The stability of distributed neutral delay differential systems with Markovian switching
Let \(r(t)\), \(t\geq 0\), be a right continuous Markov chain taking values in a finite state space \(S= \{1,2,\dots, N\}\), which is independent of the Brownian motion \(w(\cdot)\). In this paper, the authors consider \(n\)-dimensional stochastic neutral distributed delay functional differential system with Markovian switching: \[ \begin{multlined} [x(t)+ g(t, x_t)]= \{(A_r+ \Delta A_r)[x(t)+ g(t, x_t)]+ (A_{1r}+\Delta A_{1r})[x(t- \eta)\\ + g(t- \eta, x_{t-\eta})]\}\,dt +\{(C_r+ \Delta C_r)[x(t)+ g(t, x_t)]\\ + (D_r+ \Delta D_r)[x(t-\eta)+ g(t-\eta, x_{t-\eta})]\}\, dw(t),\end{multlined}\tag{1} \] where \(A_r= A(r(t))\), \(A_{1r}= A_1(r(t))\), \(C_r= C(r(t))\), \(D_r= D(r(t))\) are known constant matrices \(n\times n\) and \(\Delta A_r\), \(\Delta A_1\), \(\Delta C_r\), \(\Delta D_r\) represent the uncertain parts of \(A_r\), \(A_{1r}\), \(C_r\), \(D_r\), respectively. The system (1) is said to exponentially stable in mean square, if \[ \limsup_{t\to\infty}\, {1\over t}\log(\operatorname{E}|x(t, \xi)|^2)< 0, \] where \(x(t,\xi)\) is the solution of (1) with initial data \(x_0=\xi\). The authors discuss the assumptions under which system (1) is exponentially stable in mean square. The results are verified by numerical examples.
- Stability analysis of neutral systems with distributed delays
- Stability analysis for neutral stochastic delay systems with Markovian switching
- Stability analysis for uncertain neutral systems with discrete and distributed delays
- On delay-dependent stability of Markov jump systems with distributed time-delays
- Stability in distribution of neutral stochastic functional differential equations with Markovian switching
- A multistage reduction technique for feedback stabilizing distributed time-lag systems
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Delay-dependent robust \({\mathcal H}_\infty\) of uncertain linear state-delayed systems
- Delay-dependent robust stabilization for uncertain neutral systems with distributed delays
- Delay-dependent robust stabilization of uncertain systems with multiple state delays
- Existence and regularity of solutions for some neutral partial differential equations with nonlocal conditions
- Exponential stability of stochastic delay interval systems with Markovian switching
- Further remarks on additional dynamics in various model transformations of linear delay systems
- Generalized control method by state convergence for teleoperation systems with time delay
- scientific article; zbMATH DE number 17872 (Why is no real title available?)
- Introduction to functional differential equations
- Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations
- Robust control of uncertain distributed delay systems with application to the stabilization of combustion in rocket motor chambers
- Robust controller design for uncertain systems with time delays: LMI approach
- Robust stability of uncertain delay-differential systems of neutral type
- Robust variance-constrained control for a class of continuous time-delay systems with parameter uncertainties
- Stability of functional differential equations
- Stability of some linear systems with delays
- Synchronization of bilateral teleoperators with time delay
- Variable structure control of time-delay systems with a simulation study on stabilizing combustion in liquid propellant rocket motors
- The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations
- Switching-dominated stability of numerical solutions for hybrid neutral stochastic differential delay equations
- Analysis of robust stability for a class of stochastic systems via output feedback: the LMI approach
- STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING
- Stabilization of neutral Markovian switching stochastic systems via intermittent noise: a highly nonlinear growth condition
- Mean square stabilization and mean square exponential stabilization of stochastic BAM neural networks with Markovian jumping parameters
- Exponential stability of neutral stochastic delay differential equations with Markovian switching
This page was built for publication: The stability of distributed neutral delay differential systems with Markovian switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2393260)
