Related papers: Convergence of delay equations driven by a H\"olde…

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also…

We derive estimates for the solutions to differential equations driven by a H\"older continuous function of order $\beta>1/2$. As an application we deduce the existence of moments for the solutions to stochastic partial differential…

In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…

A sharp condition is provided to guarantee that the (nontrivial) solutions of a DDE of the form $\dot{x}(t)+F(t,x)=0$ $t\geq 0,$ (where $F(t,\cdot)$ is an odd-like causal operator) either oscillate, or converge monotonically to zero. The…

In this paper, we obtain the exact rates of decay to the non--hyperbolic equilibrium of the solution of a functional differential equation with maxima and unbounded delay. We study the convergence rates for both locally and globally stable…

We show that for an $L^2$ drift $b$ in two dimensions, if the Hardy norm of $\text{div }b$ is small, then the weak solutions to $\Delta u+b\cdot\nabla u=0$ have the same optimal H\"older regularity as in the case of divergence-free drift,…

Euler-Maruyama method is studied to approximate stochastic differential equations driven by the symmetric $\alpha$-stable additive noise with the $\beta$ H\"older continuous drift coefficient. When $\alpha \in (1,2)$ and $\beta \in…

In this note we prove an existence and uniqueness result of solution for stochastic differential delay equations with hereditary drift driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. Then, we show that, when the delay…

We consider a backward stochastic differential equation with a generator that can be subjected to delay, in the sense that its current value depends on the weighted past values of the solutions, for instance a distorted recent average.…

This paper studies the positive solutions of a class of delay differential equations with two delays. These equations originate from the modeling of hematopoietic cell populations. We give a sufficient condition on the initial function for…

This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is…

In this paper, we use local fraction derivative to show the H\"older continuity of the solution to the following nonlinear time-fractional slow and fast diffusion equation:…

First-order optimization algorithms can be considered as a discretization of ordinary differential equations (ODEs) \cite{su2014differential}. In this perspective, studying the properties of the corresponding trajectories may lead to…

In this paper we consider the Euler-Maruyama scheme for a class ofstochastic delay differential equations driven by a fractional Brownian motion with index $H\in(0,1)$. We establish the consistency of the scheme and study the rate of…

We study the stochastic optimization problem from a continuous-time perspective, with a focus on the Stochastic Gradient Descent with Momentum (SGDM) method. We show that the trajectory of SGDM, despite its \emph{stochastic} nature,…

We prove the existence and uniqueness of strong solutions for stochastic differential equations in which the drift coefficient is square integrable in time variable and H\"{o}lder continuous in space variable. Moreover, we prove that the…

Delay differential equations are of great importance in science, engineering, medicine and biological models. These type of models include time delay phenomena which is helpful for characterising the real-world applications in machine…

We analyze and design H-infinity controllers for general time-delay systems with time-delays in systems' state, inputs and outputs. We allow the designer to choose the order of the controller and to introduce constant time-delays in the…

Transport phenomena play a vital role in various fields of science and engineering. In this work, exact solutions are derived for advection equations with integer- and fractional-order time derivatives and a constant time-delay in the…

We study solutions of Hamilton--Jacobi equations of the form $$\lambda \alpha(x) u_\lambda(x) + H(x, D_x u_\lambda) = c,$$ where $\alpha$ is a nonnegative function, $\lambda$ a positive constant, $c$ a constant and $H $ a convex coercive…