On the comparison of semi-analytical methods for the stability analysis of delay differential equations

2012 ◽  
Vol 331 (17) ◽  
pp. 4057-4071 ◽  
Author(s):  
Dennis J. Tweten ◽  
Genevieve M. Lipp ◽  
Firas A. Khasawneh ◽  
Brian P. Mann
2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>


Author(s):  
Süleyman Öğrekçi

In this paper, we consider the stability problem of delay differential equations in the sense of Hyers-Ulam-Rassias. Recently this problem has been solved for bounded intervals, our result extends and improve the literature by obtaining stability in unbounded intervals. An illustrative example is also given to compare these results and visualize the improvement.


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