• 제목/요약/키워드: local Lipschitz condition

검색결과 2건 처리시간 0.046초

CONE VALUED LYAPUNOV TYPE STABILITY ANALYSIS OF NONLINEAR EQUATIONS

  • Chang, Sung-Kag;Oh, Young-Sun;An, Jeong-Hyang
    • 대한수학회지
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    • v.37 no.5
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    • pp.835-847
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    • 2000
  • We investigate various ${\Phi}$(t)-stability of comparison differential equations and we obtain necessary and/or sufficient conditions for the asymptotic and uniform asymptotic stability of the differential equations x'=f(t, x).

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Euler-Maruyama Numerical solution of some stochastic functional differential equations

  • Ahmed, Hamdy M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.11 no.1
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    • pp.13-30
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    • 2007
  • In this paper we study the numerical solutions of the stochastic functional differential equations of the following form $$du(x,\;t)\;=\;f(x,\;t,\;u_t)dt\;+\;g(x,\;t,\;u_t)dB(t),\;t\;>\;0$$ with initial data $u(x,\;0)\;=\;u_0(x)\;=\;{\xi}\;{\in}\;L^p_{F_0}\;([-{\tau},0];\;R^n)$. Here $x\;{\in}\;R^n$, ($R^n$ is the ${\nu}\;-\;dimenional$ Euclidean space), $f\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^n,\;g\;:\;C([-{\tau},\;0];\;R^n)\;{\times}\;R^{{\nu}+1}\;{\rightarrow}\;R^{n{\times}m},\;u(x,\;t)\;{\in}\;R^n$ for each $t,\;u_t\;=\;u(x,\;t\;+\;{\theta})\;:\;-{\tau}\;{\leq}\;{\theta}\;{\leq}\;0\;{\in}\;C([-{\tau},\;0];\;R^n)$, and B(t) is an m-dimensional Brownian motion.

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