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Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations

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Abstract

In this paper, we establish Razumikhin-type theorems on \(\alpha \)th moment polynomial stability of exact solution for the stochastic pantograph differential equations, which improves the existing stochastic Razumikhin-type theorems. By using discrete Razumikhin-type technique, we construct conditions for the stability of general numerical scheme of the stochastic pantograph differential equations (SPDEs). The stabilities mainly conclude the global \(\alpha \)th moment asymptotically stability and \(\alpha \)th moment polynomial stability. Using the conditions constructed for the stability of the numerical solutions, we discuss the stability of two special numerical methods, namely the Euler–Maruyama method and the backward Euler–Maruyama method. Finally, an example is given to illustrate the consistence with the theoretical results on \(\alpha \)th moment polynomial stability.

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Authors and Affiliations

  1. School of Mathematical Sciences, Dalian University of Technology, Dalian, 116024, Liaoning, China

    Ping Guo & Chong-Jun Li

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  1. Ping Guo
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  2. Chong-Jun Li
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Correspondence to Chong-Jun Li.

Additional information

Communicated by Elisabeth Larsson.

This work was supported by the National Natural Science Foundation of China (Nos. 11471066, 11290143), Fundamental Research of Civil Aircraft (No. MJ-F-2012-04), and the Fundamental Research Funds for the Central Universities.

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Guo, P., Li, CJ. Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations. Bit Numer Math 59, 77–96 (2019). https://doi.org/10.1007/s10543-018-0723-z

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  • DOI: https://doi.org/10.1007/s10543-018-0723-z

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