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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 review studies on the application of Lie group methods to delay ordinary differential equations (DODEs). For first- and second-order DODEs with a single delay parameter that depends on independent and dependent variables, the group…

Exactly Solvable and Integrable Systems · Physics 2025-11-12 Vladimir Dorodnitsyn , Roman Kozlov , Sergey Meleshko

In this paper, the stability of $\theta$-methods for delay differential equations is studied based on the test equation $y'(t)=-A y(t) + B y(t-\tau)$, where $\tau$ is a constant delay and $A$ is a positive definite matrix. It is mainly…

Numerical Analysis · Mathematics 2023-11-29 Alejandro Rodríguez-Fernández , Jesús Martín-Vaquero

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

This paper studies the numerical approximation of parametric time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Although many papers in the literature consider reduced…

Numerical Analysis · Mathematics 2025-04-28 Bosco García-Arcilla , Alicia García-Mascaraque , Julia Novo

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

Results on continuous dependence on parameters, as well as on regularization, of solutions to linear systems of parabolic partial differential equations of second order with delay are given. One of the main features is that the topology on…

Analysis of PDEs · Mathematics 2024-08-07 Marek Kryspin , Janusz Mierczyński

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…

Probability · Mathematics 2014-04-07 Nishanth Lingala , N. Sri Namachchivaya

Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system…

Machine Learning · Computer Science 2024-10-14 Matt L. Sampson , Peter Melchior

We establish variants of existing results on existence, uniqueness and continuous dependence for a class of delay differential equations (DDE). We apply these to continue the analysis of a differential equation from cell biology with…

Dynamical Systems · Mathematics 2019-03-06 István Balázs , Philipp Getto , Gergely Röst

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

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

Stochastic differential equations (SDE) often exhibit large random transitions. This property, which we denote as pathwise stiffness, causes transient bursts of stiffness which limit the allowed step size for common fixed time step explicit…

Numerical Analysis · Mathematics 2018-04-13 Christopher Rackauckas , Qing Nie

A characteristic matrix function captures the spectral information of a bounded linear operator in a matrix-valued function. In this article, we consider a delay differential equation with one discrete time delay and assume this equation is…

Dynamical Systems · Mathematics 2022-01-31 Babette de Wolff

Periodic patterns in dynamical behaviours of biological models described by simple form differential delay equations are studied. Mathematical models are given by a class of scalar delay differential equations with a multiplicative time…

Dynamical Systems · Mathematics 2025-10-01 A. Ivanov , S. Shelyag

We address the problem of Bayesian inference for parameters in ordinary differential equation (ODE) models based on observational data. Conventional approaches in this setting typically rely on numerical solvers such as the Euler or…

Methodology · Statistics 2025-12-01 Shoji Toyota , Yuto Miyatake

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function…

Optimization and Control · Mathematics 2019-07-30 Junhao Hu , Wei Liu , Feiqi Deng , Xuerong Mao

Delays in biological systems may be used to model events for which the underlying dynamics cannot be precisely observed. Mathematical modeling of biological systems with delays is usually based on Delay Differential Equations (DDEs), a kind…

Quantitative Methods · Quantitative Biology 2009-10-08 Roberto Barbuti , Giulio Caravagna , Paolo Milazzo , Andrea Maggiolo-Schettini

Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded by linear functions have been investigated intensively.…

Optimization and Control · Mathematics 2020-04-29 Chen Fei , Weiyin Fei , Xuerong Mao , Litan Yan
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