Sample-Path Stability of Non-Stationary Dynamic Economic Systems

The goal of this paper is to introduce and illustrate a new approach to the stability analysis of sample-paths of non-linear stochastic economic models with non-stationary components. We place our study within the mathematical theory of random dynamical systems and apply the concept of a random fixed point which is tailor-made for the study of the long-term behavior of sample-paths in stochastic systems. The main tool for the application of this approach is a Banach-type fixed point theorem for non-stationary random dynamical systems which is proved here. The concept and the theorem are thoroughly explained and illustrated by examples from stochastic growth theory.     

Exponential stability and applications of switched positive linear impulsive systems with time-varying delays and all unstable subsystems

The global uniform exponential stability of switched positive linear impulsive systems with time-varying delays and all unstable subsystems is studied in this paper, which includes two types of distributed time-varying delays and discrete time-varying delays. Switching behaviors dominating the switched systems can be either stabilizing and destabilizing in the new designed switching sequence. We design new linear programming algorithm process to find the feasible ratio of stabilizing switching behaviors, which can be compensated by unstable subsystems, destabilizing switching behaviors, and impulses. Specically, we add a kind of nonnegative impulses which is consistent with the switching behaviors for the systems. Employing a multiple co-positive Lyapunov-Krasovskii functional, we present several new sufficient stability criteria and design new switching sequence. Then, we apply the obtained stability criteria to the exponential consensus of linear delayed multi-agent systems, and obtain the new exponential consensus criteria. Three simulations are provided to demonstrate the proposed stability criteria.     

Characteristic boundary layers in real vanishing viscosity limits

In this paper, we study the vanishing viscosity limit of initial boundary value problems for one-dimensional mixed hyperbolic-parabolic systems when the boundary is characteristic for both the viscous and the inviscid systems: in particular, we assume that an eigenvalue of the inviscid system vanishes uniformly. We prove the stability of boundary layers expansions in small time (i.e before shocks for the inviscid system) as long as the amplitude of the boundary layers remains sufficiently small. In particular, by using Lagrangian coordinates, we apply our result to physical systems like gasdynamics and magnetohydrodynamics with homogeneous Dirichlet condition for the velocity at the boundary.     

Mean square stability for systems on stochastically generated discrete time scales

We consider dynamic systems which evolve on discrete time domains where the time steps form a sequence of independent, identically distributed random variables. In particular, we classify the mean-square stability of linear systems on these time domains using quadratic Lyapunov functionals. In the case where the system matrix is a function of the time step, our results agree with and generalize stability results found in the Markov jump linear systems literature. In the case where the system matrix is constant, our results generalize, illuminate, and extend to the stochastic realm results in the field of dynamic equations on time scales. In order to help see the factors that contribute to stability, we prove a sufficient condition for the solvability of the Lyapunov equation by appealing to a fixed point theorem of Ran and Reurings. Finally, an example using observer-based feedback control is presented to demonstrate the utility of the results to control engineers who cannot guarantee uniform timing of the system.     

一类随机脉冲微分系统的稳定性

本文给出了随机脉冲微分系统零解的最终稳定性的定义,利用Liapunov函数,得到了非线性随机脉冲微分系统零解一致最终稳定性及一致最终渐进稳定性和最终不稳定的充分条件.     

Stability,stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces

In this article we discuss stability, stabilizability and detectability problems for Markov-jump discrete-time linear systems (MJDLSs) with multiplicative noise (MN) and countably infinite state space of the Markov chain. On the basis of a new solution representation formula, we give new deterministic characterizations of the stability and the detectability properties of MJDLSs with MN. These results are obtained using an operatorial approach and the properties of certain positive evolution operators defined on ordered Banach spaces of sequences of nuclear operators. Assuming detectability conditions and avoiding stochastic proofs, we prove that any global, nonnegative and bounded solution of the Riccati equation of control is stabilizing for the MJDLSs with MN and control. Finally, we apply our results to solve a linear quadratic optimal control problem. The theory is illustrated by an example.     

Sufficient conditions for the existence of global random attractors for stochastic lattice dynamical systems and applications

In this paper, we first present some sufficient conditions for the existence of a global random attractor for general stochastic lattice dynamical systems. These sufficient conditions provide a convenient approach to obtain an upper bound of Kolmogorov ε-entropy for the global random attractor. Then we apply the abstract result to the stochastic lattice sine-Gordon equation.     

On construction of asymptotically stable iterated function system with probabilities

We consider a Markov chain generated by random iterations of a family of mappings indexed by elements of an arbitrary measurable space. Under sufficiently weak assumptions we construct a family of place-dependent probability measures such that considered Markov chain converges to a stationary distribution. We also prove some sufficient condition for asymptotic stability of a family of i.i.d. mappings and we apply obtained result for discrete white noise random dynamical systems showing analogous probabilistic long-time behavior.     

Holomorphic triples of genus 0

Here we study the relationship between the stability of coherent systems and the stability of holomorphic triples over a curve of arbitrary genus. Moreover we apply these results to study some properties and give some examples of holomorphic triples on the projective line.      

On a discretization process of fractional-order Logistic differential equation

In this work we introduce a discretization process to discretize fractional-order differential equations. First of all, we consider the fractional-order Logistic differential equation then, we consider the corresponding fractional-order Logistic differential equation with piecewise constant arguments and we apply the proposed discretization on it. The stability of the fixed points of the resultant dynamical system and the Lyapunov exponent are investigated. Finally, we study some dynamic behavior of the resultant systems such as bifurcation and chaos.     

Stochastic consistency and stochastic stability in mean square sense for Cauchy advection problem

This work deals with the construction of finite difference solutions of random advection Cauchy type partial differential equation containing uncertainty through the coefficient of the velocity. Under appropriate hypothesis on the velocity random variable, we establish that the constructed random finite difference solution is mean square consistent and mean square stable over the whole real line. In addition, the main statistical functions, such as the mean, of the approximate solution stochastic process generated by truncation of the exact finite difference solution are given. Finally, we apply the proposed technique to several illustrative examples which show our discussing for the mean square stability.     

Noncompliant oligopolistic firms and marketable pollution permits: Statics and dynamics

In this paper, we consider the modeling, analysis, and computation of solutions to both static and dynamic models of multiproduct, multipollutant noncompliant oligopolistic firms who engage in a market for pollution permits. In the case of the static model, we utilize variational inequality theory for the formulation of the governing equilibrium conditions as well as the qualitative analysis of the equilibrium pattern, including sensitivity analysis. We then propose a dynamic model, using the theory of projected dynamical systems, whose set of stationary points coincides with the set of solutions to the variational inequality problem. We propose an algorithm, which is a discretization in time of the dynamic adjustment process, and provide convergence results using the stability analysis results that are also provided herein. Finally, we apply the algorithm to several numerical examples to compute the profit-maximized quantities of the oligopolistic firms' products and the quantities of emissions, along with the equilibrium allocation of licenses and their prices, as well as the possible noncompliant overflows and underflows. This is the first time that these methodologies have been utilized in conjunction to study a problem drawn from environmental policy modeling and analysis.     

Perturbations of Banach Frames and Atomic Decompositions

Banach frames and atomic decompositions are sequences that have basis-like properties but which need not be bases. In particular, they allow elements of a Banach space to be written as linear combinations of the frame or atomic decomposition elements in a stable manner. In this paper we prove several functional — analytic properties of these decompositions, and show how these properties apply to Gabor and wavelet systems. We first prove that frames and atomic decompositions are stable under small perturbations. This is inspired by corresponding classical perturbation results for bases, including the Paley — Wiener basis stability criteria and the perturbation theorem el kato. We introduce new and weaker conditions which ensure the desired stability. We then prove quality properties of atomic decompositions and consider some consequences for Hilbert frames. Finally, we demonstrate how our results apply in the practical case of Gabor systems in weighted L² spaces. Such systems can form atomic decompositions for L²_w(IR), but cannot form Hilbert frames but L²_w(IR) unless the weight is trivial.     

Control of Hopf bifurcations of nonlinear infinite-dimensional systems: application to axial flow engine compressor

We study the local feedback stabilization of Hopf bifurcations for nonlinear systems of infinite dimensions in the case where the linearized vector field has a pair of simple nonzero imaginary eigenvalues and all its other eigenvalues lie strictly in the left half-plane. Discussing the normal form of nonlinear systems obtained by making use of the integral averaging method, we obtain sufficient and necessary condition for controlling the stability of the systems even if the critical modes are uncontrollable. As an application, we apply the obtained results to the control of axial flow engine compressor.     

Quantitative Stability Analysis of Two-Stage Stochastic Linear Programs with Full Random Recourse

Abstract

In this paper, we apply the parametric linear programing technique and pseudo metrics to study the quantitative stability of the two-stage stochastic linear programing problem with full random recourse. Under the simultaneous perturbation of the cost vector, coefficient matrix, and right-hand side vector, we first establish the locally Lipschitz continuity of the optimal value function and the boundedness of optimal solutions of parametric linear programs. On the basis of these results, we deduce the locally Lipschitz continuity and the upper bound estimation of the objective function of the two-stage stochastic linear programing problem with full random recourse. Then by adopting different pseudo metrics, we obtain the quantitative stability results of two-stage stochastic linear programs with full random recourse which improve the current results under the partial randomness in the second stage problem. Finally, we apply these stability results to the empirical approximation of the two-stage stochastic programing model, and the rate of convergence is presented.     

连续非自治系统的有限时间稳定性及其充分条件

本文研究了连续非自治系统的有限时间稳定性问题. 从一维连续非自治系统的有限时间稳定性分析入手, 本文通过使用比较原理, 获得了一些判定一般n维连续非自治系统的有限时间稳定性的充分条件,这些条件改善了已有的连续非自治系统有限时间稳定性的判定条件.     

Subspace Interpolation with Applications to Elliptic Regularity

In this paper, we prove new embedding results by means of subspace interpolation theory and apply them to establishing regularity estimates for the biharmonic Dirichlet problem and for the Stokes and the Navier–Stokes systems on polygonal domains. The main result of the paper gives a stability estimate for the biharmonic problem at the threshold index of smoothness. The classic regularity estimates for the biharmonic problem are deduced as a simple corollary of the main result. The subspace interpolation tools and techniques presented in this paper can be applied to establishing sharp regularity estimates for other elliptic boundary value problems on polygonal domains.     

Numerical approximation of Turing patterns in electrodeposition by ADI methods

In this paper we study the numerical approximation of Turing patterns corresponding to steady state solutions of a PDE system of reaction–diffusion equations modeling an electrodeposition process. We apply the Method of Lines (MOL) and describe the semi-discretization by high order finite differences in space given by the Extended Central Difference Formulas (ECDFs) that approximate Neumann boundary conditions (BCs) with the same accuracy. We introduce a test equation to describe the interplay between the diffusion and the reaction time scales. We present a stability analysis of a selection of time-integrators (IMEX 2-SBDF method, Crank–Nicolson (CN), Alternating Direction Implicit (ADI) method) for the test equation as well as for the Schnakenberg model, prototype of nonlinear reaction–diffusion systems with Turing patterns. Eventually, we apply the ADI-ECDF schemes to solve the electrodeposition model until the stationary patterns (spots & worms and only spots) are reached. We validate the model by comparison with experiments on Cu film growth by electrodeposition.     

Weak almost periodic motions,minimality and stability in impulsive semidynamical systems

In this paper, we study topological properties of semidynamical systems whose continuous dynamics are interrupted by abrupt changes of state. First, we establish results which relate various concepts as stability of Lyapunov, weakly almost periodic motions, recurrence and minimality. In the sequel, we study the stability of Zhukovskij for impulsive systems and we obtain some results about uniform attractors.     

The survival probability of a critical branching process in a Markovian random environment

In this Note, we first prove a local limit theorem for a semi-Markov chain and then apply it to study the asymptotic behavior of the survival probability of a critical branching process in Markovian random environment.