Runge–Kutta–collocation methods for systems of functional–differential and functional equations

Systems of functional–differential and functional equations occur in many biological, control and physics problems. They also include functional–differential equations of neutral type as special cases. Based on the continuous extension of the Runge–Kutta method for delay differential equations and the collocation method for functional equations, numerical methods for solving the initial value problems of systems of functional–differential and functional equations are formulated. Comprehensive analysis of the order of approximation and the numerical stability are presented.     

B-Theory of Runge-Kutta methods for stiff Volterra functional differential equations

B-stability and B-convergence theories of Runge-Kutta methods for nonlinear stiff Volterra func-tional differential equations(VFDEs)are established which provide unified theoretical foundation for the studyof Runge-Kutta methods when applied to nonlinear stiff initial value problems(IVPs)in ordinary differentialequations(ODEs),delay differential equations(DDEs),integro-differential equatioons(IDEs)and VFDEs of     

On the asymptotic stability ofθ-methods for delay differential equations

Stability regions of -methods for the linear delay differential test equations

Positive invertibility of matrices and stability of Itô delay differential equations

We study the global exponential p-stability (1 ≤ p < ∞) of systems of Itô nonlinear delay differential equations of a special form using the theory of positively invertible matrices. To this end, we apply a method developed by N.V. Azbelev and his students for the stability analysis of deterministic functional-differential equations. We obtain sufficient conditions for the global exponential 2p-stability (1 ≤ p < ∞) of systems of Itô nonlinear delay differential equations in terms of the positive invertibility of a matrix constructed from the original system. We verify these conditions for specific equations.     

Hyers-Ulam-Rassias stability of κ-Caputo fractional differential equations

The paper is connected with the existence of solutions and Hyers-Ulam stability for a class of nonlinear fractional differential equations with κ-Caputo fractional derivative in boundary value problems. The existence and uniqueness results are obtained by utilizing the Banach fixed point theorem and Leray-Schauder nonlinear alternative theorem. In addition, two sufficient conditions to guarantee the Hyers-Ulam stability and the Hyers-Ulam-Rassias stability of boundary value problems of fractional differential equations are also presented. Finally, theoretical results are illustrated by two numerical examples.     

Hyers–Ulam stability of hypergeometric differential equations

Aequationes mathematicae - In the present paper by applying the series method we prove the Hyers–Ulam stability of the homogeneous hypergeometric differential equation in a subclass of...     

ℋ p stability of solutions of stochastic differential equations

Summary Solutions of systems of stochastic differential equations are shown to be stable in ^p under ^p perturbations of semimartingale differentials. Analogous results are obtained inp ^p when the solutions are not semimartingales but are only cadlag, adapted processes. Also, the solutions are shown to be stable under almost sure perturbations. These results are contrasted with the lack of stability under non- ^p perturbations, a result originally obtained by Wong and Zakai.This research was supported in part by NSF Grant No. MCS77-00095     

The asymptotic stability of multistep multiderivative methods for systems of delay differential equations

IntroductionFor many years, many papers investigated the linear stabilit}' of delay differential equation(DDE) solvers and a significant number of important results have already been found for bothRunge-Kutta methods and linear multistep methods (see, for example, [l--8]). In this paper,we firstly consider stability of numerical methods with derivative for DDEs. It is shown thatA-stability of multistep multiderivative methods for ordinary differential equations (ODEs) isequit,alent to p-s…     

Convergence and stability analysis of system of partial differential equations under Markovian structural perturbations–ii:vextor Lyapunov–like functionals

In this paper we employ the theory of dererministic ordinary differential inequalities together with the concept of vector Lyapunov–like functional to develop basic comparison theorems for system of partial differential equations of parabolic type under Markovian structural perturbations.These results will be utilized to give sufficient conditions for the convergence and stability of the solution process of the system.We also characterize the effects of the random structural perturbations on the qualitative properties of such system. Moreover,the Lyapunov–like functional approach provides a mechanism to characterize the diffusion effects on the qualitative properties of the system.     

Approximating Lyapunov exponents and Sacker–Sell spectrum for retarded functional differential equations

We consider Lyapunov exponents and Sacker–Sell spectrum for linear, nonautonomous retarded functional differential equations posed on an appropriate Hilbert space. A numerical method is proposed to approximate such quantities, based on the reduction to finite dimension of the evolution family associated to the system, to which a classic discrete QR method is then applied. The discretization of the evolution family is accomplished by a combination of collocation and generalized Fourier projection. A rigorous error analysis is developed to bound the difference between the computed stability spectra and the exact stability spectra. The efficacy of the results is illustrated with some numerical examples.     

A topological principle for retarded functional differential equations of Carathéodory type

The paper presents a Razumikhin-type version of Wa?ewski's principle for RFDEs of Carathéodory type, thus generalizing the author's previous results (J. Differential Equations36, 117–138 (1980)). A few facts from the theory of RFDEs are reviewed, and the concept of a regular polyfacial set with respect to an RFDE of Carathéodory type is introduced and the results are state and proved. Most of the examples given in the above work can easily be adapted to the more general setting of Carathéodory systems. An indication how to do it is given in only one case. Throughout the paper, standard notation is used.     

Invariance of functionals and related Euler–Lagrange equations

We establish a connection between symmetries of functionals and symmetries of the corresponding Euler–Lagrange equations. A similar problem is investigated for equations with quasi-B _u -potential operators.     

Hyers–Ulam stability of linear partial differential equations of first order

In this work, we will prove the Hyers–Ulam stability of linear partial differential equations of first order.     

Structure of multiple solutions for nonlinear differential equations

Based on the eigensystem {λj,φj}of -Δ, the multiple solutions for nonlinear problem Δu f(u) =0 in Ω, u=0 on Ω are approximated. A new search-extension method (SEM), which consists of three steps in three level subspaces, is proposed. Numerical simulations for several typical nonlinear cases, i.e. f(u) = u~3,u~2(u-p),u~2(u~2 -p),