Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations

Zhenyu Lu; Junhao Hu; Xuerong Mao

doi:10.3934/dcdsb.2019052

Article Contents

2019, Volume 24, Issue 8: 4099-4116. Doi: 10.3934/dcdsb.2019052

This issue Previous Article Detecting coupling directions with transcript mutual information: A comparative study Next Article Attractors for A sup-cubic weakly damped wave equation in $ \mathbb{R}^{3} $

Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations

1.
School of Electronic and Information Engineering, Nanjing University of Information Science and Technology, Nanjing, Jiangsu 210044, China
2.
School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan, Hubei 430074, China
3.
Department of Mathematics and Statistics, University of Strathclyde, Glasgow G1 1XH, U.K

Author Bio: E-mail address: Zhenyu Lu: luzhenyu76@163.com; E-mail address: Junhao Hu: junhaohu74@163.com; E-mail address: Xuerong Mao: x.mao@strath.ac.uk
^* Corresponding author: J. Hu
^* Corresponding author: J. Hu

Received: March 31, 2018

Revised: July 31, 2018

Early access: February 2019

Published: July 2019

The authors would like to thank the Royal Society (WM160014, Royal Society Wolfson Research Merit Award), the Royal Society and the Newton Fund (NA160317, Royal Society-Newton Advanced Fellowship), the Royal Society of Edinburgh (61294), the EPSRC (EP/K503174/1), the Natural Science Foundation of China (61773220, 61473334, 61876192, 61374085), the Ministry of Education (MOE) of China (MS2014DHDX020) for their financial support

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Abstract

Given an unstable hybrid stochastic differential equation (SDE, also known as an SDE with Markovian switching), can we design a delay feedback control to make the controlled hybrid SDE become asymptotically stable? The paper [14] by Mao et al. was the first to study the stabilisation by delay feedback controls for hybrid SDEs, though the stabilization by non-delay feedback controls had been well studied. A critical condition imposed in [14] is that both drift and diffusion coefficients of the given hybrid SDE need to satisfy the linear growth condition. However, many hybrid SDE models in the real world do not fulfill this condition (namely, they are highly nonlinear) and hence there is a need to develop a new theory for these highly nonlinear SDE models. The aim of this paper is to design delay feedback controls in order to stabilise a class of highly nonlinear hybrid SDEs whose coefficients satisfy the polynomial growth condition.

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Mathematics Subject Classification: Primary: 60H10, 60J10; Secondary: 93D15.

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Figure 4.1. The computer simulation of the sample paths of the Markov chain and the SDDE (2.4) with control (4.2) and $ \tau = 0.06 $ using the Euler–Maruyama method with step size $ 10^{-4} $.

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Figure 4.2. The computer simulation of the sample paths of the Markov chain and the SDDE (2.4) with control (4.3) and $ \tau = 0.01 $ using the Euler–Maruyama method with step size $ 10^{-4} $

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