Industrial Engineering and Management Systems

Korean Institute of Industrial Engineers (대한산업공학회)
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Stability Analysis of Linear Uncertain Differential Equations

  • Chen, Xiaowei (Department of Risk Management and Insurance, Nankai University) ;
  • Gao, Jinwu (School of Information, Renmin University of China)
  • Received : 2012.08.12
  • Accepted : 2013.03.06
  • Published : 2013.03.31
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Abstract

Uncertainty theory is a branch of mathematics based on normolity, duality, subadditivity and product axioms. Uncertain process is a sequence of uncertain variables indexed by time. Canonical Liu process is an uncertain process with stationary and independent increments. And the increments follow normal uncertainty distributions. Uncertain differential equation is a type of differential equation driven by the canonical Liu process. Stability analysis on uncertain differential equation is to investigate the qualitative properties, which is significant both in theory and application for uncertain differential equations. This paper aims to study stability properties of linear uncertain differential equations. First, the stability concepts are introduced. And then, several sufficient and necessary conditions of stability for linear uncertain differential equations are proposed. Besides, some examples are discussed.

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References

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