Exponential stability of nonlinear differential delay equations

The aim of this paper is to investigate the exponential stability of a nonlinear differential delay equation ) Introduce the corresponding differential equation (without delay) ) and assume it is exponentially stable. It will be shown in this paper that the differential delay equation will remain exponentially stable provided the time lag τ is small enough.     

Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations

Recently, several scholars discussed the question of under what conditions numerical solutions can reproduce exponential stability of exact solutions to stochastic delay differential equations, and some delay-independent stability criteria were obtained. This paper is concerned with delay-dependent stability of numerical solutions. Under a delay-dependent condition for the stability of the exact solution, it is proved that the backward Euler method is mean-square exponentially stable for all positive stepsizes. Numerical experiments are given to confirm the theoretical results.     

On characteristic roots and stability charts of delay differential equations

This work is devoted to the analytic study of the characteristic roots oftextitscalar autonomous delay differential equations with either real or complex coefficients. The focus is placed on the robust analysis of the position of the roots in the complex plane with respect to the variation of the coefficients, with the final aim of obtaining suitable representations for the relevant stability boundaries and charts. While the real case is almost standard (and known), the investigation of the complex case is not as immediate. Hence, a preliminary shift of the coefficients is proposed, which reduces the number of free parameters. This allows to extend the techniques used for the real case, also allowing for useful graphical visualization of the relevant stability charts. The present research is motivated on the basis of studying the stability of systems with delay. Copyright © 2011 John Wiley & Sons, Ltd.     

Global stability analysis scheme for a class of nonlinear time delay systems

We consider a class of nonlinear time delay systems created by generalizing the model for FAST TCP, an Internet congestion control algorithm. We achieve a time delay independent sufficient condition for the global asymptotic stability of the class of systems. The sufficient condition is verified by constructing two sequences that represent the lower and upper bound variations of the system trajectory in time, and showing that the two sequences converge to the equilibrium point of the system. The simulation results exemplify that the sufficient condition is valid for global asymptotic stability, and that the sufficient condition is a close approximation to the unknown necessary and sufficient condition for global asymptotic stability.     

Solutions of delay differential equations by using differential transform method

Differential transform method (DTM) is extended for delay differential equations. By using DTM, we manage to obtain the numerical, analytical, and exact solutions of both linear and nonlinear equations. In comparison with the existing techniques, the DTM is a reliable method that needs less work and does not require strong assumptions and linearization.     

New criteria for exponential stability of nonlinear difference systems with time-varying delay

General nonlinear time-varying difference systems with time-varying delay are considered. Some new explicit criteria for global exponential stability are given. Two examples are given to illustrate the obtained results.     

The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations

The aim of this paper is to improve some results obtained in our earlier paper [Z. Yu and M. Liu, Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations, Discrete Dyn. Nat. Soc. 2011 (2011), article id 217672, 11 p., doi:10.1155/2011/217672]. In this paper, we establish an improved theorem and show that the backward Euler method can reproduce the property of almost sure and mean square exponential stability of exact solutions to neutral stochastic delay differential equations. To obtain the desired result, some new proof techniques are adopted.     

Stability of linear stochastic delay differential equations with infinite Markovian switchings

This paper investigates the stability of linear stochastic delay differential equations with infinite Markovian switchings. Some novel exponential stability criteria are first established based on the generalized It formula and linear matrix inequalities. Then, a new sufficient condition is proposed for the equivalence of 4 stability definitions, namely, asymptotic mean square stability, stochastic stability, exponential mean square stability with conditioning, and exponential mean square stability. In particular, our results generalize and improve some of the previous results. Finally, two examples are given to illustrate the effectiveness of the proposed results.     

New stability criteria for singular systems with time-varying delay and nonlinear perturbations

This paper concerns the stability analysis for singular systems with time-varying delay and nonlinear perturbations. Two cases of time-varying delay, which is differentiable (Case 1) or not differentiable (Case 2), are considered. The considered nonlinear perturbations includes the norm-bounded uncertainties as a special case. Some delay-dependent stability criteria are derived by using a delay decomposition approach. In the delay decomposition approach, the entire delay interval is divided into multiple sub-intervals for which different energy functions are defined for building new Lyapunov–Krasovskii functional. Some numerical and practical examples are given to show the effectiveness and significant improvement of the proposed method.     

Sextic C 1-spline collocation methods for solving delay differential equations

In this paper, we propose a global collocation method for the numerical solution of the delay differential equations (DDEs). The method presented is based on sextic C ¹-splines s(x) as an approximation to the exact solution y(x) of the DDEs. Convergence results shows that the error bounds ‖ s ^j ?y ^j ‖=O(h ⁶), j=0, 1, in the uniform norm. Moreover, the stability analysis properties of these methods have been studied. Numerical experiments will also be considered.     

Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay

We regard the stochastic functional differential equation with infinite delay as the result of the effects of stochastic perturbation to the deterministic functional differential equation , where is defined by x_t(θ)=x(t+θ),θ(−∞,0]. We assume that the deterministic system with infinite delay is exponentially stable. In this paper, we shall characterize how much the stochastic perturbation can bear such that the corresponding stochastic functional differential system still remains exponentially stable.     

Stability of equilibrium states of a nonlinear delay differential equation with stochastic perturbations

The nonlinear delay differential equation with exponential and quadratic nonlinearities is considered. It is assumed that the equation is exposed to stochastic perturbations of the white noise type, which are directly proportional to the deviation of the system state from the equilibrium point. Sufficient conditions for stability in probability of the zero and positive equilibriums of the considered system under stochastic perturbations are obtained. The research results are illustrated by numerical simulations. The proposed investigation procedure can be applied for arbitrary nonlinear stochastic delay differential equations with an order of nonlinearity higher than one. Copyright © 2016 John Wiley & Sons, Ltd.     

Compact alternating direction implicit method to solve two-dimensional nonlinear delay hyperbolic differential equations

In this article, a high-order compact alternating direction implicit method combined with a Richardson extrapolation technique is developed to solve a class of two-dimensional nonlinear delay hyperbolic differential equations. The solvability, stability and convergence of the method are analysed simultaneously in L²- and H¹-norms by the discrete energy method. Numerical experiments are provided to demonstrate the accuracy and efficiency of the schemes.     

Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control

This paper is concerned with the problem of exponential mean-square stabilization of hybrid neutral stochastic differential delay equations with Markovian switching by delay feedback control. A delay feedback controller is designed in the drift part so that the controlled system is mean-square exponentially stable. We discussed two types of structure controls; that is, state feedback and output injection. The stabilization criteria are derived in terms of linear matrix inequalities.     

Variational Lyapunov method and stability analysis for impulsive delay differential equations

In the paper, employing the variational Lyapunov method, stability and instability properties in terms of two measures for impulsive delay differential equations with fixed moments of impulsive effects are discussed. Some stability and instability criteria are obtained. These results much generalize the known ones. Some examples are given to illustrate the advantages of them as well.     

基于差异演化算法的非线性方程组求解

在科学技术和工程应用中经常遇到求解非线性方程组的问题。文中利用差异演化算法（DE）对非线性方程组进行求解,仿真实验显示了差异演化算法在求解非线性方程组时的高效性。     

Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate

Without the linear growth condition on the drift coefficient, this article examines the existence and uniqueness of global solutions of a class of neutral stochastic differential equations with unbounded delay and their asymptotic stabilities with general decay rate. To illustrate the application of our results, this article gives a two-dimensional system as an example.     

Robustness of stability of nonlinear systems with stochastic delay perturbations

Suppose there exist random disturbances to a given exponentially stable system and the stochastically perturbed system is described by a stochastic differential-functional equation. In this paper a sufficient condition is given so that the perturbed system remains exponentially stable. In the case where the perturbation depends only on several states of the past we obtain a condition under which the perturbed system is absolutely exponentially stable.     

Attraction, stability and robustness for stochastic functional differential equations with infinite delay

This paper establishes the stochastic LaSalle theorem to locate limit sets for stochastic functional differential equations with infinite delay, from which some criteria on attraction, boundedness, stability and robustness are obtained. To illustrate the applications of our results clearly, this paper considers a scalar stochastic integro-differential equation with infinite delay as an example.