Stochastic Asymptotic Stability Research Articles

Analysis of stochastic epidemic model with awareness decay and heterogeneous individuals on multi-weighted networks.

In the current study, we present a stochastic SAIS (unaware susceptible-aware susceptible-infectious-unaware susceptible) epidemic dynamic model on complex networks with multi-weights. The disease dynamic is influenced by random perturbations to the force of the infection rates, as well as awareness rates. To analyze the problem of extinction, we discuss both the stochastic asymptotic stability in the large and almost surely exponential stability of the trivial solution. Then, we get some sufficient conditions, which guarantee the stochastic persistence of infectious disease. Based on the Erdös-Réyni random graph, the numerical simulations are given. These not only validate our conclusions but also obtain else significative results. Both theoretical results and numerical simulations further reflect that improvement of risk awareness and reduction of decay in awareness are highly effective in preventing disease spread. And then, environmental noises play a significant role in disease transmission.

Stability and boundedness criteria for certain second-order nonlinear neutral stochastic functional differential equations

This paper presents stochastic stability and stochastic boundedness to certain second-order nonlinear neutral stochastic differential equations. The second-order differential equation is weakened to a neutral stochastic system of first-order equations and used together with a second-order quadratic function to obtain perfect Lyapunov-Krasovskii functional. This functional is adapted and applied to obtain criteria on the nonlinear functions to ensure novel results on stochastic stability and stochastic asymptotic stability of the zero solution. Furthermore, when the forcing term is nonzero, fresh results on stochastic boundedness and uniform stochastic boundedness of solutions are obtained. The results of this paper are original, new, essentially improving, complementing, and simplifying several related ones in the literature. Two special cases of the theoretical results are supplied to demonstrate the applicability of the hypothetical results.

Stochastic stabilization based on kinetic-potential energy shaping for stochastic mechanical port-Hamiltonian systems

This paper extends a kinetic-potential energy shaping method to stochastic mechanical port-Hamiltonian systems. The kinetic-potential energy shaping brings a new class of Lyapunov function candidates involving a cross term of the position and the momentum without solving partial differential equations for deterministic port-Hamiltonian systems. However, the conventional kinetic-potential energy shaping does not necessarily work for stochastic port-Hamiltonian systems due to energy increase by stochastic noise. Therefore, we first provide a modification properly compensated by using stochastic generalized canonical transformations. Then, two stochastic stability results are presented. The first result shows a necessary condition for stochastic asymptotic stability for an equilibrium state. The other one shows a necessary condition for stochastic bounded stability for a target state, which is not necessarily an equilibrium point.

Event-triggered interval type-2 fuzzy control of networked systems with extended dissipative under Markovian switching

In this technical note, the problem of the extended dissipative control for interval type-2 fuzzy model with nonlinear network systems in the event-triggered framework is investigated. A novel dynamic event-triggered strategy is developed to ascertain the instants of activation. It has the advantage of reducing data transmission and optimising the utilisation of communication resources. On the basis of the proposed mechanism, the stochastic Lyapunov function including internal dynamic variables is constructed. Based on this function, coupled with the inequality scaling technique and the application of Dynkin's formula, we derive a sufficient condition for the system's stochastic asymptotic stability and extended dissipativity. The design of the dynamic event-triggered extended dissipative controller becomes challenging because the new sufficient condition is nonlinear for some matrix variables. However, utilising the Projection Lemma and the co-design approach, such a controller can be developed based on the obtained analysis result. The methodology is demonstrated through a rigorous numerical simulation case study.

Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay

In this paper, we present sufficient conditions to ensure the stochastic asymptotic stability of the zero solution for a specific type of fourth-order stochastic differential equation (SDE) with constant delay. By reducing the fourth-order SDE to a system of first-order SDEs, we utilize a fourth-order quadratic function to derive an appropriate Lyapunov functional. This functional is then employed to establish standard criteria for the nonlinear functions present in the SDE. The stability result obtained in this study is novel and extends the existing findings on stability in fourth-order differential equations. Additionally, we provide an illustrative example to demonstrate the significance and accuracy of our main result.

Stability of stochastic systems with semi-Markovian switching and impulses

The aim of this paper is to investigate the stochastic asymptotic stability of semi-Markov switched systems with mixed impulses. A novel definition of average impulse gain is given to estimate the intensity of the mixed impulses. Based on the multiple Lyapunov function approach and average impulse interval method, we provide sufficient conditions on the stochastic asymptotic stability for the semi-Markov switched system with impulses. Moreover, the influence of impulses on the system is estimated by applying the average impulse gain and average impulse interval method, which are not only suitable for synchronous impulses but also for asynchronous impulses. The theoretical results are demonstrated by two examples.

Asymptotic stability analysis of nonlinear stochastic semi‐Markov jump systems

AbstractIn this article, three different types of stochastic asymptotic stability for nonlinear stochastic semi‐Markov jump systems (SSMJS) are investigated. Novel sufficient conditions for th ‐moment asymptotic stability, almost sure asymptotic stability and stochastic asymptotic stability in the large are obtained. It is remarkable that the obtained results in the latter case cover the results in existing literature. Finally, two examples are presented to confirm the validity of the obtained theoretical results.

Stochastic asymptotic stability for stochastic inertial Cohen-Grossberg neural networks with time-varying delay

This paper studies stochastic asymptotic stability for stochastic inertial Cohen-Grossberg neural networks with time-varying delay. Firstly, the second-order differential equation is converted into the first-order differential equation by appropriate variable substitution. Secondly, the existence of the equilibrium point is derived by using homeomorphic mapping, finite increment formula of Lagrange mean value theorem and linear matrix inequality. The sufficient conditions for the stochastic asymptotic stability of the equilibrium point of the system are derived by defining the appropriate operator, and constructing the appropriate positive Lyapunov function and positive-definite matrix. Thirdly, a numerical example illustrates the correctness of these theorems.

Nonlinear Stochastic Model Predictive Control: Existence, Measurability, and Stochastic Asymptotic Stability

In this article, we establish a collection of new theoretical properties for nonlinear stochastic model predictive control (SMPC). Based on the concept of stochastic input-to-state stability (SISS), we define robust asymptotic stability in expectation (RASiE) and establish that nonlinear SMPC renders the origin of the closed-loop system RASiE. Moreover, we establish several new foundational results that have not been addressed in previous research. Specifically, we verify that, under basic regularity assumptions, a solution to the SMPC optimization problem exists and the closed-loop trajectory is Borel measurable thereby guaranteeing that all relevant stochastic properties of the closed-loop system are indeed well-defined. We present a numerical example to demonstrate the nonintuitive behavior that can arise from nonlinear SMPC.

Dynamics of a stochastic turbidostat model with sampled and delayed measurements.

In this paper, a stochastic turbidostat model with controllable output is established by using piecewise constant delayed measurements of the substrate concentration. We commence by proving the existence and uniqueness of the global positive solution of the stochastic delayed model. Then, sufficient conditions of extinction and stochastic strong permanence of the biomass are acquired. In quick succession, we investigate the stochastic asymptotical stability of the washout equilibrium as well as the asymptotic behavior of the random paths approaching the interior equilibrium of its corresponding deterministic model by employing the method of Lyapunov functionals. Numerical and theoretical findings show that the influence of environmental random fluctuations on the dynamics of the model may be more pronounced than that of time delay.

Successive lag synchronization of nonlinear stochastic networks with arbitrary structure via pinning control

AbstractIn this article, a new nonlinear stochastic network with arbitrary structure and noise is proposed for realizing the successive lag synchronization (SLS). Both the constant and adaptive pinning control laws are designed respectively to regulate the SLS to desired chaotic states, where the network structure can be directed, weighted, time‐varying and even not strongly connected. Several sufficient conditions for guaranteeing the stochastic asymptotic stability of SLS are derived by means of the Lyapunov stability theory. First, we demonstrate that the pinned nodes can be fixed via 1‐dimensional inequalities, which explicitly provide how many nodes and which nodes should be controlled. Besides, those connections from a node with a given number to other nodes with smaller numbers will lead to the increase of pinned nodes. Second, our results indicate that, in order to make the SLS stable the coupling strength must belong to a bounded interval for both the pinning control schemes. Finally, we conclude that strong noise perturbation will lead to the increase of pinned nodes and even break the SLS. The theoretical results are validated with different numerical examples by embedding the chaotic Chua's circuit to each node.

Output feedback stabilization of stochastic planar nonlinear systems with output constraint

This paper is concerned with the problem of output feedback stabilization of stochastic planar nonlinear systems with output constraint. By introducing some new nonlinear mappings, adding a power integrator and homogeneous domination techniques, according to different value ranges of the homogeneous degree in the same form of assumptions, we establish two new design and analysis frames of output feedback stabilization to achieve respectively stochastic asymptotic stability (or asymptotical stability in probability) and stochastic finite-time stability of the trivial solution of the closed-loop system while guaranteeing the requirements of almost sure boundedness of the closed-loop signals and the symmetric output constraint.

Dynamical analysis of an SDOF quasi‐linear system with jump noises and multitime‐delayed feedback forces

AbstractIn this paper, stochastic dynamics of a single degree‐of‐freedom quasi‐linear system with multitime delays and Poisson white noises are investigated using an approximate procedure based on the stochastic averaging method. The simplified equations, including the averaged stochastic differential equation and the averaged generalized Fokker–Planck–Kolmogorov equation, are obtained to calculate the probability density functions (PDFs) to explore stationary responses. The expression of the Lyapunov exponent is presented to examine the asymptotic stochastic Lyapunov stability. An illustrative example of a quasi‐linear oscillator with two Poisson white noises controlled by two time‐delayed feedback forces is worked out to demonstrate the validity of the proposed method. The approximate stationary PDFs of stochastic responses and asymptotic stochastic stability are demonstrated numerically and theoretically. The results show that the Gaussian white noise has a stronger influence on the dynamics than the Poisson white noise with a small mean arrival rate. Moreover, the influence of the time delay and noise parameters on stochastic dynamics is investigated. It is found that the PDFs under the Poisson white noise approach those under Gaussian white noise as the mean arrival rate increases. The time delay can induce stochastic P‐bifurcation of the system. It is also found that the increase of time delay and the mean arrival rates of the Poisson white noises will broaden the unstable parameter region. The comparison between numerical and theoretical results shows the effectiveness of the proposed method.

STABILITY OF CONTROLLED STOCHASTIC DYNAMIC SYSTEMS OF RANDOM STRUCTURE WITH MARKOV SWITCHES AND POISSON PERTURBATIONS

Lyapunov’s second method is used to study the problem of stability of controlled stochastic dynamical systems of random structure with Markov and Poisson perturbations. Markov switches reflect random effects on the system at fixed points in time. Poisson perturbations describe random effects on the system at random times. In both cases there may be breaks in the phase trajectory of the first kind. The conditions for the coefficients of the system are written, which guarantee the existence and uniqueness of the solution of the stochastic system of a random structure, which is under the action of Markov switches and Poisson perturbations. The differences between these systems and systems that do not contain internal perturbations in the equation, which cause a change in the structure of the system, and external perturbations, which cause breaks in the phase trajectory at fixed points in time, are discussed. The upper bound of the solution for the norm is obtained. The definition of the discrete Lyapunov operator based on the system and the Lyapunov function for the above-mentioned systems is given. Sufficient conditions of asymptotic stochastic stability in general, stability in l.i.m. and asymptotic stability in the l.i.m. for controlled stochastic dynamic systems of random structure with Markov switches and Poisson perturbations are obtained. A model example that reflects the features of the stability of the solution of a system with perturbations is considered: the conditions of asymptotic stability in the root mean square as a whole are established; the conditions of exponential stability and exponential instability are discussed. For linear systems, the necessary and sufficient stability conditions are determined in the example, based on the generalized Lyapunov exponent.

Vector-host epidemic model with direct transmission in random environment.

This paper studies a stochastic vector-host epidemic model with direct transmission in random environment, governed by a system of stochastic differential equations with regime-switching diffusion. We first examine the existence and uniqueness of a positive global solution. Then, we investigate stability properties of the solution, including almost sure and pth moment exponential stability and stochastic asymptotic stability. Moreover, we study conditions for the existence and uniqueness of a stationary distribution. Numerical simulations are presented to illustrate the theoretical results.

Asymptotic Stability of Controlled Nonlinear Stochastic Systems Considering the Dynamics of Sensors and Actuators

A closed-loop controlled system usually consists of the main structure, sensors, and actuators. In this paper, asymptotic stability of trivial solutions of a controlled nonlinear stochastic system considering the dynamics of sensors and actuators is investigated. Considering the inherent and intentional nonlinearities and random loadings, the coupled dynamic equations of the controlled system with sensors and actuators are given, which are further formulated by a controlled, randomly excited, dissipated Hamiltonian system. The Hamiltonian of the controlled system is introduced, and, based on the stochastic averaging method, the original high-dimensional system is reduced to a one-dimensional averaged system. The analytical expression of Lyapunov exponent of the averaged system is derived, which gives the approximately necessary and sufficient condition of the asymptotic stability of trivial solutions of the original high-dimensional system. The validation of the proposed method is demonstrated by a four-degree-of-freedom controlled system under pure stochastically parametric excitations in detail. A comparative analysis, which is related to the stochastic asymptotic stability of the system with and without considering the dynamics of sensors and actuators, is carried out to investigate the effect of their dynamics on the motion of the controlled system. Results show that ignoring the dynamics of sensors and actuators will get a shrink stable region of the controlled system.

Local stochastic stability of SIRS models without Lyapunov functions

Most of stability analysis for stochastic epidemiological models involve Lyapunov functions. This work shows how sufficient conditions for the local stochastic asymptotic stability of a nonlinear system can be derived from the stability analysis of an ordinary linear system. In the particular stochastic SIR/SIRS models proposed here to illustrate the technique, the stability study of the obtained ordinary systems reduces to calculate the spectrum of the governing matrix.

Stability of solutions of Caputo fractional stochastic differential equations

In this paper, we study the stability of Caputo-type fractional stochastic differential equations. Stochastic stability and stochastic asymptotical stability are shown by stopping time technique. Almost surly exponential stability and pth moment exponentially stability are derived by a new established Itô’s formula of Caputo version. Numerical examples are given to illustrate the main results.

Non-fragile [formula omitted] finite-time sliding mode control for stochastic Markovian jump systems with time delay

This article mainly discusses the realization of H∞ finite-time control for a class of uncertain stochastic time-delay systems with unmeasured states through sliding mode control (SMC). The purpose of this paper is to design a suitable SMC controller to suppress the influence of factors such as model switching and time delay on the system performance, so that the system state can be stabilized within a limited time interval. First, the state of the system is reconstructed through the H∞ state observer, and the SMC law based on the state observer is designed so that the state trajectory reaches the specified sliding surface (s.s.s) in a given finite time. Next, by introducing the concept of time-partitioning strategy, the finite-time boundedness (FTBs) of the reaching phase and the sliding motion phase are realized respectively. Then, according to the linear matrix inequality(LMI), the asymptotic stochastic stability of the system and sufficient conditions for sliding mode dynamics with a given interference attenuation level are derived. Finally, the numerical example and single-link robot arm model (S-lram) show the effectiveness of the method.

Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology

This manuscript is involved in the study of stability of the solutions of functional differential equations (FDEs) with random coefficients and/or stochastic terms. We focus on the study of different types of stability of random/stochastic functional systems, specifically, stochastic delay differential equations (SDDEs). Introducing appropriate Lyapunov functionals enables us to investigate the necessary conditions for stochastic stability, asymptotic stochastic stability, asymptotic mean square stability, mean square exponential stability, global exponential mean square stability, and practical uniform exponential stability. Some examples with numerical simulations are presented to strengthen the theoretical results. Using our theoretical study, important aspects of epidemiological and ecological mathematical models can be revealed. In ecology, the dynamics of Nicholson’s blowflies equation is studied. Conditions of stochastic stability and stochastic global exponential stability of the equilibrium point at which the blowflies become extinct are investigated. In finance, the dynamics of the Black–Scholes market model driven by a Brownian motion with random variable coefficients and time delay is also studied.