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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2015, Volume 21, Number 1, Pages 112–121
(Mi timm1147)
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Stability of equilibrium with respect to a white noise
L. A. Kalyakin Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences, Ufa
Abstract:
A system of ordinary differential equations with a local asymptotically stable equilibrium is considered. The problem of stability with respect to a persistent perturbation of the white noise type is discussed. The stability with given estimates is proved on a large time interval with a length of the order of the squared reciprocal magnitude of the perturbation. The proof is based on the construction of a barrier function for the Kolmogorov parabolic equation associated with the perturbed dynamical system.
Keywords:
dynamical system; random perturbation; stability; parabolic equation; barrier function.
Received: 04.11.2014
Citation:
L. A. Kalyakin, “Stability of equilibrium with respect to a white noise”, Trudy Inst. Mat. i Mekh. UrO RAN, 21, no. 1, 2015, 112–121; Proc. Steklov Inst. Math. (Suppl.), 295, suppl. 1 (2016), 68–77
Linking options:
https://www.mathnet.ru/eng/timm1147 https://www.mathnet.ru/eng/timm/v21/i1/p112
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Abstract page: | 363 | Full-text PDF : | 121 | References: | 87 | First page: | 11 |
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