This paper develops the mean-square exponential input-to-state stability（exp-ISS） of the Euler-Maruyama（EM） method for stochastic delay control systems（SDCSs）.The definition of mean-square exp-ISS of numerical m...This paper develops the mean-square exponential input-to-state stability（exp-ISS） of the Euler-Maruyama（EM） method for stochastic delay control systems（SDCSs）.The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness.展开更多
In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coe...In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.展开更多
In this article,we suggest a new form of modified Kudryashov’s method(NMK)to study the Dual-mode Sawada Kotera model.We know very well that the more the solutions depend on many constants,the easier it is to study th...In this article,we suggest a new form of modified Kudryashov’s method(NMK)to study the Dual-mode Sawada Kotera model.We know very well that the more the solutions depend on many constants,the easier it is to study the model better by observing the change in the constants and what their impact is on the solutions.From this point of view,we developed the modified Kudryashov method and put it in a general form that contains more than one controllable constant.We have studied the model in this way and presented figures showing the correctness of what we hoped to reach from the proposed method.In addition to the results we reached,they were not sufficient,so we presented an extensive numerical study of this model using the finite differences method.We also came up with the local truncation error for the difference scheme is h^(6) k^(2)(1+k^(2)).In addition,the analytical solutions we reached were compared with the numerical solutions,and we presented many forms that show that the results we reached are a clear contribution to this field.展开更多
基金supported by the National Natural Science Foundation of China(6127312660904032)the Natural Science Foundation of Guangdong Province(10251064101000008)
文摘This paper develops the mean-square exponential input-to-state stability（exp-ISS） of the Euler-Maruyama（EM） method for stochastic delay control systems（SDCSs）.The definition of mean-square exp-ISS of numerical methods is established.The conditions of the exact and EM method for an SDCS with the property of mean-square exp-ISS are obtained without involving control Lyapunov functions or functional.Under the global Lipschitz coefficients and mean-square continuous measurable inputs,it is proved that the mean-square exp-ISS of an SDCS holds if and only if that of the EM method is preserved for a sufficiently small step size.The proposed results are evaluated by using numerical experiments to show their effectiveness.
基金Supported by the National Natural Science Foundation of China(51008084)the Natural Science Foundation of Guangdong Province(9451009001002753)
文摘In this paper, T-stability of the Euler-Maruyama method is taken into account for linear stochastic delay differential equations with multiplicative noise and constant time lag in the Under a certain condition for coefficients, T-stability of the numerical scheme is researched. Moreover, some numerical examples will be presented to support the theoretical results.
文摘In this article,we suggest a new form of modified Kudryashov’s method(NMK)to study the Dual-mode Sawada Kotera model.We know very well that the more the solutions depend on many constants,the easier it is to study the model better by observing the change in the constants and what their impact is on the solutions.From this point of view,we developed the modified Kudryashov method and put it in a general form that contains more than one controllable constant.We have studied the model in this way and presented figures showing the correctness of what we hoped to reach from the proposed method.In addition to the results we reached,they were not sufficient,so we presented an extensive numerical study of this model using the finite differences method.We also came up with the local truncation error for the difference scheme is h^(6) k^(2)(1+k^(2)).In addition,the analytical solutions we reached were compared with the numerical solutions,and we presented many forms that show that the results we reached are a clear contribution to this field.
