Exponential stability of singularly perturbed stochastic systems
\(p\)-th moment exponential stabilityLyapunov functionsingularly perturbed stochastic differential equationsstochastic stability
Structural stability and analogous concepts of solutions to ordinary differential equations (34D30) Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
The \(p\)th moment exponential stability of the trivial equilibrium for autonomous, singularly perturbed stochastic systems satisfying the Ito equations \[ dx=f(x,z,\varepsilon) dt + q_1(x,z,\varepsilon) d \xi_1 (t),\quad x(t_0)= x_0, \] \[ \varepsilon dz= g(x,z,\varepsilon) dt + \sqrt{\varepsilon} q_2(x,z,\varepsilon) d \xi_2 (t),\quad z(t_0)= z_0, \] driven by two independent standard Wiener processes \(\xi_1, \xi_2\), is discussed, where \(x \in \mathbb{R}^n\), \(y \in \mathbb{R}^m\) with deterministic initial values \(x_0, z_0\). Under some conditions on the continuously differentiable coefficients \(f\), \(g\), \(q_1\) and \(q_2\) with common equilibrium \((x,z)=(0,0)\) for all \(\varepsilon > 0\), the author introduces the corresponding reduced-order and boundary-layer systems. By means of Lyapunov functions for the fast and slowly varying subsystems, he verifies that the mean square exponential stability of both the reduced-order and the boundary-layer system implies the exponential stability of the full-order system provided that the parameter \(\varepsilon\) is sufficiently small. The rate of convergence of the full-order system is also estimated.
- Stability of singularly perturbed stochastic systems
- Stochastic stability of interconnected string systems
- Geometric singular perturbation theory for stochastic differential equations.
- On the exponential stability of stochastic perturbed singular systems in mean square
- Exponential stability of a class of nonlinear singularly perturbed systems with delayed impulses
- Exponential stability of stochastic systems with hysteresis switching
- Robust sampled-data H_ control of uncertain singularly perturbed systems using time-dependent Lyapunov functionals
- Stability analysis of stochastic interconnected systems by vector Lyapunov function method
- Stability of singularly perturbed nonlinear stochastic hybrid systems
- Exponential stability and exponential stabilization of singularly perturbed stochastic systems with time-varying delay
- scientific article; zbMATH DE number 3880548 (Why is no real title available?)
- Exponential stability of singularly perturbed stochastic systems with delay
- String Stability of Singularly Perturbed Stochastic Systems
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
- Singular perturbation theory for piecewise–linear systems with random inputs
- On the Exponential Stability of Singularly Perturbed Systems
- scientific article; zbMATH DE number 1526844 (Why is no real title available?)
- Notions of exponential robust stochastic stability, ISS and their Lyapunov characterizations
- Eponential stability in mean square of a large class of singularly perturbed stochastic linear differential equations
- Robust stability of singularly perturbed descriptor systems with uncertain Markovian switchings and nonlinear perturbations
- String stability of infinite-dimension stochastic interconnected large-scale systems with time-varying delay
- Stabilizing composite control for a class of linear systems modeled by singularly perturbed Itô differential equations
- Exponential stability in mean square of a singularly perturbed linear stochastic system with state-multiplicative white-noise perturbations and Markovian switching
- Exponential stability of a class of singularly perturbed stochastic time-delay systems with impulse effect
- Exponential convergence and instability of solutions of uncertain dynamical systems
- LMI-based stability for singularly perturbed nonlinear impulsive differential systems with delays of small parameter
This page was built for publication: Exponential stability of singularly perturbed stochastic systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4507065)
