Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps

In this paper, we consider a class of neutral stochastic partial differential equations with delays and Poisson jumps. Sufficient conditions for the existence and exponential stability in mean square as well as almost surely exponential stability of mild solutions are derived by means of the Banach fixed point principle. An example is provided to illustrate the effectiveness of the proposed result.     

Global attracting set,exponential stability and stability in distribution of SPDEs with jumps

A novel approach to the global attracting sets of mild solutions for stochastic functional partial differential equations driven by Lévy noise is presented. Consequently, some new sufficient conditions ensuring the existence of the global attracting sets of mild solutions for the considered equations are established. As applications, some new criteria for the exponential stability in mean square of the considered equations is obtained. Subsequently, by employing a weak convergence approach, we try to establish some stability conditions in distribution of the segment processes of mild solutions to stochastic delay partial differential equations with jumps under some weak conditions. Some known results are improved. Lastly, some examples are investigated to illustrate the theory.     

Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence,uniqueness, exponential stability and invariant measures

Abstract

In this work, we consider the two-dimensional viscoelastic fluid flow equations, arising from the Oldroyd model for the non-Newtonian fluid flows. We investigate the well-posedness of such models in two-dimensional bounded and unbounded (Poincaré domains) domains, both in deterministic and stochastic settings. The existence and uniqueness of weak solution in the deterministic case is proved via a local monotonicity property of the linear and nonlinear operators and a localized version of the Minty-Browder technique. Some results on the exponential stability of stationary solutions are also established. The global solvability results for the stochastic counterpart are obtained by a stochastic generalization of the Minty-Browder technique. The exponential stability results in the mean square as well as in the pathwise (almost sure) sense are also discussed. Using the exponential stability results, we finally prove the existence of a unique invariant measure, which is ergodic and strongly mixing.     

On the existence and long-time behavior of solutions to stochastic three-dimensional Navier–Stokes–Voigt equations

We consider the 3D stochastic Navier–Stokes–Voigt equations in bounded domains with the homogeneous Dirichlet boundary condition and infinite-dimensional Wiener process. First, we prove the existence and uniqueness of solutions to the problem. Then we investigate the mean square exponential stability and the almost sure exponential stability of the stationary solutions.     

Non-Autonomous stochastic differential equations in hubert spaces: Lyapunov Function,stability and ultimate boundedness

In this paper, we establish the Lyapunov function characterization which is a sufficient and necessary condition for mild solutions of semilinear stochastic evolution equations to be exponentially stable in mean square. We also study the Lyapunov function characterization of ultimate exponential boundedness, a concept which is closely related to the existence of invariant measures of non-stationary stochastic evolution equations     

Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems

Abstract

The problem of the mean square exponential stability for a class of discrete-time linear stochastic systems subject to independent random perturbations and Markovian switching is investigated. The case of the linear systems whose coefficients depend both to present state and the previous state of the Markov chain is considered. Three different definitions of the concept of exponential stability in mean square are introduced and it is shown that they are not always equivalent. One definition of the concept of mean square exponential stability is done in terms of the exponential stability of the evolution defined by a sequence of linear positive operators on an ordered Hilbert space. The other two definitions are given in terms of different types of exponential behavior of the trajectories of the considered system. In our approach the Markov chain is not prefixed. The only available information about the Markov chain is the sequence of probability transition matrices and the set of its states. In this way one obtains that if the system is affected by Markovian jumping the property of exponential stability is independent of the initial distribution of the Markov chain.

The definition expressed in terms of exponential stability of the evolution generated by a sequence of linear positive operators, allows us to characterize the mean square exponential stability based on the existence of some quadratic Lyapunov functions.

The results developed in this article may be used to derive some procedures for designing stabilizing controllers for the considered class of discrete-time linear stochastic systems in the presence of a delay in the transmission of the data.     

Global Attracting Sets of Neutral Stochastic Functional Differential Equations Driven by Poisson Jumps

By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets and the exponential decay in the mean square of mild solutions for a class of neutral stochastic functional differential equations by Poisson jumps. An example is presented to illustrate the effectiveness of the obtained result.     

Exponential Stability for Discrete Time Linear Equations Defined by Positive Operators

In this paper the problem of exponential stability of the zero state equilibrium of a discrete-time time-varying linear equation described by a sequence of linear positive operators acting on an ordered finite dimensional Hilbert space is investigated. The class of linear equations considered in this paper contains as particular cases linear equations described by Lyapunov operators or symmetric Stein operators as well as nonsymmetric Stein operators. Such equations occur in connection with the problem of mean square exponential stability for a class of difference stochastic equations affected by independent random perturbations and Markovian jumping as well us in connection with some iterative procedures which allow us to compute global solutions of discrete time generalized symmetric or nonsymmetric Riccati equations. The exponential stability is characterized in terms of the existence of some globally defined and bounded solutions of some suitable backward affine equations (inequalities) or forward affine equations (inequalities).     

Exponential Behavior of Solutions to Stochastic Integrodifferential Equations with Distributed Delays

In this work, we study the existence, uniqueness, and exponential asymptotic behavior of mild solutions to stochastic integrodifferential delay evolution equations. We assume that the non-delay part generates a C₀-semigroup.     

The Exponential Behaviour and Stabilizability of Stochastic 2D-Navier-Stokes Equations

Some results on the pathwise exponential stability of the weak solutions to a stochastic 2D-Navier-Stokes equation are established. The first ones are proved as a consequence of the exponential mean square stability of the solutions. However, some of them are improved by avoiding the previous mean square stability in some more particular and restrictive situations. Also, some results and comments concerning the stabilizability and stabilization of these equations are stated.     

Measure Pseudo Almost Periodic Solutions of Shunting Inhibitory Cellular Neural Networks with Mixed Delays

In this work, we consider a class of neutral shunting inhibitory cellular neural networks with mixed delays. We study the existence, uniqueness, and the exponential stability of the measure pseudo almost periodic (or μ-pseudo almost periodic) solutions from some models for shunting inhibitory cellular neural networks with mixed delays. An example is provided to illustrate the theory developed in this work.     

Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays

The fixed-point theory is first used to consider the stability for stochastic partial differential equations with delays. Some conditions for the exponential stability in pth mean as well as in sample path of mild solutions are given. These conditions do not require the monotone decreasing behavior of the delays, which is necessary in [T. Caraballo, K. Liu, Exponential stability of mild solutions of stochastic partial differential equations with delays, Stoch. Anal. Appl. 17 (1999) 743-763; Ruhollan Jahanipur, Stability of stochastic delay evolution equations with monotone nonlinearity, Stoch. Anal. Appl. 21 (2003) 161-181]. Even in this special case, our results also improve the results in [T. Caraballo, K. Liu, Exponential stability of mild solutions of stochastic partial differential equations with delays, Stoch. Anal. Appl. 17 (1999) 743-763].     

Mean square exponential stability and periodic solutions of stochastic delay cellular neural networks

This paper mainely concerns the exponential stability analysis and the existence of periodic solution problems for a class of stochastic cellular neural networks with discrete delays (SDCNNs). Above all, Poincare contraction theory is utilized to derive the conditions guaranteeing the existence of periodic solutions of SDCNNs. Next, Lyapunov function, stochastic analysis theory and Young inequality approach is developed to derive some theorems which gives several sufficient conditions such that periodic solutions of SDCNNs are mean square exponential stable. These sufficient conditions only including those governing parameters of SDCNNs can be easily checked by simple algebraic methods. Finally, two examples are given to demonstrate that the proposed criteria are useful and effective.     

Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

The paper discusses both pth moment and almost sure exponential stability of solutions to neutral stochastic functional differential equations and neutral stochastic differential delay equations, by using the Razumikhin-type technique. The main goal is to find sufficient stability conditions that could be verified more easily then by using the usual method with Lyapunov functionals. The analysis is based on paper [X. Mao, Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations, SIAM J. Math. Anal. 28 (2) (1997) 389-401], referring to mean square and almost sure exponential stability.     

Absolute mean square exponential stability of Lur’e stochastic distributed parameter control systems

In this work the absolute mean square exponential stability of Lur’e stochastic distributed parameter control systems has been addressed. Delay-dependent sufficient conditions for the stochastic stability in Hilbert spaces are established in terms of linear operator inequalities (LOIs). Finally, the stochastic wave equation illustrates our result.     

Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion

Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov's fixed point theorem and a new version of Schaefer's fixed point theorem in generalized Banach spaces. The relationship between mild and weak solutions and the exponential stability of mild solutions are investigated as well. The abstract theory is illustrated with an example.     

Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps

Abstract

In this article, we derive the sufficient conditions for the existence of mild solutions of Hilfer fractional stochastic integrodifferential equations with nonlocal conditions and Poisson jumps in Hilbert spaces. Results will be obtained in the pth mean square sense by using the fractional calculus, semigroup theory and stochastic analysis techniques. The article generalizes many of the existing results in the literature in terms of (1) Riemann–Liouville and Caputo derivatives are the special cases. (2) In the sense of pth mean square norm. (3) Stochastic integrodifferential with nonlocal conditions and Poisson jumps. A numerical example is provided to validate the obtained theoretical results.     

The existence and exponential stability of semilinear functional differential equations with random impulses under non-uniqueness

In this paper, the existence and exponential stability of mild solutions of semilinear differential equations with random impulses are studied under non-uniqueness in a real separable Hilbert space. The results are obtained by using the Leray-Schauder alternative fixed point theorem.     

Existence and global attractiveness of a square‐mean ‐pseudo almost automorphic solution for some stochastic evolution equation driven by Lévy noise

In this work, we introduce the concept of μ‐pseudo almost automorphic processes in distribution. We use the μ‐ergodic process to define the spaces of μ‐pseudo almost automorphic processes in the square mean sense. We establish many interesting results on the functional space of such processes like a composition theorem. Under some appropriate assumptions, we establish the existence, the uniqueness and the stability of the square‐mean μ‐pseudo almost automorphic solutions in distribution to a class of abstract stochastic evolution equations driven by Lévy noise. We provide an example to illustrate our results.     

On Yosida Approximations of McKean–Vlasov Type Stochastic Evolution Equations

This article is concerned with a semilinear McKean–Vlasov type stochastic evolution equation in a real Hilbert space. The main goal of the article is to study the existence and uniqueness of mild solutions, Yosida approximations of mild solutions of such equations, and to deduce the weak convergence of the corresponding induced probability measures. As an application, we also study the exponential stability of mild solutions of such equations.