Moment boundedness of linear stochastic delay differential equations with distributed delay

This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to that of the corresponding deterministic delay differential equation. However, boundedness of the second moment is complicated and depends on the stochastic terms. In this paper, the characteristic function of the equation is obtained through techniques of the Laplace transform. From the characteristic equation, sufficient conditions for the second moment to be bounded or unbounded are proposed.     

Numerical treatment of oscillatory functional differential equations

In this paper we are concerned with oscillatory functional differential equations (that is, those equations where all the solutions oscillate) under a numerical approximation. Our interest is in the preservation of qualitative properties of solutions under a numerical discretisation. We give conditions under which an equation is oscillatory, and consider whether the discrete schemes derived using linear ?-methods will also be oscillatory. We conclude with some general theory.     

Recent advances in the numerical analysis of Volterra functional differential equations with variable delays

The numerical analysis of Volterra functional integro-differential equations with vanishing delays has to overcome a number of challenges that are not encountered when solving ‘classical’ delay differential equations with non-vanishing delays. In this paper I shall describe recent results in the analysis of optimal (global and local) superconvergence orders in collocation methods for such evolutionary problems. Following a brief survey of results for equations containing Volterra integral operators with non-vanishing delays, the discussion will focus on pantograph-type Volterra integro-differential equations with (linear and nonlinear) vanishing delays. The paper concludes with a section on open problems; these include the asymptotic stability of collocation solutions _uh$u_h$ on uniform meshes for pantograph-type functional equations, and the analysis of collocation methods for pantograph-type functional equations with advanced arguments.     

Numerical detection of instability regions for delay models with delay-dependent parameters

In this paper we are interested in gaining local stability insights about the interior equilibria of delay models arising in biomathematics. The models share the property that the corresponding characteristic equations involve delay-dependent coefficients. The presence of such dependence requires the use of suitable criteria which usually makes the analytical work harder so that numerical techniques must be used. Most existing methods for studying stability switching of equilibria fail when applied to such a class of delay models. To this aim, an efficient criterion for stability switches was recently introduced in [E. Beretta, Y. Kuang, Geometric stability switch criteria in delay differential systems with delay dependent parameters, SIAM J. Math. Anal. 33 (2002) 1144–1165] and extended [E. Beretta, Y. Tang, Extension of a geometric stability switch criterion, Funkcial Ekvac 46(3) (2003) 337–361]. We describe how to numerically detect the instability regions of positive equilibria by using such a criterion, considering both discrete and distributed delay models.     

Stability of collocation methods for delay differential equations with vanishing delays

We analyze the asymptotic stability of collocation solutions in spaces of globally continuous piecewise polynomials on uniform meshes for linear delay differential equations with vanishing proportional delay qt (0<q<1) (pantograph DDEs). It is shown that if the collocation points are such that the analogous collocation solution for ODEs is A-stable, then this asymptotic behaviour is inherited by the collocation solution for the pantograph DDE.     

Stability in functional differential equations established using fixed point theory

In this paper we consider a nonlinear scalar delay differential equation with variable delays and give some new conditions for the boundedness and stability by means of Krasnoselskii’s fixed point theory. A stability theorem with a necessary and sufficient condition is proved. The results in [T.A. Burton, Stability by fixed point theory or Liapunov’s theory: A comparison, Fixed Point Theory 4 (2003) 15–32; T.A. Burton, T. Furumochi, Asymptotic behavior of solutions of functional differential equations by fixed point theorems, Dynamic Systems and Applications 11 (2002) 499–519; B. Zhang, Fixed points and stability in differential equations with variable delays, Nonlinear Analysis 63 (2005) e233–e242] are improved and generalized. Some examples are given to illustrate our theory.     

Existence and multiplicity of wave trains in 2D lattices

We study the existence and branching patterns of wave trains in a two-dimensional lattice with linear and nonlinear coupling between nearest particles and a nonlinear substrate potential. The wave train equation of the corresponding discrete nonlinear equation is formulated as an advanced-delay differential equation which is reduced by a Lyapunov–Schmidt reduction to a finite-dimensional bifurcation equation with certain symmetries and an inherited Hamiltonian structure. By means of invariant theory and singularity theory, we obtain the small amplitude solutions in the Hamiltonian system near equilibria in non-resonance and p:q$p:q$ resonance, respectively. We show the impact of the direction θ of propagation and obtain the existence and branching patterns of wave trains in a one-dimensional lattice by investigating the existence of traveling waves of the original two-dimensional lattice in the direction θ of propagation satisfying tan θ is rational.     

Second-order analysis for optimal control problems with pure state constraints and mixed control-state constraints

This paper deals with the optimal control problem of an ordinary differential equation with several pure state constraints, of arbitrary orders, as well as mixed control-state constraints. We assume (i) the control to be continuous and the strengthened Legendre–Clebsch condition to hold, and (ii) a linear independence condition of the active constraints at their respective order to hold. We give a complete analysis of the smoothness and junction conditions of the control and of the constraints multipliers. This allows us to obtain, when there are finitely many nontangential junction points, a theory of no-gap second-order optimality conditions and a characterization of the well-posedness of the shooting algorithm. These results generalize those obtained in the case of a scalar-valued state constraint and a scalar-valued control.     

Existence,uniqueness and global asymptotic stability of positive solutions of a predator–prey system with Holling II functional response with random perturbation

This paper discusses a randomized two-species predator–prey system with Holling II functional response. We show that the positive solution of the associated stochastic delay differential equation does not explode to infinity in a finite time. In addition, the existence, uniqueness and global asymptotic stability of the positive solutions are studied.     

Dynamics of a neutral delay equation for an insect population with long larval and short adult phases

We present a global study on the stability of the equilibria in a nonlinear autonomous neutral delay differential population model formulated by Bocharov and Hadeler. This model may be suitable for describing the intriguing dynamics of an insect population with long larval and short adult phases such as the periodical cicada. We circumvent the usual difficulties associated with the study of the stability of a nonlinear neutral delay differential model by transforming it to an appropriate non-neutral nonautonomous delay differential equation with unbounded delay. In the case that no juveniles give birth, we establish the positivity and boundedness of solutions by ad hoc methods and global stability of the extinction and positive equilibria by the method of iteration. We also show that if the time adjusted instantaneous birth rate at the time of maturation is greater than 1, then the population will grow without bound, regardless of the population death process.     

On the behavior of solutions of a first order nonlinear neutral delay differential equation

The authors obtain results on the asymptotic behavior of the non-oscillatory solutions of a first order nonlinear neutral delay differential equation. A theorem giving sufficient conditions for all bounded solutions to be oscillatory is also proved.     

A periodic solution of a differential equation with state-dependent delay

We study a differential equation for delayed negative feedback which models a situation where the delay depends on the present state and becomes effective in the future. The main result is existence of a periodic solution in case the equilibrium is linearly unstable. The proof employs the ejective fixed point principle on a compact convex set K₀⊂C([−h,0],R) of Lipschitz continuous functions and uses that the equation generates a smooth semiflow on an infinite-dimensional submanifold of the space C¹([−h,0],R).     

Existence and uniqueness results for impulsive functional differential equations with scalar multiple delay and infinite delay

In this paper, we discuss local and global existence and uniqueness results for first order impulsive functional differential equations with multiple delay. We shall rely on a nonlinear alternative of Leray–Schauder. For the global existence and uniqueness we apply a recent nonlinear alternative of Leray–Schauder type in Fréchet spaces, due to M. Frigon and A. Granas [Résultats de type Leray–Schauder pour des contractions sur des espaces de Fréchet, Ann. Sci. Math. Québec 22 (2) (1998) 161–168]. The goal of this paper is to extend the problems considered by A. Ouahab [Local and global existence and uniqueness results for impulsive differential equations with multiple delay, J. Math. Anal. Appl. 323 (2006) 456–472].     

Markov processes generated by linear stochastic evolution equations †

A class of Hilbert space-valued Markov processes which can be expressed as the mild solution of a linear abstract evolution equation is studied. Sufficient conditions for the generator of the Markov process to be well-defined are given and Kolmogorov's equation and an equation for the characteristic function of the process are derived. The theory is illustrated by examples of parabolic, hyperbolic and delay stochastic differential equations.     

Stability of nonlinear waves in a ring of neurons with delays

In this paper, we consider a ring of identical neurons with self-feedback and delays. Based on the normal form approach and the center manifold theory, we derive some formula to determine the direction of Hopf bifurcation and stability of the Hopf bifurcated synchronous periodic orbits, phase-locked oscillatory waves, standing waves, mirror-reflecting waves, and so on. In addition, under general conditions, such a network has a slowly oscillatory synchronous periodic solution which is completely characterized by a scalar delay differential equation. Despite the fact that the slowly oscillatory synchronous periodic solution of the scalar equation is stable, we show that the corresponding synchronized periodic solution is unstable if the number of the neurons is large or arbitrary even.     

Stability of impulsive stochastic differential delay systems and its application to impulsive stochastic neural networks

This paper is concerned with the stability of n-dimensional stochastic differential delay systems with nonlinear impulsive effects. First, the equivalent relation between the solution of the n-dimensional stochastic differential delay system with nonlinear impulsive effects and that of a corresponding n-dimensional stochastic differential delay system without impulsive effects is established. Then, some stability criteria for the n-dimensional stochastic differential delay systems with nonlinear impulsive effects are obtained. Finally, the stability criteria are applied to uncertain impulsive stochastic neural networks with time-varying delay. The results show that, this convenient and efficient method will provide a new approach to study the stability of impulsive stochastic neural networks. Some examples are also discussed to illustrate the effectiveness of our theoretical results.     

时滞抛物型与双曲型微分方程解的振动性的讨论

对一类线性以及非线性抛物型时滞微分方程的解在第一或第二边值条件下解振动的充分必要条件进行了讨论,给出了解振动的一些结论.并且对一类线性以及带强迫项的非线性双曲型时滞微分方程的解在第一或第二边值条件下解振动的充分必要条件进行了讨论,也给出了一些结论.     

Geometric stability switch criteria in delay differential equations with two delays and delay dependent parameters

Most modeling efforts involve multiple physical or biological processes. All physical or biological processes take time to complete. Therefore, multiple time delays occur naturally and shall be considered in more advanced modeling efforts. Carefully formulated models of such natural processes often involve multiple delays and delay dependent parameters. However, a general and practical theory for the stability analysis of models with more than one discrete delay and delay dependent parameters is nonexistent. The main purpose of this paper is to present a practical geometric method to study the stability switching properties of a general transcendental equation which may result from a stability analysis of a model with two discrete time delays and delay dependent parameters that dependent only on one of the time delay. In addition to simple and illustrative examples, we present a detailed application of our method to the study of a two discrete delay SIR model.     

On generalized Eisenstein series and Ramanujan’s formula for periodic zeta-functions

We construct the asymptotic formulas for solutions of a certain linear second-order delay differential equation as independent variable tends to infinity. When the delay equals zero this equation turns into the so-called one-dimensional Schrödinger equation at energy zero with Wigner–von Neumann type potential. The question of interest is how the behaviour of solutions changes qualitatively and quantitatively when the delay is introduced in this dynamical model. We apply the method of asymptotic integration that is based on the ideas of the centre manifold theory in its presentation with respect to the systems of functional differential equations with oscillatory decreasing coefficients.