Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks (Q369736): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / review text | |||
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. | |||
| Property / review text: 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. / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 92B20 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 92-08 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6209190 / rank | |||
Normal rank | |||
Revision as of 12:31, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks |
scientific article |
Statements
Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks (English)
0 references
19 September 2013
0 references
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.
0 references
