Issues in the Influence of Ito-type Noise on the Oscillation of Solutions of Delay Differential Pantograph Equations

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.

Generalization of integral inequalities and (c_1,c_1) stability of neutral differential equations with time-varying delays

A uniform stability analysis is developed for a type of neutral delays differential equations which depend on more general nonlinear integral inequalities. Many original investigations and results are obtained. Firstly, generations of two integral nonlinear inequalities are presented, which are very effective in dealing with the complicated integro-differential inequalities whose variable exponents are greater than zero. Compared with existed integral inequalities, those proposed here can be applied to more complicated differential equations, such as time-varying delay neutral differential equations. Secondly, the notions of (ω, Ω) uniform stable and (ω, Ω) uniform asymptotically stable, especially (c1, c1) uniform stable and (c1, c1) uniform asymptotically stable, are presented. Sufficient conditions on about (c1, c1) uniform stable and (c1, c1) uniform asymptotically stable of time-varying delay neutral differential equations are established by the proposed integral inequalities. Finally, a complex numerical example is presented to illustrate the main results effectively. The above work allows to provide further applications on the proposed stability analysis and control system design for different nonlinear systems. © 2017 Beijing Institute of Aerospace Information.

Analytical Approach to Differential Equations with Piecewise Continuous Arguments via Modified Piecewise Variational Iteration Method

In the present article, we apply the modified piecewise variational iteration method to obtain the approximate analytical solutions of the differential equations with piecewise continuous arguments. This technique provides a sequence of functions which converges to the exact solution of the problem. Moreover, this method reduces the volume of calculations because it does not need discretization of the variables, linearization or small perturbations. The results seem to show that the method is very reliable and convenient for solving such equations.

Infinite horizon LQR for systems with multiple delays in a single input channel

This paper is concerned with the linear quadratic regulation （LQR） problem for both linear discrete-time systems and linear continuous-time systems with multiple delays in a single input channel. Our solution is given in terms of the solution to a two-dimensional Riccati difference equation for the discrete-time case and a Riccati partial differential equation for the continuous-time case. The conditions for convergence and stability are provided.

Global Synchronization of Stochastically Disturbed Memristive Neurodynamics via Discontinuous Control Laws

This paper presents the theoretical results on the master-slave (or driving-response) synchronization of two memristive neural networks in the presence of additive noise. First, a control law with a linear time-delay feedback term and a discontinuous feedback term is introduced. By utilizing the stability theory of stochastic differential equations, sufficient conditions are derived for ascertaining global synchronization in mean square using this control law. Second, an adaptive control law consisting of a linear feedback term and a discontinuous feedback term is designed to achieve global synchronization in mean square, and it does not need prior information of network parameters or random disturbances. Finally, simulation results are presented to substantiate the theoretical results. © 2014 Chinese Association of Automation.

On generalized impulsive piecewise constant delay differential equations

A variation of parameters formula with Green function type and Gronwall type integral inequality are proved for impulsive differential equations involving piecewise constant delay of generalized type. Some results for piecewise constant linear and nonlinear delay differential equations with impulsive effects are obtained.They include existence and uniqueness theorems, a variation of parameters formula, integral inequalities, the oscillation property and some applications.

Application of homotopy perturbation method to solve two models of delay differential equation systems

In this paper, two delay differential systems are considered, namely, a famous model from mathematical biology about the spread of HIV viruses in blood and the advanced Lorenz system from mathematical physics. We then apply the homotopy perturbation method （HPM） to find their approximate solutions. It turns out that the method gives rise to easily obtainable solutions. In addition, residual error functions of the solutions are graphed and it is shown that increasing the parameter n in the method improves the results in both cases.

基于供冷/热系统质-量调节的区域综合能源系统动态最优能流计算

区域综合能源系统(regional integrated energy system,RIES)的最优能流计算是求解RIES的设备配置、优化调度、故障分析等问题的基础。考虑供冷/热和供气管道传输能量的动态特性,建立RIES动态最优能流计算模型,其中基于特征线法获得了供冷/热管道和供气管道动态偏微分方程的代数解析解。针对基于供冷/热系统质–量调节模式下管道能量传输时滞变量造成RIES的动态能流计算模型难以求解的问题,提出采用分段插值法获得供冷/热管道两端节点温度之间关系的近似表达式并加入动态最优能流计算模型中。此外,针对优化模型中供冷/热系统的流量与温度相乘的双线性项,提出一种能够缩紧松弛间隙的分段凸包络松弛方法将原混合整数非线性优化模型转化为混合整数二次约束规划模型,能够在保证计算精度的同时实现高效求解。最后以某个RIES算例进行分析,验证了所提方法的计算准确性和高效性,并与常用的质调节模式相比,表明在供冷/热系统质–量调节模式下能找到经济性更优的RIES运行点。

Maximum Principle for Partially-Observed Optimal Control Problems of Stochastic Delay Systems

This paper is concerned with partially-observed optimal control problems for stochastic delay systems. Combining Girsanov's theorem with a standard variational technique, the authors obtain a maximum principle on the assumption that the system equation contains time delay and the control domain is convex. The related adjoint processes are characterized as solutions to anticipated backward stochastic differential equations in finite-dimensional spaces. Then, the proposed theoretical result is applied to study partially-observed linear-quadratic optimal control problem for stochastic delay system and an explicit observable control variable is given.

Asymptotic Stability Criteria for Singular Differential Nonlinear Systems with Time-Varying Delays

In this paper, the asymptotic stability for singular differential nonlinear systems with multiple time-varying delays is considered. The V-functional method for general singular differential delay system is investigated. The asymptotic stability criteria for singular differential nonlinear systems with multiple time-varying delays are derived based on V-functional method and some analytical techniques, which are described as matrix equations or matrix inequalities. The results obtained are computationally flexible and efficient.

EXISTENCE RESULTS FOR IMPULSIVE NEUTRAL EVOLUTION DIFFERENTIAL EQUATIONS WITH STATE-DEPENDENT DELAY

This paper is mainly concerned with the existence of mild solutions to a first order impulsive neutral evolution differential equations with state-dependent delay. By suitable fixed point theorems combined with theories of evolution systems,we prove some existence theorems. As an application,an example is also given to illustrate the obtained results.

高压直流输电系统暂态过程的解析解法(一):数学模型

为清晰、准确地反映高压直流(HVDC)输电系统的暂态过程,采用状态空间法建立了HVDC系统的数学模型。在换流器交流母线三相电压基波分量作为输入的情况下,将换流器在不同工况下的拓扑结构表示成统一形式,从而使得HVDC系统主设备模型可用分时段线性微分方程组描述。通过引入辅助变量,将原非齐次线性微分方程组转化为齐次线性微分方程组,简化了其解的表达式。进一步,介绍了CIGRE标准测试系统中控制系统的主要结构以及锁相振荡器的控制原理,并列写出相应的微分代数方程。所推导的数学模型将为第二部分详细阐述算法流程提供基础。

带有分段常数变元的时滞微分方程组解的振动性

讨论了带有分段常数变元的时滞微分方程组ｘｊ（ｔ）＋ａｊ（ｔ）ｘｊ（ｔ）＋ｍｉ＝１ｎｒ＝１ｂｉｒｊ（ｔ）ｘｒ（［ｔ－ｉ］）＝０，ｊ＝１，２，…，ｎ，给出所有解振动的若干充分条件．

电力系统中非同期合闸情形下跳闸过电压模型的讨论(英文)

本文给出了电力系统中非同期合闸情形下运行过程中跳闸的过电压模型，利用泛函微分方程振动性理论，得到了该类模型解的振动性与稳定性结论；同时，将控制变量引入到模型。

具有分段常数偏差变元的一阶中立型微分方程的渐近性和振动性

讨论了具有分段常数偏差变元的一阶非线性中立型微分方程的渐近性和振动性 。

线性多滞量中立型方程组的振动性

考虑线性中立型方程组[X(t)-sum form l=1 to rP_lX(t-υτ_l)]+sum form k=1 to mQ_kX(t-δ_k)=0其中 P_l=(P_(ij)^(l)),Q_k=(q_(ij)^(k))(i,j=1,2,…,n),τ_l>0,δ_k≥0在此方程组各系数矩阵对角占优条件下,本文得到了方程组所有解振动的充分条件,并推广文[1]的结论。

一类分段常数变量线性中立型泛函微分方程解的振动性质

本文研究分段常数变量线性中立型泛函微分方程的振动性。用不同的方法研究所考虑的方程 。

非Lipschitz条件下高维McKean-Vlasov随机微分方程解的存在唯一性

研究了一类漂移系数不连续的高维McKean-Vlasov随机微分方程及相应的粒子系统解的存在唯一性.在漂移系数关于空间变量逐段Lipschitz连续的条件下,首先利用Zvonkin变换将方程转换为漂移系数为Lipschitz连续的McKean-Vlasov随机微分方程,变换后的方程存在唯一解.然后由变换函数的性质可得逆函数的存在性和Lipschitz连续性.最后由Ito公式及逆函数的性质可得原来的McKean-Vlasov随机微分方程及相应的粒子系统解的存在唯一性.

H_∞ FILTERING FOR CONTINUOUS-TIME SYSTEMS WITH POINTWISE TIME-VARYING DELAY

The problem of H∞ filtering for continuous-time systems with pointwise time-varying delay is investigated in this paper. By applying an innovation analysis in Krein space, a necessary and sufficient condition for the existence of an H∞ filter is derived in two methods： One is the partial differential equation approach, the other is the reorganized innovation analysis approach. The former gives a solution to the proposed H∞ filtering problem in terms of the solution of a partial differential equation with boundary conditions. The later gives an analytical solution to the proposed H∞ filtering problem in terms of the solutions of Riccati and matrix differential equations.

一类高振荡随机哈密顿系统的李代数方法

为一类高振荡随机哈密顿系统提出一种李代数数值方法。对一个具体的高振荡随机哈密顿系统,给出两个基于李代数方法的数值格式,并证明它们近似保辛结构。通过数值实验展示这两种格式的根均方收敛阶,以及它们在数值求解该高振荡随机哈密顿系统中的有效性和优越性。