Universal theory of dynamical chaos in nonlinear dissipative systems of differential equations

A new universal theory of dynamical chaos in nonlinear dissipative systems of differential equations including ordinary and partial, autonomous and non-autonomous differential equations and differential equations with delay arguments is presented in this paper. Four corner-stones lie in the foundation of this theory: the Feigenbaum’s theory of period doubling bifurcations in one-dimensional mappings, the Sharkovskii’s theory of bifurcations of cycles of an arbitrary period up to the cycle of period three in one-dimensional mappings, the Magnitskii’s theory of rotor type singular points of two-dimensional non-autonomous systems of differential equations as a bridge between one-dimensional mappings and differential equations and the theory of homoclinic cascade of bifurcations of stable cycles in nonlinear differential equations. All propositions of the theory are strictly proved and illustrated by numerous analytical and computing examples.     

How to solve the polynomial ordinary differential equations

This paper discussed how to solve the polynomial ordinary differential equations. At first, we construct the theory of the linear equations about the unknown one variable functions with constant coefficients. Secondly, we use this theory to convert the polynomial ordinary differential equations into the simultaneous first order linear ordinary differential equations with constant coefficients and quadratic equations. Thirdly, we work out the general solution of the polynomial ordinary differential equations which is no longer concerned with the differential. Finally, we discuss the necessary and sufficient condition of the existence of the solution.     

On meromorphic solutions of linear partial differential equations of second order

This paper is concerned with entire and meromorphic solutions of linear partial differential equations of second order with polynomial coefficients. We will characterize entire solutions for a class of partial differential equations associated with the Jacobi differential equations, and give a uniqueness theorem for their meromorphic solutions in the sense of the value distribution theory, which also applies to general linear partial differential equations of second order. The results are complemented by various examples for completeness.     

Existence of solutions for nonlinear fractional stochastic differential equations

The fractional stochastic differential equations have wide applications in various fields of science and engineering. This paper addresses the issue of existence of mild solutions for a class of fractional stochastic differential equations with impulses in Hilbert spaces. Using fractional calculations, fixed point technique, stochastic analysis theory and methods adopted directly from deterministic fractional equations, new set of sufficient conditions are formulated and proved for the existence of mild solutions for the fractional impulsive stochastic differential equation with infinite delay. Further, we study the existence of solutions for fractional stochastic semilinear differential equations with nonlocal conditions. Examples are provided to illustrate the obtained theory.     

Singular perturbation analysis and gene regulatory networks with delay

The problem of how the dynamics of the smooth gene networks is related to the simplified dynamics of the Boolean networks is studied. The emphasis is put on the gene regulatory networks with delay. Asymptotic analysis which is applied in the paper goes back to Tikhonov’s theory of singular perturbed differential equations and a modified algorithm of reducing delay equations to ordinary differential equations. A number of illustrative examples complements the theory which is offered in the paper.     

Stability in distribution of neutral stochastic functional differential equations with Markovian switching

Stability in distribution of stochastic differential equations with Markovian switching and stochastic differential delay equations with Markovian switching have been studied by several authors and this kind of stability is an important property for stochastic systems. There are several papers which study this stability for stochastic differential equations with Markovian switching and stochastic differential delay equations with Markovian switching technically. In our paper, we are concerned with the general neutral stochastic functional differential equations with Markovian switching and we derive the sufficient conditions for stability in distribution. At the end of our paper, one example is established to illustrate the theory of our work.     

差分方程拉克斯对的一种构造性方法

非交换微分在讨论数学物理中的偏微分方程时起着十分重要的作用.最近,作者利用一个具体的非交换外微分建立了一种求差分微分方程拉克斯对的方法,由此检验了该方程的可积性.本文给出了讨论全差分方程的对应理论.另外还讨论了一个格子形变的KdV(LMKdV)方程,并求得了它的拉克斯对.     

Functional differential systems with retardation and anticipation

We investigate, in this paper, the existence theory for functional differential equations with both retardation and anticipation as a first step by splitting the problem into two parts and using the existing theory of functional differential equations with delay and the contraction mapping theorem for operators with PPF (past, present, and future) dependence.     

Lepage forms,closed 2-forms and second-order ordinary differential equations

Lepage 2-forms appear in the variational sequence as representatives of the classes of 2-forms. In the theory of ordinary differential equations on jet bundles they are used to construct exterior differential systems associated with the equations and to study solutions, and help to solve the inverse problem of the calculus of variations: since variational equations are characterized by Lepage 2-forms that are closed. In this paper, a general setting for Lepage forms in the variational sequence is presented, and Lepage 2-forms in the theory of second-order differential equations in general and of variational equations in particular, are investigated in detail. The text was submitted by the authors in English.     

Existence of pseudo almost automorphic mild solutions to stochastic fractional differential equations

Fractional stochastic differential equations have gained considerable importance due to their application in various fields of science and engineering. This paper is concerned with the square-mean pseudo almost automorphic solutions for a class of fractional stochastic differential equations in a Hilbert space. The main objective of this paper is to establish the existence and uniqueness of square-mean pseudo almost automorphic mild solutions to a linear and semilinear case of these equations. A new set of sufficient conditions is obtained to achieve the required result by using the stochastic analysis theory and fixed point strategy. Finally, an example is provided to illustrate the obtained theory.     

Representation of solutions and stability of linear differential-difference equations in a Banach space

In this paper the theory of linear delay differential equations is extended in three directions. One, the underlying phase space is allowed to be a Banach space so that equations with unbounded operators may be considered. Two, the delay is permitted to be effective over an infinite interval and a connection is made between this type of system and neutral systems whose delay is effective over a finite interval. Three, a theory of uniform asymptotic stability for linear delay differential equations in a Hilbert space is developed.     

Theory of fractional functional differential equations

In this paper, the basic theory for the initial value problems for fractional functional differential equations is considered, extending the corresponding theory of ordinary functional differential equations.     

Existence and multiplicity of positive periodic solutions to functional differential equations with impulse effects

This paper deals with a new existence theory for single and multiple positive periodic solutions to a kind of nonautonomous functional differential equations with impulse actions at fixed moments by employing a fixed point theorem in cones. Easily verifiable sufficient criteria are established. The paper extends some previous results and reports some new results about impulsive functional differential equations.     

One Extended Theorem is Applied to Ordinary Differential

6l.IntroductionThetheoryofWiman-Valironhasin1Portantapp1icationstodifferentiale`iuations-Wehadextendedittothemeromorpl1icf[lnctionswhichhavefinitepo1es['J.TheoremALetw(Z)=#isameromorpicfunctionwhichhavefinitepoles,andleto<3,rt},zisapointofthecircie{z:Izl=r},andlf(z)I>N(r,f)[v(r)j-1 e',thenex-certthevaluesetofrwhicl1havefinitelogarithmicmeasure,wehaveherev(r)bethecentralindexoff(z),andVl(z)=O{[v(r)j-8 '1}.1.Theorem'BLet`o(Z)asTheoremA,ltO<8`<1,zisapointofthecircle{z:lzI=r},andlf(z)l>N(r…     

G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性

研究了一类G-Brown运动驱动的中立型随机时滞微分方程的指数稳定性.在G-框架意义下,运用合适的Lyapunov-Krasovskii泛函,中立型时滞微分方程理论以及随机分析技巧,证明了所研究方程平凡解的p-阶矩指数稳定性,得到了所研究方程平凡解是p-阶矩指数稳定的充分条件.最后通过例子说明所得的结果.     

Bifurcation theory of functional differential equations: A survey

In this paper we survey the topic of bifurcation theory of functionaldifferential equations. We begin with a brief discussion of the position of bifurcationand functional differential equations in dynamical systems. We followwith a survey of the state of the art on the bifurcation theory of functionaldifferential equations, including results on Hopf bifurcation, center manifoldtheory, normal form theory, Lyapunov-Schmidt reduction, and degree theory.     

ATTRACTING BEHAVIOR OF INSHORE-OFFSHORE FISHING MODEL WITH STAGE-STRUCTURE

This paper deals with fishing models with stage structure and harvest in an inshore-offshore area. By using the monotonic theory and concave operators to functional differential equations and the qualitative theory of differential equations, steady states of this dynamical systems representing fishery are derived, and their globally attracting behaviors are discussed. A brief biological meaning for the mathematical results is given.     

Approximate Controllability of Fractional Neutral Stochastic Evolution Equations with Nonlocal Conditions

In this paper, the approximate controllability of neutral stochastic fractional differential equations involving nonlocal initial conditions is studied. By using Sadovskii’s fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of semilinear fractional stochastic differential equations with nonlocal conditions under the assumption that the corresponding linear system is approximately controllable. Finally, an application to a fractional partial stochastic differential equation with nonlocal initial condition is provided to illustrate the obtained theory.     

On stability of the second order neutral differential equation

There exist a well-developed stability theory for neutral differential equations of the first order and only a few results on functional differential equations of the second order. One of the aims of this paper is to fill this gap. Explicit tests for stability of linear neutral delay differential equations of the second order are obtained.