scholarly journals Mean square stability with general decay rate of nonlinear neutral stochastic function differential equations in the $ G $-framework

2022 ◽  
Vol 7 (4) ◽  
pp. 5752-5767
Author(s):  
Guangjie Li ◽  
Keyword(s):  
Differential Equations ◽  
Decay Rate ◽  
Trivial Solution ◽  
General Decay ◽  
Mean Square ◽  
General Decay Rate ◽  
Diffusion Operator ◽  
Mean Square Stability ◽  
Stochastic Function ◽  
Exponentially Stable

<abstract><p>Few results seem to be known about the stability with general decay rate of nonlinear neutral stochastic function differential equations driven by $ G $-Brownain motion ($ G $-NSFDEs in short). This paper focuses on the $ G $-NSFDEs, and the coefficients of these considered $ G $-NSFDEs can be allowed to be nonlinear. It is first proved the existence and uniqueness of the global solution of a $ G $-NSFDE. It is then obtained the trivial solution of the $ G $-NSFDE is mean square stable with general decay rate (including the trivial solution of the $ G $-NSFDE is mean square exponentially stable and the trivial solution of the $ G $-NSFDE is mean square polynomially stable) by $ G $-Lyapunov functions technique. In this paper, auxiliary functions are used to dominate the Lyapunov function and the diffusion operator. Finally, an example is presented to illustrate the obtained theory.</p></abstract>

scholarly journals Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Tian Zhang ◽  
Chuanhou Gao
Keyword(s):  
Differential Equations ◽  
Decay Rate ◽  
Broad Class ◽  
General Decay ◽  
Polynomial Decay ◽  
Almost Sure Stability ◽  
General Decay Rate ◽  
Varying Coefficients ◽  
Highly Nonlinear ◽  
Time Varying Coefficients

<p style='text-indent:20px;'>This paper focuses on the <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th moment and almost sure stability with general decay rate (including exponential decay, polynomial decay, and logarithmic decay) of highly nonlinear hybrid neutral stochastic pantograph differential equations driven by L<inline-formula><tex-math id="M3">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise (NSPDEs-LN). The crucial techniques used are the Lyapunov functions and the nonnegative semi-martingale convergence theorem. Simultaneously, the diffusion operators are permitted to be controlled by several additional functions with time-varying coefficients, which can be applied to a broad class of the non-autonomous hybrid NSPDEs-LN with highly nonlinear coefficients. Besides, <inline-formula><tex-math id="M4">\begin{document}$ H_\infty $\end{document}</tex-math></inline-formula> stability and the almost sure asymptotic stability are also concerned. Finally, two examples are offered to illustrate the validity of the obtained theory.</p>

scholarly journals Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

2003 ◽  
Vol 6 ◽  
pp. 297-313 ◽  
Author(s):  
Desmond J. Higham ◽  
Xuerong Mao ◽  
Andrew M. Stuart
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Numerical Method ◽  
Finite Time ◽  
Mean Square ◽  
Convergence Conditions ◽  
Finite Time Convergence ◽  
Mean Square Stability ◽  
Exponential Mean Square Stability ◽  
Positive Results

AbstractPositive results are proved here about the ability of numerical simulations to reproduce the exponential mean-square stability of stochastic differential equations (SDEs). The first set of results applies under finite-time convergence conditions on the numerical method. Under these conditions, the exponential mean-square stability of the SDE and that of the method (for sufficiently small step sizes) are shown to be equivalent, and the corresponding second-moment Lyapunov exponent bounds can be taken to be arbitrarily close. The required finite-time convergence conditions hold for the class of stochastic theta methods on globally Lipschitz problems. It is then shown that exponential mean-square stability for non-globally Lipschitz SDEs is not inherited, in general, by numerical methods. However, for a class of SDEs that satisfy a one-sided Lipschitz condition, positive results are obtained for two implicit methods. These results highlight the fact that for long-time simulation on nonlinear SDEs, the choice of numerical method can be crucial.

scholarly journals General decay rate of a weakly dissipative viscoelastic equation with a general damping

2020 ◽  
Vol 40 (6) ◽  
pp. 647-666
Author(s):  
Khaleel Anaya ◽  
Salim A. Messaoudi
Keyword(s):  
Decay Rate ◽  
Wide Class ◽  
Nonlinear Damping ◽  
Numerical Results ◽  
General Decay ◽  
General Decay Rate ◽  
Relaxation Functions ◽  
Viscoelastic Equation

In this paper, we consider a weakly dissipative viscoelastic equation with a nonlinear damping. A general decay rate is proved for a wide class of relaxation functions. To support our theoretical findings, some numerical results are provided.

scholarly journals Asymptotic behavior for a viscoelastic Kirchhoff equation with distributed delay and Balakrishnan–Taylor damping

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Abdelbaki Choucha ◽  
Salah Boulaaras
Keyword(s):  
Asymptotic Behavior ◽  
Decay Rate ◽  
Energy Method ◽  
Distributed Delay ◽  
Type Equation ◽  
General Decay ◽  
Kirchhoff Equation ◽  
General Decay Rate ◽  
Kirchhoff Type ◽  
Nonlinear Viscoelastic

AbstractA nonlinear viscoelastic Kirchhoff-type equation with Balakrishnan–Taylor damping and distributed delay is studied. By the energy method we establish the general decay rate under suitable hypothesis.

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