Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations

This is a continuation of the first author’s earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in [1] is the global Lipschitz condition. However, we will show in this paper that without this global Lipschitz condition the EM method may not preserve the almost sure exponential stability. We will then show that the backward EM method can capture the almost sure exponential stability for a certain class of highly nonlinear hybrid SDEs.     

Computing Stability of Differential Equations with Bounded Distributed Delays

This paper deals with the stability analysis of scalar delay integro-differential equations (DIDEs). We propose a numerical scheme for computing the stability determining characteristic roots of DIDEs which involves a linear multistep method as time integration scheme and a quadrature method based on Lagrange interpolation and a Gauss–Legendre quadrature rule. We investigate to which extent the proposed scheme preserves the stability properties of the original equation. We derive and prove a sufficient condition for (asymptotic) stability of a DIDE (with a constant kernel) which we call RHP-stability. Conditions are obtained under which the proposed scheme preserves RHP-stability. We compare the obtained results with corresponding ones using Newton–Cotes formulas. Results of numerical experiments on computing the stability of DIDEs with constant and nonconstant kernel functions are presented.     

Stability preserving model reduction for linearly coupled linear time-invariant systems

We develop a stability preserving model reduction method for linearly coupled linear time-invariant (LTI) systems. The method extends the work of Monshizadeh et al. for multi-agent systems with identical LTI agents. They propose using Bounded Real Balanced Truncation to preserve a sufficient condition for stability of the coupled system. Here, we extend this idea to arbitrary linearly coupled LTI systems using the sufficient condition for stability introduced by Reis and Stykel. The model reduction error bounds for this method also follow from results of Reis and Stykel, which allows the adaptive choice of reduced orders. We demonstrate the method on Reis's and Stykel's coupled string-beam example. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the application of the asymptotic method of global instability in aeroelasticity problems

The asymptotic method of global instability developed by A.G. Kulikovskii is an effective tool for determining the eigenfrequencies and stability boundary of one-dimensional or multidimensional systems of sufficiently large finite length. The effectiveness of the method was demonstrated on a number of one-dimensional problems; and since the mid-2000s, this method has been used in aeroelasticity problems, which are not strictly one-dimensional: such is only the elastic part of the problem, while the gas flow occupies an unbounded domain. In the present study, the eigenfrequencies and stability boundaries predicted by the method of global instability are compared with the results of direct calculation of the spectra of the corresponding problems. The size of systems is determined starting from which the method makes a quantitatively correct prediction for the stability boundary.     

Limit Cycle Stability

A method for determining the stability of limit cycles in non-linearsystems is presented. It is based on the describing functionmethod used in engineering, and is especially suitable for usewith single-loop feedback systems, though it can be used inits present form with autonomous sets of ordinary differentialor difference equations which can be transformed to single-loopfeedback form. The stability test uses a successive approximationmethod which is shown to be convergent; explicit error boundsare not given but a feature of the method is that it is apparentwhen a sufficiently high order approximation is being used.From a practical point of view, the stability criterion's mainadvantage appears to be that the nonlinear part of the systemis not greatly restricted—discontinuities and multiplebranches cause no difficulties, as evidenced by an example givenwhere the nonlinearity is a relay with hysteresis. Unlike earlierlimit cycle stability tests using describing functions, thisone includes its own reliability guide and allows a better approximationto be used if the current one is not good enough.     

The Lyapunov–Movchan method in problems of the stability of flows and deformation processes

The extension of Lyapunov's method to continuous mechanical systems are discussed. An annotated bibliography of papers is given in which, based on the Lyapunov–Movchan method, with the construction of corresponding functionals, a direct analysis is carried out of the stability of motion (deformation) of continuous mechanical systems. The material is divided into sections, devoted to the following: (a) the extension of the mathematical apparatus as a whole to continuous and dynamic systems, (b) the stability of elastic, elastoplastic and viscoelastic deformable solids, (c) stability in aeroelasticity and hydroelasticity theory, (d) the linearized theory of hydrodynamic stability, and (e) the stability with reference to perturbations of material functions in the theory of constitutive relations.     

A new augmented Lyapunov-Krasovskii functional approach for stability of linear systems with time-varying delays

This paper proposes improved delay-dependent conditions for asymptotic stability of linear systems with time-varying delays. The proposed method employs a suitable Lyapunov-Krasovskii’s functional for new augmented system. Based on Lyapunov method, delay-dependent stability criteria for the systems are established in terms of linear matrix inequalities (LMIs) which can be easily solved by various optimization algorithms. Three numerical examples are included to show that the proposed method is effective and can provide less conservative results.     

Conditional Stability Estimates for Ill-Posed PDE Problems by Using Interpolation

The focus of this article is on conditional stability estimates for ill-posed inverse problems in partial differential equations. Conditional stability estimates have been obtained in related literature by a couple different methods. In this article, we propose a method called interpolation method, which is based on interpolation in variable Hilbert scales. We provide the theoretical background of this method and show that optimal conditional stability estimates are obtained. The capabilities of our method are illustrated by a comprehensive collection of different inverse and ill-posed PDE problems containing elliptic and parabolic problems, one source problem and the problem of analytic continuation.     

Lasalle method and general decay stability of stochastic neural networks with mixed delays

This paper investigates the general decay pathwise stability conditions on a class of stochastic neural networks with mixed delays by applying Lasalle method. The mixed time delays comprise both time-varying delays and infinite distributed delays. The contributions are as follows: (1)?we extend the Lasalle-type theorem to cover stochastic differential equations with mixed delays; (2)?based on the stochastic Lasalle theorem and the M-matrix theory, new criteria of general decay stability, which includes the almost surely exponential stability and the almost surely polynomial stability and the partial stability, for neural networks with mixed delays are established. As an application of our results, this paper also considers a two-dimensional delayed stochastic neural networks model.     

Stability of nonlinear viscoelastic systems under stochastic excitation

The dynamic behaviour of viscoelastic system with due account of finite deflections but under condition of small strains is described by the system of nonlinear integro-differential equations. On an example of a thin plate subjected to loads, which are assumed as random wide-band stationary noises and applied in the plate plane, the stability of nonlinear systems is considered. The stability in a case of finite deflections of the plate is considered as stability with respect to statistical moments of perturbations and almost sure stability. For the solution of the problem, a numerical method is offered, which is based on the statistical simulation of input stochastic stationary processes, which are assumed in the form of Gaussian ”colored” noises, and on the numerical solution of integro-differential or differential equations. The conclusion about the stability of the considered system is made on the basis of Lyapunov exponents. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On conditions of technical stability of controlled processes with distributed parameters

We formulate sufficient conditions for the technical stability on given bounded and infinite time intervals and for the asymptotic technical stability of continuously controlled linear dynamical processes with distributed parameters. By using the comparison method and the method of Lagrange multipliers in combination with the Lyapunov direct method, we obtain criteria which define a set of controls providing the technical stability of the output process. We select the optimal control that realizes the least value of the norm corresponding to a given process. Institute of Mechanics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 10. pp. 1337–1344, October, 1997.     

A posteriori error estimates for the coupling equations of scalar conservation laws

In this paper we prove a posteriori L ₂(L ₂) and L _∞(H ^?1) residual based error estimates for a finite element method for the one-dimensional time dependent coupling equations of two scalar conservation laws. The underlying discretization scheme is Characteristic Galerkin method which is the particular variant of the Streamline diffusion finite element method for δ=0. Our estimate contains certain strong stability factors related to the solution of an associated linearized dual problem combined with the Galerkin orthogonality of the finite element method. The stability factor measures the stability properties of the linearized dual problem. We compute the stability factors for some examples by solving the dual problem numerically.     

On factored discretizations of the laplacian for the fast solution of Poisson's equation on general regions

A family of factored complex discretizations of the Laplacian is proposed which serve as a basis for fast, second-order accurate Poisson solvers on general two-dimensional regions. One direct implementation of these discretizations is given: a variant of the marching method which is much more stable than the latter, and thus is applicable to grids with relatively large numbers of discretization steps in each direction, without resorting to domain decomposition and multiple shooting. The gain in stability is due to solving initial value problems for twofirst-order difference equations, rather than onesecond-order equation as in the conventional marching method. These initial value problems can be interpreted as backsolves in a sparse Choleski decomposition of the coefficient matrix, induced by the factored discretization operator. The stability and accuracy of the method can be further controlled by the choice of the parameter on which the discretizations depend. The marching algorithms were tested successfully for various geometries. The factored discretization also lend themselves well to an iterative implementation by the preconditioned conjugate gradient method.Dedicated to Germund Dahlquist, on the occasion of his 60th birthday.     

Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching

In this paper, we concentrate on the numerical approximation of solutions of stochastic delay integro-differential equations with Markovian switching (SDIDEsMS). We establish the split-step backward Euler (SSBE) scheme for solving linear SDIDEsMS and discuss its convergence and stability. Moreover, the SSBE method is convergent with strong order γ = 1/2 in the mean-square sense. The conditions under which the SSBE method is mean-square stable and general mean-square stable are obtained. Some illustrative numerical examples are presented to demonstrate the stability of the numerical method and show that SSBE method is superior to Euler method.     

A new stabilizing technique for boundary integral methods for water waves

Boundary integral methods to compute interfacial flows are very sensitive to numerical instabilities. A previous stability analysis by Beale, Hou and Lowengrub reveals that a very delicate balance among terms with singular integrals and derivatives must be preserved at the discrete level in order to maintain numerical stability. Such balance can be preserved by applying suitable numerical filtering at certain places of the discretization. While this filtering technique is effective for two-dimensional (2-D) periodic fluid interfaces, it does not apply to nonperiodic fluid interfaces. Moreover, using the filtering technique alone does not seem to be sufficient to stabilize 3-D fluid interfaces.

Here we introduce a new stabilizing technique for boundary integral methods for water waves which applies to nonperiodic and 3-D interfaces. A stabilizing term is added to the boundary integral method which exactly cancels the destabilizing term produced by the point vortex method approximation to the leading order. This modified boundary integral method still has the same order of accuracy as the point vortex method. A detailed stability analysis is presented for the point vortex method for 2-D water waves. The effect of various stabilizing terms is illustrated through careful numerical experiments.

     

滞后型分段连续随机微分方程的稳定性

本文研究了滞后型分段连续随机微分方程的解析稳定性和数值稳定性问题.首先,利用伊藤公式等方法获得了解析解均方稳定的条件,其次,对于包括均方稳定和T-稳定在内的Euler-Maruyama方法的数值稳定性问题,运用不等式技术和随机分析方法获得了一些新的结果,证明了在一定条件下,Euler-Maruyama方法既是均方稳定又是T-稳定的,推广了随机延迟微分方程的数值稳定性结论.     

Explicit stability conditions for integro-differential equations with periodic coefficients

New explicit stability conditions are derived for a linear integro-differential equation with periodic operator coefficients. The equation under consideration describes oscillations of thin-walled viscoelastic structural members driven by periodic loads. To develop stability conditions two approaches are combined. The first is based on the direct Lyapunov method of constructing stability functionals. It allows stability conditions to be derived for unbounded operator coefficients, but fails to correctly predict the critical loads for high-frequency excitations. The other approach is based on transforming the equation under consideration in such a way that an appropriate ‘differential’ part of the new equation would possess some reserve of stability. Stability conditions for the transformed equation are obtained by using a technique of integral estimates. This method provides acceptable estimates of the critical forces for periodic loads, but can be applied to equations with bounded coefficients only. Combining these two approaches, we derive explicit stability conditions which are close to the Floquet criterion when the integral term vanishes. These conditions are applied to the stability problem for a viscoelastic bar compressed by periodic forces. The effect of material and structural parameters on the critical load is studied numerically. © 1998 B. G. Teubner Stuttgart–John Wiley & Sons Ltd.     

Improved stability criterion and output feedback control for discrete time-delay systems

This paper investigates the stability and stabilization for a class of linear systems with time-varying delay. We provide a new finite-sum inequality which is a powerful tool for stability analysis of time-delay systems. Applying the inequality, a new stability criterion is proposed in terms of linear matrix inequalities (LMIs). We also design a method for static output feedback (SOF) control problems which contains two parts. The first part is to find an initial values of the matrix variables. By utilizing the initial values, the condition for SOF control problems can be solved by an improved path-following method. Numerical examples demonstrate the effectiveness of the stability criterion and the SOF stabilization method.     

On the stability of fractional neutron point kinetics (FNPK)

The aim of this work is investigate the stability of fractional neutron point kinetics (FNPK). The method applied in this work considers the stability of FNPK as a linear fractional differential equation by transforming the s − plane to the W − plane. The FNPK equations is an approximation of the dynamics of the reactor that includes three new terms related to fractional derivatives, which are explored in this work with an aim to understand their effect in the system stability. Theoretical study of reactor dynamical systems plays a significant role in understanding the behavior of neutron density, which is important in the analysis of reactor safety. The fractional relaxation time (τ^α) for values of fractional-order derivative (α) were analyzed, and the minimum absolute phase was obtained in order to establish the stability of the system. The results show that nuclear reactor stability with FNPK is a function of the fractional relaxation time.     

Analytical and numerical methods for the stability analysis of linear fractional delay differential equations

In this paper, several analytical and numerical approaches are presented for the stability analysis of linear fractional-order delay differential equations. The main focus of interest is asymptotic stability, but bounded-input bounded-output (BIBO) stability is also discussed. The applicability of the Laplace transform method for stability analysis is first investigated, jointly with the corresponding characteristic equation, which is broadly used in BIBO stability analysis. Moreover, it is shown that a different characteristic equation, involving the one-parameter Mittag-Leffler function, may be obtained using the well-known method of steps, which provides a necessary condition for asymptotic stability. Stability criteria based on the Argument Principle are also obtained. The stability regions obtained using the two methods are evaluated numerically and comparison results are presented. Several key problems are highlighted.