1,180 research outputs found
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory
Sufficient Conditions for Polynomial Asymptotic Behaviour of the Stochastic Pantograph Equation
This paper studies the asymptotic growth and decay properties of solutions of
the stochastic pantograph equation with multiplicative noise. We give
sufficient conditions on the parameters for solutions to grow at a polynomial
rate in -th mean and in the almost sure sense. Under stronger conditions the
solutions decay to zero with a polynomial rate in -th mean and in the almost
sure sense. When polynomial bounds cannot be achieved, we show for a different
set of parameters that exponential growth bounds of solutions in -th mean
and an almost sure sense can be obtained. Analogous results are established for
pantograph equations with several delays, and for general finite dimensional
equations.Comment: 29 pages, to appear Electronic Journal of Qualitative Theory of
Differential Equations, Proc. 10th Coll. Qualitative Theory of Diff. Equ.
(July 1--4, 2015, Szeged, Hungary
New advances in H∞ control and filtering for nonlinear systems
The main objective of this special issue is to
summarise recent advances in H∞ control and filtering
for nonlinear systems, including time-delay, hybrid and
stochastic systems. The published papers provide new
ideas and approaches, clearly indicating the advances
made in problem statements, methodologies or applications
with respect to the existing results. The special
issue also includes papers focusing on advanced and
non-traditional methods and presenting considerable
novelties in theoretical background or experimental
setup. Some papers present applications to newly
emerging fields, such as network-based control and
estimation
Brownian Molecules Formed by Delayed Harmonic Interactions
A time-delayed response of individual living organisms to information
exchanged within flocks or swarms leads to the emergence of complex collective
behaviors. A recent experimental setup by (Khadka et al 2018 Nat. Commun. 9
3864), employing synthetic microswimmers, allows to emulate and study such
behavior in a controlled way, in the lab. Motivated by these experiments, we
study a system of N Brownian particles interacting via a retarded harmonic
interaction. For , we characterize its collective behavior
analytically, by solving the pertinent stochastic delay-differential equations,
and for by Brownian dynamics simulations. The particles form
molecule-like non-equilibrium structures which become unstable with increasing
number of particles, delay time, and interaction strength. We evaluate the
entropy and information fluxes maintaining these structures and, to
quantitatively characterize their stability, develop an approximate
time-dependent transition-state theory to characterize transitions between
different isomers of the molecules. For completeness, we include a
comprehensive discussion of the analytical solution procedure for systems of
linear stochastic delay differential equations in finite dimension, and new
results for covariance and time-correlation matrices.Comment: 36 pages, 26 figures, current version: further improvements and one
correctio
Stabilization via delay feedback for highly nonlinear stochastic time-varying delay systems with Markovian switching and Poisson jump
Little work seems to be known about stabilization results of highly nonlinear stochastic time-varying delay systems (STVDSs) with Markovian switching and Poisson jump. This paper is concerned with the stabilization problem for a class of STVDSs with Markovian switching and Poisson jump. The coefficients of such systems do not satisfy the conventional linear growth conditions, but are subject to high nonlinearity. The aim of this paper is to design a delay feedback controller to make an unstable highly nonlinear STVDSs with Markovian switching and Poisson jump H∞-stable and asymptotically stable. Besides, an illustrative example is provided to support the theoretical results
Partial asymptotic stability of neutral pantograph stochastic differential equations with Markovian switching
In this paper, we investigate the partial asymptotic stability (PAS) of neutral
pantograph stochastic differential equations with Markovian switching (NPSDEwMSs).
The main tools used to show the results are the Lyapunov method and the stochastic
calculus techniques. We discuss a numerical example to illustrate our main results
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
This paper discusses exponential stability of solutions for highly nonlinear hybrid pantograph stochastic differential equations (PSDEs). Two criteria are proposed to guarantee exponential stability of the solution. The first criterion is a Khasminskii-type condition involving general Lyapunov functions. The second is developed on coefficients of the equation in virtue of M-matrix techniques. Based on the second criterion, robust stability of a perturbed hybrid PSDE is also investigated. The theory shows how much an exponentially stable hybrid PSDE can tolerate to remain stable
Further results on exponential estimates of markovian jump systems with mode-dependent time-varying delays
This technical note studies the problem of exponential estimates for Markovian jump systems with mode-dependent interval time-varying delays. A novel LyapunovKrasovskii functional (LKF) is constructed with the idea of delay partitioning, and a less conservative exponential estimate criterion is obtained based on the new LKF. Illustrative examples are provided to show the effectiveness of the proposed results. © 2010 IEEE.published_or_final_versio
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