Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks

2019 ◽  
Vol 348 ◽  
pp. 126-152 ◽  
Author(s):  
A. Rathinasamy ◽  
J. Narayanasamy
2013 ◽  
Vol 2013 ◽  
pp. 1-12
Author(s):  
Qian Guo ◽  
Wenwen Xie ◽  
Taketomo Mitsui

A new splitting method designed for the numerical solutions of stochastic delay Hopfield neural networks is introduced and analysed. Under Lipschitz and linear growth conditions, this split-stepθ-Milstein method is proved to have a strong convergence of order 1 in mean-square sense, which is higher than that of existing split-stepθ-method. Further, mean-square stability of the proposed method is investigated. Numerical experiments and comparisons with existing methods illustrate the computational efficiency of our method.


Sign in / Sign up

Export Citation Format

Share Document