Exponential Mixing for Retarded Stochastic Differential Equations

In this paper, we discuss exponential mixing property for Markovian semigroups generated by segment processes associated with several class of retarded Stochastic Differential Equations (SDEs) which cover SDEs with constant/variable/distributed time-lags. In particular, we investigate the exponential mixing property for (a) non-autonomous retarded SDEs by the Arzel\`{a}--Ascoli tightness characterization of the space \C equipped with the uniform topology (b) neutral SDEs with continuous sample paths by a generalized Razumikhin-type argument and a stability-in-distribution approach and (c) jump-diffusion retarded SDEs by the Kurtz criterion of tightness for the space \D endowed with the Skorohod topology.Comment: 20 page

Analyzing stability of a delay differential equation involving two delays

Analysis of the systems involving delay is a popular topic among applied scientists. In the present work, we analyze the generalized equation $D^{\alpha} x(t) = g\left(x(t-\tau_1), x(t-\tau_2)\right)$ involving two delays viz. $\tau_1\geq 0$ and $\tau_2\geq 0$. We use the the stability conditions to propose the critical values of delays. Using examples, we show that the chaotic oscillations are observed in the unstable region only. We also propose a numerical scheme to solve such equations.Comment: 10 pages, 7 figure

Stability and stabilization of fractional order time delay systems

U ovom radu predstavljeni su neki osnovni rezultati koji se odnose na kriterijume stabilnosti sistema necelobrojnog reda sa kašnjenjem kao i za sisteme necelobrojnog reda bez kašnjenja.Takođe, dobijeni su i predstavljeni dovoljni uslovi za konačnom vremenskom stabilnost i stabilizacija za (ne)linearne (ne)homogene kao i za perturbovane sisteme necelobrojnog reda sa vremenskim kašnjenjem. Nekoliko kriterijuma stabilnosti za ovu klasu sistema necelobrojnog reda je predloženo korišćenjem nedavno dobijene generalizovane Gronval nejednakosti, kao i 'klasične' Belman-Gronval nejednakosti. Neki zaključci koji se odnose na stabilnost sistema necelobrojnog reda su slični onima koji se odnose na klasične sisteme celobrojnog reda. Na kraju, numerički primer je dat u cilju ilustracije značaja predloženog postupka.In this paper, some basic results of the stability criteria of fractional order system with time delay as well as free delay are presented. Also, we obtained and presented sufficient conditions for finite time stability and stabilization for (non)linear (non)homogeneous as well as perturbed fractional order time delay systems. Several stability criteria for this class of fractional order systems are proposed using a recently suggested generalized Gronwall inequality as well as 'classical' Bellman-Gronwall inequality. Some conclusions for stability are similar to those of classical integerorder differential equations. Finally, a numerical example is given to illustrate the validity of the proposed procedure

Robust stability of fractional order polynomials with complicated uncertainty structure

The main aim of this article is to present a graphical approach to robust stability analysis for families of fractional order (quasi-)polynomials with complicated uncertainty structure. More specifically, the work emphasizes the multilinear, polynomial and general structures of uncertainty and, moreover, the retarded quasi-polynomials with parametric uncertainty are studied. Since the families with these complex uncertainty structures suffer from the lack of analytical tools, their robust stability is investigated by numerical calculation and depiction of the value sets and subsequent application of the zero exclusion condition. © 2017 Matusu et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.European Regional Development Fund under the project CEBIA-Tech Instrumentation [CZ.1.05/ 2.1.00/19.0376]; Ministry of Education, Youth and Sports of the Czech Republic within the National Sustainability Programme [LO1303, MSMT-7778/2014

Stability of fractional order systems

The theory and applications of fractional calculus (FC) had a considerable progress during the last years. Dynamical systems and control are one of the most active areas, and several authors focused on the stability of fractional order systems. Nevertheless, due to the multitude of efforts in a short period of time, contributions are scattered along the literature, and it becomes difficult for researchers to have a complete and systematic picture of the present day knowledge. This paper is an attempt to overcome this situation by reviewing the state of the art and putting this topic in a systematic form. While the problem is formulated with rigour, from the mathematical point of view, the exposition intends to be easy to read by the applied researchers. Different types of systems are considered, namely, linear/nonlinear, positive, with delay, distributed, and continuous/discrete. Several possible routes of future progress that emerge are also tackled

Analytical and Numerical Methods for Differential Equations and Applications

The book is a printed version of the Special issue Analytical and Numerical Methods for Differential Equations and Applications, published in Frontiers in Applied Mathematics and Statistic

Finite-time stability analysis of fractional order time delay systems: Bellman-Gronwall's approach

Ovaj rad proširuje neke osnovne rezultate iz oblasti praktične stabilnosti i stabilnosti na konačnom vremenskom intervalu na nelinearne, perturbovane sisteme sa kašnjenjem necelobrojnog reda gde je predložen postupak testiranja robusne stabilnosti. Proučavan je problem dovoljnih uslova koji omogućavaju da trajektorije sistema ostaju unutar a priori zadatih skupova i to za posebnu klasu nelinearnih sistema sa kašnjenjem necelobrojnog reda.The paper extends some basic results from the area of finite time and practical stability to nonlinear, perturbed, fractional order time-delay systems where a robust stability test procedure is proposed. The problem of sufficient conditions that enable system trajectories to stay within the a priori given sets for the particular class of nonlinear fractional order time delay systems is examined

Finite-time stability analysis of fractional order time delay systems: Bellman-Gronwall's approach

Ovaj rad proširuje neke osnovne rezultate iz oblasti praktične stabilnosti i stabilnosti na konačnom vremenskom intervalu na nelinearne, perturbovane sisteme sa kašnjenjem necelobrojnog reda gde je predložen postupak testiranja robusne stabilnosti. Proučavan je problem dovoljnih uslova koji omogućavaju da trajektorije sistema ostaju unutar a priori zadatih skupova i to za posebnu klasu nelinearnih sistema sa kašnjenjem necelobrojnog reda.The paper extends some basic results from the area of finite time and practical stability to nonlinear, perturbed, fractional order time-delay systems where a robust stability test procedure is proposed. The problem of sufficient conditions that enable system trajectories to stay within the a priori given sets for the particular class of nonlinear fractional order time delay systems is examined