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The alpha th moment stability for the stochastic pantograph equation

文献类型：期刊论文

作者Fan, Zhencheng1; Song, Minghui1,2; Liu, Mingzhu1
刊名JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
出版日期2009-11-15
卷号233期号:2页码:109-120
关键词Stochastic pantograph equation Razumikhin type theorem MS-stability GMS-stability Semi-implicit Euler methods
ISSN号0377-0427
DOI10.1016/j.cam.2009.04.024
英文摘要In this paper, we investigate the alpha th moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.
资助项目NSF of P.R. China[A0671047]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000270619900003
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7853]  
专题中国科学院数学与系统科学研究院
通讯作者Liu, Mingzhu
作者单位1.Harbin Inst Technol, Dept Math, Harbin 150001, Peoples R China
2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Fan, Zhencheng,Song, Minghui,Liu, Mingzhu. The alpha th moment stability for the stochastic pantograph equation[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2009,233(2):109-120.
APA Fan, Zhencheng,Song, Minghui,&Liu, Mingzhu.(2009).The alpha th moment stability for the stochastic pantograph equation.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,233(2),109-120.
MLA Fan, Zhencheng,et al."The alpha th moment stability for the stochastic pantograph equation".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 233.2(2009):109-120.

入库方式： OAI收割

来源：数学与系统科学研究院

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