کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4638891 1632023 2014 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
چکیده انگلیسی

This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean square of the solutions for nonlinear SDDEs. The results provide a unified theoretical treatment for SDDEs with constant delay and variable delay (including bounded and unbounded variable delays). Then the stability, contractivity and asymptotic contractivity in mean square are investigated for the backward Euler method. It is shown that the backward Euler method preserves the properties of the underlying SDDEs. The main results obtained in this work are different from those of Razumikhin-type theorems. Indeed, our results hold without the necessity of constructing or finding an appropriate Lyapunov functional.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 268, 1 October 2014, Pages 5–22
نویسندگان
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