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Physical Sciences and Mathematics Commons

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Wayne State University

Numerical Analysis and Computation

2015

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Full-Text Articles in Physical Sciences and Mathematics

Almost Sure Asymptotic Stabilization Of Differential Equations With Time-Varying Delay By Lévy Noise, Dezhi Liu, Weiqun Wang, Jose Luis Menaldi Jan 2015

Almost Sure Asymptotic Stabilization Of Differential Equations With Time-Varying Delay By Lévy Noise, Dezhi Liu, Weiqun Wang, Jose Luis Menaldi

Mathematics Faculty Research Publications

This paper aims to determine that the Lévy noise can stabilize the given differential equations with time-varying delay, which has generalized the Brownian motion case. An analysis is developed and sufficient conditions on the stabilization for stochastic differential equations with time-varying delay are presented. Our stabilization criteria is in terms of linear matrix inequalities (LMIs), whence the feedback controls can be designed more easily in practice.