Stability issues for selected stochastic evolutionary problems: a review

DOI10.3390/AXIOMS7040091MaRDI QIDQ2305960zbMATH OpenOpenAlexWikidataFDO

Authors Angelamaria Cardone, Dajana Conte, Raffaele D'Ambrosio, Beatrice Paternoster

Publication date 20 March 2020

Published in Axioms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/axioms7040091

zbMATH Keywords

asymptotic stabilitymean-square stabilitystochastic differential equationsstochastic multistep methodsstochastic Volterra integral equations

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Review text

Summary: We review some recent contributions of the authors regarding the numerical approximation of stochastic problems, mostly based on stochastic differential equations modeling random damped oscillators and stochastic Volterra integral equations. The paper focuses on the analysis of selected stability issues, i.e., the preservation of the long-term character of stochastic oscillators over discretized dynamics and the analysis of mean-square and asymptotic stability properties of \(\vartheta\)-methods for Volterra integral equations.

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Cited in

(9)

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