๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

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

โœ Scribed by A. Rathinasamy; K. Balachandran

Publisher
Elsevier
Year
2008
Tongue
English
Weight
715 KB
Volume
2
Category
Article
ISSN
1751-570X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

An analysis of stability of milstein met
An analysis of stability of milstein method for stochastic differential equations with delay
โœ Zhiyong Wang; Chengjian Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 359 KB

This paper deals with the adapted Milstein method for solving linear stochastic delay differential equations. It is proved that the numerical method is mean-square (MS) stable under suitable conditions. The obtained result shows that the method preserves the stability property of a class of linear c

Stability of linear multistep methods fo
Stability of linear multistep methods for delay integro-differential equations
โœ Chengming Huang ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 292 KB

This paper is concerned with the numerical solution of delay integro-differential equations. The adaptation of linear multistep methods is considered. The emphasis is on the linear stability of numerical methods. It is shown that every A-stable, strongly 0-stable linear multistep method of Pouzet ty

Nonlinear stability of general linear me
Nonlinear stability of general linear methods for neutral delay differential equations
โœ Wan-Sheng Wang; Shou-Fu Li; Kai Su ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 642 KB

This paper is concerned with the numerical solution of neutral delay differential equations (NDDEs). We focus on the stability of general linear methods with piecewise linear interpolation. The new concepts of GS(p)-stability, GAS(p)-stability and weak GAS(p)stability are introduced. These stability