Related papers: Pseudospectral approximation of Hopf bifurcation f…
We consider noise perturbations of delay differential equations (DDE) experiencing Hopf bifurcation. The noise is assumed to be exponentially ergodic, i.e. transition density converges to stationary density exponentially fast uniformly in…
We study the emergence of periodic oscillations through a Hopf bifurcation in a scalar diffusion equation on the half line coupled to a dynamic boundary condition. Our results quantify the effect of delay through the buffering in the…
In the paper an efficient semi-analytical approach based on the method of steps and differential transformation is proposed for numerical approximation of solutions of retarded logistic models of delayed and neutral type, including models…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
We consider an 1D partial integro-differential equation (PIDE) comprising of an 1D parabolic partial differential equation (PDE) and a nonlocal integral term. The control input is applied on one of the boundaries of the PIDE. Partitioning…
Different representations of dissipative Hamiltonian and port-Hamiltonian differential-algebraic equations (DAE) systems are presented and compared. Using global geometric and algebraic points of view, translations between the different…
The bifurcation diagram of a model nonlinear Langevin equation with delayed feedback is obtained numerically. We observe both direct and oscillatory bifurcations in different ranges of model parameters. Below threshold, the stationary…
The use of differential equations (ODE) is one of the most promising approaches to network inference. The success of ODE-based approaches has, however, been limited, due to the difficulty in estimating parameters and by their lack of…
Starting with some fundamental concepts, in this article we present the essential aspects of spectral methods and their applications to the numerical solution of Partial Differential Equations (PDEs). We start by using Lagrange and…
It is shown that a one-dimensional damped wave equation with an odd time derivative nonlinearity exhibits small amplitude bifurcating time periodic solutions, when the bifurcation parameter is the linear damping coefficient is positive and…
This paper considers a stochastic approximation algorithm, with decreasing step size and martingale difference noise. Under very mild assumptions, we prove the non convergence of this process toward a certain class of repulsive sets for the…
This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…
We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…
For finite-dimensional bifurcation problems, it is well-known that it is possible to compute normal forms which possess nice symmetry properties. Oftentimes, these symmetries may allow for a partial decoupling of the normal form into a…
We consider stochastic algorithms derived from methods for solving deterministic optimization problems, especially comparison-based algorithms derived from stochastic approximation algorithms with a constant step-size. We develop a…
In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…
We construct an algorithm for approximating the invariant tori created at a Neimark-Sacker bifurcation point. It is based on the same philosophy as many algorithms for approximating the periodic orbits created at a Hopf bifurcation point,…
Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…
In this paper we consider the numerical solution of Fractional Differential Equations by means of $m$-step recursions. The construction of such formulas can be obtained in many ways. Here we study a technique based on the rational…
For the ordinary differential equation (ODE) $\dot{x}(t) = f(t,x)$, $x(0) = x_0$, $t\geq 0$, $x\in R^d$, assume $f$ to be at least continuous in $t$ and locally Lipshitz in $x$, and if necessary, several times continuously differentiable in…