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The existence, uniqueness, and exponential stability results for mild solutions to the fractional neutral stochastic differential system are presented in this article. To demonstrate the results, the concept of bounded integral contractors…

动力系统 · 数学 2024-02-16 Dimplekumar Chalishajar , K. Dhanalakshmi , K. Ramkumar , K. Ravikumar

Motivated by networked systems, stochastic control, optimization, and a wide variety of applications, this work is devoted to systems of switching jump diffusions. Treating such nonlinear systems, we focus on stability issues. First…

最优化与控制 · 数学 2014-01-21 Zhixin Yang , G. Yin

The exponential stability, in both mean square and almost sure senses, for energy solutions to a class of nonlinear and non-autonomous stochastic PDEs with finite memory is investigated. Various criteria for stability are obtained. An…

动力系统 · 数学 2007-10-11 Li Wan , Jinqiao Duan

The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our system is Markovian in the sense…

概率论 · 数学 2018-09-19 AbdulRahman Al-Hussein , Boulakhras Gherbal

This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…

动力系统 · 数学 2011-04-08 Ivo Petras

This paper proposes a unified approach for studying global exponential stability of a general class of switched systems described by time-varying nonlinear functional differential equations. Some new delay-independent criteria of global…

动力系统 · 数学 2021-09-16 Nguyen Khoa Son , Le Van Ngoc

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

概率论 · 数学 2015-03-13 Chenggui Yuan , Jianhai Bao

We give sufficient conditions such that the exponential stability of the linearization of a non-linear system implies that the non-linear system is (locally) exponentially stable. One of these conditions is that the non-linear system is…

泛函分析 · 数学 2014-04-15 Hans Zwart

This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…

最优化与控制 · 数学 2014-07-11 Zhixin Yang , G. Yin , Haibo Li

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

概率论 · 数学 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

In this paper, we study the existence and uniqueness of solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our work is established in infinite dimensional separable…

概率论 · 数学 2024-07-12 AbdulRahman Al-Hussein

The goal of this paper is to investigate the stability of the Helmholtz equation in the high- frequency regime with non-smooth and rapidly oscillating coefficients on bounded domains. Existence and uniqueness of the problem can be proved…

数值分析 · 数学 2018-11-14 Stefan Sauter , Celine Torres

We investigate the stability and stabilization concepts for infinite dimensional time fractional differential linear systems in Hilbert spaces with Caputo derivatives. Firstly, based on a family of operators generated by strongly continuous…

最优化与控制 · 数学 2020-03-09 Hanaa Zitane , Ali Boutoulout , Delfim F. M. Torres

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

系统与控制 · 计算机科学 2016-11-26 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

最优化与控制 · 数学 2010-09-08 Debasish Chatterjee , Daniel Liberzon

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

最优化与控制 · 数学 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

概率论 · 数学 2019-05-02 Adrian N. Bishop , Pierre Del Moral

In this work, a result of exponential stability is obtained for solutions of a compressible flow-structure partial differential equation (PDE) model which has recently appeared in the literature. In particular, a compressible flow PDE and…

偏微分方程分析 · 数学 2017-12-11 George Avalos , Pelin G. Geredeli

This work deals with the finite time stability of generalized proportional fractional systems with time delay. First, based on the generalized proportional Gr\"onwall inequality, we derive an explicit criterion that enables the system…

最优化与控制 · 数学 2024-10-10 Hanaa Zitane , Delfim F. M. Torres

In this paper, we study the problem of Poisson stability of solutions for stochastic semi-linear evolution equation driven by fractional Brownian motion \mathrm{d} X(t)= \left( AX(t) + f(t, X(t)) \right) \mathrm{d}t + g\left(t,…

动力系统 · 数学 2024-10-22 Xinze Zhang , Li Yong , Xue Yang
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