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1.
A parallel hybrid linear solver based on the Schur complement method has the potential to balance the robustness of direct solvers with the efficiency of preconditioned iterative solvers. However, when solving large-scale highly-indefinite linear systems, this hybrid solver often suffers from either slow convergence or large memory requirements to solve the Schur complement systems. To overcome this challenge, we in this paper discuss techniques to preprocess the Schur complement systems in parallel. Numerical results of solving large-scale highly-indefinite linear systems from various applications demonstrate that these techniques improve the reliability and performance of the hybrid solver and enable efficient solutions of these linear systems on hundreds of processors, which was previously infeasible using existing state-of-the-art solvers.  相似文献   

2.
This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an m-dimensional Brownian motion and a d-dimensional canonical process with uniform Lipschitzian coefficients. Such equations can be useful in mod- elling hybrid systems, where the phenomena are simultaneously subjected to two kinds of un- certainties: randomness and uncertainty. The solutions of UBSDEs are the uncertain stochastic processes. Thus, the existence and uniqueness of solutions to UBSDEs with Lipschitzian coeffi- cients are proved.  相似文献   

3.
<正>A parallel hybrid linear solver based on the Schur complement method has the potential to balance the robustness of direct solvers with the efficiency of preconditioned iterative solvers.However,when solving large-scale highly-indefinite linear systems,this hybrid solver often suffers from either slow convergence or large memory requirements to solve the Schur complement systems.To overcome this challenge,we in this paper discuss techniques to preprocess the Schur complement systems in parallel. Numerical results of solving large-scale highly-indefinite linear systems from various applications demonstrate that these techniques improve the reliability and performance of the hybrid solver and enable efficient solutions of these linear systems on hundreds of processors,which was previously infeasible using existing state-of-the-art solvers.  相似文献   

4.
This article concerns the construction of approximate solutions for a general stochastic integrodifferential equation which is not explicitly solvable and whose coeffcients functionally depend on Lebesgue integrals and stochastic integrals with respect to martingales. The approximate equations are linear ordinary stochastic differential equations, the solutions of which are defined on sub-intervals of an arbitrary partition of the time interval and connected at successive division points. The closeness of the initial and approximate solutions is measured in the L^p-th norm, uniformly on the time interval. The convergence with probability one is also given.  相似文献   

5.
§ 1 IntroductionDelay differential equations with piecewise constant arguments repressenta hybrid ofcontinuous and discrete dynamical systems and combine the properties of both differentialand difference equations.They have particular importance in control theory and certainbiomedical problems.Recently there has been a lot of activities concerning the oscillatoryproperties of solutions of such equations.See,for example[1~ 4 ] and the comprehensivesurvey paper[5] .Consider the linear delay …  相似文献   

6.
This paper is concerned with the global existence and uniform boundedness of solutions for two classes of chemotaxis models in two or three dimensional spaces. Firstly, by using detailed energy estimates, special interpolation relation and uniform Gronwall inequality, we prove the global existence of uniformly bounded solutions for a class of chemotaztic systems with linear chemotactic-sensitivity terms and logistic reaction terms. Secondly, by applying detailed analytic semigroup estimates and special iteration techniques, we obtain the global existence of uniformly bounded solutions for a class of chemotactic systems with nonlinear chemotacticsensitivity terms, which extends the global existence results of [6] to other general cases.  相似文献   

7.
In this article, we study the existence of nontrivial solutions for a class of asymptotically linear Hamiltonian systems with Lagrangian boundary conditions by the Galerkin approximation methods and the L-index theory developed by the first author.  相似文献   

8.
We study some monotonicity and iteration inequality of the Maslov-type index i-1of linear Hamiltonian systems.As an application we prove the existence of symmetric periodic solutions with prescribed minimal period for first order nonlinear autonomous Hamiltonian systems which are semipositive,even,and superquadratic at zero and infinity.This result gives a positive answer to Rabinowitz’s minimal period conjecture in this case without strictly convex assumption.We also give a different proof of the existence of symmetric periodic solutions with prescribed minimal period for classical Hamiltonian systems which are semipositive,even,and superquadratic at zero and infinity which was proved by Fei,Kim and Wang in 2001.  相似文献   

9.
In this paper, the stability properties for a class of switched stochastic systems with commutative componentwise subsystem matrices are studied. Under some switching law, the trivial solutions of the above systems are proved to be exponentially stable in mean square and almost sure exponentially stable if the random perturbations are sufficiently "small".  相似文献   

10.
In this paper,we investigate the stability of the split-step theta(SST)method for a class of nonlinear regime-switching jump systems–neutral stochastic delay differential equations(NSDDEs)with Markov switching and jumps.As we know,there are few results on the stability of numerical solutions for NSDDEs with Markov switching and jumps.The purpose of this paper is to enrich conclusions in such respect.It first devotes to show that the trivial solution of the NSDDE with Markov switching and jumps is exponentially mean square stable and asymptotically mean square stable under some suitable conditions.If the drift coefficient also satisfies the linear growth condition,it then proves that the SST method applied to the NSDDE with Markov switching and jumps shares the same conclusions with the exact solution.Moreover,a numerical example is demonstrated to illustrate the obtained results.  相似文献   

11.
Given an unstable hybrid stochastic functional differential equation, how to design a delay feedback controller to make it stable? Some results have been obtained for hybrid systems with finite delay. However, the state of many stochastic differential equations are related to the whole history of the system, so it is necessary to discuss the feedback control of stochastic functional differential equations with infinite delay. On the other hand, in many practical stochastic models, the coefficients of these systems do not satisfy the linear growth condition, but are highly nonlinear. In this paper, the delay feedback controls are designed for a class of infinite delay stochastic systems with highly nonlinear and the influence of switching state.  相似文献   

12.
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.  相似文献   

13.
This paper deals with the control of the class of singular nonlinear stochastic hybrid systems. Under some appropriate assumptions, results on stochastic stability and stochastic stabilization are developed. Two state feedback controllers (linear and nonlinear) that stochastically stabilize the class of systems we are considering are designed. LMI sufficient conditions are developed to compute the gains of these controllers.  相似文献   

14.
Under linear expectation(or classical probability), the stability for stochastic differential delay equations(SDDEs), where their coeficients are either linear or nonlinear but bounded by linear functions, has been investigated intensively. Recently, the stability of highly nonlinear hybrid stochastic differential equations is studied by some researchers. In this paper,by using Peng's G-expectation theory, we first prove the existence and uniqueness of solutions to SDDEs driven by G-Brownian motion(G-SDDEs) under local Lipschitz and linear growth conditions. Then the second kind of stability and the dependence of the solutions to G-SDDEs are studied. Finally, we explore the stability and boundedness of highly nonlinear G-SDDEs.  相似文献   

15.
The solutions of linear fuzzy stochastic differential systems   总被引:2,自引:0,他引:2  
Yuhu Feng   《Fuzzy Sets and Systems》2003,140(3):227-554
As a completion of previous work of Feng (Fuzzy Sets and Systems 115 (2000) 351) on the general theory of fuzzy stochastic differential systems, the solutions of linear fuzzy stochastic differential systems for general coefficient matrix are discussed.  相似文献   

16.
This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, sufficient conditions on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities.  相似文献   

17.
The stochastic stability and impulsive noise disturbance attenuation in a class of joint process driven and networked hybrid systems with coupling delays (JPDNHSwD) has been investigated. In particular, there are two separable processes monitoring the networked hybrid systems. One drives inherent network structures and properties, the other induces random variations in the control law. Continuous dynamics and control laws in networked subsystems and couplings among subsystems change as events occur stochastically in a spatio-temporal fashion. When an event occurs, the continuous state variables may jump from one value to another. Using the stochastic Lyapunov functional approach, sufficient conditions on the existence of a remote time-delay feedback controller which ensures stochastic stability for this class of JPDNHSwD are obtained. The derived conditions are expressed in terms of solutions of LMIs. An illustrative example of a dynamical network driven by two Markovian processes is used to demonstrate the satisfactory control performance.  相似文献   

18.
Korenevskii  D. G. 《Mathematical Notes》2001,70(1-2):192-205
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).  相似文献   

19.
In this paper, at first the stability condition which gives an upper stochastic bound for a class of Stochastic Hybrid Systems (SHS) with deterministic jumps is derived. Here, additive noise signals are considered that do not vanish at equilibrium points. The presented theorem gives an upper bound for the second stochastic moment or variance of the system trajectories. Then, the linear case of SHS is investigated to show the application of the theorem. For the linear case of such stochastic hybrid systems, the stability criterion is obtained in terms of Linear Matrix Inequality (LMI) and an upper bound on state covariance is obtained for them. Then utilizing the stability theorem, an output feedback controller design procedure is proposed which requires the Bilinear Matrix Inequalities (BMI) to be solved. Next, the pitch dynamics of a helicopter is approximated with a set of linear stochastic systems, and the proposed controller is designed for the approximated model and implemented on the main nonlinear system to demonstrate the effectiveness of the proposed theorem and the control design method.  相似文献   

20.
讨论线性二次最优控制问题, 其随机系统是由 L\'{e}vy 过程驱动的具有随机系数而且还具有仿射项的线性随机微分方程. 伴随方程具有无界系数, 其可解性不是显然的. 利用 $\mathscr{B}\mathscr{M}\mathscr{O}$ 鞅理论, 证明伴随方程在有限 时区解的存在唯一性. 在稳定性条件下, 无限时区的倒向随机 Riccati 微分方程和伴随倒向随机方程的解的存在性是通过对应有限 时区的方程的解来逼近的. 利用这些解能够合成最优控制.  相似文献   

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