Stability of a pure random delay system with two-time-scale Markovian switching

This work examines almost sure stability of a pure random delay system whose delay time is modeled by a finite state continuous-time Markov chain with two-time scales. The Markov chain contains a fast-varying part and a slowly-changing part. Using the properties of the weighted occupation measure of the Markov chain, it is shown that the overall system?s almost-sure-asymptotic stability can be obtained by using the “averaged” delay. This feature implies that even if some longer delay times may destabilize the system individually, the system may still be stable if their impact is balanced. In other words, the Markov chain becomes a stabilizing factor. Numerical results are provided to demonstrate our results.     

pth Moment stability of impulsive stochastic delay differential systems with Markovian switching

This paper is concerned with the pth moment stability of impulsive stochastic delay differential systems with Markovian switching. By using the Razumikhin-type method, some stability criteria are obtained, which can loosen the constraints of the existing results and thus reduce the conservativeness. Two examples are presented to demonstrate the usefulness of the proposed results.     

The stability of distributed neutral delay differential systems with Markovian switching

This paper is concerned with the stability analysis of neutral-type stochastic distributed delay differential systems described by Markovian switching. This system has some special kind of neutral behaviour with uncertain distributed time delays occurring in the state variables. Based on the Lyapunov function, novel methodologies for analyzing stability criteria, and the design of an uncertain distributed delay model are presented. The proposed method is an alternative way to study the robustness and stability of uncertain distributed delays with neutral systems. In order to demonstrate the applicability of the results, the investigation considers two specific examples.     

Robust exponential stability of switched delay interconnected systems under arbitrary switching

The problem of robust exponential stability for a class of switched nonlinear dynamical systems with uncertainties and unbounded delay is addressed. On the assumption that the interconnected functions of the studied systems satisfy the Lipschitz condition, by resorting to vector Lyapunov approach and M-matrix theory, the sufficient conditions to ensure the robust exponential stability of the switched interconnected systems under arbitrary switching are obtained. The proposed method, which neither require the individual subsystems to share a Common Lyapunov Function (CLF), nor need to involve the values of individual Lyapunov functions at each switching time, provide a new way of thinking to study the stability of arbitrary switching. In addition, the proposed criteria are explicit, and it is convenient for practical applications. Finally, two numerical examples are given to illustrate the correctness and effectiveness of the proposed theories.     

The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth

This paper discusses the asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching (SDSwMSs). The systems coefficients are assumed to satisfy local Lipschitz condition and polynomial growth condition. By applying some novel techniques, we propose some conditions under which such SDSwMSs are asymptotically stable and exponentially stable. Nontrivial examples are provided to illustrate our results.     

Robust exponential stability of Markovian jumping neural networks with mode-dependent delay

This paper deals with the robust exponential stability problem for a class of Markovian jumping neural networks with time delay. The delay considered varies randomly, depending on the mode of the networks. By using a new Lyapunov–Krasovskii functional, a delay-dependent stability criterion is presented, which can be expressed in terms of linear matrix inequalities (LMIs). A numerical example is given to show the effectiveness of the results.     

Global stability of coupled nonlinear systems with Markovian switching

This paper investigates the global stability of a coupled nonlinear system with Markovian switching (CNSMS), which can be described in a graph. A theoretical framework for the construction of Lyapunov function for the CNSMS is derived in a combined method of graph theory and Lyapunov function. Furthermore, we obtain a global stochastic asymptotical stability principle, which has a close relation to the topology property of the graph. Finally, to illustrate the capabilities of the principle, the stochastic stability of a coupled oscillator system is investigated.     

Exponential estimates for stochastic delay hybrid systems with Markovian switching

This paper deals with the problem of norm bounds for the solutions of stochastic hybrid systems with Markovian switching and time delay.Based on Lyapunov-Krasovskii theory for functional differential equations and the linear matrix inequality(LMI)approach,mean square exponential estimates for the solutions of this class of linear stochastic hybrid systems are derived.Finally,An example is illustrated to show the applicability and effectiveness of our method.     

Stability of random impulsive coupled systems on networks with Markovian switching

Abstract

This article is intended to study global asymptotical stability in probability for random impulsive coupled systems on networks with Markovian switching. Two cases are considered. (1) Continuous dynamics are stable while impulses are unstable; (2) impulses are stable while continuous dynamics are unstable. To begin with, based on Lyapunov method as well as graph-theoretic technique, several new stability criteria in two cases are derived, that are, the Lyapunov-type criteria and the coefficients-type criteria. Then main results are used for a class of random impulsive coupled oscillators. Finally, the effectiveness of the obtained results is verified by numerical simulations.     

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.     

Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching

In the present paper we first obtain the comparison principle for the nonlinear stochastic differential delay equations with Markovian switching. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probability, stability in thepth mean, asymptotic stability in the pth mean and the pth moment exponential stability of such equations. Finally, an example is given to illustrate the effectiveness of our results.     

ON EXPONENTIAL STABILITY OF LARGE SCALE SYSTEMS WITH UNBOUNDED DELAY

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On exponential stability of nonlinear differential systems with time-varying delay

General nonlinear differential systems with time-varying delays are considered. Several explicit criteria for exponential stability are presented. An example is given to illustrate the obtained results. To the best of our knowledge, the results of this note are new.     

Global exponential stability of non-autonomous Nicholson-type delay systems

In this paper, we present some sufficient conditions for the global exponential stability of the non-autonomous Nicholson-type delay systems. Moreover, we give an example to illustrate our main results.     

Delay independent stability of linear switching systems with time delay

We consider a switching system with time delay composed of a finite number of linear delay differential equations (DDEs). Each DDE consists of a sum of a linear ODE part and a linear DDE part. We study two particular cases: (a) all the ODE parts are stable and (b) all the ODE parts are unstable and determine conditions for delay independent stability. For case (a), we extend a standard result of linear DDEs via the multiple Lyapunov function and functional methods. For case (b) the standard DDE result is not directly applicable, however, we are able to obtain uniform asymptotic stability using the single Lyapunov function and functional methods.     

Razumikhin-type theorems on exponential stability of impulsive delay systems

^** Corresponding author. Email: xzliu{at}math.uwaterloo.ca This paper studies the exponential stability of impulsive delaysystems. By employing the Razumikhin technique and Lyapunovfunctions, several exponential stability criteria are establishedfor both linear and non-linear impulsive delay systems. Someexamples are also worked through to illustrate our results.     

马尔可夫调制及带Poisson跳随机时滞微分方程依分布稳定

本文讨论马尔可夫调制及带Poisson跳随机时滞微分方程,其主要目的是研究方程解的依分布稳定.     

On the stability of jump-diffusions with Markovian switching

In this paper we consider the stability for a class of jump-diffusions with Markovian switching. We first construct them successively and show that they can be associated with some appropriate generators and they are non-explosive. We then prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity by making use of the relation between the transition probabilities of jump-diffusions and the corresponding diffusions. Finally, we also investigate their exponential ergodicity.