کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5775634 | 1631741 | 2017 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Exponential stability of the split-step θ-method for neutral stochastic delay differential equations with jumps
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The exponential mean-square stability of the split-step θ-method for neutral stochastic delay differential equations (NSDDEs) with jumps is considered. New conditions for jumps are proposed to ensure the exponential mean-square stability of the trivial solution. If the drift coefficient satisfies the linear growth condition, it is shown that the split-step θ-method can reproduce the exponential mean-square stability of the trivial solution for the constrained stepsize. Then by applying the Chebyshev inequality and the Borel-Cantelli lemma, the almost sure exponential stability of both the trivial solution and the numerical solution can be obtained. Since split-step θ-method covers Euler-Maruyama (EM) method and split-step backward Euler (SSBE) method, the conclusions are valid for these two methods. Moreover, they can adapt to the NSDDEs and the SDDEs with jumps. Finally, a numerical example illustrates the effectiveness of the theoretical results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 315, 15 December 2017, Pages 85-95
Journal: Applied Mathematics and Computation - Volume 315, 15 December 2017, Pages 85-95
نویسندگان
Haoyi Mo, Feiqi Deng, Chaolong Zhang,