta methods for dynamical systems with delays
+Normal rank
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+Publication:2252811