ON ESTIMATION OF TRANSIENT STOCHASTIC STABILITY OF LINEAR SYSTEMS

DOI10.1142/S0219493710003017MaRDI QIDQ4932790zbMATH OpenOpenAlexFDO

Authors Sk. Safique Ahmad, Soumyendu Raha

Publication date 7 October 2010

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493710003017

zbMATH Keywords

Itô stochastic differential equationslogarithmic normtransient stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

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Cites work

• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Constraint partitioning for stability in path-constrained dynamic optimization problems
• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• scientific article; zbMATH DE number 2212009 (Why is no real title available?)
• Logarithmic Norms for Matrix Pencils
• Multiple Time Scale Numerical Methods for the Inverted Pendulum Problem
• Noise suppresses or expresses exponential growth
• Nonnormality and stochastic differential equations
• Numerical methods for strong solutions of stochastic differential equations: an overview
• Numerical solutions of stochastic differential equations -- implementation and stability issues
• On Logarithmic Norms
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Stiffness of ODEs
• Stochastic self-stabilization
• Stochastic stabilization and destabilization
• The Brockett stabilization problem
• The logarithmic norm. History and modern theory

Cited in

(2)

• Stability and estimation of the transient in systems with distributed parameters
• Stability estimates of linear stochastic systems

Describes a project that uses

Uses Software

• Eigtool

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