• 제목/요약/키워드: Delay differential equations

검색결과 90건 처리시간 0.02초

AN INITIAL VALUE METHOD FOR SINGULARLY PERTURBED SYSTEM OF REACTION-DIFFUSION TYPE DELAY DIFFERENTIAL EQUATIONS

  • Subburayan, V.;Ramanujam, N.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제17권4호
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    • pp.221-237
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    • 2013
  • In this paper an asymptotic numerical method named as Initial Value Method (IVM) is suggested to solve the singularly perturbed weakly coupled system of reaction-diffusion type second order ordinary differential equations with negative shift (delay) terms. In this method, the original problem of solving the second order system of equations is reduced to solving eight first order singularly perturbed differential equations without delay and one system of difference equations. These singularly perturbed problems are solved by the second order hybrid finite difference scheme. An error estimate for this method is derived by using supremum norm and it is of almost second order. Numerical results are provided to illustrate the theoretical results.

INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES

  • Liang, Hong;Zhou, Jianjun
    • 대한수학회보
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    • 제57권2호
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    • pp.311-330
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    • 2020
  • This paper investigates infinite horizon optimal control problems driven by a class of backward stochastic delay differential equations in Hilbert spaces. We first obtain a prior estimate for the solutions of state equations, by which the existence and uniqueness results are proved. Meanwhile, necessary and sufficient conditions for optimal control problems on an infinite horizon are derived by introducing time-advanced stochastic differential equations as adjoint equations. Finally, the theoretical results are applied to a linear-quadratic control problem.

PERIODIC SOLUTIONS OF STOCHASTIC DELAY DIFFERENTIAL EQUATIONS AND APPLICATIONS TO LOGISTIC EQUATION AND NEURAL NETWORKS

  • Li, Dingshi;Xu, Daoyi
    • 대한수학회지
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    • 제50권6호
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    • pp.1165-1181
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    • 2013
  • In this paper, we consider a class of periodic It$\hat{o}$ stochastic delay differential equations by using the properties of periodic Markov processes, and some sufficient conditions for the existence of periodic solution of the delay equations are given. These existence theorems improve the results obtained by It$\hat{o}$ et al. [6], Bainov et al. [1] and Xu et al. [15]. As applications, we study the existence of periodic solution of periodic stochastic logistic equation and periodic stochastic neural networks with infinite delays, respectively. The theorem for the existence of periodic solution of periodic stochastic logistic equation improve the result obtained by Jiang et al. [7].

BOUNDED OSCILLATION FOR SECOND-ORDER NONLINEAR DELAY DIFFERENTIAL EQUATIONS

  • Song, Xia;Zhang, Quanxin
    • Journal of applied mathematics & informatics
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    • 제32권3_4호
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    • pp.447-454
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    • 2014
  • Two necessary and sufficient conditions for the oscillation of the bounded solutions of the second-order nonlinear delay differential equation $$(a(t)x^{\prime}(t))^{\prime}+q(t)f(x[{\tau}(t)])=0$$ are obtained by constructing the sequence of functions and using inequality technique.

FINITE DIFFERENCE SCHEME FOR SINGULARLY PERTURBED SYSTEM OF DELAY DIFFERENTIAL EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS

  • SEKAR, E.;TAMILSELVAN, A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제22권3호
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    • pp.201-215
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    • 2018
  • In this paper we consider a class of singularly perturbed system of delay differential equations of convection diffusion type with integral boundary conditions. A finite difference scheme on an appropriate piecewise Shishkin type mesh is suggested to solve the problem. We prove that the method is of almost first order convergent. An error estimate is derived in the discrete maximum norm. Numerical experiments support our theoretical results.

EXISTENCE OF FUNCTIONAL DIFFERENTIAL EQUATIONS WITH STEPANOV FORCING TERMS.

  • Lee, Hyun Mork
    • 충청수학회지
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    • 제33권3호
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    • pp.351-363
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    • 2020
  • We introduce a new concept of Stepanov weighted pseudo almost periodic functions of class r which have been established by recently in [20]. Furthermore, we study the uniqueness and existence of Stepanov weighted pseudo almost periodic mild solutions of partial neutral functional differential equations having the Stepanov pseudo almost periodic forcing terms on finite delay.

Existence and Stability Results on Nonlinear Delay Integro-Differential Equations with Random Impulses

  • Vinodkumar, Arumugam;Gowrisankar, Muthusamy;Mohankumar, Prathiban
    • Kyungpook Mathematical Journal
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    • 제56권2호
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    • pp.431-450
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    • 2016
  • In this paper, the existence, uniqueness, stability via continuous dependence and Ulam stabilities of nonlinear integro-differential equations with random impulses are studied under sufficient condition. The results are obtained by using Leray-Schauder alternative fixed point theorem and Banach contraction principle.