Delay Equations with Rapidly Oscillating Stable Periodic Solutions

We prove analytically that there exist delay equations admitting rapidly oscillating stable periodic solutions. Previous results were obtained with the aid of computers, only for particular feedback functions. Our proofs work for stiff equations with several classes of feedback functions. Moreover, we prove that for negative feedback there exists a class of feedback functions such that the larger the stiffness parameter is, the more stable rapidly oscillating periodic solutions there are. There are stable periodic solutions with arbitrarily many zeros per unit time interval if the stiffness parameter is chosen sufficiently large.     

Periodic Solutions for Some Systems of Delay Differential Equations

In this paper, we give sufficient conditions for the existence of periodic orbits of some systems of delay differential equations with a unique delay having 3, 4 or n equations. Moreover, we provide examples of delay systems satisfying the different sets of sufficient conditions.     

Periodic Solutions of Second Order Differential Equations with Discontinuous Nonlinearities

We consider the periodic solutions of

Periodic Oscillations of Abstract Wave Equations

Periodic solutions of abstract, nonlinear, wave equations are given when eigen-values of linear parts of those equations are incommensurable to the time period and a certain parameter is sufficiently large.     

Resonant Hopf–Hopf Interactions in Delay Differential Equations

A second-order delay differential equation (DDE) which models certain mechanical and neuromechanical regulatory systems is analyzed. We show that there are points in parameter space for which 1:2 resonant Hopf–Hopf interaction occurs at a steady state of the system. Using a singularity theoretic classification scheme [as presented by LeBlanc (1995) and LeBlanc and Langford (1996)], we then give the bifurcation diagrams for periodic solutions in two cases: variation of the delay and variation of the feedback gain near the resonance point. In both cases, period-doubling bifurcations of periodic solutions occur, and it is argued that two tori can bifurcate from these periodic solutions near the period doubling point. These results are then compared to numerical simulations of the DDE.     

On the Floquet Multipliers of Periodic Solutions to Non-linear Functional Differential Equations

For periodic solutions to the autonomous delay differential equation

Periodic Solutions of Delay Differential Equations with a Small Parameter: Existence,Stability and Asymptotic Expansion

We consider a scalar delay differential equation with a small parameter, and employ Walthers method to obtain a result on the existence and stability of a slowly oscillatory periodic solution that represents a refinement of the estimate for the Lipschitz constant of a returning map. We also develop a matching method and obtain asymptotic expansions of the slowly oscillatory periodic solution and its minimal period.Dedicated to Professor Shui-Nee Chow on the occasion of his 60th birthdayAMS subject classifications: 34K15; 34K20; 34C25.     

Asymptotic Solutions of Boundary Value Problems for Third-Order Ordinary Differential Equations with Turning Points

ＩｎｔｒｏｄｕｃｔｉｏｎＴｈｅｓｉｎｇｕｌａｒｐｅｒｔｕｒｂａｔｉｏｎｓｏｆｂｏｕｎｄａｒｙｖａｌｕｅｐｒｏｂｌｅｍｓｆｏｒｏｒｄｉｎａｒｙｄｉｆｆｅｒｅｎｔｉａｌｅｑｕａｔｉｏｎｓｗｉｔｈｎｏｔｕｒｎｉｎｇｐｏｉｎｔｈａｄｂｅｅｎｓｔｕｄｉｅｄｖｅｒｙｅａｒｌｙ ,ｂｕｔｔｈｅｓｔｕｄｙｏｆｂｏｕｎｄａｒｙｖａｌｕｅｐｒｏｂｌｅｍｓｗｉｔｈｔｕｒｎｉｎｇｐｏｉｎｔｐｒｏｃｅｅｄｅｄｒａｔｈｅｒｓｌｏｗｌｙｏｗｉｎｇｔｏｔｈｅｓｉｎｇｕｌａｒｐｏｉｎｔｏｆｔｈｅｄｅｇｅｎｅｒａｔｅｄｅｑｕａｔｉｏ…     

Global Continua of Rapidly Oscillating Periodic Solutions of State-Dependent Delay Differential Equations

We apply our recently developed global Hopf bifurcation theory to examine global continuation with respect to the parameter for periodic solutions of functional differential equations with state-dependent delay. We give sufficient geometric conditions to ensure the uniform boundedness of periodic solutions, obtain an upper bound of the period of non-constant periodic solutions in a connected component of Hopf bifurcation, and establish the existence of rapidly oscillating periodic solutions.     

Lie Symmetry Analysis of Differential Equations in Finance

Lie group theory is applied to differential equations occurring as mathematical models in financial problems. We begin with the complete symmetry analysis of the one-dimensional Black–Scholes model and show that this equation is included in Sophus Lie's classification of linear second-order partial differential equations with two independent variables. Consequently, the Black–Scholes transformation of this model into the heat transfer equation follows directly from Lie's equivalence transformation formulas. Then we carry out the classification of the two-dimensional Jacobs–Jones model equations according to their symmetry groups. The classification provides a theoretical background for constructing exact (invariant) solutions, examples of which are presented.     

A Simplified Proof to a Theorem by Ding Tong-Ren on Periodic Solutions of Duffing Equations

Ｉｎ 1 982ＤＩＮＧＴｏｎｇ＿ｒｅｎ[1]ｄｉｓｃｕｓｓｅｄａｐｅｒｉｏｄｉｃＢＶＰａｓ　　　　　　　　　ｘ″ ｇ(ｘ) =ｐ(ｔ) ,( 1 )　　　　　　　　　ｘ( 0 ) -ｘ( 2π) =0 =ｘ′( 0 ) -ｘ′( 2π) ,( 2 )ａｎｄｇａｖｅｔｈｅｆｏｌｌｏｗｉｎｇ :Ｔｈｅｏｒｅｍ 1　Ａｓｓｕｍｅｔｈａｔ1 )ｔｈｅｒｅｅｘｉｓｔｓａｎｏｎｎｅｇａｔｉｖｅｉｎｔｅｇｅｒｍｓｕｃｈｔｈａｔｍ2 ≤ｇ′(ｘ) ≤ (ｍ 1 ) 2 ,ｘ∈Ｒ ( 3 )　　 2 )ｐ∈Ｃ( 0 ,2π) ,ｐ( 0 ) =ｐ( 2π) ,ａｎｄｏｎｅｏｆｔｈｅｆｏｌｌｏｗｉｎｇｃｏｎｄｉｔｉｏｎ…     

Geometry of Heteroclinic Cascades in Scalar Parabolic Differential Equations

We investigate the geometrical properties of the attractor for semilinear scalar parabolic PDEs on a bounded interval with Neumann boundary conditions. Using the nodal properties of the stationary solutions which are determined by an ordinary boundary value problem, we obtain crucial information about the long-time behavior for the full PDE. Especially, we prove an exact criterion for the intersection of strong-stable and strong-unstable manifolds in the finite dimensional Morse-Smale flow on the attractor.     

Periodic Delay Effects on Cutting Dynamics

We consider a delay equation whose delay is perturbed by a small periodic fluctuation. In particular, it is assumed that the delay equation exhibits a Hopf bifurcation when its delay is unperturbed. The periodically perturbed system exhibits more delicate bifurcations than a Hopf bifurcation. We show that these bifurcations are well explained by the Bogdanov-Takens bifurcation when the ratio between the frequencies of the periodic solution of the unperturbed system (Hopf bifurcation) and the external periodic perturbation is 1:2. Our analysis is based on center manifold reduction theory.     

Exact Solutions of the Hydrodynamic Equations Derived from Partially Invariant Solutions

The paper proposes a heuristic approach to constructing exact solutions of the hydrodynamic equations based on the specificity of these equations. A number of systems of hydrodynamic equations possess the following structure: they contain a reduced system of n equations and an additional equation for an extra function w. In this case, the reduced system, in which w = 0, admits a Lie group G. Taking a certain partially invariant solution of the reduced system with respect to this group as a seed:rdquo; solution, we can find a solution of the entire system, in which the functional dependence of the invariant part of the seed solution on the invariants of the group G has the previous form. Implementation of the algorithm proposed is exemplified by constructing new exact solutions of the equations of rotationally symmetric motion of an ideal incompressible liquid and the equations of concentrational convection in a plane boundary layer and thermal convection in a rotating layer of a viscous liquid.     

Periodic Solutions of Symmetric Perturbations of Gravitational Potentials

It is shown that for certain symmetric perturbations of gravitational potentials in the space, which admit two first integrals of motion, a circular solution of the unperturbed system with inclination different from 0 and π gives rise to a periodic solution of the reduced dynamics which is defined in the quotient space of the action by the subgroup that fixes the symmetry axis. In the planar case, if we assume that the system admits a first integral of motion which is also symmetric with respect to the origin, then it is shown that each circular solution of the unperturbed problem gives rise to a periodic solution of the perturbed system.     

Dichotomy Spectrum for Nonautonomous Differential Equations

For nonautonomous linear differential equations x=A(t) x with locally integrable A: RR ^N×N the so-called dichotomy spectrum is investigated in this paper. As the closely related dichotomy spectrum for skew product flows with compact base (Sacker–Sell spectrum) our dichotomy spectrum for nonautonomous differential equations consists of at most N closed intervals, which in contrast to the Sacker–Sell spectrum may be unbounded. In the constant coefficients case these intervals reduce to the real parts of the eigenvalues of A. In any case the spectral intervals are associated with spectral manifolds comprising solutions with a common exponential growth rate. The main result of this paper is a spectral theorem which describes all possible forms of the dichotomy spectrum.     

On the Backwards Behavior of the Solutions of the 2D Periodic Viscous Camassa–Holm Equations

The global behavior of the periodic 2D viscous Camassa–Holm equations is studied. The set of initial data for which the solution exists for all negative times and grows backwards with an exponential rate no greater then some given value is observed and proved to possess some interesting richness and density properties.     

Remarks on the Perturbation Methods in Solving the Second-Order Delay Differential Equations

The paper presents a study on the validity of perturbation methods, suchas the method of multiple scales, the Lindstedt–Poincaré method and soon, in seeking for the periodic motions of the delayed dynamic systemsthrough an example of a Duffing oscillator with delayed velocityfeedback. An important observation in the paper is that the method ofmultiple scales, which has been widely used in nonlinear dynamics, worksonly for the approximate solutions of the first two orders, and givesrise to a paradox for the third-order approximate solutions of delaydifferential equations. The same problem appears when theLindstedt–Poincaré method is implemented to find the third-orderapproximation of periodic solutions for delay differential equations,though it is effective in seeking for any order approximation ofperiodic solutions for nonlinear ordinary differential equations. Apossible explanation to the paradox is given by the results obtained byusing the method of harmonic balance. The paper also indicates thatthese perturbation methods, despite of some shortcomings, are stilleffective in analyzing the dynamics of a delayed dynamic system sincethe approximate solutions of the first two orders already enable one togain an insight into the primary dynamics of the system.     

矩阵黎卡提(Riccati)微分方程的分析解

相应哈密顿矩阵本征解的基础上,本文给出了黎卡提微分方程的分析解,对于最优控制以及卡尔曼－布西滤波的黎卡提微分方程分别给出了分析解的公式。     

Contact Symmetry Algebras of Scalar Ordinary Differential Equations

Using Lie's classification of irreducible contact transformations in thecomplex plane, we show thata third-order scalar ordinary differential equation (ODE)admits an irreducible contact symmetry algebra if and only if it is transformableto q ⁽³⁾=0 via a local contact transformation. This result coupled with the classification of third-order ODEs with respect to point symmetriesprovide an explanation of symmetry breaking for third-order ODEs. Indeed, ingeneral, the point symmetry algebra of a third-order ODE is not asubalgebra of the seven-dimensional point symmetry algebra of q ⁽³⁾=0.However, the contact symmetry algebra of any third-order ODE, except forthird-order linear ODEs with four- and five-dimensional pointsymmetry algebras, is shown to be a subalgebra of the ten-dimensional contact symmetryalgebra of q ⁽³⁾==0. We also show that a fourth-orderscalar ODE cannot admit an irreducible contact symmetry algebra. Furthermore, weclassify completely scalar nth-order (n5) ODEs which admitnontrivial contact symmetry algebras.