We propose a novel rumor propagation model with guidance mechanism in hetero geneous complex networks.Firstly,the sharp threshold of rumor propagation,global stability of the information-equilibrium and information-pr...We propose a novel rumor propagation model with guidance mechanism in hetero geneous complex networks.Firstly,the sharp threshold of rumor propagation,global stability of the information-equilibrium and information-prevailingequilibrium under R_(0)<1 and R_(0)>1 is carried out by Lyapunov method and LaSalle's invariant principle.Next,we design an aperiodically intermittent stochastic stabilization method to suppress the rumor propagation.By using the Ito formula and exponential martingale inequality,the expression of the minimum control intensity is calculated.This method can effectively stabilize the rumor propagation by choosing a suitable perturb intensity and a perturb time ratio,while minimizing the control cost.Finally,numerical examples are given to illustrate the analysis and method of the paper.展开更多
In this paper, stochastic stabilization is investigated by max-plus algebra for a Markovian jump cloud control system with a reference signal. For the Markovian jump cloud control system, there exists framework adjust...In this paper, stochastic stabilization is investigated by max-plus algebra for a Markovian jump cloud control system with a reference signal. For the Markovian jump cloud control system, there exists framework adjustment whose evolution is satisfied with a Markov chain. Using max-plus algebra, a maxplus stochastic system is used to describe the Markovian jump cloud control system. A causal feedback matrix is obtained by exponential stability analysis for a causal feedback controller of the Markovian jump cloud control system. A sufficient condition is given to ensure existence on the causal feedback matrix of the causal feedback controller. Based on the causal feedback controller, stochastic stabilization in probability is analyzed for the Markovian jump cloud control system with a reference signal.Simulation results are given to show effectiveness of the causal feedback controller for the Markovian jump cloud control system.展开更多
Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic mo...Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic model based only on the class of human infectious. The consistency of the model is established by proving that the stochastic delay differential equation describing the model has a unique positive global solution. The extinction of the disease is studied through the analysis of the stability of the disease-free equilibrium state and the persistence of the model. Finally, we introduce some numerical simulations to illustrate the obtained results.展开更多
The law of vehicle movement has long been studied under the umbrella of microscopic traffic flow models,especially the car-following(CF)models.These models of the movement of vehicles serve as the backbone of traffic ...The law of vehicle movement has long been studied under the umbrella of microscopic traffic flow models,especially the car-following(CF)models.These models of the movement of vehicles serve as the backbone of traffic flow analysis,simulation,autonomous vehicle development,etc.Two-dimensional(2D)vehicular movement is basically stochastic and is the result of interactions between a driver's behavior and a vehicle's characteristics.Current microscopic models either neglect 2D noise,or overlook vehicle dynamics.The modeling capabilities,thus,are limited,so that stochastic lateral movement cannot be reproduced.The present research extends an intelligent driver model(IDM)by explicitly considering both vehicle dynamics and 2D noises to formulate a stochastic 2D IDM model,with vehicle dynamics based on the stochastic differential equation(SDE)theory.Control inputs from the vehicle include the steer rate and longitudinal acceleration,both of which are developed based on an idea from a traditional intelligent driver model.The stochastic stability condition is analyzed on the basis of Lyapunov theory.Numerical analysis is used to assess the two cases:(i)when a vehicle accelerates from a standstill and(ii)when a platoon of vehicles follow a leader with a stop-and-go speed profile,the formation of congestion and subsequent dispersion are simulated.The results show that the model can reproduce the stochastic 2D trajectories of the vehicle and the marginal distribution of lateral movement.The proposed model can be used in both a simulation platform and a behavioral analysis of a human driver in traffic flow.展开更多
This paper studies the problem of suboptimal state-feedback H-two/H-infinity control of stochastic systems with spectrum constraint. Concretely speaking, a mixed suboptimal H-two/H-infinity controller synthesis togeth...This paper studies the problem of suboptimal state-feedback H-two/H-infinity control of stochastic systems with spectrum constraint. Concretely speaking, a mixed suboptimal H-two/H-infinity controller synthesis together with placing the spectrum into a strip region is considered, which is achieved via solving a convex optimization problem.展开更多
This paper provides an overview of significant advances in nonlinear stochastic dynamics during the past two decades, including random response, stochastic stability, stochastic bifurcation, first passage problem and ...This paper provides an overview of significant advances in nonlinear stochastic dynamics during the past two decades, including random response, stochastic stability, stochastic bifurcation, first passage problem and nonlinear stochastic control. Topics for future research are also suggested.展开更多
This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discretetime system with linear system state equation. The first paper established a derivative unscented Kal...This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discretetime system with linear system state equation. The first paper established a derivative unscented Kalman filter(DUKF) to eliminate the redundant computational load of the unscented Kalman filter(UKF) due to the use of unscented transformation(UT) in the prediction process. The present paper studies the error behavior of the DUKF using the boundedness property of stochastic processes. It is proved that the estimation error of the DUKF remains bounded if the system satisfies certain conditions. Furthermore, it is shown that the design of the measurement noise covariance matrix plays an important role in improvement of the algorithm stability. The DUKF can be significantly stabilized by adding small quantities to the measurement noise covariance matrix in the presence of large initial error. Simulation results demonstrate the effectiveness of the proposed technique.展开更多
The stochastic convergence of the cubature Kalmanfilter with intermittent observations (CKFI) for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to descri...The stochastic convergence of the cubature Kalmanfilter with intermittent observations (CKFI) for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to describe the phenomenon of intermit-tent observations. According to the cubature sample principle, theestimation error and the error covariance matrix (ECM) of CKFIare derived by Taylor series expansion, respectively. Afterwards, itis theoretically proved that the ECM will be bounded if the obser-vation arrival probability exceeds a critical minimum observationarrival probability. Meanwhile, under proper assumption corre-sponding with real engineering situations, the stochastic stabilityof the estimation error can be guaranteed when the initial estima-tion error and the stochastic noise terms are sufficiently small. Thetheoretical conclusions are verified by numerical simulations fortwo illustrative examples; also by evaluating the tracking perfor-mance of the optical-electric target tracking system implementedby CKFI and unscented Kalman filter with intermittent observa-tions (UKFI) separately, it is demonstrated that the proposed CKFIslightly outperforms the UKFI with respect to tracking accuracy aswell as real time performance.展开更多
This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution's stochastic asymptotical stability. From th...This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution's stochastic asymptotical stability. From the comparison theory, it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterministic comparison system. As a general application of this theory, it controls the chaos of stochastic Lii system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method.展开更多
To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems, the Takagi-Sugeno (T-S) fuzzy model is used to represent a nonlinear singular stochastic system wi...To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems, the Takagi-Sugeno (T-S) fuzzy model is used to represent a nonlinear singular stochastic system with norm-bounded parameter uncertainties and time delay. Based on the linear matrix inequality (LMI) techniques and stability theory of stochastic differential equations, a stochastic Lyapunov function method is adopted to design a state feedback fuzzy controller. The resulting closed-loop fuzzy system is robustly reliable stochastically stable, and the corresponding quadratic cost function is guaranteed to be no more than a certain upper bound for all admissible uncertainties, as well as different actuator fault cases. A sufficient condition of existence and design method of robust reliable guaranteed cost controller is presented. Finally, a numerical simulation is given to illustrate the effectiveness of the proposed method.展开更多
This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a sto...This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.展开更多
Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmis...Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.展开更多
This paper deals with the delay-dependent stabilization problem for singular systems with Markovian jump parameters and time delays. A delay-dependent condition is established for the considered system to be regular, ...This paper deals with the delay-dependent stabilization problem for singular systems with Markovian jump parameters and time delays. A delay-dependent condition is established for the considered system to be regular, impulse free and stochastically stable. Based on the condition, a design algorithm of the desired state feedback controller which guarantees the resultant closed-loop system to be regular, impulse free and stochastically stable is proposed in terms of a set of strict linear matrix inequalities (LMIs). Numerical examples show the effectiveness of the proposed methods.展开更多
A stochastic nonlinear dynamical model is proposed to describe the vibration of rectangular thin plate under axial inplane excitation considering the influence of random environment factors. Firstly, the model is simp...A stochastic nonlinear dynamical model is proposed to describe the vibration of rectangular thin plate under axial inplane excitation considering the influence of random environment factors. Firstly, the model is simplified by applying the stochastic averaging method of quasi-nonintegrable Hamilton system. Secondly, the methods of Lyapunov exponent and boundary classification associated with diffusion process are utilized to analyze the stochastic stability of the trivial solution of the system. Thirdly, the stochastic Hopf bifurcation of the vibration model is explored according to the qualitative changes in stationary probability density of system response, showing that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simple way on the potential applications of stochastic stability and bifurcation analysis.展开更多
In this article, we consider the construction of a SVIR (Susceptible, Vaccinated, Infected, Recovered) stochastic compartmental model of measles. We prove that the deterministic solution is asymptotically the average ...In this article, we consider the construction of a SVIR (Susceptible, Vaccinated, Infected, Recovered) stochastic compartmental model of measles. We prove that the deterministic solution is asymptotically the average of the stochastic solution in the case of small population size. The choice of this model takes into account the random fluctuations inherent to the epidemiological characteristics of rural populations of Niger, notably a high prevalence of measles in children under 5, coupled with a very low immunization coverage.展开更多
In this paper, a stochastic SIS epidemic model on homogeneous networks is considered. The largest Lyapunov exponent is calculated by Oseledec multiplicative ergodic theory, and the stability condition is determined by...In this paper, a stochastic SIS epidemic model on homogeneous networks is considered. The largest Lyapunov exponent is calculated by Oseledec multiplicative ergodic theory, and the stability condition is determined by the largest Lyapunov exponent. The probability density function for the proportion of infected individuals is found explicitly, and the stochastic bifurcation is analysed by a probability density function. In particular, the new basic reproductive number R^*, that governs whether an epidemic with few initial infections can become an endemic or not, is determined by noise intensity. In the homogeneous networks, despite of the basic productive number R0 〉1, the epidemic will die out as long as noise intensity satisfies a certain condition.展开更多
This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic...This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic input-to-state stability (SISS) in stochastic systems, a concept of stochastic integral input-to-state stability (SiISS) using Lyapunov functions is first introduced. A constructive strategy is proposed to design a dynamic output feedback control law, which drives the state to the origin almost surely while keeping all other closed-loop signals almost surely bounded. At last, a simulation is given to verify the effectiveness of the control law.展开更多
The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the exis...The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.展开更多
This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H ∈ (1/2, 1). On the ...This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H ∈ (1/2, 1). On the basis of the pioneering work of Duncan and Hu, a Ito's formula is given. An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.展开更多
In this paper, the almost sure stability of a viscoelastic cable subjected to an initial stress on the uniform cross section is studied. The constitutive of the cable material is assumed to be the hereditary integral ...In this paper, the almost sure stability of a viscoelastic cable subjected to an initial stress on the uniform cross section is studied. The constitutive of the cable material is assumed to be the hereditary integral type, the relaxation kernels of which are represented by the sums of exponents. The initial stress and the damping coefficientto the environment and also relaxation kernel coefficients are a random wide band stationary process. The partial differential integral equation of motion is derived first. Then by applying Galerkins method, the governing equation is reduced to a set of second order differential integral equations. Based on the Liapunovs direct method, sufficient conditions for almost sure stability of viscoelstic cable are obtained.展开更多
基金Project supported by the Guangzhou Science and Technology Project(Grant No.20210202710)Scientific Research Project of Guangzhou University(Grant No.YG2020010)。
文摘We propose a novel rumor propagation model with guidance mechanism in hetero geneous complex networks.Firstly,the sharp threshold of rumor propagation,global stability of the information-equilibrium and information-prevailingequilibrium under R_(0)<1 and R_(0)>1 is carried out by Lyapunov method and LaSalle's invariant principle.Next,we design an aperiodically intermittent stochastic stabilization method to suppress the rumor propagation.By using the Ito formula and exponential martingale inequality,the expression of the minimum control intensity is calculated.This method can effectively stabilize the rumor propagation by choosing a suitable perturb intensity and a perturb time ratio,while minimizing the control cost.Finally,numerical examples are given to illustrate the analysis and method of the paper.
基金supported by the National Natural Science Foundation of China (61973230)Tianjin Research Innovation Project for Postgraduate Students (2021YJSO2S03)。
文摘In this paper, stochastic stabilization is investigated by max-plus algebra for a Markovian jump cloud control system with a reference signal. For the Markovian jump cloud control system, there exists framework adjustment whose evolution is satisfied with a Markov chain. Using max-plus algebra, a maxplus stochastic system is used to describe the Markovian jump cloud control system. A causal feedback matrix is obtained by exponential stability analysis for a causal feedback controller of the Markovian jump cloud control system. A sufficient condition is given to ensure existence on the causal feedback matrix of the causal feedback controller. Based on the causal feedback controller, stochastic stabilization in probability is analyzed for the Markovian jump cloud control system with a reference signal.Simulation results are given to show effectiveness of the causal feedback controller for the Markovian jump cloud control system.
文摘Ross’ epidemic model describing the transmission of malaria uses two classes of infection, one for humans and one for mosquitoes. This paper presents a stochastic extension of a deterministic vector-borne epidemic model based only on the class of human infectious. The consistency of the model is established by proving that the stochastic delay differential equation describing the model has a unique positive global solution. The extinction of the disease is studied through the analysis of the stability of the disease-free equilibrium state and the persistence of the model. Finally, we introduce some numerical simulations to illustrate the obtained results.
基金Project supported by the National Key Research and Development Program of China(Grant No.2021YFE0194400)the National Natural Science Foundation of China(Grant Nos.52272314 and 52131202)+1 种基金the Fund for Humanities and Social Science from the Ministry of Education of China(Grant No.21YJCZH116)the Public Welfare Scientific Research Project(Grant No.LGF22E080007)。
文摘The law of vehicle movement has long been studied under the umbrella of microscopic traffic flow models,especially the car-following(CF)models.These models of the movement of vehicles serve as the backbone of traffic flow analysis,simulation,autonomous vehicle development,etc.Two-dimensional(2D)vehicular movement is basically stochastic and is the result of interactions between a driver's behavior and a vehicle's characteristics.Current microscopic models either neglect 2D noise,or overlook vehicle dynamics.The modeling capabilities,thus,are limited,so that stochastic lateral movement cannot be reproduced.The present research extends an intelligent driver model(IDM)by explicitly considering both vehicle dynamics and 2D noises to formulate a stochastic 2D IDM model,with vehicle dynamics based on the stochastic differential equation(SDE)theory.Control inputs from the vehicle include the steer rate and longitudinal acceleration,both of which are developed based on an idea from a traditional intelligent driver model.The stochastic stability condition is analyzed on the basis of Lyapunov theory.Numerical analysis is used to assess the two cases:(i)when a vehicle accelerates from a standstill and(ii)when a platoon of vehicles follow a leader with a stop-and-go speed profile,the formation of congestion and subsequent dispersion are simulated.The results show that the model can reproduce the stochastic 2D trajectories of the vehicle and the marginal distribution of lateral movement.The proposed model can be used in both a simulation platform and a behavioral analysis of a human driver in traffic flow.
基金the National Natural Science Foundation of China (No.60174001)Beijing Education Community (No.290122)Specialized Research Fund for the Doctoral Program of Higher Education (No.20050424002)
文摘This paper studies the problem of suboptimal state-feedback H-two/H-infinity control of stochastic systems with spectrum constraint. Concretely speaking, a mixed suboptimal H-two/H-infinity controller synthesis together with placing the spectrum into a strip region is considered, which is achieved via solving a convex optimization problem.
基金The project supported by the National Natural Science Foundation of China (19972059)
文摘This paper provides an overview of significant advances in nonlinear stochastic dynamics during the past two decades, including random response, stochastic stability, stochastic bifurcation, first passage problem and nonlinear stochastic control. Topics for future research are also suggested.
基金supported by the National Natural Science Foundation of China(Grant No.61174193)the Doctorate Foundation of Northwestern Polytechnical University,China(Grant No.CX201409)
文摘This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discretetime system with linear system state equation. The first paper established a derivative unscented Kalman filter(DUKF) to eliminate the redundant computational load of the unscented Kalman filter(UKF) due to the use of unscented transformation(UT) in the prediction process. The present paper studies the error behavior of the DUKF using the boundedness property of stochastic processes. It is proved that the estimation error of the DUKF remains bounded if the system satisfies certain conditions. Furthermore, it is shown that the design of the measurement noise covariance matrix plays an important role in improvement of the algorithm stability. The DUKF can be significantly stabilized by adding small quantities to the measurement noise covariance matrix in the presence of large initial error. Simulation results demonstrate the effectiveness of the proposed technique.
基金supported by the National Natural Science Foundation of China(6110418661273076)
文摘The stochastic convergence of the cubature Kalmanfilter with intermittent observations (CKFI) for general nonlinearstochastic systems is investigated. The Bernoulli distributed ran-dom variable is employed to describe the phenomenon of intermit-tent observations. According to the cubature sample principle, theestimation error and the error covariance matrix (ECM) of CKFIare derived by Taylor series expansion, respectively. Afterwards, itis theoretically proved that the ECM will be bounded if the obser-vation arrival probability exceeds a critical minimum observationarrival probability. Meanwhile, under proper assumption corre-sponding with real engineering situations, the stochastic stabilityof the estimation error can be guaranteed when the initial estima-tion error and the stochastic noise terms are sufficiently small. Thetheoretical conclusions are verified by numerical simulations fortwo illustrative examples; also by evaluating the tracking perfor-mance of the optical-electric target tracking system implementedby CKFI and unscented Kalman filter with intermittent observa-tions (UKFI) separately, it is demonstrated that the proposed CKFIslightly outperforms the UKFI with respect to tracking accuracy aswell as real time performance.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10902085)
文摘This paper studies the stochastic asymptotical stability of stochastic impulsive differential equations, and establishes a comparison theory to ensure the trivial solution's stochastic asymptotical stability. From the comparison theory, it can find out whether the stochastic impulsive differential system is stable just by studying the stability of a deterministic comparison system. As a general application of this theory, it controls the chaos of stochastic Lii system using impulsive control method, and numerical simulations are employed to verify the feasibility of this method.
基金the National Natural Science Foundation of China (60574088,60274014).
文摘To study the design problem of robust reliable guaranteed cost controller for nonlinear singular stochastic systems, the Takagi-Sugeno (T-S) fuzzy model is used to represent a nonlinear singular stochastic system with norm-bounded parameter uncertainties and time delay. Based on the linear matrix inequality (LMI) techniques and stability theory of stochastic differential equations, a stochastic Lyapunov function method is adopted to design a state feedback fuzzy controller. The resulting closed-loop fuzzy system is robustly reliable stochastically stable, and the corresponding quadratic cost function is guaranteed to be no more than a certain upper bound for all admissible uncertainties, as well as different actuator fault cases. A sufficient condition of existence and design method of robust reliable guaranteed cost controller is presented. Finally, a numerical simulation is given to illustrate the effectiveness of the proposed method.
基金Project supported by the National Natural Science Foundation of China (No. 60874027)
文摘This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature.
基金supported by the Fundamental Research Funds for the Central Universities,Sun Yat-sen University(Grant No.34000-31610293)。
文摘Norovirus is one of the most common causes of viral gastroenteritis in the world,causing significant morbidity,deaths,and medical costs.In this work,we look at stochastic modelling methodologies for norovirus transmission by water,human to human transmission and food.To begin,the proposed stochastic model is shown to have a single global positive solution.Second,we demonstrate adequate criteria for the existence of a unique ergodic stationary distribution R0 s>1 by developing a Lyapunov function.Thirdly,we find sufficient criteria Rs<1 for disease extinction.Finally,two simulation examples are used to exemplify the analytical results.We employed optimal control theory and examined stochastic control problems to regulate the spread of the disease using some external measures.Additional graphical solutions have been produced to further verify the acquired analytical results.This research could give a solid theoretical foundation for understanding chronic communicable diseases around the world.Our approach also focuses on offering a way of generating Lyapunov functions that can be utilized to investigate the stationary distribution of epidemic models with nonlinear stochastic disturbances.
基金supported by the National Creative Research Groups Science Foundation of China (No.60721062)the National High Technology Research and Development Program of China (863 Program) (2006AA04 Z182)the National Natural Science Foundation of China (No.60736021)
文摘This paper deals with the delay-dependent stabilization problem for singular systems with Markovian jump parameters and time delays. A delay-dependent condition is established for the considered system to be regular, impulse free and stochastically stable. Based on the condition, a design algorithm of the desired state feedback controller which guarantees the resultant closed-loop system to be regular, impulse free and stochastically stable is proposed in terms of a set of strict linear matrix inequalities (LMIs). Numerical examples show the effectiveness of the proposed methods.
基金Supported by National Natural Science Foundation of China (No.10732020)
文摘A stochastic nonlinear dynamical model is proposed to describe the vibration of rectangular thin plate under axial inplane excitation considering the influence of random environment factors. Firstly, the model is simplified by applying the stochastic averaging method of quasi-nonintegrable Hamilton system. Secondly, the methods of Lyapunov exponent and boundary classification associated with diffusion process are utilized to analyze the stochastic stability of the trivial solution of the system. Thirdly, the stochastic Hopf bifurcation of the vibration model is explored according to the qualitative changes in stationary probability density of system response, showing that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simple way on the potential applications of stochastic stability and bifurcation analysis.
文摘In this article, we consider the construction of a SVIR (Susceptible, Vaccinated, Infected, Recovered) stochastic compartmental model of measles. We prove that the deterministic solution is asymptotically the average of the stochastic solution in the case of small population size. The choice of this model takes into account the random fluctuations inherent to the epidemiological characteristics of rural populations of Niger, notably a high prevalence of measles in children under 5, coupled with a very low immunization coverage.
基金Project supported by the Science Foundation of Shanxi Province of China (Grant No 2009011005-1)the Youth Foundation of Shanxi Province of China (Grant No 2007021006)
文摘In this paper, a stochastic SIS epidemic model on homogeneous networks is considered. The largest Lyapunov exponent is calculated by Oseledec multiplicative ergodic theory, and the stability condition is determined by the largest Lyapunov exponent. The probability density function for the proportion of infected individuals is found explicitly, and the stochastic bifurcation is analysed by a probability density function. In particular, the new basic reproductive number R^*, that governs whether an epidemic with few initial infections can become an endemic or not, is determined by noise intensity. In the homogeneous networks, despite of the basic productive number R0 〉1, the epidemic will die out as long as noise intensity satisfies a certain condition.
基金supported by National Natural Science Foundation of China (No. 60774010, 10971256, and 60974028)Jiangsu"Six Top Talents" (No. 07-A-020)+2 种基金Natural Science Foundation of Jiangsu Province (No. BK2009083)Program for Fundamental Research of Natural Sciences in Universities of Jiangsu Province(No.07KJB510114)Natural Science Foundation of Xuzhou Normal University (No. 08XLB20)
文摘This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability (iISS) in deterministic systems and stochastic input-to-state stability (SISS) in stochastic systems, a concept of stochastic integral input-to-state stability (SiISS) using Lyapunov functions is first introduced. A constructive strategy is proposed to design a dynamic output feedback control law, which drives the state to the origin almost surely while keeping all other closed-loop signals almost surely bounded. At last, a simulation is given to verify the effectiveness of the control law.
基金Project supported by the National Natural Science Foundation of China(No.10926096)
文摘The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.
基金Natural Science Foundation of Shanghai,China(No.07ZR14002)
文摘This paper is concerned with the stochastically stability for the m-dimensional linear stochastic differential equations with respect to fractional Brownian motion (FBM) with Hurst parameter H ∈ (1/2, 1). On the basis of the pioneering work of Duncan and Hu, a Ito's formula is given. An improved derivative operator to Lyapunov functions is constructed, and the sufficient conditions for the stochastically stability of linear stochastic differential equations driven by FBM are established. These extend the stochastic Lyapunov stability theories.
文摘In this paper, the almost sure stability of a viscoelastic cable subjected to an initial stress on the uniform cross section is studied. The constitutive of the cable material is assumed to be the hereditary integral type, the relaxation kernels of which are represented by the sums of exponents. The initial stress and the damping coefficientto the environment and also relaxation kernel coefficients are a random wide band stationary process. The partial differential integral equation of motion is derived first. Then by applying Galerkins method, the governing equation is reduced to a set of second order differential integral equations. Based on the Liapunovs direct method, sufficient conditions for almost sure stability of viscoelstic cable are obtained.