Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation

Author:

Ford Neville J.,Norton Stewart J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference22 articles.

1. Recent Progress in Stochastic Bifurcation Theory UTAM Symposium on Nonlinearity and Stochastic Structural Dynamics;Arnold,2001

2. Random Dynamical Systems;Arnold,1998

3. Numerical analysis of explicit one-step methods for stochastic delay differential equations;Baker;LMS J. Comput. Math.,2000

4. Continuous Θ-methods for the stochastic pantograph equation;Baker;Electron. Trans. Numer. Anal.,2000

5. Exponential stability in p-th mean of solutions, and of convergent Euler type solutions, of stochastic delay differential equations;Baker;J. Comput. Appl. Math.,2005

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