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The (strong and weak) well-posedness is proved for singular SDEs depending on the distribution density point-wisely and globally, where the drift satisfies a local integrability condition in time-spatial variables, and is Lipschitz…

Probability · Mathematics 2023-09-11 Feng-Yu Wang

We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…

Classical Analysis and ODEs · Mathematics 2020-10-09 Teresa Faria

This article addresses a new class of fractional nonlocal neutral stochastic differential system of order 1<q<2 including non-instantaneous impulses(NIIs) and state-dependent delay(SDD) with the Poisson jumps and the Wiener process in…

Analysis of PDEs · Mathematics 2021-11-25 Surendra Kumar , Anjali Upadhyay

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one…

Dynamical Systems · Mathematics 2017-12-14 Jan Sieber

The Stieltjes classes play a significant role in the moment problem since they permit to expose an infinite family of probability distributions all having equal moments of all orders. Given a moment-indeterminate distribution, it may not be…

Probability · Mathematics 2019-07-08 Sofiya Ostrovska , Mehmet Turan

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

Probability · Mathematics 2011-11-02 Benjamin Gess

We prove new results on the existence of positive solutions for some impulsive differential equation subject to nonlocal boundary conditions. Our boundary conditions involve an affine functional given by a Stieltjes integral. These cover…

Classical Analysis and ODEs · Mathematics 2013-04-02 Gennaro Infante , Paolamaria Pietramala

The aim of this paper is to obtain an estimation of Hausdorff as well as fractal dimensions of random attractors for a class of stochastic partial differential equations with delay. The stochastic equation is first transformed into a…

Probability · Mathematics 2023-02-14 Wenjie Hu , Tomás Caraballo

In this paper we are concerned with one-dimensional backward stochastic differential equations (BSDE in short) of the following type: \[Y_t=\xi -\int_{t\wedge \tau}^{\tau}Y_r|Y_r|^q dr-\int_{t\wedge \tau}^{\tau}Z_r dB_r,\qquad t\geq 0,\]…

Probability · Mathematics 2009-09-29 A. Popier

Discrete Ginzburg-Landau (DGL) equations with non-local nonlinearities have been established as significant inherently discrete models in numerous physical contexts, similar to their counterparts with local nonlinear terms. We study two…

Analysis of PDEs · Mathematics 2021-10-25 Dirk Hennig , Nikos I. Karachalios

We consider a general stochastic differential delay equation (SDDE) with state-dependent colored noises and derive its limit as the time delays and the correlation times of the noises go to zero. The work is motivated by an experiment…

Mathematical Physics · Physics 2019-05-21 Scott Hottovy , Austin McDaniel , Jan Wehr

Classical solutions to PDEs with discrete state-dependent delay are studied. We prove the well-posedness in a set $X_F$ which is an analogous to the solution manifold used for ordinary differential equations with state-dependent delay. We…

Analysis of PDEs · Mathematics 2017-06-29 Tibor Krisztin , Alexander Rezounenko

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…

Probability · Mathematics 2016-11-02 Austin McDaniel , Ozer Duman , Giovanni Volpe , Jan Wehr

Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz continuous derivatives is well understood in the literature.…

Probability · Mathematics 2022-04-27 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…

Numerical Analysis · Mathematics 2025-11-03 Alessia andò , Jan Sieber

We consider state-dependent delay equations (SDDE) obtained by adding delays to a planar ordinary differential equation with a limit cycle. These situations appear in models of several physical processes, where small delay effects are…

Dynamical Systems · Mathematics 2021-08-13 Jiaqi Yang , Joan Gimeno , Rafael de la Llave

In this work we study a dissipative one dimensional scalar parabolic problem with non-local nonlinear diffusion with delay. We consider the general situation in which the functions involved are only continuous and solutions may not be…

Analysis of PDEs · Mathematics 2025-06-11 Tomás Caraballo , A. N. Carvalho , Yessica Julio

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

Probability · Mathematics 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan