scholarly journals Areas of attraction for nonautonomous differential equations on finite time intervals

2012 ◽  
Vol 390 (1) ◽  
pp. 27-46 ◽  
Author(s):  
Peter Giesl ◽  
Martin Rasmussen
Keyword(s):  
Differential Equations ◽  
Finite Time ◽  
Time Intervals ◽  
Nonautonomous Differential Equations

scholarly journals MORSE SPECTRUM FOR NONAUTONOMOUS DIFFERENTIAL EQUATIONS

2008 ◽  
Vol 08 (03) ◽  
pp. 351-363 ◽  
Author(s):  
FRITZ COLONIUS ◽  
PETER E. KLOEDEN ◽  
MARTIN RASMUSSEN
Keyword(s):  
Differential Equations ◽  
Finite Time ◽  
Accumulation Point ◽  
Morse Decomposition ◽  
Finite Time Lyapunov Exponents ◽  
The Past ◽  
Accumulation Points ◽  
Morse Spectrum ◽  
Nonautonomous Differential Equations ◽  
Linear Cocycle

The concept of a Morse decomposition consisting of nonautonomous sets is reviewed for linear cocycle mappings w.r.t. the past, future and all-time convergences. In each case, the set of accumulation points of the finite-time Lyapunov exponents corresponding to points in a nonautonomous set is shown to be an interval. For a finest Morse decomposition, the Morse spectrum is defined as the union of all of the above accumulation point intervals over the different nonautonomous sets in such a finest Morse decomposition. In addition, Morse spectrum is shown to be independent of which finest Morse decomposition is used, when more than one exists.

scholarly journals Caputo Fractional Differential Equations with Non-Instantaneous Random Erlang Distributed Impulses

2019 ◽  
Vol 3 (2) ◽  
pp. 28 ◽  
Author(s):  
Snezhana Hristova ◽  
Krasimira Ivanova
Keyword(s):  
Differential Equations ◽  
Fractional Differential Equations ◽  
Finite Time ◽  
Lyapunov Functions ◽  
Random Variable ◽  
Time Intervals ◽  
Caputo Fractional Differential Equations ◽  
Fractional Differential ◽  
Dini Derivatives ◽  
Moment Exponential Stability

The p-moment exponential stability of non-instantaneous impulsive Caputo fractional differential equations is studied. The impulses occur at random moments and their action continues on finite time intervals with initially given lengths. The time between two consecutive moments of impulses is the Erlang distributed random variable. The study is based on Lyapunov functions. The fractional Dini derivatives are applied.

scholarly journals Time averaging for functional differential equations

2003 ◽  
Vol 2003 (1) ◽  
pp. 1-16 ◽  
Author(s):  
Mustapha Lakrib
Keyword(s):  
Differential Equations ◽  
Finite Time ◽  
Nonstandard Analysis ◽  
Functional Differential Equations ◽  
Time Averaging ◽  
Time Intervals ◽  
Classical Mathematics ◽  
Functional Differential

We present a result on the averaging for functional differential equations on finite time intervals. The result is formulated in both classical mathematics and nonstandard analysis; its proof uses some methods of nonstandard analysis.

Caputo fractional differential equations with non-instantaneous impulses and strict stability by Lyapunov functions

Filomat ◽  
2017 ◽  
Vol 31 (16) ◽  
pp. 5217-5239 ◽  
Author(s):  
Ravi Agarwal ◽  
Snehana Hristova ◽  
Donal O’Regan
Keyword(s):  
Differential Equations ◽  
Fractional Differential Equations ◽  
Lyapunov Functions ◽  
Sufficient Conditions ◽  
Time Intervals ◽  
Dini Derivative ◽  
Comparison Results ◽  
Strict Stability ◽  
Caputo Fractional Differential Equations ◽  
Fractional Differential

In this paper the statement of initial value problems for fractional differential equations with noninstantaneous impulses is given. These equations are adequate models for phenomena that are characterized by impulsive actions starting at arbitrary fixed points and remaining active on finite time intervals. Strict stability properties of fractional differential equations with non-instantaneous impulses by the Lyapunov approach is studied. An appropriate definition (based on the Caputo fractional Dini derivative of a function) for the derivative of Lyapunov functions among the Caputo fractional differential equations with non-instantaneous impulses is presented. Comparison results using this definition and scalar fractional differential equations with non-instantaneous impulses are presented and sufficient conditions for strict stability and uniform strict stability are given. Examples are given to illustrate the theory.

scholarly journals The Bohl Spectrum for Linear Nonautonomous Differential Equations

2016 ◽  
Vol 29 (4) ◽  
pp. 1459-1485 ◽  
Author(s):  
Thai Son Doan ◽  
Kenneth J. Palmer ◽  
Martin Rasmussen
Keyword(s):  
Differential Equations ◽  
Nonautonomous Differential Equations

scholarly journals Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

2003 ◽  
Vol 6 ◽  
pp. 297-313 ◽  
Author(s):  
Desmond J. Higham ◽  
Xuerong Mao ◽  
Andrew M. Stuart
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Numerical Method ◽  
Finite Time ◽  
Mean Square ◽  
Convergence Conditions ◽  
Finite Time Convergence ◽  
Mean Square Stability ◽  
Exponential Mean Square Stability ◽  
Positive Results

AbstractPositive results are proved here about the ability of numerical simulations to reproduce the exponential mean-square stability of stochastic differential equations (SDEs). The first set of results applies under finite-time convergence conditions on the numerical method. Under these conditions, the exponential mean-square stability of the SDE and that of the method (for sufficiently small step sizes) are shown to be equivalent, and the corresponding second-moment Lyapunov exponent bounds can be taken to be arbitrarily close. The required finite-time convergence conditions hold for the class of stochastic theta methods on globally Lipschitz problems. It is then shown that exponential mean-square stability for non-globally Lipschitz SDEs is not inherited, in general, by numerical methods. However, for a class of SDEs that satisfy a one-sided Lipschitz condition, positive results are obtained for two implicit methods. These results highlight the fact that for long-time simulation on nonlinear SDEs, the choice of numerical method can be crucial.

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