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Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote…

Dynamical Systems · Mathematics 2014-05-29 Samuel Bernard , Fabien Crauste

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

This paper presents a high-order differentiator for delayed measurement signal. The proposed differentiator not only can correct the delay in signal, but aslo can estimate the undelayed derivatives. The differentiator consists of two-step…

Systems and Control · Computer Science 2011-03-08 Xinhua Wang , Hai Lin

The main purpose of this paper is to provide a summary of the fundamental methods for analyzing delay differential equations arising in biology and medicine. These methods are employed to illustrate the effects of time delay on the behavior…

Dynamical Systems · Mathematics 2017-01-17 Majid Bani-Yaghoub

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

Probability · Mathematics 2013-08-12 Jianhai Bao , George Yin , Chenggui Yuan

In the paper an efficient semi-analytical approach based on the method of steps and differential transformation is proposed for numerical approximation of solutions of retarded logistic models of delayed and neutral type, including models…

Numerical Analysis · Mathematics 2019-01-14 Josef Rebenda , Zdeněk Šmarda

This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…

Numerical Analysis · Mathematics 2025-05-12 Paola F. Antonietti , Alberto Artoni , Gabriele Ciaramella , Ilario Mazzieri

In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…

Numerical Analysis · Mathematics 2021-02-24 Jan Glaubitz , Philipp Oeffner

In this work we present a new method to compute the delays of delay differential equations (DDEs), such that the DDE has a purely imaginary eigenvalue. For delay differential equations with multiple delays, the critical curves or critical…

Numerical Analysis · Mathematics 2007-06-13 Elias Jarlebring

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

In this paper, we study continuous and discrete linear delay systems given respectively by \[ \dot{X}(\xi) = A_0 X(\xi) + X(\xi)A_1 + B_0 X(\xi-\sigma) + X(\xi-\sigma)B_1 + G(\xi), \] and its discrete analogue \[ X(u+1) = A_0 X(u) + X(u)A_1…

Dynamical Systems · Mathematics 2025-10-28 Javad A. Asadzade , Nazim I. Mahmudov

We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…

Classical Analysis and ODEs · Mathematics 2020-10-09 Teresa Faria

This paper studies the link between the number of critical eigenvalues and the number of delays in certain classes of delay-differential equations. There are two main results. The first states that for k purely imaginary numbers which are…

Dynamical Systems · Mathematics 2009-11-13 Pietro-Luciano Buono , Victor G. LeBlanc

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

This paper focuses on the study of integro-differential equations with delays, presenting a novel perturbation approach. The primary objective is to introduce the concepts of classical and mild solutions for these equations and establish…

Functional Analysis · Mathematics 2023-05-26 Hamid Bounit , Abderrahim Driouich , Said Hadd

We discuss alternative iteration methods for differential equations. We provide a convergence proof for exactly solvable examples and show more convenient formulas for nontrivial problems.

Mathematical Physics · Physics 2007-05-23 Paolo Amore , Hakan Ciftci , Francisco M. Fernandez

We address in this paper the approximation problem of distributed delays. Such elements are convolution operators with kernel having bounded support, and appear in the control of time-delay systems. From the rich literature on this topic,…

Optimization and Control · Mathematics 2010-09-10 Hao Lu , Michael Di Loreto , Damien Eberard , Jean-Pierre Simon

The goal of this paper is to provide computational tools able to find a solution of a system of polynomial inequalities. The set of inequalities is reformulated as a system of polynomial equations. Three different methods, two of which…

Dynamical Systems · Mathematics 2016-03-04 Laura Menini , Corrado Possieri , Antonio Tornambè

The Jensen inequality has been recognized as a powerful tool to deal with the stability of time-delay systems. Recently, a new inequality that encompasses the Jensen inequality was proposed for the stability analysis of systems with finite…

Systems and Control · Computer Science 2016-02-18 Kun Liu , Emilia Fridman , Karl Henrik Johansson , Yuanqing Xia

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

Numerical Analysis · Mathematics 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang