Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales

In this paper, we shall use multiple Lyapunov functions to establish some sufficient criteria for locating the limit sets of solutions of stochastic differential equations with respect to semimartingales. From them follow many useful results on stochastic asymptotic stability and boundedness, including some classical results as special cases. In particular, our new asymptotic stability criteria do not require the diffusion operator associated with the underlying stochastic differential equation be negative definite, while most of the existing results do require this negative definite property essentially.     

ON THE STRONG LAW OF LARGE NUMBERS FOR SUMS OF INDEPENDENT BANACH SPACE VALUED RANDOM ELEMENTS

For a sequence of independent random elements {V _n ,n≥1} in a real separable Banach space X, necessary and, separately, sufficient conditions are provided for the strong law of large numbers ∑ _i=1 ⁿ (V _i ?c _i )/b _n →0 almost certainly to hold where {c _n ,n≥1} and {b _n >0,n≥1} are suitable sequences of centering elements in X and norming constants, respectively. The necessity result extends a real line result of Martikainen[14] Martikainen, A.I. 1979. On Necessary and Sufficient Conditions for the Strong Law of Large Numbers. Teor. Veroyatnost. i Primen., 24: 814–820. (English translation in Theory Probabl. Appl., 24 (1979) 820–823) [Google Scholar] to a Banach space setting. The sufficiency result assumes that X is of Rademacher type p (1≤p≤2) and is new even when X is the real line. It is general enough to include as special cases a strong law of Adler, Rosalsky, and Taylor[2] Adler, A., Rosalsky, A. and Taylor, R.L. 1989. Strong Laws of Large Numbers for Weighted Sums of Random Elements in Normed Linear Spaces. Int. J. Math. Math. Sci., 12: 507–530. [Crossref] , [Google Scholar] for sums of independent and identically distributed random elements and a strong law of Heyde[9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  [Google Scholar] for sums of independent (real-valued) random variables. Illustrative examples are provided showing that the results are sharp and an example is presented satisfying the hypotheses of the sufficiency result but not those of Heyde's[9] Heyde, C.C. 1968. On almost sure convergence for sums of independent random variables. Sankhya¯ Ser. A, 30: 353–358.  [Google Scholar] theorem.     

Convergence analysis of the LDG method applied to singularly perturbed problems

Considering a two‐dimensional singularly perturbed convection–diffusion problem with exponential boundary layers, we analyze the local discontinuous Galerkin (DG) method that uses piecewise bilinear polynomials on Shishkin mesh. A convergence rate O(N^‐1 lnN) in a DG‐norm is established under the regularity assumptions, while the total number of mesh points is O(N²). The rate of convergence is uniformly valid with respect to the singular perturbation parameter ε. Numerical experiments indicate that the theoretical error estimate is sharp. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013     

On the convergence of a finite-difference discretization à la Mickens of the generalized Burgers–Huxley equation

In this note, we establish the property of convergence for a finite-difference discretization of a diffusive partial differential equation with generalized Burgers convective law and generalized Hodgkin–Huxley reaction. The numerical method was previously investigated in the literature and, amongst other features of interest, it is a fast and nonlinear technique that is capable of preserving positivity, boundedness and monotonicity. In the present work, we establish that the method is convergent with linear order of convergence in time and quadratic order in space. Some numerical experiments are provided in order to support the analytical results.     

Consensus problems of first-order dynamic multi-agent systems with multiple time delays

Consensus problems of first-order multi-agent systems with multiple time delays are investigated in this paper. We discuss three cases: 1) continuous, 2) discrete, and 3) a continuous system with a proportional plus derivative controller. In each case, the system contains simultaneous communication and input time delays. Supposing a dynamic multi-agent system with directed topology that contains a globally reachable node, the sufficient convergence condition of the system is discussed with respect to each of the three cases based on the generalized Nyquist criterion and the frequency-domain analysis approach, yielding conclusions that are either less conservative than or agree with previously published results. We know that the convergence condition of the system depends mainly on each agent’s input time delay and the adjacent weights but is independent of the communication delay between agents, whether the system is continuous or discrete. Finally, simulation examples are given to verify the theoretical analysis.     

Improved Duality Estimates and Applications to Reaction-Diffusion Equations

We present a refined duality estimate for parabolic equations. This estimate entails new results for systems of reaction-diffusion equations, including smoothness and exponential convergence towards equilibrium for equations with quadratic right-hand sides in two dimensions. For general systems in any space dimension, we obtain smooth solutions of reaction-diffusion systems coming out of reversible chemistry under an assumption that the diffusion coefficients are sufficiently close one to another.     

Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood

We consider the incidental parameters problem in this paper, i.e. the estimation for a small number of parameters of interest in the presence of a large number of nuisance parameters. By assuming that the observations are taken from a multiple strictly stationary process, the two estimation methods, namely the maximum composite quasi-likelihood estimation (MCQLE) and the maximum plug-in quasi-likelihood estimation (MPQLE) are considered. For the MCQLE, we profile out nuisance parameters based on lower-dimensional marginal likelihoods, while the MPQLE is based on some initial estimators for nuisance parameters. The asymptotic normality for both the MCQLE and the MPQLE is established under the assumption that the number of nuisance parameters and the number of observations go to infinity together, and both the estimators for the parameters of interest enjoy the standard root-n$n$ convergence rate. Simulation with a spatial–temporal model illustrates the finite sample properties of the two estimation methods.     

Almost periodic solution for Nicholson’s blowflies model with patch structure and linear harvesting terms

In this paper, we study the existence and exponential convergence of positive almost periodic solutions for a class of Nicholson’s blowflies model with patch structure and multiple linear harvesting terms. Under appropriate conditions, we establish some criteria to ensure that the solutions of this system converge locally exponentially to a positive almost periodic solution. Moreover, we give some examples and numerical simulations to illustrate our main results.