Dissipativity of Runge–Kutta methods for neutral delay integro-differential equations

This paper is concerned with the numerical dissipativity of a class of nonlinear neutral delay integro-differential equations. The dissipativity results are obtained for algebraically stable Runge–Kutta methods when they are applied to above problems.     

Exponential stability of nonlinear impulsive neutral integro-differential equations

In this paper, a nonlinear impulsive neutral integro-differential equation with time-varying delays is considered. By establishing a singular impulsive delay integro-differential inequality and transforming the n$n$-dimensional impulsive neutral integro-differential equation to a 2n$2n$-dimensional singular impulsive delay integro-differential equation, some sufficient conditions ensuring the global exponential stability in PC¹$P{C}^1$ of the zero solution of an impulsive neutral integro-differential equation are obtained. The results extend and improve the earlier publications. An example is also discussed to illustrate the efficiency of the obtained results.     

Convergence of one-leg methods for nonlinear neutral delay integro-differential equations

Some convergence results of one-leg methods for nonlinear neutral delay integro-differential equations (NDIDEs) are obtained. It is proved that a one-leg method is E (or EB) -convergent of order p for nonlinear NDIDEs if and only if it is A-stable and consistent of order p in classical sense for ODEs, where p = 1, 2. A numerical example that confirms the theoretical results is given in the end of this paper. This work was supported by National Natural Science Foundation of China (Grant No. 10871164), the Natural Science Foundation of Hunan Province (Grant No. 08JJ6002), and the Scientific Research Fund of Changsha University of Science and Technology (Grant No. 1004259)     

Stability analysis of Runge-Kutta methods for nonlinear neutral delay integro-differential equations

The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.     

Uniform asymptotic stability for perturbed neutral delay differential equations

One-dimensional perturbed neutral delay differential equations of the form (x(t)−P(t,x(t−τ)))′=f(t,x_t)+g(t,x_t) are considered assuming that f satisfies −v(t)M(φ)?f(t,φ)?v(t)M(−φ), where M(φ)=max{0,max_s∈[−r,0]φ(s)}. A typical result is the following: if ‖g(t,φ)‖?w(t)‖φ‖ and , then the zero solution is uniformly asymptotically stable providing that the zero solution of the corresponding equation without perturbation (x(t)−P(t,x(t−τ)))′=f(t,x_t) is uniformly asymptotically stable. Some known results associated with this equation are extended and improved.     

Oscillation and stability of nonlinear neutral impulsive delay differential equations

In this paper, oscillation and stability of nonlinear neutral impulsive delay differential equation are studied. The main result of this paper is that oscillation and stability of nonlinear impulsive neutral delay differential equation are equivalent to oscillation and stability of corresponding nonimpulsive neutral delay differential equations. At last, two examples are given to illustrate the importance of this study.     

Asymptotic stability of fractional impulsive neutral stochastic partial integro-differential equations with infinite delay

In this article, we investigate the existence and asymptotic stability in p-th moment of a mild solution to a class of neutral stochastic integro-differential equation of fractional order involving non-instantaneous impulses with infinite delay in a Hilbert space. A new set of sufficient conditions proving existence and asymptotic stability of mild solution is derived by utilizing solution operator, functional analysis, stochastic analysis and fixed point technique. Finally, an example is provided to illustrate the obtained abstract result.     

Stability in nonlinear neutral integro-differential equations with variable delay using fixed point theory

The nonlinear neutral integro-differential equation $$\frac{d}{dt}x ( t ) =-\int_{t-\tau ( t ) }^{t}a ( t,s ) g \bigl( x ( s ) \bigr) ds+\frac{d}{dt}G \bigl( t,x \bigl( t-\tau ( t ) \bigr) \bigr) , $$ with variable delay τ(t)≥0 is investigated. We find suitable conditions for τ, a, g and G so that for a given continuous initial function ψ a mapping P for the above equation can be defined on a carefully chosen complete metric space $S_{\psi }^{0}$ in which P possesses a unique fixed point. The final result is an asymptotic stability theorem for the zero solution with a necessary and sufficient condition. The obtained theorem improves and generalizes previous results due to Burton (Proc. Am. Math. Soc. 132:3679–3687, 2004), Becker and Burton (Proc. R. Soc. Edinb., A 136:245–275, 2006) and Jin and Luo (Comput. Math. Appl. 57:1080–1088, 2009).     

On state-dependent delay partial neutral functional integro-differential equations

In this paper the existence of mild solutions for a class of abstract neutral integro-differential equations with state-dependent delay is studied.     

Non-autonomous nonlinear integro-differential equations with infinite delay

In this paper we consider a non-autonomous abstract nonlinear Volterra integro-differential equation with infinite delay in a Banach space. We establish the existence and uniqueness of a strict solution under a certain local Lipschitz condition on the nonlinear map and an integrability condition on the kernel.     

具有可变时滞的非线性非自治差分方程的线性化全局渐近稳定性及其应用

证明了在一定条件下,具有可变时滞的非线性非自治差分方程的全局渐近稳定性可由某种线性差分方程的渐近稳定性确定,给出了这类差分方程全局渐近稳定的充分条件.作为实例,获得了具有可变时滞的离散型非自治广义Log istic方程的全局吸收性判别准则.     

Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations

This paper deals with the mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations. It is shown that the stochastic theta methods inherit the mean-square exponential stability property of the underlying system. Moreover, the backward Euler method is mean-square exponentially stable with less restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results.     

Floquet theory and stability of nonlinear integro-differential equations

Summary One of the classical topics in the qualitative theory of differential equations is the Floquet theory. It provides a means to represent solutions and helps in particular for stability analysis. In this paper first we shall study Floquet theory for integro-differential equations (IDE), and then employ it to address stability problems for linear and nonlinear equations.     

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching. Linear NSDDEs with Markovian switching and nonlinear examples will be discussed to illustrate the theory.     

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

For the past few decades, the stability criteria for the stochastic differential delay equations (SDDEs) have been studied intensively. Most of these criteria can only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions. Recently, the stability criterion for highly nonlinear hybrid stochastic differential equations is investigated in Fei et al. (2017). In this paper, we investigate a class of highly nonlinear hybrid stochastic integro-differential delay equations (SIDDEs). First, we establish the stability and boundedness of hybrid stochastic integro-differential delay equations. Then the delay-dependent criteria of the stability and boundedness of solutions to SIDDEs are studied. Finally, an illustrative example is provided.     

Oscillation and asymptotic behavior of third-order nonlinear neutral delay differential equations with distributed deviating arguments

This paper concerns the oscillation and asymptotic behavior of a class of third-order nonlinear neutral delay differential equations with distributed deviating arguments. By employing a generalized Riccati transformation and integral averaging technique, we establish some sufficient conditions to ensure that all solutions of the considered equations are either oscillatory or converge to zero, which extend and improve some known results in the literature.     

Asymptotic stability of linear multistep methods for nonlinear neutral delay differential equations

This paper is concerned with the numerical solution to initial value problems of nonlinear delay differential equations of neutral type. We use A-stable linear multistep methods to compute the numerical solution. The asymptotic stability of the A-stable linear multistep methods when applied to the nonlinear delay differential equations of neutral type is investigated, and it is shown that the A-stable linear multistep methods with linear interpolation are GAS-stable. We validate our conclusions by numerical experiments.     

On the asymptotic stability of solutions of Volterra integro-differential equations

Nonlinear differential delay equations are investigated by means of their associated semigroups. Conditions are found for which solutions have nonexponential decay, but nevertheless behave asymptotically as an inverse power of t.     

Oscillations and asymptotic behavior of first-order neutral delay differential equations

Consider the neutral delay differential equation [display math001] In this paper we are concerned with the asymptotic behavior and the oscillatory nature of solutions of Eq. (1).     

积分微分方程线性多步方法的散逸性

研究一类积分微分方程线性多步方法（p,σ）的散逸性．当积分项用复合求积公式逼近时,证明了线性多步方法是有限维散逸的．这说明该方法很好地继承了系统本身所具有的重要性质．这一结论为数值求解这一类微分方程提供了更多的选择．