相关论文: On exponential stability for stochastic differenti…
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of…
In this paper, we establish a necessary and sufficient stability condition for a class of two coupled first-order linear hyperbolic partial differential equations. Through a backstepping transform, the problem is reformulated as a stability…
It is well-known that the exponential stability of Integral Difference Equations and Delay Difference Equations, in the usual state space of continuous functions, is equivalent to the location of the roots of its associated characteristic…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
This paper deals with the stability of linear periodic difference delay systems, where the value at time $t$ of a solution is a linear combination with periodic coefficients of its values at finitely many delayed instants…
In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…
This paper is concerned with establishing global asymptotic stability results for a class of non-linear PDE which have some similarity to the PDE of the Lifschitz-Slyozov-Wagner model. The method of proof does not involve a Lyapounov…
In this work, we systematically investigate linear multi-step methods for differential equations with memory. In particular, we focus on the numerical stability for multi-step methods. According to this investigation, we give some…
Explicit exponential stability tests are obtained for the scalar neutral differential equation $$ \dot{x}(t)-a(t)\dot{x}(g(t))=-\sum_{k=1}^m b_k(t)x(h_k(t)), $$ together with exponential estimates for its solutions. Estimates for solutions…
We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…
We consider the problem of stability and approximability of Oseledets splittings and Lyapunov exponents for Perron-Frobenius operator cocycles associated to random dynamical systems. By developing a random version of the perturbation theory…
This paper is devoted to studying the stability of p-Laplacian wave equations with strong damping in non-cylindrical domains. The method of proof based on some estimates for time-varying coefficients rising from moving boundary and a…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
We introduce a new notion of G-normal distributions. This will bring us to a new framework of stochastic calculus of Ito's type (Ito's integral, Ito's formula, Ito's equation) through the corresponding G-Brownian motion. We will also…
We prove some instability phenomena for semi-classical (linear or) nonlinear Schrodinger equations. For some perturbations of the data, we show that for very small times, we can neglect the Laplacian, and the mechanism is the same as for…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
In this paper, we prove a theorem of linearized asymptotic stability for fractional differential equations with a time delay. More precisely, using the method of linearization of a nonlinear equation along an orbit (Lyapunov's first…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through Markov measures and Lyapunov functions. Moreover, for two…
Using the integrability of the sinh-Gordon equation, we demonstrate the spectral stability of its elliptic solutions. By constructing a Lyapunov functional using higher-order conserved quantities of the sinh-Gordon equation, we show that…