Stability of numerical method for semi-linear stochastic pantograph differential equations

Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results

Stability of Analytical and Numerical Solutions for Nonlinear Stochastic Delay Differential Equations with Jumps

This paper is concerned with the stability of analytical and numerical solutions for nonlinear stochastic delay differential equations (SDDEs) with jumps. A sufficient condition for mean-square exponential stability of the exact solution is derived. Then, mean-square stability of the numerical solution is investigated. It is shown that the compensated stochastic θ methods inherit stability property of the exact solution. More precisely, the methods are mean-square stable for any stepsize Δt=τ/m when 1/2≤θ≤1, and they are exponentially mean-square stable if the stepsize Δt∈(0,Δt0) when 0≤θ<1. Finally, some numerical experiments are given to illustrate the theoretical results

Nonlinear analysis of dynamical complex networks

Copyright © 2013 Zidong Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Complex networks are composed of a large number of highly interconnected dynamical units and therefore exhibit very complicated dynamics. Examples of such complex networks include the Internet, that is, a network of routers or domains, the World Wide Web (WWW), that is, a network of websites, the brain, that is, a network of neurons, and an organization, that is, a network of people. Since the introduction of the small-world network principle, a great deal of research has been focused on the dependence of the asymptotic behavior of interconnected oscillatory agents on the structural properties of complex networks. It has been found out that the general structure of the interaction network may play a crucial role in the emergence of synchronization phenomena in various fields such as physics, technology, and the life sciences

Mean-field equations for stochastic firing-rate neural fields with delays: Derivation and noise-induced transitions

In this manuscript we analyze the collective behavior of mean-field limits of large-scale, spatially extended stochastic neuronal networks with delays. Rigorously, the asymptotic regime of such systems is characterized by a very intricate stochastic delayed integro-differential McKean-Vlasov equation that remain impenetrable, leaving the stochastic collective dynamics of such networks poorly understood. In order to study these macroscopic dynamics, we analyze networks of firing-rate neurons, i.e. with linear intrinsic dynamics and sigmoidal interactions. In that case, we prove that the solution of the mean-field equation is Gaussian, hence characterized by its two first moments, and that these two quantities satisfy a set of coupled delayed integro-differential equations. These equations are similar to usual neural field equations, and incorporate noise levels as a parameter, allowing analysis of noise-induced transitions. We identify through bifurcation analysis several qualitative transitions due to noise in the mean-field limit. In particular, stabilization of spatially homogeneous solutions, synchronized oscillations, bumps, chaotic dynamics, wave or bump splitting are exhibited and arise from static or dynamic Turing-Hopf bifurcations. These surprising phenomena allow further exploring the role of noise in the nervous system.Comment: Updated to the latest version published, and clarified the dependence in space of Brownian motion

Noise, Bifurcations, and Modeling of Interacting Particle Systems

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a translating state and a rotating state with stationary center of mass. Time delayed communication creates a bifurcation pattern dependent on the coupling amplitude between particles. Using a mean field model in the large number limit, we show how the complete bifurcation unfolds in the presence of communication delay and coupling amplitude. Relative to the center of mass, the patterns can then be described as transitions between translation, rotation about a stationary point, or a rotating swarm, where the center of mass undergoes a Hopf bifurcation from steady state to a limit cycle. Examples of some of the stochastic patterns will be given for large numbers of particles