In this paper, a deterministic delay differential pantograph equation (DDPE) with an unbounded memory is stochastically perturbed by an Ito-type noise. The contribution of white noise to the oscillatory behaviour of...In this paper, a deterministic delay differential pantograph equation (DDPE) with an unbounded memory is stochastically perturbed by an Ito-type noise. The contribution of white noise to the oscillatory behaviour of the new stochastic delay differential pantograph equation (SDDPE) is investigated. It is established that under certain conditions and with a highly positive probability, the new stochastic delay differential pantograph equation has an oscillatory solution influenced by the presence of the noise. This is not possible with the original deterministic system which has a non-oscillatory solution due to the absence of noise.展开更多
The purpose of this paper is to develop a hybridized discontinuous Galerkin(HDG)method for solving the Ito-type coupled KdV system.In fact,we use the HDG method for discre-tizing the space variable and the backward Eu...The purpose of this paper is to develop a hybridized discontinuous Galerkin(HDG)method for solving the Ito-type coupled KdV system.In fact,we use the HDG method for discre-tizing the space variable and the backward Euler explicit method for the time variable.To linearize the system,the time-lagging approach is also applied.The numerical stability of the method in the sense of the L2 norm is proved using the energy method under certain assumptions on the stabilization parameters for periodic or homogeneous Dirichlet bound-ary conditions.Numerical experiments confirm that the HDG method is capable of solving the system efficiently.It is observed that the best possible rate of convergence is achieved by the HDG method.Also,it is being illustrated numerically that the corresponding con-servation laws are satisfied for the approximate solutions of the Ito-type coupled KdV sys-tem.Thanks to the numerical experiments,it is verified that the HDG method could be more efficient than the LDG method for solving some Ito-type coupled KdV systems by comparing the corresponding computational costs and orders of convergence.展开更多
A robust dissipative control problem for a class of It-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay. A memoryless state feedback dissipative controller is developed bas...A robust dissipative control problem for a class of It-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay. A memoryless state feedback dissipative controller is developed based on Lyapunov-Krasovskii functional approach such that the closed-loop system is robustly stochastically stable and weakly delay-dependent (RSSWDD) and strictly (Q, S, R)-dissipative. The sufficient condition on the existence of state feedback dissipative controller is presented by linear matrix inequality (LMI). And the desired controller can be concluded as solving a set of LMI. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.展开更多
文摘In this paper, a deterministic delay differential pantograph equation (DDPE) with an unbounded memory is stochastically perturbed by an Ito-type noise. The contribution of white noise to the oscillatory behaviour of the new stochastic delay differential pantograph equation (SDDPE) is investigated. It is established that under certain conditions and with a highly positive probability, the new stochastic delay differential pantograph equation has an oscillatory solution influenced by the presence of the noise. This is not possible with the original deterministic system which has a non-oscillatory solution due to the absence of noise.
文摘The purpose of this paper is to develop a hybridized discontinuous Galerkin(HDG)method for solving the Ito-type coupled KdV system.In fact,we use the HDG method for discre-tizing the space variable and the backward Euler explicit method for the time variable.To linearize the system,the time-lagging approach is also applied.The numerical stability of the method in the sense of the L2 norm is proved using the energy method under certain assumptions on the stabilization parameters for periodic or homogeneous Dirichlet bound-ary conditions.Numerical experiments confirm that the HDG method is capable of solving the system efficiently.It is observed that the best possible rate of convergence is achieved by the HDG method.Also,it is being illustrated numerically that the corresponding con-servation laws are satisfied for the approximate solutions of the Ito-type coupled KdV sys-tem.Thanks to the numerical experiments,it is verified that the HDG method could be more efficient than the LDG method for solving some Ito-type coupled KdV systems by comparing the corresponding computational costs and orders of convergence.
基金supported in part by the National Natural Science Foundation of China (60874045 60904030)+1 种基金the Foundation of the Education Bureau of Jiangsu Province (09KJB510019)the Natural Science Foundation of Jiangsu Province (BK2009184)
文摘A robust dissipative control problem for a class of It-type stochastic systems is discussed with Markovian jumping parameters and time-varying delay. A memoryless state feedback dissipative controller is developed based on Lyapunov-Krasovskii functional approach such that the closed-loop system is robustly stochastically stable and weakly delay-dependent (RSSWDD) and strictly (Q, S, R)-dissipative. The sufficient condition on the existence of state feedback dissipative controller is presented by linear matrix inequality (LMI). And the desired controller can be concluded as solving a set of LMI. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed approach.