Related papers: Stability of Numerical Solution to Pantograph Stoc…
An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…
The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…
In this paper, we develop numerical methods for solving Stochastic Differential Equations (SDEs) with solutions that evolve within a hypercube $D$ in $\mathbb{R}^d$. Our approach is based on a convex combination of two numerical flows, both…
In this paper, we study the qualitative behaviour of approximation schemes for Backward Stochastic Differential Equations (BSDEs) by introducing a new notion of numerical stability. For the Euler scheme, we provide sufficient conditions in…
We study function-valued solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable parabolicity hypotheses. We provide…
Stochastic branching algorithms provide a useful alternative to grid-based schemes for the numerical solution of partial differential equations, particularly in high-dimensional settings. However, they require a strict control of the…
We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…
In this paper, we study the generalized Hyers-Ulam stability of Euler-Lagrange type cubic functional equation of the form \begin{align*} 2mf(x + my) + 2f(mx - y) = (m^3 + m)[f(x+ y) + f(x - y)] + 2(m^4 - 1)f(y) \end{align*} for all $x,y \in…
Extending the thoroughly studied theory of group stability, we study Ulam stability type problems for associative and Lie algebras; namely, we investigate obstacles to rank-approximation of almost solutions by exact solutions for systems of…
In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…
Von Neumann established that discretized algebraic equations must be consistent with the differential equations, and must be stable in order to obtain convergent numerical solutions for the given differential equations. The "stability" is…
The existence and stability results for a class of fractional differential equations involving generalized Katugampola derivative are presented herein. Some fixed point theorems are used and enlightening examples of obtained result are also…
Recently, Nunge studied Eulerian polynomials on segmented permutations, namely \emph{generalized Eulerian polynomials}, and further asked whether their coefficients form unimodal sequences. In this paper, we prove the stability of the…
The paper proves Liouville-type results for stable solutions of semilinear elliptic PDEs with convex nonlinearity, posed on the entire Euclidean space. Extensions to solutions which are stable outside a compact set are also presented.
We revisit second-order-in-time space-time discretizations of the linear and semilinear wave equations by establishing precise equivalences with first-order-in-time formulations. Focusing on schemes using continuous piecewise-polynomial…
This paper studies the asymptotic growth and decay properties of solutions of the stochastic pantograph equation with multiplicative noise. We give sufficient conditions on the parameters for solutions to grow at a polynomial rate in $p$-th…
We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems for functional differential equations. In particular, we prove that the numerical collocation solution…
Over the last few decades, the numerical methods for stochastic differential delay equations (SDDEs) have been investigated and developed by many scholars. Nevertheless, there is still little work to be completed. By virtue of the novel…
We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…
Euler-Maruyama method is studied to approximate stochastic differential equations driven by the symmetric $\alpha$-stable additive noise with the $\beta$ H\"older continuous drift coefficient. When $\alpha \in (1,2)$ and $\beta \in…