MS-Stability of Non-normal Stochastic Differential Systems

被引：0

作者：

Senosain, M. J. ^{[1
]}

Tocino, A. ^{[1
]}

机构：

[1] Univ Salamanca, Dept Math, Salamanca, Spain

来源：

INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM-2018) | 2019年 / 2116卷

关键词：

MEAN-SQUARE STABILITY; SCHEMES;

D O I：

10.1063/1.5114513

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Particular criteria of linear MS-stability for two-dimensional stochastic differential systems given by the authors in previous works are here applied to investigate the stability behavior of systems driven by non-normal drift coefficients under the influence of different kind of noises.

引用

页数：4

共 50 条

[1] MS-Stability of nonnormal stochastic differential systems
Tocino, A.
Senosiain, M. J.
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2020, 379
[2] On the MS-stability of predictor-corrector schemes for stochastic differential equations
Tocino, A.
Zeghdane, R.
Senosiain, M. J.
[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2021, 180 (180) : 289 - 305
[3] MS-stability of the Euler-Maruyama method for stochastic differential delay equations
Cao, WR
Liu, MZ
Fan, ZC
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2004, 159 (01) : 127 - 135
[4] Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations
Buckwar, E.
Kelly, C.
[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2012, 64 (07) : 2282 - 2293
[5] A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift
Senosiain, M. J.
Tocino, A.
[J]. NUMERICAL ALGORITHMS, 2023, 93 (04) : 1543 - 1559
[6] Non-normal amplification of stochastic quasicycles
Nicoletti, Sara
Zagli, Niccolo
Fanelli, Duccio
Livi, Roberto
Carletti, Timoteo
Innocenti, Giacomo
[J]. PHYSICAL REVIEW E, 2018, 98 (03)
[7] A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift
M.J. Senosiain
A. Tocino
[J]. Numerical Algorithms, 2023, 93 : 1543 - 1559
[8] ON NON-NORMAL SOLUTIONS OF LINEAR DIFFERENTIAL EQUATIONS
Grohn, Janne
[J]. PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2017, 145 (03) : 1209 - 1220
[9] The reduction to normal form of a non-normal system of differential equations
Cohn, Sigismund
Borchardt, C. W.
Clebsch, A.
[J]. APPLICABLE ALGEBRA IN ENGINEERING COMMUNICATION AND COMPUTING, 2009, 20 (01) : 33 - 64
[10] Stochastic dynamics of nonlinear systems driven by non-normal delta-correlated processes
[J]. Di Paola, Mario, 1600, (60):

← 1 2 3 4 5 →