Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion
This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the nume...
Ausführliche Beschreibung
Autor*in: |
Haiyan Yuan [verfasserIn] |
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Format: |
E-Artikel |
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Sprache: |
Englisch |
Erschienen: |
2021 |
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Übergeordnetes Werk: |
In: Mathematical Problems in Engineering - Hindawi Limited, 2002, (2021) |
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Übergeordnetes Werk: |
year:2021 |
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Link aufrufen |
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DOI / URN: |
10.1155/2021/1835490 |
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Katalog-ID: |
DOAJ072836067 |
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10.1155/2021/1835490 doi (DE-627)DOAJ072836067 (DE-599)DOAJ9fc21ea8952d4479a4324f67cfa9d6bb DE-627 ger DE-627 rakwb eng TA1-2040 QA1-939 Haiyan Yuan verfasserin aut Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. Engineering (General). Civil engineering (General) Mathematics In Mathematical Problems in Engineering Hindawi Limited, 2002 (2021) (DE-627)320519937 (DE-600)2014442-8 1024123X nnns year:2021 https://doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/article/9fc21ea8952d4479a4324f67cfa9d6bb kostenfrei http://dx.doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/toc/1024-123X Journal toc kostenfrei https://doaj.org/toc/1563-5147 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_165 GBV_ILN_170 GBV_ILN_171 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2088 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2119 GBV_ILN_2336 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2021 |
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10.1155/2021/1835490 doi (DE-627)DOAJ072836067 (DE-599)DOAJ9fc21ea8952d4479a4324f67cfa9d6bb DE-627 ger DE-627 rakwb eng TA1-2040 QA1-939 Haiyan Yuan verfasserin aut Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. Engineering (General). Civil engineering (General) Mathematics In Mathematical Problems in Engineering Hindawi Limited, 2002 (2021) (DE-627)320519937 (DE-600)2014442-8 1024123X nnns year:2021 https://doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/article/9fc21ea8952d4479a4324f67cfa9d6bb kostenfrei http://dx.doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/toc/1024-123X Journal toc kostenfrei https://doaj.org/toc/1563-5147 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_165 GBV_ILN_170 GBV_ILN_171 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2088 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2119 GBV_ILN_2336 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2021 |
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10.1155/2021/1835490 doi (DE-627)DOAJ072836067 (DE-599)DOAJ9fc21ea8952d4479a4324f67cfa9d6bb DE-627 ger DE-627 rakwb eng TA1-2040 QA1-939 Haiyan Yuan verfasserin aut Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. Engineering (General). Civil engineering (General) Mathematics In Mathematical Problems in Engineering Hindawi Limited, 2002 (2021) (DE-627)320519937 (DE-600)2014442-8 1024123X nnns year:2021 https://doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/article/9fc21ea8952d4479a4324f67cfa9d6bb kostenfrei http://dx.doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/toc/1024-123X Journal toc kostenfrei https://doaj.org/toc/1563-5147 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_165 GBV_ILN_170 GBV_ILN_171 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2088 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2119 GBV_ILN_2336 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2021 |
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10.1155/2021/1835490 doi (DE-627)DOAJ072836067 (DE-599)DOAJ9fc21ea8952d4479a4324f67cfa9d6bb DE-627 ger DE-627 rakwb eng TA1-2040 QA1-939 Haiyan Yuan verfasserin aut Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion 2021 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. Engineering (General). Civil engineering (General) Mathematics In Mathematical Problems in Engineering Hindawi Limited, 2002 (2021) (DE-627)320519937 (DE-600)2014442-8 1024123X nnns year:2021 https://doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/article/9fc21ea8952d4479a4324f67cfa9d6bb kostenfrei http://dx.doi.org/10.1155/2021/1835490 kostenfrei https://doaj.org/toc/1024-123X Journal toc kostenfrei https://doaj.org/toc/1563-5147 Journal toc kostenfrei GBV_USEFLAG_A SYSFLAG_A GBV_DOAJ GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_165 GBV_ILN_170 GBV_ILN_171 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2003 GBV_ILN_2005 GBV_ILN_2009 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2027 GBV_ILN_2055 GBV_ILN_2088 GBV_ILN_2108 GBV_ILN_2111 GBV_ILN_2119 GBV_ILN_2336 GBV_ILN_4012 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4249 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 2021 |
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some properties of numerical solutions for semilinear stochastic delay differential equations driven by g-brownian motion |
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Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion |
abstract |
This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. |
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This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. |
abstract_unstemmed |
This paper is concerned with the numerical solutions of semilinear stochastic delay differential equations driven by G-Brownian motion (G-SLSDDEs). The existence and uniqueness of exact solutions of G-SLSDDEs are studied by using some inequalities and the Picard iteration scheme first. Then the numerical approximation of exponential Euler method for G-SLSDDEs is constructed, and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent, and it can reproduce the stability of the analytical solution under some restrictions. Numerical experiments are presented to confirm the theoretical results. |
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Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion |
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