不连续大系统的实用稳定性

本文研究具有各种不同分解形式的不连续大型动态系统的实用稳定性,而这一类问题几乎还未研究过.我们提出了不连续大系统的各种实用稳定性和不稳定性的概念,得到了判别具有各种不同分解形式的不连续大系统的实用稳定性或实用不稳定性的若干有效判别准则;末了提出了进一步可以考虑的问题.     

微分方程的指数稳定性

比较系统地研究了It方程解的指数稳定性.给出了随机指数稳定性、指数P-稳定性、几乎必然指数稳定性的比较准则,这些比较准则推广了Nevel’son和Has’minskiǐ的相应结果.     

Markov调制奇异随机微分方程的指数稳定性

建立了Markov调制奇异随机微分方程的p阶指数稳定性和几乎必然指数稳定性的充要条件．     

参数变化下的广义指数二分性

本文对时间平移参数系统和时间尺度参数系统给出了广义指数二分性的判据，并且讨论了相应系统的极限方程的广义指数二分性．本文还通过分析广义指数二分性来探讨缓交系数系统和高频振荡系统的渐近稳定性与不稳定性．     

中立型随机比例微分方程的数值解的指数稳定性（英文）

本文主要利用半鞅收敛定理,研究中立型随机比例微分方程的数值稳定性.该文建立了线性的和非线性的中立型随机比例微分方程新的细则,我们将证明,在线性增长条件下,欧拉方法可以保留中立型随机比例微分方程的几乎处处指数稳定性,并且反向的欧拉方法能保留非线性的中立型随机比例微分方程的几乎处处指数稳定性.     

无界可变延迟随机神经网络的指数稳定性（英文）

本文用Lyapunov函数方法和半鞅收敛定理研究无界可变延迟随机神经网络的指数稳定性.给出判定零解的均方指数稳定性和几乎必然稳定性的充分条件.本文所用的方法和结果适用于无界延迟系统,涵盖了已有文献中有界延迟系统的结果.     

带Markov调制的随机微分延迟方程的稳定性

本文采用了一例特定的Lyapunov函数,来研究带Markov调制的随机微分延迟方程的p阶指数稳定性,并对其几乎必然指数稳定性也进行了探讨.     

带跳随机微分方程的Euler-Maruyama方法的几乎处处指数稳定性和矩稳定性

本文首先研究了一维带跳随机微分方程的指数稳定性,并证明Euler-Maruyama(EM)方法保持了解析解的稳定性.其次,研究了多维带跳随机微分方程的稳定性,证明若系数满足全局Lipchitz条件,则EM方法能够很好地保持解析解的几乎处处指数稳定性、均方指数稳定性.最后,给出算例来支持所得结论的正确性.     

马尔科夫切换型中立型随机泛函微分方程

尽管具有马尔科夫切换型随机微分方程的稳定性受到了人们的关注,但是关于具有马尔科夫切换型中立型随机泛函微分方程的稳定性的研究则很少.本文的主要目的是试图研究这一问题,我们证明了解的存在唯—性,并得到了p-阶指数稳定性和几乎处处指数稳定性的判据.     

一类灰色脉冲随机时滞系统的几乎必然指数鲁棒稳定性

为了研究一类灰色脉冲随机时滞系统几乎必然指数稳定性的问题,首先利用Razumikhin方法和Lyapunov函数,给出了脉冲随机泛函微分系统几乎必然指数稳定的条件,然后基于此条件和时变灰矩阵的连续矩阵覆盖的分解技术,得到了该类灰色脉冲随机时滞系统几乎必然指数稳鲁棒定性的判据,最后通过一个数值例子说明了得判据是有效的和实用的.     

小曲率粘弹性索非线性随机稳定性分析

基于Kelvin粘弹性材料本构模型,研究小曲率粘弹性索在窄带随机激励作用下的非线性随机稳定性及均方响应。首先建立小曲率粘弹性索数学模型;然后提出一种确定粘弹性索均方响应及概率渐近稳定性方法;给出了系统均方稳定对激励带宽、幅值、中心频率等要求;给出系统的稳定区域;最后讨论了材料粘性、波速比及介质阻尼对系统不稳定区域的影响。     

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (SDDEs). The important feature of this technique is that it enables us to study the almost sure exponential stability of numerical solutions of SDDEs directly. This is significantly different from most traditional methods by which the almost sure exponential stability is derived from the moment stability by the Chebyshev inequality and the Borel–Cantelli lemma.     

A second-order compact difference scheme for the fourth-order fractional sub-diffusion equation

In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce the almost sure stability of the true solutions of stochastic differential equations. Since the choice of the time step is based on the current state of the solution, the time variable is proved to be a stopping time. Then the semimartingale convergence theory is employed to obtain the almost sure stability of the random variable stepsize EM solution. To our best knowledge, this is the first paper to apply the random variable stepsize (with clear proof of the stopping time) to the analysis of the almost sure stability of the EM method.     

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.     

Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps

This paper deals with the almost sure exponential stability of the Euler-type methods for nonlinear stochastic delay differential equations with jumps by using the discrete semimartingale convergence theorem. It is shown that the explicit Euler method reproduces the almost sure exponential stability under an additional linear growth condition. By replacing the linear growth condition with the one-sided Lipschitz condition, the backward Euler method is able to reproduce the stability property.     

Almost sure exponential stability of stochastic reaction diffusion systems

The Lyapunov direct method, as the most effective measure of studying stability theory for ordinary differential systems and stochastic ordinary differential systems, has not been generalized to research concerning stochastic partial differential systems owing to the emptiness of the corresponding Ito differential formula. The goal of this paper is just employing the Lyapunov direct method to investigate the stability of Ito stochastic reaction diffusion systems, including asymptotical stability in probability and almost sure exponential stability. The obtained results extend the conclusions of [X.X. Liao, X.R. Mao, Exponential stability and instability of stochastic neural networks, Stochastic Analysis and Applications 14 (2) (1996) 165-185; X.X. Liao, S.Z. Yang, S.J. Cheng, Y.L. Fu, Stability of general neural networks with reaction-diffusion, Science in China (F) 44 (5) (2001) 389-395].     

Sensitivity to Small Delays of Pathwise Stability for Stochastic Retarded Evolution Equations

In this paper, we shall study the almost sure pathwise exponential stability property for a class of stochastic functional differential equations with delays, possibly, in the highest-order derivative terms driven by multiplicative noise. Instead of establishing a moment exponential stability as the first step and then proceeding to investigate the pathwise stability of the system under consideration, we shall develop a direct approach for this problem. As a consequence, we can show that some systems, which are not exponential momently stable, have the exponential stability not sensitive to small delays in the almost sure sense.     

Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

The paper discusses both pth moment and almost sure exponential stability of solutions to neutral stochastic functional differential equations and neutral stochastic differential delay equations, by using the Razumikhin-type technique. The main goal is to find sufficient stability conditions that could be verified more easily then by using the usual method with Lyapunov functionals. The analysis is based on paper [X. Mao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, SIAM J. Math. Anal. 28 (2) (1997) 389-401], referring to mean square and almost sure exponential stability.     

Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay

In this paper, we consider strong convergence and almost sure exponential stability of the backward Euler-Maruyama method for nonlinear hybrid stochastic differential equations with time-variable delay. Under the local Lipschitz condition and polynomial growth condition, it is proved that the backward Euler-Maruyama method is strongly convergent. Additionally, the moment estimates and almost sure exponential stability for the analytical solution are proved. Also, under the appropriate condition, we show that the numerical solutions for the backward Euler-Maruyama methods are almost surely exponentially stable. A numerical experiment is given to illustrate the computational effectiveness and the theoretical results of the method.     

Exponential stability of impulsive stochastic functional differential equations

In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay.