Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694)

scientific article; zbMATH DE number 7758887

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English	Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations	scientific article; zbMATH DE number 7758887

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instance of

scholarly article

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title

Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (English)

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author

Haining Wen

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published in

Communications in Nonlinear Science and Numerical Simulation

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publication date

1 November 2023

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zbMATH Keywords

stochastic delay differential equation

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predictor-corrector method

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asymptotic mean square stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cnsns.2023.107435

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cites work

Moment boundedness of linear stochastic delay differential equations with distributed delay

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A Phase Shift Deep Neural Network for High Frequency Approximation and Wave Problems

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Introduction to the numerical analysis of stochastic delay differential equations

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The truncated Euler-Maruyama method for stochastic differential delay equations

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The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

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Q5429735

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Pathwise convergence rate for numerical solutions of stochastic differential equations

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An analysis of stability of Milstein method for stochastic differential equations with delay

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Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

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Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations

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Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series

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High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

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Multi-Step Maruyama Methods for Stochastic Delay Differential Equations

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Weak discrete time approximation of stochastic differential equations with time delay

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On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations

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Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations

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Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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MS-stability of the Euler--Maruyama method for stochastic differential delay equations

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Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

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STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS

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Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

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On the asymptotic stability properties of Runge-Kutta methods for delay differential equations

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Delay dependent stability regions of -methods for delay differential equations

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Geometric proofs of numerical stability for delay equations

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Geometric Brownian motion with delay: mean square characterisation

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The exponential stability for stochastic delay partial differential equations

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Stability of stochastic partial differential equations with infinite delays

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The domain of attraction and the stability region for stochastic partial differential equations with delays

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Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

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Stochastic exponential integrators for the finite element discretization of SPDEs for multiplicative and additive noise

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A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise

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Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

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Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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Weak approximation of stochastic differential delay equations

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Identifiers

zbMATH Open document ID

1523.65006

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Mathematics Subject Classification ID

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10.1016/J.CNSNS.2023.107435

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Sitelinks

Mathematics(1 entry)

mardi Publication:6058694