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We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type): \[ \left\{\begin{array} [c]{r} dX(t)+\partial\varphi\left(X(t)\right)…

Probability · Mathematics 2013-05-31 Bakarime Diomande , Lucian Maticiuc

Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…

Quantitative Methods · Quantitative Biology 2016-09-28 Jingchen Feng , Stuart Sevier , Bin Huang , Dongya Jia , Herbert Levine

This paper considers linear functional equations on $\mathbb R^d$ with distributed delays defined by matrix-valued measures of bounded variation. More precisely, we are interested in providing conditions to ensure that the exponential…

Dynamical Systems · Mathematics 2025-10-30 Yacine Chitour , Felipe Gonçalves Netto , Guilherme Mazanti

This paper presents necessary and sufficient conditions for the existence of a real root of maximal multiplicity in the spectrum of a linear time-invariant single-delay equation of retarded type. We also prove that this root is always…

Optimization and Control · Mathematics 2022-02-21 Guilherme Mazanti , Islam Boussaada , Silviu-Iulian Niculescu

This paper considers linear delay-difference equations, that is, equations relating the state at a given time with its past values over a given bounded interval. After providing a well-posedness result and recalling Hale--Silkowski…

Dynamical Systems · Mathematics 2025-06-06 Felipe Gonçalves Netto , Yacine Chitour , Guilherme Mazanti

This work concerns the dynamics of a certain class of delay differential equations (DDEs) which we refer to as state dependent delay maps. These maps are generated by delay differential equations where the derivative of the current state…

Dynamical Systems · Mathematics 2022-11-21 J. D. Mireles James , Francis Motta , Vincent Naudot

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…

Probability · Mathematics 2014-04-07 Nishanth Lingala , N. Sri Namachchivaya

Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…

Exactly Solvable and Integrable Systems · Physics 2024-06-03 Andrei D. Polyanin

We discuss the non-uniqueness of continuous solutions to differential equations with a {\it discrete } state-dependent delay and continuous initial functions. We are interested not only in the fact (conditions) of non-uniqueness, but in…

Classical Analysis and ODEs · Mathematics 2026-04-14 Alexander Rezounenko

The focal point of this paper is to theoretically investigate and numerically validate the effect of time delay on the exponential stabilization of a class of coupled hyperbolic systems with delayed and non-delayed dampings. The class in…

Optimization and Control · Mathematics 2024-10-15 Alhabib Moumni , Mohamed Mehdaoui , Jawad Salhi , Mouhcine Tilioua

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

Non-Markovian dynamics is ubiquitous in both quantum and classical systems, but the numerical computation of the time-delay dynamics is demanding. In this work, we propose an efficient quantum algorithm for solving linear distributed delay…

Quantum Physics · Physics 2026-03-19 Wataru Setoyama , Keisuke Fujii

The main purpose of this paper is to provide a summary of the fundamental methods for analyzing delay differential equations arising in biology and medicine. These methods are employed to illustrate the effects of time delay on the behavior…

Dynamical Systems · Mathematics 2017-01-17 Majid Bani-Yaghoub

We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…

chao-dyn · Physics 2009-10-31 M. J. Bünner , M. Ciofini , A. Giaquinta , R. Hegger , H. Kantz , R. Meucci , A. Politi

In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter of the solutions. Based on the techniques of Malliavin…

Probability · Mathematics 2021-09-07 T. C. Son , N. T. Dung , N. V. Tan , T. M. Cuong , H. T. P. Thao , P. D. Tung

Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Iman Shafikhani , Hazhar Sufi Karimi , Mohammad Mohammadian , Amin Ramezani , Hamid Reza Momeni

We construct a class of exponential type solutions for the linear, delayed heat equation. These representations may be used to provide a priori ansatzes for certain boundary and/or initial-value problems arising in heat transfer. Several of…

Analysis of PDEs · Mathematics 2020-06-26 Isom H. Herron , Ronald E. Mickens

In this paper, we consider a linear heat equation with constant coefficients and a single constant delay. Such equations are commonly used to model and study various problems arising in ecology and population biology when describing the…

Analysis of PDEs · Mathematics 2014-01-23 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick
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