On convergence of solutions to difference equations with additive perturbations

TL;DR

This paper investigates how additive perturbations, both deterministic and stochastic, affect the stability and convergence of solutions in difference equations, providing conditions under which solutions tend to equilibrium or stay near zero.

Contribution

It introduces new conditions under which solutions to perturbed difference equations converge to equilibrium or remain near zero, extending stability analysis to stochastic perturbations.

Findings

Deterministic perturbations can prevent convergence to equilibrium.

Bounded stochastic perturbations can cause solutions to stay near zero.

Under certain conditions, solutions almost surely tend to the positive equilibrium.

Abstract

Various types of stabilizing controls lead to a deterministic difference equation with the following property: once the initial value is positive, the solution tends to the unique positive equilibrium. Introducing additive perturbations can change this picture: we give examples of difference equations experiencing additive perturbations which have solutions staying around zero rather than tending to the unique positive equilibrium. When perturbations are stochastic with a bounded support, we give an upper estimate for the probability that the solution can stay around zero. Applying extra conditions on the behavior of the map function $f$ at zero or on the amplitudes of stochastic perturbations, we prove that the solution tends to the unique positive equilibrium almost surely. In particular, this holds either for all amplitudes when the right derivative of the map $f$ at zero exceeds one or, independently of the behavior of $f$ at zero, when the amplitudes are not square summable.