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nonlinear stochastic differential systems

Approximate controllability result for nonlinear impulsive neutral fuzzy stochastic differential equations with nonlocal conditions

Approximate controllability result for nonlinear impulsive neutral fuzzy stochastic differential equations with nonlocal conditions

... Neutral differential equations are one of the most thoroughly studied classes of equa- tions with distributed arguments. They occur naturally in applied problems that contain in their statement some recurrence property ...

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Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System

Conditionally Suboptimal Filtering in Nonlinear Stochastic Differential System

... discrete nonlinear time-varying stochastic difference ...conditionally nonlinear filtering estimates that their weights depend only on time instants, in contrast to conditionally optimal filtering, ...

7

Sufficient conditions for non stability of stochastic differential systems

Sufficient conditions for non stability of stochastic differential systems

... of nonlinear stochastic differential systems is always a point which has attracted a significant amount of concern in the last two decades and produced a lot of results and methods (see ...the ...

10

Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems

Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems

... of differential delay equations (DDEs) while [31] contains a nice literature ...of stochastic differential delay equations (SDDEs), we mention five books [5, 13, 14, 15, 23] among ...world ...

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Research Article Mean-Square Exponential Stability Analysis of Stochastic Neural Networks with Time-Varying Delays via Fixed Point Method

Research Article Mean-Square Exponential Stability Analysis of Stochastic Neural Networks with Time-Varying Delays via Fixed Point Method

... deterministic systems, followed by some valid conclusions presented; for example, see the monograph [13] and the papers ...of stochastic (delayed) differential equa- tions, turning out to be ...

10

Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

... those systems are assumed to satisfy local Lipschitz condition and linear growth ...highly nonlinear SDDEs, for example, ...to nonlinear hybrid SDDEs with constant delays or differentiable bounded ...

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Stability of highly nonlinear neutral stochastic differential delay equations

Stability of highly nonlinear neutral stochastic differential delay equations

... delay systems where their coefficients are either linear or nonlinear but bounded by linear functions (see, ...highly nonlinear stochastic delay sys- ...of nonlinear hybrid SDDEs were ...

7

Trajectory Optimization for Chance-Constrained Nonlinear Stochastic Systems

Trajectory Optimization for Chance-Constrained Nonlinear Stochastic Systems

... deterministic nonlinear op- timal control (DNOC) problem with convex constraints that are a surrogate to the SNOC problem by systematically ac- counting for nonlinear stochastic dynamics using ...

8

Structure preserving stochastic Runge–Kutta–Nyström methods for nonlinear second order stochastic differential equations with multiplicative noise

Structure preserving stochastic Runge–Kutta–Nyström methods for nonlinear second order stochastic differential equations with multiplicative noise

... is proved that the SSRKN methods can preserve the quadratic invariants of underlying stochastic systems. A class of one-stage SSRKN methods and two-stage explicit SSRKN methods with strong global order 1.0 ...

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Stability of highly nonlinear hybrid stochastic integro-differential delay equations

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

... veloped to model the real-world systems where they may experience abrupt changes in their parameters and structures in addition to uncertainties and time lags. One of the important is- sues in the study of hybrid ...

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Controllability Result for Nonlocal Nonlinear Impulsive Fuzzy Stochastic Differential Systems

Controllability Result for Nonlocal Nonlinear Impulsive Fuzzy Stochastic Differential Systems

... This paper contains controllability results for nonlocal impulsive fuzzy stochastic differential equations in Banach space by using the Sadovskii fixed point theorem. It is proved that, the system is ...

8

Approximate controllability of nonlinear stochastic partial differential systems with infinite delay

Approximate controllability of nonlinear stochastic partial differential systems with infinite delay

... of stochastic partial differential systems are obtained by using the Banach contraction theorem without introducing any additional restraints on the terms of the ...of stochastic heat equation is also ...

25

Optimal filtering for systems governed by coupled ordinary and partial differential equations

Optimal filtering for systems governed by coupled ordinary and partial differential equations

... -7- In Chapter IV an optimal filter is derived for a completely general class of stochastic systems governed by coupled nonlinear ordinary and partial differential equations of either fi[r] ...

170

Exponential stability of highly nonlinear neutral pantograph stochastic differential equations

Exponential stability of highly nonlinear neutral pantograph stochastic differential equations

... highly nonlinear stochastic delay ...for nonlinear stochastic differential delay equations (SDDEs) with Markovian switching without the linear growth condition, the robust stability and ...

12

Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

... Deb et al. in [6], proposed orthogonal triangular function (TF) sets which derived from the block pulse function (BPF) set. They presented the operational matrix for integration in TF and they established that the TF ...

11

Research Article Synchronization of Coupled Stochastic Systems Driven by α-stable Lévy Noises

Research Article Synchronization of Coupled Stochastic Systems Driven by α-stable Lévy Noises

... When 𝛼 = 2, we have the standard Brownian motion, which the Marcus integral reduces to the Stratonovich stochastic integral, and both types of the synchronization of system (8) have been considered in [15]. It is ...

11

Fluctuations and temperature effects in bose-einstein condensation★

Fluctuations and temperature effects in bose-einstein condensation★

... Our interest here lies in the case where external fluctuations are taken into account and modeled thanks to the addition of stochastic terms. This is the case e.g. when fluctuations of the parameters of the laser ...

13

Equivalent differential equations for nonlinear dynamical systems

Equivalent differential equations for nonlinear dynamical systems

... In Chapt e r III, the relationship b e tween the differ<~ntia l equation error (the differ e nce between the original system and the equivalent system) and the sol[r] ...

218

Modeling and controlling of stochastic dynamics of complex nonlinear systems

Modeling and controlling of stochastic dynamics of complex nonlinear systems

... force, it will occasionally fluctuate to a given point in the attractor basin. In doing so in the limit where the noise intensity tends to zero, the system will follow very closely the “deterministic” optimal fluctuational ...

14

Numerical stationary distribution and its convergence for nonlinear stochastic differential equations

Numerical stationary distribution and its convergence for nonlinear stochastic differential equations

... The second author’s series papers [21, 33, 31] are devoted to numerical sta- tionary distributions of stochastic differential equations. In those series papers, the explicit Euler–Maruyama (EM) method was ...

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