Related papers: Existence, uniqueness and approximation of solutio…
We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.
Time delays are ubiquitous in industry and nature, and they significantly affect both transient dynamics and stability properties. Consequently, it is often necessary to identify and account for the delays when, e.g., designing a…
A wide class of non-autonomous nonlinear parabolic partial differential equations with delay is studied. We allow in our investigations different types of delays such as constant, time-dependent, state-dependent (both discrete and…
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,…
Stochastic differential equations (SDEs) on Riemannian manifolds have numerous applications in system identification and control. However, geometry-preserving numerical methods for simulating Riemannian SDEs remain relatively…
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…
We consider state-dependent delay equations (SDDE) obtained by adding delays to a planar ordinary differential equation with a limit cycle. These situations appear in models of several physical processes, where small delay effects are…
This paper investigates the errors of the solutions as well as the shadowing property of a class of nonlinear differential equations which possess unique solutions on a certain interval for any admissible initial conditions. The class of…
In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…
In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps generated by Poisson random measure. The further investigations…
In this paper, we consider the Cauchy-type problem for a nonlinear differential equation involving $\Psi$-Hilfer fractional derivative and prove the existence and uniqueness of solutions in the weighted space of functions. The Ulam--Hyers…
This paper deals with the series solution of a linear delay differential equation (DDE) y'(x) = ay(x)+ by(q x), 0<q<1 with proportional delay. We discuss the convergence of this novel series. We establish the relation between the special…
This note explores reach set computations for perturbed delay differential equations (DDEs). The perturbed DDEs of interest in this note is a class of DDEs whose dynamics are subject to perturbations, and their solutions feature the local…
In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
We consider the uniqueness of solutions of ordinary differential equations where the coefficients may have singularities. We derive upper bounds on the the order of singularities of the coefficients and provide examples to illustrate the…
Consider the following stochastic differential equation (SDE) $$dX_t = b(t,X_{t-}) \, dt+ dL_t, \quad X_0 = x,$$ driven by a $d$-dimensional L\'evy process $(L_t)_{t \geq 0}$. We establish conditions on the L\'evy process and the drift…
For time-homogeneous stochastic differential equations (SDEs) it is enough to know that the coefficients are Lipschitz to conclude existence and uniqueness of a solution, as well as the existence of a strongly convergent numerical method…
Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…
This paper investigates the approximation of invariant measures for McKean-Vlasov stochastic differential equations (SDEs) using the Euler-Maruyama (EM) scheme under a monotonicity condition. Firstly, the convergence of the numerical…