Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
Author(s) -
Zhanhua Yu
Publication year - 2011
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2011/143079
Subject(s) - mathematics , pantograph , exponential stability , stability (learning theory) , variable (mathematics) , mathematical analysis , mechanical engineering , physics , quantum mechanics , nonlinear system , machine learning , computer science , engineering
We study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost surely asymptotic stability. Numerical examples are demonstrated for illustration
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