Least squares completions for nonlinear differential algebraic equations

Summary A method has been proposed for numerically solving lower dimensional, nonlinear, higher index differential algebraic equations for which more classical methods such as backward differentiation or implicit Runge-Kutta may not be appropriate. This method is based on solving nonlinear DAE derivative arrays using nonlinear singular least squares methods. The theoretical foundations, generality, and limitations of this approach remain to be determined. This paper carefully examines several key aspects of this approach. The emphasis is on general results rather than specific results based on the structure of various applications.Research supported in part by the U.S. Army Research Office under DAALO3-89-D-0003 and the National Science Foundation under ECS-9012909 and DMS-9122745     

On index-2 linear implicit difference equations

This paper deals with an index-2 notion for linear implicit difference equations (LIDEs) and with the solvability of initial value problems (IVPs) for index-2 LIDEs. Besides, the cocycle property as well as the multiplicative ergodic theorem of Oseledets type are also proved.     

Fundamental systems for linear differential equations smoothly depending on a parameter

Homogeneous linear differential equations in Banach spaces are considered, which depend smoothly on a parameter. A fundamental system of solutions is generated by eigenvalues and eigenvectors of the corresponding operator pencil. The dependence on the parameter of these solutions in canonical form is, in general, not smooth because of branching eigenvalues. This means, the eigenvalues, their number and multiplicities may change in a nonsmooth way with respect to the parameter. We construct a new fundamental system depending smoothly on the parameter, wich can be represented by linear combinations of the solutions in canonical form.     

Linearly implicit Liénard systems

The presence of nonlinearities in the capacitance and the inductance in van der Pol type electrical circuits defines a linearly implicit (or quasilinear) counterpart of the classical Liénard systems. When the reactances remain positive, the existence of a unique attracting periodic solution follows, with minor modifications, as in the classical setting. Novel results are obtained when the values of reactances may vanish at certain points of the state space; these points yield singularities of the model, and the existence of an attracting periodic solution can be characterized in terms of the behavior of certain smooth solutions crossing the singular manifold through so-called I-singularities.     

Deterministic and stochastic differential equations in infinite-dimensional spaces

This article is a survey of deterministic and stochastic differential equations in infinite-dimensional spaces. We discuss the existence and uniqueness of solutions of such equations in general locally convex spaces. In particular, linear equations are considered. Some interesting connections between the solvability of deterministic and stochastic equations are studied.     

On singular points of quasilinear differential and differential-algebraic equations

We show how certain singularities of quasilinear differential and differential-algberaic equations can be resolved by taking the solutions to be integral manifolds of certain distributions rather than curves with specific parametrization.     

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.     

Integral equations and initial value problems for nonlinear differential equations of fractional order

We discuss the solvability of integral equations associated with initial value problems for a nonlinear differential equation of fractional order. The differential operator is the Caputo fractional derivative and the inhomogeneous term depends on the fractional derivative of lower orders. We obtain the existence of at least one solution for integral equations using the Leray–Schauder Nonlinear Alternative for several types of initial value problems. In addition, using the Banach contraction principle, we establish sufficient conditions for unique solutions. Our approach in obtaining integral equations is the “reduction” of the fractional order of the integro-differential equations based on certain semigroup properties of the Caputo operator.     

A normal form for pure differential algebraic systems

In this paper linear time-invariant differential algebraic equations (DAEs) are studied; the focus is on pure DAEs which are DAEs without an ordinary differential equation (ODE) part. A normal form for pure DAEs is given which is similar to the Byrnes-Isidori normal form for ODEs. Furthermore, the normal form exhibits a Kalman-like decomposition into impulse-controllable- and impulse-observable states. This leads to a characterization of impulse-controllability and observability.     

On solving certain differential equations with variable coefficients

We show how to solve certain types of linear ordinary differential equations with variable coefficients by using Appell polynomials.     

Functional differential inclusions generated by functional differential equations with discontinuities

Given a functional differential equation with a discontinuity, a construction of its extension in the shape of a functional differential inclusion is offered. This construction can be regarded as a generalization of the famous Filippov approach to study ordinary differential equations with discontinuities. Some basic properties of the solutions of the introduced functional differential inclusions are studied. The developed approach is applied to analysis of gene regulatory networks with general delays.     

Controllability for systems governed by semilinear differential inclusions in a Banach space with a noncompact semigroup

We study the controllability problem for a system governed by a semilinear differential inclusion in a Banach space not assuming that the semigroup generated by the linear part of inclusion is compact. Instead we suppose that the multivalued nonlinearity satisfies the regularity condition expressed in terms of the Hausdorff measure of noncompactness. It allows us to apply the topological degree theory for condensing operators and to obtain the controllability results for both upper Carathéodory and almost lower semicontinuous types of nonlinearity. As application we consider the controllability for a system governed by a perturbed wave equation.     

Mellin-type differential equations and associated sampling expansions

This paper is devoted to a self-contained approach to Mellin-type differential equations and associated ssampling expansions. Here the first order differential operator is not the normal d/dx but D_M,c=xd/dx+c,c E R being connected with the definition of the Mellin transform. Existence and uniqueness theorems are established for a system of first order Mellin equations and the properties of nth order linear equations are investigated. Then self adjoint Mellin-type second order Sturm-Liouville eigenvalue problems are considered and properties of the eigenvalues, eigenfunctions and Green's functions are derived. As applications. sampling representations for two classes of integral transforms arising from the eigenvalue problem are introduced. In the first class the kernesl are solutions of the problem and in the second they are expressed in terms of green's function.     

On linear equations with general polynomial solutions

We provide necessary and sufficient conditions for which an nth-order linear differential equation has a general polynomial solution. We also give necessary conditions that can directly be ascertained from the coefficient functions of the equation.     

On uniformity of exponential dichotomies for delay equations

It is shown that there cannot exist a uniform exponential dichotomy for any linear delay equation with a positive finite delay.     

A definition of spectrum for differential equations on finite time

Hyperbolicity of an autonomous rest point is characterised by its linearization not having eigenvalues on the imaginary axis. More generally, hyperbolicity of any solution which exists for all times can be defined by means of Lyapunov exponents or exponential dichotomies. We go one step further and introduce a meaningful notion of hyperbolicity for linear systems which are defined for finite time only, i.e. on a compact time interval. Hyperbolicity now describes the transient dynamics on that interval. In this framework, we provide a definition of finite-time spectrum, study its relations with classical concepts, and prove an analogue of the Sacker-Sell spectral theorem: For a d-dimensional system the spectrum is non-empty and consists of at most d disjoint (and often compact) intervals. An example illustrates that the corresponding spectral manifolds may not be unique, which in turn leads to several challenging questions.     

Generalized rational first integrals of analytic differential systems

In this paper we mainly study the necessary conditions for the existence of functionally independent generalized rational first integrals of ordinary differential systems via the resonances. The main results extend some of the previous related ones, for instance the classical Poincaré?s one (Poincaré, 1891, 1897 [16]), the Furta?s one (Furta, 1996 [8]), part of Chen et al.?s ones (Chen et al., 2008 [4]), and the Shi?s one (Shi, 2007 [18]). The key point in the proof of our main results is that functionally independence of generalized rational functions implies the functionally independence of their lowest order rational homogeneous terms.     

Lyapunov regularity of impulsive differential equations

For linear impulsive differential equations, we give a simple criterion for the existence of a nonuniform exponential dichotomy, which includes uniform exponential dichotomies as a very special case. For this we introduce the notion of Lyapunov regularity for a linear impulsive differential equation, in terms of the so-called regularity coefficient. The theory is then used to show that if the Lyapunov exponents are nonzero, then there is a nonuniform exponential behavior, which can be expressed in terms of the Lyapunov exponents of the differential equation and of the regularity coefficient. We also consider the particular case of nonuniform exponential contractions when there are only negative Lyapunov exponents. Having this relation in mind, it is also of interest to provide alternative characterizations of Lyapunov regularity, and particularly to obtain sharp lower and upper bound for the regularity coefficient. In particular, we obtain bounds expressed in terms of the matrices defining the impulsive linear system, and we obtain characterizations in terms of the exponential growth rate of volumes. In addition we establish the persistence of the stability of a linear impulsive differential equation under sufficiently small nonlinear perturbations.     

Approximating solutions of Hammerstein type equations in Banach spaces

Abstract

Let X be a real Banach space and X^? be its dual. Let F: X → X^? and K: X^? → X be Lipschitz monotone mappings. In this paper an explicit iterative scheme is constructed for approximating solutions of the Hammerstein type equation, 0 = u + KF u, when they exist. Strong convergence of the scheme is obtained under appropriate conditions. Our results improve and unify many of the results in the literature.