Random Differential Equations Research Articles

Adaptive neural control for a class of random nonlinear Markov jump multi-agent systems with full state constraints

This paper proposes a consensus control protocol based on the adaptive backstepping technique for a class of random Markov jump multi-agent systems (MASs) with full state constraints. Each agent is described by the high-order random nonlinear uncertain system driven by random differential equations, where the random noise is the second-order stationary stochastic process. First, a distributed tracking controller is designed for Markov jump MASs, effectively handling the interaction and coupling terms between agents. Second, an appropriate tan-type barrier Lyapunov function is selected to keep the agents’ states from the violation of constraint boundaries, and the unknown nonlinear terms with Markov jump parameters are approximated by neural networks (NNs) theory. Moreover, to address the differential explosion problem, the extended state observer (ESO) is first introduced instead of employing NNs approximation or command filtering techniques. Finally, the exponentially noise-to-state stability in mean square is proved rigorously through the Lyapunov method, which guarantees all signals of the closed-loop system are bounded in probability and the tracking error converges to a small neighborhood around zero. Simulations are given to demonstrate the feasibility of theoretical results.

Distributed Neuroadaptive Formation Control for Aerial Base Station-Assisted Hovercraft Systems with Mixed Disturbances

Effectively addressing the formation control of ABS-assisted hovercraft systems with heterogeneities, unavailable leaders’ convex combination states, nonlinearities, and mixed disturbances poses significant challenges. This paper proposes a distributed neuroadaptive formation tracking strategy of ABS-assisted hovercraft systems for the first time, where aerial base stations (ABSs) are composed of unmanned aerial vehicles (UAVs) for data distribution and computation offloading. Firstly, UAVs are designed to track the virtual-leader while shaping a fixed formation, and the observer is devised for each follower hovercraft to estimate the convex combination states of UAVs. Then, output regulation equations are employed to transform heterogeneous systems into a compact form via the Kronecker product, while neural networks (NNs) are introduced to compensate for model nonlinearities. Furthermore, based on random differential equations (RDEs) combined with Lyapunov theory, the noise-to-state practical stability in probability (NSPS-P) property of the error dynamics under mixed disturbances can be obtained. Finally, simulation examples demonstrate that the outputs of follower hovercrafts rapidly achieve a time-varying formation and rotate around convex combination states of leader UAVs simultaneously.

Dynamic programming principle for optimal control of uncertain random differential equations and its application to optimal portfolio selection

This study aimed to examine an uncertain stochastic optimal control problem premised on an uncertain stochastic process. The proposed approach is used to solve an optimal portfolio selection problem. This paper’s research is relevant because it outlines the procedure for solving optimal control problems in uncertain random environments. We implement Bellman’s principle of optimality method in dynamic programming to derive the principle of optimality. Then the resulting Hamilton-Jacobi-Bellman equation (the equation of optimality in uncertain stochastic optimal control) is used to solve a proposed portfolio selection problem. The results of this study show that the dynamic programming principle for optimal control of uncertain stochastic differential equations can be applied in optimal portfolio selection. Also, the study results indicate that the optimal fraction of investment is independent of wealth. The main conclusion of this study is that, in Itô-Liu financial markets, the dynamic programming principle for optimal control of uncertain stochastic differential equations can be applied in solving the optimal portfolio selection problem.

Uncertainty quantification analysis of bifurcations of the Allen–Cahn equation with random coefficients

In this work we consider the Allen–Cahn equation, a prototypical model problem in nonlinear dynamics that exhibits bifurcations corresponding to variations of a deterministic bifurcation parameter. Going beyond the state-of-the-art, we introduce a random coefficient in the linear reaction part of the equation, thereby accounting for random, spatially-heterogeneous effects. Importantly, we assume a spatially constant, deterministic mean value of the random coefficient. We show that this mean value is in fact a bifurcation parameter in the Allen–Cahn equation with random coefficients. Moreover, we show that the bifurcation points and bifurcation curves become random objects. We consider two distinct modelling situations: (i) for a spatially homogeneous coefficient we derive analytical expressions for the distribution of the bifurcation points and show that the bifurcation curves are random shifts of a fixed reference curve; (ii) for a spatially heterogeneous coefficient we employ a generalized polynomial chaos expansion to approximate the statistical properties of the random bifurcation points and bifurcation curves. We present numerical examples in 1D physical space, where we combine the popular software package Continuation Core and Toolboxes (COCO) for numerical continuation and the Sparse Grids Matlab Kit for the polynomial chaos expansion. Our exposition addresses both, dynamical systems and uncertainty quantification, highlighting how analytical and numerical tools from both areas can be combined efficiently for the challenging uncertainty quantification analysis of bifurcations in random differential equations.

Inverse uncertainty quantification for stochastic systems by resampling. Applications to modeling of alcohol consumption and infection by HIV

A random differential equation, or stochastic differential equation with parametric uncertainty, is a classical differential equation whose input values (coefficients, initial conditions, etc.) are random variables. Given data, the probability distributions of the input random parameters must be appropriately inferred, before proceeding to simulate the model’s output. This task is called inverse uncertainty quantification. In this paper, the goal is to study the applicability of the Bayesian bootstrap to draw inferences on the posterior distributions of the parameters, by resampling the residuals of the deterministic least-squares optimization with Dirichlet weights. The method is based on repeated deterministic calibrations. Thus, to alleviate the curse of dimensionality, the technique may be combined with the principle of maximum entropy for densities, when there are some parameters that are not optimized deterministically. For illustration of the methodology, two case studies on important health topics are conducted, with stochastic fitting to data. The first one, on past alcohol consumption in Spain, taking social contagion into account. The second one, on HIV evolution considering CD4+ T cells and viral load, with a patient in clinical follow-up. All these applied models are built from a compartmental viewpoint, with a randomized basic reproduction number that controls the long-term behavior of the system.

Investigation of solution behavior of Differential Equations by Sumudu methods of random complex Partial Differential Equations

In this study, solutions of random complex partial differential equations were found using the two-dimensional Sumudu transformation method(STM). The initial conditions of a deterministic equation or the non-homogeneous part of the equation are transformed into random variables to obtain a random complex partial differential equation. With the help of the properties of two-dimensional Sumudu and inverse Sumudu transformation, an approximate analytical solution of a complex partial differential equation with random constant coefficients was obtained by selecting a random variable with an initial condition of Normal and Gamma distribution. The probability characteristics of the resulting solutions, such as expected value and variance, were obtained and graphically shown with the help of the Maple package program.

A computational probabilistic procedure to quantify the time of breast cancer recurrence after chemotherapy administration

We propose a random linear differential equation with jumps to model the dynamics of breast tumor growth using real patients’ data. The model considers the effect of chemotherapy administration and tumor resection. Also, the inherent randomness of the data and the model are taken into account.The model is probabilistically solved by combining two main methods belonging to Uncertainty Quantification: the principle of maximum entropy (PME) and the random variable transformation technique (RVT). The PME is applied to assign proper probability distributions to model parameters. The RVT technique is used to determine the probability density function (PDF) of the solution of the random differential equation, which is a stochastic process.We apply computational optimization techniques to determine the PDF of model parameters so that the PDF of the solution matches the ones assigned to real patients’ data.Once random tumor dynamics has been modeled, we simulate, after surgery, different adjuvant chemotherapy strategies with the aim of delaying tumor recurrence as long as possible. Results are in concordance with medical literature, and tumor relapse is delayed as more cycles of chemotherapy are administered.Although the proposed model has a common general structure, it is shown how it can be customized to patients in order to construct projections about the tumor’s growth. To better illustrate the applicability of the proposed approach, we carefully show how our model can be tailored to two real patients treated at the Hospital Clínico de Valencia (Spain). The obtained results have been overseen by doctors from this hospital.

Existence and Approximate Controllability of Random Impulsive Neutral Functional Differential Equation with Finite Delay

This study investigates second-order neutral functional differential equations with delays, prevalent in various scientific and engineering fields. These equations, characterized by their neutral nature and delays, present unique challenges within Banach spaces. The research focuses on the existence and approximate controllability of solutions, using advanced mathematical tools like cosine family theory and the Leray-Schauder theorem to establish rigorous solution conditions. These theoretical results are empirically validated through practical examples, enhancing understanding of real-life behavior and bridging theory with practice. The study’s findings advance the understanding of delayed feedback systems, facilitating effective control strategies and practical engineering solutions, thereby contributing significantly to dynamical systems and control theory.

A GPU-accelerated Lagrangian method for solving the Liouville equation in random differential equation systems

This work presents and analyzes a numerical approach to efficiently solve the Liouville equation in the context of random ODEs using GPGPUs. Our method combines wavelet compression-based adaptive mesh refinement, Lagrangian particle methods, and radial basis function interpolation to create a versatile algorithm applicable in multiple dimensions. We discuss the advantages and limitations of this algorithm. To demonstrate its effectiveness, we compute the probability density function for various 2D and 3D random ODE systems with applications in physics and epidemiology.

Containment-Based Distributed Secondary Control for AC Shipboard Microgrids under General Noise

This paper investigates the secondary control problem of shipboard microgrids (SMGs) with a high percentage of new energy sources under general noise. Firstly, a polymorphic SMG model is constructed, which enables the software-defined functionality of the control strategy and allows heterogeneous distributed generators (DGs) in AC SMGs to exchange packets of different types. Secondly, due to the presence of highly dynamic and high-power loads in the SMGs, a containment-based distributed secondary control strategy is proposed to improve the flexibility of the DG voltage regulation. Then, considering the complexity and diversity of disturbances during ship navigation, general noise is introduced instead of white noise to describe various disturbances. Furthermore, based on the random differential equations (RDEs), the NOS stability of the proposed strategy is proved using Lyapunov theory, which proves the effectiveness of the containment-based distributed secondary control strategy under general noise. And, the containment error is obtained to prove that the voltage and frequency of the system converge to the convex hull spanned by the virtual leaders, ensuring the high quality of the power supply. Finally, the validity of the proposed containment-based strategy is verified by an AC SMG model with four DGs in three cases.

Existence of global and explosive mild solutions of fractional reaction–diffusion system of semilinear SPDEs with fractional noise

In this paper, we investigate the existence and finite-time blow-up for the solution of a reaction–diffusion system of semilinear stochastic partial differential equations (SPDEs) subjected to a two-dimensional fractional Brownian motion given by [Formula: see text] for [Formula: see text], along with [Formula: see text] where [Formula: see text] is the fractional power [Formula: see text] of the Laplacian, [Formula: see text] and [Formula: see text] and [Formula: see text] are real constants. We provide sufficient conditions for the existence of a global weak solution. Under the assumption that [Formula: see text] with Hurst index [Formula: see text] we obtain the blow-up times for an associated system of random partial differential equations in terms of an integral representation of exponential functions of Brownian motions. Moreover, we provide lower and upper bounds for the finite-time blow-up of the above system of SPDEs and obtain the upper bounds for the probability of non-explosive solution to our considered system.

Upper Semicontinuity of Random Attractors for Random Differential Equations with Nonlinear Diffusion Terms I: Finite-Dimensional Case

Upper Semicontinuity of Random Attractors for Random Differential Equations with Nonlinear Diffusion Terms I: Finite-Dimensional Case

Pathwise synchronization of global coupled system with linear multiplicative rough noise.

This paper focuses on achieving pathwise synchronization in stochastic differential equations with linear multiplicative rough noises, which are fractional Brownian rough paths with Hurst parameter H∈(13,12). Using rough paths theory, a useful transformation is introduced to convert the equations into random differential equations. Stability and dynamical behavior of the solutions to the equations are discussed, and pathwise synchronization of the solutions to the coupled system is proven. Also we have verified the synchronization results in Hölder space. And at the end, two alternative forms of noises are considered, and synchronization results are presented. Moreover, numerical simulations are provided to illustrate the results.

Solving Fractional Random Differential Equations by Using Fixed Point Methodologies under Mild Boundary Conditions

This manuscript aims to study the existence and uniqueness of solutions to a new system of differential equations. This system is a mixture of fractional operators and stochastic variables. The study has been completed under nonlocal functional boundary conditions. In the study, we used the fixed-point method to examine the existence of a solution to the proposed system, mainly focusing on the theorems of Leray, Schauder, and Perov in generalized metric spaces. Finally, an example has been provided to support and underscore our results.

Exponential synchronization of dynamical complex networks via random impulsive scheme

This paper investigates the synchronization of a complex network based on a class of random impulsive differential equation systems. Based on the random impulsive strategy of Poisson distribution, a random impulsive dynamical network model is constructed. Using the Lyapunov principle, random process theory, linear matrix inequality method, and some basic analysis methods, we realize the global mean-square index synchronization of the model. We then get sufficient criteria for the synchronization. By presenting a numerical example, we verified the validity of the theoretical results.

A note on the application of the RVT method to general classes of single-species population models formulated by random differential equations

The Random Variable Transformation (RVT) technique has been applied in recent years to analyze a wide variety of dynamic models formulated via random differential equations. The applicability of this technique has usually been focused on problems where an explicit solution of the underlying deterministic problem is available. This fact limits the usefulness of the RVT method. This note aims to point out that the RVT technique can be successfully applied without this requirement by showing a wider range of potential applications including very general classes of single-species models.

Adaptive Neural Control for a Class of Random Fractional-Order Multi-Agent Systems with Markov Jump Parameters and Full State Constraints

Based on an adaptive neural control scheme, this paper investigates the consensus problem of random Markov jump multi-agent systems with full state constraints. Each agent is described by the fractional-order random nonlinear uncertain system driven by random differential equations, where the random noise is the second-order stationary stochastic process. First, in order to deal with the unknown functions with Markov jump parameters, a radial basis function neural network (RBFNN) structure is introduced to achieve approximation. Second, for the purpose of keeping the agents’ states from violating the constraint boundary, the tan-type barrier Lyapunov function is employed. By using the stochastic stability theory and adopting the backstepping technique, a novel adaptive neural control design method is presented. Furthermore, to cope with the differential explosion problem in the design course, the extended state observer (ESO) is developed instead of neural network (NN) approximation or command filtering techniques. Finally, the exponentially noise-to-state stability in the mean square is analyzed rigorously by the Lyapunov method, which guarantees the consensus of the considered multi-agent systems and all the agents’ outputs are bounded in probability. Two simulation examples are provided to verify the effectiveness of the suggested control strategy.

On the convergence of the Galerkin method for random fractional differential equations

On the convergence of the Galerkin method for random fractional differential equations

Abstract random differential equations with state-dependent delay using measures of noncompactness

This paper is devoted to the existence of random mild solutions for a general class of second-order abstract random differential equations with state-dependent delay. The technique used is a generalization of the classical Darbo fixed point theorem for Fréchet spaces associated with the concept of measures of noncompactness. An application related to partial random differential equations with state-dependent delay is presented.

Probabilistic analysis of a class of compartmental models formulated by random differential equations

This paper deals with the probabilistic analysis of a class of compartmental models formulated via a system of linear differential equations with time‐dependent non‐homogeneous terms. For the sake of generality, we assume that initial conditions and rates between compartments are random variables with arbitrary distributions while the source terms defining the flows entering the compartments are stochastic processes. We then take extensive advantage of the so‐called random variable transformation (RVT) technique to determine the first probability distribution of the solution of such a randomized model under very general hypotheses. In the simplest but relevant case of time‐independent source terms, we also obtain the probability distribution of the equilibrium, which is a random vector. Furthermore, we first particularize the aforementioned results for different types of integrable source terms that permit obtaining an explicit solution of the compartmental model: random constants, a train of Dirac delta impulses with random intensities, and a Wiener process. Secondly, we show an alternative approach based on the Liouville–Gibbs equation, which is useful when dealing with source terms that do not admit a closed‐form primitive. All the previous theoretical results are first illustrated through several numerical examples and simulations where a wide range of different probability distributions are assumed for the model parameters. The paper concludes by applying a compartmental model that describes the dynamics of oral drug administration through multiple chronologically spaced doses using synthetic data generated according to pharmacological references.