# p-Moment Stability of Stochastic Differential Delay Systems with Impulsive Jump and Markovian Switching

Authors: Lijun Gao
Journal: Mathematical Problems in Engineering
 (2013)

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## Abstract

This paper investigatesp-moment stability of the stochastic differential delay systems with impulsive jump and Markovian switching. Some stability criteria are obtained based on Lyapunov functional method and stochastic theory. It is shown that, even if all the subsystems governing the continuous dynamics without impulse are not stable, as impulsive and switching signal satisfies a dwell-time upper bound condition, impulses can stabilize the systems in the p-moment stability sense. The opposite situation is also developed for which all the subsystems governing the continuous dynamics are p-moment stable. The results can be easily applied to stochastic systems with arbitrarily large delays. The efficiency of the proposed results is illustrated by two numerical examples.


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## Body

## 1. Introduction

Stochastic differential systems which include stochastic delay differential systems have attracted much attention, owing to stochastic modeling having played an important role in many ways such as science and engineering and forecast of the growth of population [1, 2]. Stability analysis of different stochastic systems has been a subject of intense activities in the literature [3–9]. Switched systems are an important class of hybrid dynamical systems which are composed of a family of continuous time or discrete-time dynamical systems and a rule that orchestrates the switching among them [10]. A particular class of switched systems is named as markovian switched systems, whose system mode is governed by a Markov process. During the past few decades, many issues on Markovian switched systems such as stability and stabilization [11–14], H∞ control and filtering [15], and adaptive control problem [16, 17] have been well investigated.Beside stochastic effects and markovian switching, impulsive effect likewise exists in many evolution processed in which systems states change abruptly at certain moments of time, involving such fields as biology, engineering, and information science [18]. Therefore, the stability investigation of stochastic differential systems with impulsive jump is interesting to many investigators. The p-moment stability of stochastic differential systems is studied in [19] for the systems with impulsive jump, nonswitched, and no time delay. Thus, the results in [19] cannot be easily applied to the class of impulsive systems with markovian switching and time-varying delay. Liu and Peng [20] discussed the p-moment stability of stochastic differential delay systems with impulsive jump and markovian switching. It is shown that when the delayed continuous dynamics are p-moment stable, the stability properties is not destroyed by impulse at discrete instants irrespective of the length of delay. It is also noticed that the conclusions received in [20] are restricted to the case that are all the subsystems that govern the continuous dynamics are stable in p-moment sense. There is no attention has been paid to the class of hybrid systems in which all the subsystems that govern the continuous dynamics is not stable. Thus, how to establish a sufficient condition of p-moment stability for the class of stochastic delays hybrid systems is the key problem to be solved in future research.Based on the above analysis, in this work, thep-moment stability of stochastic differential delay systems with impulsive jump and markovian switching is investigated. Motivated by the work of [20], we first relax the global Lipschitz condition of impulsive control law Δx(tk). Then, we will propose some conditions of the p-moment stability for two classes of stochastic hybrid delay systems, that is, all the subsystems that govern the continuous dynamics are stable and not. Compared with [20], the criteria for the stable case in this paper are more general. Further, the results are applied to linear stochastic delay systems with arbitrarily large delays.


## 2. Preliminaries

Throughout this paper, unless otherwise specified, we let(Ω,F,{Ft}t≥0,P) be a complete probability space with a filtration {Ft}t≥0 satisfying the usual conditions, that is, it is right continuous and F0 contains all P-null sets. ω(t) is an m-dimensional Brownian motion defined on (Ω,F,{Ft}t≥0,P). Let Z+ define the set of nonnegative real numbers and Rn the n-dimensional real Euclidean space. |·| denotes the Euclidean norm for vectors or the spectral norm for matrices. For r>0, let PC([-r,0],Rn) denote the class of functions from [-r,0] to Rn satisfying the following: (i) it has at most a finite number of jump discontinuities on (-r,0]; (ii) it is continuous from the right at all points in [-r,0). For simplicity, PC is used for PC([-r,0],Rn) for the rest of this paper. For function ϕ:[-r,0]→Rn, a norm is defined as ∥ϕ∥r=sup-r≤θ≤0|ϕ(θ)|. Given x∈PC([-r,∞],Rn) and for each t∈R+, define xt,xt-∈PC by xt(s)=x(t+s) for -r≤s≤0 and xt-(s)=x(t+s) for -r≤s<0, respectively.  Denote by PCFtp the family of all Ft-measurable PC-valued random variables ϕ={ϕ(θ):-r≤θ≤0}, satisfying sup-r≤θ≤0E∥ϕ(θ)∥p<∞, where E stands for the mathematical expectation. Let PCFtb(δ)={ϕ:ϕ∈PCFtp([-r,0],Rn)andsup-r≤θ≤0E∥ϕ(θ)∥p<δ}.The Markov process{r(t),t≥0} represents the switching between the different modes taking values in a finite state space S={1,2,…,N} with generator π=(πij)N×N given by
(1)Pr{r(t+Δ)=j∣r(t)=i}={πijΔ+o(Δ),ifi≠j,1+πiiΔ+o(Δ),ifi=j,
where πij is the transition rate from mode i to j and satisfies the following relations:
(2)πij≥0,πii=-∑j≠iπij,
and o(Δ) is such that limΔ→0o(Δ)/Δ=0. We assume that the Markov chain r(t) is independent of the Brownian motion ω(·). It is known that almost every sample path of r(t) is a right-continuous step function with a finite number of simple jumps in any finite subinterval of R+=[0,+∞).Consider the following stochastic nonlinear delay system with impulsive jump and markovian switching(3)dx(t)=f(x(t),xt,t,r(t))dt+g(x(t),xt,t,r(t))dω(t),t≠tk,Δx(t)=Ik(x(t-),t),t=tk,x(t0+θ)=ϕ(θ),θ∈[-r,0],
where ϕ(θ)∈PC is the initial data, x(t)∈Rn is the systems state, x(t+) and x(t-) denote the limit from the right and the left at point t, respectively, and {tk:k∈Z+}⊂R+ a strictly increasing sequence. We assume that for each i∈S, given functional f:Rn×PC×S→Rn, g:Rn×PC×S→Rn×m satisfying f(0,0,t,i)≡g(0,0,t,i)≡0. Ik:Rn×R→Rn with Ik(0,t)≡0 is the change of state variable at instant tk. In this paper, we always assume that there exists a unique stochastic process satisfying systems (3), and all solutions of systems (3) are continuous on the right-hand side and on the left-hand side. Moreover, by f(0,0,t,i)≡g(0,0,t,i)≡0 and Ik(0,t)≡0, it is easily obtained that system (3) admits a trivial solution.Definition 1 (see [20]).
The trivial solution of system (3) is (1)
p-moment stable if for any initial data xt0=ϕ and any ε>0, there exists a δ>0 such that
(4)E∥x(t)∥p<ε,t≥t0,whenever∥ϕ∥rp<δ;(2)
uniformlyp-moment stable if the δ in (1) is independent of t0.Definition 2.
LetC2,1(Rn×[t0-r,∞]×S;R+) denote the family of all nonnegative functions V(x,t,i) that are continuously twice differentiable in x and once differentiable with respect to t. For each V(x,t,i)∈C2,1(Rn×[t0-r,∞]×S;R+), define an operator LV from Rn×[t0-r,∞]×S to R+ as follows:
(5)LV(x,t,i)=Vt(x,t,i)+Vx(x,t,i)f(x,y,t,i)+12trace[gT(x,y,t,i)Vxx(x,t,i)g(x,y,t,i)]+∑j=1NqijV(x,t,j),
where
(6)Vt(x,t,i)=∂V(x,t,i)∂t,Vx(x,t,i)=(∂V(x,t,i)∂x1,…,∂V(x,t,i)∂xn),Vxx(x,t,i)=(∂2V(x,t,i)∂xi∂xj)n×n.
Before giving the results, we need a lemma.Lemma 3 (see [20]).
IfV∈C2,1(Rn×[t0-r,∞]×S;R+), then for any stopping times 0≤t1≤t2<+∞,
(7)E(V(x(t2),t2,r(t2)))=E(V(x(t1),t1,r(t1)))+E(∫t1t2LV(x(s),s,r(s))ds),
as long as the integration involved exist and finite.


## 3. Main Results

In this section, Lyapunov-based sufficient conditions forp-moment stability of system (3) are developed. The first result is concerned with p-moment stability of system (3), in the case when all the subsystems governing the continuous dynamics of (3) are stable. Intuitively, the conditions in the following theorem consist of three aspects: (i) the Lyapunov-Krasovskii functionals satisfy certain positive definite and decrescent conditions; (ii) there exist some negative estimates of the upper right-hand derivatives of the functionals with respect to each stable mode of system (3); (iii) the jumps induced by the impulses and the estimates on the decay rate of continuous dynamics satisfy certain conditions.Theorem 4.
Assume that there exist functionV(x(t),t,i)∈C2,1(Rn×[t0-r,∞]×S;R+) and some positive constants p, a, b, ei, the nonnegative and continuous functions ci(t) and di(t), such that(i)
a|x|p≤V(x(t),t,i)≤b|xt|rp;(ii)
ELV(x(t),t,i)≤-ci(t)EV(x(t),t,i)+di(t)EV(xt,t,i), t∈[tk-1,tk), k=1,2,…;(iii)
EV(ϕ(0)+Ik(ϕ,tk,i~)≤eiV(ϕ(0),tk-,i);(iv)
0<c*<1, where c*=sup{ci*∣ci*=bei/a,i=1,2,…};(v)
ci(t)>di(t)/c*,t∈[tk,tk+1);then the trivial solution of system (3) is uniformly p-moment stable.Proof.
For anyε>0, there exists a δ=δ(ε)>0 such that δ<(ac*/b)ε independent of t0. For any t0≥0 and xt0=ϕ∈PCFtb(δ), let x(t)=x(t,t0,ϕ) be the solution of (3).
In the following, we will show that(8)EV(x(t),t,i)≤bc*δ,t∈[tk-1,tk),k∈Z+.
It will be firstly proved that
(9)EV(x(t),t,i)≤bc*δ,t∈[t0,t1).
For any initial data xt0∈PCFtb(δ), it follows from assumption (i) that
(10)EV(x(t),t,r(t))≤bE∥xt0∥rp≤bδ<bc*δ,t∈[t0-r,t0].
Suppose that (9) is not true, then there exists some t∈(t0,t1) such that
(11)EV(x(t),t,r(t))>bc*δ>bδ≥EV(x(t0),t0,r(t0)).
Set t*=inf{t∈[t0,t1):EV(x(t),t,r(t))>(b/c*)δ}. Observe that EV(x(t),t,r(t)) is continuous on t∈[t0,t1), then t*∈(t0,t1) and
(12)EV(x(t*),t*,r(t*))=bc*δ,(13)EV(x(t),t,r(t))<bc*δ,t∈[t0-r,t*).
In view of (10), define t**=sup{t∈[t0-r,t*]:EV(x(t),t,r(t))≤bδ}. Then t**∈(t0,t*) and
(14)EV(x(t**),t**,r(t**))=bδ,(15)EV(x(t),t,r(t))>bδ,t∈(t**,t*].
Consequently, in view of (10)–(15), for all t∈[t*,t**] and θ∈[-r,0], one has
(16)EV(x(t+θ),t+θ,r(t+θ))≤bc*δ≤1c*EV(x(t*),t*,r(t*))≤1c*EV(x(t),t,r(t)).
Now, combining (16) and condition (ii), we have
(17)ELV(x(t),t,r(t))≤-ci(t)EV(x(t),t,r(t))+di(t)EV(xt,t,r(t))≤(-ci(t)+di(t)c*)EV(x(t),t,r(t)).
Applying Lemma 3, integrating (17) on [t**,t*], one obtains that
(18)EV(x(t*),t*,r(t*))≤EV(x(t**),t**,r(t**))+∫t**t*(-ci(t)+di(t)c*)EV(x(s),s,r(s))ds.
By condition (v) and (14) and the Gronwall inequality, one has
(19)EV(x(t*),t*,r(t*))≤EV(x(t**),t**,r(t**))e(-ci(t)+(di(t)/c*))(t*-t**)≤EV(x(t**),t**,r(t**))=bδ<bc*δ.
Since (19) contradicts with (12), inequality (9) holds and (8) is true for k=1.
Now, assume that(20)EV(x(t),t,i)≤bc*δ,t∈[tk-1,tk),
for all k≤m, where k,m∈Z+. We proceed to show that
(21)EV(x(t),t,i)≤bc*δ,t∈[tm,tm+1).
Suppose that (21) is not true, set t¯=inf{t∈[tm,tm+1):EV(x(t),t,r(t))>(b/c*)δ}. From condition (i), (iv), and (21), we know that
(22)EV(x(tm),tm,r(tm))≤eimEV(x(tm-),tm-,r(tm-))≤beim∥xtm-∥rp≤beimasup-r≤θ≤0EV(x(tm-+θ),tm-+θ,r(tm-+θ))≤beimabc*δ≤bδ<bc*δ.
Owing to EV(x(t),t,r(t)) is continuous on t∈[tm,tm+1), then t¯∈(tm,tm+1) and
(23)EV(x(t¯),t¯,r(t¯))=bc*δ,(24)EV(x(t),t,r(t))<bc*δ,t∈[tm,t¯).
Define t_=sup{t∈[t0-r,t¯]:EV(x(t),t,r(t))≤bδ}, then t_∈(tm,t¯) and
(25)EV(x(t_),t_,r(t_))=bδ,(26)EV(x(t),t,r(t))>bδ,t∈(t_,t¯].
Fix any t∈[t_,t¯], when t+θ≥tm for all θ∈[-r,0], then from (22)–(26), one has
(27)EV(x(t+θ),t+θ,r(t+θ))≤bc*δ≤1c*EV(x(t¯),t¯,r(t¯))≤1c*EV(x(t),t,r(t)).
When t+θ<tm for some θ∈[-r,0], without loss of generality, we assume that t+θ∈[tl-1,tl) for some l∈Z+, l<m, then from (20) and (25), we obtain that(28)EV(x(t+θ),t+θ,r(t+θ))≤bc*δ≤1c*EV(x(t¯),t¯,r(t¯))≤1c*EV(x(t),t,r(t)).
Therefore, from condition (ii), (27), and (28), one gets
(29)ELV(x(t+θ),t+θ,r(t+θ))≤(-cim(t)+dim(t)c*)EV(x(t),t,r(t)).
Similar to the argument on [t**,t*], an application of Ito’s formula on [t_,t¯] will lead to EV(x(t¯),t¯,r(t¯))<(b/c*)δ, which would contradict with (23). So the inequality (21) is true. Therefore, by mathematical induction, one can obtain that (8) holds for all k∈Z+. Then from condition (i) and the definition of δ, we have
(30)E∥x(t)∥p≤bac*δ<ε,t≥t0.
According to Definition1, it is concluded that the trivial solution of system (3) is uniformly p-moment stable. The proof is complete.Corollary 5.
Assume that there exist functionV(x(t),t,i)∈C2,1(Rn×[t0-r,∞]×S;R+) and some positive constants p, a, b, ei, ci, and di such that(i)
a|x|p≤V(x(t),t,i)≤b|xt|rp;(ii)
ELV(x(t),t,i)≤-ciEV(x(t),t,i)+diEV(xt,t,i), t∈[tk-1,tk), k=1,2,…;(iii)
EV(ϕ(0)+Ik(ϕ,tk,i~)≤eiV(ϕ(0),tk-,i);(iv)
0<c*<1, where c*=sup{ci*∣ci*=(bei/a),i=1,2,…};(v)
ci>di/c*, t∈[tk,tk+1);then the trivial solution of system (3) is uniformly p-moment stable.Proof.
Replacingci(t) and di(t) in Theorem 4 with ci and di, respectively, we find that it is a direct conclusion of Theorem 4.Remark 6.
From condition (ii) in Theorem4, it is seen that each of the continuous dynamics is stable. On the other hand, from condition (iv), we see that each of the discrete dynamics is also stabilizing (0<c*<1 implies ei<1). It implies that the stability properties of a time-delay impulsive markovian switched system with stable continuous dynamics can be preserved under stabilizing impulsive perturbations irrespective of the times of impulses and switching. Hence, the bound of dwell-time is not necessary.Remark 7.
If condition (iii) is omitted in Corollary5, the result is consistent with that of Theorem 1 in [20]. Thus, the results in this work are an extension of that in [20].
We proceed to consider in next thep-moment stability of systems (3). It is supposed that all the subsystems governing the continuous dynamics of (3) can be unstable while the impulses are stabilizing. Intuitively, the conditions in the following theorem consist of four aspects: (i) the Lyapunov functionals satisfy certain positive definite and decrescent conditions; (ii) there exist some positive estimates of the upper right-hand derivatives of the functionals with respect to each unstable mode of system (3); (iii) the dwell time of each mode of system (3) satisfies some supper bounds; (iv) the jumps induced by the stabilizing impulses satisfy certain diminishing conditions.Theorem 8.
Assume that there exist functionV(x(t),t,i)∈C2,1(Rn×[t0-r,∞]×S;R+) and some positive scalars p, a, b, ei, ρ<1, α, and β such that(i)
a|x|p≤V(x(t),t,i)≤b|xt|rp;(ii)
EV(ϕ(0)+Ik(ϕ,tk,i~)≤ρeiV(ϕ(0),tk-,i);(iii)
0<c*<1, where c*=sup{ci*∣ci*=(b/a)ρei,i=1,2,…};(iv)
there exist nonnegative and piecewise continuous functionsci(t):[t0,∞)→Rn satisfying ∫tt+αci(s)ds≤αβ for all t≥t0, such that
(31)ELV(x(t),t,i)≤ci(t)EV(x(t),t,i),t∈[tk-1,tk),k=1,2,…,whenevert≥t0 and ϕ∈PCFtb are such that c*ELV(ϕ(s),t+s,i~)≤EV(ϕ(0),t,i);(v)
supk∈Z+{tk-tk-1}=α<-(1/β)ln((b/a)ρei), k∈Z+;then the trivial solution of system (3) is uniformly p-moment stable.Proof.
For anyε>0, there exists a δ=δ(ε)>0 such that δ<(ac*/b)ε independent of t0. For any t0≥0 and xt0=ϕ∈PCFtb(δ), let x(t)=x(t,t0,ϕ) be the solution of (3).
By generalized Ito’s formula (Lemma3), when t∈[tk,tk+1), we get
(32)EV(x(t),t,r(t))=EV(x(tk),tk,r(tk))+E(∫tktLV(x(s),s,r(s))ds)+E(∫tkt∂V(x(s),s,r(s))∂x(s)g(x(s),s,r(s))dω(s))=EV(x(tk),tk,r(tk))+E(∫tktLV(x(s),s,r(s))ds).
Given small enough Δt>0 such that t+Δt∈[tk,tk+1), one has
(33)EV(x(t+Δt),t+Δt,r(t+Δt))=EV(x(tk),tk,r(tk))+E(∫tkt+ΔtLV(x(s),s,r(s))ds),t∈[tk,tk+1).
In view of condition (iv), (32), and (33), it follows that(34)EV(x(t+Δt),t+Δt,r(t+Δt))-EV(x(t),t,r(t))=∫tt+ΔtELV(x(s),s,r(s))ds≤∫tt+Δtci(t)EV(x(s),s,r(s))ds,t∈[tk,tk+1).
From (34), one gets
(35)D+EV(x(t),t,r(t))≤ci(t)EV(x(t),t,r(t)),t∈[tk,tk+1),
where D+ is the Dini-derivative defined as
(36)D+V(t)=limh→0+supV(t+h)-V(t)h,
in which V(t) is continuous function.
In the following, we will show that(37)EV(x(t),t,i)≤bc*δ,t∈[tk-1,tk),k∈Z+.
For this purpose, we first prove that
(38)EV(x(t),t,i)≤bc*δ,t∈[t0,t1).
From condition (i) and xt0∈PCFtb(δ), it follows that
(39)EV(x(t),t,r(t))≤bE∥xt0∥rp≤bδ<bc*δ,t∈[t0-r,t0].
If (38) is not true, there must exist some t∈[t0,t1) such that
(40)EV(x(t),t,r(t))>bc*δ>bδ≥EV(x(t0),t0,r(t0)).
Let t*=inf{t∈[t0,t1):EV(x(t),t,r(t))>(b/c*)δ}. From (39), one has t*∈(t0,t1) and
(41)EV(x(t*),t*,r(t*))=bc*δ,EV(x(t),t,r(t))<bc*δ,t∈[t0-r,t*),D+EV(x(t*),t*,r(t*))≥0.
Owing to (b/c*)δ>bδ and EV(x(t),t,r(t))≤bδ for t∈[t0-r,t0], then there exists a t**∈[t0,t*) such that
(42)EV(x(t**),t**,r(t**))=bδ,EV(x(t),t,r(t))>bδ,t∈(t**,t*],D+EV(x(t*),t*,r(t*))≥0.
Consequently, by (41) and (42), for t∈[t*,t**], we have
(43)EV(x(t+s),t+s,r(t+s))≤bδc*≤1c*EV(x(t),t,r(t)).
So, for t∈[t*,t**], it has
(44)D+EV(x(t),t,r(t))≤ci(t)EV(x(t),t,r(t)).
Integrating (44) from t** to t*(45)∫t**t*D+EV(x(s),s,r(s))EV(x(s),s,r(s))ds≤∫t0t1ci(t)ds≤αβ.
Meanwhile, by condition (v), one has
(46)∫t**t*D+EV(x(s),s,r(s))EV(x(s),s,r(s))ds=∫EV(x(t**),t**,r(t**))EV(x(t*),t*,r(t*))1udu=∫bδ(b/c*)δ1udu=-lnc*>ci(t1-t0),
which is contradictory with (45), so (38) is true.
By condition (i) and (38), we have
(47)EV(x(t1),t1,r(t1))≤ρei1EV(x(t1-),t1-,r(t1-))≤bei1∥xt1-∥rp≤baρei1sup-r≤θ≤0EV(x(t1-+θ),t1-+θ,r(t1-+θ))≤babc*ρei1δ≤bδ<bc*δ.
Now, we assume that (37) holds for k=1,2,…,m, that is,
(48)EV(x(t),t,r(t))≤bc*δ,t∈[tk-1,tk].
We will prove that, for k=m+1,
(49)EV(x(t),t,r(t))≤bc*δ,t∈[tm,tm+1).
Suppose that (49) does not hold, by the same procedure as in [t0,t1), we can get a contradiction and (49) follows. Finally, we get
(50)E∥x(t)∥p≤bac*δ<ε,t≥t0.
From Definition 1, it is concluded that the trivial solution of system (3) is uniformly p-moment stable. The proof is complete.Corollary 9.
Assume that there exist positive scalarsp, a, b, ρ<1, ei, ci(i∈S), α, and β such that conditions (iv) in Theorem 8 are replaced by the following:(iv)*
there exists positive numberci such that
(51)ELV(x(t),t,i)≤ciEV(x(t),t,i),00000t∈[tk-1,tk),k=1,2,…,whenever t≥t0 and φ∈PCFtb([-r,0];Rn) are such that c*ELV(φ(s),t+s,i~)≤EV(φ(0),t,i); and all other conditions remain the same, then the trivial solution of system (3) is uniformly p-moment stable.Proof.
Similar to the procedure of Theorem8, correspondingly, the item ci(t) in the proof is replaced by ci.Remark 10.
It is clear that Theorem8 implies that each of the continuous dynamics can be unstable, since the item ci(t) in condition (iv), which characterizes the changing rate of Lyapunov function V(x(t),t,r(t)) at t, is assumed to be nonnegative. Theorem 8 shows that an unstable stochastic delay system can be successfully stabilized by impulse.Remark 11.
Constantei in condition (ii) characterizes certain perturbations in the overall impulsive stabilization process, that is, it is not strictly required by Theorem 8 that each impulse contributes to stabilize the system, as long as the overall contribution of the impulses is stabilizing. When ei≡1, it is easily obtained that each impulse must be stabilizing (ρ<1), which is more restrictive.
Now consider the linear stochastic system with impulses and markovian switching(52)dx(t)=[A(r(t))x(t)+B(r(t))x(t-r)]dt+[C(r(t))x(t)+D(r(t))x(t-r)]dω(t),000000000000000000000000000t≠tk,Δx(t)=Ek(x(t-),r(t)),t=tk,x(t0+θ)=ϕ(θ),θ∈[-r,0],
where Ai, Bi, Ci, Di, and Ek are all n×n matrices and ω is a one-dimensional standard wiener process. r(t) is a Markov chain taking values in S={1,2,…,N} in which the transition rate is πij.Theorem 12.
Whenr(t)=i∈S, define A(r(t))=Ai, B(r(t))=Bi, C(r(t))=Ci, D(r(t))=Di. (i)
If there exist constantspi, ci, di, ε1, and ε2 such that
(53)piλmax(AiT+Ai+ε1I)+pi(1+ε2)∥Di∥2+∑j=1Nπijpj≤-ci,pi{ε1-1∥Bi∥2+(1+ε2-1)∥Gi∥2}≤di;pici∥I+Ek∥2>di,then system (52) is uniformly p-moment stable.(ii)
If there exist constantsci, ε1, and ε2 such that
(54)piλmax(AiT+Ai+ε1I)+pi(1+ε2)∥Di∥2+∑j=1Nπijpj+2piln∥I+Ek∥×[ε1-1∥Bi∥2+(1+ε2-1)∥Gi∥2]≤ci;ln(pi∥I+Ek∥)≤-12ci(tk+1-tk),then system (52) is uniformly p-moment stable.Proof.
It is a direct consequence of Corollaries5 and 9 with V(x(t),r(t))=pi∥x(t)∥2.


## 4. Numerical Examples

The applicability of the results derived in the preceding section is illustrated by the following two examples.Example 1.
Consider the following linear impulsive switching delay system:(55)dx(t)=[A(r(t))x(t)+B(r(t))x(t-1)]dt+[C(r(t))x(t)+D(r(t))x(t-1)]dω(t),0000000000000000000000000000t≠tk,Δx(t)=Ek(x(t-),r(t)),t=tk,
where
(56)A1=[0.10.2-0.10.20.150.300.240.1],B1=[-0.240.0400.24-0.40.100.24-0.2],D1=[0.50.40.2-0.240.320.30.60.26-0.5],G1=[0.140-0.210.20.10.160.10.150.17],A2=[0.20.3-0.10.30.10.300.20.1],B2=[-0.20.0400.2-0.40.100.2-0.2],D2=[0.50.40.2-0.20.30.30.60.2-0.5],G2=[0.240-0.210.20.10.160.10.10.17],Ek=[-0.5000-0.4000-0.3],π=[-131323-23].
Set ε1=ε2=0.5, pi=1. It is easy to see that λmax(A1T+A1+0.5I)=1.3819, λmax(A2T+A2+0.5I)=1.5020, ∥B1∥2=0.3141, ∥B2∥2=0.2764, ∥D1∥2=0.9175, ∥D2∥2=0.8737, ∥G1∥2=0.1360, ∥G2∥2=0.1219, and ∥I+Ek∥2=4.9. Taking c1=3.1, c2=3.2, tk-tk-1=0.22, we can verify that all the conditions (ii) of Theorem 12 are satisfied:
(57)λmax(A1T+A1+ε1I)+(1+ε2)∥D1∥2+∑j=1Nπ1j+2ln∥I+Ek∥×[ε1-1∥B1∥2+(1+ε2-1)∥G1∥2]=3.0190≤c1=3.1;λmax(A2T+A2+ε1I)+(1+ε2)∥D1∥2+∑j=1Nπ2j+2ln∥I+Ek∥×[ε1-1∥B2∥2+(1+ε2-1)∥G2∥2]=3.1574≤c2=3.2;ln∥I+Ek∥2=-0.7133≤-ci(tk+1-tk)=-3.2×0.22=-0.7040.
So, system (55) is p-moment stable. Numerical simulations for this example are shown in Figures 1 and 2. It is clearly demonstrated that impulses can successfully stabilize an otherwise unstable stochastic delay system.Figure 1
State response of system (55) under impulsive perturbations.State response of system (55) without impulsive perturbations.
(a)
(b)Example 2.
Consider the following linear impulsive switching delay system:(58)dx(t)=[A(r(t))x(t)+B(r(t))x(t-1)]dt+[C(r(t))x(t)+D(r(t))x(t-1)]dω(t),0000000000000000000000000000t≠tk,Δx(t)=Ek(x(t-),r(t)),t=tk,
where
(59)A1=[-400-5],B1=[0.20.30.50.1],D1=[0.30.40.50.2],G1=[0.80.10.10.3],Ek=[-0.60.50.3-0.5],A2=[-300-4],B2=[0.30.50.40.3],D2=[0.50.10.40.1],G2=[0.20.20.10.4],(60)P=[0.50.50.50.5].
Choosing ε1=ε2=2,pi=1. It is easy to see that λmax(A1T+A1+2I)=-6, λmax(A2T+A2+2I)=-4, ∥B1∥2=0.3403, ∥B2∥2=0.5687, ∥D1∥2=0.5009, ∥D2∥2=0.4298, ∥G1∥2=0.6712, ∥G2∥2=0.2347, ∥I+Ek∥2=0.7467. Taking c1=3.3, c2=1.6, d1=1.2, d2=0.65, we can verify that all the conditions (i) of Theorem 12 are satisfied:(61)λmax(AiT+Ai+ε1I)+(1+ε2)∥Di∥2+∑j=1Nπij={-3.4973<-3.3=c1;-1.7166<-1.6=c2;ε1-1∥Bi∥2+(1+ε2-1)∥Gi∥2={1.1770<1.2=d1;0.6364<0.65=d2;(62)∥I+Ek∥2ci=0.7467×{3.3=2.4641>1.2=d1;1.6=1.1947>0.65=d2.
Theorem 12 guarantees that the trivial solution of system (58) is p-moment stable.  Numerical simulations are shown in Figure 3. It is clearly demonstrated that the p-moment stability properties can be preserved irrespective of the length of the delay.Figure 3
State response of system (58) under impulsive perturbations


## 5. Conclusions

In this paper, a method of multiple Lyapunov functionals has been applied to deal with the effects of impulses onp-moment stability of stochastic differential delay systems with impulsive jump and markovian switching. Some stability criteria are obtained based on Lyapunov functional method and stochastic theory. It is shown that, even if all the subsystems governing the continuous dynamics without impulse are not stable, as impulsive and switching signal satisfies a dwell-time upper bound condition, impulses can stabilize the systems in the p-moment stability sense. The opposite situation is also developed for which all the subsystems governing the continuous dynamics without impulse are p-moment stable. Applying the derived results to a class of stochastic systems with arbitrarily large delays, the deduced new stability criteria can relax some restrictions on impulses imposed by the existing results. Two illustrative examples have been provided to demonstrate the main theoretical analysis.



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*Source: 401538-2013-05-23.xml*