Stochastic semidiscretization method: second moment stability analysis of linear stochastic periodic dynamical systems with delays

DOI10.1016/j.apm.2020.06.078zbMath1481.65024OpenAlexW3047622209MaRDI QIDQ821999

Henrik T. Sykora, Daniel Bachrathy

Publication date: 21 September 2021

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2020.06.078

zbMATH Keywords

stochastic delay differential equationmoment stability analysisperiodic dynamical systemspindle speed variationstochastic delayed Mathieu equationstochastic semidiscretisation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function, StochasticSemiDiscretization.jl

Uses Software

• Julia
• GitHub
• MDBM.jl

Cites Work

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