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.     

一类泛函微分方程的稳定性定理及其应用

本文采用一种新方法来研究 RFDE 稳定性问题,其特点是不必构造 Liapunov 泛函,用起来比较简单,应用得到的稳定性定理,本文还研究了许多领域中有重要意义的Volterra 积分微分方程的周期解的唯一性和稳定性问题.     

Asymptotic behavior of alternative Jensen and Jensen type functional equations

In 1941 D.H. Hyers solved the well-known Ulam stability problem for linear mappings. In 1951 D.G. Bourgin was the second author to treat the Ulam problem for additive mappings. In 1982-2005 we established the Hyers-Ulam stability for the Ulam problem of linear and nonlinear mappings. In 1998 S.-M. Jung and in 2002-2005 the authors of this paper investigated the Hyers-Ulam stability of additive and quadratic mappings on restricted domains. In this paper we improve our bounds and thus our results obtained, in 2003 for Jensen type mappings and establish new theorems about the Ulam stability of additive mappings of the second form on restricted domains. Besides we introduce alternative Jensen type functional equations and investigate pertinent stability results for these alternative equations. Finally, we apply our recent research results to the asymptotic behavior of functional equations of these alternative types. These stability results can be applied in stochastic analysis, financial and actuarial mathematics, as well as in psychology and sociology.     

Stability of impulsive functional differential equations

In this paper the stability of impulsive functional differential equations in which the state variables on the impulses are related to the time delay is studied. By using Lyapunov functions and Razumikhin techniques, some criteria of stability, asymptotic stability and practical stability for impulsive functional differential equations in which the state variables on the impulses are related to the time delay are provided. Some examples are also presented to illustrate the efficiency of the results obtained.     

Strict stability of impulsive functional differential equations

Strict stability is the kind of stability that can give us some information about the rate of decay of the solutions. There are some results about strict stability of differential equations. In the present paper, we shall extend the strict stability to impulsive functional differential equations. By using Lyapunov functions and Razumikhin technique, we shall get some criteria for the strict stability of impulsive functional differential equations, and we can see that impulses do contribute to the system's strict stability behavior.     

Spectral Problems Arising in the Theory of Differential Equations with Delay

In this article we present a review of results on asymptotic behavior and stability of strong solutions for functional differential equations (FDE). We also formulate several results about spectral properties (completeness and basisness) of exponential solutions of the above-mentioned equations. It is relevant to emphasize that our approach for the research of FDE is based on the spectral analysis of operator pencils that are symbols (characteristic quasi-polynomials) with operator coefficients. The article is divided into two parts. The first part is devoted to the research on FDE in a Hilbert space; the second part is devoted to the research on FDE in a finite-dimensional space.     

Stability of functional equations in single variable

This paper discusses Hyers-Ulam stability for functional equations in single variable, including the forms of linear functional equation, nonlinear functional equation and iterative equation. Surveying many known and related results, we clarify the relations between Hyers-Ulam stability and other senses of stability such as iterative stability, continuous dependence and robust stability, which are used for functional equations. Applying results of nonlinear functional equations we give the Hyers-Ulam stability of Böttcher's equation. We also prove a general result of Hyers-Ulam stability for iterative equations.     

Stability for retarded functional differential equations

It is known that retarded functional differential equations can be regarded as Banach-space-valued generalized ordinary differential equations (GODEs). In this paper, some stability concepts for retarded functional differential equations are introduced and they are discussed using known stability results for GODEs. Then the equivalence of the different concepts of stabilities considered here are proved and converse Lyapunov theorems for a very wide class of retarded functional differential equations are obtained by means of the correspondence of this class of equations with GODEs. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 60, No. 1, pp. 107–126, January, 2008.     

Stability in distribution of neutral stochastic functional differential equations with Markovian switching

Stability in distribution of stochastic differential equations with Markovian switching and stochastic differential delay equations with Markovian switching have been studied by several authors and this kind of stability is an important property for stochastic systems. There are several papers which study this stability for stochastic differential equations with Markovian switching and stochastic differential delay equations with Markovian switching technically. In our paper, we are concerned with the general neutral stochastic functional differential equations with Markovian switching and we derive the sufficient conditions for stability in distribution. At the end of our paper, one example is established to illustrate the theory of our work.     

Exponential stability for stochastic neutral partial functional differential equations

In this paper, we consider a class of stochastic neutral partial functional differential equations in a real separable Hilbert space. Some conditions on the existence and uniqueness of a mild solution of this class of equations and also the exponential stability of the moments of a mild solution as well as its sample paths are obtained. The known results in Govindan [T.E. Govindan, Almost sure exponential stability for stochastic neutral partial functional differential equations, Stochastics 77 (2005) 139-154], Liu and Truman [K. Liu, A. Truman, A note on almost sure exponential stability for stochastic partial functional differential equations, Statist. Probab. Lett. 50 (2000) 273-278] and Taniguchi [T. Taniguchi, Almost sure exponential stability for stochastic partial functional differential equations, Stoch. Anal. Appl. 16 (1998) 965-975; T. Taniguchi, Asymptotic stability theorems of semilinear stochastic evolution equations in Hilbert spaces, Stochastics 53 (1995) 41-52] are generalized and improved.     

泛函微分方程安全全局渐近稳定性的一类判别准则

本利用分离变量型V函数，建立了泛函微分方程安全全局渐近稳定性的一类Razumikhin型定理，并对一类变时滞线性微分差分方程给出简明的安全全局渐近稳定性判别准则。     

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.     

Markov调制的随机微分延迟方程的函数稳定性

随机微分延迟方程的指数稳定性被人们广泛研究,但讨论带Markov调制的随机微分延迟方程的函数稳定性的不多.本文主要研究了两种类型的函数稳定性.我们采用了一例特定的Lyapunov函数,来研究带Markov调制的随机微分延迟方程的p阶矩ψα-函数稳定性,并对其几乎必然ψβ/p-函数稳定性也进行了探讨.     

STABILITY OF FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAYS

In this paper,the stability of a class of impulsive functional differential equations with infinite delays is investigated. A uniform stability theorem and a uniform asymptotic stability theorem are established.     

关于运用Liapunov函数的滞后型系统部分稳定性的注释

Sufficient conditions for the stability with respect to part of the functional differential equation variables are given. These conditions utilize Lyapunov functions to determine the uniform stability and uniform asymptotic stability of functional differential equations. These conditions for the partial stability develop the Razumikhin theorems on uniform stability and uniform asymptotic stability of functional differential equations. An example is presented which demonstrates these results and gives insight into the new stability conditions.     

Positivity and stability of linear functional differential equations with infinite delay

General linear functional differential equations with infinite delay are considered. We first give an explicit criterion for positivity of the solution semigroup of linear functional differential equations with infinite delay and then a Perron‐Frobenius type theorem for positive equations. Next, a novel criterion for the exponential asymptotic stability of positive equations is presented. Furthermore, two sufficient conditions for the exponential asymptotic stability of positive equations subjected to structured perturbations and affine perturbations are provided. Finally, we applied the obtained results to problems of the exponential asymptotic stability of Volterra integrodifferential equations. To the best of our knowledge, most of the results of this paper are new.     

Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay

To the best of the authors’ knowledge, there are no results based on the so-called Razumikhin technique via a general decay stability, for any type of stochastic differential equations. In the present paper, the Razumikhin approach is applied to the study of both pth moment and almost sure stability on a general decay for stochastic functional differential equations with infinite delay. The obtained results are extended to stochastic differential equations with infinite delay and distributed infinite delay. Some comments on how the considered approach could be extended to stochastic functional differential equations with finite delay are also given. An example is presented to illustrate the usefulness of the theory.     

On liapunov functional in theory of stability of systems with time-lag

It is well known, that in the theory of stability in differential equations, Liapunov's second method may be the most important. The center problem of Liapunov's second method is construction of Liapunov function for concrete problems. Beyond any doubt, construction of Liapunov functions is an art. In the case of functional differential equations, there were also many attempts to establish various kinds of Liapunov type theorems. Recently Burton [2] presented an excellent theorem using the Liapunov functional to solve the asymptotic stability of functional differential equation with bounded delay. However, the construction of such a Liapunov functional is still very hard for concrete problems. In this paper, by utilizing this theorem due to Burton, we construct concrete Liapunov functional for certain and nonlinear delay differential equations and derive new sufficient conditions for asymptotic stability. Those criteria improve the result of literature [1] and they are with simple forms, easily checked and applicable.This project is supported by the National Natural Science Foundation of China.     

Stability of sets of functional differential equations with impulse effect

In this paper, we investigate stability of sets for a class of impulsive functional differential equations by using piecewise continuous Lyapunov functions with Razumickhin techniques. Some sufficient conditions for stability of sets are established, and some known stability theorems also are generalized.     

具次线性功能反应函数的食饵-捕食者模型的定性分析

本文研究了一类食饵具常数存放且功能反应函数为次线性函数的食饵-捕食者模型.利用常微分方程定性理论和稳定性理论的分析方法,获得了一些平衡点全局渐近稳定,极限环存在唯一的充分条件.