IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v187y2024ics0960077924009561.html
   My bibliography  Save this article

Stability of stochastic delay Hopfield neural network with Poisson jumps

Author

Listed:
  • Xu, Hongjie
  • Luo, Huantian
  • Fan, Xu-Qian

Abstract

This paper focuses on the stochastic Hopfield neural networks perturbed by Poisson jumps with multiple time-varying delays. We first study the almost sure exponential stability and the pth moment exponential stability of the analytical solutions to the system, leveraging the semi-martingale convergence theorem. Subsequently, we introduce the Euler numerical solution for the model and prove that the Euler method converges with order 0.5 in the mean square sense. Furthermore, we demonstrate that under certain conditions, the Euler method exhibits mean square stability. Finally, we provide two examples to validate our results.

Suggested Citation

  • Xu, Hongjie & Luo, Huantian & Fan, Xu-Qian, 2024. "Stability of stochastic delay Hopfield neural network with Poisson jumps," Chaos, Solitons & Fractals, Elsevier, vol. 187(C).
  • Handle: RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924009561
    DOI: 10.1016/j.chaos.2024.115404
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077924009561
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2024.115404?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rathinasamy, A. & Narayanasamy, J., 2019. "Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks," Applied Mathematics and Computation, Elsevier, vol. 348(C), pages 126-152.
    2. Tan, Jianguo & Tan, Yahua & Guo, Yongfeng & Feng, Jianfeng, 2020. "Almost sure exponential stability of numerical solutions for stochastic delay Hopfield neural networks with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    3. Liu, Linna & Zhu, Quanxin, 2015. "Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 698-712.
    4. Cui, Kaiyan & Song, Zhanjie & Zhang, Shuo, 2022. "Stability of neutral-type neural network with Lévy noise and mixed time-varying delays," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    5. G. N. Milstein & Eckhard Platen & H. Schurz, 1998. "Balanced Implicit Methods for Stiff Stochastic Systems," Published Paper Series 1998-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    6. Zhai, Xuanpei & Li, Wenshuang & Wei, Fengying & Mao, Xuerong, 2023. "Dynamics of an HIV/AIDS transmission model with protection awareness and fluctuations," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).
    7. Li, Xiuping & Cao, Wanrong, 2015. "On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations," Applied Mathematics and Computation, Elsevier, vol. 261(C), pages 373-381.
    8. Rathinasamy, Anandaraman & Mayavel, Pichamuthu, 2023. "Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks," Applied Mathematics and Computation, Elsevier, vol. 438(C).
    9. Rathinasamy, Anandaraman & Mayavel, Pichamuthu, 2023. "The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps," Applied Mathematics and Computation, Elsevier, vol. 455(C).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rathinasamy, Anandaraman & Mayavel, Pichamuthu, 2023. "Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks," Applied Mathematics and Computation, Elsevier, vol. 438(C).
    2. Rathinasamy, Anandaraman & Mayavel, Pichamuthu, 2023. "The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps," Applied Mathematics and Computation, Elsevier, vol. 455(C).
    3. Zhenyu Wang & Qiang Ma & Xiaohua Ding, 2020. "Simulating Stochastic Differential Equations with Conserved Quantities by Improved Explicit Stochastic Runge–Kutta Methods," Mathematics, MDPI, vol. 8(12), pages 1-15, December.
    4. Tan, Jianguo & Tan, Yahua & Guo, Yongfeng & Feng, Jianfeng, 2020. "Almost sure exponential stability of numerical solutions for stochastic delay Hopfield neural networks with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    5. Rathinasamy, A. & Narayanasamy, J., 2019. "Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks," Applied Mathematics and Computation, Elsevier, vol. 348(C), pages 126-152.
    6. Liu, Yufen & Cao, Wanrong & Li, Yuelin, 2022. "Split-step balanced θ-method for SDEs with non-globally Lipschitz continuous coefficients," Applied Mathematics and Computation, Elsevier, vol. 413(C).
    7. Xiaoling Wang & Xiaofei Guan & Pei Yin, 2020. "A New Explicit Magnus Expansion for Nonlinear Stochastic Differential Equations," Mathematics, MDPI, vol. 8(2), pages 1-17, February.
    8. Kahl Christian & Schurz Henri, 2006. "Balanced Milstein Methods for Ordinary SDEs," Monte Carlo Methods and Applications, De Gruyter, vol. 12(2), pages 143-170, April.
    9. Mo, Haoyi & Deng, Feiqi & Zhang, Chaolong, 2017. "Exponential stability of the split-step θ-method for neutral stochastic delay differential equations with jumps," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 85-95.
    10. Đorđević, Jasmina & Milošević, Marija & Šuvak, Nenad, 2023. "Non-linear stochastic model for dopamine cycle," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
    11. Alkhazzan, Abdulwasea & Wang, Jungang & Nie, Yufeng & Khan, Hasib & Alzabut, Jehad, 2023. "An effective transport-related SVIR stochastic epidemic model with media coverage and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    12. Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Jump-Diffusion Processes," Research Paper Series 157, Quantitative Finance Research Centre, University of Technology, Sydney.
    13. Guo, Pengteng & Shi, Qiqing & Jian, Zeng & Zhang, Jing & Ding, Qun & Yan, Wenhao, 2024. "An intelligent controller of homo-structured chaotic systems under noisy conditions and applications in image encryption," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
    14. Li, Yan & Zhang, Qimin, 2020. "The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
    15. Xianming Sun & Siqing Gan, 2014. "An Efficient Semi-Analytical Simulation for the Heston Model," Computational Economics, Springer;Society for Computational Economics, vol. 43(4), pages 433-445, April.
    16. Li, Zhao-Yan & Shang, Shengnan & Lam, James, 2019. "On stability of neutral-type linear stochastic time-delay systems with three different delays," Applied Mathematics and Computation, Elsevier, vol. 360(C), pages 147-166.
    17. Yansheng Ma & Yong Li, 2012. "A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 28(4), pages 324-341, July.
    18. Wang, Fen & Chen, Yuanlong, 2021. "Mean square exponential stability for stochastic memristor-based neural networks with leakage delay," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    19. Komori Yoshio, 1995. "Stahle ROW-Type Weak Scheme for Stochastic Differential Equations," Monte Carlo Methods and Applications, De Gruyter, vol. 1(4), pages 279-300, December.
    20. Deng, Jie & Li, Hong-Li & Cao, Jinde & Hu, Cheng & Jiang, Haijun, 2023. "State estimation for discrete-time fractional-order neural networks with time-varying delays and uncertainties," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924009561. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.