It is generally considered that attractivity is a concept that describes the overall characteristics of a system. This paper aims to study Pth moment attractivity for one order uncertain differential systems. According to the theory of uncertain differential systems, the concept of Pth moment attractivity is given. Moreover, the Pth moment attractivity of a class of nonlinear uncertain differential systems is studied and the judgment conditions of linear uncertain differential systems are derived.
Differential system can accurately describe objective phenomena. It is a very important method to solve mathematical and life problems. Lyapunov proposed the motion stability theory, which is used to solve the trend problem that the initial perturbation of the solution of the equation does not affect the solution of the original equation, and has been widely used in engineering technology, astronomy, and physics.
The motion of the state of a system can be described by differential equations. Due to the complexity of the world, the system is often disturbed by external factors. In these cases, stochastic or fuzzy differential system may be used to deal with this situation. So research on these systems arised. For example, see the literatures [1–6] and so on.
There is a lot of uncertainty in all its forms, for instance “about 1000m”, “cold”, “high”, etc. These are what we call human uncertainty. For handling human uncertainty, the theory with uncertainty was founded [7] and refined [8] by Liu. Since stability for uncertain differential systems(u-d-ss) was introduced by Liu [9], the study of stability has received much attention. Some investigations on the stability of u-d-ss may be found in literature such as stability for u-d-ss [10–12], multi-dimensional u-d-s [13–15], u-d-s with jumps [16–19], uncertain delay differential systems [20, 21].
For a stable system, if a perturbation from the initial state is small enough, it will lead to a corresponding deviation (disturbed motion from the equilibrium state of a system), which is also small enough. Furthermore, if all disturbed motion goes back to the original equilibrium state when time tends to infinity, this stable system is asymptotically stable. The difference between stability and asymptotically stability lies in whether the system is attractive. Some attractivity concepts of u-d-ss was introduced in [22–25]. And the corresponding judging conditions for attractivity are given.
With the widespread use of u-d-ss, there is a need to study their attractivity. In this paper, we will introduce the Pth moment attractivity concept of solutions for u-d-ss. Then the corresponding conditions of attractivity will be deduced. The rest of this article is structured as below. The basic theories and theorems supporting this paper will be introduced in Section 2. In Section 3, we will present the concept of Pth moment attractivity of solutions. In Section 4, the Pth moment attractivity of a class of nonlinear u-d-ss will be studied and the judgment conditions of linear u-d-ss will be derived.
Preliminary
In order to facilitate, we will review some useful concepts and theorems established by Professor Liu in the theory of uncertainty. Suppose that the triplet (Γ, , ) is an uncertainty space. If ζ is a measurable function from (Γ, , ) to the set of real numbers, it is an uncertain variable, so to speak. In other words, for every Borel set of real numbers, {ζ ∈ B} = {γ ∈ Γ ∣ ζ (γ) ∈ B} is an event.
Definition 2.1. ([9]) In any partition of closed interval [A0, A1], arbitrarily insert (n+1) points, and set point for A0 = t1 < t2 ⋯ < tn+1 = A1, the mesh can be noted as following
If the following limit exists a.s. and is finite.
Then we call this limit value the integral of Zt, i.e,
Such a case, Zt is considered integrable.
Definition 2.2. ([9]) With respect to t, supposed that gt is an integrable function. Then, at each time s
is a normal uncertainty variable with
Definition 2.3. ([26]) An uncertain differential system is as follows
And the solution Zt of (1) is an uncertainty process which satisfies .
Definition 2.4. ([22]) If for any two solutions Z1t and Z2t whose initial values are Z10 and Z20, respectively. is considered
attractive in mean if here exists which satisfies when |Z10 - Z20| < σ, it is obtained
attractive in measure if for any given , here exists which satisfies when |Z10 - Z20| < σ, it is obtained
Theorem 2.1([7]) Ifdefined on [0, ∞) is a nonnegative even function and monotonically increasing, then for any given, one can be obtained.
where ς is an uncertain variable.
Theorem 2.2([27]) If Zt is an integrable uncertainty process on [m1, m2] about t, it can be obtained.
in which where K (γ) is the Lipschitz constant of the sample path Ct (γ).
Theorem 2.4([11]) If Ctis a canonical process, it can be obtained
in which, for each γ, K (γ) is a Lipschitz constant of Ct (γ).
Concept of Pth moment attractivity
We will introduce Pth moment attractivity concept for
Definition 3.1. If Z1t and Z2t are any two solutions of ((3)) with different initial values Z10 and Z20, respectively, the system ((3)) is considered attractive in Pth moment if here exists σ > 0 which satisfies when |Z10 - Z20| < σ, it follows that
Especially, if P = 1, it is attractive in mean.
Example 3.1. Analyse a system with the following form
Then we can easily get
It follows that
Since and , we have
we immediately obtain
Thus is attractive in 2th moment.
Example 3.2. We analyse a u-d-ss with the following form
For two different initial values Z10 and Z20, we suppose that Z1t and Z2t are any two solutions with them, respectively. Then
Since
Then the u-d-s dZt = μ dt + σ dCt is not attractive in Pth moment.
Attractivity results
This section is divided into two parts. In part 1, we deduce that Pth moment attractivity implies attractivity in measure, and consider the judgment conditions of Pth moment attractivity for a special class of nonlinear u-d-s. In part 2, we present the sufficient and necessary of Pth moment attractivity for linear u-d-ss.
Attractivity for nonlinear u-d-s
Theorem 4.1If the u-d-s ((3)) is attractive in Pth moment, then it is attractive in measure.
Proof. According to the definition of attractivity in Pth moment, here exists , if |Z10 - Z20| < σ, it is easy to get
For any given , from Markov inequality, we have
Thus attractivity in Pth moment implies attractivity in measure.
Theorem 4.2For any two positive integer P0 and P1, and P1 > P0 > 0, then u-d-s ((3)) is attractive in P0th moment if it is attractive in P1th moment.
Proof. Following the definition of attractivity in P1th moment, there exists σ > 0 satisfying when |Z10 - Z20| < σ, we can get
From inequality, we can get
Thus attractivity in P1th moment implies attractivity in P0th moment for u-d-s ((3)) with P1 > P0 > 0. Then the theorem has been proved.
Theorem 4.3.if the following inequality holds,
in which, when t ∈ [0, + ∞), L(t) is not only bounded but also integrable. Then the nonlinear uncertain differential system
is attractive in Pth moment if and only if
Proof. By means of the Theorem 2.3,
and
Then for each γ, by using Grownwall’s inequality,
So
From the Theorem 2.4, ∀ς > 0,
And based on , Then
So if and only if .
Example 4.1. Think about the following system
we can get
and By Theorem 4.3, the system
is attractive in Pth moment.
Attractivity for linear u-d-s
Theorem 4.4.Assuming that A1t, A2t, B1t, B2t are all continuous functions on [0, + ∞). IfThen the linear u-d-s
is attractive in Pth moment if and only if
Proof. Suppose that Z1t and Z2t are any two solutions of (5) with different initial values Z10 and Z10, respectively. We can easily get the following equation
Then we can get
Since and , we have
Obviously,
is equivalent to
Therefore the linear u-d-s (5) is attractive in Pth moment if and only if
Example 4.2. For the following u-d-s
Since A1t = - exp(t) and B1t = exp(-8t) , it is easy to get
Thus dZt = - exp(t) Zt dt + exp(-8t) Zt dCt is attractive in 14th moment.
Conclusion
In the article, we presented attractivity in Pth moment concept of uncertain differential systems. Based on Grownwall’s inequality and Mokov inequality, we considered attractivity in Pth moment for a kind of nonlinear u-d-s and presented the judgment conditions of attractivity in Pth moment for linear u-d-ss.
Footnotes
Acknowledgements
This work is supported by the National Natural Science Foundation of China (No.61273009).
Compliance with ethical standards
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