Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981): Difference between revisions

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English	Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay	scientific article

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scholarly article

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title

Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (English)

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Applied Mathematics and Computation

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publication date

26 February 2010

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zbMATH Keywords

stochastic delay differential algebraic equation

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convergence

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mean-square

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stability

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stochastic theta method

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index 1

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numerical experiments

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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.amc.2009.12.007

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cites work

Stability of numerical methods for differential-algebraic equations of higher index

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Strong contractivity properties of numerical methods for ordinary and delay differential equations

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Introduction to the numerical analysis of stochastic delay differential equations

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One-step approximations for stochastic functional differential equations

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Collocation Methods for Volterra Integral and Related Functional Differential Equations

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Stability criteria for differential-algebraic equations with multiple delays and their numerical solutions

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Nonregular 2D descriptor delay systems

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MS-stability of the Euler--Maruyama method for stochastic differential delay equations

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An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

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Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients

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Q4004325

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Almost sure exponential stability of neutral stochastic differential difference equations

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Numerical solutions of stochastic differential delay equations under local Lipschitz condition

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Robustness of exponential stability of stochastic differential delay equations

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Q4938228

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Differential--Algebraic Equations of Index 1 May Have an Arbitrarily High Structural Index

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A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

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Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits

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A sufficient condition for GPN-stability for delay differential equations

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Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

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Asymptotic stability of linear delay differential-algebraic equations and numerical methods

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Identifiers

zbMATH Open document ID

1184.65015

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DOI

10.1016/j.amc.2009.12.007

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2266981

@@ Property / cites work @@
+Stability of numerical methods for differential-algebraic equations of higher index
+Normal rank
@@ Property / cites work @@
+Strong contractivity properties of numerical methods for ordinary and delay differential equations
+Normal rank
@@ Property / cites work @@
+Introduction to the numerical analysis of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+One-step approximations for stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Collocation Methods for Volterra Integral and Related Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability criteria for differential-algebraic equations with multiple delays and their numerical solutions
+Normal rank
@@ Property / cites work @@
+Nonregular 2D descriptor delay systems
@@ Property / cites work: Nonregular 2D descriptor delay systems / rank @@
+Normal rank
@@ Property / cites work @@
+MS-stability of the Euler--Maruyama method for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of neutral stochastic differential difference equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Robustness of exponential stability of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Q4938228
@@ Property / cites work: Q4938228 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential--Algebraic Equations of Index 1 May Have an Arbitrarily High Structural Index
+Normal rank
@@ Property / cites work @@
+A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
+Normal rank
@@ Property / cites work @@
+A sufficient condition for GPN-stability for delay differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
+Normal rank
@@ Property / cites work @@
+Asymptotic stability of linear delay differential-algebraic equations and numerical methods
+Normal rank