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In this paper we introduce the topological state derivative for general topological dilatations and explore its relation to standard optimal control theory. We show that for a class of partial differential equations, the shape dependent…

Optimization and Control · Mathematics 2022-11-21 Phillip Baumann , Idriss Mazari-Fouquer , Kevin Sturm

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…

Probability · Mathematics 2012-12-17 Istvan Gyöngy , Sotirios Sabanis

Necessary conditions are obtained for certain types of rational delay differential equations to admit a non-rational meromorphic solution of hyper-order less than one. The equations obtained include delay Painlev\'e equations and equations…

Complex Variables · Mathematics 2016-02-29 Rod Halburd , Risto Korhonen

The existence of the unique strong solution for a class of stochastic differential equations with non-Lipschitz coefficients was established recently. In this paper, we shall investigate the dependence with respect to the initial values. We…

Probability · Mathematics 2007-05-23 Shizan Fang , Tusheng Zhang

We explore Ito stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of…

Probability · Mathematics 2016-09-07 Yuri Bakhtin , Jonathan C. Mattingly

We present a detailed study of a scalar differential equation with threshold state-dependent delayed feedback. This equation arises as a simplification of a gene regulatory model. There are two monotone nonlinearities in the model: one…

Dynamical Systems · Mathematics 2025-04-29 Tomas Gedeon , Antony R. Humphries , Michael C. Mackey , Hans-Otto Walther , Zhao Wang

The Dirichlet problem for a class of stochastic partial differential equations is studied in Sobolev spaces. The existence and uniqueness result is proved under certain compatibility conditions that ensure the finiteness of…

Probability · Mathematics 2018-05-18 Kai Du

We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…

Probability · Mathematics 2020-05-18 Rico Heinemann

Periodic orbits and associated bifurcations of singularly perturbed state-dependent delay differential equations (DDEs) are studied when the profiles of the periodic orbits contain jump discontinuities in the singular limit. A definition of…

Dynamical Systems · Mathematics 2017-06-01 A. R. Humphries , D. A. Bernucci , R. Calleja , N. Homayounfar , M. Snarski

The Cauchy problem for the Schr\"odinger equations is studied with time-dependent potentials growing polynomially in the spatial direction. First the existence and the uniqueness of solutions are shown in the weighted Sobolev spaces. In…

Analysis of PDEs · Mathematics 2017-09-22 Wataru Ichinose

The autor considers an initial-boundary value problem for the nonstationary Stokes system in an angle, where Dirichlet and Neumann conditions are prescribed on the diferent sides of the angle. The major part of the paper deals with the…

Analysis of PDEs · Mathematics 2025-03-25 Jürgen Rossmann

We consider the Cauchy problem for the inhomogeneous nonlinear Schr\"{o}dinger (INLS) equation \[iu_{t} +\Delta u=|x|^{-b} f(u),\;u(0)\in H^{s} (\mathbb R^{n} ),\] where $n\in \mathbb N$, $0<s<\min \{ n,\; 1+n/2\} $, $0<b<\min \{…

Analysis of PDEs · Mathematics 2021-07-05 JinMyong An , JinMyong Kim , KyuSong Chae

In this note we study critical points of a variation of the action functional of classical mechanics, where the Hamiltonian term is retarded. Following a more than hundert and fifty year old paper by Carl Neumann we as well introduce Taylor…

Symplectic Geometry · Mathematics 2020-02-04 Urs Frauenfelder

In this paper, the second order differential equation with a state derivative dependent delay of the form $a_2x"(z) + a_1x'(z) + a_0x(z) = x(p(z) + bx'(z)) + h(z)$ has been studied. Considering a convergent power series $g(z)$ of an…

Complex Variables · Mathematics 2015-08-27 Jiraphorn Somsuwan , Keaitsuda Maneeruk Nakprasit

We consider state-dependent delay differential equations of the form $$\dot{x}(t) = f(x(t), x(t - r(x_t))),$$ where $f$ is continuously differentiable and fulfills a negative feedback condition in the delayed term. Under suitable conditions…

Dynamical Systems · Mathematics 2025-10-10 Ferenc A. Bartha , Ábel Garab , Tibor Krisztin

We deal with approximation of solutions of delay differential equations (DDEs) via the classical Euler algorithm. We investigate the pointwise error of the Euler scheme under nonstandard assumptions imposed on the right-hand side function…

Numerical Analysis · Mathematics 2023-12-13 Natalia Czyżewska , Paweł M. Morkisz , Paweł Przybyłowicz

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

We study the Dirichlet problem for first order hyperbolic quasi-linear functional PDEs on a simply connected bounded domain of $\R^2$, where the domain has an interior outflow set and a mere inflow boundary. While the question of existence…

Analysis of PDEs · Mathematics 2010-08-31 Thomas März

In the standard theory of delay equations, the fundamental solution does not 'live' in the state space. To eliminate this age-old anomaly, we enlarge the state space. As a consequence, we lose the strong continuity of the solution operators…

Dynamical Systems · Mathematics 2021-03-22 Odo Diekmann , Sjoerd Verduyn Lunel

Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…

Optimization and Control · Mathematics 2021-06-25 Mikhail I. Gomoyunov , Nikolai Yu. Lukoyanov , Anton R. Plaksin