Convergence and stability analysis of system of partial differential equations under Markovian structural perturbations–ii:vextor Lyapunov–like functionals

DOI10.1080/07362990008809692MaRDI QIDQ4518323zbMATH OpenOpenAlexFDO

Authors G. S. Ladde

Publication date 6 February 2001

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990008809692

zbMATH Keywords

comparison theoremsrandom partial differential equationsstability

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

Investigations started in Part I of the paper [ibid. 18, No. 4, 493-524 (2000; Zbl 0962.60051)] are continued. Let \(\eta(t)\) be a Markov chain with a finite state space. Qualitative behaviour of a system of random partial differential equations \(u^{i}_{t} = f_{i}(t,x,u,u_{x},u_{xx},\eta(t))\) in a smooth domain \(D\subset\mathbb R^{m}\) with an initial condition \(u(t_0,\cdot) = u_0\) and boundary conditions \(B_{i}u^{i} = \varphi_{i}\) on \(\partial D\), \(1\leq i\leq n\), is studied by means of the theory of differential inequalities and vector Lyapunov-like functionals.

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Cited in

(7)

• Itô-type stochastic parabolic partial differential equations in Hilbert spaces: stability and convergence results via Lyapunov-like functions
• Stability and Convergence Results for Itô-Type Parabolic Partial Differential Equations in Hilbert Spaces
• Convergence and stability analysis of system of partial differential equations under Markovian structural perturbations–i: vector lyapunov–like functions
• On the exponential stability of switching-diffusion processes with jumps
• Quantitative analysis of hybrid parabolic systems with Markovian regime switching via practical stability
• Dynamics of fluids flows under Markovian structural perturbations
• Large-scale stochastic hereditary systems under Markovian structural perturbations. I: Variational comparison theorems

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