کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
697163 890360 2012 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition
چکیده انگلیسی

In this paper, we investigate the problem of suppression explosive solutions by noise for nonlinear deterministic differential system. Given a deterministic differential system ẏ(t)=f(y(t),t) with coefficients satisfying a more general one-sided polynomial growth condition, we introduce Brownian noise feedback and therefore stochastically perturb this system into the nonlinear stochastic differential system dx(t)=f(x(t),t)dt+|x(t)|βΣx(t)dB(t). We show that appropriate β,Σβ,Σ guarantee that this stochastic system exists as a unique global solution although the corresponding deterministic systems may explode in a finite time. Under some weaker conditions, we reveal that the single noise |x(t)|βΣx(t)dB(t) can also make almost every path of the solution of corresponding stochastically perturbed system grow at most polynomially.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 48, Issue 4, April 2012, Pages 619–624
نویسندگان
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