Stability Analysis for the Numerical Simulation of Hybrid Stochastic Differential Equations

This paper is mainly concerned with the exponential stability of a class of hybrid stochastic differential equations–stochastic differential equations with Markovian switching (SDEwMSs). It first devotes to reveal that under the global Lipschitz condition, a SDEwMS is pth (p ∈ (0,1)) moment exponentially stable if and only if its corresponding improved Euler-Maruyama(IEM) method is pth moment exponentially stable for a suitable step size. It then shows that the SDEwMS is pth(p ∈ (0,1)) moment exponentially stable or its corresponding IEM method with small enough step sizes implies the equation is almost surely exponentially stable or the corresponding IEM method, respectively. In that sense, one can infer that the SDEwMS is almost surely exponentially stable and the IEM method, no matter whether the SDEwMS is pth moment exponentially stable or the IEM method. An example is demonstrated to illustrate the obtained results.     

奇摄动问题中阶梯状解的缝接法

In view of singularly perturbed problems with complex inner layer phenomenon,including contrast structures(step-step solution and spike-type solution),corner layer behavior and right-hand side discontinuity,we carry out the process with sewing connection.The presented method of sewing connection for singularly perturbed equations is based on the two points singularly perturbed simple boundary problems.By means of sewing orbit smoothness,we get the uniformly valid solution in the whole interval.It is easy to prove the existence of solutions and deal with the high dimensional singularly perturbed problems.     

A SPECTRAL METHOD FOR PANTOGRAPH-TYPE DELAY DIFFERENTIAL EQUATIONS AND ITS CONVERGENCE ANALYSIS

We propose a novel numerical approach for delay differential equations with vanishing proportional delays based on spectral methods. A Legendre-collocation method is employed to obtain highly accurate numerical approximations to the exact solution. It is proved theoretically and demonstrated numerically that the proposed method converges exponentially provided that the data in the are smooth. given pantograph delay differential equation     

A PARAMETER-UNIFORM TAILORED FINITE POINT METHOD FOR SINGULARLY PERTURBED LINEAR ODE SYSTEMS＊

In scientific applications from plasma to chemical kinetics, a wide range of temporal scales can present in a system of differential equations. A major difficulty is encountered due to the stiffness of the system and it is required to develop fast numerical schemes that are able to access previously unattainable parameter regimes. In this work, we consider an initial-final value problem for a multi-scale singularly perturbed system of linear ordi- nary differential equations with discontinuous coefficients. We construct a tailored finite point method, which yields approximate solutions that converge in the maximum norm, uniformly with respect to the singular perturbation parameters, to the exact solution. A parameter-uniform error estimate in the maximum norm is also proved. The results of numerical experiments, that support the theoretical results, are reported.     

Periodic Solutions of Retarded Systems with Infinite Delay

§1 introduction It is well-known that the existence of the bounded solutions of linear pe-riodic ordinary differential equations or functional differential equations withfinite delay imply the existence of periodic solutions. In this paper, the authorproves that the similar results are also true for the retarded systems with infi-nite delay in proper phase space; and also proves that the uniformly bounde     

Singularly perturbed boundary value problems for a class of second order turning point on infinite interval

This article solved the asymptotic solution of a singularly perturbed boundary value problem with second order turning point, encountered in the dissipative equilibrium vector field of the coupled convection disturbance kinetic equations under the constrained filed and the gravity. Using the matching of asymptotic expansions, the formal asymptotic solution is constructed. By using the theory of differential inequality the uniform validity of the asymptotic expansion for the solution is proved.     

The nonlinear nonlocal singularly perturbed problems for reaction diffusion equations with a boundary perturbation

The nonlinear nonlocal singularly perturbed initial boundary value problems for reaction diffusion equations with a boundary perturbation is considered. Under suitable conditions, the outer solution of the original problem is obtained. Using the stretched variable, the composing expansion method and the expanding theory of power series the initial layer is constructed. And then using the theory of differential inequalities the asymptotic behavior of solution for the initial boundary value problems is studied. Finally the existence and uniqueness of solution for the original problem and the uniformly valid asymptotic estimation are discussed.     

STABILITY OF NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

In the phase space (Ch, |·|h), by using the Liapunov functional approach, sufficient and necessary criteria for the uniform stability and uniformly asymptotic stability of solutions to neutral-functional differential equations with infinite delay are established. We also prove that the uniformly asymptotic stability of the solutions implies the existence of the bounded ones.     

SINGULAR PERTURBATION OF BOUNDARY VALUE PROBLEM FOR NONLINEAR HIGHER ORDER ORDINARY DIFFERENTIAL EQUATIONS INVOLVING TWO SMALL PARAMETERS

The singularly perturbed boundary value problem for nonlinear higher order ordinary differential equation involving two small parameters has been considered. Under appropriate assumptions, for the three cases:ε/μ2→0(μ→0),μ2/ε→0 (ε→0) andε=μ2, the uniformly valid asymptotic solution is obtained by using the expansion method of two small parameters and the theory of differential inequality.     

NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS

In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* O(h).     

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.     

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.     

Asymptotic expansion for the solution of singularly perturbed delay differential equations

Singular perturbation problems occur in many areas, including biochemical kinetics, genetics, plasma physics, and mechanical and electrical systems. For practical problems, one seeks a uniformly valid, readily interpretable approximation to a solution that does not behave uniformly. In this paper we extend singular perturbation theory in ordinary differential equations to delay differential equations with a fixed lag. We aim to give an explicit sufficient condition so that the solution of a class of singularly perturbed delay differential equations can be asymptotically expanded. O'Malley-Hoppensteadt technique is adopted in the construction of approximate solutions for such problems. Some particular phenomena different from singularly perturbed ordinary differential equations are discovered.     

Blockwise estimate of the fundamental matrix of linear singularly perturbed differential systems with small delay and its application to uniform asymptotic solution

A singularly perturbed system of linear differential equations with a small delay is considered. Estimates of blocks of the fundamental matrix solution to this system uniformly valid for all sufficiently small values of the parameter of singular perturbations are obtained in the cases of time-independent and time-dependent coefficients of the system. In the first case the system is considered on an infinite time-interval, while in the second case it is considered on a finite one. These estimates are applied to justify a uniform asymptotic solution of an initial-value problem for this system in both cases.     

Stability conditions for singularly perturbed delay differential equations

Singular perturbation problems containing a small positive parameter ε occur in many areas, including biochemical kinetics, genetics, plasma physics, and mechanical and electrical systems. A uniformly valid, reliable interpretable approximation of such problems is required. This paper provides sufficient conditions to ensure the exponential stability of the analytical and numerical solutions of the singularly perturbed delay differential equations with a bounded time-lag for suf.ciently small ε > 0. The Halanay inequality is used to prove the main results of the paper. A numerical example is provided to illustrate the methodology and clarify the need for a stiff solver for numerical solutions of these problems.     

Dissipativity of delay functional differential equations with bounded lag

Delay functional differential equations are essentially different from ordinary differential equations because their phase space is infinite dimensional. We first establish a sufficient condition for delay functional differential equations with bounded lag to be dissipative. Then we construct a one-leg θ-method to solve such dissipative equations and prove that it is dissipative if θ=1. One numerical example is given to confirm our theoretical result.     

Attractivity properties of α-contractions

It is known that if T:X → X is completely continuous where X is a Banach space, then point dissipative and compact dissipative are equivalent, and imply the existence of a maximal compact invariant set which is uniformly asymptotically stable and attracts bounded sets uniformly. If T is an α-contraction, it is not known whether point dissipative and compact dissipative are equivalent. However, it is known that if T is an α-contraction and compact dissipative, then there exists a maximal compact invariant set which is uniformly asymptotically stable and attracts a neighborhood of any compact set uniformly. In this paper we show that for most practical examples which give rise to α-contraction, point dissipative and compact dissipative are equivalent. For example, we show this is true for stable neutral functional differential equations, retarded functional differential equations of infinite delay, and strongly damped nonlinear wave equations. We conjecture that this should be true for almost any practical application which gives rise to an α-contraction.     

Fitted finite difference method for singularly perturbed delay differential equations

This paper deals with singularly perturbed initial value problem for linear second-order delay differential equation. An exponentially fitted difference scheme is constructed in an equidistant mesh, which gives first order uniform convergence in the discrete maximum norm. The difference scheme is shown to be uniformly convergent to the continuous solution with respect to the perturbation parameter. A numerical example is solved using the presented method and compared the computed result with exact solution of the problem.     

The Numerical Stability of the $\theta$-Method for Delay Differential Equations with Many Variable Delays

This paper deals with the asymptotic stability of theoretical solutions and numerical methods for the delay differential equations (DDEs)where $a, b_1, b_2, ... b_m$ and $y_0 \in C, 0 < \lambda_m \le \lambda_{m-1} \le ... \le \lambda_1<1$. A sufficient condition such that the differential equations are asymptotically stable is derived. And it is shown that the linear $\theta$-method is $\bigwedge GP_m$-stable if and only if$\frac{1}{2}\le \theta \le 1$.     

随机变延迟微分方程平衡方法的均方收敛性与稳定性

针对一类变延迟微分方程,应用全隐式方法一平衡方法,研究了其收敛性和稳定性.结果表明平衡方法以1/2 γ,γ∈(0,1]阶收敛到精确解;并且强平衡方法和弱平衡方法都能保持解析解的均方稳定性;进一步数值实验验证了算法理论分析的正确性,并且表明全隐式的平衡方法比显式方法—Euler方法具有更好的稳定性.