Asymptotical stability of numerical methods for semi-linear impulsive differential equations
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Publication:2301020
asymptotically stableexponential Runge-Kutta methodimpulsive differential equationsRunge-Kutta method
Ordinary differential equations with impulses (34A37) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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Cited in
(14)- Asymptotic stability of solutions for some classes of impulsive differential equations with distributed delay
- Convergence, consistency and zero stability of impulsive one-step numerical methods
- Asymptotical stability of Runge-Kutta methods for nonlinear impulsive differential equations
- Optimal controls for a class of impulsive Katugampola fractional differential equations with nonlocal conditions
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- Asymptotic stability of explicit Runge-Kutta methods for nonlinear impulsive differential equations
- Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
- Asymptotical stability of the exact solutions and the numerical solutions for impulsive neutral differential equations
- An asymptotically stable semi-Lagrangian scheme in the quasi-neutral limit
- Numerical approximations of stochastic delay differential equations with delayed impulses
- L^2-exponential stability and impulsive stabilization of neutral stochastic delay differential equations
- Impulsive stochastic functional differential equations with Markovian switching: study of exponential stability from a numerical solution point of view
- Numerical simulations for the stabilization and estimation problem of a semilinear partial differential equation
- Numerical methods for impulsive differential equation
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