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This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

概率论 · 数学 2014-02-11 Kai Liu

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

概率论 · 数学 2013-10-17 Salvatore Federico , Peter Tankov

Fractional derivative and delay are important tools in modeling memory properties in the natural system. This work deals with the stability analysis of a fractional order delay differential equation \begin{equation*} D^\alpha x(t)=\delta…

动力系统 · 数学 2022-08-29 Sachin Bhalekar , Deepa Gupta

In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…

动力系统 · 数学 2015-08-10 Zhao Shufen , Song Minghui

In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…

动力系统 · 数学 2016-09-07 Shufen Zhao , Minghui Song

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

动力系统 · 数学 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

数值分析 · 数学 2024-12-10 James Woodfield

Long-term memory is a feature observed in systems ranging from neural networks to epidemiological models. The memory in such systems is usually modeled by the time delay. Furthermore, the nonlocal operators, such as the "fractional order…

动力系统 · 数学 2023-05-12 Divya D. Joshi , Sachin Bhalekar , Prashant M. Gade

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

偏微分方程分析 · 数学 2010-11-11 Alexander V. Rezounenko , Petr Zagalak

In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method and stochastic analysis, necessary conditions are provided…

概率论 · 数学 2016-02-29 Qiong Wu

In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…

动力系统 · 数学 2025-04-03 Wataru Saito , Ikki Fukuda

In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…

最优化与控制 · 数学 2007-05-23 Iasson Karafyllis , Pierdomenico Pepe , Zhong-Ping Jiang

We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…

经典分析与常微分方程 · 数学 2016-07-26 Daniel Sepúlveda

The main aim of this paper is the investigation of the stability problem for ordinary delay differential equations. More precisely, we would like to study the following problem. Assume that for a continuous function a given delay…

经典分析与常微分方程 · 数学 2016-12-01 Eszter Gselmann , Anna Kelemen

This paper proposes a unified approach for studying global exponential stability of a general class of switched systems described by time-varying nonlinear functional differential equations. Some new delay-independent criteria of global…

动力系统 · 数学 2021-09-16 Nguyen Khoa Son , Le Van Ngoc

Partial differential equations with discrete (concentrated) state-dependent delays in the space of continuous functions are investigated. In general, the corresponding initial value problem is not well posed, so we find an additional…

偏微分方程分析 · 数学 2014-12-16 Alexander V. Rezounenko

We introduce a new numerical algorithm for solving the stochastic neural field equation (NFE) with delays. Using this algorithm we have obtained some numerical results which illustrate the effect of noise in the dynamical behaviour of…

数值分析 · 数学 2017-01-17 Pedro M. Lima , Evelyn Buckwar

This paper analyzes the eigenvalue distribution of neutral differential systems and the corresponding difference systems, and establishes the relationship between the eigenvalue distribution and delay-independent stability of neutral…

动力系统 · 数学 2007-05-23 Ping Wei , Qiang Guan , Wensheng Yu , Long Wang

We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…

偏微分方程分析 · 数学 2020-07-02 Charles Collot , Anne-Sophie de Suzzoni

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

数值分析 · 数学 2024-11-22 Faezeh Nassajian Mojarrad