Stability of numerical method for semi-linear stochastic pantograph differential equations
DOI10.1186/S13660-016-0971-XzbMATH Open1382.65025OpenAlexW2289843684WikidataQ59468264 ScholiaQ59468264MaRDI QIDQ5964584FDOQ5964584
Publication date: 29 February 2016
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-016-0971-x
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mean-square stabilityexponential Euler methodgeneral mean-square stabilitysemi-linear stochastic pantograph differential equations
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)
Cites Work
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- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
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- Exponential Integrators for Large Systems of Differential Equations
- Explicit Exponential Runge--Kutta Methods for Semilinear Parabolic Problems
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph 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
- Approximating the coefficients in semilinear stochastic partial differential equations
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- A new Fibonacci type collocation procedure for boundary value problems
- Mean-square stability of Milstein methods for stochastic pantograph equations
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
- Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
- Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
- Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
- Stochastic approach for the solution of multi-pantograph differential equation arising in cell-growth model
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations
- The asymptotically mean square stability of the linear stochastic pantograph equation
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
Cited In (8)
- 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
- 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
- Lyapunov stability of the generalized stochastic pantograph equation
- Stochastic spatiotemporal diffusive predator-prey systems
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