Averaging and stability of quasilinear functional differential equations with Markov parameters
An asymptotic method for stability analysis of quasilinear functional differential equations, with small perturbations dependent on phase coordinates and an ergodic Markov process, is presented. The proposed method is based on an averaging procedure with respect to: 1) time along critical solutions...
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ftunivsthongkong:oai:repository.ust.hk:1783.1-25754 2023-05-15T17:32:30+02:00 Averaging and stability of quasilinear functional differential equations with Markov parameters Katafygiotis, Lambros S. Tsarkov, Yevgeny 1999 http://repository.ust.hk/ir/Record/1783.1-25754 http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=1048-9533&rft.volume=12&rft.issue=1&rft.date=1999&rft.spage=1&rft.aulast=Katafygiotis&rft.aufirst=L.&rft.atitle=Averaging+and+stability+of+quasilinear+functional+differential+equations+with+Markov+parameters&rft.title=Journal+of+Applied+Mathematics+and+Stochastic+Analysis http://www.scopus.com/record/display.url?eid=2-s2.0-53149144281&origin=inward English eng http://repository.ust.hk/ir/Record/1783.1-25754 Journal of Applied Mathematics and Stochastic Analysis, v. 12, (1), 1999, p. 1-15 1048-9533 http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=1048-9533&rft.volume=12&rft.issue=1&rft.date=1999&rft.spage=1&rft.aulast=Katafygiotis&rft.aufirst=L.&rft.atitle=Averaging+and+stability+of+quasilinear+functional+differential+equations+with+Markov+parameters&rft.title=Journal+of+Applied+Mathematics+and+Stochastic+Analysis http://www.scopus.com/record/display.url?eid=2-s2.0-53149144281&origin=inward Averaging Procedures Functional Differential Equations Small Random Perturbations Stochastic Stability Article 1999 ftunivsthongkong 2019-09-03T17:45:57Z An asymptotic method for stability analysis of quasilinear functional differential equations, with small perturbations dependent on phase coordinates and an ergodic Markov process, is presented. The proposed method is based on an averaging procedure with respect to: 1) time along critical solutions of the linear equation; and 2) the invariant measure of the Markov process. For asymptotic analysis of the initial random equation with delay, it is proved that one can approximate its solutions (which are stochastic processes) by corresponding solutions of a specially constructed averaged, deterministic ordinary differential equation. Moreover, it is proved that exponential stability of the resulting deterministic equation is sufficient for exponential p-stability of the initial random system for all positive numbers p, and for sufficiently small perturbation terms. ©1999 by North Atlantic Science Publishing Company. Article in Journal/Newspaper North Atlantic The Hong Kong University of Science and Technology: HKUST Institutional Repository |
institution |
Open Polar |
collection |
The Hong Kong University of Science and Technology: HKUST Institutional Repository |
op_collection_id |
ftunivsthongkong |
language |
English |
topic |
Averaging Procedures Functional Differential Equations Small Random Perturbations Stochastic Stability |
spellingShingle |
Averaging Procedures Functional Differential Equations Small Random Perturbations Stochastic Stability Katafygiotis, Lambros S. Tsarkov, Yevgeny Averaging and stability of quasilinear functional differential equations with Markov parameters |
topic_facet |
Averaging Procedures Functional Differential Equations Small Random Perturbations Stochastic Stability |
description |
An asymptotic method for stability analysis of quasilinear functional differential equations, with small perturbations dependent on phase coordinates and an ergodic Markov process, is presented. The proposed method is based on an averaging procedure with respect to: 1) time along critical solutions of the linear equation; and 2) the invariant measure of the Markov process. For asymptotic analysis of the initial random equation with delay, it is proved that one can approximate its solutions (which are stochastic processes) by corresponding solutions of a specially constructed averaged, deterministic ordinary differential equation. Moreover, it is proved that exponential stability of the resulting deterministic equation is sufficient for exponential p-stability of the initial random system for all positive numbers p, and for sufficiently small perturbation terms. ©1999 by North Atlantic Science Publishing Company. |
format |
Article in Journal/Newspaper |
author |
Katafygiotis, Lambros S. Tsarkov, Yevgeny |
author_facet |
Katafygiotis, Lambros S. Tsarkov, Yevgeny |
author_sort |
Katafygiotis, Lambros S. |
title |
Averaging and stability of quasilinear functional differential equations with Markov parameters |
title_short |
Averaging and stability of quasilinear functional differential equations with Markov parameters |
title_full |
Averaging and stability of quasilinear functional differential equations with Markov parameters |
title_fullStr |
Averaging and stability of quasilinear functional differential equations with Markov parameters |
title_full_unstemmed |
Averaging and stability of quasilinear functional differential equations with Markov parameters |
title_sort |
averaging and stability of quasilinear functional differential equations with markov parameters |
publishDate |
1999 |
url |
http://repository.ust.hk/ir/Record/1783.1-25754 http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=1048-9533&rft.volume=12&rft.issue=1&rft.date=1999&rft.spage=1&rft.aulast=Katafygiotis&rft.aufirst=L.&rft.atitle=Averaging+and+stability+of+quasilinear+functional+differential+equations+with+Markov+parameters&rft.title=Journal+of+Applied+Mathematics+and+Stochastic+Analysis http://www.scopus.com/record/display.url?eid=2-s2.0-53149144281&origin=inward |
genre |
North Atlantic |
genre_facet |
North Atlantic |
op_relation |
http://repository.ust.hk/ir/Record/1783.1-25754 Journal of Applied Mathematics and Stochastic Analysis, v. 12, (1), 1999, p. 1-15 1048-9533 http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=1048-9533&rft.volume=12&rft.issue=1&rft.date=1999&rft.spage=1&rft.aulast=Katafygiotis&rft.aufirst=L.&rft.atitle=Averaging+and+stability+of+quasilinear+functional+differential+equations+with+Markov+parameters&rft.title=Journal+of+Applied+Mathematics+and+Stochastic+Analysis http://www.scopus.com/record/display.url?eid=2-s2.0-53149144281&origin=inward |
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1766130665718284288 |