Exponential Stability in Mean Square of Neutral Stochastic Partial Differential Equations with Parameter Uncertainties

Author

Luo, Qi ; Zhang, Yu Tian

Author_Institution

Dept. of Inf. & Commun., Nanjing Univ. of Inf. Sci. & Technol.

fYear

2006

fDate

13-16 Aug. 2006

Firstpage

585

Lastpage

589

Abstract

In this paper, a class of neutral stochastic partial differential systems with parameter uncertainties is discussed and some useful criteria are given for exponential stability in mean square by adopting the method of indirectly applying Ito differential formula to the constructed average Lyapunov function with respect to the spatial variables, namely, it is under the integral operator that Ito differential formula is employed, which is far different from the usual taken measures when dealing with the stability of stochastic ordinary differential equations, wherein Ito differential formula are directly imposed on the constructed Lyapunov functions

Keywords

Lyapunov methods; asymptotic stability; integral equations; mathematical operators; partial differential equations; stochastic processes; stochastic systems; Ito differential formula; Lyapunov function; exponential stability; integral operator; mean square; neutral stochastic partial differential equations; parameter uncertainties; stochastic ordinary differential equations; Differential equations; Indium tin oxide; Integral equations; Lyapunov method; Machine learning; Partial differential equations; Stability criteria; Stochastic processes; Stochastic systems; Uncertain systems; Uncertainty; Exponential stability in mean square; Lyapunov function; Parameter uncertainty; Stochastic partial differential equation;

fLanguage

English

Publisher

ieee

Conference_Titel

Machine Learning and Cybernetics, 2006 International Conference on

Conference_Location

Dalian, China

Print_ISBN

1-4244-0061-9

Type

conf

DOI

10.1109/ICMLC.2006.258381

Filename

4028132