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This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large…

Computational Finance · Quantitative Finance 2012-05-08 K. J. in 't Hout , K. Volders

A four-dimensional mathematical model of the hypothalamus-pituitary-adrenal (HPA) axis is investigated, incorporating the influence of the GR concentration and general feedback functions. The inclusion of distributed time delays provides a…

Dynamical Systems · Mathematics 2018-12-26 Eva Kaslik , Mihaela Neamtu

Nonlinear partial differential equations are central to physics, engineering, and finance. Except in a limited number of integrable cases, their solution generally requires numerical methods whose cost becomes prohibitive in…

Fluid Dynamics · Physics 2026-03-30 Javier Gonzalez-Conde , Daniel Isla , Sergiy Zhuk , Mikel Sanz

We study the weakly nonlinear saturation of the flutter instability of a planar Cosserat rod in a viscous fluid driven by a terminal follower force. This instability, established in our preceding work as a Hopf bifurcation of a…

Mathematical Physics · Physics 2026-05-15 Mohamed Warda

We analyze the dynamics of networks of spiking neural oscillators. First, we present an exact linear stability theory of the synchronous state for networks of arbitrary connectivity. For general neuron rise functions, stability is…

Neurons and Cognition · Quantitative Biology 2009-11-11 Marc Timme , Theo Geisel , Fred Wolf

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Neural field models with transmission delay may be cast as abstract delay differential equations (DDE). The theory of dual semigroups (also called sun-star calculus) provides a natural framework for the analysis of a broad class of delay…

Dynamical Systems · Mathematics 2017-12-11 Stephan A. van Gils , Sebastiaan G. Janssens , Yuri A. Kuznetsov , Sid Visser

In this paper we use the Riccati equation method with other ones to establish global solvability, stability and oscillation criteria for a class of two dimensional nonlinear systems of ordinary differential equations, which is a…

Classical Analysis and ODEs · Mathematics 2021-10-25 G. A. Grigorian

A delayed differential equation modelling a single neuron with inertial term is considered in this paper. Hopf bifurcation is studied by using the normal form theory of retarded functional differential equations. When adopting a…

Chaotic Dynamics · Physics 2007-05-23 Chunguang Li , Guanrong Chen , Xiaofeng Liao , Juebang Yu

The 2D second-mode is a potent instability in hypersonic boundary layers (HBLs). We study its linear and nonlinear evolution, followed by its role in transition and eventual breakdown of the HBL into a fully turbulent state. Linear…

Fluid Dynamics · Physics 2020-12-02 S. Unnikrishnan , Datta V. Gaitonde

Breaking the chiral symmetry, rotation induces a secondary Hopf bifurcation in weakly nonlinear hexagon patterns which gives rise to oscillating hexagons. We study the stability of the oscillating hexagons using three coupled…

Pattern Formation and Solitons · Physics 2009-10-31 Blas Echebarria , Hermann Riecke

This paper deals with the boundary stabilization problem of a one-dimensional wave equation with a switching time-delay in the boundary. We show that the problem is well-posed in the sense of semigroups theory of linear operators. Then, we…

Analysis of PDEs · Mathematics 2020-07-27 Kaïs Ammari , Boumediène Chentouf , Nejib Smaoui

In this paper, we study the existence and the property of the Hopf bifurcation in the two-strategy replicator dynamics with distributed delays. In evolutionary games, we assume that a strategy would take an uncertain time delay to have a…

Systems and Control · Computer Science 2017-03-21 Nesrine Ben Khalifa , Rachid El Azouzi , Yezekael Hayel

In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…

Dynamical Systems · Mathematics 2024-05-28 Javad A. Asadzade , Nazim I. Mahmudov

We extend the definition of $n$-dimensional difference equations to complex order $\alpha\in \mathbb{C} $. We investigate the stability of linear systems defined by an $n$-dimensional matrix $A$ and derive conditions for the stability of…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Prashant M. Gade , Divya Joshi

In this paper, we address the stability of transport systems and wave propagation on networks with time-varying parameters. We do so by reformulating these systems as non-autonomous difference equations and by providing a suitable…

Analysis of PDEs · Mathematics 2016-11-07 Yacine Chitour , Guilherme Mazanti , Mario Sigalotti

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

Dynamical Systems · Mathematics 2021-04-06 M. M. Shumafov , V. B. Tlyachev

We consider a set of interwoven harmonic oscillators where the acceleration of a given oscillator is determined by the position of its nearest neighbor. We show that this problem of N non-local oscillators with periodic boundary conditions…

Numerical Analysis · Mathematics 2013-02-12 Ghazala Akram , Christian Beck

We have performed a series of high resolution N-body experiments on a Connection Machine CM-5 in order to study the stability of collisionless self-gravitating spherical systems. We interpret our results in the framework of symplectic…

Astrophysics · Physics 2015-06-24 J. Perez , J-M Alimi , J-J Aly , H. Scholl

We develop an eigenvalue-based approach for the stability assessment and stabilization of linear systems with multiple delays and periodic coefficient matrices. Delays and period are assumed commensurate numbers, such that the Floquet…

Numerical Analysis · Mathematics 2020-11-03 Wim Michiels , Luca Fenzi
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