Stability of numerical method for semi-linear stochastic pantograph differential equations

Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results

Multiple Positive Solutions to Multipoint Boundary Value Problem for a System of Second-Order Nonlinear Semipositone Differential Equations on Time Scales

We study a system of second-order dynamic equations on time scales (p1u1∇)Δ(t)-q1(t)u1(t)+λf1(t,u1(t),u2(t))=0,t∈(t1,tn),(p2u2∇)Δ(t)-q2(t)u2(t)+λf2(t,u1(t), u2(t))=0, satisfying four kinds of different multipoint boundary value conditions, fi is continuous and semipositone. We derive an interval of λ such that any λ lying in this interval, the semipositone coupled boundary value problem has multiple positive solutions. The arguments are based upon fixed-point theorems in a cone

Analysis of stability for stochastic delay integro-differential equations

Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler–Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results

Chaos Analysis and Control of Relative Rotation System with Mathieu-Duffing Oscillator

Chaos analysis and control of relative rotation nonlinear dynamic system with Mathieu-Duffing oscillator are investigated. By using Lagrange equation, the dynamics equation of relative rotation system has been established. Melnikov’s method is applied to predict the chaotic behavior of this system. Moreover, the chaotic dynamical behavior can be controlled by adding the Gaussian white noise to the proposed system for the sake of changing chaos state into stable state. Through numerical calculation, the Poincaré map analysis and phase portraits are carried out to confirm main results

Stability criteria on delay-dependent robust stability for uncertain neutral stochastic nonlinear systems with time-delay

Abstract This work mainly studies the robust stability analysis and design of a controller for uncertain neutral stochastic nonlinear systems with time-delay. Using a modified Lyapunov–Krasovskii functional and the free-weighting matrices technique, we establish some new delay-dependent criteria in terms of linear matrix inequality (LMI). The innovative point of this work is that we generalize the robust stability analysis of nonlinear stochastic time-delay systems to the uncertain neutral stochastic systems. Due to the added derivative term of time-delay, the proposed scheme can be applied more widely. Finally, numerical examples are provided to validate the derived results

Asymptotic behavior of solutions to a class of fourth-order nonlinear evolution equations with dispersive and dissipative terms

Abstract We study the long time asymptotic behavior of solutions to a class of fourth-order nonlinear evolution equations with dispersive and dissipative terms. By using the integral estimation method combined with the Gronwall inequality, we point out that the global strong solutions of the problems decay to zero exponentially with the passage of time to infinity. The proof is rigorous and only based on some relatively weak assumptions on the nonlinear term