Related papers: Non-exponential stability and decay rates in nonli…
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…
We study the stabilization and the wellposedness of solutions of the wave equation with subcritical semilinearities and locally distributed nonlinear dissipation. The novelty of this paper is that we deal with the difficulty that the main…
We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
For a nonlinear equation with several variable delays $$ \dot{x}(t)=\sum_{k=1}^m f_k(t, x(h_1(t)),\dots,x(h_l(t)))-g(t,x(t)), $$ where the functions $f_k$ increase in some variables and decrease in the others, we obtain conditions when a…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
We obtain new explicit exponential stability conditions for the linear scalar neutral equation with two bounded delays $ (x(t)-a(t)x(g(t)))'+b(t)x(h(t))=0, $ where $|a(t)| \leq A_0 < 1$, $0<b_0\leq b(t)\leq B_0$, assuming that all…
We consider the linear growth-fragmentation equation arising in the modelling of cell division or polymerisation processes. For constant coefficients, we prove that the dynamics converges to the steady state with an exponential rate. The…
In this paper we consider the rate of convergence of solutions of a scalar ordinary differential equation which is a perturbed version of an autonomous equation with a globally stable equilibrium. Under weak assumptions on the nonlinear…
This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to…
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…
We present new explicit exponential stability conditions for the linear scalar neutral equation with two variable coefficients and delays $$ (x(t)-a(t)x(g(t)))'=-b(t)x(h(t)), $$ where $|a(t)|<1$, $b(t)\geq 0$, $h(t)\leq t$, $g(t)\leq t$, in…
Estimating parameters of drift and diffusion coefficients for multidimensional stochastic delay equations with small noise are considered. The delay structure is written as an integral form with respect to a delay measure. Our contrast…
The solution form of the system of nonlinear difference equations \begin{equation*} x_{n+1} = \frac{x_{n-k+1}^{p}y_{n}}{a y_{n-k}^{p}+b y_{n}},\ y_{n+1} = \frac{y_{n-k+1}^{p}x_{n}}{\alpha x_{n-k}^{p}+\beta x_{n}}, \quad n, p \in…
In this part we study the dynamics of the following rational multi-parameter first order difference equation x_{n+1} =(ax_{n}^3+ bx_{n}^2+cx_{n} + d)/x_{n}^3, x_{0}\in R^{+} where the parameters a, b, d together with the initial condition…
We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state,…
We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…
This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…
This paper derives a somewhat surprising but interesting enough result on the stabilizability of discrete-time parameterized uncertain systems. Contrary to an intuition, it shows that the growth rate of a discrete-time stabilizable system…