Comparison Method of Stability Analysis of Semilinear Time-Delay Stochastic Evolution Equation

Abstract

In this paper, we set up the comparison theorem between the mild solution of semilinear time-delay stochastic evolution equation with general time-delay variable and the solution of a class (1-dimension) deterministic functional differential equation, by using the Razumikhin–Lyapunov type functional and the theory of functional differential inequalities. By applying this comparison theorem, we give various types of the stability comparison criteria for the semilinear time-delay stochastic evolution equations. With the aid of these comparison criteria, one can reduce the stability analysis of semilinear time-delay stochastic evolution equations in Hilbert space to that of a class (1-dimension) deterministic functional differential equations. Furthermore, these comparison criteria in special case have been applied to derive sufficient conditions for various stability of the mild solution of semilinear time-delay stochastic evolution equations. Finally, the theories are illustrated with some examples.     

Existence of solutions for nonlinear fractional stochastic differential equations

The fractional stochastic differential equations have wide applications in various fields of science and engineering. This paper addresses the issue of existence of mild solutions for a class of fractional stochastic differential equations with impulses in Hilbert spaces. Using fractional calculations, fixed point technique, stochastic analysis theory and methods adopted directly from deterministic fractional equations, new set of sufficient conditions are formulated and proved for the existence of mild solutions for the fractional impulsive stochastic differential equation with infinite delay. Further, we study the existence of solutions for fractional stochastic semilinear differential equations with nonlocal conditions. Examples are provided to illustrate the obtained theory.     

Stochastic Retarded Evolution Equations: Green Operators,Convolutions, and Solutions

Abstract

In this work, we shall investigate solution (strong, weak and mild) processes and relevant properties of stochastic convolutions for a class of stochastic retarded differential equations in Hilbert spaces. We introduce a strongly continuous one-parameter family of bounded linear operators which will completely describe the corresponding deterministic systematical dynamics with time delays. This family, which constitutes the fundamental solutions (Green's operators) of our stochastic retarded systems, is applied subsequently to define mild solutions of the stochastic retarded differential equations considered. The relations among strong, weak and mild solutions are explored. By virtue of a strong solution approximation method, Burkholder–Davis–Gundy's type of inequalities for stochastic convolutions are established.     

Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

The paper is mainly concerned with a class of neutral stochastic fractional integro-differential equation with Poisson jumps. First, the existence and uniqueness for mild solution of an impulsive stochastic system driven by Poisson jumps is established by using the Banach fixed point theorem and resolvent operator. The exponential stability in the pth moment for mild solution to neutral stochastic fractional integro-differential equations with Poisson jump is obtained by establishing an integral inequality.     

Semigroups of locally Lipschitz operators associated with semilinear evolution equations

In this paper we introduce the notion of semigroups of locally Lipschitz operators which provide us with mild solutions to the Cauchy problem for semilinear evolution equations, and characterize such semigroups of locally Lipschitz operators. This notion of the semigroups is derived from the well-posedness concept of the initial-boundary value problem for differential equations whose solution operators are not quasi-contractive even in a local sense but locally Lipschitz continuous with respect to their initial data. The result obtained is applied to the initial-boundary value problem for the complex Ginzburg–Landau equation.     

Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Abstract

In this article, we discuss the successive approximations problem for the solutions of the semilinear stochastic differential equations in Hilbert spaces with cylindrical Wiener processes under some conditions which are weaker than the Lipschitz one. We establish the existence and the uniqueness of the solution and additionally, in our framework we consider a limiting problem for the mild solution. It is shown that the mild solution tends to the solution of the stochastic differential equation of Itô type in finite dimensional space.     

EXISTENCE OF MILD SOLUTIONS TO SEMILINEAR FRACTIONAL ORDER FUNCTIONAL DIFFERENTIAL EQUATIONS

In this paper,we use the analytic semigroup theory of linear operators and fixed point method to prove the existence of mild solutions to a semilinear fractional order functional differential equations in a Banach space.     

Stochastic Evolution Equations Driven by a Fractional White Noise

Abstract

In this paper we study stochastic evolution equations driven by a fractional white noise with arbitrary Hurst parameter in infinite dimension. We establish the existence and uniqueness of a mild solution for a nonlinear equation with multiplicative noise under Lipschitz condition by using a fixed point argument in an appropriate inductive limit space. In the linear case with additive noise, a strong solution is obtained. Those results are applied to stochastic parabolic partial differential equations perturbed by a fractional white noise.     

A Class of Generalized Evolutionary Problems Driven by Variational Inequalities and Fractional Operators

This paper is devoted to a generalized evolution system called fractional partial differential variational inequality which consists of a mixed quasi-variational inequality combined with a fractional partial differential equation in a Banach space. Invoking the pseudomonotonicity of multivalued operators and a generalization of the Knaster-Kuratowski-Mazurkiewicz theorem, first, we prove that the solution set of the mixed quasi-variational inequality involved in system is nonempty, closed and convex. Next, the measurability and upper semicontinuity for the mixed quasi-variational inequality with respect to the time variable and state variable are established. Finally, the existence of mild solutions for the system is delivered. The approach is based on the theory of operator semigroups, the Bohnenblust-Karlin fixed point principle for multivalued mappings, and theory of fractional operators.

     

Approximate Controllability of Fractional Neutral Stochastic Evolution Equations with Nonlocal Conditions

In this paper, the approximate controllability of neutral stochastic fractional differential equations involving nonlocal initial conditions is studied. By using Sadovskii’s fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of semilinear fractional stochastic differential equations with nonlocal conditions under the assumption that the corresponding linear system is approximately controllable. Finally, an application to a fractional partial stochastic differential equation with nonlocal initial condition is provided to illustrate the obtained theory.     

Faedo–Galerkin Approximation of Solution for a Nonlocal Neutral Fractional Differential Equation with Deviating Argument

In this work, we study a class of nonlocal neutral fractional differential equations with deviated argument in the separable Hilbert space. We obtain an associated integral equation and then, consider a sequence of approximate integral equations. We investigate the existence and uniqueness of the mild solution for every approximate integral equation by virtue of the theory of analytic semigroup theory via the technique of Banach fixed point theorem. Next we demonstrate the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. The Faedo–Galerkin approximation of the solution is studied and demonstrated some convergence results. Finally, we give an example.

     

Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations

Fractional stochastic differential equations have gained considerable importance due to their application in various fields of science and engineering. This paper is concerned with the square-mean pseudo almost automorphic solutions for a class of fractional stochastic differential equations in a Hilbert space. The main objective of this paper is to establish the existence and uniqueness of square-mean pseudo almost automorphic mild solutions to a linear and semilinear case of these equations. A new set of sufficient conditions is obtained to achieve the required result by using the stochastic analysis theory and fixed point strategy. Finally, an example is provided to illustrate the obtained theory.     

带跳的分数倒向重随机微分方程及相应的随机积分偏微分方程

本文首次把Poisson随机测度引入分数倒向重随机微分方程,基于可料的Girsanov变换证明由Brown运动、Poisson随机测度和Hurst参数在(1/2,1)范围内的分数Brown运动共同驱动的半线性倒向重随机微分方程解的存在唯一性.在此基础上,本文定义一类半线性随机积分偏微分方程的随机黏性解,并证明该黏性解由带跳分数倒向重随机微分方程的解唯一地给出,对经典的黏性解理论作出有益的补充.     

Stability Analysis of nth Order Nonlinear Impulsive Differential Equations in Quasi–Banach Space

Abstract

This article is about Ulam’s type stability of n^th order nonlinear differential equations with fractional integrable impulses. It is a best procession to the stability of higher order fractional integrable impulsive differential equations in quasi–normed Banach space. Different Ulam’s type stability results are obtained by using the definitions of Riemann–Liouville fractional integral, Hölder’s inequality and the beta integral inequality.     

分数布朗运动驱动下z一致连续的BSDE解的存在性与唯一性

本文研究一类由分数布朗运动驱动的一维倒向随机微分方程解的存在性与唯一性问题,在假设其生成元满足关于y Lipschitz连续,但关于z一致连续的条件下,通过应用分数布朗运动的Tanaka公式以及拟条件期望在一定条件下满足的单调性质,得到倒向随机微分方程的解的一个不等式估计,应用Gronwall不等式得到了一个关于这类方程的解的存在性与唯一性结果,推广了一些经典结果以及生成元满足一致Lipschitz条件下的由分数布朗运动驱动的倒向随机微分方程解的结果.     

Local and global existence of mild solutions for impulsive fractional semilinear integro-differential equation

In this paper, we study the local and global existence of mild solutions for impulsive fractional semilinear integro-differential equations in an arbitrary Banach space associated with operators generating compact semigroup on the Banach space. Also, we review some applications of fractional differential equations.     

Approximate Controllability of Semilinear Fractional Stochastic Dynamic Systems with Nonlocal Conditions in Hilbert Spaces

A class of dynamic control systems described by semilinear fractional stochastic differential equations of order 1 < q < 2 with nonlocal conditions in Hilbert spaces is considered. Using solution operator theory, fractional calculations, fixed-point technique and methods adopted directly from deterministic control problems, a new set of sufficient conditions for nonlocal approximate controllability of semilinear fractional stochastic dynamic systems is formulated and proved by assuming the associated linear system is approximately controllable. As a remark, the conditions for the exact controllability results are obtained. Finally, an example is provided to illustrate the obtained theory.     

Semigroups,Potential Spaces and Applications to (S)PDE

The paper studies perturbed semilinear parabolic partial (pseudo-) differential equations on σ-finite measure spaces under low smoothness assumptions. We obtain results on existence, uniqueness and regularity. The hypotheses are formulated in terms of the semigroup, regularity is measured by means of abstract potential spaces. Being a priori analytic, our results allow to investigate related stochastic partial differential equations in the almost sure pathwise sense. For example we can study (fractional) semilinear heat equations driven by fractional Brownian noises on metric measure spaces.     

Instability results for reaction diffusion equations with Neumann boundary conditions

In this paper linear stochastic integral evolution equations are studied. They are associated with formal stochastic partial differential equations as well as stochastic delay differential equations. The existence and uniqueness of a solution is established for systems with disturbances depending on the state, both current and past, using semigroups or more generally evolution operators and known properties of such operators.     

On a Class of Stochastic Semilinear PDEs

Abstract

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the space L ²(H;ν), where ν is the invariant measure. We also prove the closability of the derivative operator and an integration by parts formula. Finally, under boundness conditions on the nonlinear term, we prove a Poincaré inequality, a logarithmic Sobolev inequality, and the ipercontractivity of the transition semigroup.