NUMERICAL INVESTIGATION OF D-BIFURCATIONS FOR A STOCHASTIC DELAY LOGISTIC EQUATION

DOI10.1142/S0219493705001481zbMath1073.60063OpenAlexW2056466964MaRDI QIDQ5694406

Stewart J. Norton, Neville J. Ford

Publication date: 30 September 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493705001481

zbMATH Keywords

numerical methodsstochastic delay differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

A novel stochastic bifurcation and its discrimination ⋮ Numerical treatment of oscillatory functional differential equations ⋮ Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation

Cites Work

• Lyapunov exponents. Proceedings of a Workshop held in Bremen, Germany, November 12-15, 1984
• Variation of certain statistical quantities near critical bifurcations
• How do numerical methods perform for delay differential equations undergoing a Hopf bifurcation?
• The use of boundary locus plots in the identification of bifurcation points in numerical approximation of delay differential equations
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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