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.     

Continuous block implicit hybrid one-step methods for ordinary and delay differential equations

A class of high order continuous block implicit hybrid one-step methods has been proposed to solve numerically initial value problems for ordinary and delay differential equations. The convergence and Aω-stability of the continuous block implicit hybrid methods for ordinary differential equations are studied. Alternative form of continuous extension is constructed such that the block implicit hybrid one-step methods can be used to solve delay differential equations and have same convergence order as for ordinary differential equations. Some numerical experiments are conducted to illustrate the efficiency of the continuous methods.     

Bifurcation analysis of bacteria and bacteriophage coexistence in the presence of bacterial debris

The dynamics of bacteria and bacteriophage coexistence in the presence of bacterial debris, in a marine environment, was studied using a system of delay differential equations (DDE). The system exhibits a rich variety of behavior in terms of two control parameters values: the bacteriophage burst size β, and the lysing time delay τ. Limit cycles of various periodicity, quasiperiodicity, period doubling, chaotic bands and toroidal chaos were identified using basic tools of non-linear dynamics analysis: first return maps, Poincaré sections, Fourier spectrum, and largest Lyapunov exponents.     

On the behavior of the oscillatory solutions of first or second order delay differential equations

Some new results are given concerning the behavior of the oscillatory solutions of first or second order delay differential equations. These results establish that all oscillatory solutions x of a first or second order delay differential equation satisfy x(t)=O(v(t)) as t→∞, where v is a nonoscillatory solution of a corresponding first or second order linear delay differential equation. Some applications of the results obtained are also presented.     

Extinction in nonautonomous competitive Lotka-Volterra systems with infinite delay

The principle of competitive exclusion is extended to n-species nonautonomous Lotka-Volterra competition systems of differential equations with infinite delay. It is shown that if the coefficients are bounded, continuous and satisfy certain inequalities, then any solution with initial function in an appropriate space will have n−1 of its components tend to zero, while the remaining one will stabilize at a certain solution of a logistic differential equation.     

Critical delays and polynomial eigenvalue problems

In this work we present a new method to compute the delays of delay-differential equations (DDEs), such that the DDE has a purely imaginary eigenvalue. For delay-differential equations with multiple delays, the critical curves or critical surfaces in delay space (that is, the set of delays where the DDE has a purely imaginary eigenvalue) are parameterized. We show how the method is related to other works in the field by treating the case where the delays are integer multiples of some delay value, i.e., commensurate delays.     

Semigroup Properties and the Crandall Liggett Approximation for a Class of Differential Equations with State-Dependent Delays

We present an approach for the resolution of a class of differential equations with state-dependent delays by the theory of strongly continuous nonlinear semigroups. We show that this class determines a strongly continuous semigroup in a closed subset of C^0, 1. We characterize the infinitesimal generator of this semigroup through its domain. Finally, an approximation of the Crandall-Liggett type for the semigroup is obtained in a dense subset of (C, ‖·‖_∞). As far as we know this approach is new in the context of state-dependent delay equations while it is classical in the case of constant delay differential equations.     

A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay

In this note, we prove the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay (INSFDEs in short) in which the initial value belongs to the phase space BC((-∞,0]R^d), which denotes the family of bounded continuous R^d-value functions φ defined on (-∞,0] with norm ||φ||=sup_-∞<θ?0|φ(θ)|, under some Carathéodory-type conditions on the coefficients by means of the successive approximation. Especially, we extend the results appeared in Ren et al. [Y. Ren, S. Lu, N. Xia, Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay, J. Comput. Appl. Math. 220 (2008) 364-372], Ren and Xia [Y. Ren, N. Xia, Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay, Appl. Math. Comput. 210 (2009) 72-79] and Zhou and Xue [S. Zhou, M. Xue, The existence and uniqueness of the solutions for neutral stochastic functional differential equations with infinite delay, Math. Appl. 21 (2008) 75-83].     

Malliavin Calculus for Fractional Delay Equations

In this paper we study the existence of a unique solution to a general class of Young delay differential equations driven by a H?lder continuous function with parameter greater that 1/2 via the Young integration setting. Then some estimates of the solution are obtained, which allow to show that the solution of a delay differential equation driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2 has a C ^??-density. To this purpose, we use Malliavin calculus based on the Fréchet differentiability in the directions of the reproducing kernel Hilbert space associated with fBm.     

Stochastic functional differential equations with infinite delay

The stability and boundedness of the solution for stochastic functional differential equation with finite delay have been studied by several authors, but there is almost no work on the stability of the solutions for stochastic functional differential equations with infinite delay. The main aim of this paper is to close this gap. We establish criteria of pth moment ψγ(t)-bounded for neutral stochastic functional differential equations with infinite delay and exponentially stable criteria for stochastic functional differential equations with infinite delay, and we also illustrate the result with an example.     

Mathematical analysis of coral reef models

It is acknowledged that coral reefs are globally threatened. P.J. Mumby et al. [10] constructed a mathematical model with ordinary differential equations to investigate the dynamics of coral reefs. In this paper, we first provide a detailed global analysis of the coral reef ODE model in [10]. Next we incorporate the inherent time delay to obtain a mathematical model with delay differential equations. We consider the grazing intensity and the time delay as focused parameters and perform local stability analysis for the coral reef DDE model. If the time delay is sufficiently small, the stability results remain the same. However, if the time delay is large enough, macroalgae only state and coral only state are both unstable, while they are both stable in the ODE model. Meanwhile, if the grazing intensity and the time delay are endowed some suitable values, the DDE model possesses a nontrivial periodic solution, whereas the ODE model has no nontrivial periodic solutions for any grazing rate. We study the existence and property of the Hopf bifurcation points and the corresponding stability switching directions.     

On the dimension of the solution set to the homogeneous linear functional differential equation of the first order

Consider the homogeneous equation $$u'(t) = l(u)(t){\rm{ for a}}{\rm{.e}}{\rm{. }}t \in [a,b]$$ where ?: C([a, b];?) → L([a, b];?) is a linear bounded operator. The efficient conditions guaranteeing that the solution set to the equation considered is one-dimensional, generated by a positive monotone function, are established. The results obtained are applied to get new efficient conditions sufficient for the solvability of a class of boundary value problems for first order linear functional differential equations.     

Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay

This paper considers a class of nonlocal stochastic differential equations with time-varying delay whose coefficients are dependent on the pth moment. By applying the fixed point theorem, the existence and uniqueness of the solution of nonlocal stochastic differential delay equations is studied. Also, a class of moment estimates of solutions is considered. The results are a generalization and continuation of the recent results on this issue. An example is provided to illustrate the effectiveness of our results.     

Discretization of second-order ordinary differential equations with symmetries

A number of publications (indicated in the Introduction) are overviewed that address the group properties, first integrals, and integrability of difference equations and meshes approximating second-order ordinary differential equations with symmetries. A new example of such equations is discussed in the overview. Additionally, it is shown that the parametric families of invariant difference schemes include exact schemes, i.e., schemes whose general solution coincides with the corresponding solution set of the differential equations at mesh nodes, which can be of arbitrary density. Thereby, it is shown that there is a kind of mathematical dualism for the problems under study: for a given physical process, there are two mathematical models: continuous and discrete. The former is described by continuous curves, while the latter, by points on these curves.     

Solution of Delay Differential Equation by Means of Homotopy Analysis Method

The algorithm of approximate analytical solution for delay differential equations (DDE) is obtained via homotopy analysis method (HAM) and modified homotopy analysis method (MHAM). Various examples of linear, nonlinear and system of initial value problems of DDE are solved and the results obtained show that these algorithms are accurate and efficient for the DDE. The convergence of this algorithm is also proved.     

Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

A condition on delay for differential equations with discrete state-dependent delay

Parabolic differential equations with discrete state-dependent delay are studied. The approach, based on an additional condition on the delay function introduced in [A.V. Rezounenko, Differential equations with discrete state-dependent delay: uniqueness and well-posedness in the space of continuous functions, Nonlinear Anal. 70 (11) (2009) 3978–3986] is developed. We propose and study an analogue of the condition which is sufficient for the well-posedness of the corresponding initial value problem on the whole space of continuous functions C. The dynamical system is constructed in C and the existence of a compact global attractor is proved.     

Lyapunov-Razumikhin pairs in the instability problem for infinite delay equations

Some theorems on complete instability of the zero solution relative to a set for nonautonomous nonlinear equations with infinite delay are provided. The right-hand side of the equation is assumed to be defined in a fading memory space and to satisfy conditions that allow the construction of limiting equations. We use conceptions of Lyapunov-Razumikhin pairs and limiting equations to obtain new instability results, which are applicable, in particular, to autonomous, periodic and almost periodic in t delay differential equations.     

Differential quadrature for multi-dimensional problems

The technique of differential quadrature for the solution of partial differential equations, introduced by Bellman et al., is extended and generalized to encompass partial differential equations involving multiple space variables. Approximation formulae for a variety of first and second order partial derivatives and typical weighting coefficients are presented. Application of these formulae is demonstrated on the solution of the convection-diffusion equation for the two- and three-dimensional space dependent cases and for both the transient and steady-state dispersion of inert, neutrally buoyant pollutants from continuous sources into an unbounded atmosphere.     

Some properties of stochastic differential equations driven by the G-Brownian motion

In this paper, we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion. In addition, the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.