Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035)

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English	Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method	scientific article

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instance of

scholarly article

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title

Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (English)

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Journal of Computational and Applied Mathematics

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publication date

28 August 2020

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zbMATH Keywords

stochastic delay differential equations

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stochastic delay partial differential equations

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delay dependent stability

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asymptotic mean square stability

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stochastic exponential Euler method

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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.2020.113068

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cites work

Q5429735

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

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Multi-Step Maruyama Methods for Stochastic Delay Differential Equations

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On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations

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Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations

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Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations

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Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations

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

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Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations

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

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An analysis of stability of Milstein method for stochastic differential equations with delay

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A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations

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A note on the analysis of asymptotic mean-square stability properties for systems of linear stochastic delay differential equations

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Lyapunov Functionals and Stability of Stochastic Functional Differential Equations

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Geometric Brownian motion with delay: mean square characterisation

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

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Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations

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Exponential Runge-Kutta methods for parabolic problems.

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A class of explicit multistep exponential integrators for semilinear problems

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A class of explicit exponential general linear methods

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The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds

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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

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A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

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An exponential integrator scheme for time discretization of nonlinear stochastic wave equation

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Weak convergence for a stochastic exponential integrator and finite element discretization of stochastic partial differential equation with multiplicative \& additive noise

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The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations

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Stability of exponential Euler method for stochastic systems under Poisson white noise excitations

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Computing stability regions—Runge-Kutta methods for delay differential equations

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Delay dependent stability regions of -methods for delay differential equations

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An Analysis of Delay-Dependent Stability for Ordinary and Partial Differential Equations with Fixed and Distributed Delays

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Delay-dependent stability of high order Runge-Kutta methods

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Identifiers

zbMATH Open document ID

1485.65013

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DOI

10.1016/j.cam.2020.113068

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2196035