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We study sequences of empirical measures of Euler schemes associated to some non-Markovian SDEs: SDEs driven by Gaussian processes with stationary increments. We obtain the functional convergence of this sequence to a stationary solution to…

Probability · Mathematics 2012-06-22 Serge Cohen , Fabien Panloup

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

Transport phenomena play a vital role in various fields of science and engineering. In this work, exact solutions are derived for advection equations with integer- and fractional-order time derivatives and a constant time-delay in the…

Analysis of PDEs · Mathematics 2024-09-25 Christopher N. Angstmann , Stuart-James M. Burney , Daniel S. Han , Bruce I. Henry , Zhuang Xu

We consider a linear scalar delay differential equation (DDE), consisting of two arbitrary distributed time delays. We formulate necessary conditions for stability of the trivial solution which are independent of the distributions. For the…

Dynamical Systems · Mathematics 2017-02-03 Sue Ann Campbell , Israel Ncube

This note states and proves an integral representation formula of the ``variation-of-constant'' type for continuous solutions of linear non-autonomous difference delay systems, in terms of a Lebesgue-Stieltjes integral involving a…

Dynamical Systems · Mathematics 2024-10-07 Laurent Baratchart , Sébastien Fueyo , Jean-Baptiste Pomet

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

Dynamical Systems · Mathematics 2010-09-23 Manuel De la Sen

A general formalism to solve nonlinear differential equations is given. Solutions are found and reduced to those of second order nonlinear differential equations in one variable. The approach is uniformized in the geometry and solves…

General Physics · Physics 2007-05-23 Gordon Chalmers

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

We propose a system of partial differential equations with a single constant delay $\tau > 0$ describing the behavior of a one-dimensional thermoelastic solid occupying a bounded interval of $\mathbb{R}^{1}$. For an initial-boundary value…

Analysis of PDEs · Mathematics 2014-10-28 Denys Ya. Khusainov , Michael Pokojovy

In this paper, we propose the invariant subspace approach to find exact solutions of time-fractional partial differential equations (PDEs) with time delay. An algorithmic approach of finding invariant subspaces for the generalized…

Analysis of PDEs · Mathematics 2020-06-26 P. Prakash , Sangita Choudhary , Varsha Daftardar-Gejji

The exact solutions of the first order differential equation with delay are derived. The equation has been introduced as a model of traffic flow. The solution describes the traveling cluster of jam, which is characterized by Jacobi's…

patt-sol · Physics 2007-05-23 K. Hasebe , A. Nakayama , Y. Sugiyama

A characterization of a semilinear elliptic partial differential equation (PDE) on a bounded domain in $\mathbb{R}^n$ is given in terms of an infinite-dimensional dynamical system. The dynamical system is on the space of boundary data for…

Analysis of PDEs · Mathematics 2020-07-15 Margaret Beck , Graham Cox , Christopher Jones , Yuri Latushkin , Alim Sukhtayev

The solvability and stability analysis of linear time invariant systems of delay differential-algebraic equations (DDAEs) is analyzed. The behavior approach is applied to DDAEs in order to establish characterizations of their solvability in…

Dynamical Systems · Mathematics 2020-05-13 Phi Ha

We study some properties concerning the asymptotic behavior of solutions to nonautonomous retarded functional differential equations, depending on the knowledge of certain solutions of the associated generalized characteristic equation.

Classical Analysis and ODEs · Mathematics 2010-08-05 Claudio Cuevas , Miguel V. S. Frasson

We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…

Dynamical Systems · Mathematics 2019-02-21 Elena Braverman , Basak Karpuz

We introduce a discrete delayed exponential depending on sequence of matrices. This discrete matrix gives a representation of a solution to the Cauchy problem for a discrete linear system with pure delay with sequence of matrices. We…

Dynamical Systems · Mathematics 2018-05-15 N. I. Mahmudov

This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stability, contractivity and asymptotic contractivity in mean…

Numerical Analysis · Mathematics 2014-01-21 Siqing Gan , Aiguo Xiao , Desheng Wang

The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…

Systems and Control · Computer Science 2019-09-23 Suat Gumussoy , Murad Abu-Khalaf

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

A system of inhomogeneous second-order difference equations with linear parts given by noncommutative matrix coefficients are considered. Closed form of its solution is derived by means of newly defined delayed matrix sine/cosine using the…

Dynamical Systems · Mathematics 2025-02-28 Nazim I. Mahmudov