Related papers: Delay-dependent Asymptotic Stability of Highly Non…
This paper proposes an unconditionally stable numerical method for solving a nonlinear Sobolev model with distributed delay. The proposed computational approach approximates the time derivative by interpolation technique whereas the spatial…
In this paper, we study a conditional distribution dependent stochastic differential equations driven by standard Brownian motion and fractional Brownian motion with Hurst exponent $H>\frac{1}{2}$ simultaneously. First, the existence and…
We consider a nonlinear non-autonomous system with time-varying delays $$ \dot{x_i}(t)=-a_i(t)x_{i}(h_i(t))+\sum_{j=1}^mF_{ij}(t,x_j(g_{ij}(t))) $$ which has a large number of applications in the theory of artificial neural networks. Via…
The solvability and stability analysis of linear time invariant systems of delay differential-algebraic equations (DDAEs) is analyzed. The behavior approach is applied to DDAEs in order to establish characterizations of their solvability in…
In this paper, we consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in [10.11], we can investigate the…
In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…
Delay differential equations (DDEs) with large delays play a pivotal role in understanding stability and bifurcations in systems ranging from neural networks to laser dynamics. While prior work has extensively studied DDEs with discrete…
A new, improved split-step backward Euler (SSBE) method is introduced and analyzed for stochastic differential delay equations(SDDEs) with generic variable delay. The method is proved to be convergent in mean-square sense under conditions…
In this paper, we show that the integration of a stochastic differential equations driven by G-Brownian motion in R can be reduced to the integration of an ordinary differential equations parametrized by a variable in ({\Omega},F). We study…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
In this paper, we investigate the well-posedness of quadratic backward stochastic differential equations driven by G-Brownian motion (referred to as G-BSDEs) with double mean reflections. By employing a representation of the solution via…
We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian motion (GBM) and the constant elasticity of variance (CEV),…
We present a condition for delay-independent stability of a class of nonlinear positive systems. This result applies to systems that are not necessarily monotone and extends recent work on cooperative nonlinear systems.
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…
In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motion have the unique invariant and ergodic measures. Moreover,…
Delay differential equations (DDEs) are widely used in mathematical modeling to describe physical and biological systems. Delays can impact model dynamics, resulting in oscillatory behavior. In physiological systems, this instability may…
In this paper, we study the backward stochastic differential equations driven by G-Brownian motion under the condition that the generator is time-varying Lipschitz continuous with respect to y and time-varying uniformly continuous with…
The paper concerns a class of $n$-dimensional non-autonomous delay differential equations obtained by adding a non-monotone delayed perturbation to a linear homogeneous cooperative system of ordinary differential equations. This family…
This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue…