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This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…

Numerical Analysis · Mathematics 2025-11-11 Yiyuan Wang

A network of noisy bistable elements with global time-delayed couplings is considered. A dichotomous mean field model has recently been developed describing the collective dynamics in such systems with uniform time delays near the…

Statistical Mechanics · Physics 2007-05-23 Daniel Huber , Lev Tsimring

We reinvestigate the dynamical behavior of a first order scalar nonlinear delay differential equation with piecewise linearity and identify several interesting features in the nature of bifurcations and chaos associated with it as a…

Chaotic Dynamics · Physics 2015-06-26 D. V. Senthilkumar , M. Lakshmanan

This paper investigates projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition. This condition admits some equations with highly nonlinear drift and diffusion coefficients. We…

Numerical Analysis · Mathematics 2018-10-24 Min Li , Chengming Huang

We consider delay differential equations with a polynomially distributed delay. We derive an equivalent system of delay differential equations, which includes just two discrete delays. The stability of the equivalent system and its…

Numerical Analysis · Mathematics 2024-09-27 Roland Pulch

This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…

Optimization and Control · Mathematics 2018-03-15 Chunyan Han , Hongdan Li , Wei Wang , Huanshui Zhang

In this paper, the design of a static feedback gain for a linear system subject to an input delay is studied. This synthesis is based on a stability analysis conducted using Lyapunov-Krasovskii theorem and Bessel-Legendre inequalities…

Optimization and Control · Mathematics 2019-04-30 Matthieu Barreau , Frédéric Gouaisbaut , Alexandre Seuret

In this paper, a stochastic asymptotic stabilization method is proposed for deterministic input-affine control systems, which are randomized by including Gaussian white noises in control inputs. The sufficient condition is derived for the…

Optimization and Control · Mathematics 2016-04-07 Yuki Nishimura , Kanya Tanaka , Yuji Wakasa , Yuh Yamashita

Analysis of the systems involving delay is a popular topic among applied scientists. In the present work, we analyze the generalized equation $D^{\alpha} x(t) = g\left(x(t-\tau_1), x(t-\tau_2)\right)$ involving two delays viz. $\tau_1\geq…

Classical Analysis and ODEs · Mathematics 2022-08-29 Sachin Bhalekar

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Probability · Mathematics 2016-04-27 Erkan Nane , Yinan Ni

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

Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by…

Numerical Analysis · Mathematics 2021-08-13 Assyr Abdulle , Giacomo Rosilho de Souza

The input/output stability of an interconnected system composed of an ordinary differential equation and a damped string equation is studied. Issued from the literature on time-delay systems, an exact stability result is firstly derived…

Optimization and Control · Mathematics 2018-09-24 Matthieu Barreau , Frédéric Gouaisbaut , Alexandre Seuret , Rifat Sipahi

This work mainly investigates the mean-square stability and stabilizability for a single-input single-output networked linear feedback system. The control signal in the networked system is transmitted over an unreliable channel. In this…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Weizhou Su , Junhui Li , Jieying Lu

This paper proposes a backstepping boundary control design for robust stabilization of linear first-order coupled hyperbolic partial differential equations (PDEs) with Markov-jumping parameters. The PDE system consists of 4 X 4 coupled…

Optimization and Control · Mathematics 2023-12-29 Yihuai Zhang , Jean Auriol , Huan Yu

We propose an SDP-based framework to address the stabilization of input delay systems while taking into account dissipative constraints. A key to our approach is the introduction of the concept of parameterized linear dynamical state…

Optimization and Control · Mathematics 2025-12-02 Qian Feng , Cong Zhang , Bo Wei

We study an uplink multi secondary user (SU) system having statistical delay constraints, and an average interference constraint to the primary user (PU). SUs with heterogeneous interference channel statistics, to the PU, experience…

Information Theory · Computer Science 2016-12-13 Ahmed Ewaisha , Cihan Tepedelenlioglu

We provide a solution to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. The solution is global, employs the predictor approach…

Optimization and Control · Mathematics 2013-08-15 Iasson Karafyllis , Miroslav Krstic

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

In this paper we address the question how the control of delayed measured chaotic systems can be improved. Both unmodified OGY control and difference control can be successfully applied only for a certain range of Lyapunov numbers depending…

chao-dyn · Physics 2007-05-23 Jens Christian Claussen , Heinz Georg Schuster