Numerical method for investigation of stability of stochastic integro-differential equations
type: Item
instance of: scholarly article
title: Numerical method for investigation of stability of stochastic integro-differential equations
zbMATH Open document ID: 0874.65107
DOI: 10.1016/S0168-9274(97)00020-2
published in: Applied Numerical Mathematics
publication date: 1997-11-10T00:00:00Z
review text: A system of integro-differential equations is introduced which contain time derivations of first and second order, wide-band stationary processes and an integral with degenerate kernel. The stability of the trivial solution is defined. The Lyapunov exponents and the canonical expansion of stationary random processes are applied to the numerical solution of the stationary problem. Results of numerical experiments are contained.
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45J05
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 45M10
zbMATH DE Number: 1036653
zbMATH Keywords: stochastic integro-differential equations
zbMATH Keywords: numerical examples
zbMATH Keywords: system of integro-differential equations
zbMATH Keywords: wide-band stationary processes
zbMATH Keywords: degenerate kernel
zbMATH Keywords: stability
zbMATH Keywords: Lyapunov exponents
author: Vadim D. Potapov
reviewed by: Wilfried Grecksch
MaRDI profile type: Publication
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full work available at URL: s0168-9274(97)00020-2
OpenAlex ID: W1965999631
description: scientific article; zbMATH DE number 1036653