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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…

Data Analysis, Statistics and Probability · Physics 2015-05-18 B. Kaulakys , M. Alaburda , J. Ruseckas

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…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

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…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

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…

Dynamical Systems · Mathematics 2016-06-10 Leonid Berezansky , Elena Braverman

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…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

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…

Dynamical Systems · Mathematics 2019-04-30 Leonid Berezansky , Elena Braverman

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…

Analysis of PDEs · Mathematics 2009-02-02 Philippe Laurençot , Benoît Perthame

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…

Classical Analysis and ODEs · Mathematics 2016-07-12 John A. D. Appleby , Denis D. Patterson

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…

Classical Analysis and ODEs · Mathematics 2014-09-04 John A. D. Appleby , Denis D. Patterson

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}$…

Statistical Mechanics · Physics 2009-11-11 Bronislovas Kaulakys , Julius Ruseckas , Vygintas Gontis , Miglius Alaburda

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…

Dynamical Systems · Mathematics 2026-03-12 Pragati Dutta , Sachin Bhalekar

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…

Dynamical Systems · Mathematics 2019-02-25 Leonid Berezansky , Elena Braverman

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…

Statistics Theory · Mathematics 2023-03-21 Hiroki Nemoto , Yasutaka Shimizu

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…

Dynamical Systems · Mathematics 2017-06-28 Nabila Haddad , Nouressadat Touafek , Julius Fergy T. Rabago

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…

Dynamical Systems · Mathematics 2010-11-17 M. Shojaei

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,…

Classical Analysis and ODEs · Mathematics 2020-11-04 John A. D. Appleby , Denis D. Patterson

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…

Systems and Control · Computer Science 2018-06-06 B. T. Polyak , P. S. Shcherbakov , G. Smirnov

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…

Dynamical Systems · Mathematics 2015-01-22 D. Mateos-Núñez , J. Cortés

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…

Optimization and Control · Mathematics 2018-10-19 Zhaobo Liu , Chanying Li