Cluster consensus of nonlinear multi-agent systems with Markovian switching topologies and communication noises

M Li, F Deng - ISA transactions, 2021 - Elsevier
This paper focuses on the mean square cluster consensus of nonlinear multi-agent systems
with Markovian switching topologies and communication noise via pinning control …

Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method

P Hu, C Huang - Journal of Computational and Applied Mathematics, 2021 - Elsevier
This paper is concerned with the delay dependent stability of the stochastic exponential
Euler method for stochastic delay differential equations and stochastic delay partial …

Strong convergence of the split-step theta method for neutral stochastic delay differential equations

Z Yan, A Xiao, X Tang - Applied Numerical Mathematics, 2017 - Elsevier
Neutral stochastic delay differential equations often appear in various fields of science and
engineering. The aim of this article is to investigate the strong convergence of the split-step …

On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions

W Cao, J Liang, Y Liu - Journal of Computational and Applied Mathematics, 2021 - Elsevier
In this paper, we study the convergence of explicit numerical methods in strong sense for
stochastic delay differential equations (SDDEs) with super-linear growth coefficients. Under …

Exponential stability of the split-step θ-method for neutral stochastic delay differential equations with jumps

H Mo, F Deng, C Zhang - Applied Mathematics and Computation, 2017 - Elsevier
The exponential mean-square stability of the split-step θ-method for neutral stochastic delay
differential equations (NSDDEs) with jumps is considered. New conditions for jumps are …

Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay

S Deng, W Fei, Y Liang, X Mao - Applied Numerical Mathematics, 2019 - Elsevier
We present a stochastic age-dependent population model that accounts for Markovian
switching and variable delay. By using the approximate value at the nearest grid-point on …

Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps

H Mo, X Zhao, F Deng - International Journal of Systems Science, 2017 - Taylor & Francis
The exponential mean-square stability of the θ-method for neutral stochastic delay
differential equations (NSDDEs) with jumps is considered. With some monotone conditions …

Convergence and Almost Sure Polynomial Stability of Partially Truncated Split-Step Theta Method for Stochastic Pantograph Models with Lévy Jumps

A Abosenna, G AlNemer, B Tian - Mathematics, 2024 - mdpi.com
This paper addresses a stochastic pantograph model with Lévy leaps where non-jump
coefficients exceed linearity. The partially truncated split-step theta method is introduced and …

Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition

M Li, C Huang - Applied Mathematics and Computation, 2020 - Elsevier
In this paper, we investigate a projected Euler-Maruyama method for stochastic delay
differential equations with variable delay under a global monotonicity condition. This …

Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability

L Liu, H Mo, F Deng - Applied Mathematics and Computation, 2019 - Elsevier
In this paper, we propose the split-step theta method for stochastic delay integro-differential
equations by the Lagrange interpolation technique and investigate the mean square …