Series expansions for functional differential equations

In this paper we prove convergence results for the series expansion of the solution to a linear functional differential equation. The results are consequences of an analysis of eigenfunction expansions for the generator of the solution map. This abstract approach unifies the treatment of retarded and neutral functional differential equations.The research of S.M. Verduyn Lunel has been made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences     

Study the stability of solutions of functional differential equations via fixed points

In this paper, we study the stability properties of solutions of a class of functional differential equations with variable delay. By using the fixed point theory under an exponentially weighted metric, we obtain some interesting sufficient conditions ensuring that the zero solution of the equations is stable and asymptotically stable.     

Hyperbolicity of linear partial differential equations with delay

Robust hyperbolicity and stability results for linear partial differential equations with delay will be given and, as an application, the effect of small delays to the asymptotic properties of feedback systems will be analyzed.The author thanks W. Desch (Graz), I. Gyri (Veszprém) and R. Schnaubelt (Halle) for helpful discussions.     

Isomonodromic differential equations and differential categories

We study isomonodromicity of systems of parameterized linear differential equations and related conjugacy properties of linear differential algebraic groups by means of differential categories. We prove that isomonodromicity is equivalent to isomonodromicity with respect to each parameter separately under a filtered-linearly closed assumption on the field of functions of parameters. Our result implies that one does not need to solve any non-linear differential equations to test isomonodromicity anymore. This result cannot be further strengthened by weakening the requirement on the parameters as we show by giving a counterexample. Also, we show that isomonodromicity is equivalent to conjugacy to constants of the associated parameterized differential Galois group, extending a result of P. Cassidy and M. Singer, which we also prove categorically. We illustrate our main results by a series of examples, using, in particular, a relation between the Gauss–Manin connection and parameterized differential Galois groups.     

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.     

Solutions of affine stochastic functional differential equations in the state space

We consider solutions of affine stochastic functional differential equations on . The drift of these equations is specified by a functional defined on a general function space which is only described axiomatically. The solutions are reformulated as stochastic processes in the space . By representing such a process in the bidual space of we establish that the transition functions of this process form a generalized Gaussian Mehler semigroup on . This way the process is characterized completely on since it is Markovian. Moreover we derive a sufficient and necessary condition on the underlying space such that the transition functions are even an Ornstein-Uhlenbeck semigroup. We exploit this result to associate a Cauchy problem in the function space to the stochastic functional differential equation.      

Lipschitzian semigroups and abstract functional differential equations

The paper is devoted to studying an abstract functional differential equation by a nonlinear semigroup approach. We first prove in details the equivalence of the well posedness of an abstract functional differential equation and an associated abstract Cauchy problem in the sense of strong solutions. Secondly, a sufficient condition is derived for well posedness of the abstract functional differential equation. Thirdly, we present principles of linearized stability for the abstract functional differential equation. Finally, the results obtained are applied to a reaction-diffusion equation with delays.     

Wong-Zakai approximations for stochastic differential equations

The aim of this paper is to give a wide introduction to approximation concepts in the theory of stochastic differential equations. The paper is principally concerned with Zong-Zakai approximations. Our aim is to fill a gap in the literature caused by the complete lack of monographs on such approximation methods for stochastic differential equations; this will be the objective of the author's forthcoming book. First, we briefly review the currently-known approximation results for finite- and infinite-dimensional equations. Then the author's results are preceded by the introduction of two new forms of correction terms in infinite dimensions appearing in the Wong-Zakai approximations. Finally, these results are divided into four parts: for stochastic delay equations, for semilinear and nonlinear stochastic equations in abstract spaces, and for the Navier-Stokes equations. We emphasize in this paper results rather than proofs. Some applications are indicated.The author's research was partially supported by KBN grant No. 2 P301 052 03.     

On a class of abstract neutral functional differential equations

By using the theory of semigroups of growth α, we discuss the existence of mild solutions for a class of abstract neutral functional differential equations. A concrete application to partial neutral functional differential equations is considered.     

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.     

Fractional differential equations and Lyapunov functionals

We consider a scalar fractional differential equation, write it as an integral equation, and construct several Lyapunov functionals yielding qualitative results about the solution. It turns out that the kernel is convex with a singularity and it is also completely monotone, as is the resolvent kernel. While the kernel is not integrable, the resolvent kernel is positive and integrable with an integral value of one. These kernels give rise to essentially different types of Lyapunov functionals. It is to be stressed that the Lyapunov functionals are explicitly given in terms of known functions and they are differentiated using Leibniz’s rule. The results are readily accessible to anyone with a background of elementary calculus.     

Nonlinear mean ergodic theorems for nonexpansive semigroups in Banach spaces

We prove two nonlinear ergodic theorems for noncommutative semigroups of nonexpansive mappings in Banach spaces. Using these results, we obtain some nonlinear ergodic theorems for discrete and one-parameter semigroups of nonexpansive mappings. Dedicated to Professors Albrecht Dold and Ed Fadell     

Existence of solutions for impulsive neutral functional differential equations with nonlocal conditions

The existence, uniqueness and continuous dependence of a mild solution of an impulsive neutral functional differential evolution nonlocal Cauchy problem in general Banach spaces are studied, by using the fixed point technique and semigroup of operators.     

The heat equation with nonlinear generalized Robin boundary conditions

Let Ω⊂RN be a bounded domain and let μ be an admissible measure on ∂Ω. We show in the first part that if Ω has the H¹-extension property, then a realization of the Laplace operator with generalized nonlinear Robin boundary conditions, formally given by on ∂Ω, generates a strongly continuous nonlinear submarkovian semigroup SB=(SB(t))_t?0 on L²(Ω). We also obtain that this semigroup is ultracontractive in the sense that for every u,v∈Lp(Ω), p?2 and every t>0, one has

     

Quasilinearization for functional differential equations with retardation and anticipation

The technique of generalised quasilinearization is developed, using the method of lower and upper solutions and the monotone iterative technique (MIT), to prove the existence of unique solutions for functional differential equations (FDE) with retardation and anticipation.     

One-sided tangential interpolation for operator-valued Hardy functions on polydisks

All solutions of one-sided tangential interpolation problems with Hilbert norm constraints for operator-valued Hardy functions on the polydisk are described. The minimal norm solution is explicitly expressed in terms of the interpolation data.The research of this author is partially supported by NSF grant DMS 9800704, and by the Faculty Research Assignment grant from the College of William and Mary.     

Extremal equilibria for monotone semigroups in ordered spaces with application to evolutionary equations

We consider monotone semigroups in ordered spaces and give general results concerning the existence of extremal equilibria and global attractors. We then show some applications of the abstract scheme to various evolutionary problems, from ODEs and retarded functional differential equations to parabolic and hyperbolic PDEs. In particular, we exhibit the dynamical properties of semigroups defined by semilinear parabolic equations in RN with nonlinearities depending on the gradient of the solution. We consider as well systems of reaction-diffusion equations in RN and provide some results concerning extremal equilibria of the semigroups corresponding to damped wave problems in bounded domains or in RN. We further discuss some nonlocal and quasilinear problems, as well as the fourth order Cahn-Hilliard equation.