Title of article :
Noise suppresses explosive solutions of differential systems with coefficients satisfying the polynomial growth condition
Author/Authors :
Liu، نويسنده , , Lei and Shen، نويسنده , , Yi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Pages :
6
From page :
619
To page :
624
Abstract :
In this paper, we investigate the problem of suppression explosive solutions by noise for nonlinear deterministic differential system. Given a deterministic differential system y ̇ ( 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 d x ( t ) = f ( x ( t ) , t ) d t + | x ( t ) | β Σ x ( t ) d B ( t ) . We show that appropriate β , 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 ) | β Σ x ( t ) d B ( t ) can also make almost every path of the solution of corresponding stochastically perturbed system grow at most polynomially.
Keywords :
Brownian motion , suppression , Polynomial growth , Itô’s formula , Borel–Cantelli lemma
Journal title :
Automatica
Serial Year :
2012
Journal title :
Automatica
Record number :
1448636
Link To Document :
بازگشت