含有非线性扰动的时滞随机微分系统的稳定性分析-应用数学专业论文.docxVIP

万方数据 万方数据 四川师范大学硕士学位论文 关键词: 非线性扰动 ;时滞系统;随机微分系统 ;线性矩阵不等式 ;黎卡提矩阵方程;稳 定性 11 Stability Stability for Stochastic Delays Differential Systems with Nonlinear Perturbation Major：Applied mathematics Master：CHAI Shuang-long Supervisor：LI Shu-yong Abstrct Stochastic delay differential equations arise from many physical，mechanical， biological，economical，financial，chemical system．In these system，Often appears nonlinear disturbance，which tend to change the system’S dynamic properties．Based on this，it has important theoretical and practical significance value to study stochastic system with nonlinear perturbation and delays In this paper，some sufficient conditions on stability of stochastic differential equations with nonlinear perturbation and delays were given by constructing Lyapunov--krasovskii func-· tional and using It6 formula，integral inequality，linear matrix inequali匆and ticcati matrix equation，based on stability theory for stochastic differential systems with time delay． Firstly，the asymptotically mean—square stability．for a kind of stochastic differential sys— tems with nonhnear perturbation and time-varying delay Was concerned．By establishing a Lyapunov-Krasovskii functional，using the It6 formula and by virtue of Lyapunov stability theoV,some sufficient conditions for the asymptotically mean·square stability of the system were obtained in terms of the matrix Riccati equation．Finally，the numerical example Was provided to demonstrate the effectiveness of the result received Secondly，relevanting theoretical knowledge of riccati matrix equation，the mean square asymptotical stability for a stochastic differential system with nonlinear disturbances and with discrete and distributed delays．By constructing Lyapnov—krasovskii functional，using It6 formula，some sufficient conditions were presented to ensure the mean square asymptotical 万方数据 万方数据 stability stability for the system．It is easier to constructed Lyapunov—Krasovskii functional by translate the system into neutral