کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641403 1341307 2009 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation
چکیده انگلیسی

We are concerned with estimating parameter values at which bifurcations occur in stochastic delay differential equations. After a brief review of bifurcation, we employ a numerical approach and consider how bifurcation values are influenced by the choice of numerical scheme and the step length and by the level of white noise present in the equation. In this paper we provide a formulaic relationship between the estimated bifurcation value, the level of noise, the choice of numerical scheme and the step length. We are able to show that in the presence of noise there may be some loss of order in the accuracy of the approximation to the true bifurcation value compared to the use of the same approach in the absence of noise.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 229, Issue 2, 15 July 2009, Pages 462–470
نویسندگان
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