Equation governing the probability density evolution of multi-dimensional linear fractional differential systems subject to Gaussian white noise

Stochastic fractional differential systems are important and useful in the mathematics,physics,and engineering fields.However,the determination of their probabilistic responses is difficult due to their non-Markovian property.The recently developed globally-evolving-based generalized density evolution equation(GE-GDEE),which is a unified partial differential equation(PDE)governing the transient probability density function(PDF)of a generic path-continuous process,including non-Markovian ones,provides a feasible tool to solve this problem.In the paper,the GE-GDEE for multi-dimensional linear fractional differential systems subject to Gaussian white noise is established.In particular,it is proved that in the GE-GDEE corresponding to the state-quantities of interest,the intrinsic drift coefficient is a time-varying linear function,and can be analytically determined.In this sense,an alternative low-dimensional equivalent linear integer-order differential system with exact closed-form coefficients for the original highdimensional linear fractional differential system can be constructed such that their transient PDFs are identical.Specifically,for a multi-dimensional linear fractional differential system,if only one or two quantities are of interest,GE-GDEE is only in one or two dimensions,and the surrogate system would be a one-or two-dimensional linear integer-order system.Several examples are studied to assess the merit of the proposed method.Though presently the closed-form intrinsic drift coefficient is only available for linear stochastic fractional differential systems,the findings in the present paper provide a remarkable demonstration on the existence and eligibility of GE-GDEE for the case that the original high-dimensional system itself is non-Markovian,and provide insights for the physical-mechanism-informed determination of intrinsic drift and diffusion coefficients of GE-GDEE of more generic complex nonlinear systems.

Interior and Exterior Differential Systems for Lie Algebroids

A theorem of Maurer-Cartan type for Lie algebroids is presented. Suppose that any vector subbundle of a Lie algebroid is called interior differential system (IDS) for that Lie algebroid. A theorem of Frobenius type is obtained. Extending the classical notion of exterior diffential system (EDS) to Lie algebroids, a theorem of Cartan type is obtained.

THE SOLVABILITY FOR A CLASS OF SINGULARLY PERTURBED QUASI-LINEAR DIFFERENTIAL SYSTEM

The solvability for a class of singularly perturbed Robin problem of quasilinear differential system is considered. Using the boundary layer corrective method the formal asymptotic solution is constructed. And using the theory of differential inequality the uniform validity of the asymptotic expansions for solution is proved.

Asymptotical stability analysis of linear fractional differential systems

It has been recently found that many models were established with the aid of fractional derivatives, such as viscoelastic systems, colored noise, electrode-electrolyte polarization, dielectric polarization, boundary layer effects in ducts, electromagnetic waves, quantitative finance, quantum evolution of complex systems, and fractional kinetics. In this paper, the asymptotical stability of higher-dimensional linear fractional differential systems with the Riemann-Liouville fractional order and Caputo fractional order were studied. The asymptotical stability theorems were also derived.

Sliding Mode Control for Fractional Differential Systems with State-delay

The problem of sliding mode control for fractional differential systems with statedelay is considered.A novel sliding surface is proposed and a controller is designed correspondingly,such that the state starting from any initial value will move toward the switching surface and reach the sliding surface in finite time and the state variables on the sliding surface will converge to equilibrium point.And the stability of the proposed control design is discussed.

HOMOCLINIC SOLUTIONS FOR A CLASS OF SECOND ORDER NEUTRAL FUNCTIONAL DIFFERENTIAL SYSTEMS

By means of an extension of Mawhin＇s continuation theorem and some analysis methods, the existence of a set with 2kT-periodic solutions for a class of second order neutral functional differential systems is studied, and then the homoclinic solutions are obtained as the limit points of a certain subsequence of the above set.

EVENTUAL STABILITY OF IMPULSIVE DIFFERENTIAL SYSTEMS

In this article, criteria of eventual stability are established for impulsive differential systems using piecewise continuous Lyapunov functions. The sufficient conditions that are obtained significantly depend on the moments of impulses. An example is discussed to illustrate the theorem.

STABILITY OF DIFFERENTIAL SYSTEMS

This article deals with the reflecting function of the differential systems. The results are applied to discuss the stability of these differential systems.

NONDEGENERACY OF POSITIVE SOLUTIONS TO HOMOGENEOUS SECOND-ORDER DIFFERENTIAL SYSTEMS AND ITS APPLICATIONS

This article considers the Dirichlet problem of homogeneous and inhomogeneous second-order ordinary differential systems. A nondegeneracy result is proven for positive solutions of homogeneous systems. Sufficient and necessary conditions for the existence of multiple positive solutions for inhomogeneous systems are obtained by making use of the nondegeneracy and uniqueness results of homogeneous systems.

Delay-dependent stability of linear multistep methods for differential systems with distributed delays

This paper deals with the stability of linear multistep methods for multidimensional differential systems with distributed delays. The delay-dependent stability of linear multistep methods with compound quadrature rules is studied. Several new sufficient criteria of delay-dependent stability are obtained by means of the argument principle. An algorithm is provided to check delay-dependent stability. An example that illustrates the effectiveness of the derived theoretical results is given.

Asymptotic Analysis of Linear and Interval Linear Fractional-Order Neutral Delay Differential Systems Described by the Caputo-Fabrizio Derivative

Asymptotic stability of linear and interval linear fractional-order neutral delay differential systems described by the Caputo-Fabrizio (CF) fractional derivatives is investigated. Using Laplace transform, a novel characteristic equation is derived. Stability criteria are established based on an algebraic approach and norm-based criteria are also presented. It is shown that asymptotic stability is ensured for linear fractional-order neutral delay differential systems provided that the underlying stability criterion holds for any delay parameter. In addition, sufficient conditions are derived to ensure the asymptotic stability of interval linear fractional order neutral delay differential systems. Examples are provided to illustrate the effectiveness and applicability of the theoretical results.

Razumikhin-Type Theorems on General Decay Stability of Impulsive Stochastic Functional Differential Systems with Markovian Switching

In this paper, the Razumikhin approach is applied to the study of both p-th moment and almost sure stability on a general decay for a class of impulsive stochastic functional differential systems with Markovian switching. Based on the Lyapunov-Razumikhin methods, some sufficient conditions are derived to check the stability of impulsive stochastic functional differential systems with Markovian switching. One numerical example is provided to demonstrate the effectiveness of the results.

ON THE STABILITY OF DIFFERENTIAL SYSTEMS WITH TIME LAG

In this paper the inequality of Lemma 1 of [1] is extended. By means of our inequality and the method of Lyapunov function we study the stability of two kinds of large scale differential systems with time lag and the stability of a higher-order differential equation with time lag. The sufficient conditions for the stability (S. ), the asymptotic stability (A. S. ), the uniformly asymptotic stability (U. A. S. ) and the exponential asymptotic stability (E. A. S. ) of the zero solutions of the systems are obtained respectively.

Positive solutions of second-order differential systems with nonhomogeneous boundary conditions

This paper is to investigate the positive solutions of the systems of second-order ordinary differential equations with nonhomogeneous multi-point boundary conditions. By the lower and upper solutions method, Schauder fixed point theorem and fixed point index theory, under certain conditions, it is proved that there exist appropriate regions of parameters in which the problem has at least two, at least one or no positive solution.

DISCUSSION ON″THE BOUNDEDNESS AND ASYMPTOTIC BEHAVIOR OR SOLUTION DIFFERENTIAL SYSTEM OF SECOND-ORDER WITH VARIABLE COEFFICIENT" (App1ied Mathematics and Mechanics,Vo1.3,No.4,1982)

After reading the article "The Boundedness and Asymptotic Behavior of Solution of Differential System of Second-Order with Variable Coefficient" in "Applied Mathematics and Mechanics", Vol. 3, No. 4, 1982, we would like to put forward a few points to discuss with the author and the readers. Our opinions are presented as follows:

Periodic Solutions for Some Second-order Differential System with p（t）-Laplacian

In this article, we investigate the existence of periodic solutions for a class of nonautonomous second-order differential systems with p(t)-Laplacian. Some multiplicity results are obtained by using critical point theory, which extend some known results.

Bifurcation Behavior near T-B Point in Delay Differential Systems

In this paper, we investigate the description of T-B singularity and the bifurcation behavior near T-B point for delay differential systems with two parameters.

ON THE INITIAL VALUE PROBLEMS OF FIRST ORDERIMPULSIVE DIFFERENTIAL SYSTEMS

The purpose of this paper is to study the existence and iterative approximation of minimax quasi-solutions for a class of initial value problems of first order impulsive differential systems by using monotone iterative methods.

Asymptotical p-moment stability of stochastic impulsive differential system and its application to chaos synchronization

In this paper, the asymptotical p-moment stability of stochastic impulsive differential equations is studied and a comparison theory to ensure the asymptotical p-moment stability of the trivial solution is established, which is important for studying the impulsive control and synchronization in stochastic systems. As an application of this theory, we study the problem of chaos synchronization in the Chen system excited by parameter white-noise excitation, by using the impulsive method. Numerical simulations verify the feasibility of this method.

Multiple Positive Solutions to Singular Fractional Differential System with Riemann-Stieltjes Integral Boundary Condition

In this paper, we study a class of singular fractional differential system with Riemann-Stieltjes integral boundary condition by constructing a new cone and using Leggett-Williams fixed point theorem. The existence of multiple positive solutions is obtained. An example is presented to illustrate our main results.