stabilization of volterra equations by noise沃尔泰拉方程的稳定噪音.pdfVIP

STABILIZATION OF VOLTERRA EQUATIONS BY NOISE JOHN A. D. APPLEBY AND AOIFE FLYNN Received 22 December 2004; Revised 10 March 2005; Accepted 11 March 2005 ˆ The paper studies the stability of an autonomous convolution Ito-Volterra equation where the linear diffusion term depends on the current value of the state only, and the memory of the past fades exponentially fast. It is shown that the presence of noise can stabilize an equilibrium solution which is unstable in the absence of this noise. Copyright © 2006 J. A. D. Appleby and A. Flynn. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, dis- tribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction This paper aims to contribute to research on the question of the stabilization or desta- bilization of a deterministic dynamical system (differential equation, partial differential equation, or functional differential equation) by a noise perturbation, and in particular, ˆ perturbations which transform the differential equation (or FDE) to one of Ito-type. Mao has written an interesting paper [9] devoted to the study of stabilization and destabiliza- tion of nonlinear finite-dimensional differential equations, which has been extended to examine the stabilization of partial differential equations by Caraballo et al. [6]. The as- ymptotic behaviour of linear functional differential equations with bounded delay has been studied by Mohammed and Scheutzow [ 11], wherein it is shown that time delays in the diffusion coefficient can destablilize a linear functional differential equation. The stabilization of nonlinear finite-dimensional functional differential equations with (suf- ficiently small) bounded delay has be