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_1zbMATH Open1322.34063arXiv1409.1024OpenAlexW2120427285MaRDI QIDQ5259807FDOQ5259807

John A. D. Appleby, Denis D. Patterson

Publication date: 29 June 2015

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

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.

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)

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Cited In (2)

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