English
Related papers

Related papers: Approximation of Linear Differential Equations wit…

200 papers

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…

Probability · Mathematics 2012-12-17 Istvan Gyöngy , Sotirios Sabanis

While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the…

Optimization and Control · Mathematics 2016-08-01 Corentin Briat , Mustafa Khammash

This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…

Dynamical Systems · Mathematics 2024-10-07 Laurent Baratchart , Sébastien Fueyo , Jean-Baptiste Pomet

Explicit formulas expressing the solution to non-autonomous differential equations are of great importance in many application domains such as control theory or numerical operator splitting. In particular, intrinsic formulas allowing to…

Classical Analysis and ODEs · Mathematics 2023-03-13 Karine Beauchard , Jérémy Le Borgne , Frédéric Marbach

In present paper, we establish sufficient conditions for existence and stability of solutions for system of nonlinear implicit fractional differential equations. The main techniques are based on method of successive approximations. Finally,…

Classical Analysis and ODEs · Mathematics 2017-07-25 D. B. Dhaigude , Sandeep P. Bhairat

We propose and analyze the numerical approximation for a viscoelastic Euler-Bernoulli beam model containing a nonlinear strong damping coefficient. The finite difference method is used for spatial discretization, while the backward Euler…

Numerical Analysis · Mathematics 2025-05-06 Wenlin Qiu , Xiangcheng Zheng , Tao Guo , Xu Xiao

We prove the equivalence of the well-posedness of a partial differential equation with delay and an associated abstract Cauchy problem. This is used to derive sufficient conditions for well-posedness, exponential stability and norm…

Functional Analysis · Mathematics 2012-12-03 András Bátkai , Susanna Piazzera

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 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 study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

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

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

In this paper a special type of difference equations is investigated. The impulses start abruptly at some points and their action continue on given finite intervals. This type of equations is used to model a real process. An algorithm,…

Dynamical Systems · Mathematics 2017-02-10 S. Hristova

We consider asymptotically stable scalar difference equations with unit-norm initial conditions. First, it is shown that the solution may happen to deviate far away from the equilibrium point at finite time instants prior to converging to…

Systems and Control · Computer Science 2018-06-06 B. T. Polyak , P. S. Shcherbakov , G. Smirnov

In this paper, we prove the existence and uniqueness of the solution for neutral stochastic differential delay equations with locally monotone coefficients by using numerical approximation. An example is provided to illustrate our theory.

Probability · Mathematics 2015-11-25 Yanting Ji , Qingshuo Song , Chenggui Yuan

We study the existence of mild solutions and the approximate controllability for nonautonomous integrodifferential equations with state-dependent delay. We assume the approximate controllability of the linear part, and then we use resolvent…

Optimization and Control · Mathematics 2024-12-06 Mamadou Abdoul Diop , Mohammed Elghandouri , Khalil Ezzinbi

When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…

Chaotic Dynamics · Physics 2007-05-23 Michael Small

We propose a system of partial differential equations with a single constant delay $\tau > 0$ describing the behavior of a one-dimensional thermoelastic solid occupying a bounded interval of $\mathbb{R}^{1}$. For an initial-boundary value…

Analysis of PDEs · Mathematics 2014-10-28 Denys Ya. Khusainov , Michael Pokojovy

This paper investigates the relations between the particular eigensolutions of a limiting functional differential equation of any order, which is the nominal (unperturbed) linear autonomous differential equations, and the associate ones of…

Dynamical Systems · Mathematics 2008-05-15 M. De la Sen