scholarly journals Dynamic Behaviors Analysis of Asymmetric Stochastic Delay Differential Equations with Noise and Application to Weak Signal Detection

Symmetry ◽  
2019 ◽  
Vol 11 (11) ◽  
pp. 1428
Author(s):  
Qiubao Wang ◽  
Xing Zhang ◽  
Yuejuan Yang
Keyword(s):  
Duffing Oscillator ◽  
Delay System ◽  
Weak Signal ◽  
Stochastic Delay Differential Equations ◽  
Weak Signals ◽  
Dynamic Behaviors ◽  
Asymmetric System ◽  
Stochastic Delay ◽  
Periodic State ◽  
Delay Differential

This paper presents the dynamic behaviors of a second-order asymmetric stochastic delay system with a Duffing oscillator as well as through the detection of weak signals, which are analyzed theoretically and numerically. The dynamic behaviors of the asymmetric system are analyzed based on the stochastic center manifold, together with Hopf bifurcation. Numerical analysis revealed that the time delay could enhance the noise immunity of the asymmetric system so as to enhance the asymmetric system’s ability to detect weak signals. The frequency of the weak signal under noise excitation was detected through the ‘act-and-wait’ method. The small amplitude was detected through the transition from the chaotic to the periodic state. Theoretical analysis and numerical simulation indicate that the application of the asymmetric Duffing oscillator with delay to detect weak signal is feasible.

scholarly journals Detection of Weak Signal Based on Parameter Identification of Delay Differential System with Noise Disturbance

2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
QiuBao Wang ◽  
Yuejuan Yang ◽  
Xing Zhang
Keyword(s):  
Estimation Method ◽  
New Method ◽  
Stochastic Delay Differential Equations ◽  
Weak Signals ◽  
Stochastic Delay ◽  
Incremental Harmonic Balance ◽  
The Time Domain ◽  
Delay Differential ◽  
Fault Prognostics ◽  
First Time

Extraction of the weak signals is crucial for fault prognostics in which case features are often very weak and masked by noise. In the time domain, the detection of weak signals depends on the identification of nonlinear parameters. A new signal detection and estimation method based on the incremental harmonic balance (IHB) is developed from the stochastic Van der Pol–Duffing equation with delayed feedback under parametric excitation. This is the first time that the IHB has been applied for the identification of parameters in stochastic delay differential equations (SDDEs). Compared to the method of intermittency transition between order and chaos to detect weak signals, this new method is more direct and the calculation result is what we want to obtain. This new method is suitable for the generalization and application of SDDEs.

scholarly journals A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Yanli Zhou ◽  
Yonghong Wu ◽  
Xiangyu Ge ◽  
B. Wiwatanapataphee
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Approximation Scheme ◽  
Jump Diffusion ◽  
Mathematical Finance ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Taylor Approximation ◽  
Wide Range ◽  
Delay Differential

Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. Solution of the underlying initial value problems is important for the understanding and control of many phenomena and systems in the real world. In this paper, we construct a robust Taylor approximation scheme and then examine the convergence of the method in a weak sense. A convergence theorem for the scheme is established and proved. Our analysis and numerical examples show that the proposed scheme of high order is effective and efficient for Monte Carlo simulations for jump-diffusion stochastic delay differential equations.

scholarly journals Stability analysis of stochastic delay differential equations with Markovian switching driven by L${\acute{e}}$vy noise

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen
Keyword(s):  
Stability Analysis ◽  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Existence And Uniqueness ◽  
Markovian Switching ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Surely Exponential Stability ◽  
Delay Differential

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>

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