Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
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numerical examplesalgorithmdifference equationbackward Euler methoddelay-dependent stabilityEuler-Maruyama methodtheta methodlinear stochastic delay differential equationmean square asymptotic stability
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear functional-differential equations (34K06) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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- Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis
- Stochastic Differential Delay Equation, Moment Stability, and Application to Hematopoietic Stem Cell Regulation System
Cited in
(48)- Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
- A neurodynamic approach to convex optimization problems with general constraint
- T-stability of numerical solutions for linear stochastic differential equations with delay
- Convergence analyses on sparse feedforward neural networks via group lasso regularization
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation
- Unique stationary distribution and ergodicity of a stochastic logistic model with distributed delay
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
- Stability of stochastic -methods for stochastic delay integro-differential equations
- S-ROCK methods for stochastic delay differential equations with one fixed delay
- ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
- Numerical treatment of stochastic delay differential equations: a global error bound
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- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments
- Stability of the stochastic -method for super-linear stochastic differential equations with unbounded delay
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- A generalized neural network for solving a class of minimax optimization problems with linear constraints
- Asymptotic mean square boundedness of numerical solutions to stochastic delay differential equations
- Lagrange stability of neural networks with memristive synapses and multiple delays
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
- Model building and optimization analysis of MDF continuous hot-pressing process by neural network
- Stochastic probical strategies in a delay virus infection model to combat COVID-19
- Comparison of research methods for disease models with two different random perturbations under the influence of sanitation and awareness
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
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- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- Convergence and stability of the split-step -Milstein method for stochastic delay Hopfield neural networks
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
- Delay dependent stability of a class of boundary value methods for delay differential equation
- A complex-valued neural dynamical optimization approach and its stability analysis
- Dynamic property of a stochastic cooperative species system with distributed delays and Ornstein–Uhlenbeck process
- Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
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