Random periodic solutions of SDEs: existence, uniqueness and numerical issues

DOI10.1016/J.CNSNS.2023.107586OpenAlexW4387517401MaRDI QIDQ6144072FDOQ6144072

Authors: Afsaneh Moradi, Raffaele D'Ambrosio 

Publication date: 5 January 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107586

Recommendations

• Numerical approximation of random periodic solutions of stochastic differential equations
• Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations
• Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift
• Pathwise random periodic solutions of stochastic differential equations
• Random periodic solutions for a class of hybrid stochastic differential equations

zbMATH Keywords

random periodic solutionsinfinite horizonaccuracy analysis\(\theta\)-Maruyama methods\(\theta\)-Milstein methodspull-back flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding
• The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
• The stability of solutions of linear differential equations
• Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space
• Numerical methods for nonlinear stochastic differential equations with jumps
• Title not available (Why is that?)
• THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Random periodic solutions of random dynamical systems
• Attractors of non-autonomous stochastic lattice systems in weighted spaces
• Existence, stability and bifurcation of random complete and periodic solutions of stochastic parabolic equations
• Anticipating random periodic solutions. I: SDEs with multiplicative linear noise.
• Pathwise random periodic solutions of stochastic differential equations
• Stochastic climate dynamics: random attractors and time-dependent invariant measures
• Smooth ergodic theory of random dynamical systems
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
• A random dynamical systems perspective on stochastic resonance
• Exponential mean-square stability properties of stochastic linear multistep methods
• Numerical Approximation of Ordinary Differential Problems
• On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
• Numerical approximation of random periodic solutions of stochastic differential equations
• Existence of periodic solutions in distribution for stochastic Newtonian systems
• On the numerical structure preservation of nonlinear damped stochastic oscillators
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
• Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods
• On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
• Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift
• Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps

Cited In (1)

• Random periodic solutions for a class of hybrid stochastic differential equations

This page was built for publication: Random periodic solutions of SDEs: existence, uniqueness and numerical issues

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6144072)