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Asymptotic stability of neutral-type stochastic functional differential equations; Collaborative research visit to China

中性型随机泛函微分方程的渐近稳定性；

基本信息

批准号：
EP/E009409/1
负责人：
Xuerong Mao
金额：
$ 1.27万
依托单位：
University of Strathclyde
依托单位国家：
英国
项目类别：
Research Grant
财政年份：
2006
资助国家：
英国
起止时间：
2006 至无数据
项目状态：
已结题

来源：
https://gtr.ukri.org/projects?ref=EP%2FE009409%2F1
关键词：
Asymptotic stability neutral type stochastic

项目摘要

The proposed collaboration is mainly to study the asymptotic stability of neutral-type stochastic functional differential equations. Shen and the PI already have an ongoing collaboration in this area. The collaboration was initiated in 2004 when the PI visited China. The collaboration has since continued mainly via e-mails. Three papers resulting from the collaboration to date have been published or accepted for publication. In these papers, we have not only established some very interesting results on stochastic stability but also identified some new problems. For example, it is observed that the existing stability criteria on neutral-type equations require the linear growth condition and constant delay. Moreover, there is little known about the stability of numerical methods applied to neutral-type equations. To get insight on these problems, we write this proposal for a travel grant for the PI to visit Shen's laboratory in order to continueour current collaboration, namely to carry out a project with 3 aims listed above. The key benefits are:(1) to give the PI an opportunity to have face-to-face discussions with Professor Shen as well as other researchers visiting Professor Shen's Laboratory;(2) to make use of the excellent computing facility in Professor Shen's laboratory to carry out the computational side of the project.

本文主要研究中性型随机泛函微分方程的渐近稳定性。沈和PI已经在这个领域进行了持续的合作。该合作始于2004年PI访问中国时。此后，合作主要通过电子邮件继续进行。迄今为止，合作产生的三篇论文已经发表或接受发表。在这些论文中，我们不仅建立了一些非常有趣的关于随机稳定性的结果，而且还发现了一些新的问题。例如，现有的中立型方程的稳定性判据要求线性增长条件和常时滞。此外，对于数值方法在求解中性型方程中的稳定性，人们所知甚少。为了更深入地了解这些问题，我们为PI申请旅行资助，以访问沈的实验室，以继续我们目前的合作，即开展上述三个目标的项目。主要的好处是：(1)让PI有机会与沈教授以及其他访问沈教授实验室的研究人员进行面对面的讨论；(2)利用沈教授实验室优良的计算设备，开展项目的计算方面的工作。