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In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay. The main novelty of our approach lies on the use of…

Optimization and Control · Mathematics 2022-09-13 Thiago Alves Lima , Matteo Della Rossa , Frédéric Gouaisbaut , Raphaël Jungers , Sophie Tarbouriech

We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of some fractional in time Partial (Integro) Differential…

Probability · Mathematics 2015-05-19 M. Kelbert , V. Konakov , S. Menozzi

This paper establishes integral representations of mild solutions of impulsive Hilfer fractional differential equations with impulsive conditions and fluctuating lower bounds at impulsive points. Further, the paper provides sufficient…

Optimization and Control · Mathematics 2022-05-18 Divya Raghavan , Sukavanam Nagarajan , Chengbo Zhai

In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller based on discrete time state observations with asynchronous…

Optimization and Control · Mathematics 2026-03-20 Guangqiang Lan , Fansai Meng

In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…

Optimization and Control · Mathematics 2024-01-31 Jasarat J. Gasimov , Nazim I. Mahmudov

This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition.…

Numerical Analysis · Mathematics 2024-09-24 Zhaoyang Wang , Ping Lin

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

The asymptotic stable region and long-time decay rate of solutions to linear homogeneous Caputo time fractional ordinary differential equations (F-ODEs) are known to be completely determined by the eigenvalues of the coefficient matrix.…

Numerical Analysis · Mathematics 2022-01-26 Dongling Wang , Jun Zou

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…

Dynamical Systems · Mathematics 2024-10-07 Laurent Baratchart , Sébastien Fueyo , Jean-Baptiste Pomet

We study two new classes of inverse problems for a time-switched system in which a fractional wave equation (with Caputo derivative of order $\alpha \in (1,2)$) governs the dynamics on the interval $[0,a)$, and a fractional diffusion…

Analysis of PDEs · Mathematics 2026-05-26 E. T. Karimov , N. A. Murolimova

The purpose of this article is to introduce the original results which devoted with the nonlinear control system problems involves of nonlinear differential equations of fractional orders. Thus, this system is described with a mixed of…

Optimization and Control · Mathematics 2024-04-09 B. Hassoun , R. Al-Saphory , S. Hassan

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

In this paper, we study the stabilization problem for the Ito systems with both multiplicative noise and multiple delays which exist widely in applications such as networked control systems. Sufficient and necessary conditions are obtained…

Optimization and Control · Mathematics 2018-07-20 Juanjuan Xu , Huanshui Zhang

This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the…

Methodology · Statistics 2020-06-23 Donggyu Kim , Xinyu Song , Yazhen Wang

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…

Optimization and Control · Mathematics 2020-06-02 Alexander Zuyev , Iryna Vasylieva

In this paper, stability and synchronization of a Caputo fractional BAM neural network system of high-order type and neutral delays are examined. A mixture of properties of fractional calculus, Laplace transform, and analytical techniques…

Dynamical Systems · Mathematics 2020-10-01 Sakina Othmani , Nasser-eddine Tatar

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…

Probability · Mathematics 2013-10-09 Georgiy Shevchenko

We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…

Probability · Mathematics 2019-12-13 Andrea Pascucci , Antonello Pesce