Lyapunov Functionals And Stability Of Stochastic Functional Differential Equations

Author : Leonid Shaikhet
Publisher : Springer Science & Business Media
Page : 352 pages
File Size : 40,5 Mb
Release : 2013-03-29
Category : Technology & Engineering
ISBN : 9783319001012

Get Book

Lyapunov Functionals and Stability of Stochastic Functional Differential Equations by Leonid Shaikhet Pdf

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.

Author : Leonid Shaikhet
Publisher : Springer Science & Business Media
Page : 374 pages
File Size : 50,5 Mb
Release : 2011-06-02
Category : Technology & Engineering
ISBN : 9780857296856

Get Book

Lyapunov Functionals and Stability of Stochastic Difference Equations by Leonid Shaikhet Pdf

Hereditary systems (or systems with either delay or after-effects) are widely used to model processes in physics, mechanics, control, economics and biology. An important element in their study is their stability. Stability conditions for difference equations with delay can be obtained using a Lyapunov functional. Lyapunov Functionals and Stability of Stochastic Difference Equations describes a general method of Lyapunov functional construction to investigate the stability of discrete- and continuous-time stochastic Volterra difference equations. The method allows the investigation of the degree to which the stability properties of differential equations are preserved in their difference analogues. The text is self-contained, beginning with basic definitions and the mathematical fundamentals of Lyapunov functional construction and moving on from particular to general stability results for stochastic difference equations with constant coefficients. Results are then discussed for stochastic difference equations of linear, nonlinear, delayed, discrete and continuous types. Examples are drawn from a variety of physical systems including inverted pendulum control, study of epidemic development, Nicholson’s blowflies equation and predator–prey relationships. Lyapunov Functionals and Stability of Stochastic Difference Equations is primarily addressed to experts in stability theory but will also be of use in the work of pure and computational mathematicians and researchers using the ideas of optimal control to study economic, mechanical and biological systems.

Author : S. E. A. Mohammed
Publisher : Pitman Advanced Publishing Program
Page : 268 pages
File Size : 41,9 Mb
Release : 1984
Category : Mathematics
ISBN : MINN:31951P00081237V

Get Book

Stochastic Functional Differential Equations by S. E. A. Mohammed Pdf

Author : Anonim
Publisher : Unknown
Page : 500 pages
File Size : 48,8 Mb
Release : 1997
Category : Functional differential equations
ISBN : UOM:39015049324851

Get Book

Functional Differential Equations by Anonim Pdf

Author : Saber Elaydi,Mustafa R. S. Kulenović,Senada Kalabušić
Publisher : Springer Nature
Page : 534 pages
File Size : 53,5 Mb
Release : 2023-03-25
Category : Mathematics
ISBN : 9783031252259

Get Book

Advances in Discrete Dynamical Systems, Difference Equations and Applications by Saber Elaydi,Mustafa R. S. Kulenović,Senada Kalabušić Pdf

​This book comprises selected papers of the 26th International Conference on Difference Equations and Applications, ICDEA 2021, held virtually at the University of Sarajevo, Bosnia and Herzegovina, in July 2021. The book includes the latest and significant research and achievements in difference equations, discrete dynamical systems, and their applications in various scientific disciplines. The book is interesting for Ph.D. students and researchers who want to keep up to date with the latest research, developments, and achievements in difference equations, discrete dynamical systems, and their applications, the real-world problems.

Author : Anatoliy M. Samoilenko,Oleksandr Stanzhytskyi
Publisher : World Scientific
Page : 323 pages
File Size : 44,7 Mb
Release : 2011
Category : Mathematics
ISBN : 9789814329071

Get Book

Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations by Anatoliy M. Samoilenko,Oleksandr Stanzhytskyi Pdf

1. Differential equations with random right-hand sides and impulsive effects. 1.1. An impulsive process as a solution of an impulsive system. 1.2. Dissipativity. 1.3. Stability and Lyapunov functions. 1.4. Stability of systems with permanently acting random perturbations. 1.5. Solutions periodic in the restricted sense. 1.6. Periodic solutions of systems with small perturbations. 1.7. Periodic solutions of linear impulsive systems. 1.8. Weakly nonlinear systems. 1.9. Comments and references -- 2. Invariant sets for systems with random perturbations. 2.1. Invariant sets for systems with random right-hand sides. 2.2. Invariant sets for stochastic Ito systems. 2.3. The behaviour of invariant sets under small perturbations. 2.4. A study of stability of an equilibrium via the reduction principle for systems with regular random perturbations. 2.5. Stability of an equilibrium and the reduction principle for Ito type systems. 2.6. A study of stability of the invariant set via the reduction principle. Regular perturbations. 2.7. Stability of invariant sets and the reduction principle for Ito type systems. 2.8. Comments and references -- 3. Linear and quasilinear stochastic Ito systems. 3.1. Mean square exponential dichotomy. 3.2. A study of dichotomy in terms of quadratic forms. 3.3. Linear system solutions that are mean square bounded on the semiaxis. 3.4. Quasilinear systems. 3.5. Linear system solutions that are probability bounded on the axis. A generalized notion of a solution. 3.6. Asymptotic equivalence of linear systems. 3.7. Conditions for asymptotic equivalence of nonlinear systems. 3.8. Comments and references -- 4. Extensions of Ito systems on a torus. 4.1. Stability of invariant tori. 4.2. Random invariant tori for linear extensions. 4.3. Smoothness of invariant tori. 4.4. Random invariant tori for nonlinear extensions. 4.5. An ergodic theorem for a class of stochastic systems having a toroidal manifold. 4.6. Comments and references -- 5. The averaging method for equations with random perturbations. 5.1. A substantiation of the averaging method for systems with impulsive effect. 5.2. Asymptotics of normalized deviations of averaged solutions. 5.3. Applications to the theory of nonlinear oscillations. 5.4. Averaging for systems with impulsive effects at random times. 5.5. The second theorem of M.M. Bogolyubov for systems with regular random perturbations. 5.6. Averaging for stochastic Ito systems. An asymptotically finite interval. 5.7. Averaging on the semiaxis. 5.8. The averaging method and two-sided bounded solutions of Ito systems. 5.9. Comments and references

Author : Leonid Berezansky,Alexander Domoshnitsky,Roman Koplatadze
Publisher : CRC Press
Page : 615 pages
File Size : 50,7 Mb
Release : 2020-05-18
Category : Mathematics
ISBN : 9781000048551

Get Book

Oscillation, Nonoscillation, Stability and Asymptotic Properties for Second and Higher Order Functional Differential Equations by Leonid Berezansky,Alexander Domoshnitsky,Roman Koplatadze Pdf

Asymptotic properties of solutions such as stability/ instability,oscillation/ nonoscillation, existence of solutions with specific asymptotics, maximum principles present a classical part in the theory of higher order functional differential equations. The use of these equations in applications is one of the main reasons for the developments in this field. The control in the mechanical processes leads to mathematical models with second order delay differential equations. Stability and stabilization of second order delay equations are one of the main goals of this book. The book is based on the authors’ results in the last decade. Features: Stability, oscillatory and asymptotic properties of solutions are studied in correlation with each other. The first systematic description of stability methods based on the Bohl-Perron theorem. Simple and explicit exponential stability tests. In this book, various types of functional differential equations are considered: second and higher orders delay differential equations with measurable coefficients and delays, integro-differential equations, neutral equations, and operator equations. Oscillation/nonoscillation, existence of unbounded solutions, instability, special asymptotic behavior, positivity, exponential stability and stabilization of functional differential equations are studied. New methods for the study of exponential stability are proposed. Noted among them inlcude the W-transform (right regularization), a priory estimation of solutions, maximum principles, differential and integral inequalities, matrix inequality method, and reduction to a system of equations. The book can be used by applied mathematicians and as a basis for a course on stability of functional differential equations for graduate students.

Author : F. Ceragioli,A. Dontchev,H. Furuta,L. Pandolfi
Publisher : Springer
Page : 323 pages
File Size : 49,6 Mb
Release : 2006-10-31
Category : Technology & Engineering
ISBN : 9780387338828

Get Book

Systems, Control, Modeling and Optimization by F. Ceragioli,A. Dontchev,H. Furuta,L. Pandolfi Pdf

This constitutes the Proceedings of the 22nd IFIP TC7 Conference held in July 2005, in Torino, Italy, and dedicated to Camillo Possio, on the 60th anniversary of his death during the last air raid over Torino. The papers in this volume concern primarily stochastic and distributed systems, their control/optimization, and inverse problems. These proceedings also explore applications of optimization techniques and computational methods in fields such as medicine, biology and economics.

Author : Kai Liu
Publisher : Cambridge University Press
Page : 277 pages
File Size : 43,7 Mb
Release : 2019-05-02
Category : Mathematics
ISBN : 9781108705172

Get Book

Stochastic Stability of Differential Equations in Abstract Spaces by Kai Liu Pdf

Presents a unified treatment of stochastic differential equations in abstract, mainly Hilbert, spaces.

Author : Hemen Dutta
Publisher : CRC Press
Page : 237 pages
File Size : 46,9 Mb
Release : 2020-01-03
Category : Technology & Engineering
ISBN : 9781000764970

Get Book

Mathematical Methods in Engineering and Applied Sciences by Hemen Dutta Pdf

This book covers tools and techniques used for developing mathematical methods and modelling related to real-life situations. It brings forward significant aspects of mathematical research by using different mathematical methods such as analytical, computational, and numerical with relevance or applications in engineering and applied sciences. Presents theory, methods, and applications in a balanced manner Includes the basic developments with full details Contains the most recent advances and offers enough references for further study Written in a self-contained style and provides proof of necessary results Offers research problems to help early career researchers prepare research proposals Mathematical Methods in Engineering and Applied Sciences makes available for the audience, several relevant topics in one place necessary for crucial understanding of research problems of an applied nature. This should attract the attention of general readers, mathematicians, and engineers interested in new tools and techniques required for developing more accurate mathematical methods and modelling corresponding to real-life situations.

Author : Philipp Braun,Lars Grüne,Christopher M. Kellett
Publisher : Springer Nature
Page : 123 pages
File Size : 47,6 Mb
Release : 2021-07-12
Category : Mathematics
ISBN : 9783030763176

Get Book

(In-)Stability of Differential Inclusions by Philipp Braun,Lars Grüne,Christopher M. Kellett Pdf

Lyapunov methods have been and are still one of the main tools to analyze the stability properties of dynamical systems. In this monograph, Lyapunov results characterizing the stability and stability of the origin of differential inclusions are reviewed. To characterize instability and destabilizability, Lyapunov-like functions, called Chetaev and control Chetaev functions in the monograph, are introduced. Based on their definition and by mirroring existing results on stability, analogue results for instability are derived. Moreover, by looking at the dynamics of a differential inclusion in backward time, similarities and differences between stability of the origin in forward time and instability in backward time, and vice versa, are discussed. Similarly, the invariance of the stability and instability properties of the equilibria of differential equations with respect to scaling are summarized. As a final result, ideas combining control Lyapunov and control Chetaev functions to simultaneously guarantee stability, i.e., convergence, and instability, i.e., avoidance, are outlined. The work is addressed at researchers working in control as well as graduate students in control engineering and applied mathematics.

Author : X Mao
Publisher : Elsevier
Page : 445 pages
File Size : 53,5 Mb
Release : 2007-12-30
Category : Mathematics
ISBN : 9780857099402

Get Book

Stochastic Differential Equations and Applications by X Mao Pdf

This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. Has been revised and updated to cover the basic principles and applications of various types of stochastic systems Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

Author : Anthony N. Michel,Ling Hou,Derong Liu
Publisher : Springer
Page : 669 pages
File Size : 44,7 Mb
Release : 2015-03-30
Category : Science
ISBN : 9783319152752

Get Book

Stability of Dynamical Systems by Anthony N. Michel,Ling Hou,Derong Liu Pdf

The second edition of this textbook provides a single source for the analysis of system models represented by continuous-time and discrete-time, finite-dimensional and infinite-dimensional, and continuous and discontinuous dynamical systems. For these system models, it presents results which comprise the classical Lyapunov stability theory involving monotonic Lyapunov functions, as well as corresponding contemporary stability results involving non-monotonic Lyapunov functions. Specific examples from several diverse areas are given to demonstrate the applicability of the developed theory to many important classes of systems, including digital control systems, nonlinear regulator systems, pulse-width-modulated feedback control systems, and artificial neural networks. The authors cover the following four general topics: - Representation and modeling of dynamical systems of the types described above - Presentation of Lyapunov and Lagrange stability theory for dynamical systems defined on general metric spaces involving monotonic and non-monotonic Lyapunov functions - Specialization of this stability theory to finite-dimensional dynamical systems - Specialization of this stability theory to infinite-dimensional dynamical systems Replete with examples and requiring only a basic knowledge of linear algebra, analysis, and differential equations, this book can be used as a textbook for graduate courses in stability theory of dynamical systems. It may also serve as a self-study reference for graduate students, researchers, and practitioners in applied mathematics, engineering, computer science, economics, and the physical and life sciences. Review of the First Edition: “The authors have done an excellent job maintaining the rigor of the presentation, and in providing standalone statements for diverse types of systems. [This] is a very interesting book which complements the existing literature. [It] is clearly written, and difficult concepts are illustrated by means of good examples.” - Alessandro Astolfi, IEEE Control Systems Magazine, February 2009

Author : Kai Liu
Publisher : CRC Press
Page : 311 pages
File Size : 44,9 Mb
Release : 2005-08-23
Category : Mathematics
ISBN : 9781420034820

Get Book

Stability of Infinite Dimensional Stochastic Differential Equations with Applications by Kai Liu Pdf

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well establ

Author : Leonid Shaikhet
Publisher : Springer
Page : 220 pages
File Size : 45,7 Mb
Release : 2014-11-27
Category : Technology & Engineering
ISBN : 9783319132396

Get Book

Optimal Control of Stochastic Difference Volterra Equations by Leonid Shaikhet Pdf

This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools. The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations. Optimal Control of Stochastic Difference Volterra Equations commences with an historical introduction to the emergence of this type of equation with some additional mathematical preliminaries. It then deals with the necessary conditions for optimality in the control of the equations and constructs a feedback control scheme. The approximation of stochastic quasilinear Volterra equations with quadratic performance functionals is then considered. Optimal stabilization is discussed and the filtering problem formulated. Finally, two methods of solving the optimal control problem for partly observable linear stochastic processes, also with quadratic performance functionals, are developed. Integrating the author’s own research within the context of the current state-of-the-art of research in difference equations, hereditary systems theory and optimal control, this book is addressed to specialists in mathematical optimal control theory and to graduate students in pure and applied mathematics and control engineering.