Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations (Q5031259)

scientific article; zbMATH DE number 7476597

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English	Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations	scientific article; zbMATH DE number 7476597

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instance of

scholarly article

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title

Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations (English)

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author

Haiyan Yuan

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published in

International Journal of Computer Mathematics

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publication date

18 February 2022

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zbMATH Keywords

semi-linear stochastic variable delay integro-differential equation

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exponential integrators

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mean-square exponential stability

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convergence

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strong convergence order

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207160.2020.1792452

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cites work

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Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

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An exponential integrator for finite volume discretization of a reaction-advection-diffusion equation

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An exponential integrator for advection-dominated reactive transport in heterogeneous porous media

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Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations

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Identifiers

zbMATH Open document ID

1492.60211

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DOI

10.1080/00207160.2020.1792452

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5031259