The numerical solution of forward-backward differential equations: Decomposition and related issues

This paper focuses on the decomposition, by numerical methods, of solutions to mixed-type functional differential equations (MFDEs) into sums of “forward” solutions and “backward” solutions. We consider equations of the form x^′(t)=ax(t)+bx(t−1)+cx(t+1) and develop a numerical approach, using a central difference approximation, which leads to the desired decomposition and propagation of the solution. We include illustrative examples to demonstrate the success of our method, along with an indication of its current limitations.     

A note on order of convergence of numerical method for neutral stochastic functional differential equations

In this paper, we study the order of convergence of the Euler-Maruyama (EM) method for neutral stochastic functional differential equations (NSFDEs). Under the global Lipschitz condition, we show that the pth moment convergence of the EM numerical solutions for NSFDEs has order p/2 − 1/l for any p ? 2 and any integer l > 1. Moreover, we show the rate of the mean-square convergence of EM method under the local Lipschitz condition is 1 − ε/2 for any ε ∈  (0, 1), provided the local Lipschitz constants of the coefficients, valid on balls of radius j, are supposed not to grow faster than log j. This is significantly different from the case of stochastic differential equations where the order is 1/2.     

Time scales in linear delayed differential equations

The aim of this paper is to apply and justify the so-called aggregation of variables method for reduction of a complex system of linear delayed differential equations with two time scales: slow and fast. The difference between these time scales makes a parameter ε>0 to appear in the formulation, being a mathematical problem of singular perturbations. The main result of this work consists of demonstrating that, under some hypotheses, the solution to the perturbed problem converges when ε→0 to the solution of an aggregated system whose construction is proposed.     

Invariant manifolds of partial functional differential equations

This paper is concerned with the existence, smoothness and attractivity of invariant manifolds for evolutionary processes on general Banach spaces when the nonlinear perturbation has a small global Lipschitz constant and locally C^k-smooth near the trivial solution. Such a nonlinear perturbation arises in many applications through the usual cut-off procedure, but the requirement in the existing literature that the nonlinear perturbation is globally C^k-smooth and has a globally small Lipschitz constant is hardly met in those systems for which the phase space does not allow a smooth cut-off function. Our general results are illustrated by and applied to partial functional differential equations for which the phase space (where r>0 and being a Banach space) has no smooth inner product structure and for which the validity of variation-of-constants formula is still an interesting open problem.     

Analytical and numerical investigation of mixed-type functional differential equations

This paper is concerned with the approximate solution of a linear non-autonomous functional differential equation, with both advanced and delayed arguments. We search for a solution x(t), defined for t∈[−1,k], (k∈N), that satisfies this equation almost everywhere on [0,k−1] and assumes specified values on the intervals [−1,0] and (k−1,k]. We provide a discussion of existence and uniqueness theory for the problems under consideration and describe numerical algorithms for their solution, giving an analysis of their convergence.     

Solving neutral delay differential equations with state-dependent delays

In this paper we consider a class of neutral delay differential equations with state dependent delays. For such equations the possible discontinuity in the derivative of the solution at the initial point may propagate along the integration interval giving rise to subsequent points, called “breaking points”, where the solution derivative is still discontinuous. As a consequence, in a right neighbourhood of each such point we have to face a Cauchy problem where the equation has a discontinuous right-hand side. In this case the existence and the uniqueness of the solution is no longer guaranteed to the right of such points and hence the solution of the neutral equation may either cease to exist or bifurcate. After illustrating why uniqueness and existence of the solution is no longer guaranteed for general state-dependent problems and showing a possible way to detect these occurrences automatically, we explain how to generalize/regularize the problem in order to suitably extend the solution beyond the breaking point. This is important, for example, when exploring numerically the presence of possible periodic orbits.     

Differential equations on variable time scales

We introduce a class of differential equations on variable   time scales with a transition condition between two consecutive parts of the scale. Conditions for existence and uniqueness of solutions are obtained. Periodicity, boundedness and stability of solutions are considered. The method of investigation is by means of two successive reductions: B$B$-equivalence of the system [E. Akalín, M.U. Akhmet, The principles of B-smooth discontinuous flows, Computers and Mathematics with Applications 49 (2005) 981–995; M.U. Akhmet, Perturbations and Hopf bifurcation of the planar discontinuous dynamical system, Nonlinear Analysis 60 (2005) 163–178; M.U. Akhmet, N.A. Perestyuk, The comparison method for differential equations with impulse action, Differential Equations 26 (9) (1990) 1079–1086] on a variable time scale to a system on a time scale, a reduction to an impulsive differential equation [M.U. Akhmet, Perturbations and Hopf bifurcation of the planar discontinuous dynamical system, Nonlinear Analysis 60 (2005) 163–178; M.U. Akhmet, M. Turan, The differential equations on time scales through impulsive differential equations, Nonlinear Analysis 65 (2006) 2043–2060]. Appropriate examples are constructed to illustrate the theory.     

Exponential stability of singularly perturbed impulsive delay differential equations

In this paper, the exponential stability of singularly perturbed impulsive delay differential equations (SPIDDEs) is concerned. We first establish a delay differential inequality, which is useful to deal with the stability of SPIDDEs, and then by the obtained inequality, a sufficient condition is provided to ensure that any solution of SPIDDEs is exponentially stable for sufficiently small ε>0. A numerical example and the simulation result show the effectiveness of our theoretical result.     

Positive solutions of p-type retarded functional differential equations

For systems of retarded functional differential equations with unbounded delay and with finite memory sufficient and necessary conditions of existence of positive solutions on an interval of the form [_t0,∞)$[t_0,\infty )$ are derived. A general criterion is given together with corresponding applications (including a linear case, too). Examples are inserted to illustrate the results.     

The exponential asymptotic stability of singularly perturbed delay differential equations with a bounded lag

This paper is concerned with the exponential stability of singularly perturbed delay differential equations with a bounded (state-independent) lag. A generalized Halanay inequality is derived in Section 2, and in Section 3 a sufficient condition will be provided to ensure that any solution of the singularly perturbed delay differential equations (DDEs) with a bounded lag is exponentially stable uniformly for sufficiently small ε>0. This type of exponential asymptotic stability can obviously be applied to general delay differential equations with a bounded lag.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

A periodic solution of a differential equation with state-dependent delay

We study a differential equation for delayed negative feedback which models a situation where the delay depends on the present state and becomes effective in the future. The main result is existence of a periodic solution in case the equilibrium is linearly unstable. The proof employs the ejective fixed point principle on a compact convex set K₀⊂C([−h,0],R) of Lipschitz continuous functions and uses that the equation generates a smooth semiflow on an infinite-dimensional submanifold of the space C¹([−h,0],R).     

On the distribution of zeros of solutions of first order delay differential equations

This paper contains new estimates for the distance between adjacent zeros of solutions of the first order delay differential equation

x^′(t)+p(t)x(t−τ)=0     

Almost automorphic solutions for differential equations with piecewise constant argument in a Banach space

Using spectral theory we obtain sufficient conditions for the almost automorphy of bounded solutions to differential equations with piecewise constant argument of the form x^′(t)=A(t)x([t])+f(t),t∈R, where A(t) is an almost automorphy operator, f(t) is an X-valued almost automorphic function and X is a finite dimensional Banach space.     

On a method to transform algebraic differential equations into universal equations

The paper introduces an algorithm which transforms homogeneous algebraic differential equations into universal differential equations (in the sense of L. A. Rubel) havingC ⁿ (ℝ)-solutions. By applications of the algorithm to different initial equations some new universal differential equations are found, and all the known equations due to R. J. Duffin are rediscovered with this method. Assuming weak conditions one can find Cⁿ(ℝ)-solutionsy of the differential equation close to any continuous function such that 1, with 0 ≤k ₁ <k ₂ < .... <k _s ≤n are linearly independent over the field of real algebraic numbers at the rational points q1,...,qs.     

Asymptotic expansions for elliptic-like regularizations of semilinear evolution equations

Consider in a real Hilbert space H the Cauchy problem (_P0$P_0$): u^′(t)+Au(t)+Bu(t)=f(t)$u^{\prime }(t)+Au(t)+Bu(t)=f(t)$, 0≤t≤T$0\le t\le T$; u(0)=_u0$u(0)=u_0$, where −A   is the infinitesimal generator of a _C0$C_0$-semigroup of contractions, B is a nonlinear monotone operator, and f is a given H-valued function. Inspired by the excellent book on singular perturbations by J.L. Lions, we associate with problem (_P0$P_0$) the following regularization (_Pε$P_{\epsilon }$): −εu^″(t)+u^′(t)+Au(t)+Bu(t)=f(t)$-\epsilon u^{″}(t)+u^{\prime }(t)+Au(t)+Bu(t)=f(t)$, 0≤t≤T$0\le t\le T$; u(0)=_u0$u(0)=u_0$, u^′(T)=_uT$u^{\prime }(T)=u_T$, where ε>0$\epsilon >0$ is a small parameter. We investigate existence, uniqueness and higher regularity for problem (_Pε$P_{\epsilon }$). Then we establish asymptotic expansions of order zero, and of order one, for the solution of (_Pε$P_{\epsilon }$). Problem (_Pε$P_{\epsilon }$) turns out to be regularly perturbed of order zero, and singularly perturbed of order one, with respect to the norm of C([0,T];H)$C([0,T];H)$. However, the boundary layer of order one is not visible through the norm of L²(0,T;H)$L^2(0,T;H)$.     

Traveling waves for non-local delayed diffusion equations via auxiliary equations

In this paper, we study the existence of traveling wave solutions for a class of delayed non-local reaction-diffusion equations without quasi-monotonicity. The approach is based on the construction of two associated auxiliary reaction-diffusion equations with quasi-monotonicity and a profile set in a suitable Banach space by using the traveling wavefronts of the auxiliary equations. Under monostable assumption, by using the Schauder's fixed point theorem, we then show that there exists a constant c_∗>0 such that for each c>c_∗, the equation under consideration admits a traveling wavefront solution with speed c, which is not necessary to be monotonic.     

Positive solutions of singular Caputo fractional differential equations with integral boundary conditions

In this paper, we investigate the existence of positive solutions of singular super-linear (or sub-linear) integral boundary value problems for fractional differential equation involving Caputo fractional derivative. Necessary and sufficient conditions for the existence of C³[0, 1] positive solutions are given by means of the fixed point theorems on cones. Our nonlinearity f(t, x) may be singular at t = 0 and/or t = 1.     

Nonoscillation and oscillation of second order half-linear differential equations

We study the oscillation problems for the second order half-linear differential equation ^′[p(t)Φ(x^′)]+q(t)Φ(x)=0, where Φ(u)=|u|^r−1u with r>0, 1/p and q are locally integrable on R₊; p>0, q?0 a.e. on R₊, and . We establish new criteria for this equation to be nonoscillatory and oscillatory, respectively. When p≡1, our results are complete extensions of work by Huang [C. Huang, Oscillation and nonoscillation for second order linear differential equations, J. Math. Anal. Appl. 210 (1997) 712-723] and by Wong [J.S.W. Wong, Remarks on a paper of C. Huang, J. Math. Anal. Appl. 291 (2004) 180-188] on linear equations to the half-linear case for all r>0. These results provide corrections to the wrongly established results in [J. Jiang, Oscillation and nonoscillation for second order quasilinear differential equations, Math. Sci. Res. Hot-Line 4 (6) (2000) 39-47] on nonoscillation when 0<r<1 and on oscillation when r>1. The approach in this paper can also be used to fully extend Elbert's criteria on linear equations to half-linear equations which will cover and improve a partial extension by Yang [X. Yang, Oscillation/nonoscillation criteria for quasilinear differential equations, J. Math. Anal. Appl. 298 (2004) 363-373].     

Efficient Chebyshev spectral methods for solving multi-term fractional orders differential equations

In this paper, we state and prove a new formula expressing explicitly the derivatives of shifted Chebyshev polynomials of any degree and for any fractional-order in terms of shifted Chebyshev polynomials themselves. We develop also a direct solution technique for solving the linear multi-order fractional differential equations (FDEs) with constant coefficients using a spectral tau method. The spatial approximation with its fractional-order derivatives (described in the Caputo sense) are based on shifted Chebyshev polynomials T_L,n(x) with x ∈ (0, L), L > 0 and n is the polynomial degree. We presented a shifted Chebyshev collocation method with shifted Chebyshev–Gauss points used as collocation nodes for solving nonlinear multi-order fractional initial value problems. Several numerical examples are considered aiming to demonstrate the validity and applicability of the proposed techniques and to compare with the existing results.