首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献，搜索用时 615 毫秒
1.
This paper is devoted to existence and uniqueness of minimal mild super solutions to the obstacle problem governed by integro-partial differential equations. We first study the well-posedness and local Lipschitz regularity of Lp solutions (p?≥?2) to reflected forward-backward stochastic differential equations (FBSDEs) with jump and lower barrier. Then we show that the solutions to reflected FBSDEs provide a probabilistic representation for the mild super solution via a nonlinear Feynman–Kac formula. Finally, we apply the results to study stochastic optimal control/stopping problems.  相似文献   

2.
This paper focuses on input-to-state stability of a class of switched stochastic delayed systems which are drived by Lévy noise. By multiple Lyapunov function and average dwell time approach, the sufficient conditions of the ψλ(t)-weighted input-to-state stability can be obtained if all the subsystems are input-to-state stable. Then utilizing comparison principle and the method of constant variation, the sufficient criteria of the eλt-weighted input-to-state stability of the switched stochastic delayed systems containing both input-to-state stable subsystems and non-input-to-state stable subsystems can also be derived. Finally, an example is given to illustrate the effectiveness of the proposed results.  相似文献   

3.
In this paper we study boundary value problems for anisotropic partial differential-operator equations with parameters. The principal part of the appropriate differential operators are not self-adjoint. Several conditions for the uniform separability in weighted Banach-valued Lp-spaces are given. Sharp estimates for the resolvent of the corresponding differential operator are obtained. In particular the positivity and R-positivity of these operators are established. As an application we study the separability of degenerate DOEs, maximal regularity for degenerate abstract parabolic problem with parameters, the uniform separability of finite and infinite systems for degenerate anisotropic partial differential equations with parameters.  相似文献   

4.
This paper investigates pth moment boundedness of neutral stochastic functional differential equations with Markovian switching (NSFDEsMS) based on Razumikhin technique and comparison principle. And pth moment stability is examined as a special case. Since the stochastic disturbances and neutral delays are incorporated, the considered system becomes more complex. Besides, the coefficients of the estimated upper bound for the diffusion operation associated with the underlying NSFDEsMS also may be chosen to be sign-changing functions instead of constant functions or negative definite functions, as a result, our results can work in general non-autonomous neutral stochastic systems. Finally, two examples are provided to show the effects of the proposed methods.  相似文献   

5.
In this paper, we consider the problem of mixed H∞ and passivity control for a class of stochastic nonlinear systems with aperiodic sampling. The system states are unavailable and the measurement is corrupted by noise. We introduce an impulsive observer-based controller, which makes the closed-loop system a stochastic hybrid system that consists of a stochastic nonlinear system and a stochastic impulsive differential system. A time-varying Lyapunov function approach is presented to determine the asymptotic stability of the corresponding closed-loop system in mean-square sense, and simultaneously guarantee a prescribed mixed H∞ and passivity performance. Further, by using matrix transformation techniques, we show that the desired controller parameters can be obtained by solving a convex optimization problem involving linear matrix inequalities (LMIs). Finally, the effectiveness and applicability of the proposed method in practical systems are demonstrated by the simulation studies of a Chua’s circuit and a single-link flexible joint robot.  相似文献   

6.
《Journal of The Franklin Institute》2019,356(18):11561-11580
This paper addresses the robust H∞ filter design problem for a class of uncertain fuzzy neutral stochastic system with time-delay through Takagi–Sugeno (T–S) fuzzy model. By constructing an augmented Lyapunov–Krasovskii functional, some novel delay-dependent stability criteria for uncertain fuzzy neutral stochastic system with time varying delay are obtained in terms of linear matrix inequalities. By using the integral inequality in the neutral stochastic setting combined with delay decomposition approach, the H∞ fuzzy filter is designed to guarantee the corresponding filtering error systems robustly asymptotically stable with a specified H∞ performance index. At last, two numerical examples are presented to show the less conservatism than the previous results.  相似文献   

7.
A complete theory of diffusion of absorbing gases in porous solids is developed. Both ordinary and thermal diffusion are considered. The thermodynamics of irreversible processes is used to derive the general flux equations.A new theoretical model of surface diffusion is presented. Moreover, the proper method of combining surface and gas-phase fluxes is established. The total flux in the pores is represented by a 5 parameter model, which includes the effects of (1) free (gaseous) diffusion, (2) Knudsen diffusion, and (3) surface diffusion.The design of a new diffusion cell is presented along with a stagewise method for analyzing results. The cell is unique in that specimens mounted in copper clad circuit board material permits nonisothermal as well as isothermal operation. Earlier designs were confined to isothermal operation due to mounting specimens in metallic materials such as brass and aluminum.  相似文献   

8.
This paper is concerned with the distributed H∞ filtering problem for a class of sensor networks with stochastic sampling. System measurements are collected through a sensor network stochastically and the phenomena such as random measurement missing and quantization are also considered. Firstly, the stochastic sampling process of the sensor network is modeled as a discrete-time Markovian system. Then, the logarithmic quantization effect is transformed into the parameter uncertainty of the filtering system, and a set of binary variables is introduced to model the random measurement missing phenomenon. Finally, the resulting augmented system is modeled as an uncertain Markovian system with multiple random variables. Based on the Lyapunov stability theory and the stochastic system analysis method, a sufficient condition is obtained such that the augmented system is stochastically stable and achieves an average H∞ performance level γ; the design procedure of the optimal distributed filter is also provided. A numerical example is given to demonstrate the effectiveness of the proposed results.  相似文献   

9.
Ordinary and thermal diffusion of moisture in activated alumina are investigated using a new diffusion cell design and scheme of analysis reported earlier. The specific form of the mass flux equation has a pronounced effect on the magnitude of the associated thermal diffusion ratio. In the case of activated alumina-moist air, if a partial pressure gradient is used, then the thermal diffusion term is small if not zero.Free, Knudsen and surface diffusion all play a part in the diffusion through activated alumina. However, surface diffusion makes the major contribution and for this reason the model in this case can be simplified to a two parameter surface model.The activation energy for surface diffusion is constant and is approximately equal to the mean isosteric heat of absorption. In addition, mean pore radius, turtuosity, and other physical constants are computed from the least square fit of experimental data. Furthermore, the model is theoretically consistent over the entire concentration range (0≦ CA ≦ CAsat).A new fact about activated alumina (Grade F1) it that it does not transfer moisture in a nonisothermal condition so long as the partial pressures of moisture on the two sides of the pellet are the same. There appears to be no previous report of this fact in the periodical literature.  相似文献   

10.
In this paper, we study two stochastic multigroup S-DI-A epidemic models for the transmission of HIV. For the stochastic S-DI-A epidemic model with periodic coefficients, we first obtain sufficient conditions for persistence in the mean of the disease. Then in the case of persistence, we show that the model admits a positive T-periodic solution by using Khasminskii theory of periodic solution. Moreover, we establish sufficient conditions for exponential extinction of the infectious disease. For the stochastic S-DI-A epidemic model disturbed by both white and telegraph noises, we first establish sufficient conditions for persistence in the mean of the disease. Then in the case of persistence, we obtain sufficient conditions for the existence of a unique ergodic stationary distribution of the positive solutions by constructing a suitable stochastic Lyapunov function with regime switching and we also obtain sufficient conditions for exponential extinction of the system with regime switching.  相似文献   

11.
We consider the leader–follower consensus problem for a multi-agent system where information is exchanged only on a non-uniform discrete stochastic time domain. For a second-order multi-agent system subject to intermittent information exchange, we model the tracking error dynamics as a μ?varying linear system on a discrete stochastic time scale, where μ is the graininess operator. Based on a Lyapunov operator and a positive perturbation operator on the space of symmetric matrices, we derive necessary and sufficient conditions to design a decentralized consensus protocol. This protocol allows us to cast the mean-square exponential consensus problem within the framework of dynamic equations on stochastic time scales. We establish some theoretical results which allow for the computation of the control gain matrix which guarantees the mean-square exponential stability with a given decay rate for the error dynamics. To show the effectiveness of the theoretical results, some simulation and experimental results on multi-robot systems have been performed.  相似文献   

12.
We present numerical simulations of DNA-chip hybridization, both in the “static” and “dynamical” cases. In the static case, transport of free targets is limited by molecular diffusion; in the dynamical case, an efficient mixing is achieved by chaotic advection, with a periodic protocol using pumps in a rectangular chamber. This protocol has been shown to achieve rapid and homogeneous mixing. We suppose in our model that all free targets are identical; the chip has different spots on which the probes are fixed, also all identical, and complementary to the targets. The reaction model is an infinite sink potential of width dh, i.e., a target is captured as soon as it comes close enough to a probe, at a distance lower than dh. Our results prove that mixing with chaotic advection enables much more rapid hybridization than the static case. We show and explain why the potential width dh does not play an important role in the final results, and we discuss the role of molecular diffusion. We also recover realistic reaction rates in the static case.  相似文献   

13.
In this paper, we consider the stability of a class of stochastic delay Hopfield neural networks driven by G-Brownian motion. Under a sublinear expectation framework, we give the definition of exponential stability in mean square and construct some conditions such that the stochastic system is exponentially stable in mean square. Moreover, we also consider the stability of the Euler numerical solution of such equation. Finally, we give an example and its numerical simulation to illustrate our results.  相似文献   

14.
This paper investigates the pth moment exponential stability of impulsive stochastic functional differential equations. Some sufficient conditions are obtained to ensure the pth moment exponential stability of the equilibrium solution by the Razumikhin method and Lyapunov functions. Based on these results, we further discuss the pth moment exponential stability of generalized impulsive delay stochastic differential equations and stochastic Hopfield neural networks with multiple time-varying delays from the impulsive control point of view. The results derived in this paper improve and generalize some recent works reported in the literature. Moreover, we see that impulses do contribute to the stability of stochastic functional differential equations. Finally, two numerical examples are provided to demonstrate the efficiency of the results obtained.  相似文献   

15.
This paper describes, evaluates and compares the use of Latent Dirichlet allocation (LDA) as an approach to authorship attribution. Based on this generative probabilistic topic model, we can model each document as a mixture of topic distributions with each topic specifying a distribution over words. Based on author profiles (aggregation of all texts written by the same writer) we suggest computing the distance with a disputed text to determine its possible writer. This distance is based on the difference between the two topic distributions. To evaluate different attribution schemes, we carried out an experiment based on 5408 newspaper articles (Glasgow Herald) written by 20 distinct authors. To complement this experiment, we used 4326 articles extracted from the Italian newspaper La Stampa and written by 20 journalists. This research demonstrates that the LDA-based classification scheme tends to outperform the Delta rule, and the χ2 distance, two classical approaches in authorship attribution based on a restricted number of terms. Compared to the Kullback–Leibler divergence, the LDA-based scheme can provide better effectiveness when considering a larger number of terms.  相似文献   

16.
Global dissipativity of stochastic neural networks with time delay   总被引：1，自引：0，他引：1  
Liao and Wang [Global dissipativity of continuous-time recurrent neural networks with time delay, Phys. Rev. E 68 (2003) 016118] firstly studied the dissipativity of neural networks. In this paper, the neural network model is generalized to a stochastic case, and the global dissipativity in mean of such stochastic system is investigated. By constructing several proper Lyapunov functionals combining with Jensen's inequality, Itô's formula and some analytic techniques, several sufficient conditions for the global dissipativity in mean of such stochastic neural networks are derived in LMIs forms, which can be easily verified in practice. Three numerical examples are provided to demonstrate the effectiveness of our criteria.  相似文献   

17.
In this paper, we investigate the incremental H∞ performance problem for a class of stochastic switched nonlinear systems by using a state-dependent switching law and the maximum and minimum dwell time approach. By resorting to the state-dependent switching law, some sufficient conditions are provided to cope with the incremental H∞ performance problem, which can be applied even if all subsystems are unstable. Then, based on the maximum and minimum dwell time scheme, the incremental H∞ performance problem to be solvable is derived for two cases: one is all subsystems are incrementally globally asymptotically stable in the mean(IGASiM), another is both IGASiM subsystems and unstable subsystems coexist. When all subsystems are IGASiM, the stochastic switched nonlinear system is IGASiM and possesses a incremental L2-gain under given conditions. When both IGASiM subsystems and unstable subsystems coexist, if the activation time ratio between IGASiM subsystems and unstable ones is not less than a specified constant, the sufficient conditions for the incremental H∞ performance of the stochastic switched nonlinear system are given. Two numerical examples are given to illustrate the validity of methods proposed.  相似文献   

18.
For the linear statistical model y = Xb + e, X of full column rank estimates of b of the form (C + X′X)+X′y are studied, where C commutes with X′X and Q+ is the Moore-Penrose inverse of Q. Such estimators may have smaller mean square error, component by component than does the least squares estimator. It is shown that this class of estimators is equivalent to two apparently different classes considered by other authors. It is also shown that there is no C such that (C + X′X)+X′Y = My, in which My has the smallest mean square error, component by component. Two criteria, other than tmse, are suggested for selecting C. Each leads to an estimator independent of the unknown b and σ2. Subsequently, comparisons are made between estimators in which the C matrices are functions of a parameter k. Finally, it is shown for the no intercept model that standardizing, using a biased estimate for the transformed parameter vector, and retransforming to the original units yields an estimator with larger tmse than the least squares estimator.  相似文献   

19.
In this paper, positive-real systems under lossless positive-real transformations are investigated. Let G(s) be the transfer function matrix of a continuous-time positive-real system of order n and F(s) a lossless transfer function of order nF. We prove here that the lossless positive-real transformed system, i.e. G(F(s)), is also positive-real. Furthermore, the stochastic balanced representation of positive-real systems under lossless positive-real transformations is considered. In particular, it is proved that the positive-real characteristic values πj of G(F(s)) are the same of G(s) each with multiplicity nF, independently from the choice of F(s). This property is exploited in the design of reduced order models based on stochastic balancing. Finally, the proposed technique is a passivity preserving model order reduction method, since it is proven that the reduced order model of G(F(s)) is still positive-real. An error bound for truncation related to the invariants πj is also derived.  相似文献   

20.
  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号