Related papers: Parabolic Differential Equations with Bounded Dela…
We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical…
Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…
Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary…
We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…
A system of inhomogeneous second-order difference equations with linear parts given by noncommutative matrix coefficients are considered. Closed form of its solution is derived by means of newly defined delayed matrix sine/cosine using the…
We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that…
Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…
We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace…
Simple form scalar differential equation with delay and non-linear negative periodic feedback is considered. The existence of slowly oscillating periodic solutions with the same period as the feedback coefficient is shown numerically within…
We consider the stability analysis of a large class of linear 1-D PDEs with polynomial data. This class of PDEs contains, as examples, parabolic and hyperbolic PDEs, PDEs with boundary feedback and systems of in-domain/boundary coupled…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
This is the second part of our series of papers on metastability results for parabolic equations with drift. The aim is to present a self-contained study, using partial differential equations methods, of the metastability properties of…
This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…
In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…
In this paper, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations (anticipated BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution $(Y,…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is replaced by a condition that holds almost surely and mixes…
Partial differential equations (PDEs) are at the heart of many mathematical and scientific advances. While great progress has been made on the theory of PDEs of standard types during the last eight decades, the analysis of nonlinear PDEs of…
We study nonlinear parabolic PDEs with Orlicz-type growth conditions. The main result gives the existence of a unique solution to the obstacle problem related to these equations. To achieve this we show the boundedness of weak solutions and…
Lyapunov-like characterizations for non-uniform in time and uniform robust global asymptotic stability of uncertain systems described by retarded functional differential equations are provided.