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Due to the existence of multiple stationary distributions, we study the stability and instability of a stationary distribution for distribution dependent stochastic differential equations. This note is devoted to the instability of a…

Probability · Mathematics 2025-10-07 Shao-Qin Zhang

This paper proposes a unified approach for studying global exponential stability of a general class of switched systems described by time-varying nonlinear functional differential equations. Some new delay-independent criteria of global…

Dynamical Systems · Mathematics 2021-09-16 Nguyen Khoa Son , Le Van Ngoc

For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying…

Optimization and Control · Mathematics 2022-07-05 Qiaoling Chen , Jun Zheng , Guchuan Zhu

In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…

Probability · Mathematics 2020-09-15 P. Balasubramaniam , T. Sathiyaraj , K. Priya

We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…

Probability · Mathematics 2016-09-07 Salah-Eldin A. Mohammed , Michael K. R. Scheutzow

In this paper, we investigate solution stability for control problems of partial differential equations with the cost functional not involving the usual quadratic term for the control. We first establish a sufficient optimality condition…

Optimization and Control · Mathematics 2017-07-13 Nguyen Thanh Qui , Daniel Wachsmuth

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

We establish moment estimates for the invariant measure of a stochastic partial differential equation describing motion by mean curvature flow in (1+1) dimension, leading to polynomial stability of the associated Markov semigroup. We also…

Probability · Mathematics 2019-01-28 Abelhadi Es-Sarhir , Max von Renesse , Wilhelm Stannat

We study the stability of a four parameter family of spatially periodic traveling wave solutions of the generalized Benjamin-Bona-Mahony equation to two classes of perturbations: periodic perturbations with the same periodic structure as…

Analysis of PDEs · Mathematics 2015-05-13 Mathew A. Johnson

In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equations. The unknown solution is expanded into an orthogonal…

Numerical Analysis · Mathematics 2019-04-10 Roland Pulch , Florian Augustin

We study exponential stability for a kind of neural networks having time-varying delay. By extending the auxiliary function-based integral inequality, a novel integral inequality is derived by using weighted orthogonal functions of which…

Optimization and Control · Mathematics 2020-05-14 Seakweng Vong , Kachon Hoi , Chenyang Shi

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…

Systems and Control · Electrical Eng. & Systems 2021-11-02 A. R. Tavakolpour-Saleh

This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…

Optimization and Control · Mathematics 2023-07-19 Weihai Zhang , Bor-Sen Chen

In this article, we study the persistence of properties of a given classical deter-ministic dierential equation under a stochastic perturbation of two distinct forms: external and internal. The rst case corresponds to add a noise term to a…

Dynamical Systems · Mathematics 2019-10-02 Jacky Cresson , Yasmina Kheloufi , Khadra Nachi , Frédéric Pierret

We present a stability analysis of the standard nonautonomous systems type for a recently introduced generalized Lane-Emden equation which is shown to explain the presence of some of the structures observed in the atomic spatial…

Mathematical Physics · Physics 2018-09-11 Ronald Adams , Stefan C. Mancas , Haret C. Rosu

We consider stochastic perturbations of PDEs which have special pattern solutions, such as (nonlinear) travelling waves, solitons, and spiral waves. We show orbital stability of these patterns on a timescale which is exponential in the…

Dynamical Systems · Mathematics 2024-06-25 Joris van Winden

In this paper we investigate the stability properties of the so-called gBBKS and GeCo methods, which belong to the class of nonstandard schemes and preserve the positivity as well as all linear invariants of the underlying system of…

Numerical Analysis · Mathematics 2023-04-04 Thomas Izgin , Stefan Kopecz , Angela Martiradonna , Andreas Meister

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

Dynamical Systems · Mathematics 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss