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THE CONVERGENCE OF TRUNCATED EULER-MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PIECEWISE CONTINUOUS ARGUMENTS UNDER GENERALIZED ONE-SIDED LIPSCHITZ CONDITION
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作者 Yidan Geng minghui song Mingzhu Liu 《Journal of Computational Mathematics》 SCIE CSCD 2023年第4期663-682,共20页
In this paper,we consider the stochastic differential equations with piecewise continuous arguments(SDEPCAs)in which the drift coefficient satisfies the generalized one-sided Lipschitz condition and the diffusion coef... In this paper,we consider the stochastic differential equations with piecewise continuous arguments(SDEPCAs)in which the drift coefficient satisfies the generalized one-sided Lipschitz condition and the diffusion coefficient satisfies the linear growth condition.Since the delay term t-[t]of SDEPCAs is not continuous and differentiable,the variable substitution method is not suitable.To overcome this dificulty,we adopt new techniques to prove the boundedness of the exact solution and the numerical solution.It is proved that the truncated Euler-Maruyama method is strongly convergent to SDEPCAs in the sense of L'(q≥2).We obtain the convergence order with some additional conditions.An example is presented to illustrate the analytical theory. 展开更多
关键词 Stochastic differential equations Piecewise continuous argument One-sided Lipschitz condition Truncated Euler-Maruyama method
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Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments 被引量:2
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作者 Yidan Geng minghui song +1 位作者 Yulan Lu Mingzhu Liu 《Numerical Mathematics(Theory,Methods and Applications)》 SCIE CSCD 2021年第1期194-218,共25页
In this paper,we develop the truncated Euler-Maruyama(EM)method for stochastic differential equations with piecewise continuous arguments(SDEPCAs),and consider the strong convergence theory under the local Lipschitz c... In this paper,we develop the truncated Euler-Maruyama(EM)method for stochastic differential equations with piecewise continuous arguments(SDEPCAs),and consider the strong convergence theory under the local Lipschitz condition plus the Khasminskii-type condition.The order of convergence is obtained.Moreover,we show that the truncated EM method can preserve the exponential mean square stability of SDEPCAs.Numerical examples are provided to support our conclusions. 展开更多
关键词 Stochastic differential equations with piecewise continuous argument local Lips-chitz condition Khasminskii-type condition truncated Euler-Maruyama method convergence and stability
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Versatile Graphene-Isolated AuAg-Nanocrystal for Multiphase Analysis and Multimodal Cellular Raman Imaging 被引量:2
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作者 Shengkai Li Zhaotian Zhu +5 位作者 Xinqi Cai minghui song Shen Wang Qing Hao Long Chen Zhuo Chen 《Chinese Journal of Chemistry》 SCIE CAS CSCD 2021年第6期1491-1497,共7页
Surface-enhanced Raman spectroscopy(SERS)-based bioanalytical technique involves the interaction of SERS-active substrate with complex environment,which has aroused intensive research interests.Compared to the commonl... Surface-enhanced Raman spectroscopy(SERS)-based bioanalytical technique involves the interaction of SERS-active substrate with complex environment,which has aroused intensive research interests.Compared to the commonly used Au SERS substrates,Ag nanocrystals have larger optical absorption cross section and acceptable price,but they possess poor oxidation resistance and potential biotoxicity,and the occurrence of unnecessary chemical reactions is inevitable due to the direct contact with probe molecules.Herein,we report a graphene-isolated AuAg nanocrystal(GIAAN)with the SERS-active AuAg core confined in a nanospace of few-layer graphene shell,which possesses unique Raman peaks,high SERS activity,excellent stability,superior fluorescence quenching performance and good biocompatibility.Based on the limited solubility of GIAAN in water and organic solvents,it is able to spontaneously generate interfacial self-assembled GIAAN(ISA-GIAAN)film at immiscible two-phase interfaces without any inducer,and multiphase Raman analysis of both water-and lipid-soluble drug model molecules is further achieved.Moreover,the GIAAN is further non-covalently functionalized with polyoxyethylenestearyl ether(C18-PEG)to acquire GIAAN@PEG with good water-solubility for SERS quantitative analysis in homogeneous system and multimodal Raman imaging of MCF-7 cells.We expect the versatile GIAAN holds great potential to monitor drug metabolism and guide intended drug delivery in clinic trials. 展开更多
关键词 Surface-enhanced Raman spectroscopy Graphene-isolated AuAg-nanocrystal Self-assembly Multiphase analysis Multimodal cellular Raman imaging
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