Stability of Cyber-Physical Systems of Numerical Methods for Stochastic Differential Equations: Integrating the Cyber and the Physical of Stochastic Systems

Stability of Cyber-Physical Systems of Numerical Methods for Stochastic Differential Equations: Integrating the Cyber and the Physical of Stochastic Systems

This paper presents the cyber-physical system (CPS) of a numerical method (the widely-used Euler-Maruyama method) and establishes a foundational theory of the CPSs of numerical methods for stochastic differential equations (SDEs), which transforms the way we understand the relationship between the n...

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Bibliographic Details
Main Author: Lirong Huang
Format: Article
Language:English
Published: IEEE 2022-01-01
Series:IEEE Access
Subjects:
Cyber-physical systems
exponential stability
impulsive systems
Lyapunov functions
numerical methods
stochastic differential equations
Online Access:https://ieeexplore.ieee.org/document/9894403/

Internet

https://ieeexplore.ieee.org/document/9894403/

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