线性随机变时滞微分方程指数Euler方法的收敛性和稳定性

文应用指数Euler方法研究了线性随机变时滞微分方程的收敛性和稳定性;首先,证明了指数Euler方法是$\frac{1}{2}$阶均方收敛的;其次,在解析解均方稳定的前提下,通过跟Euler-Maruyama方法比较发现指数Euler方法在大步长下依然保持解析解的均方稳定性;最后,用数值试验验证了收敛和稳定的结果.     

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.     

关于带跳中立型随机泛函微分方程p阶矩指数稳定性准则

本文研究了带跳中立型随机泛函微分方程的p阶矩指数稳定性,通过构造Lyapunov函数,运用分析的技巧得到了p阶指数稳定的准则.同时给出了一个例子显示出我们的结果是有效的.     

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.     

双稳时滞系统波前解的全局指数稳定性

研究了双稳时滞系统波前解的全局指数稳定性.在拟单调条件下,首先利用抽象泛函微分方程理论建立了R上时滞反应扩散系统解的存在性和比较原理,然后运用基于比较原理的挤压技术证明该系统的双稳波是全局指数稳定的.     

带Lévy跳的中立随机微分方程的EM逼近

本文研究了一类带Lévy跳的中立随机微分方程的Euler近似解的问题.利用Gronwall不等式、H?lder不等式及BDG不等式,在局部Lipschitz和线性增长条件下,本文给出近似解在均方意义下收敛于真实解,推广了带Poisson跳的中立随机微分方程EM逼近结果.     

随机选择修理工的可修复系统指数稳定性分析

讨论了一个随机选择修理工的可修复系统解的指数稳定性,首先通过对积分微分方程组描述的可修复系统生成的系统算子的本质谱的增长性约束和扰动后本质谱半径的变化情况进行分析,进而得到了可修复系统解的指数稳定性.     

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.     

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.     

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.     

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.     

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

In this paper, we develop the truncated Euler-Maruyama (EM) method for stochastic differential equations with piecewise continuous arguments (SDEPCAs), and consider the strong convergence theory under the local Lipschitz condition plus the Khasminskii-type condition. The order of convergence is obtained. Moreover, we show that the truncated EM method can preserve the exponential mean square stability of SDEPCAs. Numerical examples are provided to support our conclusions.     

随机Volterra积分方程相容解的稳定性

本文考虑了随机Volterra积分方程相容解的稳定性.应用Lyapunov第二方法,并以推广的Ito公式为工具,给出了随机Volterra积分方程相容解的几乎确定指数稳定和矩指数稳定的充分性原则.     

Stability analysis of a stochastic Gilpin–Ayala model driven by Lévy noise

A stochastic one-dimensional Gilpin–Ayala model driven by Lévy noise is presented in this paper. Firstly, we show that this model has a unique global positive solution under certain conditions. Then sufficient conditions for the almost sure exponential stability and moment exponential stability of the trivial solution are established. Results show that the jump noise can make the trivial solution stable under some conditions. Numerical example is introduced to illustrate the results.     

随机脉冲微分系统指数稳定性

该文首先给出了具有随机脉冲时刻影响的非线性微分系统 模型，然后得到了该模型零解的p阶矩指数稳定和几乎必然指数稳定的充分条件，在所得结果中不要求dV(t,x(t)) /dt定负．最后，给出一个例子说明所得结果的应用．     

Stability and stabilization of a class of nonlinear impulsive hybrid systems based on FSM with MDADT

The issue of stability and stabilization for a class of nonlinear impulsive hybrid systems based on finite state machine (FSM) with mode-dependent average dwell time (MDADT) is investigated in this paper. The concepts of global asymptotic stability and global exponential stability are extended for the systems, and the multiple Lyapunov functions (MLFs) are constructed to prove the sufficient conditions of global asymptotic stability and global exponential stability, respectively. Furthermore, the method of stabilization is also given for the hybrid systems. The application of MLFs and MDADT leads to a reduction of conservativeness in contrast with classical Lyapunov function. Finally, a numerical example is given to show the feasibility and effectiveness of the proposed approach.     

在常规故障条件下具有易损坏储备部件可修复系统的指数稳定性

研究了在常规故障条件下具有易损坏储备部件可修复系统.运用Banach空间上的线性算子半群理论,通过分析系统本质谱界经过扰动后的变化,表明在一定的条件下,系统动态解以指数形式收敛于系统的稳态解.     

带耗散项的浅水波方程的整体边界稳定性

在[0,1]区间上研究带耗散项的浅水波方程由边界反馈引起的整体指数稳定性.在控制边界条件u(0)=u_x(1)=u_(xx)(0)=δu_(xxx)(1)-εu(1)u_(xx)(1)-(?)(u(1))=0之下,证明了解的H1整体指数稳定性和H4整体渐进稳定性.     

Stability and periodicity in high-order neural networks with impulsive effects

In this paper, the global exponential stability and periodicity are investigated for a class generalized high-order neural networks with time delays and impulses; some sufficient conditions are derived for checking the global exponential stability and existence of periodic solutions for this system using the generalized Halanay inequality, mathematical induction and a fixed point theorem. The criteria given are easily verified and possess many adjustable parameters, which provides flexibility for the design and analysis of the system. Finally, an example with numerical simulation is given to show the effectiveness of the proposed method and results.