Stability of numerical method for semi-linear stochastic pantograph differential equations

DOI10.1186/S13660-016-0971-XMaRDI QIDQ5964584zbMATH OpenOpenAlexWikidataFDO

Authors Yu Zhang, Longsuo Li

Publication date 29 February 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-016-0971-x

zbMATH Keywords

mean-square stabilityexponential Euler methodgeneral mean-square stabilitysemi-linear stochastic pantograph differential equations

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3911612 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• A new Fibonacci type collocation procedure for boundary value problems
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
• Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
• Approximating the coefficients in semilinear stochastic partial differential equations
• Convergence and stability of numerical 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
• Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
• Exponential Integrators for Large Systems of Differential Equations
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• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
• Mean-square stability of Milstein methods for stochastic pantograph equations
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
• Numerical analysis of explicit one-step methods for stochastic delay differential equations
• Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
• Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model
• The asymptotically mean square stability of the linear stochastic pantograph equation
• The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
• The lyapunov spectrum and stable manifolds for stochastic linear delay equations

Cited in

(12)

• Numerical stability of higher-order derivative methods for the pantograph equation
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Existence and stability results for a pantograph problem with sequential Caputo-Hadamard derivatives
• Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)
• Stability of numerical solution to pantograph stochastic functional differential equations
• Numerical simulations for the stabilization and estimation problem of a semilinear partial differential equation
• The asymptotically mean square stability of the linear stochastic pantograph equation
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
• Lyapunov stability of the generalized stochastic pantograph equation
• Stochastic spatiotemporal diffusive predator-prey systems
• Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump

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