A Brief on Multi-Pantograph Ordinary Differential Equations with Constant Deviating Arguments: The Role of Lévy Noise in Almost Sure Exponential Stochastic Self-Stabilization


Authors : Nwoye, F. C.; Atonuje, A. O.

Volume/Issue : Volume 10 - 2025, Issue 6 - June


Google Scholar : https://tinyurl.com/2wjup58x

DOI : https://doi.org/10.38124/ijisrt/25jun1138

Note : A published paper may take 4-5 working days from the publication date to appear in PlumX Metrics, Semantic Scholar, and ResearchGate.


Abstract : This study investigates the role of Lévy noise in the almost sure exponential stochastic self-stabilization of multi- pantograph ordinary delay differential equations (MPODDEs). The equation is nonlinear and contains multi-pantograph terms as well as several constant time lags and as such, are typically unstable. The method applied involves the use of Lyapunov sample exponent function and a specialized convergence rate function technique suggested by Mao, (1997). It is demonstrated that if the noise driving force parameter of the stochastically perturbed equation is finite, then the new stochastic multi-pantograph ordinary delay differential equation (SMPODDE) is self - stabilized in an almost sure exponential sense. This phenomenon does not occur in the deterministic multi-pantograph ordinary delay differential equation where noise is absent.

References :

  1. Ahmad, I. and Mukhtar, A. (2015). Stochastic Approach to the Solution of multi-pantograph differential Equation arising in Cell-growth Model. Applied Mathematics and Computation, 261,360 – 372.
  2. Alferov, G., Ivanov, G., Efimova, P., Shalay, A. (2018). Stability of Linear systems with Multitask right-hand Member. Stochastic Methods for Estimation and Problem solving in Engineering (Book Chapter), 74 – 112.
  3. Arnold, L. (1974). Stochastic Differential Equations: Theory and Applications. John Wiley & Sons, U. S. A.
  4. Atonuje, A. O. and Apanapudor, J. S. (2017). Almost Sure Exponential Stabilization of First order Neutral Delay Differential Equations with Positive and Negative Coefficients.  Transactions of the Nigerian Association of Mathematical Physics, Vol. 5, 27 – 32.
  5. Atonuje, A. O., Ojarikre, H. I., & Okposo, N. I. (2024). Stochastic stabilization of time lag optimal control systems with Volterra functional using Brownian noise. Cienciae Technica Vitivinicola, 37(4), 2416- 3953.
  6. Florescu, I. (2014). Probability Theory and Stochastic Processes. John Wiley & Sons, Engle Cliff  Wood, New Jersey.
  7. Fristedt, B. E. and Gray, L. F. (2013). A Model Approach to Probability Theory. Springer Science and Business Media, 580.
  8. Gao, Z., Yang, l. and Luo, Z. (2013). Stability of the Solutions for Nonlinear Fractional Differential Equations with Delays and integral Boundary Conditions. Advances in Differential Equations, 43, 1 – 8.
  9. Jordan, R., and Turtington, B. (2001). Statistical equilibrium Theories for Nonlinear Schrodinger Equation. Advances in Wave Interaction and Turbulence Contemporary Mathematics, 283;27 – 39.
  10. Klinshov, V., & Zlobin, A. (2023). Kuramoto Model with Delay: The Role of the Frequency Distribution. Mathematics 2023, 11, 2325. MDPI, Basel, Switzerland.
  11. Kolmanovskii, V., & Myshkis, A. (1992). Applied theory of functional differential equations. Kluwer Academic Press.
  12. Kovalev, V.A., Viktoro,E.A., & Erneux T. (2020). Non spiking laser controlled by delayed feedback. Mathematics 2020, 8(11),2069. MDPI, Basel, Switzerland.
  13. Li, S., Zhang, B., & Li, W. (2021). Stabilization of multi-weight stochastic complex networks with time-varying delay driven by G-Brownian motion via a periodically intermittent adaptive control. International Journal of Control Systems.
  14. Liu, K. (2017). Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations. Applied Mathematics Letters, 77, 57-63.
  15. Mao, X. (1997). Stochastic Differential Equations and their Applications. Sawston Cambridge: Horwood Publishing Limited.
  16. Mao, W., & Mao, X. R. (2017). Exponential neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition. Advances in Differential Equations, pp. 57.
  17. Merton, C. (1976). Option pricing when underlying stock returns are discontinuous. Journal of Financial Economics, 3(1-2), 125-1235.
  18. Ngoc, P. H. A. (2021). On exponential stability in mean square of neutral stochastic functional differential equations. Systems and Control Letters, 154, 104965.
  19. Oguztoreli, M. N. (1979). Time-lag control systems. Academic Press.
  20. Rubab, S. and Ahmad, J. (2016). Analytic Solution of Multi-pantograph Delay Differential Equations via Sumudu Decomposition Method. Mathematical Theory and Modeling, 6(6); 92-99.
  21. Sezer, M., Yalcinba, S. and Sahin, N. (2008). Approximate Solution of Multi- pantograph Equation with Variable Coefficients. Journal of Computational and Applied Mathematics, 214; 406-416.
  22. Shen, G., Wu, X., & Yin, X. (2021). Stabilization of stochastic differential equations derived by general Lévy process with time feedback control. Discrete and Continuous Dynamical Systems, 26(2), 755-774. https://doi.org/10.3934/dcdsb.2020133.
  23. Stamova, L., & Stamov, N. (2013). Stability analysis of differential equations with maximum. Mathematica Slovaca, 63, 1291-1302.
  24. Taylor, A. B. and Ockendon, J. R. (1971). The Dynamics of a Current Collection System for an Electric Locomotive. Proceedings of the Royal Society of London, 322; 447-464.
  25. Unser, M. (2020). A Note on BIBO Stability. IEEE Translations and Signal processing, 68, 5904 – 5913.
  26. Valdimirov, A.G., Suchkov, S., Huyet, G., & Tunisyn, S.K., (2021). Delay differential equation model for mode locked lasers based on nonlinear optical and amplifying loop mirrors. American Physical society (Physical review Atm).
  27. Wei, C. (2019). Almost sure exponential stabilization by stochastic feedback control with Lévy noise from discrete time systems. Journal of Mathematics, 15(3), 51-54.
  28. Xiao, H., & Zhu, Q. (2021). Stability analysis of switched stochastic delay systems with unstable subsystems. Nonlinear Analysis: Hybrid Systems, 42(1), 18-31.
  29. Zhu, Q., & Huang, T. (2021). Stability analysis for a class of stochastic delay nonlinear systems driven by GBrownian motion. Systems and Control Letters, 140(1), 16-32.

This study investigates the role of Lévy noise in the almost sure exponential stochastic self-stabilization of multi- pantograph ordinary delay differential equations (MPODDEs). The equation is nonlinear and contains multi-pantograph terms as well as several constant time lags and as such, are typically unstable. The method applied involves the use of Lyapunov sample exponent function and a specialized convergence rate function technique suggested by Mao, (1997). It is demonstrated that if the noise driving force parameter of the stochastically perturbed equation is finite, then the new stochastic multi-pantograph ordinary delay differential equation (SMPODDE) is self - stabilized in an almost sure exponential sense. This phenomenon does not occur in the deterministic multi-pantograph ordinary delay differential equation where noise is absent.

CALL FOR PAPERS


Paper Submission Last Date
30 - June - 2025

Paper Review Notification
In 2-3 Days

Paper Publishing
In 2-3 Days

Video Explanation for Published paper

Never miss an update from Papermashup

Get notified about the latest tutorials and downloads.

Subscribe by Email

Get alerts directly into your inbox after each post and stay updated.
Subscribe
OR

Subscribe by RSS

Add our RSS to your feedreader to get regular updates from us.
Subscribe