Differential inequalities and the Okamura function

Summary The theory of differential inequalities and Liapunov functions are used to characterize the integral stability, integral boundedness and integral extendability of solution of differential equations. The Liapunov functions are modifications of the Okamura function. Entrata in Redazione il giorno 8 marzo 1972.     

Ultimate boundedness of impulsive fractional delay differential equations

This paper concerns with the ultimate boundedness problem for impulsive fractional delay differential equations. Based on the impulsive fractional differential inequality, the boundedness of Mittag-Leffler functions, and the successful construction of suitable Lyapunov functionals, some algebraic criteria are derived for testing the global ultimate boundedness of the equations, and the estimations of the global attractive sets are provided as well. One example is also given to show the effectiveness of the obtained theoretical results.     

Nonlinear boundary value problems for discontinuous delayed differential equations

In this paper nonlinear boundary value problems for discontinuous delayed differen- tial equations are considered. Some existence and boundedness results of solutions are obtained via the method of upper and lower solutions, which may be discontinuous. Our analysis can be applied to those phenomena from physics and control theory which have been successfully described by delayed differential equations with discontinuous functions, such as electric, pneu- matic, and hydraulic networks. It is also an important step to precede the design of control signals when finite-time or practical stability control are concerned.     

Uniform ultimate boundedness of nonlinear nonstationary systems

A certain class of nonlinear, nonstationary systems of differential equations is studied. It is assumed that the right-hand sides of the equations under consideration are homogeneous functions of order smaller than one with respect to the phase variables. The purpose of this paper is to obtain sufficient conditions for the uniform ultimate boundedness of systems of this form. A method for constructing nonstationary Lyapunov functions is suggested and applied to prove that the asymptotic stability of the zero solution of the corresponding averaged system implies the uniform ultimate boundedness of the initial nonstationary system. Classes of perturbations that do not violate uniform ultimate boundedness, even in the case where the order of the perturbations exceeds the homogeneity order of the unperturbed equations, are described. Unlike in previous works, where the results are based on the averaging method, the presence of a small parameter on the right-hand sides of the equations under examination is not assumed. Dissipativity is ensured at the expense of homogeneity orders.     

Stability results for nonlinear functional differential equations using fixed point methods

We present new conditions for stability of the zero solution for three distinct classes of scalar nonlinear delay differential equations. Our approach is based on fixed point methods and has the advantage that our conditions neither require boundedness of delays nor fixed sign conditions on the coefficient functions. Our work extends and improves a number of recent stability results for nonlinear functional differential equations in a unified framework. A number of examples are given to illustrate our main results.     

Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

We are interested in the strong convergence of Euler-Maruyama type approximations to the solution of a class of stochastic differential equations models with highly nonlinear coefficients, arising in mathematical finance. Results in this area can be used to justify Monte Carlo simulations for calibration and valuation. The equations that we study include the Ait-Sahalia type model of the spot interest rate, which has a polynomial drift term that blows up at the origin and a diffusion term with superlinear growth. After establishing existence and uniqueness for the solution, we show that an appropriate implicit numerical method preserves positivity and boundedness of moments, and converges strongly to the true solution.     

Optimal control of lumped parameter systems via shifted Legendre polynomial approximation

Shifted Legendre polynomial functions are employed to solve the linear-quadratic optimal control problem for lumped parameter system. Using the characteristics of the shifted Legendre polynomials, the system equations and the adjoint equations of the optimal control problem are reduced to functional ordinary differential equations. The solution of the functional differential equations are obtained in a series of the shifted Legendre functions. The operational matrix for the integration of the shifted Legendre polynomial functions is also introduced in the simulation step in order to simplify the computational procedure. An illustrative example of an optimal control problem is given, and the computational results are compared with those of the exact solution. The proposed method is effective and accurate.     

无限时滞的随机泛函微分方程解的渐近性质

本文研究了无限时滞随机泛函微分方程解的存在唯一性,矩有界性的问题.利用Lyapunov函数法以及概率测度的引入得到了确保方程解在唯一、矩有界、时间平均矩有界同时成立的一个新的条件.推广了Khasminskii-Mao定理的相关结果.     

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

For the past few decades, the stability criteria for the stochastic differential delay equations (SDDEs) have been studied intensively. Most of these criteria can only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions. Recently, the stability criterion for highly nonlinear hybrid stochastic differential equations is investigated in Fei et al. (2017). In this paper, we investigate a class of highly nonlinear hybrid stochastic integro-differential delay equations (SIDDEs). First, we establish the stability and boundedness of hybrid stochastic integro-differential delay equations. Then the delay-dependent criteria of the stability and boundedness of solutions to SIDDEs are studied. Finally, an illustrative example is provided.     

A Peano-Like Theorem for Stochastic Differential Equations with Nonlocal Sample Dependence

The existence of a not-necessarily-unique strong solution for a stochastic differential equations with nonlocal sample dependence is established under the assumption that the coefficients satisfy an asymptotically local boundedness condition in addition to continuity. The proof is by an Euler-like construction of approximations. These equations include mean-field stochastic differential equations, but the nonlocal sample dependence can be more general than just the dependence on moments of the solution.     

Ultimate boundedness of impulsive fractional differential equations

This article investigates nonlinear impulsive Caputo fractional differential equations. Utilizing Lyapunov functions, Laplace transforms of fractional derivatives and boundedness of Mittag-Leffler functions, several sufficient conditions are derived to ensure the global ultimate boundedness and the exponential stability of the systems. An example is given to explain the obtained results.     

滞后型脉冲泛函微分方程有界性的Lyapunov逆定理

本文通过建立滞后型脉冲泛函微分方程饱和解的存在唯一性定理,在广义常微分方程与滞后型脉冲泛函微分方程等价的基础上,研究了滞后型脉冲泛函微分方程关于一致有界性的Lyapunov逆定理.     

Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

Under linear expectation(or classical probability), the stability for stochastic differential delay equations(SDDEs), where their coeficients are either linear or nonlinear but bounded by linear functions, has been investigated intensively. Recently, the stability of highly nonlinear hybrid stochastic differential equations is studied by some researchers. In this paper,by using Peng's G-expectation theory, we first prove the existence and uniqueness of solutions to SDDEs driven by G-Brownian motion(G-SDDEs) under local Lipschitz and linear growth conditions. Then the second kind of stability and the dependence of the solutions to G-SDDEs are studied. Finally, we explore the stability and boundedness of highly nonlinear G-SDDEs.     

Distributed control for a class of non-Newtonian fluids

We consider control problems with a general cost functional where the state equations are the stationary, incompressible Navier-Stokes equations with shear-dependent viscosity. The equations are quasi-linear. The control function is given as the inhomogeneity of the momentum equation. In this paper, we study a general class of viscosity functions which correspond to shear-thinning or shear-thickening behavior. The basic results concerning existence, uniqueness, boundedness, and regularity of the solutions of the state equations are reviewed. The main topic of the paper is the proof of Gâteaux differentiability, which extends known results. It is shown that the derivative is the unique solution to a linearized equation. Moreover, necessary first-order optimality conditions are stated, and the existence of a solution of a class of control problems is shown.     

Periodic Solutions for Functional Differential Inclusion with Nonconvex Right Hand Sides

In this paper we present a general existence result of periodic solutions for functional differential inclusions with nonconvex right hand sides, by using the asymptotic fixed point theory. In our result, the uniform boundedness and ultimate boundedness are only assumed to the solutions with bounded initial functions. On the other hand, the dissipativity is sought on a suitable bounded convex subset of the state space of solutions. This becomes difficult for the systems with infinite delay since in this case the subset is probably not forward invariant for the orbits of solutions. These are also considerable even for the usual functional differential equations with infinite delay. As an application, we answer an open problem on the existence of an equilibrium state for multivalued permanent systems.     

Remarks on shear flows of the Euler equations

The gradient estimates for renormalization solutions to the Euler equations are derived. The proof is based on the boundedness of the solutions to the linear transport equation, component-wisely. A shear flow is a unique globally-in-time strong solution in certain class due to the argument of renormalization solutions. Shear flows give lower bounds for gradient estimates as well as the analyticity rate. The threshold between locally well-posedness and ill-posedness of the Euler equations is clarified in terms of functions spaces of initial data.     

<Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> estimates for bi-parameter and bilinear Fourier integral operators

Fourier integral operators play an important role in Fourier analysis and partial differential equations. In this paper, we deal with the boundedness of the bilinear and bi-parameter Fourier integral operators, which are motivated by the study of one-parameter FIOs and bilinear and bi-parameter Fourier multipliers and pseudo-differential operators. We consider such FIOs when they have compact support in spatial variables. If they contain a real-valued phase φ(x, ξ, η) which is jointly homogeneous in the frequency variables ξ, η, and amplitudes of order zero supported away from the axes and the antidiagonal, we can show that the boundedness holds in the local-L² case. Some stronger boundedness results are also obtained under more restricted conditions on the phase functions. Thus our results extend the boundedness results for bilinear and one-parameter FIOs and bilinear and bi-parameter pseudo-differential operators to the case of bilinear and bi-parameter FIOs.     

二阶变系数微分方程组解的有界性与渐近性

已知微分方程组现研究它解的有界性与渐近性.当(0.1)的系数 P_ij(t)是周期函数时, Бурдика[1]曾加以研究,而当P_ij(t)是任意函数时,至今还未曾有人研究过.此外, 所用的方法,只适用于周期系数的情况,对于一般情况并不适用.在本文中,我们将给出一种研究方法,它既适用于周期系数的情况,也适用于一般情况.     

Fundamental Solutions of Some Linear Operator Equations and Applications

A concept of a fundamental solution is introduced for linear operator equations given in some functional spaces. In the case where this fundamental solution does not exist, the representation of the solution is found by the concept of a generalized fundamental solution, which is introduced for operators with nontrivial and generally infinite-dimensional kernels. The fundamental and generalized fundamental solutions are also investigated for a class of Fredholm-type operator equations. Some applications are given for one-dimensional generally nonlocal hyperbolic problems with trivial, finite- and infinite-dimensional kernels. The fundamental and generalized fundamental solutions of such problems are constructed as particular solutions of a system of integral equations or an integral equation. These fundamental solutions become meaningful in a general case when the coefficients are generally nonsmooth functions satisfying only some conditions such as p-integrablity and boundedness.     

Global stability results for impulsive differential equations

Global results concerning stability properties of impulsive differential equations are established, employing piecewise continuous Lyapunov functions which are then applied for proving stability and boundedness properties