Destabilising nonnormal stochastic differential equations

DOI10.3934/DCDSB.2022140MaRDI QIDQ2099181zbMATH OpenOpenAlexFDO

Authors Raffaele D'Ambrosio, Nicola Guglielmi, Carmela Scalone

Publication date 23 November 2022

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2022140

zbMATH Keywords

normal matricesstabilitystochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical linear algebra (65Fxx)

Recommendations

• Nonnormality and stochastic differential equations
• On stabilization of partial differential equations by noise
• Stochastic stabilization and destabilization of nonlinear differential equations
• Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
• Stochastic stabilization and destabilization

Cites work

• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
• An introduction to the numerical simulation of stochastic differential equations
• Asymptotic and Transient Mean-Square Properties of Stochastic Systems Arising in Ecology, Fluid Dynamics, and System Control
• Bounds for iterates, inverses, spectral variation and fields of values of non-normal matrices
• Closest normal matrix finally found
• Computing the closest real normal matrix and normal completion
• Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• Mean-square stability analysis of numerical schemes for stochastic differential systems
• MS-stability of nonnormal stochastic differential systems
• Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
• Nonnormality and stochastic differential equations
• Normal matrices
• Normal matrices: an update
• On measures of nonnormality of matrices
• Stabilization of Linear Systems by Noise
• Stochastic Perturbation Theory

Cited in

(5)

• Nonnormality and stochastic differential equations
• Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps
• Variable stepsize multivalue collocation methods
• Numerical conservation issues for jump Pearson diffusions

Describes a project that uses

Uses Software

• PSAPSR

This page was built for publication: Destabilising nonnormal stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2099181)