scholarly journals Exponential Stability of Stochastic Differential Equation with Mixed Delay

2014 ◽  
Vol 2014 ◽  
pp. 1-11 ◽  
Author(s):  
Wenli Zhu ◽  
Jiexiang Huang ◽  
Xinfeng Ruan ◽  
Zhao Zhao
Keyword(s):  
Differential Equation ◽  
Time Delay ◽  
Stochastic Differential Equation ◽  
Exponential Stability ◽  
Sufficient Conditions ◽  
Lyapunov Stability Theory ◽  
Martingale Inequality ◽  
Mixed Delay ◽  
Exponentially Stable ◽  
Theoretical Results

This paper focuses on a class of stochastic differential equations with mixed delay based on Lyapunov stability theory, Itô formula, stochastic analysis, and inequality technique. A sufficient condition for existence and uniqueness of the adapted solution to such systems is established by employing fixed point theorem. Some sufficient conditions of exponential stability and corollaries for such systems are obtained by using Lyapunov function. By utilizing Doob’s martingale inequality and Borel-Cantelli lemma, it is shown that the exponentially stable in the mean square of such systems implies the almost surely exponentially stable. In particular, our theoretical results show that if stochastic differential equation is exponentially stable and the time delay is sufficiently small, then the corresponding stochastic differential equation with mixed delay will remain exponentially stable. Moreover, time delay upper limit is solved by using our theoretical results when the system is exponentially stable, and they are more easily verified and applied in practice.

scholarly journals Exponential Stability of Stochastic Nonlinear Dynamical Price System with Delay

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Wenli Zhu ◽  
Xinfeng Ruan ◽  
Ye Qin ◽  
Jie Zhuang
Keyword(s):  
Time Delay ◽  
Exponential Stability ◽  
Matrix Theory ◽  
Sufficient Conditions ◽  
Lyapunov Stability Theory ◽  
Price System ◽  
Nonlinear Dynamical ◽  
System With Delay ◽  
Exponentially Stable ◽  
Theoretical Results

Based on Lyapunov stability theory, Itô formula, stochastic analysis, and matrix theory, we study the exponential stability of the stochastic nonlinear dynamical price system. Using Taylor's theorem, the stochastic nonlinear system with delay is reduced to ann-dimensional semilinear stochastic differential equation with delay. Some sufficient conditions of exponential stability and corollaries for such price system are established by virtue of Lyapunov function. The time delay upper limit is solved by using our theoretical results when the system is exponentially stable. Our theoretical results show that if the classical price Rayleigh equation is exponentially stable, so is its perturbed system with delay provided that both the time delay and the intensity of perturbations are small enough. Two examples are presented to illustrate our results.

scholarly journals Exponential Stability of Stochastic Systems with Delay and Poisson Jumps

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Wenli Zhu ◽  
Jiexiang Huang ◽  
Zhao Zhao
Keyword(s):  
Time Delay ◽  
Exponential Stability ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Delay Systems ◽  
Mean Square ◽  
Poisson Jumps ◽  
Stochastic Delay ◽  
Exponentially Stable ◽  
The Mean

This paper focuses on the model of a class of nonlinear stochastic delay systems with Poisson jumps based on Lyapunov stability theory, stochastic analysis, and inequality technique. The existence and uniqueness of the adapted solution to such systems are proved by applying the fixed point theorem. By constructing a Lyapunov function and using Doob’s martingale inequality and Borel-Cantelli lemma, sufficient conditions are given to establish the exponential stability in the mean square of such systems, and we prove that the exponentially stable in the mean square of such systems implies the almost surely exponentially stable. The obtained results show that if stochastic systems is exponentially stable and the time delay is sufficiently small, then the corresponding stochastic delay systems with Poisson jumps will remain exponentially stable, and time delay upper limit is solved by using the obtained results when the system is exponentially stable, and they are more easily verified and applied in practice.

scholarly journals Group Consensus of Heterogeneous Multiagent Systems with Time Delay

2021 ◽  
Vol 2021 ◽  
pp. 1-14
Author(s):  
Weixun Li ◽  
Liqiong Zhang
Keyword(s):  
Time Delay ◽  
Multiagent Systems ◽  
Control Algorithm ◽  
Sufficient Conditions ◽  
Lyapunov Stability Theory ◽  
Linear Matrix ◽  
Matrix Inequality ◽  
Group Consensus ◽  
Communication Time ◽  
Theoretical Results

In this paper, a neighbour-based control algorithm of group consensus is designed for a class of hybrid-based heterogeneous multiagent systems with communication time delay. We consider the statics leaders and active leaders, respectively. The original systems are transformed into new error systems by transformation. On the basis of the systems, applying Lyapunov stability theory and adopting the linear matrix inequality method, sufficient conditions which guarantee the heterogeneous multiagent systems stability are obtained. To illustrate the validity of theoretical results, some numerical simulations are given at the end of the paper.

GLOBAL EXPONENTIAL STABILITY FOR A CLASS OF IMPULSIVE INTEGRO-DIFFERENTIAL EQUATION

2008 ◽  
Vol 18 (03) ◽  
pp. 735-743 ◽  
Author(s):  
QINGHUA ZHOU
Keyword(s):  
Differential Equation ◽  
Exponential Stability ◽  
Spectral Radius ◽  
Differential Inequality ◽  
Global Exponential Stability ◽  
Initial Conditions ◽  
Sufficient Conditions ◽  
Integro Differential Equation ◽  
Dynamical Behaviors ◽  
Theoretical Results

The convergent dynamical behaviors of a class of impulsive integro-differential equation are discussed. By establishing an integro-differential inequality with impulsive initial conditions and using the properties of M-cone and eigenspace of the spectral radius of non-negative matrices, some new sufficient conditions to guarantee the global exponential stability are obtained. The results extend and improve the earlier publications. An example is given to illustrate the theoretical results.

On Approximate Large Deviations for 1D Diffusion

2003 ◽  
Vol 10 (2) ◽  
pp. 381-399
Author(s):  
A. Yu. Veretennikov
Keyword(s):  
Differential Equation ◽  
Exact Solution ◽  
Large Deviations ◽  
Stochastic Differential Equation ◽  
Approximation Scheme ◽  
Sufficient Conditions ◽  
Rate Function ◽  
Euler Approximation ◽  
One Dimensional

Abstract We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of a one-dimensional stochastic differential equation on the torus is close to that for an exact solution of this equation.

scholarly journals Hopf Bifurcation of a Delayed Ecoepidemic Model with Ratio-Dependent Transmission Rate

2018 ◽  
Vol 2018 ◽  
pp. 1-10
Author(s):  
Wanjun Xia ◽  
Soumen Kundu ◽  
Sarit Maitra
Keyword(s):  
Hopf Bifurcation ◽  
Time Delay ◽  
Center Manifold ◽  
Transmission Rate ◽  
Sufficient Conditions ◽  
Normal Form Theory ◽  
Center Manifold Theorem ◽  
Form Theory ◽  
Ratio Dependent ◽  
Theoretical Results

A delayed ecoepidemic model with ratio-dependent transmission rate has been proposed in this paper. Effects of the time delay due to the gestation of the predator are the main focus of our work. Sufficient conditions for local stability and existence of a Hopf bifurcation of the model are derived by regarding the time delay as the bifurcation parameter. Furthermore, properties of the Hopf bifurcation are investigated by using the normal form theory and the center manifold theorem. Finally, numerical simulations are carried out in order to validate our obtained theoretical results.

DELAY-DEPENDENT ROBUST EXPONENTIAL STABILITY FOR UNCERTAIN RECURRENT NEURAL NETWORKS WITH TIME-VARYING DELAYS

2007 ◽  
Vol 17 (03) ◽  
pp. 207-218 ◽  
Author(s):  
BAOYONG ZHANG ◽  
SHENGYUAN XU ◽  
YONGMIN LI
Keyword(s):  
Neural Networks ◽  
Exponential Stability ◽  
Recurrent Neural Networks ◽  
Sufficient Conditions ◽  
Linear Matrix ◽  
Time Varying ◽  
Parameter Uncertainties ◽  
Robust Exponential Stability ◽  
Neuron Activation ◽  
Exponentially Stable

This paper considers the problem of robust exponential stability for a class of recurrent neural networks with time-varying delays and parameter uncertainties. The time delays are not necessarily differentiable and the uncertainties are assumed to be time-varying but norm-bounded. Sufficient conditions, which guarantee that the concerned uncertain delayed neural network is robustly, globally, exponentially stable for all admissible parameter uncertainties, are obtained under a weak assumption on the neuron activation functions. These conditions are dependent on the size of the time delay and expressed in terms of linear matrix inequalities. Numerical examples are provided to demonstrate the effectiveness and less conservatism of the proposed stability results.

scholarly journals Synchronization of Coupled Networks with Uncertainties

2013 ◽  
Vol 2013 ◽  
pp. 1-13
Author(s):  
Yi Zuo ◽  
Xinsong Yang
Keyword(s):  
Lyapunov Stability ◽  
Stability Theory ◽  
Sufficient Conditions ◽  
Lyapunov Stability Theory ◽  
Adaptive Controller ◽  
Nonlinear Perturbations ◽  
Coupled Networks ◽  
Barbalat Lemma ◽  
Asymptotic Synchronization ◽  
Theoretical Results

Asymptotic synchronization for a class of coupled networks with nondelayed and delayed couplings is investigated. A distinct feature of the network is that all the dynamical nodes are affected by uncertain nonlinear nonidentical perturbations. In order to synchronize the network onto a given isolate trajectory, a novel adaptive controller is designed to overcome the effects of the nonidentical uncertain nonlinear perturbations. The designed controller has better robustness than classical adaptive controller, since it can realize the synchronization goal whether the nodes have these perturbations or not. Based on the Lyapunov stability theory and the Barbalat lemma, sufficient conditions guaranteeing the asymptotic synchronization of the coupled network are derived. Two examples with numerical simulations are given to illustrate the effectiveness of the theoretical results. Simulations also demonstrate that our adaptive controller has better robustness than existing ones.

Equivalence of Lp Stability and Exponential Stability of Nonlinear Lipschitzian Semigroups

2012 ◽  
Vol 55 (4) ◽  
pp. 882-889
Author(s):  
Song Xueli ◽  
Peng Jigen
Keyword(s):  
Exponential Stability ◽  
Dynamic Systems ◽  
Nonlinear Dynamic ◽  
Sufficient Conditions ◽  
Nonlinear Dynamic Systems ◽  
Nonlinear Semigroup ◽  
Exponentially Stable ◽  
Lipschitzian Semigroup

AbstractLp stability and exponential stability are two important concepts for nonlinear dynamic systems. In this paper, we prove that a nonlinear exponentially bounded Lipschitzian semigroup is exponentially stable if and only if the semigroup is Lp stable for some p > 0. Based on the equivalence, we derive two sufficient conditions for exponential stability of the nonlinear semigroup. The results obtained extend and improve some existing ones.

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