Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations

We study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost surely asym...

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Main Author: Zhanhua Yu
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2011/143079
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author Zhanhua Yu
author_facet Zhanhua Yu
author_sort Zhanhua Yu
collection DOAJ
description We study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost surely asymptotic stability. Numerical examples are demonstrated for illustration.
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institution Kabale University
issn 1085-3375
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language English
publishDate 2011-01-01
publisher Wiley
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series Abstract and Applied Analysis
spelling doaj-art-00356727d5ff45fb8327f9fd8a7ecb442025-02-03T05:54:13ZengWileyAbstract and Applied Analysis1085-33751687-04092011-01-01201110.1155/2011/143079143079Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph EquationsZhanhua Yu0Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, ChinaWe study the almost surely asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost surely asymptotic stability. Numerical examples are demonstrated for illustration.http://dx.doi.org/10.1155/2011/143079
spellingShingle Zhanhua Yu
Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
Abstract and Applied Analysis
title Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
title_full Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
title_fullStr Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
title_full_unstemmed Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
title_short Almost Surely Asymptotic Stability of Exact and Numerical Solutions for Neutral Stochastic Pantograph Equations
title_sort almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
url http://dx.doi.org/10.1155/2011/143079
work_keys_str_mv AT zhanhuayu almostsurelyasymptoticstabilityofexactandnumericalsolutionsforneutralstochasticpantographequations