Article ID Journal Published Year Pages File Type
697163 Automatica 2012 6 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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