Asymptotical mean-square stability of linear -methods for stochastic pantograph differential equations: variable stepsize and transformation approach

DOI10.1080/00207160.2021.1932841MaRDI QIDQ5072010zbMATH OpenOpenAlexWikidataFDO

Authors Xiaochen Yang, Z. W. Yang, Yu Xiao

Publication date 25 April 2022

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

Full work available at URL https://doi.org/10.1080/00207160.2021.1932841

zbMATH Keywords

asymptotical mean-square stabilitylinear \(\theta\)-methodsstochastic pantograph differential equationstransformation approachvariable stepsize

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic systems in control theory (general) (93E03)

Recommendations

• Mean-square asymptotic stability of -methods for nonlinear stochastic pantograph differential equations
• The asymptotically mean square stability of the linear stochastic pantograph equation
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
• \(\mathcal H\)-stability of linear \(\theta\)-method with general variable stepsize for system of pantograph equations with two delay terms

Cites work

• \(\mathcal H\)-stability of Runge-Kutta methods with general variable stepsize for pantograph equation.
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
• Asymptotic stability properties of \(\theta\)-methods for the pantograph equation
• Asymptotical stability of numerical methods with constant stepsize for pantograph equations
• Continuous \(\Theta\)-methods for the stochastic pantograph equation
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
• Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Feedback stabilizability for stochastic systems with state and control dependent noise
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• scientific article; zbMATH DE number 4118220 (Why is no real title available?)
• Introduction to functional differential equations
• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
• On stationary solutions of a stochastic differential equation
• On the -method for delay differential equations with infinite lag
• On the generalized pantograph functional-differential equation
• Pathway fractional integral operator and matrix-variate functions
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Stability Analysis of $\Theta$-Methods for Nonlinear Neutral Functional Differential Equations
• Stability analysis of -methods for neutral functional- differential equations
• Stability of one-leg  -methods for the variable coefficient pantograph equation on the quasi-geometric mesh
• Stability of Runge-Kutta methods for the generalized pantograph equation
• The th moment stability for the stochastic pantograph equation
• The stability of modified Runge-Kutta methods for the pantograph equation

Cited in

(5)

• Stability of numerical solution to pantograph stochastic functional differential equations
• Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach
• The asymptotic behaviour of theθ-methods with constant stepsize for the generalized pantograph equation
• Mean-square asymptotic stability of -methods for nonlinear stochastic pantograph differential equations
• Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations

This page was built for publication: Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5072010)