Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
From MaRDI portal
algorithmbackward Euler methoddelay-dependent stabilitydifference equationEuler-Maruyama methodlinear stochastic delay differential equationmean square asymptotic stabilitynumerical examplestheta method
Linear functional-differential equations (34K06) Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)
Recommendations
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
- Analysis of stability for stochastic delay integro-differential equations
- Stability of stochastic -methods for stochastic delay integro-differential equations
Cites work
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- An Analysis of Delay-Dependent Stability for Ordinary and Partial Differential Equations with Fixed and Distributed Delays
- Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations
- Convergence analysis of a splitting method for stochastic differential equations
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Delay dependent stability regions of -methods for delay differential equations
- Delay equations. Functional-, complex-, and nonlinear analysis
- Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
- Delay-dependent stability of high order Runge-Kutta methods
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- Geometric Brownian motion with delay: mean square characterisation
- Higher-order implicit strong numerical schemes for stochastic differential equations
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 1016795 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- scientific article; zbMATH DE number 1405267 (Why is no real title available?)
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Numerical analysis of stochastic differential equations without tears
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- On stationary solutions of a stochastic differential equation
- Order stars and stability for delay differential equations
- Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
- Some Applications of the Boundary-Locus Method and the Method of D-Partitions
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis
- Stochastic Differential Delay Equation, Moment Stability, and Application to Hematopoietic Stem Cell Regulation System
Cited in
(48)- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments
- Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations
- The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation
- Model building and optimization analysis of MDF continuous hot-pressing process by neural network
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
- A two-parameter Milstein method for stochastic Volterra integral equations
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
- Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
- Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction
- Unique stationary distribution and ergodicity of a stochastic logistic model with distributed delay
- Stochastic probical strategies in a delay virus infection model to combat COVID-19
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- A neurodynamic approach to convex optimization problems with general constraint
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- Convergence analyses on sparse feedforward neural networks via group lasso regularization
- Numerical treatment of stochastic delay differential equations: a global error bound
- Multiple \(\mu\)-stability of neural networks with unbounded time-varying delays
- S-ROCK methods for stochastic delay differential equations with one fixed delay
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
- Delay dependent stability of a class of boundary value methods for delay differential equation
- Asymptotic mean square boundedness of numerical solutions to stochastic delay differential equations
- T-stability of numerical solutions for linear stochastic differential equations with delay
- Stability of stochastic -methods for stochastic delay integro-differential equations
- Convergence and stability of the split-step -Milstein method for stochastic delay Hopfield neural networks
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
- A generalized neural network for solving a class of minimax optimization problems with linear constraints
- Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
- Convergence and stability of the canonical EM splitting method for nonautonomous stiff stochastic differential equations
- Lagrange stability of neural networks with memristive synapses and multiple delays
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
- Stability of the stochastic -method for super-linear stochastic differential equations with unbounded delay
- On \({\mathcal L}^p\)-stability of numerical schemes for linear stochastic delay differential equations
- ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
- Dynamic property of a stochastic cooperative species system with distributed delays and Ornstein–Uhlenbeck process
- The Behavior of a Predator–Prey System in a Stochastic Environment with Fear and Distributed Delay
- Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
- On solving some stochastic delay differential equations by Daubechies wavelet
- Comparison of research methods for disease models with two different random perturbations under the influence of sanitation and awareness
- Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
- A complex-valued neural dynamical optimization approach and its stability analysis
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
This page was built for publication: Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q425348)
