Cone-valued Lyapunov functions and stability for impulsive functional differential equations

The stability criteria in terms of two measures for impulsive functional differential equations are established via cone-valued Lyapunov functions and Razumikhin technique. The stability can be deduced from the (Q₀,Q)-stability of comparison impulsive differential equations. An example is given to illustrate the advantages of the results obtained.     

Asymptotically recurrent solutions ofβ-differential equations

In the paper methods from the theory of extensions of dynamical systems are used to studyβ-differential equations whose solutions possess the uniqueness property and depend continuously on the initial data and on the right-hand side of the equation. The Zhikov-Bronshtein theorems concerning asymptotically almost periodic solutions of ordinary differential equations are extended toβ-differential equations (in particular, to total differential equations). Along with asymptotic almost periodicity, we also consider asymptotic recurrence, weak asymptotic distality, and asymptotic distality. To the equations we associate dynamical systems generated by the space of the right-hand sides and the spaces of the solutions and of the initial data of solutions of the equation. Generally, the phase semigroups of the dynamical systems are not locally compact. Translated fromMatermaticheskie Zametki, Vol. 67, No. 6, pp. 837–851, June, 2000.     

Computational aspects of continuous–discrete extended Kalman-filtering

This paper elaborates how the time update of the continuous–discrete extended Kalman-filter (EKF) can be computed in the most efficient way. The specific structure of the EKF-moment differential equations leads to a hybrid integration algorithm, featuring a new Taylor–Heun-approximation of the nonlinear vector field and a modified Gauss–Legendre-scheme, generating positive semidefinite solutions for the state error covariance. Furthermore, the order of consistency and stability behavior of the outlined procedure is investigated. The results are incorporated into an algorithm with adaptive controlled step size, assuring a fixed numerical precision with minimal computational effort.     

Almost periodic solutions for a class of non-instantaneous impulsive differential equations

Abstract

This paper is concerned with almost periodic solutions for nonlinear non-instantaneous impulsive differential equations with variable structure. With the help of the notation of non-instantaneous impulsive Cauchy matrix, mild sufficient conditions are derived to guarantee the existence, uniqueness of asymptotically stable almost periodic solutions. Both example and numerical simulation are given to illustrate our effectiveness of the above results. As one expects, the results presented here have extended and improved some previous results for instantaneous impulsive differential equations.     

Hopf bifurcation for neutral functional differential equations

In this paper, we extend the computation of the properties of Hopf bifurcation, such as the direction of bifurcation and stability of bifurcating periodic solutions, of DDE introduced by Kazarinoff et al. [N.D. Kazarinoff, P. van den Driessche, Y.H. Wan, Hopf bifurcation and stability of periodic solutions of differential–difference and integro-differential equations, J. Inst. Math. Appl. 21 (1978) 461–477] to a kind of neutral functional differential equation (NFDE). As an example, a neutral delay logistic differential equation is considered, and the explicit formulas for determining the direction of bifurcation and the stability of bifurcating periodic solutions are derived. Finally, some numerical simulations are carried out to support the analytic results.     

The analytic and numerical stability of stiff impulsive differential equations in Banach space

In this paper, we first introduce the test problem classes with respect to the initial value problems of nonlinear stiff impulsive differential equations in Banach spaces. The stability and asymptotic stability results of the analytic solution of the above-mentioned problems are obtained. As an example of discretization methods, the numerical stability and asymptotic stability results of the implicit Euler method are also given.     

Non-instantaneous impulsive fractional-order implicit differential equations with random effects

In this article, we study existence and stability of a class of non-instantaneous impulsive fractional-order implicit differential equations with random effects. First, we establish a framework to study impulsive fractional sample path associated with impulsive fractional L^p-problem, and present the relationship between them. We also derive the formula of the solution for inhomogeneous impulsive fractional L^p-problem and sample path. Second, we construct a sequence of Picard functions, which admits us to apply successive approximations method to seek the solution of impulsive fractional sample path. Further, we derive the existence of solutions to impulsive fractional L^p-problem. Third, the concepts of Ulam's type stability are introduced and sufficient conditions to guarantee Ulam–Hyers–Rassias stability are derived. Finally, an example is given to illustrate the theoretical results.     

The th moment stability for the stochastic pantograph equation

In this paper, we investigate the αth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.     

p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching

Abstract

This article is concerned with the problem of p-moment stability of stochastic differential delay equations with impulsive jump and Markovian switching. In this model, the features of stochastic systems, delay systems, impulsive systems, and Markovian switching are all taken into account, which is scarce in the literature. Based on Lyapunov–Krasovskii functional method and stochastic analysis theory, we obtain new criteria ensuring p-moment stability of trivial solution of a class of impulsive stochastic differential delay equations with Markovian switching.     

Numerical stability of one-leg methods for neutral delay differential equations

This paper is concerned with the analytic and numerical stability of a class of nonlinear neutral delay differential equations. A sufficient condition for the stability of the problems itself is given. The numerical stability results are obtained for A-stable one-leg methods when they are applied to above mentioned problems. Numerical examples are given to confirm our theoretical results.     

The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion

In this paper, we consider a class of impulsive stochastic differential equations driven by G-Brownian motion (IGSDEs in short). By means of the G-Lyapunov function method, some criteria on p-th moment stability and p-th moment asymptotical stability for the trivial solutions of IGSDEs are established. An example is presented to illustrate the efficiency of the obtained results.     

Optimal Solutions of Fractional Nonlinear Impulsive Neutral Stochastic Functional Integro-Differential Equations

Abstract

In this article, we consider a new class of fractional impulsive neutral stochastic functional integro-differential equations with infinite delay in Hilbert spaces. First, by using stochastic analysis, fractional calculus, analytic α-resolvent operator and suitable fixed point theorems, we prove the existence of mild solutions and optimal mild solutions for these equations. Second, the existence of optimal pairs of system governed by fractional impulsive partial stochastic integro-differential equations is also presented. The results are obtained under weaker conditions in the sense of the fractional power arguments. Finally, an example is given for demonstration.     

Error analysis of approximate solutions of non-linear Burgers’ equation

This paper deals with application of the maximum principle for differential equations to the finite difference method for determining upper and lower approximate solutions of the non-linear Burgers’ equation and their error range. In term of mathematical architecture, the paper is based on the maximum principle for parabolic differential equations to establish monotonic residual relations of the Burgers’ equation; and in terms of numerical method, it applies the finite difference method to discretize the equation, followed by use of the proposed Residual Correction Method for obtaining its optimal solutions under constraint conditions for inequalities. Derived by using this approach, the upper and lower transient approximate solutions are not just useful in analyzing the range of the maximum possible error between them and the analytic solutions correctly, and the numerical validations also indicate good accuracy in mean values of the upper and lower approximate solutions.     

Mild solutions for abstract fractional differential equations

We propose a unified functional analytic approach to derive a variation of constants formula for a wide class of fractional differential equations using results on (a,?k)-regularized families of bounded and linear operators, which covers as particular cases the theories of C ₀-semigroups and cosine families. Using this approach we study the existence of mild solutions to fractional differential equation with nonlocal conditions. We also investigate the asymptotic behaviour of mild solutions to abstract composite fractional relaxation equations. We include in our analysis the Basset and Bagley–Torvik equations.     

A family of methods for the wave equation in one- and two-space dimensions

A family of finite-difference methods is developed for the numerical solution of the simple wave equation. Local truncation errors are calculated for each member of the family and each is analyzed for stability. The concepts of A₀ stability and L₀ stability, well used in the literature on other types of partial differential equation, are discussed in relation to second-order hyperbolic equations. The numerical methods arc extended to cover two-dimensional wave equations and the methods developed in this article are tested on three problems from the literature.     

Stability analysis of parabolic partial differential equations with piecewise continuous arguments

This article deals with the analytic and numerical stability of numerical methods for a parabolic partial differential equation with piecewise continuous arguments of alternately retarded and advanced type. First, application of the theory of separation of variables in matrix form and the Fourier method, the necessary and sufficient condition under which the analytic solution is asymptotically stable is derived. Then, the θ‐methods are applied to solve the corresponding initial value problem, the sufficient conditions for the asymptotic stability of numerical methods are obtained. Finally, several numerical examples are presented to support the theoretical results. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 531–545, 2017     

Oscillation and stability of nonlinear neutral impulsive delay differential equations

In this paper, oscillation and stability of nonlinear neutral impulsive delay differential equation are studied. The main result of this paper is that oscillation and stability of nonlinear impulsive neutral delay differential equation are equivalent to oscillation and stability of corresponding nonimpulsive neutral delay differential equations. At last, two examples are given to illustrate the importance of this study.     

Exponential stability of impulsive stochastic functional differential equations

In this paper, we investigate the pth moment and almost sure exponential stability of impulsive stochastic functional differential equations with finite delay by using Lyapunov method. Several stability theorems of impulsive stochastic functional differential equations with finite delay are derived. These new results are employed to impulsive stochastic equations with bounded time-varying delays and stochastically perturbed equations. Meanwhile, an example and simulations are given to show that impulses play an important role in pth moment and almost sure exponential stability of stochastic functional differential equations with finite delay.     

Oscillation of solutions of impulsive vector hyperbolic differential equations with delays

In this article, we investigate a class of impulsive vector hyperbolic differential equation with delays. Several sufficient conditions are established for H-oscillation of solutions of such systems subject to the Neumann boundary condition by employing certain second-order impulsive differential inequality, where H is a unit vector in ? ^M . The main results are illustrated by two examples.     

Continuous approximation of linear impulsive systems and a new form of robust stability

The time-scale tolerance for linear ordinary impulsive differential equations is introduced. How large the time-scale tolerance is directly reflects the degree to which the qualitative dynamics of the linear impulsive system can be affected by replacing the impulse effect with a continuous (as opposed to discontinuous, impulsive) perturbation, producing what is known as an impulse extension equation. Theoretical properties related to the existence of the time-scale tolerance are given for periodic systems, as are algorithms to compute them. Some methods are presented for general, aperiodic systems. Additionally, sufficient conditions for the convergence of solutions of impulse extension equations to the solutions of their associated impulsive differential equation are proven. Counterexamples are provided.