p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching

Abstract

This article is concerned with the problem of p-moment stability of stochastic differential delay equations with impulsive jump and Markovian switching. In this model, the features of stochastic systems, delay systems, impulsive systems, and Markovian switching are all taken into account, which is scarce in the literature. Based on Lyapunov–Krasovskii functional method and stochastic analysis theory, we obtain new criteria ensuring p-moment stability of trivial solution of a class of impulsive stochastic differential delay equations with Markovian switching.     

Non-instantaneous impulsive fractional-order implicit differential equations with random effects

In this article, we study existence and stability of a class of non-instantaneous impulsive fractional-order implicit differential equations with random effects. First, we establish a framework to study impulsive fractional sample path associated with impulsive fractional L^p-problem, and present the relationship between them. We also derive the formula of the solution for inhomogeneous impulsive fractional L^p-problem and sample path. Second, we construct a sequence of Picard functions, which admits us to apply successive approximations method to seek the solution of impulsive fractional sample path. Further, we derive the existence of solutions to impulsive fractional L^p-problem. Third, the concepts of Ulam's type stability are introduced and sufficient conditions to guarantee Ulam–Hyers–Rassias stability are derived. Finally, an example is given to illustrate the theoretical results.     

pth Moment stability of impulsive stochastic delay differential systems with Markovian switching

This paper is concerned with the pth moment stability of impulsive stochastic delay differential systems with Markovian switching. By using the Razumikhin-type method, some stability criteria are obtained, which can loosen the constraints of the existing results and thus reduce the conservativeness. Two examples are presented to demonstrate the usefulness of the proposed results.     

The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion

In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs in short). By means of the G-Lyapunov function method, some criteria on p-th moment stability and p-th moment asymptotical stability for the trivial solutions of IGSDEs are established. An example is presented to illustrate the efficiency of the obtained results.     

Exponential stability of impulsive stochastic functional differential equations

In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay.     

Stability of impulsive stochastic differential delay systems and its application to impulsive stochastic neural networks

This paper is concerned with the stability of n-dimensional stochastic differential delay systems with nonlinear impulsive effects. First, the equivalent relation between the solution of the n-dimensional stochastic differential delay system with nonlinear impulsive effects and that of a corresponding n-dimensional stochastic differential delay system without impulsive effects is established. Then, some stability criteria for the n-dimensional stochastic differential delay systems with nonlinear impulsive effects are obtained. Finally, the stability criteria are applied to uncertain impulsive stochastic neural networks with time-varying delay. The results show that, this convenient and efficient method will provide a new approach to study the stability of impulsive stochastic neural networks. Some examples are also discussed to illustrate the effectiveness of our theoretical results.     

Connections between stability and asymptotic stability of nonlinear switched systems

Here are considered nonlinear switched systems in which the switching occurs among a class of subsystems that are characterized by input–output properties stated in terms of L_p spaces of signals. The relationships between the L_p stability of each subsystem and the internal stability of the switched system are studied. In particular, conditions on the dwell time of the switching signals that guarantee the asymptotic stability of the overall system are provided. The connections among these conditions and the L_p input–output properties of the subsystems are investigated.     

Cone-valued Lyapunov functions and stability for impulsive functional differential equations

The stability criteria in terms of two measures for impulsive functional differential equations are established via cone-valued Lyapunov functions and Razumikhin technique. The stability can be deduced from the (Q₀,Q)-stability of comparison impulsive differential equations. An example is given to illustrate the advantages of the results obtained.     

Stability of neutral stochastic functional differential equations with Markovian switching driven by G-Brownian motion

Little seems to be known about stability results on the neutral stochastic function differential equations with Markovian switching driven by G-Brownian (G-NSFDEwMSs). This paper aims at investigating the pth moment exponential stability for G-NSFDEwMSs to fill this gap. Some sufficient conditions on the pth moment exponential stability of the trivial solution are derived by employing the Razumikhin-type method, stochastic analysis, and algebraic inequality technique. Moreover, an example is provided to illustrate the effectiveness of the obtained results.     

Stability of the analytic and numerical solutions for impulsive differential equations

This paper deals with the stability analysis of the analytic and numerical solutions of impulsive differential equations. In particular, the linear equation with variable coefficients and the nonlinear equation are considered. The stability conditions of the analytic solutions of these impulsive differential equations and the numerical solutions of the θ-methods are obtained. Finally, some numerical experiments are given.     

Global asymptotic stability of CNNs with impulses and multi‐proportional delays

This paper is devoted to global asymptotic stability of cellular neural networks with impulses and multi‐proportional delays. First, by means of the transformation v_i(t) = u_i(e^t), the impulsive cellular neural networks with proportional delays are transformed into impulsive cellular neural networks with the variable coefficients and constant delays. Second, we prove the global exponential stability of the latter by nonlinear measure, and that the exponential stability of the latter implies the asymptotic stability of the former. We furthermore provide a sufficient condition to the existence, uniqueness, and the global asymptotic stability of the equilibrium point of the former. Our results are generalizations of some existing ones. Finally, an example and its simulation are presented to illustrate effectiveness of our method. Copyright © 2015 John Wiley & Sons, Ltd.     

Stability of random impulsive coupled systems on networks with Markovian switching

Abstract

This article is intended to study global asymptotical stability in probability for random impulsive coupled systems on networks with Markovian switching. Two cases are considered. (1) Continuous dynamics are stable while impulses are unstable; (2) impulses are stable while continuous dynamics are unstable. To begin with, based on Lyapunov method as well as graph-theoretic technique, several new stability criteria in two cases are derived, that are, the Lyapunov-type criteria and the coefficients-type criteria. Then main results are used for a class of random impulsive coupled oscillators. Finally, the effectiveness of the obtained results is verified by numerical simulations.     

Robust stabilization for uncertain switched impulsive control systems with state delay: An LMI approach

This paper deals with the problem of robust H_∞ state feedback stabilization for uncertain switched linear systems with state delay. The system under consideration involves time delay in the state, parameter uncertainties and nonlinear uncertainties. The parameter uncertainties are norm-bounded time-varying uncertainties which enter all the state matrices. The nonlinear uncertainties meet with the linear growth condition. In addition, the impulsive behavior is introduced into the given switched system, which results a novel class of hybrid and switched systems called switched impulsive control systems. Using the switched Lyapunov function approach, some sufficient conditions are developed to ensure the globally robust asymptotic stability and robust H_∞ disturbance attenuation performance in terms of certain linear matrix inequalities (LMIs). Not only the robustly stabilizing state feedback H_∞ controller and impulsive controller, but also the stabilizing switching law can be constructed by using the corresponding feasible solution to the LMIs. Finally, the effectiveness of the algorithms is illustrated with an example.     

Generalized average dwell time approach to stability and input-to-state stability of hybrid impulsive stochastic differential systems

This paper is concerned with the stability properties of a class of impulsive stochastic differential systems with Markovian switching. Employing the generalized average dwell time (gADT) approach, some criteria on the global asymptotic stability in probability and the stochastic input-to-state stability of the systems under consideration are established. Two numerical examples are given to illustrate the effectiveness of the theoretical results, as well as the effects of the impulses and the Markovian switching on the systems stability.     

Existence and exponential stability of periodic solution for impulsive delay differential equations and applications

In this paper, we consider a class of nonlinear impulsive delay differential equations. By establishing an exponential estimate for delay differential inequality with impulsive initial condition and employing Banach fixed point theorem, we obtain several sufficient conditions ensuring the existence, uniqueness and global exponential stability of a periodic solution for nonlinear impulsive delay differential equations. Furthermore, the criteria are applied to analyze dynamical behavior of impulsive delay Hopfield neural networks and the results show different behavior of impulsive system originating from one continuous system.     

A Generalized Quasilinearization Method for Nonlinear Second-Order Impulsive Differential Equations Involving the <Emphasis Type="Italic">p</Emphasis>-Laplacian

Using variational method and lower and upper solutions, we get a generalized quasilinearization method which construct an iterative scheme converging uniformly to a solution of a nonlinear second-order impulsive differential equations involving the p-Laplacian, and converging quadratically when p=2.     

Stabilization of complex network with hybrid impulsive and switching control

This paper studies the asymptotic stability properties of a class of complex dynamical networks under a hybrid impulsive and switching control. By utilizing the concept of impulsive control and the stability results for impulsive systems, some new criteria for global and local stability are established for this model. Some numerical examples and simulations are included to illustrate the effectiveness of the theoretical results.     

Dichotomous solutions of linear impulsive differential equations

The notion of L_p(h,k) solutions of linear impulsive differential equations in Banach spaces is introduced. Sufficient conditions for existence of such solutions are derived. Possible applications to linear control systems with impulses are considered. An illustrative example is given.     

Stability of complex-valued impulsive and switching system and application to the Lü system

In this paper, the stability of complex-valued impulsive and switching system is addressed. By using switched Lyapunov functions on a complex field, some new stability criteria of complex-valued impulsive and switching systems are established, which not only generalize some known results in the literature, but also greatly reduce the complexity of analysis and computation. As an application, a new hybrid impulsive and switching feedback controller for the complex-valued chaotic Lü system is designed.     

Comparison principle and stability of Ito stochastic differential delay equations with Poisson jump and Markovian switching

In this paper the comparison principle for the nonlinear Itô stochastic differential delay equations with Poisson jump and Markovian switching is established. Later, using this comparison principle, we obtain some stability criteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptotic stability in the pth mean and the pth moment exponential stability of such equations. Some known results are generalized and improved.