Stability of hybrid stochastic retarded systems

Abstract-In the past few years, hybrid stochastic retarded systems (also known as stochastic retarded systems with Markovian switching), including hybrid stochastic delay systems, have been intensively studied. Among the key results, Mao et al. proposed the Razumikhin-type theorem on exponential stability of stochastic functional differential equations with Markovian switching and its application to hybrid stochastic delay interval systems. However, the importance of general asymptotic stability has not been considered. This paper is to study Razumikhin-type theorems on general theorem moment asymptotic stability of hybrid stochastic retarded systems. The proposed theorems apply to complex systems including some cases when the existing results cannot be used

Stochastic Resonance Can Drive Adaptive Physiological Processes

Stochastic resonance (SR) is a concept from the physics and engineering communities that has applicability to both systems physiology and other living systems. In this paper, it will be argued that stochastic resonance plays a role in driving behavior in neuromechanical systems. The theory of stochastic resonance will be discussed, followed by a series of expected outcomes, and two tests of stochastic resonance in an experimental setting. These tests are exploratory in nature, and provide a means to parameterize systems that couple biological and mechanical components. Finally, the potential role of stochastic resonance in adaptive physiological systems will be discussed

SMC design for robust H∞ control of uncertain stochastic delay systems

Recently, sliding mode control method has been extended to accommodate stochastic systems. However, the existing results employ an assumption that may be too restrictive for many stochastic systems. This paper aims to remove this assumption and present in terms of LMIs a sliding mode control design method for stochastic systems with state delay. In some cases, the proposed method provides a control scheme for finite-time stabilization of stochastic delay systems

EQUIVALENCES BETWEEN STOCHASTIC SYSTEMS

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and between stochastic and soluble {\em non-stochastic} models. The results agree with experiments on one-dimensional annihilation-coagulation processes.Comment: 15 pages, Latex. Some corrections made and an appendix adde

Linear quantum state diffusion for non-Markovian open quantum systems

We demonstrate the relevance of complex Gaussian stochastic processes to the stochastic state vector description of non-Markovian open quantum systems. These processes express the general Feynman-Vernon path integral propagator for open quantum systems as the classical ensemble average over stochastic pure state propagators in a natural way. They are the coloured generalization of complex Wiener processes in quantum state diffusion stochastic Schrodinger equations.Comment: 9 pages, RevTeX, appears in Physics Letters

Stochastic Variational Integrators

This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action. Using this result the paper derives Langevin-type equations for constrained mechanical systems and implements a stochastic analog of Lagrangian reduction. These are easy consequences of the fact that the stochastic action is intrinsically defined. Stochastic variational integrators (SVIs) are developed using a discretized stochastic variational principle. The paper shows that the discrete flow of an SVI is a.s. symplectic and in the presence of symmetry a.s. momentum-map preserving. A first-order mean-square convergent SVI for mechanical systems on Lie groups is introduced. As an application of the theory, SVIs are exhibited for multiple, randomly forced and torqued rigid-bodies interacting via a potential.Comment: 21 pages, 8 figure