On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity

DOI10.1007/978-3-319-08251-6_1MaRDI QIDQ5259807zbMATH OpenOpenAlexFDO

Authors John A. D. Appleby, Denis D. Patterson

Publication date 29 June 2015

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.1024

zbMATH Keywords

differential equationsregular variationasymptotic stabilityglobal asymptotic stabilitystochastic differential equationsfading perturbationstate-independent diffusion

Mathematics Subject Classification ID

Asymptotic properties of solutions to ordinary differential equations (34D05) Perturbations of ordinary differential equations (34D10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Abstract: This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to their equilibrium. Sharp conditions are also established which preserve the asymptotic behaviour of the derivative of the underlying unperturbed equation. Finally, necessary and sufficient conditions are established which enable finite difference approximations to the derivative in the stochastic equation to preserve the asymptotic behaviour of the derivative of the unperturbed equation, even though the solution of the stochastic equation is nowhere differentiable, almost surely.

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Cited in

(3)

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• Classification of convergence rates of solutions of perturbed ordinary differential equations with regularly varying nonlinearity

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