Aiguo Xiao

Dongling Wang, Aiguo Xiao, Jun Zou

In this work, we study the long time behaviors, including asymptotic contractivity and dissipativity, of the solutions to several numerical methods for fractional ordinary differential equations (F-ODEs). The existing algebraic contractivity and dissipativity rates of the solutions to the scalar F-ODEs are first improved. In order to study the long time behavior of numerical solutions to fractional backward differential formulas (F-BDFs), two crucial analytical techniques are developed, with the first one for the discrete version of the fractional generalization of the traditional Leibniz rule, and the other for the algebraic decay rate of the solution to a linear Volterra difference equation. By mens of these auxiliary tools and some natural conditions, the solutions to F-BDFs are shown to be contractive and dissipative, and also preserve the exact contractivity rate of the continuous solutions. Two typical F-BDFs, based on the Grunwald-Letnikov formula and L1 method respectively, are studied. For high order F-BDFs, including some second order F-BDFs and $3-α$ order method, their numerical contractivity and dissipativity are also developed under some slightly stronger conditions. Numerical experiments are presented to validate the long time qualitative characteristics of the solutions to F-BDFs, revealing very different decay rates of the numerical solutions in terms of the the initial values between F-ODEs and integer ODEs and demonstrating the superiority of the structure-preserving numerical methods.

Siqing Gan, Aiguo Xiao, Desheng Wang

This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean square of the solutions for nonlinear SDDEs. The results provide a unified theoretical treatment for SDDEs with constant delay and variable delay (including bounded and unbounded variable delays). Then the stability, contractivity and asymptotic contractivity in mean square are investigated for the backward Euler method. It is shown that the backward Euler method preserves the properties of the underlying SDDEs. The main results obtained in this work are different from those of Razumikhin-type theorems. Indeed, our results hold without the necessity of constructing of finding an appropriate Lyapunov functional.