Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations (Q5079548)

scientific article; zbMATH DE number 7533093

Language	Label	Description	Also known as
English	Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations	scientific article; zbMATH DE number 7533093

Statements

instance of

scholarly article

0 references

title

Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations (English)

0 references

author

Haiyan Yuan

0 references

published in

Journal of Computational Mathematics

0 references

publication date

27 May 2022

0 references

zbMATH Keywords

semi-linear stochastic delay integro-differential equation

0 references

exponential Euler method

0 references

mean-square exponential stability

0 references

trapezoidal rule

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.4208/jcm.2010-m2019-0200

0 references

cites work

Stability properties of numerical methods for solving delay differential equations

0 references

Special stability problems for functional differential equations

0 references

Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

0 references

Q3687624

0 references

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

0 references

Continuous numerical methods for ODEs with defect control

0 references

Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

0 references

Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems

0 references

Exponential Rosenbrock-Type Methods

0 references

Exponential integrators

0 references

Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching

0 references

Delay differential equations: with applications in population dynamics

0 references

Q4229393

0 references

A second-order accurate numerical method for a semilinear integro-differential equation with a weakly singular kernel

0 references

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

0 references

Analysis for Time Discrete Approximations of Blow-up Solutions of Semilinear Parabolic Equations

0 references

Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants

0 references

Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations

0 references

Exponential B-Series: The Stiff Case

0 references

Exponential Rosenbrock methods of order five -- construction, analysis and numerical comparisons

0 references

Explicit exponential Runge-Kutta methods of high order for parabolic problems

0 references

Q2763768

0 references

A note on the LaSalle-type theorems for stochastic differential delay equations

0 references

Weak exponential schemes for stochastic differential equations with additive noise

0 references

Unconditional stability of explicit exponential Runge-Kutta methods for semi-linear ordinary differential equations

0 references

Stability properties of explicit exponential Runge-Kutta methods

0 references

A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations

0 references

Numerical solution of nonlinear stochastic Itô‐Volterra integral equations driven by fractional Brownian motion

0 references

A class of explicit exponential general linear methods

0 references

CONSTRUCTION OF EXTENDED EXPONENTIAL GENERAL LINEAR METHODS

0 references

Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

0 references

Existence results for fractional order semilinear integro-differential evolution equations with infinite delay

0 references

Convergence and stability of balanced methods for stochastic delay integro-differential equations

0 references

Natural Continuous Extensions of Runge-Kutta Methods

0 references

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

0 references

D-convergence and conditional GDN-stability of exponential Runge-Kutta methods for semilinear delay differential equations

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.4208/JCM.2010-M2019-0200

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5079548