Work

Stability of the Split-Step θ-Method for Stochastic Pantograph Systems with Markovian Switching and Jumps

Year: 2025

Type: article

Abstract: This study focuses on analyzing the almost sure exponential stability of the split-step θ-method (SSθ-method) when applied to stochastic pantograph differential equations characterized by Markovian switching and jump processes. Initially, we establish the almost sure exponential stability of the system’s trivial solution. Subsequently, under an additional sufficient condition, it is demonstrated that the discrete solutions generated by the SSθ-method also exhibit this stability property. Finally, a computational experiment is conducted to support the theoretical results.

Source: Axioms

DOI: 10.3390/axioms14100718

Authors: Guangjie Li, Zhipei Hu, Baishu Xu, Zilong Chen, Feiqi Deng

Institutions: Guangdong University of Foreign Studies, South China University of Technology, Guangdong Polytechnic Normal University

Language: English

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,896

Funder: National Natural Science Foundation of China