Growth and fluctuation in perturbed nonlinear Volterra equations

We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state, in the sense that the state--dependence is negligible relativ...

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Veröffentlicht in:arXiv.org 2020-11
Hauptverfasser: Appleby, John A D, Patterson, Denis D
Format: Artikel
Sprache:eng
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Zusammenfassung:We develop precise bounds on the growth rates and fluctuation sizes of unbounded solutions of deterministic and stochastic nonlinear Volterra equations perturbed by external forces. The equation is sublinear for large values of the state, in the sense that the state--dependence is negligible relative to linear functions. If an appropriate functional of the forcing term has a limit \(L\) at infinity, the solution of the differential equation behaves asymptotically like the underlying unforced equation when \(L=0\), like the forcing term when \(L=+\infty\), and inherits properties of both the forcing term and underlying differential equation for values of \(L\in (0,\infty)\). Our approach carries over in a natural way to stochastic equations with additive noise and we treat the illustrative cases of Brownian and Lévy noise.
ISSN:2331-8422