The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and n...The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and necessary conditions of controllability and observability for such systems were derived. In terms of Lyapunov’s stability theory, using the theorems of Mittage-Leffler function in two parameters this paper directly derived the sufficient and necessary condition of stability for such systems. The results obtained are useful for the analysis and synthesis of fractional-order linear control systems.展开更多
In this paper, the dimension of invariant subspaces admitted by nonlinear sys- tems is estimated under certain conditions. It is shown that if the two-component nonlinear vector differential operator F = (F1, F2) wi...In this paper, the dimension of invariant subspaces admitted by nonlinear sys- tems is estimated under certain conditions. It is shown that if the two-component nonlinear vector differential operator F = (F1, F2) with orders {k1, k2} (k1≥ k2) preserves the invariant subspace Wn1^1× Wn2^2 (n1 ≥ n2), then n1 - n2 ≤ k2, n1 ≤2(k1 + k2) + 1, where Wnq^q is the space generated by solutions of a linear ordinary differential equation of order nq (q = 1, 2). Several examples including the (1+1)-dimensional diffusion system and Ito's type, Drinfel'd-Sokolov-Wilson's type and Whitham-Broer-Kaup's type equations are presented to illustrate the result. Furthermore, the estimate of dimension for m-component nonlinear systems is also given.展开更多
We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular cas...We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular case, multi-dimensional forward-backward stochastic differential equation where the backward equation is reflected on the boundary of a closed convex(time-independent) domain. Moreover, we give a probabilistic interpretation for the viscosity solution of a kind of quasilinear variational inequalities.展开更多
基金Shanghai Science and Technology Devel-opm ent Funds ( No.0 1160 70 3 3)
文摘The definitions of controllability, observability and stability were presented for fractional-order linear systems. Using the Cayley-Hamilton theorem and Mittag-Leffler function in two parameters, the sufficient and necessary conditions of controllability and observability for such systems were derived. In terms of Lyapunov’s stability theory, using the theorems of Mittage-Leffler function in two parameters this paper directly derived the sufficient and necessary condition of stability for such systems. The results obtained are useful for the analysis and synthesis of fractional-order linear control systems.
基金Project supported by the National Natural Science Foundation of China for Distinguished Young Scholars (No.10925104)the National Natural Science Foundation of China (No.11001240)+1 种基金the Doctoral Program Foundation of the Ministry of Education of China (No.20106101110008)the Zhejiang Provincial Natural Science Foundation of China (Nos.Y6090359,Y6090383)
文摘In this paper, the dimension of invariant subspaces admitted by nonlinear sys- tems is estimated under certain conditions. It is shown that if the two-component nonlinear vector differential operator F = (F1, F2) with orders {k1, k2} (k1≥ k2) preserves the invariant subspace Wn1^1× Wn2^2 (n1 ≥ n2), then n1 - n2 ≤ k2, n1 ≤2(k1 + k2) + 1, where Wnq^q is the space generated by solutions of a linear ordinary differential equation of order nq (q = 1, 2). Several examples including the (1+1)-dimensional diffusion system and Ito's type, Drinfel'd-Sokolov-Wilson's type and Whitham-Broer-Kaup's type equations are presented to illustrate the result. Furthermore, the estimate of dimension for m-component nonlinear systems is also given.
基金supported by Australian Research Council’s Discovery Projects Funding Scheme(Grant No.DP120100895)
文摘We study the existence and uniqueness of the solution to a forward-backward stochastic differential equation with subdifferential operator in the backward equation. This kind of equations includes, as a particular case, multi-dimensional forward-backward stochastic differential equation where the backward equation is reflected on the boundary of a closed convex(time-independent) domain. Moreover, we give a probabilistic interpretation for the viscosity solution of a kind of quasilinear variational inequalities.