CSpace  > 计算数学与科学工程计算研究所
ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY
Chen, Chuchu1,2; Liu, Di1
2019
Source PublicationSIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN0036-1429
Volume57Issue:1Pages:70-95
AbstractIn order to inherit numerically the ergodicity of the chemical reaction system with delays, we propose and study an Euler-type numerical method from the point of view of stochastic delay differential equations. We not only prove the unique exponential ergodicity of the numerical solution of the approximation, but also present error estimation on invariant measures, which gives order 1 under certain hypotheses. Numerical experiments are provided to illustrate the results.
Keywordstochastic delay differential equation invariant measure ergodicity weak convergence order Malliavin calculus Poisson random measure
DOI10.1137/17M1149894
Language英语
Funding ProjectNSF-DMS[1418959] ; NSF-DMS[1211292] ; NSF-DMS[1720002] ; Michigan Center for Industrial and Applied Mathematics (MCIAM)
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000459957800004
PublisherSIAM PUBLICATIONS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/34181
Collection计算数学与科学工程计算研究所
Corresponding AuthorChen, Chuchu
Affiliation1.Michigan State Univ, Dept Math, E Lansing, MI 48824 USA
2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Chen, Chuchu,Liu, Di. ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(1):70-95.
APA Chen, Chuchu,&Liu, Di.(2019).ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(1),70-95.
MLA Chen, Chuchu,et al."ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.1(2019):70-95.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Chen, Chuchu]'s Articles
[Liu, Di]'s Articles
Baidu academic
Similar articles in Baidu academic
[Chen, Chuchu]'s Articles
[Liu, Di]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Chen, Chuchu]'s Articles
[Liu, Di]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.