Collocation method for stochastic delay differential equations

https://m2.mtmt.hu/ hun 2026-05-01 19:57 JournalArticle 34124575 APPROVED true Funding Agency and Grant Number: Hungar-ian Scientific Research Fund [OTKA FK-138500] Funding text: The research leading to these results was supported by the Hungar-ian Scientific Research Fund (OTKA FK-138500) . 0 false 2026-01-26T22:17:32.023+0000 2025-01-12T12:42:29.948+0000 2023-09-04T09:05:39.723+0000 true 10076972 Fodor Gergő /api/author/10076972 Author Fodor Gergő (Műszaki mechanika) true 2026-01-26T22:30:35.724+0000 2026-01-26T22:30:35.724+0000 true false true 24 24 /api/publicationtype/24 PublicationType Folyóiratcikk 1 true 24 JournalArticle true 10000059 Article true 24 24 /api/publicationtype/24 PublicationType Folyóiratcikk 1 true 24 JournalArticle /api/subtype/10000059 Szakcikk SubType Szakcikk (Folyóiratcikk) 101 true 10000059 true 1 /api/category/1 Category Tudományos true 1 Fodor, Gergő Collocation method for stochastic delay differential equations true true /api/journal/14695 REVIEWED PROBABILISTIC ENGINEERING MECHANICS 0266-8920 1878-4275 true false 14695 false 14695 true 0266-8920 1878-4275 Journal 74 103515 103515 8 2023 In this work, we present a collocation-based numerical approach for handling stochastic delay differential equations. We approximate the solution function, and after that, we carry out integrations between the predefined collocation points to achieve a mapping from the delayed state to the present state. We build the first and second moment mapping matrices based on the mapping, and we utilize the matrices to approximate the stationary first and second moments and their stability. Numerical studies of a first and second-order stochastic delay differential equation show the convergence and time complexity of the stochastic collocation method. The last section covers the issues and possible further improvements of the method. 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[Sykora, Henrik Tamás (Műszaki mechanika), szerző] 2 0.333 false false false Author 10053835 /api/author/10053835 Sykora Henrik Tamás (Műszaki mechanika) Sykora Henrik Tamás true 10053835 true Sykora Henrik T. true false false AuthorshipType 1 /api/authorshiptype/1 Szerző 0 true 0 true false true PersonAuthorship 109775870 /api/authorship/109775870 Bachrathy, Dániel [Bachrathy, Dániel (műszaki mechanika), szerző] MTA-BME Lendület Szerszámgéprezgések Kutatócsoport (BME / GPK / MM) 3 0.333 false true false Author 10019713 /api/author/10019713 Bachrathy Dániel (műszaki mechanika) Bachrathy Dániel true 10019713 true Bachrathy Dániel true false false AuthorshipType 1 /api/authorshiptype/1 Szerző 0 true 0 true false true PublicationIdentifier 24333393 /api/publicationidentifier/24333393 DOI: 10.1016/j.probengmech.2023.103515 PlainSource 6 /api/publicationsource/6 DOI PublicationSourceType 10001 /api/publicationsourcetype/10001 DOI true true true DOI DOI https://doi.org/@@@ true true 6 true GOLD true IDENTICAL 10.1016/j.probengmech.2023.103515 https://doi.org/10.1016/j.probengmech.2023.103515 false true PublicationIdentifier 24333394 /api/publicationidentifier/24333394 Kiadónál: https://linkinghub.elsevier.com/retrieve/pii/S0266892023001042 PlainSource 141 /api/publicationsource/141 Kiadónál PublicationSourceType 10006 /api/publicationsourcetype/10006 Link true true true Kiadónál At publisher @@@ true true 141 true IDENTICAL https://linkinghub.elsevier.com/retrieve/pii/S0266892023001042 https://linkinghub.elsevier.com/retrieve/pii/S0266892023001042 false true PublicationIdentifier 25451727 /api/publicationidentifier/25451727 WoS: 001106762000001 PlainSource 1 /api/publicationsource/1 WoS PublicationSourceType 10003 /api/publicationsourcetype/10003 Indexelő adatbázis false true true WoS WoS https://www.webofscience.com/wos/woscc/full-record/@@@ true true 1 true IDENTICAL 001106762000001 https://www.webofscience.com/wos/woscc/full-record/001106762000001 false true PublicationIdentifier 24351120 /api/publicationidentifier/24351120 Scopus: 85168795714 PlainSource 3 /api/publicationsource/3 Scopus PublicationSourceType 10003 /api/publicationsourcetype/10003 Indexelő adatbázis false true true Scopus Scopus http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-@@@ true true 3 true IDENTICAL 85168795714 http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85168795714 false true PublicationIdentifier 26012778 /api/publicationidentifier/26012778 Egyéb URL: https://phd.gpk.bme.hu/pub/s/j/l9/t3?3001091 PlainSource 40 /api/publicationsource/40 Egyéb URL PublicationSourceType 10006 /api/publicationsourcetype/10006 Link true true true Egyéb URL Other URL @@@ true true 40 true https://phd.gpk.bme.hu/pub/s/j/l9/t3?3001091 https://phd.gpk.bme.hu/pub/s/j/l9/t3?3001091 true true Classification 10807 /api/classification/10807 Műszaki és technológiai tudományok true true SjrRating 11351354 /api/sjrrating/11351354 sjr:Q2 (2023) Scopus - Aerospace Engineering PROBABILISTIC ENGINEERING MECHANICS 0266-8920 1878-4275 44 0.49 journal RatingType 10002 /api/ratingtype/10002 sjr sjr true true ClassificationExternal 2202 /api/classificationexternal/2202 Scopus - Aerospace Engineering true 2202 true Q2 DIRECT true true Reference 44780393 /api/reference/44780393 1. 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(2023) PROBABILISTIC ENGINEERING MECHANICS 0266-8920 1878-4275 74<div class="JournalArticle Publication long-list"> <div class="authors"> <img title="Forrásközlemény" style="float: left" src="/frontend/resources/grid/publication-core-icon.png"> <img title="Idézőközlemény" style="float: left" src="/frontend/resources/grid/publication-citation-icon.png"> <div class="autype autype0"> <span class="author-name" mtid="10076972"><a href="/gui2/?type=authors&mode=browse&sel=10076972" target="_blank">Fodor Gergő ✉ (<span class="authorship-author-name">Fodor Gergő</span> <span class="authorAux-mtmt"> Műszaki mechanika</span>) </a> </span> <span class="author-affil"><span title="Budapesti Műszaki és Gazdaságtudományi Egyetem">BME</span>/<span title="Gépészmérnöki Kar">GPK</span>/Műszaki Mechanikai Tanszék</span> ;    <span class="author-name" mtid="10053835"><a href="/gui2/?type=authors&mode=browse&sel=10053835" target="_blank">Sykora Henrik T. (<span class="authorship-author-name">Sykora Henrik Tamás</span> <span class="authorAux-mtmt"> Műszaki mechanika</span>) </a> </span> ;    <span class="author-name" mtid="10019713"><a href="/gui2/?type=authors&mode=browse&sel=10019713" target="_blank">Bachrathy Dániel (<span class="authorship-author-name">Bachrathy Dániel</span> <span class="authorAux-mtmt"> műszaki mechanika</span>) </a> </span> <span class="author-affil"><span title="Budapesti Műszaki és Gazdaságtudományi Egyetem">BME</span>/<span title="Gépészmérnöki Kar">GPK</span>/<span title="Műszaki Mechanikai Tanszék">MM</span>/MTA-BME Lendület Szerszámgéprezgések Kutatócsoport</span> </div> </div> <div class="title"><a href="/gui2/?mode=browse&params=publication;34124575" target="_blank">Collocation method for stochastic delay differential equations</a></div> <div> <span class="journal-title">PROBABILISTIC ENGINEERING MECHANICS</span> <span class="journal-issn">(<a target="_blank" href="https://portal.issn.org/resource/ISSN/0266-8920">0266-8920</a> <a target="_blank" href="https://portal.issn.org/resource/ISSN/1878-4275">1878-4275</a>)</span>: <span class="journal-volume">74</span> <span class="page"> Paper 103515. 8 p. </span> <span class="year">(2023)</span> </div> <div class="pub-footer"> <span class="language" xmlns="http://www.w3.org/1999/html">Nyelv: Angol | </span> <span class="identifiers"> <span class="id identifier oa_GOLD" title=" Gold "> <a style="color:blue" title="10.1016/j.probengmech.2023.103515" target="_blank" href="https://doi.org/10.1016/j.probengmech.2023.103515"> DOI </a> </span> <span class="id identifier oa_none" title="none"> <a style="color:blue" title="https://linkinghub.elsevier.com/retrieve/pii/S0266892023001042" target="_blank" href="https://linkinghub.elsevier.com/retrieve/pii/S0266892023001042"> Kiadónál </a> </span> <span class="id identifier oa_none" title="none"> <a style="color:blue" title="001106762000001" target="_blank" href="https://www.webofscience.com/wos/woscc/full-record/001106762000001"> WoS </a> </span> <span class="id identifier oa_none" title="none"> <a style="color:blue" title="85168795714" target="_blank" href="http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85168795714"> Scopus </a> </span> <span class="id identifier oa_none" title="none"> <a style="color:black" title="https://phd.gpk.bme.hu/pub/s/j/l9/t3?3001091" target="_blank" href="https://phd.gpk.bme.hu/pub/s/j/l9/t3?3001091"> Egyéb URL </a> </span> </span> <OnlyViewableByAuthor><div class="ratings"> <div class="journal-subject">Folyóirat szakterülete: Scopus - Aerospace Engineering   SJR indikátor: Q2</div> <div class="journal-subject">Folyóirat szakterülete: Scopus - Civil and Structural Engineering   SJR indikátor: Q2</div> <div class="journal-subject">Folyóirat szakterülete: Scopus - Condensed Matter Physics   SJR indikátor: Q2</div> <div class="journal-subject">Folyóirat szakterülete: Scopus - Mechanical Engineering   SJR indikátor: Q2</div> <div class="journal-subject">Folyóirat szakterülete: Scopus - Nuclear Energy and Engineering   SJR indikátor: Q2</div> <div class="journal-subject">Folyóirat szakterülete: Scopus - Ocean Engineering   SJR indikátor: Q2</div> <div class="journal-subject">Folyóirat szakterülete: Scopus - Statistical and Nonlinear Physics   SJR indikátor: Q2</div> </div></OnlyViewableByAuthor> <div class="publication-citation" style="margin-left: 0.5cm;"> <span title="Nyilvános idézőközlemények összesen, említések nélkül" class="citingPub-count">Nyilvános idéző összesen: 1</span> | Független: 0 | Függő: 1 | Nem jelölt: 0 | WoS jelölt: 1 | Scopus jelölt: 1 | WoS/Scopus jelölt: 1 | DOI jelölt: 1 </div> <div class="publication-citation"> <a target="_blank" href="/api/publication?cond=citations.related;eq;34124575&sort=publishedYear,desc&sort=title"> Idézett közlemények száma: 6 </a> </div> <div class="mtid"><span class="long-pub-mtid">Közlemény: 34124575</span> | <span class="status-data status-APPROVED"> Nyilvános </span> Forrás Idéző | <span class="type-subtype">Folyóiratcikk ( Szakcikk ) </span> | <span class="pub-category">Tudományos</span> | <span class="publication-sourceOfData">kézi felvitel</span> </div> <div class="funder"> (OTKA-FK 138500) Támogató: NKFIH </div> <div class="notDuplums"><a target="_blank" href="/api/publication/34124575/notduplums">350 Nem duplumnak jelölés</a> </div> <div class="lastModified">Utolsó módosítás: 2025.01.12. 13:42 Pécsi Éva (MTMT Közp 2,3, admin) </div> <pre class="comment" style="margin-top: 0; margin-bottom: 0;"><u>Megjegyzés</u>: Funding Agency and Grant Number: Hungar-ian Scientific Research Fund [OTKA FK-138500] Funding text: The research leading to these results was supported by the Hungar-ian Scientific Research Fund (OTKA FK-138500) .</pre> </div></div>