A NOTE ON THE GENERAL STABILIZATION OF DISCRETE FEEDBACK CONTROL FOR NON-AUTONOMOUS HYBRID NEUTRAL STOCHASTIC SYSTEMS WITH A DELAY

Discrete feedback control was designed to stabilize an unstable hybrid neutral stochastic differential delay system(HNSDDS) under a highly nonlinear constraint in the H_∞ and exponential forms.Nevertheless,the existing work just adapted to autonomous cases,and the obtained results were mainly on exponential stabilization.In comparison with autonomous cases,non-autonomous systems are of great interest and represent an important challenge.Accordingly,discrete feedback control has here been adjusted with a time factor to stabilize an unstable non-autonomous HNSDDS,in which new Lyapunov-Krasovskii functionals and some novel technologies are adopted.It should be noted,in particular,that the stabilization can be achieved not only in the routine H_∞ and exponential forms,but also the polynomial form and even a general form.

RAZUMIKHIN-TYPE THEOREM FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

This paper establishes the Razumikhin-type theorem on stability for neutral stochastic functional differential equations with unbounded delay. To overcome difficulties from unbounded delay, we develop several different techniques to investigate stability. To show our idea clearly, we examine neutral stochastic delay differential equations with unbounded delay and linear neutral stochastic Volterra unbounded-delay-integro-differential equations.

Fixed Points and Asymptotic Properties of Neutral Stochastic Delay Differential Equations

This paper discusses a linear neutral stochastic differential equation with variable delays. By using fixed point theory, the necessary and sufficient conditions are given to ensure that the trivial solution to such an equation is pth moment asymptotically stable. These conditions do not require the boundedness of delays, nor derivation of delays. An example was also given for illustration.

Stability of Neutral Stochastic Differential Equations with Multiple Variable Delays

This paper discusses the pth moment stability of neutral stochastic differential equations with multiple variable delays. The equation has a much more general form than the neutral stochastic differential equations with delay. A new kind of φ-function is introduced to address the stability, which is more general than the exponential stability and polynomial stability. Using a specific Lyapunov function, a stability criteria for the neutral stochastic differential equations with multiple variable delays is established, by which it is relatively easy to verify the stability of such equations. Finally, the proposed theories are illustrated by two examples.

EXISTENCE OF SOLUTION AND APPROXIMATE CONTROLLABILITY OF A SECOND-ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATION WITH STATE DEPENDENT DELAY

This paper has two sections which deals with a second order stochastic neutral partial differential equation with state dependent delay. In the first section the existence and uniqueness of mild solution is obtained by use of measure of non-compactness. In the second section the conditions for approximate controllability are investigated for the distributed second order neutral stochastic differential system with respect to the approximate controllability of the corresponding linear system in a Hilbert space. Our method is an extension of co-author N. Sukavanam’s novel approach in [22]. Thereby, we remove the need to assume the invertibility of a controllability operator used by authors in [5], which fails to exist in infinite dimensional spaces if the associated semigroup is compact. Our approach also removes the need to check the invertibility of the controllability Gramian operator and associated limit condition used by the authors in [20], which are practically difficult to verify and apply. An example is provided to illustrate the presented theory.

Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

Under linear expectation (or classical probability), the stability for stochastic differential delay equations (SDDEs), where their coefficients are either linear or nonlinear but bounded by linear functions, has been investigated intensively. Recently, the stability of highly nonlinear hybrid stochastic differential equations is studied by some researchers. In this paper, by using Peng’s G-expectation theory, we first prove the existence and uniqueness of solutions to SDDEs driven by G-Brownian motion (G-SDDEs) under local Lipschitz and linear growth conditions. Then the second kind of stability and the dependence of the solutions to G-SDDEs are studied. Finally, we explore the stability and boundedness of highly nonlinear G-SDDEs.

Oscillation of Second Order Delay Differential Equations with Nonlinear Neutral Term

By using the averaging technique, we obtain new oscillation criteria for second order delay differential equation with nonlinear neutral term. These results generalize and improve some known results about neutral delay differential equation of second order.

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.

AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE

In this paper,we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays.Under certain assumptions,we show that the solutions of stochastic differential equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability,respectively.The convergence order is also estimated in terms of noise intensity.Finally,an example with numerical simulation is given to illustrate the theoretical result.

A class of twostep continuity Runge-Kutta methods for solving singular delay differential equations and its convergence

An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.

Periodic Solutions for a Class of Neutral Functional Differential Equations with Distributed and Discrete Delays

Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with distributed and discrete delays are obtained. Moreover,we construct an example to illustrate the feasibility of our results.

Oscillation of Solutions for a Class of Nonlinear Neutral Partial Differential Equations with Continuous Distribution Delay

In this paper, some sufficient conditions are obtained for the oscillation of solutions for a class of second order nonlinear neutral partial differential equations with continuous distribution delay under Robin and Dirichlet＇s boundary value conditions.

Robust stability of uncertain neutral linear stochastic differential delay system

The LaSalle-type theorem for the neutral stochastic differential equations with delay is established for the first time and then applied to propose algebraic criteria of the stochastically asymptotic stability and almost exponential stability for the uncertain neutral stochastic differential systems with delay. An example is given to verify the effectiveness of obtained results.

Analytical Algorithm for Systems of Neutral Delay Differential Equations

Delay differential equations (DDEs), as well as neutral delay differential equations (NDDEs), are often used as a fundamental tool to model problems arising from various areas of sciences and engineering. However, NDDEs particularly the systems of these equations are special transcendental in nature;it has therefore, become a challenging task or times almost impossible to obtain a convergent approximate analytical solution of such equation. Therefore, this study introduced an analytical method to obtain solution of linear and nonlinear systems of NDDEs. The proposed technique is a combination of Homotopy analysis method (HAM) and natural transform method, and the He’s polynomial is modified to compute the series of nonlinear terms. The presented technique gives solution in a series form which converges to the exact solution or approximate solution. The convergence analysis and the maximum estimated error of the approach are also given. Some illustrative examples are given, and comparison for the accuracy of the results obtained is made with the existing ones as well as the exact solutions. The results reveal the reliability and efficiency of the method in solving systems of NDDEs and can also be used in various types of linear and nonlinear problems.

Global Solutions and Exponential Stability of Stochastic Functional Differential Equations with Infinite Delay

This paper proves that, under the local Lipschitz condition, the stochastic functional differential equations with infinite delay have global solutions without the linear growth condition. Furthermore, the pth moment exponential stability conditions are given. Finally, one example is presented to illustrate our theory.

Oscillation Properties of Third Order Neutral Delay Differential Equations

Oscillation criteria are established for third-order neutral delay differential equations with deviating arguments. These criteria extend and generalize those results in the literature. Moreover, some illustrating examples are also provided to show the importance of our results.

Suppressive Influence of Time- Space White Noise on the Explosion of Solutions of Stochastic Fokker- Planck Delay Differential Equations

It is generally known that the solutions of deterministic and stochastic differential equations （SDEs） usually grow linearly at such a rate that they may become unbounded after a small lapse of time and may eventually blow up or explode in finite time. If the drift and diffusion functions are globally Lipschitz, linear growth may still be experienced, as well as a possible blow-up of solutions in finite time. In this paper, a nonlinear scalar delay differential equation with a constant time lag is perturbed by a multiplicative Ito-type time - space white noise to form a stochastic Fokker-Planck delay differential equation. It is established that no explosion is possible in the presence of any intrinsically slow time - space white noise of Ito - type as manifested in the resulting stochastic Fokker- Planck delay differential equation. Time - space white noise has a role to play since the solution of the classical nonlinear equation without it still exhibits explosion.

RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS

The stability of stochastic functional differential equation with Markovian switching was studied by several authors,but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching.The aim of this article is to close this gap.The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching,and those without Markovian switching.

Mean Square Stability of the Composite Milstein Method for Nonlinear Stochastic Differential Delay Equations

In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which the composite Milstein method is mean square stable. Moreover, we get the step size condition under which the composite Milstein method is global mean square stable. A nonlinear test stochastic differential delay equation is given for numerical tests. The results of numerical tests verify the theoretical results proposed.

MONOTONE ITERATIVE TECHNIQUE FOR NONLINEAR NEUTRAL DELAY DIFFERENTIAL EQUATIONS

The objective of this paper is to develop monotone techniques for obtaining extremal solutions of initial value problem for nonlinear neutral delay differential equations.