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This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…

Systems and Control · Computer Science 2019-03-01 Yohei Hosoe , Tomomichi Hagiwara

Kahan introduced an explicit method of discretization for systems of first order differential equations with nonlinearities of degree at most two (quadratic vector fields). Kahan's method has attracted much interest due to the fact that it…

Numerical Analysis · Mathematics 2020-01-01 A. N. W. Hone , G. R. W. Quispel

Partial Integral Equations (PIEs) have been used to represent both systems with delay and systems of Partial Differential Equations (PDEs) in one or two spatial dimensions. In this paper, we show that these results can be combined to obtain…

Optimization and Control · Mathematics 2024-06-18 Declan S. Jagt , Matthew M. Peet

We compare the performance of several discretizations of the simple pendulum equation in a series of numerical experiments. The stress is put on the long-time behaviour. We choose for the comparison numerical schemes which preserve the…

Computational Physics · Physics 2009-11-13 J. L. Cieslinski , B. Ratkiewicz

A two-dimensional system of differential equations with delay modelling the glucose-insulin interaction processes in the human body is considered. Sufficient conditions are derived for the unique positive equilibrium in the system to be…

Dynamical Systems · Mathematics 2020-12-11 M. Angelova , G. Beliakov , A. Ivanov , S. Shelyag

We consider a differential system of neutral type with distributed delay. We obtain a precise norm estimation of solutions of the system in question on some nonclosed set. Our result is based on a spectral analysis of the operator and Riesz…

Analysis of PDEs · Mathematics 2013-04-16 G. M. Sklyar , P. Polak

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

Linear differential equations of arbitrary order with polynomial coefficients are considered. Specifically, necessary and sufficient conditions for the existence of polynomial solutions of a given degree are obtained for these equations. An…

Mathematical Physics · Physics 2011-09-27 H. Azad , A. Laradji , M. T. Mustafa

In this work we study local oscillations in delay differential equations with a frequency domain methodology. The main result is a bifurcation equation from which the existence and expressions of local periodic solutions can be determined.…

Dynamical Systems · Mathematics 2017-01-26 Andrea Bel , Walter Reartes , Ana Torresi

Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…

Systems and Control · Computer Science 2017-10-31 George Armanious , Rick Lind

Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…

Dynamical Systems · Mathematics 2019-09-06 S. Richard Taylor

Delay-differential equations are functional differential equations that involve shifts and derivatives with respect to a single independent variable. Some integrability candidates in this class have been identified by various means. For…

Exactly Solvable and Integrable Systems · Physics 2018-03-13 Bjorn K. Berntson

In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…

Numerical Analysis · Mathematics 2022-07-21 Robert I McLachlan , Christian Offen

Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…

Exactly Solvable and Integrable Systems · Physics 2024-06-03 Andrei D. Polyanin

In the previous work [2] (i.e., arXiv:2105.03385), we considered continuous solutions of an iterative equation involving the multiplication of iterates. In this paper, we continue to investigate this equation for differentiable solutions.…

Dynamical Systems · Mathematics 2021-05-19 Chaitanya Gopalakrishna

Differential equations have arithmetic analogues in which derivatives are replaced by Fermat quotients; these analogues are called arithmetic differential equations and the present paper is concerned with the "linear" ones. The equations…

Number Theory · Mathematics 2015-01-12 Alexandru Buium , Taylor Dupuy

This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…

Numerical Analysis · Mathematics 2026-05-05 Mitchell T. Griggs , Kevin Burrage , Pamela M. Burrage

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

The focal point of this paper is to theoretically investigate and numerically validate the effect of time delay on the exponential stabilization of a class of coupled hyperbolic systems with delayed and non-delayed dampings. The class in…

Optimization and Control · Mathematics 2024-10-15 Alhabib Moumni , Mohamed Mehdaoui , Jawad Salhi , Mouhcine Tilioua

We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…

Quantum Physics · Physics 2017-11-07 Dominic W. Berry , Andrew M. Childs , Aaron Ostrander , Guoming Wang