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We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

In this paper, we study the existence and non-existence of entire solutions of certain non-linear delay-differential equations.

Complex Variables · Mathematics 2024-07-30 Nidhi Gahlian

We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…

Dynamical Systems · Mathematics 2009-01-12 Elena Braverman , Sergey Zhukovskiy

In this paper, we establish a necessary and sufficient stability condition for a class of two coupled first-order linear hyperbolic partial differential equations. Through a backstepping transform, the problem is reformulated as a stability…

Optimization and Control · Mathematics 2025-03-24 Ismaïla Balogoun , Jean Auriol , Islam Boussaada , Guilherme Mazanti

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

Probability · Mathematics 2017-02-28 Le Chen , Jingyu Huang , D. Khoshnevisan , Kunwoo Kim

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

Stability of retarded differential equations is closely related to the existence of Lyapunov-Krasovskii functionals. Even if a number of converse results have been reported regarding the existence of such functionals, there is a lack of…

Optimization and Control · Mathematics 2021-01-01 Hugo Lhachemi , Robert Shorten

In this paper second-order elliptic and parabolic partial differential systems are considered on $C^1$ domains. Existence and uniqueness results are obtained in terms of Sobolev spaces with weights so that we allow the derivatives of the…

Analysis of PDEs · Mathematics 2010-07-23 Kyeong-Hun Kim , Kijung Lee

We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…

Probability · Mathematics 2007-05-23 Patrick Cheridito , H. Mete Soner , Nizar Touzi , Nicolas Victoir

We present initially the motivation, definition and basic properties of differential equations with proportional delay. In the last Section we present open problems.

History and Overview · Mathematics 2014-05-27 Paulo R. C. Ruffino

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one…

Dynamical Systems · Mathematics 2017-12-14 Jan Sieber

This paper is concerned with boundary stabilization of two-dimensional hyperbolic systems of partial differential equations. By adapting the Lyapunov function previously proposed by the second author for linearized hyperbolic systems with…

Optimization and Control · Mathematics 2023-10-17 Haitian Yang , Wen-An Yong

The purpose of this article is to study quasi linear parabolic partial differential equations of second order, posed on a bounded network, satisfying a nonlinear and non dynamical Neumann boundary condition at the vertices. We prove the…

Analysis of PDEs · Mathematics 2025-01-31 Isaac Ohavi

We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…

Probability · Mathematics 2009-12-14 Tomasz Klimsiak

In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for the…

Optimization and Control · Mathematics 2025-12-05 Yassine El Gantouh , Yang Liu

It is known that hyperbolic non\-autonomous linear delay differential equations in a finite dimensional space are Hyers--Ulam stable and hence shadowable. The converse result is available only in the special case of autonomous and periodic…

Dynamical Systems · Mathematics 2024-03-20 Lucas Backes , Davor Dragicevic , Mihaly Pituk

Parabolic partial differential equations with state-dependent delays (SDDs) are investigated. The delay term presented by Stieltjes integral simultaneously includes discrete and distributed SDDs. The singular Lebesgue-Stieltjes measure is…

Analysis of PDEs · Mathematics 2010-03-19 Alexander Rezounenko

The scaling behavior of the maximal Lyapunov exponent in chaotic systems with time-delayed feedback is investigated. For large delay times it has been shown that the delay-dependence of the exponent allows a distinction between strong and…

Chaotic Dynamics · Physics 2012-10-15 Thomas Jüngling , Wolfgang Kinzel

We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…

chao-dyn · Physics 2009-10-31 M. J. Bünner , M. Ciofini , A. Giaquinta , R. Hegger , H. Kantz , R. Meucci , A. Politi

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant…

Dynamical Systems · Mathematics 2023-10-20 Wenjie Hu , Tomás Caraballo
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