On the role of diffusion factors in stability analysis for p-Laplace dynamical equations involved to BAM Cohen-Grossberg neural network

Pattern Formation in a Reaction-Diffusion BAM Neural Network With Time Delay: (k1, k2) Mode Hopf-Zero Bifurcation Case

This article investigates the joint effects of connection weight and time delay on pattern formation for a delayed reaction-diffusion BAM neural network (RDBAMNN) with Neumann boundary conditions by using the (k₁,k₂) mode Hopf-zero bifurcation. First, the conditions for k₁ mode zero bifurcation are obtained by choosing connection weight as the bifurcation parameter. It is found that the connection weight has a great impact on the properties of steady state. With connection weight increasing, the homogeneous steady state becomes inhomogeneous, which means that the connection weight can affect the spatial stability of steady state. Then, the specified conditions for the k₂ mode Hopf bifurcation and the (k₁,k₂) mode Hopf-zero bifurcation are established. By using the center manifold, the third-order normal form of the Hopf-zero bifurcation is obtained. Through the analysis of the normal form, the bifurcation diagrams on two parameters' planes (connection weight and time delay) are obtained, which contains six areas. Some interesting spatial patterns are found in these areas: a homogeneous periodic solution, a homogeneous steady state, two inhomogeneous steady state, and two inhomogeneous periodic solutions.

pth Moment Stability of a Stationary Solution for a Reaction Diffusion System with Distributed Delays

In this paper, the Sobolev embedding theorem, Holder inequality, the Lebesgue contrl convergence theorem, the operator norm estimation technique, and critical point theory are employed to prove the existence of nontrivial stationary solution for p-Laplacian diffusion system with distributed delays. Furthermore, by giving the definition of pth moment stability, the authors use the Lyapunovfunctional method and Kamke function to derive the stability of nontrivialstationary solution. Moreover, a numerical example illuminates the effectiveness of the proposed methods. Finally, an interesting further thought is put forward, which is conducive to the in-depth study of the problem.

Global Stability of a Markovian Jumping Chaotic Financial System with Partially Unknown Transition Rates under Impulsive Control Involved in the Positive Interest Rate

The intrinsic instability of the financial system itself results in chaos and unpredictable economic behavior. To gain the globally asymptotic stability of the equilibrium point with a positive interest rate of the chaotic financial system, pulse control is sometimes very necessary and is employed in this paper to derive the globally exponential stability of financial system. It should be pointed out that the delayed feedback model brings an essential difficulty so that the regional control method has to be adopted. In this paper, the author firstly employs impulsive control, regional control, the Lyapunov function technique, and variational methods to derive the stochastically globally asymptotic stability criterion of the economic balance point with a positive interest rate for a delayed feedback financial system with Markovian jumping and partially unknown transition rates. Besides, the mathematical induction method and the proof by contradiction are applied synthetically to deduce the globally exponential stability of the equilibrium point with a positive interest rate for the impulsive financial system without time-delays. Moreover, numerical examples illustrate that under suitable data conditions on the two main criteria mentioned above, the interest rates are positive decimals when the financial system reaches stability, which means better economic significance.