The article is concerned with oscillation of nonautonomous neutral dynamic delay equations on time scales. Sufficient conditions are established for the existence of bounded positive solutions and for oscillation of a...The article is concerned with oscillation of nonautonomous neutral dynamic delay equations on time scales. Sufficient conditions are established for the existence of bounded positive solutions and for oscillation of all solutions of this equation. Some results extend known results for difference equations when the time scale is the set Z^＋ of positive integers and for differential equations when the time scale is the set IR of real numbers.展开更多
Abstract： The existence of periodic solutions of a class of non- autonomous differential delay equations with the form x′（t）=-∑k=1^n-1f（t,x（t-kr）） is considered, where r 〉 0 is a given constant and f∈C（R&#...Abstract： The existence of periodic solutions of a class of non- autonomous differential delay equations with the form x′（t）=-∑k=1^n-1f（t,x（t-kr）） is considered, where r 〉 0 is a given constant and f∈C（R×R,R） is odd in x, r-periodic in t and satisfies some superlinear conditions at origin and at infinity. First, the delay system is changed to an equivalent Hamiltonian system. Then the existence of periodic solutions of the Hamiltonian system is studied. Periodic solutions of the Hamiltonian system can be obtained by critical points of a functional defined on a Hilbert space, i.e. , points satisfying φ′（z）=0. By using a linking theorem in critical point theory, the existence of critical points of the functional is obtained. Therefore, the existence of periodic solutions for the Hamiltonian system and its equivalent differential delay equation is established.展开更多
In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which t...In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which the composite Milstein method is mean square stable. Moreover, we get the step size condition under which the composite Milstein method is global mean square stable. A nonlinear test stochastic differential delay equation is given for numerical tests. The results of numerical tests verify the theoretical results proposed.展开更多
Deep neural networks(DNNs)are effective in solving both forward and inverse problems for nonlinear partial differential equations(PDEs).However,conventional DNNs are not effective in handling problems such as delay di...Deep neural networks(DNNs)are effective in solving both forward and inverse problems for nonlinear partial differential equations(PDEs).However,conventional DNNs are not effective in handling problems such as delay differential equations(DDEs)and delay integrodifferential equations(DIDEs)with constant delays,primarily due to their low regularity at delayinduced breaking points.In this paper,a DNN method that combines multi-task learning(MTL)which is proposed to solve both the forward and inverse problems of DIDEs.The core idea of this approach is to divide the original equation into multiple tasks based on the delay,using auxiliary outputs to represent the integral terms,followed by the use of MTL to seamlessly incorporate the properties at the breaking points into the loss function.Furthermore,given the increased training dificulty associated with multiple tasks and outputs,we employ a sequential training scheme to reduce training complexity and provide reference solutions for subsequent tasks.This approach significantly enhances the approximation accuracy of solving DIDEs with DNNs,as demonstrated by comparisons with traditional DNN methods.We validate the effectiveness of this method through several numerical experiments,test various parameter sharing structures in MTL and compare the testing results of these structures.Finally,this method is implemented to solve the inverse problem of nonlinear DIDE and the results show that the unknown parameters of DIDE can be discovered with sparse or noisy data.展开更多
In this paper,we focus on the admissible transcendental meromorphic solutions of the following delay Schwarzian differential equations with rational coefficients f(z+1)-f(z-1)+a(z)S(f,z)=P(z,f(z))/Q(z,f(z)).We obtain ...In this paper,we focus on the admissible transcendental meromorphic solutions of the following delay Schwarzian differential equations with rational coefficients f(z+1)-f(z-1)+a(z)S(f,z)=P(z,f(z))/Q(z,f(z)).We obtain the necessary conditions on the degree of R(z,f)for these delay differential equations and give a classification of the delay Schwarzian differential equations according to the multiplicities of the root of Q(z,f)on f.Finally,we provide some examples to illustrate that all cases occur.展开更多
Streptococcus suis(S.suis)is a major disease impacting pig farming globally.It can also be transferred to humans by eating raw pork.A comprehensive study was recently carried out to determine the indices throughmultip...Streptococcus suis(S.suis)is a major disease impacting pig farming globally.It can also be transferred to humans by eating raw pork.A comprehensive study was recently carried out to determine the indices throughmultiple geographic regions in China.Methods:The well-posed theorems were employed to conduct a thorough analysis of the model’s feasible features,including positivity,boundedness equilibria,reproduction number,and parameter sensitivity.Stochastic Euler,Runge Kutta,and EulerMaruyama are some of the numerical techniques used to replicate the behavior of the streptococcus suis infection in the pig population.However,the dynamic qualities of the suggested model cannot be restored using these techniques.Results:For the stochastic delay differential equations of the model,the non-standard finite difference approach in the sense of stochasticity is developed to avoid several problems such as negativity,unboundedness,inconsistency,and instability of the findings.Results from traditional stochastic methods either converge conditionally or diverge over time.The stochastic non-negative step size convergence nonstandard finite difference(NSFD)method unconditionally converges to the model’s true states.Conclusions:This study improves our understanding of the dynamics of streptococcus suis infection using versions of stochastic with delay approaches and opens up new avenues for the study of cognitive processes and neuronal analysis.Theplotted interaction behaviour and new solution comparison profiles.展开更多
In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria...In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptoticstability in the pth mean and the pth moment exponential stability of such equations. Finally, an example isgiven to illustrate the effectiveness of our results.展开更多
The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching.A specific Lyapunov function is introduced to obtain the required s...The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching.A specific Lyapunov function is introduced to obtain the required stability,and the almost sure exponential stability for the delay equations is discussed subsequently.展开更多
We give necessary and sufficient conditions of Lp-maximal regularity(resp.B sp,q-maximal regularity or F sp,q-maximal regularity)for the second order delay equations:u″(t)=Au(t)+Gu't+F u t+f(t),t∈[0,2π]with per...We give necessary and sufficient conditions of Lp-maximal regularity(resp.B sp,q-maximal regularity or F sp,q-maximal regularity)for the second order delay equations:u″(t)=Au(t)+Gu't+F u t+f(t),t∈[0,2π]with periodic boundary conditions u(0)=u(2π),u′(0)=u′(2π),where A is a closed operator in a Banach space X,F and G are delay operators on Lp([-2π,0];X)(resp.Bsp,q([2π,0];X)or Fsp,q([-2π,0;X])).展开更多
We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are i...We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminskii-type condition.展开更多
A new spectral Jacobi rational-Gauss collocation （JRC） method is proposed for solving the multi- pantograph delay differential equations on the half-line. The method is based on Jacobi rational functions and Gauss q...A new spectral Jacobi rational-Gauss collocation （JRC） method is proposed for solving the multi- pantograph delay differential equations on the half-line. The method is based on Jacobi rational functions and Gauss quadrature integration formula. The main idea for obtaining a semi-analytical solution for these equations is essentially developed by reducing the pantograph equations with their initial conditions to systems of algebraic equations in the unknown expansion coefficients. The convergence analysis of the method is analyzed. The method possesses the spectral accuracy. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. Indeed, the present method is compared favorably with other methods.展开更多
Using known Ca-multiplier result, we give necessary and sufficient conditions for the second order delay equations：u″（t）=Au（t）＋Fut＋Gu′＋f（t）,t∈Rto have maximal regularity in HSlder continuous function spac...Using known Ca-multiplier result, we give necessary and sufficient conditions for the second order delay equations：u″（t）=Au（t）＋Fut＋Gu′＋f（t）,t∈Rto have maximal regularity in HSlder continuous function spaces C^α （R, X）, where X is a Banach space, A is a closed operator in X, F, G ∈L（C（[-r, 0], X）, X） are delay operators for some fixed r 〉 0.展开更多
The key aim of this paper is to show the strong convergence of the truncated Euler-Maruyama method for neutral stochastic differential delay equations(NSDDEs)with Markovian switching(MS)without the linear growth condi...The key aim of this paper is to show the strong convergence of the truncated Euler-Maruyama method for neutral stochastic differential delay equations(NSDDEs)with Markovian switching(MS)without the linear growth condition.We present the truncated Euler-Maruyama method of NSDDEs-MS and consider its moment boundedness under the local Lipschitz condition plus Khasminskii-type condition.We also study its strong convergence rates at time T and over a finite interval[0,T].Some numerical examples are given to illustrate the theoretical results.展开更多
Employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation for a class of stochastic differential d...Employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation for a class of stochastic differential delay equations with small noises, where the coefficients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coefficients are polynomial growth with respect to the delay variables.展开更多
For an odd function f(x)defined only on a finite interval,this paper deals with the existence of periodic solutions and the number of simple periodic solutions of the differential delay equation(DDE)(?)(t)=-f(x(t-1))....For an odd function f(x)defined only on a finite interval,this paper deals with the existence of periodic solutions and the number of simple periodic solutions of the differential delay equation(DDE)(?)(t)=-f(x(t-1)).By use of the method of qualitative analysis combined with the constructing of special solutions a series of interesting results are obtained on these problems.展开更多
Consider the following equationwhere 6, c and τ are constants, and τ > 0, bc ≠ 0. In this paper, we establish a necessary and sufficient condition for zero solution of Eq.(*) to be asymptotically stable, which i...Consider the following equationwhere 6, c and τ are constants, and τ > 0, bc ≠ 0. In this paper, we establish a necessary and sufficient condition for zero solution of Eq.(*) to be asymptotically stable, which is easy to verify and apply.展开更多
By discussing the zeros of periodic.solutions we give in this paper a criterion for the existence of exactly n+1 simple 4-periodic solutions of the differential delay equation x(T)= -f(x(t-1)).
Several new sufficient conditions are given for the global attractivity of solutions of a kind of delay difference equations. They either include or improve some known results and put the study of Ladas' conjectur...Several new sufficient conditions are given for the global attractivity of solutions of a kind of delay difference equations. They either include or improve some known results and put the study of Ladas' conjecture forward.展开更多
Aim To obtain new criteria for asymptotic behavior and nonexistence of positive solutions of nonlinear neutral delay difference equations. Methods By means of Hlder inequality and a method of direct analysis, some i...Aim To obtain new criteria for asymptotic behavior and nonexistence of positive solutions of nonlinear neutral delay difference equations. Methods By means of Hlder inequality and a method of direct analysis, some interesting Lemmas were offered. Results and Conclusion New criteria for asymptotic behavior and nonexistence of positive solutions of nonlinear neutral delay difference equations are established, which extend and improve the results obtained in the literature. Some interesting examples illustrating the importance of our results are also included.展开更多
We first establish Maslov index for non-canonical Hamiltonian system by using symplectic transformation for Hamiltonian system.Then the existence of multiple periodic solutions for the non-canonical Hamiltonian system...We first establish Maslov index for non-canonical Hamiltonian system by using symplectic transformation for Hamiltonian system.Then the existence of multiple periodic solutions for the non-canonical Hamiltonian system is obtained by applying the Maslov index and Morse theory.As an application of the results,we study a class of non-autonomous differential delay equation which can be changed to non-canonical Hamiltonian system and obtain the existence of multiple periodic solutions for the equation by employing variational method.展开更多
基金Project supported by the National Education Committee Doctoral Foundation of China (20020558092)
文摘The article is concerned with oscillation of nonautonomous neutral dynamic delay equations on time scales. Sufficient conditions are established for the existence of bounded positive solutions and for oscillation of all solutions of this equation. Some results extend known results for difference equations when the time scale is the set Z^＋ of positive integers and for differential equations when the time scale is the set IR of real numbers.
文摘Abstract： The existence of periodic solutions of a class of non- autonomous differential delay equations with the form x′（t）=-∑k=1^n-1f（t,x（t-kr）） is considered, where r 〉 0 is a given constant and f∈C（R×R,R） is odd in x, r-periodic in t and satisfies some superlinear conditions at origin and at infinity. First, the delay system is changed to an equivalent Hamiltonian system. Then the existence of periodic solutions of the Hamiltonian system is studied. Periodic solutions of the Hamiltonian system can be obtained by critical points of a functional defined on a Hilbert space, i.e. , points satisfying φ′（z）=0. By using a linking theorem in critical point theory, the existence of critical points of the functional is obtained. Therefore, the existence of periodic solutions for the Hamiltonian system and its equivalent differential delay equation is established.
基金Supported by National Natural Science Foundation of China(No.61272024)Anhui Provincial Natural Science Foundation(No.11040606M06)
文摘In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which the composite Milstein method is mean square stable. Moreover, we get the step size condition under which the composite Milstein method is global mean square stable. A nonlinear test stochastic differential delay equation is given for numerical tests. The results of numerical tests verify the theoretical results proposed.
文摘Deep neural networks(DNNs)are effective in solving both forward and inverse problems for nonlinear partial differential equations(PDEs).However,conventional DNNs are not effective in handling problems such as delay differential equations(DDEs)and delay integrodifferential equations(DIDEs)with constant delays,primarily due to their low regularity at delayinduced breaking points.In this paper,a DNN method that combines multi-task learning(MTL)which is proposed to solve both the forward and inverse problems of DIDEs.The core idea of this approach is to divide the original equation into multiple tasks based on the delay,using auxiliary outputs to represent the integral terms,followed by the use of MTL to seamlessly incorporate the properties at the breaking points into the loss function.Furthermore,given the increased training dificulty associated with multiple tasks and outputs,we employ a sequential training scheme to reduce training complexity and provide reference solutions for subsequent tasks.This approach significantly enhances the approximation accuracy of solving DIDEs with DNNs,as demonstrated by comparisons with traditional DNN methods.We validate the effectiveness of this method through several numerical experiments,test various parameter sharing structures in MTL and compare the testing results of these structures.Finally,this method is implemented to solve the inverse problem of nonlinear DIDE and the results show that the unknown parameters of DIDE can be discovered with sparse or noisy data.
基金supported by the National Natural Science Foundation of China(12201420,12231013,11701382 and 11971288)the Guangdong Basic and Applied Basic Research Foundation,China(2021A1515010054)and NCAMS.
文摘In this paper,we focus on the admissible transcendental meromorphic solutions of the following delay Schwarzian differential equations with rational coefficients f(z+1)-f(z-1)+a(z)S(f,z)=P(z,f(z))/Q(z,f(z)).We obtain the necessary conditions on the degree of R(z,f)for these delay differential equations and give a classification of the delay Schwarzian differential equations according to the multiplicities of the root of Q(z,f)on f.Finally,we provide some examples to illustrate that all cases occur.
基金supported by the Deanship of Scientific Research,Vice Presidency for Graduate Studies and Scientific Research,King Faisal University,Saudi Arabia[KFU250259].
文摘Streptococcus suis(S.suis)is a major disease impacting pig farming globally.It can also be transferred to humans by eating raw pork.A comprehensive study was recently carried out to determine the indices throughmultiple geographic regions in China.Methods:The well-posed theorems were employed to conduct a thorough analysis of the model’s feasible features,including positivity,boundedness equilibria,reproduction number,and parameter sensitivity.Stochastic Euler,Runge Kutta,and EulerMaruyama are some of the numerical techniques used to replicate the behavior of the streptococcus suis infection in the pig population.However,the dynamic qualities of the suggested model cannot be restored using these techniques.Results:For the stochastic delay differential equations of the model,the non-standard finite difference approach in the sense of stochasticity is developed to avoid several problems such as negativity,unboundedness,inconsistency,and instability of the findings.Results from traditional stochastic methods either converge conditionally or diverge over time.The stochastic non-negative step size convergence nonstandard finite difference(NSFD)method unconditionally converges to the model’s true states.Conclusions:This study improves our understanding of the dynamics of streptococcus suis infection using versions of stochastic with delay approaches and opens up new avenues for the study of cognitive processes and neuronal analysis.Theplotted interaction behaviour and new solution comparison profiles.
基金This work was supported by the National Natural Science Foundation of China (Grant No. 10171009) Tianyuan Young Fund of China (Grant No. 10226009).
文摘In the present paper we first obtain the comparison principle for the nonlinear stochastic differentialdelay equations with Markovian switching. Later, using this comparison principle, we obtain some stabilitycriteria, including stability in probability, asymptotic stability in probability, stability in the pth mean, asymptoticstability in the pth mean and the pth moment exponential stability of such equations. Finally, an example isgiven to illustrate the effectiveness of our results.
基金the National Natural Science Foundation of China （No. 60574025）.
文摘The main aim of this paper is to investigate the pth moment exponential stability of stochastic differential delay equations with Markovian switching.A specific Lyapunov function is introduced to obtain the required stability,and the almost sure exponential stability for the delay equations is discussed subsequently.
文摘We give necessary and sufficient conditions of Lp-maximal regularity(resp.B sp,q-maximal regularity or F sp,q-maximal regularity)for the second order delay equations:u″(t)=Au(t)+Gu't+F u t+f(t),t∈[0,2π]with periodic boundary conditions u(0)=u(2π),u′(0)=u′(2π),where A is a closed operator in a Banach space X,F and G are delay operators on Lp([-2π,0];X)(resp.Bsp,q([2π,0];X)or Fsp,q([-2π,0;X])).
基金This work was supported by the National Natural Science Foundation of China(Grant Nos.61876192,12061034)the Natural Science Foundation of Jiangxi(Grant Nos.20192ACBL21007,2018ACB21001)+1 种基金the Fundamental Research Funds for the Central Universities(CZT20020)Academic Team in Universities(KTZ20051).
文摘We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminskii-type condition.
基金Supported in part by the National Natural Science Foundation of China under Grant No.11021161 and 10928102973 Program of China under Grant No.2011CB80800+2 种基金Chinese Academy of Sciences under Grant No.kjcx-yw-s7project grant of “Center for Research and Applications in Plasma Physics and Pulsed Power Technology,PBCT-Chile-ACT 26”Direccion de Programas de Investigacion,Universidad de Talca,Chile
文摘A new spectral Jacobi rational-Gauss collocation （JRC） method is proposed for solving the multi- pantograph delay differential equations on the half-line. The method is based on Jacobi rational functions and Gauss quadrature integration formula. The main idea for obtaining a semi-analytical solution for these equations is essentially developed by reducing the pantograph equations with their initial conditions to systems of algebraic equations in the unknown expansion coefficients. The convergence analysis of the method is analyzed. The method possesses the spectral accuracy. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. Indeed, the present method is compared favorably with other methods.
基金supported by the NSF of China (No. 10571099)Specialized Research Fund for the Doctoral Program of Higher Educationthe Tsinghua Basic Research Foundation (JCpy2005056)
文摘Using known Ca-multiplier result, we give necessary and sufficient conditions for the second order delay equations：u″（t）=Au（t）＋Fut＋Gu′＋f（t）,t∈Rto have maximal regularity in HSlder continuous function spaces C^α （R, X）, where X is a Banach space, A is a closed operator in X, F, G ∈L（C（[-r, 0], X）, X） are delay operators for some fixed r 〉 0.
文摘The key aim of this paper is to show the strong convergence of the truncated Euler-Maruyama method for neutral stochastic differential delay equations(NSDDEs)with Markovian switching(MS)without the linear growth condition.We present the truncated Euler-Maruyama method of NSDDEs-MS and consider its moment boundedness under the local Lipschitz condition plus Khasminskii-type condition.We also study its strong convergence rates at time T and over a finite interval[0,T].Some numerical examples are given to illustrate the theoretical results.
基金The authors are grateful to the anonymous referees for their valuable comments and corrections. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11401592）, the Natural Science Foundation of Hunan Province （No. 13JJ5043）, and the Mathematics and Interdisciplinary Sciences Project of Central South University.
文摘Employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation for a class of stochastic differential delay equations with small noises, where the coefficients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coefficients are polynomial growth with respect to the delay variables.
基金Supported by the National Natural Science Foudation of China.
文摘For an odd function f(x)defined only on a finite interval,this paper deals with the existence of periodic solutions and the number of simple periodic solutions of the differential delay equation(DDE)(?)(t)=-f(x(t-1)).By use of the method of qualitative analysis combined with the constructing of special solutions a series of interesting results are obtained on these problems.
基金The work is supported by Natural Science Foundation of Heilongjiang Province of China, A0207.
文摘Consider the following equationwhere 6, c and τ are constants, and τ > 0, bc ≠ 0. In this paper, we establish a necessary and sufficient condition for zero solution of Eq.(*) to be asymptotically stable, which is easy to verify and apply.
基金Chinese National Foundation for Natural Sciences.
文摘By discussing the zeros of periodic.solutions we give in this paper a criterion for the existence of exactly n+1 simple 4-periodic solutions of the differential delay equation x(T)= -f(x(t-1)).
文摘Several new sufficient conditions are given for the global attractivity of solutions of a kind of delay difference equations. They either include or improve some known results and put the study of Ladas' conjecture forward.
文摘Aim To obtain new criteria for asymptotic behavior and nonexistence of positive solutions of nonlinear neutral delay difference equations. Methods By means of Hlder inequality and a method of direct analysis, some interesting Lemmas were offered. Results and Conclusion New criteria for asymptotic behavior and nonexistence of positive solutions of nonlinear neutral delay difference equations are established, which extend and improve the results obtained in the literature. Some interesting examples illustrating the importance of our results are also included.
基金supported by Natural Science Foundation of the Jiangsu Higher Education Institutions(Grant No.12KJB110015)
文摘We first establish Maslov index for non-canonical Hamiltonian system by using symplectic transformation for Hamiltonian system.Then the existence of multiple periodic solutions for the non-canonical Hamiltonian system is obtained by applying the Maslov index and Morse theory.As an application of the results,we study a class of non-autonomous differential delay equation which can be changed to non-canonical Hamiltonian system and obtain the existence of multiple periodic solutions for the equation by employing variational method.
