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Delay-dependent robust stability and H_∞ analysis of stochastic systems with time-varying delay 被引量:2
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作者 孙继涛 王庆国 高含俏 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2010年第2期255-262,共8页
This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a sto... This paper investigates the robust stochastic stability and H∞ analysis for stochastic systems with time-varying delay and Markovian jump. By using the freeweighting matrix technique, i.e., He's technique, and a stochastic Lyapunov-Krasovskii functional, new delay-dependent criteria in terms of linear matrix inequalities are derived for the the robust stochastic stability and the H∞ disturbance attenuation. Three numerical examples axe given. The results show that the proposed method is efficient and much less conservative than the existing results in the literature. 展开更多
关键词 time-varying delay systems Markovian jump systems stochastic stability linear matrix inequality H∞ control
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Numerical solution of stochastic Ito^(^)-Volterra integral equations based on Bernstein multi-scaling polynomials
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作者 A.R.Yaghoobnia M.Khodabin R.Ezzati 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2021年第3期317-329,共13页
In this paper,first,Bernstein multi-scaling polynomials(BMSPs)and their properties are introduced.These polynomials are obtained by compressing Bernstein polynomials(BPs)under sub-intervals.Then,by using these polynom... In this paper,first,Bernstein multi-scaling polynomials(BMSPs)and their properties are introduced.These polynomials are obtained by compressing Bernstein polynomials(BPs)under sub-intervals.Then,by using these polynomials,stochastic operational matrices of integration are generated.Moreover,by transforming the stochastic integral equation to a system of algebraic equations and solving this system using Newton’s method,the approximate solution of the stochastic Ito^(^)-Volterra integral equation is obtained.To illustrate the efficiency and accuracy of the proposed method,some examples are presented and the results are compared with other methods. 展开更多
关键词 Bernstein multi-scaling polynomial stochastic operational matrix stochastic Ito^(^)-Volterra inte-gral equation Brownian motion process
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A Schur-Horn Type Theorem for Symplectic Matrices
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作者 Shaowu Huang Yimin Wei 《Communications in Mathematical Research》 2025年第3期287-295,共9页
In this note,we establish a new version of Schur-Horn type theorem for symplectic matrices.Meanwhile,we establish a necessary and sufficient condition for the equality to hold in the above result.
关键词 Positive definite matrix symplectic matrix EQUALITY doubly stochastic matrix
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FLOCKING OF A THERMODYNAMIC CUCKER-SMALE MODEL WITH LOCAL VELOCITY INTERACTIONS
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作者 金春银 李双智 《Acta Mathematica Scientia》 SCIE CSCD 2024年第2期632-649,共18页
In this paper, we study the flocking behavior of a thermodynamic Cucker–Smale model with local velocity interactions. Using the spectral gap of a connected stochastic matrix, together with an elaborate estimate on pe... In this paper, we study the flocking behavior of a thermodynamic Cucker–Smale model with local velocity interactions. Using the spectral gap of a connected stochastic matrix, together with an elaborate estimate on perturbations of a linearized system, we provide a sufficient framework in terms of initial data and model parameters to guarantee flocking. Moreover, it is shown that the system achieves a consensus at an exponential rate. 展开更多
关键词 FLOCKING local interaction thermodynamical Cucker-Smale model stochastic matrix neighbor graph
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Estimates for Eigenvalues of Stochastic Matrices
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作者 Jia-li Zhou Min Wu +1 位作者 Shu-you Zhang Guo-ping Yang 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2011年第3期503-508,共6页
It is well-known that the eigenvalues of stochastic matrices lie in the unit circle and at least one of them has the value one. Let {1, r 2 , ··· , r N } be the eigenvalues of stochastic matrix X of siz... It is well-known that the eigenvalues of stochastic matrices lie in the unit circle and at least one of them has the value one. Let {1, r 2 , ··· , r N } be the eigenvalues of stochastic matrix X of size N × N . We will present in this paper a simple necessary and sufficient condition for X such that |r j | 〈 1, j = 2, ··· , N . Moreover, such condition can be very quickly examined by using some search algorithms from graph theory. 展开更多
关键词 Directed graph EIGENVALUES spectral radius stochastic matrix
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A NOTE ON THE STOCHASTIC ROOTS OF STOCHASTIC MATRICES
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作者 Eldon GUNN 《Systems Science and Systems Engineering》 CSCD 2003年第2期210-223,共14页
In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of2×2 stochastic matrices are found explicitly.A method based on characteristic polynomial of matrix isdeveloped t... In this paper, we study the stochastic root matrices of stochastic matrices. All stochastic roots of2×2 stochastic matrices are found explicitly.A method based on characteristic polynomial of matrix isdeveloped to find all real root matrices that are functions of the original 3×3 matrix, including allpossible(function)stochastic root matrices. In addition, we comment on some numerical methods forcomputing stochastic root matrices of stochastic matrices. 展开更多
关键词 Markov chain stochastic matrix matrix root linear algebra
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Connectivity and synchronization of Vicsek model 被引量:7
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作者 LIU ZhiXin GUO Lei 《Science in China(Series F)》 2008年第7期848-858,共11页
The collective behavior of multi-agent systems is an important studying point for the investigation of complex systems, and a basic model of multi-agent systems is the so called Vicsek model, which possesses some key ... The collective behavior of multi-agent systems is an important studying point for the investigation of complex systems, and a basic model of multi-agent systems is the so called Vicsek model, which possesses some key features of complex systems, such as dynamic behavior, local interaction, changing neighborhood, etc. This model looks simple, but the nonlinearly coupled relationship makes the theoretical analysis quite complicated. Jadbabaie et al. analyzed the linearized heading equations in this model and showed that all agents will synchronize eventually, provided that the neighbor graphs associated with the agents' positions satisfy a certain connectivity condition. Much subsequent research effort has been devoted to the analysis of the Vicsek model since the publication of Jadbabaie's work. However, an unresolved key problem is when such a connectivity is satisfied. This paper given a sufficient condition to guarantee the synchronization of the Vicsek model, which is imposed on the model parameters only. Moreover, some counterexamples are given to show that the connectivity of the neighbor graphs is not sufficient for synchronization of the Vicsek model if the initial headings are allowed to be in [0,2π), which reveals some fundamental differences between the Vicsek model and its linearized version. 展开更多
关键词 Vicsek model SYNCHRONIZATION stochastic matrix CONNECTIVITY neighbor graph
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Robust consensus of multi-agent systems with noise 被引量:6
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作者 WANG Lin LIU ZhiXin 《Science in China(Series F)》 2009年第5期824-834,共11页
The consensus problem of multi-agent systems has attracted wide attention from researchers in recent years, following the initial work of Jadbabaie et al. on the analysis of a simplified Vicsek model. While the origin... The consensus problem of multi-agent systems has attracted wide attention from researchers in recent years, following the initial work of Jadbabaie et al. on the analysis of a simplified Vicsek model. While the original Vicsek model contains noise effects, almost all the existing theoretical results on consensus problem, however, do not take the noise effects into account. The purpose of this paper is to initiate a study of the consensus problems under noise disturbances. First, the class of multi-agent systems under study is transformed into a general time-varying system with noise. Then, for such a system, the equivalent relationships are established among (i) robust consensus, (ii) the positivity of the second smallest eigenvalue of a weighted Laplacian matrix, and (iii) the joint connectivity of the associated dynamical neighbor graphs. Finally, this basic equivalence result is shown to be applicable to several classes of concrete multi-agent models with noise. 展开更多
关键词 time-varying systems stochastic matrix robust consensus CONNECTIVITY exponential stability Vicsek model
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Flocking of a Cucker–Smale Type Model with Compactly Supported Interaction Functions
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作者 Chun Yin JIN Shuang Zhi LI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2024年第9期2285-2296,共12页
How to analyze flocking behaviors of a multi-agent system with local interaction functions is a challenging problem in theory.Motsch and Tadmor in 2011 also stressed the significance to assume that the interaction fun... How to analyze flocking behaviors of a multi-agent system with local interaction functions is a challenging problem in theory.Motsch and Tadmor in 2011 also stressed the significance to assume that the interaction function is rapidly decaying or cut-off at a finite distance(cf.Motsch and Tadmor in J.Stat.Phys.2011).In this paper,we study the flocking behavior of a Cucker–Smale type model with compactly supported interaction functions.Using properties of a connected stochastic matrix,together with an elaborate analysis on perturbations of a linearized system,we obtain a sufficient condition imposed only on model parameters and initial data to guarantee flocking.Moreover,it is shown that the system achieves flocking at an exponential rate. 展开更多
关键词 Cucker-Smale model local interaction FLOCKING stochastic matrix neighbor graph
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On Compact Graphs
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作者 Ping WANG Jiong Sheng LI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2005年第5期1087-1092,共6页
Let G be a finite simple graph with adjacency matrix A, and let P(A) be the convex closure of the set of all permutation matrices commuting with A. G is said to be compact if every doubly stochastic matrix which com... Let G be a finite simple graph with adjacency matrix A, and let P(A) be the convex closure of the set of all permutation matrices commuting with A. G is said to be compact if every doubly stochastic matrix which commutes with A is in P(A). In this paper, we characterize 3-regular compact graphs and prove that if G is a connected regular compact graph, G - v is also compact, and give a family of almost regular compact connected graphs. 展开更多
关键词 Double stochastic matrix Compact graph Automorphism group
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