On Regularity Property of Retarded Ornstein–Uhlenbeck Processes in Hilbert Spaces

In this work, some regularity properties of mild solutions for a class of stochastic linear functional differential equations driven by infinite-dimensional Wiener processes are considered. In terms of retarded fundamental solutions, we introduce a class of stochastic convolutions which naturally arise in the solutions and investigate their Yosida approximants. By means of the retarded fundamental solutions, we find conditions under which each mild solution permits a continuous modification. With the aid of Yosida approximation, we study two kinds of regularity properties, temporal and spatial ones, for the retarded solution processes. By employing a factorization method, we establish a retarded version of the Burkholder–Davis–Gundy inequality for stochastic convolutions.     

非线性中立型泛函微分方程Runge-Kutta 法的稳定性和收敛性

本文涉及Runge-Kutta 法变步长求解非线性中立型泛函微分方程(NFDEs) 的稳定性和收敛性.为此, 基于Volterra 泛函微分方程Runge-Kutta 方法的B- 理论, 引入了中立型泛函微分方程Runge-Kutta 方法的EB (expanded B-theory)-稳定性和EB-收敛性概念. 之后获得了Runge-Kutta 方法变步长求解此类方程的EB - 稳定性和EB- 收敛性. 这些结果对中立型延迟微分方程和中立型延迟积分微分方程也是新的.     

一类泛函微分方程的稳定性定理及其应用

本文采用一种新方法来研究 RFDE 稳定性问题,其特点是不必构造 Liapunov 泛函,用起来比较简单,应用得到的稳定性定理,本文还研究了许多领域中有重要意义的Volterra 积分微分方程的周期解的唯一性和稳定性问题.     

Exponential stability for stochastic neutral partial functional differential equations

In this paper, we consider a class of stochastic neutral partial functional differential equations in a real separable Hilbert space. Some conditions on the existence and uniqueness of a mild solution of this class of equations and also the exponential stability of the moments of a mild solution as well as its sample paths are obtained. The known results in Govindan [T.E. Govindan, Almost sure exponential stability for stochastic neutral partial functional differential equations, Stochastics 77 (2005) 139-154], Liu and Truman [K. Liu, A. Truman, A note on almost sure exponential stability for stochastic partial functional differential equations, Statist. Probab. Lett. 50 (2000) 273-278] and Taniguchi [T. Taniguchi, Almost sure exponential stability for stochastic partial functional differential equations, Stoch. Anal. Appl. 16 (1998) 965-975; T. Taniguchi, Asymptotic stability theorems of semilinear stochastic evolution equations in Hilbert spaces, Stochastics 53 (1995) 41-52] are generalized and improved.     

滞后型泛函微分方程的有界变差解

本文研究了一类滞后型泛函微分方程的有界变差解.利用Henstock-Kurzweil积分与Schauder不动点定理,在Henstock-Kurzweil积分下,得到了这类滞后型泛函微分方程有界变差解的存在性定理,推广了一些相关的结果.     

无限滞后测度泛函微分方程的平均化

本文研究了无限滞后测度泛函微分方程的平均化.利用广义常微分方程的平均化方法,在无限滞后测度泛函微分方程可以转化为广义常微分方程的基础上,获得了这类方程的周期和非周期平均化定理,推广了一些相关的结果.     

Global exponential stability of impulsive differential equations with any time delays

The main objective of this letter is to further investigate the global exponential stability of a class of general impulsive retarded functional differential equations. Several new criteria on global exponential stability are analytically established based on Lyapunov function methods combined with Razumikhin techniques. The obtained results extend and generalize some results existing in the literature. An example, along with computer simulations, is included to illustrate the results.     

Global exponential stability for a class of retarded functional differential equations with applications in neural networks

In this paper, the global exponential stability and asymptotic stability of retarded functional differential equations with multiple time-varying delays are studied by employing several Lyapunov functionals. A number of sufficient conditions for these types of stability are presented. Our results show that these conditions are milder and more general than previously known criteria, and can be applied to neural networks with a broad range of activation functions assuming neither differentiability nor strict monotonicity. Furthermore, the results obtained for neural networks with time-varying delays do not assume symmetry of the connection matrix.     

Toroidal normal forms for bifurcations in retarded functional differential equations I: Multiple Hopf and transcritical/multiple Hopf interaction

For finite-dimensional bifurcation problems, it is well known that it is possible to compute normal forms which possess nice symmetry properties. Oftentimes, these symmetries may allow for a partial decoupling of the normal form into a so-called “radial” part and an “angular” part. Analysis of the radial part usually gives an enormous amount of valuable information about the bifurcation and its unfoldings. In this paper, we are interested in the case where such bifurcations occur in retarded functional differential equations, and we revisit the realizability and restrictions problem for the class of radial equations by nonlinear delay-differential equations. Our analysis allows us to recover and considerably generalize recent results by Faria and Magalhães [T. Faria, L.T. Magalhães, Restrictions on the possible flows of scalar retarded functional differential equations in neighborhoods of singularities, J. Dynam. Differential Equations 8 (1996) 35-70] and by Buono and Bélair [P.-L. Buono, J. Bélair, Restrictions and unfolding of double Hopf bifurcation in functional differential equations, J. Differential Equations 189 (2003) 234-266].     

滞后型脉冲泛函微分方程有界性的Lyapunov逆定理

本文通过建立滞后型脉冲泛函微分方程饱和解的存在唯一性定理,在广义常微分方程与滞后型脉冲泛函微分方程等价的基础上,研究了滞后型脉冲泛函微分方程关于一致有界性的Lyapunov逆定理.     

Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions

Existence, uniqueness and continuity of mild solutions are established for stochastic linear functional differential equations in an appropriate Hilbert space which is particularly suitable for stability analysis. An attempt is made to obtain some infinite dimensional stochastic extensions of the corresponding deterministic stability results. One of the most important results is to show that the uniformly asymptotic stability of the equations we try to handle is equivalent to their square integrability in some suitable sense. Subsequently, the stability results derived in retarded case are applied to coping with stability for a large class of neutral linear stochastic systems.     

滞后型分段连续随机微分方程的稳定性

本文研究了滞后型分段连续随机微分方程的解析稳定性和数值稳定性问题.首先,利用伊藤公式等方法获得了解析解均方稳定的条件,其次,对于包括均方稳定和T-稳定在内的Euler-Maruyama方法的数值稳定性问题,运用不等式技术和随机分析方法获得了一些新的结果,证明了在一定条件下,Euler-Maruyama方法既是均方稳定又是T-稳定的,推广了随机延迟微分方程的数值稳定性结论.     

Global continuation of forced oscillations of retarded motion equations on manifolds

We investigate T-periodic parametrized retarded functional motion equations on (possibly) noncompact manifolds; that is, constrained second order retarded functional differential equations. For such equations we prove a global continuation result for T-periodic solutions. The approach is topological and is based on the degree theory for tangent vector fields as well as on the fixed point index theory.Our main theorem is a generalization to the case of retarded equations of an analogous result obtained by the last two authors for second order differential equations on manifolds. As corollaries we derive a Rabinowitz-type global bifurcation result and a Mawhin-type continuation principle. Finally, we deduce the existence of forced oscillations for the retarded spherical pendulum under general assumptions.     

Stability of sets of functional differential equations with impulse effect

In this paper, we investigate stability of sets for a class of impulsive functional differential equations by using piecewise continuous Lyapunov functions with Razumickhin techniques. Some sufficient conditions for stability of sets are established, and some known stability theorems also are generalized.     

Hölder Continuous Regularity of Stochastic Convolutions with Distributed Delay

Potential Analysis - In this work, we consider the Hölder continuous regularity of stochastic convolutions for a class of linear stochastic retarded functional differential equations with...     

Lyapunov theorems for systems described by retarded functional differential equations

Lyapunov-like characterizations for non-uniform in time and uniform robust global asymptotic stability of uncertain systems described by retarded functional differential equations are provided.     

一类中立型时滞微分方程解的渐近性

本文考虑一类非线性中立型时滞微分方程解的渐近性，给出了方程的解收敛于常数的结果．所得结论改进和推广了文献中的某些已知结果．     

Comparison Method of Stability Analysis of Semilinear Time-Delay Stochastic Evolution Equation

Abstract

In this paper, we set up the comparison theorem between the mild solution of semilinear time-delay stochastic evolution equation with general time-delay variable and the solution of a class (1-dimension) deterministic functional differential equation, by using the Razumikhin–Lyapunov type functional and the theory of functional differential inequalities. By applying this comparison theorem, we give various types of the stability comparison criteria for the semilinear time-delay stochastic evolution equations. With the aid of these comparison criteria, one can reduce the stability analysis of semilinear time-delay stochastic evolution equations in Hilbert space to that of a class (1-dimension) deterministic functional differential equations. Furthermore, these comparison criteria in special case have been applied to derive sufficient conditions for various stability of the mild solution of semilinear time-delay stochastic evolution equations. Finally, the theories are illustrated with some examples.     

Numerical solution of retarded functional differential equations as abstract Cauchy problems

An approach for the numerical solution of linear delay differential equations, different from the classical step-by-step integration, was presented in (Numer. Math. 84 (2000) 351). The problem is restated as an abstract Cauchy problem (or as the advection equation with a particular nonstandard boundary condition) and then, by using a scheme of order one, it is discretized as a system of ordinary differential equations by the method of lines. In this paper we introduce a class of related schemes of arbitrarily high order and we then extend the approach to general retarded functional differential equations. An analysis of convergence, and of asymptotic stability when the numerical schemes are applied to the complex scalar equation y′(t)=ay(t)+by(t−1), is provided.     

Introduction to the theory of functional differential equations and their applications. Group approach

In this work, we give an introduction to the theory of nonlinear functional differential equations of pointwise type on a finite interval, semi-axis, or axis. This approach is based on the formalism using group peculiarities of such differential equations. For the main boundary-value problem and the Euler-Lagrange boundary-value problem, we consider the existence and uniqueness of the solution, the continuous dependence of the solution on boundary-value and initial-value conditions, and the “roughness” of functional differential equations in the considered boundary-value problems. For functional differential equations of pointwise type we also investigate the pointwise completeness of the space of solutions for given boundary-value conditions, give an estimate of the rank for the space of solutions, describe types of degeneration for the space of solutions, and establish conditions for the “smoothness” of the solution. We propose the method of regular extension of the class of ordinary differential equations in the class of functional differential equations of pointwise type. __________ Translated from Sovremennaya Matematika. Fundamental’nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 8, Functional Differential Equations, 2004.