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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

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

Dynamical Systems · Mathematics 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…

Optimization and Control · Mathematics 2018-09-11 George I. Boutselis , Marcus Pereira , Evangelos A. Theodorou

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Jungbae Chun , Sengiyumva Kisole , Matthew M. Peet , Peter Seiler

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

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

Optimization and Control · Mathematics 2021-01-01 Hugo Lhachemi , Robert Shorten

Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…

Dynamical Systems · Mathematics 2025-08-25 Quinlan Leishman , Benjamin Webb

This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is…

Probability · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao , Guoting Song

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Optimization and Control · Mathematics 2013-12-30 S. Damak , M. Di Loreto , W. Lombardi , V Andrieu

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

The paper focuses on the numerical stability and accuracy of implicit time-domain integration (TDI) methods when applied for the solution of a power system model impacted by time delays. Such a model is generally formulated as a set of…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Andreas Bouterakos , Georgios Tzounas

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…

Quantitative Methods · Quantitative Biology 2009-10-08 Roberto Barbuti , Giulio Caravagna , Paolo Milazzo , Andrea Maggiolo-Schettini

This paper studies the boundary feedback stabilization of a class of diagonal infinite-dimensional boundary control systems. In the studied setting, the boundary control input is subject to a constant delay while the open loop system might…

Optimization and Control · Mathematics 2020-12-29 Hugo Lhachemi , Christophe Prieur

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

We study the stability of unstable steady states in scalar retarded time-delayed systems subjected to a variable-delay feedback control. The important aspect of such a control problem is that time-delayed systems are already…

Chaotic Dynamics · Physics 2010-07-08 Aleksandar Gjurchinovski , Viktor Urumov

A robust controller is developed for uncertain, second-order nonlinear systems subject to simultaneous unknown, time-varying state delays and known, time-varying input delays in addition to additive, sufficiently smooth disturbances. An…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Nicholas Fischer , Serhat Obuz , Warren E. Dixon

In this paper, we investigate the rapid stabilizability of linear infinite-dimensional control systems with constant delays. Under the assumptions that the state operator generates an immediately compact semigroup and that the delay…

Optimization and Control · Mathematics 2026-04-21 Yaxing Ma , Lijuan Wang , Huaiqiang Yu

Systems of differential equations with state-dependent delay are considered. The delay dynamically depends on the state i.e. is governed by an additional differential equation. By applying the time transformations we arrive to constant…

Classical Analysis and ODEs · Mathematics 2017-06-29 A. V. Rezounenko
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