ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY
文献类型：期刊论文
| 作者 | Chen, Chuchu1,2 ; Liu, Di1
|
| 刊名 | SIAM JOURNAL ON NUMERICAL ANALYSIS
 |
| 出版日期 | 2019 |
| 卷号 | 57期号:1页码:70-95 |
| 关键词 | stochastic delay differential equation invariant measure ergodicity weak convergence order Malliavin calculus Poisson random measure |
| ISSN号 | 0036-1429 |
| DOI | 10.1137/17M1149894 |
| 英文摘要 | In order to inherit numerically the ergodicity of the chemical reaction system with delays, we propose and study an Euler-type numerical method from the point of view of stochastic delay differential equations. We not only prove the unique exponential ergodicity of the numerical solution of the approximation, but also present error estimation on invariant measures, which gives order 1 under certain hypotheses. Numerical experiments are provided to illustrate the results. |
| 资助项目 | NSF-DMS[1418959] ; NSF-DMS[1211292] ; NSF-DMS[1720002] ; Michigan Center for Industrial and Applied Mathematics (MCIAM) |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000459957800004 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/34180]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Chen, Chuchu |
| 作者单位 | 1.Michigan State Univ, Dept Math, E Lansing, MI 48824 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Chuchu,Liu, Di. ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(1):70-95. |
| APA | Chen, Chuchu,&Liu, Di.(2019).ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(1),70-95. |
| MLA | Chen, Chuchu,et al."ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.1(2019):70-95. |
入库方式： OAI收割
来源：数学与系统科学研究院
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