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

exponential Euler methodgeneral mean-square stabilitymean-square stabilitysemi-linear stochastic pantograph differential equations

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)

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Cites work

• 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
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
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• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
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• 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
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Cited in

(12)

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

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