Stochastic Version of Bounded Real Lemma and Applications

2013 ◽  
pp. 327-379 ◽  
Author(s):  
Vasile Dragan ◽  
Toader Morozan ◽  
Adrian-Mihail Stoica
Keyword(s):  
Stochastic Version ◽  
Bounded Real Lemma

Random iterative algorithms and almost sure stability in Banach spaces

Filomat ◽  
2017 ◽  
Vol 31 (12) ◽  
pp. 3611-3626 ◽  
Author(s):  
Abdul Khan ◽  
Vivek Kumar ◽  
Satish Narwal ◽  
Renu Chugh
Keyword(s):  
Banach Space ◽  
Fixed Point ◽  
Iterative Algorithms ◽  
Random Operator ◽  
Almost Sure Stability ◽  
Random Fixed Point ◽  
Stochastic Version ◽  
Contractive Type ◽  
Bochner Integrability ◽  
Weakly Contractive

Many popular iterative algorithms have been used to approximate fixed point of contractive type operators. We define the concept of generalized ?-weakly contractive random operator T on a separable Banach space and establish Bochner integrability of random fixed point and almost sure stability of T with respect to several random Kirk type algorithms. Examples are included to support new results and show their validity. Our work generalizes, improves and provides stochastic version of several earlier results by a number of researchers.

Stability Analysis of an SEIR Epidemic Model with Stochastic Perturbation and Numerical Simulation

2013 ◽  
Vol 14 (2) ◽  
Author(s):  
Xiaoming Fan ◽  
Zhigang Wang
Keyword(s):  
Numerical Simulation ◽  
Asymptotic Behavior ◽  
Epidemic Model ◽  
Reproduction Number ◽  
Stochastic Perturbation ◽  
Random Fluctuation ◽  
Deterministic System ◽  
Stochastic Version ◽  
Special Case ◽  
The Basic Reproduction Number

AbstractAn SEIR epidemic model with constant immigration and random fluctuation around the endemic equilibrium is considered. As a special case, a deterministic system discussed by Li et al. will be incorporated into the stochastic version given by us. We carry out a detailed analysis on the asymptotic behavior of the stochastic model, also regarding of the basic reproduction number ℛ

scholarly journals Stochastic sensitivity of bull and bear states

2021 ◽  
Author(s):  
Jochen Jungeilges ◽  
Elena Maklakova ◽  
Tatyana Perevalova
Keyword(s):  
Additive Noise ◽  
Asset Price ◽  
Market Model ◽  
Asset Market ◽  
Stochastic Version ◽  
Market Participants ◽  
Price Process ◽  
Stochastic Sensitivity ◽  
Stable Equilibria ◽  
Parametric Noise

AbstractWe study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows us to assess the consequences of changes in uncertainty on the dynamics of an asset price process close to stable equilibria. In particular, we focus on noise-induced transitions between bull and bear states of the market under additive as well as parametric noise. Our results are obtained by combining the stochastic sensitivity function (SSF) approach, a mixture of analytical and numerical techniques, due to Mil’shtein and Ryashko (1995) with concepts and techniques from the study of non-smooth 1D maps. We find that the stochastic sensitivity of the respective bull and bear equilibria in the presence of additive noise is higher than under parametric noise. Thus, recurrent transitions are likely to be observed already for relatively low intensities of additive noise.

Robust H2/H∞Control Strategy for Linear Markovian Jump Systems

2014 ◽  
Vol 525 ◽  
pp. 646-652
Author(s):  
Min Bian ◽  
Qing Yun Guo
Keyword(s):  
Control Strategy ◽  
State Feedback ◽  
Control Strategies ◽  
State Feedback Control ◽  
Linear Matrix ◽  
Bounded Real Lemma ◽  
Finite State ◽  
Linear State ◽  
Feasible Solutions ◽  
Jump Systems

The robust H2/<em>H</em>∞ control strategy for a class of linear continuous-time uncertain systems with randomly jumping parameters is investigated. The transition of the jumping parameters is decided by a finite-state Markov process. The uncertainties are supposed to be norm-bounded. It is desired to design a linear state feedback control strategies such that the closed-loop system satisfies H performance and minimizes the H2 norm of the system. A sufficient condition is first established on the existence of the robust H2/<em>H</em>∞controller bases on the bounded real lemma. Then the corresponding state-feedback law is given in terms of a set of linear matrix inequalities (LMIs). It is showed that this condition is equivalent to the feasible solutions problem of LMI. Furthermore, the control strategy design problem is converted into a convex optimization problem subject to LMI constraints, which can be easily solved by standard numerical software.

Monotonically convergent ILC systems designed using bounded real lemma

2012 ◽  
Vol 43 (11) ◽  
pp. 2062-2071 ◽  
Author(s):  
Deyuan Meng ◽  
Yingmin Jia ◽  
Junping Du ◽  
Fashan Yu
Keyword(s):  
Bounded Real Lemma

scholarly journals Testing a stochastic version of the Beddington–DeAngelis functional response in foraging shore crabs

2010 ◽  
Vol 157 (5) ◽  
pp. 1027-1040 ◽  
Author(s):  
Isabel M. Smallegange ◽  
Jaap van der Meer
Keyword(s):  
Functional Response ◽  
Stochastic Version ◽  
Shore Crabs

scholarly journals Large deviations for randomly connected neural networks: II. State-dependent interactions

2018 ◽  
Vol 50 (3) ◽  
pp. 983-1004 ◽  
Author(s):  
Tanguy Cabana ◽  
Jonathan D. Touboul
Keyword(s):  
Neural Networks ◽  
Large Deviations ◽  
Rate Function ◽  
Network Size ◽  
Kuramoto Model ◽  
Empirical Measure ◽  
Large Deviations Principle ◽  
Stochastic Version ◽  
State Dependent ◽  
Spatially Extended

Abstract We continue the analysis of large deviations for randomly connected neural networks used as models of the brain. The originality of the model relies on the fact that the directed impact of one particle onto another depends on the state of both particles, and they have random Gaussian amplitude with mean and variance scaling as the inverse of the network size. Similarly to the spatially extended case (see Cabana and Touboul (2018)), we show that under sufficient regularity assumptions, the empirical measure satisfies a large deviations principle with a good rate function achieving its minimum at a unique probability measure, implying, in particular, its convergence in both averaged and quenched cases, as well as a propagation of a chaos property (in the averaged case only). The class of model we consider notably includes a stochastic version of the Kuramoto model with random connections.

scholarly journals Global analysis of stochastic SIR model with variable diffusion rates

2018 ◽  
Vol 49 (2) ◽  
pp. 155-182 ◽  
Author(s):  
Pitchaimani M. ◽  
Rajasekar S.P.
Keyword(s):  
Equilibrium Solution ◽  
Deterministic Model ◽  
Global Analysis ◽  
Sir Epidemic Model ◽  
Treatment Rate ◽  
Stochastic Version ◽  
Sir Epidemic ◽  
Variable Diffusion ◽  
Stochastic Sir ◽  
Stochastic Sir Model

In this article, a stochastic SIR epidemic model with treatment rate in a population of varying size is proposed and investigated. For the stochastic version, we briefly discuss the existence of global unique solutions and using the Lyapunov function, the disease free equilibrium solution is globally asymptotic stabe if $\mathcal{R}_0\leq1$ and the endemic equilibrium solution is obtained when $\mathcal{R}_0>1$. The main attention is paid to the $p$th-moment exponentially stable on the system, proved under suitable assumptions on the white noise perturbations and the optimal control for the deterministic model. Finally numerical simulations are done to show our theoretical results and to demonstrate the complicated dynamics of the model.

scholarly journals THE COMPARABLY ALMOST (S,T)- STABILITY FOR RANDOM JUNGCK-TYPE ITERATIVE SCHEMES

2019 ◽  
pp. 175
Author(s):  
Dhekra M. Albaqeri ◽  
Rashwan A. Rashwan
Keyword(s):  
Random Operators ◽  
Stochastic Version ◽  
Iterative Schemes

The purpose of this paper is to introduce the concept of generalized - weakly con-tractive random operators and study a new concept of stability introduced by Kim [15] which is alled comparably almost stability and then prove the comparably almost (S,T)- stability for the  Jungck-type random iterative schemes. Our results extend, improve and unify the recent results in  [15], [19], [32] and many others. We also give stochastic version of many important known results.

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