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This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to…

Classical Analysis and ODEs · Mathematics 2013-09-26 Zhen Wang , Xiong Li , Jinzhi Lei

We establish a discrete operator--theoretic framework for the analysis of implicit Euler and Lie--Trotter splitting schemes for delay differential equations (DDEs). Both schemes are formulated in terms of discrete resolvent operators acting…

Optimization and Control · Mathematics 2026-03-03 Hideki Kawahara

An important question of ongoing interest for linear time-delay systems is to provide conditions on its parameters guaranteeing exponential stability of solutions. Recent works have explored spectral techniques to show that, for some…

Dynamical Systems · Mathematics 2021-03-25 Guilherme Mazanti , Islam Boussaada , Silviu-Iulian Niculescu

In this paper we prove well-posedness and stabibility of a class of stochastic delay differential equations with singular drift. Moreover, we show local well-posedness under localized assumptions.

Probability · Mathematics 2017-08-04 Stefan Bachmann

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

We establish asymptotic gain along with input-to-state practical stability results for disturbed semilinear systems w.r.t. the global attractor of the respective undisturbed system. We apply our results to a large class of nonlinear…

Analysis of PDEs · Mathematics 2020-10-21 Jochen Schmid , Oleksiy V. Kapustyan , Sergey Dashkovskiy

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…

Probability · Mathematics 2014-02-11 Kai Liu

In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…

Numerical Analysis · Mathematics 2026-03-04 Lukas Pflug , Michael Stingl , Max Zetzmann

For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…

Statistics Theory · Mathematics 2015-09-10 János Marcell Benke , Gyula Pap

We consider a system of differential equations and obtain its solutions with exponential asymptotics and analyticity with respect to the spectral parameter. Solutions of such type have importance in studying spectral properties of…

Classical Analysis and ODEs · Mathematics 2024-05-09 Maria Kuznetsova

We study the asymptotic behavior of the solutions of the time-delayed higher-order dispersive nonlinear differential equation \begin{equation*} u_t(x,t)+Au(x,t) +\lambda_0(x) u(x,t)+\lambda(x) u(x,t-\tau )=0 \end{equation*} where…

Analysis of PDEs · Mathematics 2025-09-15 Roberto de A. Capistrano Filho , Fernando Gallego , Vilmos Komornik

We consider a stochastic delay differential equation driven by a Holder continuous process and a Wiener process. Under fairly general assumptions on its coefficients, we prove that this equation is uniquely solvable. We also give sufficient…

Probability · Mathematics 2013-10-09 Georgiy Shevchenko

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

We present Lyapunov stability and asymptotic stability theorems for steady state solutions of general state-dependent delay differential equations (DDEs) using Lyapunov-Razumikhin methods. Our results apply to DDEs with multiple discrete…

Dynamical Systems · Mathematics 2021-12-03 A. R. Humphries , F. M. G. Magpantay

For a nonlinear ordinary differential equation with time delay, the differentiation of the solution with respect to the delay is investigated. Special emphasis is laid on the second-order derivative. The results are applied to an associated…

Optimization and Control · Mathematics 2024-05-24 Karl Kunisch , Fredi Troeltzsch

Delayed processes are ubiquitous throughout biology. These delays may arise through maturation processes or as the result of complex multi-step networks, and mathematical models with distributed delays are increasingly used to capture the…

Populations and Evolution · Quantitative Biology 2024-10-15 Tyler Cassidy

The differential equations involving two discrete delays are helpful in modeling two different processes in one model. We provide the stability and bifurcation analysis in the fractional order delay differential equation $D^\alpha x(t)=a…

Dynamical Systems · Mathematics 2024-09-25 Sachin Bhalekar , Pragati Dutta

We provide new results on the existence of extremal solutions for discontinuous differential equations with a deviated argument which can be either delayed or advanced. The boundary condition is allowed to be discontinuous and to depend…

Classical Analysis and ODEs · Mathematics 2011-04-13 Rubén Figueroa

The mathematical - numerical analysis of a discrete dynamical model with two independent delays was performed. Such model may describe a continuous system with delays that have real rational number values. Applicable characteristic…

Chaotic Dynamics · Physics 2026-02-10 Marek Berezowski , Ewa Fudala

We develop a global Hopf bifurcation theory for differential equations with a state-dependent delay governed by an algebraic equation, using the $S^1$-equivariant degree. We apply the global Hopf bifurcation theory to a model of genetic…

Dynamical Systems · Mathematics 2018-01-04 Qingwen Hu
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