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This work concerns about the numerical solution to the stochastic epidemic model proposed by Cai et al. [2]. The typical features of the model including the positivity and boundedness of the solution and the presence of the square-root diffusion term make this an interesting and challenging work. By modifying the classical Euler-Maruyama (EM) scheme, we generate a positivity and boundedness preserving numerical scheme, which is proved to have a strong convergence to the true solution over finite time intervals. We also demonstrate that the principle of this method is applicable to a bunch of popular stochastic differential equation (SDE) models, e.g. the mean-reverting square-root process, an important financial model, and the multi-dimensional SDE SIR epidemic model.

This paper investigates the finite-time stability for a class of fractional-order neural networks with proportional delay. By some analytic techniques, a generalized Gronwall integral inequality with proportional delay is established. Based on this new inequality, a criterion is derived to guarantee the finite-time stability of systems when the fractional order is between 1 and 2. Moreover, when the fractional order is between 0 and 1, a new criterion is developed to ensure the finite-time stability of systems. This criterion is experimentally proved to be less conservative than those in the previous works. Finally, the effectiveness of our criteria is supported by some numerical examples.

We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminskii-type condition.

In this paper, we establish a partially truncated Euler–Maruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. We investigate the strong convergence rate and almost sure exponential stability of the numerical solutions under the generalized Khasminskii-type condition.

The Caratheodory approximation for a type of Caputo fractional stochastic differential equations is considered. As is well known, under the Lipschitz and linear growth conditions, the existence and uniqueness of solutions for some type of differential equations can be established. However, this approach does not give an explicit expression for solutions; it is not applicable in practice sometimes. Therefore, it is important to seek the approximate solution. As an extending work for stochastic differential equations, in this paper, we consider Caratheodory’s approximate solution for a type of Caputo fractional stochastic differential equations.

In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.

In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also show that the numerical solutions have the properties of almost surely polynomial stability and exponential stability with the help of semi-martingale convergence theorem.

The averaging principle for Caputo fractional stochastic differential equations has recently attracted much attention. In this paper, we investigate the averaging principle for a type of Caputo fractional stochastic differential equation. Comparing with the existing literature, we shall use different estimate methods to investigate the averaging principle, which will enrich the development of theory for Caputo fractional stochastic differential equations.

In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given conditions. An example is shown to support our theory.

In this paper, we consider the averaging principle for a class of stochastic differential equations (SDEs) with the nonlinear terms only satisfying the local Lipschitz and monotone conditions. Compared with the classical Lipschitz and linear growth conditions, conditions given in this paper are relatively weak, so the conclusions obtained in this paper are suitable for a wider class of SDEs.

Freight train system is under constant pressure to optimize operational efficiency, a factor that has led the sector to spearhead many new technologies. To address this, the optimal guaranteed cost intermittent cruise control of freight train system with time-varying uncertain parameters is investigated. In particular, the guaranteed cost intermittent control approach is proposed, which can achieve both advantages of guaranteed cost control and intermittent control methods. In addition, the acceptable conditions for the guaranteed cost control laws are weakened to insure that the proposed strategy is suitable for the application in freight train systems. Moreover, to promote the optimal control design in the freight train system, the proposed optimal guaranteed cost intermittent control for the nonlinear system subjected to norm bounded parametric uncertainties is addressed. The results of numerical experiments are presented to ascertain the effectiveness of the proposed freight train control methodology and to compare it to prior methods.

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama (TEM) schemes for SDDEs are proposed, which numerical solutions are bounded in the q th moment for q ≥ 2 and converge to the exact solutions strongly in any finite interval. The 1/2 order convergence rate is yielded. Furthermore, the long-time asymptotic behaviors of numerical solutions, such as stability in mean square and $\mathbb {P}-1$ , are examined. Several numerical experiments are carried out to illustrate our results.

This paper focuses on a class of delayed fractional Cohen–Grossberg neural networks with the fractional order between 1 and 2. Two kinds of criteria are developed to guarantee the finite-time stability of networks based on some analytical techniques. This method is different from those in some earlier works. Moreover, the obtained criteria are expressed as some algebraic inequalities independent of the Mittag–Leffler functions, and thus, the calculation is relatively simple in both theoretical analysis and practical applications. Finally, the feasibility and validity of obtained results are supported by the analysis of numerical simulations.

This paper investigates the stability and stabilization of inertial memristive neural networks (IMNNs) with discrete and unbounded distributed delays. The considered IMNNs are described as hybrid neural systems with second-order derivatives due to the combination of memristor and inertial items. By invoking an appropriate variable substitution method, the hybrid neural system is turned into a first-order differential system. Then, based on the nonsmooth analysis and Lyapunov stability theories, several new algebraic conditions for the global stability of IMNNs with unbounded distributed delays are derived. In addition, two simple classes of feedback control laws are designed for the considered IMNNs and the corresponding stabilizability criteria are established. Finally, two numerical examples and their discussions are provided to illustrate the validity and superiority of the theoretical results.

This paper researches the problem of p-norm fixed-time synchronization for a class of delayed inertial complex-valued neural networks (ICVNNs). By using reduced-order transformation and separating real and imaginary parts of complex-valued parameters, the second-order ICVNNs can be converted into the form of first-order real-valued differential equations. Then some new flexible and adjustable algebraic criteria to ensure the fixed-time synchronization of ICVNNs are established by means of the non-smooth Lyapunov function and inequality analytical techniques. Moreover, the settling time of fixed-time synchronization is theoretically estimated, which does not depend on the initial value of systems. Finally, simulation examples and applications are presented to illustrate the validity and availability of the obtained results.

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.

A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function without delay terms, which enables one to construct the delay feedback control using the existing results on stabilities of HSDEs. Methods to find the upper bound of the length of the time delay are also investigated. Numerical simulations are presented to demonstrate the new theorem.

The purpose of this paper is to discuss the strong convergence of neutral stochastic functional differential equations (NSFDEs) with two time-scales. The existence and uniqueness of invariant measure of the fast component is proved by using Wasserstein distance and the stability-in-distribution argument. The strong convergence between the slow component and the averaged component is also obtained by the the averaging principle in the spirit of Khasminskii's approach.

Coking coal pneumatic classification and drying behavior within a three-stage cross-flow fluidized bed dryer were investigated experimentally and numerically. Firstly, the influence of fluidization velocities on coal classification and drying was analyzed with a pilot-scale fluidized bed dryer. It was found that the coal was dried fast and the moisture content of the product particles was below 2%, and the optimum classification efficiency was 92 wt% at a fluidization velocity of 2.2 m/s. Then the fluid dynamics property inside the dryer was calculated with a computational particle fluid dynamics modeling approach, simultaneously the optimization of the classification parameters and dryer configuration was studied. The classification efficiency can be increased by increasing the fluidization velocity in the 3rd stage chamber connected to the overflow outlet or a decrease in the overflow outlet height. However, the latter was not as sensitive as the fluidization velocity in the 3rd stage chamber.

We consider the inverse scattering problem of determining the shape of a crack with impedance boundary condition on one side from the complex conjugate of point sources placed on a closed curve which contains the crack. The near field factorization method is established to reconstruct the crack from the measurements on the same curve. Then, we deduce an inversion algorithm and present some numerical examples to show the viability of our method. So far as we know, when the incident waves are the point sources, the near field operator cannot be directly decomposed into the form that the factorization method required. However, we overcome this difficulty with the complex conjugate of point sources which are recently used in [Inverse Problems 30 (2014), Article ID 095005], [Inverse Problems 30 (2014), Article ID 045008] for the justification of the factorization method from near field data.

This paper is focused on the exponential synchronization for a class of delayed memristive neural networks. Basing on nonsmooth analysis and control theory, several new sufficient conditions concerning global exponential synchronization are obtained for the proposed system. In addition, the obtained results complement and extend earlier publications on memristive or conventional neural network dynamical systems with continuous or discontinuous right-hand side. Finally, numerical simulations illustrate the effectiveness of our results.

We consider a class of stochastic delay recurrent neural networks with distributed parameters and Markovian jumping. It is assumed that the coefficients in these neural networks belong to the interval matrices. Several sufficient conditions ensuring robust exponential stabilization are derived by using periodically intermittent control and Lyapunov functional. The obtained results are very easy to verify and implement, and improve the existing results. Finally, an example with numerical simulations is given to illustrate the presented criteria.

We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.

In this paper, we concentrate on the numerical approximation of solutions of stochastic delay integro-differential equations with Markovian switching (SDIDEsMS). We establish the split-step backward Euler (SSBE) scheme for solving linear SDIDEsMS and discuss its convergence and stability. Moreover, the SSBE method is convergent with strong order γ = 1/2 in the mean-square sense. The conditions under which the SSBE method is mean-square stable and general mean-square stable are obtained. Some illustrative numerical examples are presented to demonstrate the stability of the numerical method and show that SSBE method is superior to Euler method.

This paper investigates a class of impulsive partial neutral functional integrodifferential inclusions with infinite delay in Banach spaces. The existence of mild solutions of these inclusions is determined under the mixed Lipschitz and Caratheodory conditions by using another nonlinear alternative of Leray–Schauder type for multivalued maps due to D. O’Regan.

In this paper, we consider a class of nonlinear stochastic systems with respect to neutral terms and time-varying delays. Given a globally exponentially stable nonlinear stochastic system, the robustness of the global exponential stability of the system subject to a time delay and a neutral term can be derived by a subtle inequality and a transcendental equation. The upper bound of the allowable time delays and the neutral terms contraction coefficient is easy to verify and implement. Finally, an example with a numerical simulation is given to illustrate the presented criteria.

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the Perron-Frobenius theorem, and, with regard to the case of reversible Markov chain, via the principal eigenvalue approach; (ii) for regime-switching diffusions with countable state spaces by means of a finite partition trick and an M-Matrix theory. We then apply our theory to study the stabilization for linear switching models. Several examples are given to demonstrate our theory., Comment: 22 pages, 3 figures

We develop exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching modeled by a continuous-time Markov chain which has a large state space. To overcome the computational effort and the complexity, we split the large-scale system into several classes and lump the states in each class into one class by the different states of changes of the subsystems; then, we give a limit system to effectively “replace” the large-scale system. Under suitable conditions, using the stability of the limit system as a bridge, the desired asymptotic properties of the large-scale system with Brownian motion and Poisson jump are obtained by utilizing perturbed Lyapunov function methods and Razumikhin-type criteria. Two examples are provided to demonstrate our results.

This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter is, the rapider switching the system will experience. In order to reduce the complexity, we will “replace” the original systems by limit systems with a simple structure. Under Razumikhin-type conditions, we establish theorems that if the limit systems are th-moment exponentially stable; then, the original systems are th-moment exponentially stable in an appropriate sense.

This paper introduces a new series of three-dimensional chaotic systems with cross-product nonlinearities. Based on some conditions, we analyze the globally exponentially or globally conditional exponentially attractive set and positive invariant set of these chaotic systems. Moreover, we give some known examples to show our results, and the exponential estimation is explicitly derived. Finally, we construct some three-dimensional chaotic systems with cross-product nonlinearities and study the switching system between them.

In this paper, the existence of globally exponentially attractive sets and positive invariant sets of three-dimensional autonomous systems with only cross-product nonlinearities are considered. Sufficient conditions, which guarantee the existence of globally exponentially attractive set and positive invariant set of the system, are obtained. The results of this paper comprise some existing relative results as in special cases. The approach presented in this paper can be applied to study other chaotic systems.