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We present two types of systems of differential equations that can be derived from a set of discrete integrable systems which we call the closed geometric crystal chains. One is a kind of extended Lotka-Volterra systems, and the other seems…

Exactly Solvable and Integrable Systems · Physics 2022-10-05 Taichiro Takagi

For a wave equation with pure delay, we study an inhomogeneous initial-boundary value problem in a bounded 1D domain. Under smoothness assumptions, we prove unique existence of classical solutions for any given finite time horizon and give…

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

In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable…

Analysis of PDEs · Mathematics 2019-09-27 Mohamed Amine Kerker

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

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

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

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

We investigate singular perturbation problems caused by small delays in the view of pseudo-exponential dichotomy. For a general linear non-autonomous retarded differential equation with small delay, previous works established the existence…

Dynamical Systems · Mathematics 2020-11-17 Shuang Chen

In this article we study a class of generalised linear systems of difference equations with given non-consistent initial conditions and infinite many solutions. We take into consideration the case that the coefficients are square constant…

Dynamical Systems · Mathematics 2016-12-14 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos

This work is the first attempt to treat partial differential equations with discrete (concentrated) state-dependent delay. The main idea is to approximate the discrete delay term by a sequence of distributed delay terms (all with…

Dynamical Systems · Mathematics 2009-04-18 Alexander V. Rezounenko

We present four classes of nonlinear systems which may be considered discrete analogues of the Garnier system. These systems arise as discrete isomonodromic deformations of systems of linear difference equations in which the associated Lax…

Exactly Solvable and Integrable Systems · Physics 2016-11-09 Christopher M. Ormerod , Eric M. Rains

For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen

We revisit the problem of computing (robust) controlled invariant sets for discrete-time linear systems. Departing from previous approaches, we consider implicit, rather than explicit, representations for controlled invariant sets.…

Optimization and Control · Mathematics 2022-08-10 Tzanis Anevlavis , Zexiang Liu , Necmiye Ozay , Paulo Tabuada

We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We derive a closed system of stochastic equations such that…

Probability · Mathematics 2017-05-04 Yana Belopolskaya

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 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

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

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…

Analysis of PDEs · Mathematics 2025-11-13 Mustafa Avci

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall