scholarly journals Two unsolved problems in the stability theory of stochastic differential equations with delay

2012 ◽  
Vol 25 (3) ◽  
pp. 636-637 ◽  
Author(s):  
Leonid Shaikhet
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stability Theory ◽  
The Stability ◽  
Equations With Delay

scholarly journals The Mean Stability Criteria in terms of Two Measures for Stochastic Differential Equations with Coefficient’s Uncertainty

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Rui Zhang ◽  
Yinjing Guo ◽  
Xiangrong Wang ◽  
Xueqing Zhang
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stochastic Stability ◽  
Stochastic Systems ◽  
Stability Criteria ◽  
Two Measures ◽  
The Mean ◽  
The Stability

This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô’s systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient’s uncertainty.

Non-local effects in the stability of flow between eccentric rotating cylinders

1972 ◽  
Vol 54 (3) ◽  
pp. 393-415 ◽  
Author(s):  
R. C. Diprima ◽  
J. T. Stuart
Keyword(s):  
Differential Equations ◽  
Stability Theory ◽  
Taylor Number ◽  
Circular Cylinders ◽  
Taylor Vortex ◽  
Local Theory ◽  
Local Instability ◽  
Clearance Ratio ◽  
Linearized Stability ◽  
The Stability

In this paper the linear stability of the flow between two long eccentric rotating circular cylinders is considered. The problem, which is of interest in lubrication technology, is an extension of the classical Taylor problem for concentric cylinders. The basic flow has components in the radial and azimuthal directions and depends on both of these co-ordinates. As a consequence the linearized stability equations arepartial differential equationsrather than ordinary differential equations. Thus standard methods of stability theory are not immediately useful. However, there are two small parameters in the problem, namely δ, the clearance ratio, and ε, the eccentricity. By letting these parameters tend to zero in such a way that δ½ is proportional to ε, a global solution to the stability problem is obtained without recourse to the concept of ‘local instability’, or ‘parallel-flow’ approximation, so commonly used in boundary-layer stability theory. It is found that the predictions of the present theory are at variance with what is given by a ‘local’ theory. First, the Taylor-vortex amplitude is found to be largest at about 90° downstream of the region of ‘maximum local instability’. This result is given support by some experimental observations of Vohr (1968) with δ = 0·1 and ε = 0·475, which yield a corresponding angle of about 50°. Second, the critical Taylor number rises with ε, rather than initially decreasing with ε as predicted by local stability theory using the criteria of maximum local instability. The present prediction of the critical Taylor number agrees well with Vohr's experiments for ε up to about 0·5 when δ = 0·01 and for ε up to about 0·2 when δ = 0.1.

scholarly journals Ultimate Boundedness of the Systems Governed by Stochastic Differential Equations

1972 ◽  
Vol 47 ◽  
pp. 111-144 ◽  
Author(s):  
Yoshio Miyahara
Keyword(s):  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Stochastic Differential Equations ◽  
Functional Differential Equations ◽  
Ultimate Boundedness ◽  
Functional Differential ◽  
The Stability

The stability of the systems given by ordinary differential equations or functional-differential equations has been studied by many mathematicians. The most powerful tool in this field seems to be the Liapunov’s second method (see, for example [6]).

The Projective Synchronization of Drive-Reponse Complex Dynamical Networks

2014 ◽  
Vol 687-691 ◽  
pp. 2458-2461
Author(s):  
Feng Ling Jia
Keyword(s):  
Differential Equations ◽  
Numerical Simulations ◽  
Fractional Order ◽  
Stability Theory ◽  
Complex Dynamical Networks ◽  
Projective Synchronization ◽  
Dynamical Networks ◽  
Fractional Order Differential Equations ◽  
The Stability ◽  
Response Complex

This paper investigates the projective synchronization of drive-response complex dynamical networks. Based on the stability theory for fractional-order differential equations, controllers are designed torealize the projective synchronization for complex dynamical networks. Morover, some simple synchronization conditions are proposed. Numerical simulations are presented to show the effectiveness of the proposed method.

scholarly journals On the stability and boundedness of solutions of nonlinear third order differential equations with delay

Filomat ◽  
2010 ◽  
Vol 24 (3) ◽  
pp. 1-10 ◽  
Author(s):  
Cemil Tunç
Keyword(s):  
Differential Equation ◽  
Differential Equations ◽  
Order Differential Equation ◽  
Relevant Literature ◽  
Stability Result ◽  
Boundedness Of Solutions ◽  
Third Order ◽  
Functional Differential ◽  
The Stability ◽  
Equations With Delay

By defining a Lyapunov functional, we investigate the stability and boundedness of solutions to nonlinear third order differential equation with constant delay, r : x'''(t) + g(x(t), x'(t))x''(t) + f (x(t - r), x'(t - r)) + h(x(t - r)) = p(t, x(t), x'(t), x(t - r), x'(t - r), x''(t)), when p(t, x(t), x'(t), x(t - r), x'(t - r), x''(t)) = 0 and ? 0, respectively. Our results achieve a stability result which exists in the relevant literature of ordinary nonlinear third order differential equations without delay to the above functional differential equation for the stability and boundedness of solutions. An example is introduced to illustrate the importance of the results obtained.

scholarly journals Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]

Filomat ◽  
2017 ◽  
Vol 31 (18) ◽  
pp. 5629-5645 ◽  
Author(s):  
Maja Obradovic ◽  
Marija Milosevic
Keyword(s):  
Differential Equations ◽  
Exponential Stability ◽  
Stochastic Differential Equations ◽  
Stability Result ◽  
Time Dependent ◽  
Almost Sure Exponential Stability ◽  
Linear Growth Condition ◽  
Highly Nonlinear ◽  
The Stability ◽  
Drift Coefficient

This paper represents a generalization of the stability result on the Euler-Maruyama solution, which is established in the paper M. Milosevic, Almost sure exponential stability of solutions to highly nonlinear neutral stochastics differential equations with time-dependent delay and Euler-Maruyama approximation, Math. Comput. Model. 57 (2013) 887 - 899. The main aim of this paper is to reveal the sufficient conditions for the global almost sure asymptotic exponential stability of the ?-Euler-Maruyama solution (? ? [0, 1/2 ]), for a class of neutral stochastic differential equations with time-dependent delay. The existence and uniqueness of solution of the approximate equation is proved by employing the one-sided Lipschitz condition with respect to the both present state and delayed arguments of the drift coefficient of the equation. The technique used in proving the stability result required the assumption ? ?(0, 1/2], while the method is defined by employing the parameter ? with respect to the both drift coefficient and neutral term. Bearing in mind the difference between the technique which will be applied in the present paper and that used in the cited paper, the Euler-Maruyama case (? = 0) is considered separately. In both cases, the linear growth condition on the drift coefficient is applied, among other conditions. An example is provided to support the main result of the paper.

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