MS-Stability Analysis of Predictor-Corrector Schemes for Stochastic Differential Equations

The interdisciplinary journal of Discontinuity Nonlinearity and Complexity ◽

10.5890/dnc.2018.12.004 ◽

2018 ◽

Vol 7 (4) ◽

pp. 397-401

Author(s):

R. Zeghdane ◽

A. Tocino

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Predictor Corrector

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Long-Term Stability Analysis of Power Systems With Wind Power Based on Stochastic Differential Equations: Model Development and Foundations

IEEE Transactions on Sustainable Energy ◽

10.1109/tste.2015.2454333 ◽

2015 ◽

Vol 6 (4) ◽

pp. 1534-1542 ◽

Author(s):

Xiaozhe Wang ◽

Hsiao-Dong Chiang ◽

Jianhui Wang ◽

Hui Liu ◽

Tao Wang

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Power Systems ◽

Stochastic Differential Equations ◽

Model Development ◽

Term Stability ◽

Long Term Stability

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Stability Analysis of 4-Stage Stochastic Runge-Kutta Method (SRK4) and Specific Stochastic Runge-Kutta Method (SRKS1.5) for Stochastic Differential Equations

Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) ◽

10.1007/978-981-13-7279-7_23 ◽

2019 ◽

pp. 187-194

Author(s):

Noor Amalina Nisa Ariffin ◽

Norhayati Rosli ◽

Abdul Rahman Mohd Kasim

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Kutta Method ◽

Runge Kutta Method ◽

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Stability Analysis of Numerical Schemes for Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/s0036142992228409 ◽

1996 ◽

Vol 33 (6) ◽

pp. 2254-2267 ◽

Author(s):

Yoshihiro Saito ◽

Taketomo Mitsui

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Numerical Schemes

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Stability analysis of Markov switched stochastic differential equations with both stable and unstable subsystems

Systems & Control Letters ◽

10.1016/j.sysconle.2017.05.002 ◽

2017 ◽

Vol 105 ◽

pp. 55-61 ◽

Author(s):

Bao Wang ◽

Quanxin Zhu

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Unstable Subsystems

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Strong predictor–corrector Euler–Maruyama methods for stochastic differential equations with Markovian switching

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2012.07.001 ◽

2013 ◽

Vol 237 (1) ◽

pp. 5-17 ◽

Author(s):

Haibo Li ◽

Lili Xiao ◽

Jun Ye

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Predictor ◽

Markovian Switching ◽

Predictor Corrector

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Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/s0036142900372677 ◽

2002 ◽

Vol 40 (4) ◽

pp. 1516-1537 ◽

Author(s):

Kevin Burrage ◽

Tianhai Tian

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Runge Kutta ◽

Predictor Corrector

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Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/090771843 ◽

2010 ◽

Vol 48 (1) ◽

pp. 298-321 ◽

Author(s):

Evelyn Buckwar ◽

Cónall Kelly

Keyword(s):

Stability Analysis ◽

Numerical Methods ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Linear Stability ◽

Linear Stability Analysis

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Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations

Applied Numerical Mathematics ◽

10.1016/j.apnum.2013.01.004 ◽

2013 ◽

Vol 68 ◽

pp. 19-30 ◽

Author(s):

A. Tocino ◽

R. Zeghdane ◽

L. Abbaoui

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Mean Square ◽

Mean Square Stability

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On the MS-stability of predictor–corrector schemes for stochastic differential equations

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2020.09.004 ◽

2021 ◽

Vol 180 ◽

pp. 289-305

Author(s):

A. Tocino ◽

R. Zeghdane ◽

M.J. Senosiaín

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Predictor Corrector

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Stability Analysis of Stochastic Dynamic Systems under Poisson Perturbations. I. General Analysis of Stability of Solutions of Stochastic Differential Equations under Poisson Perturbations

Cybernetics and Systems Analysis ◽

10.1007/s10559-005-0088-6 ◽

2005 ◽

Vol 41 (4) ◽

pp. 531-540

Author(s):

I. V. Darijtchuk ◽

V. K. Jasynsky ◽

E. V. Jasynsky

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Dynamic Systems ◽

General Analysis ◽

Stochastic Dynamic ◽

Stability Of Solutions ◽

Analysis Of Stability ◽

Stochastic Dynamic Systems

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