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This paper extends the results of Ma, Wu, Zhang, Zhang [11] to the context of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the…

Probability · Mathematics 2022-01-14 Kaitong Hu , Zhenjie Ren , Nizar Touzi

Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…

Dynamical Systems · Mathematics 2024-12-17 Stefan Klus , Hongyu Zhu

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate…

Machine Learning · Computer Science 2022-08-29 Xunbi A. Ji , Gabor Orosz

This article is the third in a series the aim of which is to use Lie group theory to obtain exact analytic solutions of Delay Ordinary Differential Systems (DODSs). Such a system consists of two equations involving one independent variable…

Classical Analysis and ODEs · Mathematics 2020-07-09 Vladimir A. Dorodnitsyn , Roman Kozlov , Sergey V. Meleshko , Pavel Winternitz

Time-delay systems are an important class of dynamical systems which provide a solid mathematical framework to deal with many application domains of interest ranging from biology, chemical, electrical, and mechanical engineering, to…

Dynamical Systems · Mathematics 2009-03-28 Giordano Pola , Pierdomenico Pepe , Maria D. Di Benedetto , Paulo Tabuada

We study a scalar DDE with two delayed feedback terms that depend linearly on the state. The associated constant-delay DDE, obtained by freezing the state dependence, is linear and without recurrent dynamics. With state dependent delay…

Dynamical Systems · Mathematics 2021-12-03 R. C. Calleja , A. R. Humphries , B. Krauskopf

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

A network of delay-coupled logistic maps exhibits two different synchronization regimes, depending on the distribution of the coupling delay times. When the delays are homogeneous throughout the network, the network synchronizes to a…

Adaptation and Self-Organizing Systems · Physics 2011-05-31 Cristina Masoller , Fatihcan M. Atay

While invariant measures are widely employed to analyze physical systems when a direct study of pointwise trajectories is intractable, e.g., due to chaos or noise, they cannot uniquely identify the underlying dynamics. Our first result…

Dynamical Systems · Mathematics 2025-09-30 Jonah Botvinick-Greenhouse , Robert Martin , Yunan Yang

Delay-Differential Equations (DDEs) are the most common representation for systems with delay. However, the DDE representation is limited. In network models with delay, the delayed channels are low-dimensional and accounting for this…

Optimization and Control · Mathematics 2020-12-21 Matthew M. Peet

Equations of motion with delays naturally emerge in the analysis of complex biological control systems which are organized around biochemically mediated feedback interactions. We study the properties of a Mackey-Glass-type nonlinear map…

Chaotic Dynamics · Physics 2007-05-23 Bartosz Telenczuk , Miroslaw Latka , Bruce J. West

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

The paper concerns a class of $n$-dimensional non-autonomous delay differential equations obtained by adding a non-monotone delayed perturbation to a linear homogeneous cooperative system of ordinary differential equations. This family…

Classical Analysis and ODEs · Mathematics 2018-07-10 Teresa Faria , Rafael Obaya , Ana M. Sanz

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…

Optimization and Control · Mathematics 2020-10-15 Shuaiqi Zhang , Xun Li , Jie Xiong

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

The increasing ease of obtaining and processing data together with the growth in system complexity has sparked the interest in moving from conventional model-based control design towards data-driven concepts. Since in many engineering…

Optimization and Control · Mathematics 2021-07-29 Juan G. Rueda-Escobedo , Emilia Fridman , Johannes Schiffer

Takens' Embedding Theorem asserts that when the states of a hidden dynamical system are confined to a low-dimensional attractor, complete information about the states can be preserved in the observed time-series output through the delay…

Dynamical Systems · Mathematics 2014-06-17 Han Lun Yap , Armin Eftekhari , Michael B. Wakin , Christopher J. Rozell

The Mackey--Glass equation, which was proposed to illustrate nonlinear phenomena in physiological control systems, is a classical example of a simple looking time delay system with very complicated behavior. Here we use a novel approach for…

Dynamical Systems · Mathematics 2017-08-21 Gábor Kiss , Gergely Röst

Much recent progress has been achieved for stabilization of linear and nonlinear systems with input delays that are long and dependent on either time or the plant state---provided the dependence is known. In this paper we consider the delay…

Optimization and Control · Mathematics 2012-09-11 Nikolaos Bekiaris-Liberis , Miroslav Krstic