A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS

doi:10.1016/S0252-9602(11)60363-9

数学物理学报(英文版) ›› 2011, Vol. 31 ›› Issue (5): 1813-1822.doi: 10.1016/S0252-9602(11)60363-9

A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS

牛原玲^1,2|张诚坚^1*|段金桥³

1. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China;
2. School of Mathematics, Central South University, Changsha 410075, China;
3. Department of Applied Mathematics, Illinois Institute of Technology, Chicago IL 60616, USA

收稿日期:2010-03-19 修回日期:2010-08-27 出版日期:2011-09-20 发布日期:2011-09-20
通讯作者: 张诚坚，cjzhang@mail.hust.edu.cn E-mail:yuanlingniu@gmail.com; cjzhang@mail.hust.edu.cn; duan@iit.edu
基金资助:
This work is supported by NSFC (10871078), 863 Pro-gram of China (2009AA044501), an Open Research Grant of the State Key Laboratory for Nonlinear Mechanics of CAS, and Graduates’ Innovation Fund of HUST (HF-08-02-2011-011).

A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS

NIU Yuan-Ling^1,2, ZHANG Cheng-Jian^1*, DUAN Jin-Qiao³

1. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, China;
2. School of Mathematics, Central South University, Changsha 410075, China;
3. Department of Applied Mathematics, Illinois Institute of Technology, Chicago IL 60616, USA

Received:2010-03-19 Revised:2010-08-27 Online:2011-09-20 Published:2011-09-20
Contact: ZHANG Cheng-Jian, cjzhang@mail.hust.edu.cn E-mail:yuanlingniu@gmail.com; cjzhang@mail.hust.edu.cn; duan@iit.edu
Supported by:
This work is supported by NSFC (10871078), 863 Pro-gram of China (2009AA044501), an Open Research Grant of the State Key Laboratory for Nonlinear Mechanics of CAS, and Graduates’ Innovation Fund of HUST (HF-08-02-2011-011).

摘要/Abstract

摘要：

A type of complex systems under both random influence and memory effects is considered. The systems are modeled by a class of nonlinear stochastic delay-integrodifferential equations. A delay-dependent stability criterion for such equations is derived under the condition that the time lags are small enough. Numerical simulations are presented to illustrate the theoretical result.

关键词: complex systems under uncertainty, mean-square exponential stability, stochastic delay-integro-differential equations, memory effects, numerical experiment

Abstract:

Key words: complex systems under uncertainty, mean-square exponential stability, stochastic delay-integro-differential equations, memory effects, numerical experiment

中图分类号:

65C30

牛原玲, 张诚坚, 段金桥. A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS[J]. 数学物理学报(英文版), 2011, 31(5): 1813-1822.

NIU Yuan-Ling, ZHANG Cheng-Jian, DUAN Jin-Qiao. A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS[J]. Acta mathematica scientia,Series B, 2011, 31(5): 1813-1822.

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A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS

A DELAY-DEPENDENT STABILITY CRITERION FOR NONLINEAR STOCHASTIC DELAY-INTEGRO-DIFFERENTIAL EQUATIONS

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