Long-time dynamics of numerical solutions of stochastic differential equations

Search results

• 2025

  Stabilization in distribution of periodic hybrid systems by discrete-time state feedback control

  Liu, Z., Hu, J. & Mao, X., 17 Apr 2025, In: SIAM Journal on Control and Optimization. 63, 2, p. 1243-1266 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • State Feedback 100%
  • discrete-time 100%
  • Stochastic Differential 100%
  • Feedback Control 100%
  • Stochastic Differential Equation 100%

  1   Link opens in a new tab Citation (Scopus)

  108 Downloads (Pure)

• 2024

  The logarithmic truncated EM method with weaker conditions

  Tang, Y. & Mao, X., 30 Apr 2024, In: Applied Numerical Mathematics. 198, p. 258-275 18 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Euler-Maruyama Method 100%
  • Weaker Condition 100%
  • Strong Convergence 25%
  • Computational Cost 25%
  • Weaker Assumption 25%

  3   Link opens in a new tab Citations (Scopus)

  12 Downloads (Pure)

• On the analysis of Ait-Sahalia-type model for rough volatility modelling

  Coffie, E., Mao, X. & Proske, F., Mar 2024, In: Journal of Theoretical Probability. 37, 1, p. 744-767 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  • Differentiability 100%

  1   Link opens in a new tab Citation (Scopus)

  18 Downloads (Pure)

• Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control

  Xu, H. & Mao, X., 31 Jan 2024, In: Automatica. 159, 8 p., 111409.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Feedback Control Systems 100%
  • Delay System 100%
  • Discrete Time 100%
  • Stabilisation 100%
  • State Feedback 100%

  10   Link opens in a new tab Citations (Scopus)

  32 Downloads (Pure)

• 2023

  Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays

  Xu, H. & Mao, X., 30 Nov 2023, In: Nonlinear Analysis: Hybrid Systems. 50, 19 p., 101413.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Delay-Differential Equation 100%
  • Stability 100%
  • Stochastic System 100%
  • Stochastic Differential 100%
  • Delay Equation 100%

  3   Link opens in a new tab Citations (Scopus)

  36 Downloads (Pure)

• Hybrid stochastic functional differential equations with infinite delay: approximations and numerics

  Li, G., Li, X., Mao, X. & Song, G., 25 Nov 2023, In: Journal of Differential Equations. 374, p. 154-190 37 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  • Functional-Differential Equation 100%
  • Numerics 100%
  • Approximation 100%
  • Classes 20%
  • Numerical Solution 20%

  4   Link opens in a new tab Citations (Scopus)

  28 Downloads (Pure)

• A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control

  Li, W., Fei, C., Shen, M., Fei, W. & Mao, X., Nov 2023, In: Journal of the Franklin Institute. 360, 16, p. 11932-11964 26 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Feedback Control 100%
  • Nonlinear 100%
  • Variable Delay 100%
  • Stability 75%
  • Terms 50%

  12   Link opens in a new tab Citations (Scopus)

  37 Downloads (Pure)

• On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay

  Mao, W., Chen, B., Wu, F. & Mao, X., 31 Aug 2023, In: Systems and Control Letters. 178, 27 p., 105586.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Terms 100%
  • Stochastic System 100%
  • Asymptotic Stability 100%
  • Time Delay 100%
  • Matrix 25%

  8   Link opens in a new tab Citations (Scopus)

  13 Downloads (Pure)

• Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls

  Jiang, Y., Hu, L., Mao, W., Lu, J. & Mao, X., 1 Aug 2023, In: Nonlinear Analysis: Hybrid Systems. 49, 101374.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Stochastic System 100%
  • Feedback Control 100%
  • Probability Distribution 100%
  • Stochastic Differential Equation 50%
  • Stochastic Differential 50%

  9   Link opens in a new tab Citations (Scopus)

  10 Downloads (Pure)

• Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique

  Li, W., Fei, C., Mei, C., Fei, W. & Mao, X., 1 Jun 2023, In: Systems and Control Letters. 176, 105530.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Stochastic Differential 100%
  • Neural Network 100%
  • Stochastic Differential Equation 100%
  • Lipschitz 50%
  • Bounds 50%

  2   Link opens in a new tab Citations (Scopus)

  26 Downloads (Pure)

• Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy Noise

  Li, W., Fei, W., Liang, Y. & Mao, X., 1 Jun 2023, In: IMA Journal of Mathematical Control and Information. 40, 2, p. 232-252 21 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Hybrid System 100%
  • Stochastic Control 100%
  • Nonlinear 100%
  • Feedback Control 66%
  • Sufficient Condition 33%

  7   Link opens in a new tab Citations (Scopus)

  25 Downloads (Pure)

• Positivity preserving truncated scheme for the stochastic Lotka–Volterra model with small moment convergence

  Cai, Y., Guo, Q. & Mao, X., Jun 2023, In: Calcolo. 60, 2, 16 p., 24.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  • Moment 100%
  • Model 100%
  • Preserving 100%
  • Convergence 100%
  • Diffusion Coefficient 66%

  8   Link opens in a new tab Citations (Scopus)

  6 Downloads (Pure)

• Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays

  Li, Y., Dong, R. & Mao, X., 31 May 2023, In: Systems and Control Letters. 175, 28 p., 105507.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Feedback Control Systems 100%
  • Stochastic Hybrid System 100%
  • Discrete Time 100%
  • Stochastic System 100%
  • Feedback Control 100%

  11   Link opens in a new tab Citations (Scopus)

  49 Downloads (Pure)

• Stochastic stabilization of hybrid neural networks by periodically intermittent control based on discrete-time state observations

  Mao, W., You, S., Jiang, Y. & Mao, X., 31 May 2023, In: Nonlinear Analysis: Hybrid Systems. 48, 31 p., 101331.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Hybrid 100%
  • State 100%
  • Stabilization 100%
  • Network 100%
  • Observation 100%

  17   Link opens in a new tab Citations (Scopus)

  27 Downloads (Pure)

• Dynamics of an HIV/AIDS transmission model with protection awareness and fluctuations

  Zhai, X., Li, W., Wei, F. & Mao, X., 30 Apr 2023, In: Chaos, Solitons and Fractals. 169, 13 p., 113224.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Model 100%
  • Protection 100%
  • Models 100%
  • Human Immunodeficiency Virus 100%
  • Awareness 100%

  65   Link opens in a new tab Citations (Scopus)

  4 Downloads (Pure)

• Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations

  Li, Y., You, S., Lu, J., Jiang, Y., Hu, L. & Mao, X., 4 Apr 2023, In: International Journal of Systems Science. 54, 5, p. 1070-1086 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Lipschitz Condition 100%

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  60 Downloads (Pure)

• Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion

  Fei, C., Fei, W., Deng, S. & Mao, X., 25 Feb 2023, In: Qualitative Theory of Dynamical Systems. 22, 2, 17 p., 57.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Stochastic Differential Equation 100%
  • Asymptotic Stability 100%
  • Brownian Motion 100%
  • Nonlinear 100%
  • Stability 100%

  5   Link opens in a new tab Citations (Scopus)

  13 Downloads (Pure)

• Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability

  Hu, J., Mao, W. & Mao, X., 31 Jan 2023, In: Automatica. 147, 110682.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Delay-Differential Equation 100%
  • Stability 100%
  • Boundedness 100%
  • Nonlinear 100%
  • Stochastic Differential 100%

  24   Link opens in a new tab Citations (Scopus)

  68 Downloads (Pure)

• 2022

  Stabilization of highly nonlinear hybrid stochastic differential delay equations with Lévy noise by delay feedback control

  Dong, H., Tang, J. & Mao, X., 16 Dec 2022, In: SIAM Journal on Control and Optimization. 60, 6, p. 3302-3325 24 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Delay-Differential Equation 100%
  • Feedback Control 100%
  • Nonlinear 100%
  • Stochastic Differential 100%
  • Stabilization 100%

  18   Link opens in a new tab Citations (Scopus)

  123 Downloads (Pure)

• Stabilisation in distribution of hybrid ordinary differential equations by periodic noise

  Bahar, A., Dong, R. & Mao, X., 15 Oct 2022, (Accepted/In press) In: IET Control Theory and Applications . 13 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Converges 100%
  • Stochastic Differential Equation 100%
  • Ordinary Differential Equation 100%
  • Differential Equation 50%
  • Stability 50%

  45 Downloads (Pure)

• Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations

  Shi, B., Mao, X. & Wu, F., 1 Aug 2022, In: Nonlinear Analysis: Hybrid Systems. 45, 101198.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Feedback Control Systems 100%
  • Hybrid 100%
  • Discrete Time 100%
  • Stabilisation 100%
  • Stability 100%

  15   Link opens in a new tab Citations (Scopus)

  29 Downloads (Pure)

• Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations

  Li, X., Liu, W., Luo, Q. & Mao, X., Jun 2022, In: Automatica. 140, 11 p., 110210.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Discrete Time 100%
  • Feedback Control Systems 100%
  • Stochastic Differential 100%
  • Hybrid 100%
  • Stabilization 100%

  31   Link opens in a new tab Citations (Scopus)

  72 Downloads (Pure)

• Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching

  Mei, C., Fei, C., Shen, M., Fei, W. & Mao, X., 31 May 2022, In: Information Sciences. 592, p. 123-136 14 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Operators (Mathematics) 100%
  • Feedback Control 100%
  • Stochastic System 100%
  • Feedback 50%
  • Coefficients 50%

  17   Link opens in a new tab Citations (Scopus)

  68 Downloads (Pure)

• Advances in stabilisation of highly nonlinear hybrid delay systems

  Dong, H. & Mao, X., Feb 2022, In: Automatica. 136, 11 p., 110086.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Feedback Control 100%
  • Nonlinear 100%
  • Time Delay 50%
  • Time Lag 50%
  • Constant 50%

  40   Link opens in a new tab Citations (Scopus)

  19 Downloads (Pure)

• 2021

  Feedback delay control of highly nonlinear stochastic functional differential equations with discrete-time state observations

  Mei, C., Liang, Y., Fei, W. & Mao, X., 31 Aug 2021, (E-pub ahead of print) In: Mathematical Methods in the Applied Sciences . 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Functional-Differential Equation 100%
  • Observation State 100%
  • Discrete Time 100%
  • Nonlinear 100%
  • Variable Delay 50%

  3   Link opens in a new tab Citations (Scopus)

  29 Downloads (Pure)

• Stabilization and destabilization of hybrid systems by periodic stochastic controls

  Li, X., Liu, W., Mao, X. & Zhao, J., 30 Jun 2021, In: Systems and Control Letters. 152, 10 p., 104929.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Hybrid 100%
  • Stabilisation 100%
  • Feedback Control Systems 66%
  • Feedback Control 66%
  • Determines 33%

  25   Link opens in a new tab Citations (Scopus)

  53 Downloads (Pure)

• Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations

  You, S., Hu, L., Lu, J. & Mao, X., 27 Apr 2021, (E-pub ahead of print) In: IEEE Transactions on Automatic Control.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Feedback Control Systems 100%
  • Hybrid 100%
  • Stabilisation 100%
  • Stochastic Differential 100%
  • Stabilization 100%

  35   Link opens in a new tab Citations (Scopus)

  37 Downloads (Pure)

• Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations

  Li, X., Mao, X. & Yang, H., 18 Apr 2021, In: Mathematics of Computation. 90, 332, p. 2827-2872 46 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  • Explicit Scheme 100%

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  65 Downloads (Pure)

• On exponential stability of hybrid neutral stochastic differential delay equations with different structures

  Wu, A., You, S., Mao, W., Mao, X. & Hu, L., 28 Feb 2021, In: Nonlinear Analysis: Hybrid Systems. 39, 17 p., 100971.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Delay-Differential Equation 100%
  • Stochastic Differential 100%
  • Matrix 50%
  • Nonlinear 50%
  • Polynomial 50%

  40   Link opens in a new tab Citations (Scopus)

  30 Downloads (Pure)

• 2020

  Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations

  Liu, W., Mao, X., Tang, J. & Wu, Y., 31 Jul 2020, In: Applied Numerical Mathematics. 153, p. 66-81 16 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  • Hlder Continuity 100%

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  63 Downloads (Pure)

• Advances in the truncated Euler-Maruyama method for stochastic differential delay equations

  Fei, W., Hu, L., Mao, X. & Xia, D., 30 Apr 2020, In: Communications on Pure and Applied Analysis. 19, 4, p. 2081-2100 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Euler-Maruyama Method 100%
  • Delay-Differential Equation 100%
  • Stochastic Differential 100%
  • Differential Delay 100%
  • Constriction 40%

  8   Link opens in a new tab Citations (Scopus)

  63 Downloads (Pure)

• Advances in stabilisation of hybrid stochastic differential equations by delay feedback control

  Hu, J., Liu, W., Deng, F. & Mao, X., 10 Mar 2020, (E-pub ahead of print) In: SIAM Journal on Control and Optimization. 58, 2, p. 735–754 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Stabilization 100%
  • Operators (Mathematics) 100%
  • Feedback Control 100%
  • Stochastic Differential 100%
  • Theorems 50%

  45   Link opens in a new tab Citations (Scopus)

  35 Downloads (Pure)

• Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control

  Mei, C., Fei, C., Fei, W. & Mao, X., 29 Jan 2020, In: IET Control Theory and Applications . 14, 2, p. 313-323 11 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Delay 100%
  • Hybrid 100%
  • Feedback Control 100%
  • Stabilization 100%
  • Delay-Differential Equation 100%

  24   Link opens in a new tab Citations (Scopus)

  43 Downloads (Pure)

• 2019

  Stochastic delay foraging arena predator-prey system with Markov switching

  Cai, Y., Cai, S. & Mao, X., 27 Nov 2019, (E-pub ahead of print) In: Stochastic Analysis and Applications.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Predator-Prey System 100%
  • Delay 100%
  • Predator 100%
  • Time Delay 66%
  • Interaction 33%

  19   Link opens in a new tab Citations (Scopus)

  29 Downloads (Pure)

• A stochastic differential equation SIS epidemic model with two independent Brownian motions

  Cai, S., Cai, Y. & Mao, X., 15 Jun 2019, In: Journal of Mathematical Analysis and Applications. 474, 2, p. 1536-1550 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Stochastic Differential Equation 100%
  • Brownian Motion 100%
  • Number 50%
  • Computer Simulation 50%
  • Variance 50%

  48   Link opens in a new tab Citations (Scopus)

  206 Downloads (Pure)

• 2018

  Stochastic prey-predator system with foraging arena scheme

  Cai, Y. & Mao, X., 31 Dec 2018, In: Applied Mathematical Modelling. 64, p. 357-371 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Predator-Prey System 100%

  37   Link opens in a new tab Citations (Scopus)

  22 Downloads (Pure)

• The truncated Milstein method for stochastic differential equations with commutative noise

  Guo, Q., Liu, W., Mao, X. & Yue, R.-X., 15 Aug 2018, In: Journal of Computational and Applied Mathematics. 338, p. 298-310 13 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Stochastic Differential Equation 100%
  • Euler-Maruyama Method 50%
  • Classes 50%
  • Numerical Example 50%
  • Strong Convergence 50%

  50   Link opens in a new tab Citations (Scopus)

  53 Downloads (Pure)

• Approximate solutions for a class of doubly perturbed stochastic differential equations

  Mao, W., Hu, L. & Mao, X., 24 Jan 2018, In: Advances in Difference Equations. 2018, 1, 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

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  • Approximate Solution Converges 100%

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  36 Downloads (Pure)