ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY

doi:10.1137/17M1149894

	ERGODIC APPROXIMATION TO CHEMICAL REACTION SYSTEM WITH DELAY
	Chen, Chuchu1,2 ; Liu, Di 1
	2019
发表期刊	SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN	0036-1429
卷号	57 期号:1 页码:70-95
摘要	In 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.
关键词	stochastic delay differential equation invariant measure ergodicity weak convergence order Malliavin calculus Poisson random measure
DOI	10.1137/17M1149894
语种	英语
资助项目	NSF-DMS[1418959] ; NSF-DMS[1211292] ; NSF-DMS[1720002] ; Michigan Center for Industrial and Applied Mathematics (MCIAM)
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000459957800004
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/34181
专题	计算数学与科学工程计算研究所
通讯作者	Chen, Chuchu
作者单位	1.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
推荐引用方式 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.