SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Contributed Talk

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Convergence and stability analysis of stochastic delay differential equations

Q. Guo, W. Xie, T. Mitsui and X. Tao

Abstract
We introduce multistage methods to numerically solving stochastic delay differential equations, for instance stochastic Hopfield neural networks. With additional conditions, the methods are proved to have a strong convergence. Further, mean-square stability and almost surely stability of the proposed methods are investigated. Numerical experiments illustrate the computational efficiency of the methods.

Organized by         Universidad de Valladolid     IMUVA