General existence principles for Stieltjes differential equations with applications to mathematical biology

Stieltjes differential equations, which contain equations with impulses and equations on time scales as particular cases, simply consist on replacing usual derivatives by derivatives with respect to a nondecreasing function. In this paper we prove new existence results for functional and discontinuous Stieltjes differential equations and we show that such general results have real world applications. Specifically, we show that Stieltjes differential equations are specially suitable to study populations which exhibit dormant states and/or very short (impulsive) periods of reproduction. In particular, we construct two mathematical models for the evolution of a silkworm population. Our first model can be explicitly solved, as it consists on a linear Stieltjes equation. Our second model, more realistic, is nonlinear, discontinuous and functional, and we deduce the existence of solutions by means of a result proven in this paper.     

A Wong-Zakai-type theorem for certain discontinuous semimartingales

Solutions of stochastic differential equations having differentials of bounded variation processes on the right-hand side can be defined by means of Lebesgue-Stieltjes integrals or by continuous extension of Stieltjes integrals. Both solutions are compared here and formulas that extend the Wong-Zakai theorem are obtained.     

Zeros of Stieltjes and Van Vleck polynomials and applications

Stieltjes and Van Vleck polynomials arise in the study of the polynomial solutions of the generalized Lame's differential equations. In this paper, the location of the zeros of these polynomials, relative to a prescribed location of the complex constants occurring in the differential equation is determined. Various results to this effect have been put forward from time to time by Marden, Stieltjes, Van Vleck, Bôcher, Klein, and Pólya, but all (except the one due to Marden) were obtained under very restrictive conditions on these constants. Some of these results are shown to be corollaries of our main theorem here. Moreover, applications to certain problems arising in physics and fluid mechanics are discussed.     

An algorithm for the periodic solutions in the knapsack problem

Stieltjes and Van Vleck polynomials arise in the study of the polynomial solutions of the generalized Lame's differential equations. In this paper, the location of the zeros of these polynomials, relative to a prescribed location of the complex constants occurring in the differential equation is determined. Various results to this effect have been put forward from time to time by Marden, Stieltjes, Van Vleck, Bôcher, Klein, and Pólya, but all (except the one due to Marden) were obtained under very restrictive conditions on these constants. Some of these results are shown to be corollaries of our main theorem here. Moreover, applications to certain problems arising in physics and fluid mechanics are discussed.     

Linear Stieltjes equation with generalized riemann integral and existence of regulated solutions

1. IntroductiollIn the last two decades the memann generalized integral, having values in B-spaces,has been increasingly studied.The development in this area mainly concerns the HenstoCk-Kurzweil (see e.g. I1, 2]),and the Dushnik and the Young integrals (see e.g. I3]). Recently there appeared in the1iterature many proper app1ications in this field ("proper" here being considered in thesense that the results are not disguises of an essentially finite dimensional frame) (see e.g.[4, 5]).In t…     

Approximation of the Stieltjes Integral and Applications in Numerical Integration

Some inequalities for the Stieltjes integral and applications in numerical integration are given. The Stieltjes integral is approximated by the product of the divided difference of the integrator and the Lebesgue integral of the integrand. Bounds on the approximation error are provided. Applications to the Fourier Sine and Cosine transforms on finite intervals are mentioned as well.     

A nonlocal problem for singular linear systems of ordinary differential equations

A system of linear ordinary differential equations is examined on an infinite half-interval. This system is supplemented by the boundedness condition for solutions and a nonlocal linear condition specified by the Stieltjes integral. A method for approximating the resulting problem by a problem posed on a finite interval is proposed, and the properties of the latter are investigated. A numerically stable method for solving this problem is examined. This method uses an auxiliary boundary value problem with separated boundary conditions.     

Ulam-type stability for differential equations driven by measures

Based on a notion of Stieltjes derivative of a function with respect to another function, we provide Ulam–Hyers type stability results for nonlinear differential equations driven by measures on compact or on unbounded intervals, in the lack of Lipschitz continuity assumptions. In particular, one can deduce stability results for generalized differential equations, dynamic equations on time scales or impulsive differential equations (including the case of an infinite number of impulses that accumulate in the considered interval, thus allowing the study of Zeno hybrid systems).     

An energy-entropy-consistent time stepping scheme for finite thermo-viscoelasticity

This paper presents a time integrator, which is based on a time discrete spatially weak finite element formulation, but fulfills the same balance laws as the underlying (five) differential equations. Namely, in addition to the balances of linear and angular momentum as well as entropy, also the balances of total energy and LYAPUNOV function are fulfilled. The spatially weak formulation is obtained by integration by parts. Where the resulting virtual stress power term is well-known, the virtual entropy production by conduction of heat is less known. The time discretisation is based on the midpoint rule and non-standard time discrete differential operators. This time integrator is a further development of the TC integrator of I. ROMERO. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Analysis of nonlinear fractional partial differential equations with the homotopy analysis method

In this paper, the time fractional partial differential equations are investigated by means of the homotopy analysis method. This technique is extended to study the partial differential equations of fractal order for the first time. The accurate series solutions are obtained. This indicates the validity and great potential of the homotopy analysis method for solving nonlinear fractional partial differential equations.     

Non-local PDEs with a state-dependent delay term presented by Stieltjes integral

Parabolic partial differential equations with state-dependent delays (SDDs) are investigated. The delay term presented by Stieltjes integral simultaneously includes discrete and distributed SDDs. The singular Lebesgue–Stieltjes measure is also admissible. The conditions for the corresponding initial value problem to be well-posed are presented. The existence of a compact global attractor is proved.     

Solving some problems for systems of linear ordinary differential equations with redundant conditions

Numerical methods are proposed for solving some problems for a system of linear ordinary differential equations in which the basic conditions (which are generally nonlocal ones specified by a Stieltjes integral) are supplemented with redundant (possibly nonlocal) conditions. The system of equations is considered on a finite or infinite interval. The problem of solving the inhomogeneous system of equations and a nonlinear eigenvalue problem are considered. Additionally, the special case of a self-adjoint eigenvalue problem for a Hamiltonian system is addressed. In the general case, these problems have no solutions. A principle for constructing an auxiliary system that replaces the original one and is normally consistent with all specified conditions is proposed. For each problem, a numerical method for solving the corresponding auxiliary problem is described. The method is numerically stable if so is the constructed auxiliary problem.     

高阶泛函微分方程的振动性质*

本文借助于Lebesgue测度等工具研究了一类高阶非线性泛函微分方程的振动性质.文中指出.在一定条件下,方程的非振动解仅有两类,而且给出了每一类非振动解存在的必要条件,同时也建立了方程振动的若干充分判据.     

Nonlocal semi-linear fractional-order boundary value problems with strip conditions

This paper is concerned with the question of existence of solutions for one-dimensional higher-order semi-linear fractional differential equations supplemented with nonlocal strip type boundary conditions. The nonlocal strip condition addresses a situation where the linear combination of the values of unknown function at two nonlocal points, located to the left and right hand sides of the strip, respectively, is proportional to its strip value. The case of Stieltjes type strip condition is also discussed. Our results, relying on some standard fixed point theorems are supported with illustrative examples.     

Pathwise accuracy and ergodicity of metropolized integrators for SDEs

Metropolized integrators for ergodic stochastic differential equations (SDEs) are proposed that (1) are ergodic with respect to the (known) equilibrium distribution of the SDEs and (2) approximate pathwise the solutions of the SDEs on finite‐time intervals. Both these properties are demonstrated in the paper, and precise strong error estimates are obtained. It is also shown that the Metropolized integrator retains these properties even in situations where the drift in the SDE is nonglobally Lipschitz, and vanilla explicit integrators for SDEs typically become unstable and fail to be ergodic. © 2009 Wiley Periodicals, Inc.     

On the M/G/2 queeing model

The M/G/2 queueing model with service time distribution a mixture of m negative exponential distributions is analysed. The starting point is the functional relation for the Laplace–Stieltjes transform of the stationary joint distribution of the workloads of the two servers. By means of Wiener–Hopf decompositions the solution is constructed and reduced to the solution of m linear equations of which the coefficients depend on the zeros of a polynome. Once this set of equations has been solved the moments of the waiting time distribution can be easily obtained. The Laplace–Stieltjes transform of the stationary waiting time distribution has been derived, it is an intricate expression.     

On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions

We extend the Stieltjes integral to Hölder functions of two variables and prove an existence and uniqueness result for the corresponding deterministic ordinary differential equations and also for stochastic equations driven by a two-parameter fractional Brownian motion.     

Nonlinear eigenvalue problem for a system of ordinary differential equations subject to a nonlocal condition

For a system of linear ordinary differential equations supplemented with a nonlocal condition specified by the Stieltjes integral, the problem of calculating the eigenvalues belonging to a given bounded domain in the complex plane is examined. It is assumed that the coefficient matrix of the system and the matrix function in the Stieltjes integral are analytic functions of the spectral parameter. A numerically stable method for solving this problem is proposed and justified. It is based on the use of an auxiliary boundary value problem and formulas of the argument principle type. The problem of calculating the corresponding eigenfunctions is also treated.     

Estimate of the attraction domain for a class of nonlinear switched systems

We consider a hybrid dynamical system composed of a family of subsystems of nonlinear differential equations and a switching law which determines the order of their operation. It is assumed that subsystems are homogeneous with homogeneity degrees less than one, and zero solutions of all subsystems are asymptotically stable. Using the Lyapunov direct method and the method of differential inequalities, we determine classes of switching laws providing prescribed estimates of domains of attraction for zero solutions of the corresponding hybrid systems. The developed approaches are used for the stabilization of a double integrator.     

一类四阶奇异Sturm-Liouville边值问题正解存在的充分必要条件

研究了一类非线性四阶微分方程奇异Sturm-Liouville边值问题,利用锥上的不动点定理得到了这类方程的C~3[0,1]正解和C~2[0,1]正解存在的充分必要条件.