Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations

DOI10.1080/00207160.2012.672731zbMATH Open1255.65145OpenAlexW2037907289MaRDI QIDQ4903532FDOQ4903532

Authors Xiaomei Qu, Chengming Huang

Publication date 22 January 2013

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2012.672731

zbMATH Keywords

numerical solutionexponential stabilitystochastic delay differential equationbackward Euler methoddelay-dependent stabilitymean square stability

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cites work

• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• An analysis of stability of Milstein method for stochastic differential equations with delay
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
• Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
• Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach
• Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Exponential stability in mean square of neutral stochastic differential functional equations
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
• Moderate deviations for diffusions with Brownian potentials
• Numerical analysis of explicit one-step methods for stochastic delay differential equations
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
• Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
• Stability of stochastic delay neural networks
• Stochastic delay Lotka--Volterra model
• The split-step backward Euler method for linear stochastic delay differential equations

Cited in

(15)

• Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
• The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
• On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
• Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
• Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
• Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
• Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
• Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
• Delay-independent stability of Euler method for nonlinear one-dimensional diffusion equation with constant delay
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
• Unconditionally positivity and boundedness preserving schemes for a FitzHugh–Nagumo equation
• scientific article; zbMATH DE number 7027615 (Why is no real title available?)

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