相关论文: Robustness of nonuniform mean-square exponential d…
In this paper, the existence conditions of nonuniform mean-square exponential dichotomy (NMS-ED) for a linear stochastic differential equation (SDE) are established. The difference of the conditions for the existence of a nonuniform…
The robustness property of exponential dichotomies refers to the stability of this notion under small linear perturbations. In recent work~\cite{PPX}, the authors have identified a new class of perturbations under which the notion of a…
This paper investigates the mean-square exponential stability of neutral stochastic differential delay equations (NSDDEs) with Markovian switching. The analysis addresses the complexities arising from the interaction between the neutral…
Mean square exponential stability of $\theta$-EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper. We present new criterion of mean square exponential…
The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…
Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…
In this work we study nonuniform exponential dichotomies and existence of pullback and forward attractors for evolution processes associated to nonautonomous differential equations. We define a new concept of nonuniform exponential…
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…
The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays,…
The exponential stability of numerical methods to stochastic differential equations (SDEs) has been widely studied. In contrast, there are relatively few works on polynomial stability of numerical methods. In this letter, we address the…
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…
In this article we study exponential dichotomies for noninvertible linear difference equations in finite dimensions. After giving the definition, we study the extent to which the projection $P(k)$ in a dichotomy is unique. For equations on…
In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the…
We obtain characterizations of nonuniform dichotomies, defined by general growth rates, based on admissibility conditions. Additionally, we use the obtained characterizations to derive robustness results for the considered dichotomies. As…
In this paper, we study stability properties of nonuniform hyperbolicity for evolution processes associated with differential equations in Banach spaces. We prove a robustness result of nonuniform hyperbolicity for linear evolution…
We study averaging for Stochastic Differential Equations (SDEs) and Poisson equations. We succeed in obtaining a uniform in time (UiT) averaging result, with a rate, for fully coupled SDE models with super-linearly growing coefficients.…
For nonautonomous linear difference equations in Banach spaces we show that a very general type of dichotomic behavior persists under small enough additive linear perturbations. By using a new approach, we obtain two general robustness…
We present an elementary Functional Analytic proof of the roughness of Exponential Dichotomy of Ordinary Differential Equations (with exponential growth) on an arbitrary Banach Space.
We present a formalism to derive the stochastic differential equations (SDEs) for several solid-on-solid growth models. Our formalism begins with a mapping of the microscopic dynamics of growth models onto the particle systems with…
In this paper, we propose a class of stochastic exponential discrete gradient schemes for SDEs with linear and gradient components in the coefficients. The root mean-square errors of the schemes are analyzed, and the structure-preserving…