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

DOI10.1080/00207160.2020.1792452zbMath1492.60211OpenAlexW3039903025WikidataQ115552392 ScholiaQ115552392MaRDI QIDQ5031259

Haiyan Yuan

Publication date: 18 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2020.1792452

zbMATH Keywords

convergenceexponential integratorsmean-square exponential stabilitystrong convergence ordersemi-linear stochastic variable delay integro-differential equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (1)

On a discrete model that dissipates the free energy of a time-space fractional generalized nonlinear parabolic equation

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