English
Related papers

Related papers: Exponential stability of non-autonomous stochastic…

200 papers

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic…

Probability · Mathematics 2024-08-23 Peter Kuchling , Barbara Rüdiger , Baris Ugurcan

This paper is devoted to the study of the stability and stabilizability of heat equation in non-cylindrical domain. The interesting thing is that there is a class of initial values such that the system is no longer exponentially stable. The…

Optimization and Control · Mathematics 2017-12-19 Lingfei Li , Yujing Tang , Hang Gao

We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…

Probability · Mathematics 2011-04-15 Jianhai Bao , Chenggui Yuan

In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equations. Firstly, the sufficient conditions for solutions to grow…

Numerical Analysis · Mathematics 2015-02-03 M. H. Song , Y. L. Lu , M. Z. Liu

The exponential stability and the concentration properties of a class of extended Kalman-Bucy filters are analyzed. New estimation concentration inequalities around partially observed signals are derived in terms of the stability properties…

Probability · Mathematics 2016-10-05 Pierre Del Moral , Aline Kurtzmann , Julian Tugaut

In this paper, we obtain results on exponential stability of second order delay differential equations, which are based on a version of the Floquet theory for delay differential equations of the second order we proposed. Our version allows…

Dynamical Systems · Mathematics 2026-01-05 Alexander Domoshnitsky , Sergey Malev , Tsahi Shavit

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

Mean square exponential stability of $\theta$-EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper. We present new criterion of mean square exponential…

Numerical Analysis · Mathematics 2023-06-22 Guangqiang Lan , Qi Liu

Stochastic branching algorithms provide a useful alternative to grid-based schemes for the numerical solution of partial differential equations, particularly in high-dimensional settings. However, they require a strict control of the…

Probability · Mathematics 2026-03-10 Qiao Huang , Nicolas Privault

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

The present article considers stability of the solutions to nonlinear and nonautonomous compartmental systems governed by ordinary differential equations (ODEs). In particular, compartmental systems with a right-hand side that can be…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Sondre Wiersdalen , Mike Pereira , Annika Lang , Gabor Szederkenyi , Jean Auriol , Balazs Kulcsar

We investigate a scalar characteristic exponential polynomial with complex coefficients associated with a first order scalar differential-difference equation. Our analysis provides necessary and sufficient conditions for allocation of the…

Dynamical Systems · Mathematics 2022-10-25 Rafał Kapica , Radosław Zawiski

A stochastic differential equation with infinite memory is considered. The drift coefficient of the equation is a nonlinear functional of the past history of the solution. Sufficient conditions for existence and uniqueness of stationary…

Probability · Mathematics 2007-05-23 Yuri Bakhtin

We study the stability of a type of stratified flows of the two dimensional inviscid incompressible MHD equations with velocity damping. The exponential stability for the perturbation near certain stratified flow is investigated in a…

Analysis of PDEs · Mathematics 2019-10-24 Yi Du , Wang Yang , Yi Zhou

This paper studies the exponential stability of primal-dual gradient dynamics (PDGD) for solving convex optimization problems where constraints are in the form of Ax+By= d and the objective is min f(x)+g(y) with strongly convex smooth f but…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Xin Chen , Na Li

In this paper, we obtain some stability results of (abstract) dissipative evolution equations with a nonautonomous and nonlinear damping using the exponential stability of the retrograde problem with a linear and autonomous feedback and a…

Analysis of PDEs · Mathematics 2021-10-22 Serge Nicaise

We consider singular quasilinear stochastic partial differential equations (SPDEs) studied in \cite{FHSX}, which are defined in paracontrolled sense. The main aim of the present article is to establish the global-in-time solvability for a…

Probability · Mathematics 2021-06-03 Tadahisa Funaki , Bin Xie

Exponential integrators are a well-known class of time integration methods that have been the subject of many studies and developments in the past two decades. Surprisingly, there have been limited efforts to analyze their stability and…

Numerical Analysis · Mathematics 2021-08-03 Tommaso Buvoli , Michael L. Minion

It is well-known that the exponential stability of Integral Difference Equations and Delay Difference Equations, in the usual state space of continuous functions, is equivalent to the location of the roots of its associated characteristic…

Optimization and Control · Mathematics 2026-01-06 Adam Braun , Jean Auriol , Lucas Brivadis

In this paper, we investigate a class of nonlinear impulsive stochastic differential evolution equations with infinite delay in Banach space. Based on the Krasnoselskii's fixed point theorem, sufficient conditions of the existence of the…

Dynamical Systems · Mathematics 2016-09-07 Shufen Zhao , Minghui Song