Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks (Q369736): Difference between revisions

Summary: A new splitting method designed for the numerical solutions of stochastic delay Hopfield neural networks is introduced and analysed. Under Lipschitz and linear growth conditions, this split-step \(\theta\)-Milstein method is proved to have a strong convergence of order 1 in mean-square sense, which is higher than that of existing split-step \(\theta\)-method. Further, mean-square stability of the proposed method is investigated. Numerical experiments and comparisons with existing methods illustrate the computational efficiency of our method.