The Experts below are selected from a list of 1908 Experts worldwide ranked by ideXlab platform
Jianxin Xu - One of the best experts on this subject based on the ideXlab platform.
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composite energy function based iterative learning control for systems with nonparametric uncertainties
International Journal of Adaptive Control and Signal Processing, 2014Co-Authors: Jianxin Xu, Deqing HuangAbstract:SUMMARY In this work, we propose new iterative learning control (ILC) schemes that deal with nonlinear multi-input multi-output systems under alignment Condition with nonparametric uncertainties. A major contribution of this work is to remove the classical resetting Condition. Another major contribution of this work is to deal with norm-bounded nonlinear uncertainties that satisfy Local Lipschitz Condition, in particular to deal with nonlinear uncertain state-dependent input gain matrix that could be non-square left invertible and Local Lipschitzian. Two types of composite energy function are proposed to facilitate the ILC design and property analysis. Through rigorous analysis, we show that the new ILC schemes proposed warrant the asymptotical tracking convergence of system states. In the end, an illustrative example is provided to demonstrate the efficacy of the proposed ILC scheme. Copyright © 2013 John Wiley & Sons, Ltd.
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iterative learning control for output constrained systems with both parametric and nonparametric uncertainties
Automatica, 2013Co-Authors: Jianxin XuAbstract:In this work, by proposing a Barrier Composite Energy Function (BCEF) method with a novel Barrier Lyapunov Function (BLF), we present a new iterative learning control (ILC) scheme for a class of single-input single-output (SISO) high order nonlinear systems to deal with output-constrained problems under alignment Condition with both parametric and nonparametric system uncertainties. Nonparametric uncertainties such as norm-bounded nonlinear uncertainties satisfying Local Lipschitz Condition can be effectively handled. Backstepping design with the newly proposed BLF is incorporated in analysis to ensure output constraint not violated. Through rigorous analysis, we show that under this new ILC scheme, uniform convergence of state tracking error is guaranteed. In the end, an illustrative example is presented to demonstrate the efficacy of the proposed ILC scheme.
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state constrained iterative learning control for a class of mimo systems
IEEE Transactions on Automatic Control, 2013Co-Authors: Jianxin XuAbstract:In this note, we present a novel iterative learning control (ILC) method for a class of state-constrained multi-input multi-output (MIMO) nonlinear system under state alignment Condition with both parametric and nonparametric uncertainties. Nonparametric uncertainties such as norm-bounded nonlinear uncertainties satisfying Local Lipschitz Condition can be effectively handled. Barrier Composite Energy Function (BCEF) scheme with a novel Barrier Lyapunov Function is proposed to facilitate the analysis of state tracking error convergence while satisfying the state constraints. In the end, an illustrative example is shown to demonstrate the efficacy of the proposed ILC method.
Mao Xuerong - One of the best experts on this subject based on the ideXlab platform.
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Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay
'Elsevier BV', 2021Co-Authors: Coffie Emmanuel, Mao XuerongAbstract:The original Ait-Sahalia model of the spot interest rate proposed by Ait-Sahalia assumes constant volatility. As supported by several empirical studies, volatility is never constant in most financial markets. From application viewpoint, it is important we generalise the Ait-Sahalia model to incorporate volatility as a function of delay in the spot rate. In this paper, we study analytical properties for the true solution of this model and construct several new techniques of the truncated Euler-Maruyama (EM) method to study properties of the numerical solutions under the Local Lipschitz Condition plus Khasminskii-type Condition. Finally, we justify that the truncated EM approximate solution can be used within a Monte Carlo scheme for numerical valuations of some financial instruments such as options and bonds
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The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
'Elsevier BV', 2020Co-Authors: Mao Wei, Hu Liangjian, Mao XuerongAbstract:The main aim of this paper is to investigate the asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise (HSSwPDLNs). Under the Local Lipschitz Condition and non-linear growth Condition, we investigate the existence and uniqueness of the solution to HSSwPDLNs. By using the Lyapunov functions and M-matrix theory, we establish some sufficient Conditions on the asymptotic stability and polynomial stability for HSSwPDLNs. Finally, two examples are provided to illustrate our results
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On exponential stability of hybrid neutral stochastic differential delay equations with different structures
2020Co-Authors: Wu A., Mao Wei, Mao Xuerong, You Surong, Hu LiangjianAbstract:This article discusses the problem of exponential stability for a class of hybrid neutral stochastic differential delay equations with highly nonlinear coeffcients and different structures in different switching modes. In such systems, the coeffcients will satisfy the Local Lipschitz Condition and suitable Khasminskii-types Conditions. The set of switching states will be divided into two subsets. In different subsets, the coeffcients will be dominated by polynomials with different degrees. By virtue of M-matrices and suitable Lyapunov functions dependent on coeffcient structures and switching modes, some results including the existence-and-uniqueness, boundedness and exponential stability of the solution are proposed and prove
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Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
2019Co-Authors: Mao Wei, Hu Liangjian, Mao XuerongAbstract:This paper focuses on the general decay stability of nonlinear neutral stochastic pantograph equations with Markovian switching (NSPEwMSs). Under the Local Lipschitz Condition and non-linear growth Condition, the existence and almost sure stability with general decay of the solution for NSPEwMSs are investigated. By means of M-matrix theory, some sufficient Conditions on the general decay stability are also established for NSPEwMSs
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Basic theory and stability analysis for neutral stochastic functional differential equations with pure jumps
'Springer Science and Business Media LLC', 2019Co-Authors: Li Mengling, Deng Feiqi, Mao XuerongAbstract:This paper investigates the existence and uniqueness of solutions to neutral stochastic functional differential equations with pure jumps (NSFDEwPJs). The boundedness and almost sure exponential stability are also considered. In general, the classical existence and uniqueness theorem of solutions can be obtained under a Local Lipschitz Condition and linear growth Condition. However, there are many equations that do not obey the linear growth Condition. Therefore, our first aim is to establish new theorems where the linear growth Condition is no longer required whereas the upper bound for the diffusion operator will play a leading role. Moreover, the pth moment boundedness and almost sure exponential stability are also obtained under some loose Conditions. Finally, we present two examples to illustrate the effectiveness of our results
Minghui Song - One of the best experts on this subject based on the ideXlab platform.
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strong convergence of the partially truncated euler maruyama method for a class of stochastic differential delay equations
Journal of Computational and Applied Mathematics, 2018Co-Authors: Minghui Song, Wei Zhang, M Z LiuAbstract:Abstract This paper establishes the convergence of a class of highly nonlinear stochastic differential delay equations without the linear growth Condition replacing by Khasminskii-type Condition, so the convergence criteria here may cover a wider class of nonlinear systems. Our aim is to propose the partially truncated Euler–Maruyama method for stochastic differential delay equations d y ( t ) = f ( y ( t ) , y ( t − τ ) ) d t + g ( y ( t ) , y ( t − τ ) ) d w ( t ) and consider the strong- L q convergence for 2 ≤ q p under the Local Lipschitz Condition plus Khasminskii-type Condition, and p is a parameter in Khasminskii-type Condition.
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Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments
Abstract and Applied Analysis, 2012Co-Authors: Ling Zhang, Minghui SongAbstract:The main purpose of this paper is to investigate the strong convergence of the Euler method to stochastic differential equations with piecewise continuous arguments (SEPCAs). Firstly, it is proved that the Euler approximation solution converges to the analytic solution under Local Lipschitz Condition and the bounded th moment Condition. Secondly, the Euler approximation solution converge to the analytic solution is given under Local Lipschitz Condition and the linear growth Condition. Then an example is provided to show which is satisfied with the monotone Condition without the linear growth Condition. Finally, the convergence of numerical solutions to SEPCAs under Local Lipschitz Condition and the monotone Condition is established.
Hu Liangjian - One of the best experts on this subject based on the ideXlab platform.
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On exponential stability of hybrid neutral stochastic differential delay equations with different structures
2020Co-Authors: Wu A., Mao Wei, Mao Xuerong, You Surong, Hu LiangjianAbstract:This article discusses the problem of exponential stability for a class of hybrid neutral stochastic differential delay equations with highly nonlinear coeffcients and different structures in different switching modes. In such systems, the coeffcients will satisfy the Local Lipschitz Condition and suitable Khasminskii-types Conditions. The set of switching states will be divided into two subsets. In different subsets, the coeffcients will be dominated by polynomials with different degrees. By virtue of M-matrices and suitable Lyapunov functions dependent on coeffcient structures and switching modes, some results including the existence-and-uniqueness, boundedness and exponential stability of the solution are proposed and prove
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The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
'Elsevier BV', 2020Co-Authors: Mao Wei, Hu Liangjian, Mao XuerongAbstract:The main aim of this paper is to investigate the asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise (HSSwPDLNs). Under the Local Lipschitz Condition and non-linear growth Condition, we investigate the existence and uniqueness of the solution to HSSwPDLNs. By using the Lyapunov functions and M-matrix theory, we establish some sufficient Conditions on the asymptotic stability and polynomial stability for HSSwPDLNs. Finally, two examples are provided to illustrate our results
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Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
2019Co-Authors: Mao Wei, Hu Liangjian, Mao XuerongAbstract:This paper focuses on the general decay stability of nonlinear neutral stochastic pantograph equations with Markovian switching (NSPEwMSs). Under the Local Lipschitz Condition and non-linear growth Condition, the existence and almost sure stability with general decay of the solution for NSPEwMSs are investigated. By means of M-matrix theory, some sufficient Conditions on the general decay stability are also established for NSPEwMSs
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Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
'Elsevier BV', 2018Co-Authors: Hu Liangjian, Li Xiaoyue, Mao XuerongAbstract:Recently, Mao [13] developed a new explicit method, called the truncated Euler- Maruyama (EM) method, for the nonlinear SDE and established the strong convergence theory under the Local Lipschitz Condition plus the Khasminskii-type Condition. In his another follow-up paper [14], he discussed the rates of Lq -convergence of the truncated EM method for q ≥ 2 and showed that the order of Lq-convergence can be arbitrarily close to q/2 under some additional Conditions. However, there are some restrictions on the truncation functions and these restrictions sometimes might force the step size to be so small that the truncated EM method would be inapplicable. The key aim of this paper is to establish the convergence rate without these restrictions. The other aim is to study the stability of the truncated EM method. The advantages of our new results will be highlighted by the comparisons with the results in [13, 14] as well as others on the tamed EM and implicit methods
Xuerong Mao - One of the best experts on this subject based on the ideXlab platform.
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neutral stochastic functional differential equations with levy jumps under the Local Lipschitz Condition
Advances in Difference Equations, 2017Co-Authors: Wei Mao, Xuerong MaoAbstract:In this paper, a general neutral stochastic functional differential equations with infinite delay and Levy jumps (NSFDEwLJs) is studied. We investigate the existence and uniqueness of solutions to NSFDEwLJs at the phase space $C_{g}$ under the Local Caratheodory type Conditions. Meanwhile, we also give the exponential estimates and almost surely asymptotic estimates of solutions to NSFDEwLJs.
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convergence rates of the truncated euler maruyama method for stochastic differential equations
Journal of Computational and Applied Mathematics, 2016Co-Authors: Xuerong MaoAbstract:Influenced by Higham et?al. (2002), several numerical methods have been developed to study the strong convergence of the numerical solutions to stochastic differential equations (SDEs) under the Local Lipschitz Condition. These numerical methods include the tamed Euler-Maruyama (EM) method, the tamed Milstein method, the stopped EM, the backward EM, the backward forward EM, etc. Recently, we developed a new explicit method in Mao (2015), called the truncated EM method, for the nonlinear SDE d x ( t ) = f ( x ( t ) ) d t + g ( x ( t ) ) d B ( t ) and established the strong convergence theory under the Local Lipschitz Condition plus the Khasminskii-type Condition x T f ( x ) + p - 1 2 | g ( x ) | 2 ? K ( 1 + | x | 2 ) . However, due to the page limit there, we did not study the convergence rates for the method, which is the aim of this paper. We will, under some additional Conditions, discuss the rates of L q -convergence of the truncated EM method for 2 ? q < p and show that the order of L q -convergence can be arbitrarily close to q / 2 .
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the truncated euler maruyama method for stochastic differential equations
Journal of Computational and Applied Mathematics, 2015Co-Authors: Xuerong MaoAbstract:Influenced by Higham et?al. (2003), several numerical methods have been developed to study the strong convergence of the numerical solutions to stochastic differential equations (SDEs) under the Local Lipschitz Condition. These numerical methods include the tamed Euler-Maruyama (EM) method, the tamed Milstein method, the stopped EM, the backward EM, the backward forward EM, etc. In this paper we will develop a new explicit method, called the truncated EM method, for the nonlinear SDE d x ( t ) = f ( x ( t ) ) d t + g ( x ( t ) ) d B ( t ) and establish the strong convergence theory under the Local Lipschitz Condition plus the Khasminskii-type Condition x T f ( x ) + p - 1 2 ? g ( x ) ? 2 ? K ( 1 + ? x ? 2 ) . The type of convergence specifically addressed in this paper is strong- L q convergence for 2 ? q < p , and p is a parameter in the Khasminskii-type Condition.