On exponential stability criteria of stochastic partial differential equations

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Exponential Stability of Neutral Stochastic Delay Partial Differential Equations

In this paper we analyse the almost sure exponential stability and ultimate boundedness of the solutions to a class of neutral stochastic semilinear partial delay differential equations. This kind of equations arises in problems related to coupled oscillators in a noisy environment, or in viscoeslastic materials under random or stochastic influences.

متن کامل

Stability criteria of stochastic partial differential equations with variable delays∗

Abstract. Some criteria for the asymptotic stability of nonlinear stochastic partial differential equations with variable delays are presented. A coercivity condition plays the role of an exponential stability criterion. Consequently, under the coercivity condition almost all the trajectories of the nonstationary solutions of the given stochastic system finally tend exponentially to zero. Two e...

متن کامل

Robustness of Exponential Stability of Stochastic Differential Delay Equations

Regard the stochastic differential delay equation dx(t)=[(A+Ā(t))x(t)+(B+B̄(t− τ)) x(t−τ)]dt+g(t,x(t),x(t−τ))dw(t) as the result of the effects of uncertainty, stochastic perturbation and time lag to a linear ordinary differential equation ẋ(t)=(A+B)x(t). Assume the linear system is exponentially stable. In this paper we shall characterize how much the uncertainty, stochastic perturbation and ti...

متن کامل

Almost Sure Exponential Stability of Stochastic Differential Delay Equations

This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear stochastic differential delay equation (SDDE) with variable delays of the form dx(t) = f(x(t−δ1(t)), t)dt+g(x(t−δ2(t)), t)dB(t), where δ1, δ2 : R+ → [0, τ ] stand for variable delays. We show that if the corresponding (nondelay) stochastic differential equation (SDE) dy(t) = f(y(t), t)dt + g(y(t...

متن کامل

Boundedness and Exponential Stability of Highly Nonlinear Stochastic Differential Equations

In this article we consider nonlinear stochastic differential systems and use Lyapunov functions to study the boundedness and exponential asymptotic stability of solutions. We provide several examples in which we consider stochastic systems with unbounded terms.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Stochastic Processes and their Applications

سال: 1999

ISSN: 0304-4149

DOI: 10.1016/s0304-4149(99)00045-9