与年龄相关的随机时滞种群方程的指数稳定性

本文研究了与年龄相关的随机时滞种群方程,运用Burkholder-Davis-Gundy定理和改进的coercivity条件,建立了均方意义和几乎处处意义下与年龄相关的随机时滞种群方程稳定性的判定准则,得到了保证强解稳定的若干充分条件.     

更一般与年龄相关随机时滞种群方程的全局稳定性

讨论更一般的与年龄相关随机时滞种群方程的全局稳定性.如果传统假设(Lipschitz条件)缺失,与年龄相关随机时滞种群方程可能有多于一个弱解.然而,大量文献研究结果是在此类方程有唯一强解前提下获得.因此,有必要对更一般的有多于一个弱解情况进行相关概念推广.对更一般的与年龄相关随机时滞种群方程,随机稳定性概念被提出,一般的Barbashin-Krasovskii定理和Lasalle定理被建立,涵盖了多于一个弱解的情况.显然,这两个定理给出随机时滞种群方程稳定性的判定标准,并且通过实例说明定理的有效性.     

与年龄相关的模糊随机种群扩散系统的指数稳定性

讨论了一类与年龄相关的模糊随机种群扩散系统,系统受两种不确定性因素的影响,即随机和模糊.在有界和Lipschitz条件下,利用Ito公式和Gronwall引理,建立了均方意义下与年龄相关的模糊随机种群扩散系统指数稳定性的判定准则并通过数值例子对所给出的结论进行了验证.     

具扩散的年龄结构脉冲随机时滞种群方程的均方稳定性(英文)

本文考虑一类具扩散的年龄结构脉冲随机时滞种群方程.主要目的是研究具扩散的年龄结构脉冲随机时滞种群平凡解的均方稳定性,给定两个使平凡解均方稳定的充分条件.     

带跳的随机年龄相关种群方程解的存在唯一性（英文）

本文给出具有Poisson跳的随机年龄相关种群方程.在局部非Lipschitz条件下,证明了Hilbert空间中随机年龄相关种群方程解的存在唯一性.     

一类时滞微分方程平衡点的全局吸引性

利用相关的差分方程的全局吸引性研究了具时滞的单种群模型N(t)=r(t)N(t)1-N(t-τ)/1-cN(t-τ)的平衡点-x=1的全局吸引性,所获结果改进了文献中相关的结论.     

具有分布时滞的脉冲种群系统的动力学行为

考虑的是带脉冲毒物输入和时滞的单种群模型的动力学行为,特别地,这里时滞项包含常时滞和分布成熟时滞.通过控制成熟个体的收获率,不仅得到了种群灭绝的充分条件,而且得到了种群灭绝周期解的指数渐近稳定和种群持久性的充分条件.这样的话,通过控制收获率,脉冲周期及脉冲毒物的输入量就能保护物种的数量,从而,结果对生物资源的管理具有一定的意义.     

与年龄相关的模糊随机种群扩散系统的数值解

讨论了一类与年龄相关的模糊随机种群扩散系统的数值解。系统同时受两种不确定性因素的影响。即,随机和模糊。并根据Euler-Maruyama方法给出了模糊随机种群扩散系统的数值解表达式,在有界的条件(弱于线性增长条件)和Lipschitz条件下,证明了方程的数值解在均方意义下收敛于解析解。通过例子对本文的算法进行了验证。     

随机中立型泛函微分方程的稳定性态

给出了一类中立型随机泛函方程的随机一致稳定性的充分条件,利用了新的分析技巧处理中立型时滞项,得到了中立型随机时滞泛函微分方程渐近稳定性的充分判据.在处理各种渐近估计是有效的.     

与年龄相关的随机分数阶种群系统温和解的存在性、唯一性

本文研究了一类与年龄相关的随机分数阶种群动态系统.利用不动点定理、随机分析和算子半群理论,讨论了与年龄相关的随机分数阶种群系统温和解的存在性、唯一性.本文是随机整数阶种群系统的推广.     

Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time

We give spectral and algebraic coefficient criteria (necessary and sufficient conditions) as well as sufficient algebraic coefficient conditions for the Lyapunov asymptotic stability of solutions to systems of linear deterministic or stochastic delay difference equations with continuous time under white noise coefficient perturbations for the case in which all delay ratios are rational. For stochastic systems, mean-square asymptotic stability is studied. The Lyapunov function method is used. Our criteria on algebraic coefficients and our sufficient conditions are stated in terms of matrix Lyapunov equations (for deterministic systems) and matrix Sylvester equations (for stochastic systems).     

Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations

In this paper, the numerical methods for semi-linear stochastic delay integro-differential equations are studied. The uniqueness, existence and stability of analytic solutions of semi-linear stochastic delay integro-differential equations are studied and some suitable conditions for the mean-square stability of the analytic solutions are also obtained. Then the numerical approximation of exponential Euler method for semi-linear stochastic delay integro-differential equations is constructed and the convergence and the stability of the numerical method are studied. It is proved that the exponential Euler method is convergent with strong order $\frac{1}{2}$ and can keep the mean-square exponential stability of the analytical solutions under some restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results.     

G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性

研究了一类G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性.在G-框架意义下,运用合适的Lyapunov-Krasovskii泛函,中立型时滞微分方程理论以及随机分析技巧,证明了所研究方程平凡解的p-阶矩指数稳定性,得到了所研究方程平凡解是p-阶矩指数稳定的充分条件.最后通过例子说明所得的结果.     

RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.     

Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching

In this paper, a class of stochastic age-dependent population equations with Markovian switching is considered. The main aim of this paper is to investigate the convergence of the numerical approximation of stochastic age-dependent population equations with Markovian switching. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions. An example is given for illustration.     

Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps

In this work, we investigate stochastic partial differential equations with variable delays and jumps. We derive by estimating the coefficients functions in the stochastic energy equality some sufficient conditions for exponential stability and almost sure exponential stability of energy solutions, and generalize the results obtained by Taniguchi [T. Taniguchi, The exponential stability for stochastic delay partial differential equations, J. Math. Anal. Appl. 331 (2007) 191-205] and Wan and Duan [L. Wan, J. Duan, Exponential stability of non-autonomous stochastic partial differential equations with finite memory, Statist. Probab. Lett. 78 (5) (2008) 490-498] to cover a class of more general stochastic partial differential equations with jumps. Finally, an illustrative example is established to demonstrate our established theory.     

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

For the past few decades, the stability criteria for the stochastic differential delay equations (SDDEs) have been studied intensively. Most of these criteria can only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions. Recently, the stability criterion for highly nonlinear hybrid stochastic differential equations is investigated in Fei et al. (2017). In this paper, we investigate a class of highly nonlinear hybrid stochastic integro-differential delay equations (SIDDEs). First, we establish the stability and boundedness of hybrid stochastic integro-differential delay equations. Then the delay-dependent criteria of the stability and boundedness of solutions to SIDDEs are studied. Finally, an illustrative example is provided.     

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.     

Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays

The fixed-point theory is first used to consider the stability for stochastic partial differential equations with delays. Some conditions for the exponential stability in pth mean as well as in sample path of mild solutions are given. These conditions do not require the monotone decreasing behavior of the delays, which is necessary in [T. Caraballo, K. Liu, Exponential stability of mild solutions of stochastic partial differential equations with delays, Stoch. Anal. Appl. 17 (1999) 743-763; Ruhollan Jahanipur, Stability of stochastic delay evolution equations with monotone nonlinearity, Stoch. Anal. Appl. 21 (2003) 161-181]. Even in this special case, our results also improve the results in [T. Caraballo, K. Liu, Exponential stability of mild solutions of stochastic partial differential equations with delays, Stoch. Anal. Appl. 17 (1999) 743-763].