On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale

The aim of this paper is to derive a novel discrete form of stochastic fractional Grönwall lemma involving a martingale. The proof of the derived inequality is accomplished by a corresponding no randomness form of the discrete fractional Grönwall inequality and an upper bound for discrete-time martingales representing the supremum in terms of the infimum. The release of a martingale term on the right-hand side of the given inequality and the graded L1 difference formula for the time Caputo fractional derivative of order 0 < α < 1 on the left-hand side are the main challenges of the stated and proved main theorem. As an example of application, the constructed theorem is used to derive an a priori estimate for a discrete stochastic fractional model at the end of the paper.

Stability of Nonlocal Stochastic Volterra Equations

In this paper, we study Ulam-Hyers-Rassias stability of solutions for nonlocal stochastic Volterra equations. Sufficient conditions for the existence and stability of solutions are derived using the Gronwall lemma. The advantage of our model equation is that it allows for additional measurements leading to better results compared to models with local initial conditions. Examples are solved to illustrate the applications of the results.

A near-optimal decentralized control approach for polynomial nonlinear interconnected systems

This article tackles the decentralized near-optimal control problem for the class of nonlinear polynomial interconnected system based on a shifted Legendre polynomials direct approach. The proposed method converts the interconnected optimal control problems into a nonlinear programming one with multiple constraints. In light of the formulated NLP optimization, state and control coefficients are used to design a nonlinear decentralized state feedback controller. Overall closed-loop system stability sufficient conditions are investigated with the help of Grönwall lemma. The triple inverted pendulum case is considered for simulation. Satisfactory results are obtained in both open-loop and closed-loop schemes with comparison to collocation and state-dependent Riccati equation techniques.

A stochastic convolution integral inequality

We prove a stochastic Gronwall lemma of the convolution type. Our results extend that of Scheutzow [A stochastic Gronwall lemma, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 16 (2013) 1350019], and the related results established in the non-convolution case. The proofs of the present results are essentially based on the Métivier–Pellaumail inequality for semimartingales.

Dissipativity of Fractional Navier–Stokes Equations with Variable Delay

We use classical Galerkin approximations, the generalized Aubin–Lions Lemma as well as the Bellman–Gronwall Lemma to study the asymptotical behavior of a two-dimensional fractional Navier–Stokes equation with variable delay. By modifying the fractional Halanay inequality and the comparison principle, we investigate the dissipativity of the corresponding system, namely, we obtain the existence of global absorbing set. Besides, some available results are improved in this work. The existence of a global attracting set is still an open problem.