A Study on Stability for Stochastic Differential Equations

International Journal of Analysis and Applications 2026 Open access

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Authors: Jarunee Sirisin, K. Karthikeyan, Sivaranjani Ramasamy, Sadhasivam Poornima, Panjaiyan Karthikeyan, Thanin Sitthiwirattham
DOI: 10.28924/2291-8639-24-2026-67
Cited by: 0
References: 23

Abstract

This paper contributes a non-linear stability analysis for a class of stochastic Runge-Kutta algorithms by developing mean-square contractive solutions. This paper illustrates how the stochastic perturbation of a (k, l)- algebraically stable deterministic Runge-Kutta technique takes over this method and the solutions obtained by it. The numerical examples back up the validity of the conclusions.

Fields of Study & Subjects

Numerical Solvers for Ordinary Differential Equations Singular Perturbation Asymptotics and Difference Schemes Mathematical and Computational Methods

Publication details

Journal / source
International Journal of Analysis and Applications
Volume
24
Pages
67–67
Publication date
12 March 2026
Language
EN