Stability of delay evolution equations with stochastic perturbations

DOI10.3934/CPAA.2014.13.2095MaRDI QIDQ479342zbMATH OpenOpenAlexFDO

Authors Leonid Shaikhet, T. Caraballo

Publication date 5 December 2014

Published in Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/cpaa.2014.13.2095

zbMATH Keywords

exponential stabilityLyapunov functionalsecond momentstochastic delay evolution equationstochastic Navier-Stokes equations

Mathematics Subject Classification ID

Initial-boundary value problems for higher-order parabolic equations (35K35) PDEs with randomness, stochastic partial differential equations (35R60) Stable stochastic processes (60G52) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

In order to study the problem of exponential stability in the second moment of the strong solution of the time-varying delay evolution equation \[ du(t)=(A(t, u(t)) +F(u(t-h(t))))dt + B(t, u(t-\tau(t)))dW(t) \] with initial data \(u(s)=\psi(s)\) for \(s\in [-h, 0]\) in the framework of a Gelfand triple \(U\subset H=H^*\subset U^*\), the authors aim to explain two methods for the construction of a Lyapunov functional. They first remark a theorem about mean-square stability of the trivial solution of the general functional evolution equation \[ du(t)=(A(t, u(t)) + f(t, u_t))dt + B(t, u_t)dW(t) \] with initial data \(u(s)=\psi(s)\) for \(s\in [-h, 0]\) in which \(A(t,\cdot): U\to U^*\) is a family of nonlinear monotone and coercive operators. Here, of course, the concept of solution is weaker than the one introduced in similar previous papers. Then, after a long calculation, the authors obtain a sufficient condition in terms of constants and coefficients appearing in the above mentioned delay equation for the stability of the trivial solution. Finally, they apply the results of the paper to stochastic two-dimensional Navier-Stokes equations with delay. The paper concludes with a comparison between the two methods by analyzing the stability region for the parameters involved in three different reaction-diffusion equations.

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Cites work

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• Practical stability of stochastic differential delay equations driven by G-Brownian motion with general decay rate
• Stability of nonlinear functional stochastic evolution equations of second order in time
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