A class of twostep continuity Runge-Kutta methods for solving singular delay differential equations and its convergence

An idea of relaxing the effect of delay when computing the Runge-Kutta stages in the current step and a class of two-step continuity Runge-Kutta methods （TSCRK） is presented. Their construction, their order conditions and their convergence are studied. The two-step continuity Runge-Kutta methods possess good numerical stability properties and higher stage-order, and keep the explicit process of computing the Runge-Kutta stages. The numerical experiments show that the TSCRK methods are efficient.

An Asymptotic-Fitted Method for Solving Singularly Perturbed Delay Differential Equations

In this paper, we presented an asymptotic fitted approach to solve singularly perturbed delay differential equations of second order with left and right boundary. In this approach, the singularly perturbed delay differential equations is modified by approximating the term containing negative shift using Taylor series expansion. After approximating the coefficient of the second derivative of the new equation, we introduced a fitting parameter and determined its value using the theory of singular Perturbation;O’Malley [1]. The three term recurrence relation obtained is solved using Thomas algorithm. The applicability of the method is tested by considering five linear problems (two problems on left layer and one problem on right layer) and two nonlinear problems.

CLASSIFICATION AND EXISTENCE OF POSITIVE SOLUTIONS OF SECOND ORDER NONLINEAR DIFFERENTIAL EQUATIONS WITH DELAY DEPENDING ON THE UNKNOWN FUNCTION

A class of second order nonlinear differential equations with delay depenging on the unknown function of the fromin the case where ∫0∞ ds/r(s) < ∞ is studied. Various classifications of their eventually positive solutions are given in terms of their asymptotic magnitudes, and necessary as well as sufficient conditions for the existence of these solutions are also obtained.

An Integral Collocation Approach Based on Legendre Polynomials for Solving Riccati, Logistic and Delay Differential Equations

In this paper, we propose and analyze some schemes of the integral collocation formulation based on Legendre polynomials. We implement these formulae to solve numerically Riccati, Logistic and delay differential equations with variable coefficients. The properties of the Legendre polynomials are used to reduce the proposed problems to the solution of non-linear system of algebraic equations using Newton iteration method. We give numerical results to satisfy the accuracy and the applicability of the proposed schemes.

Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

Under linear expectation (or classical probability), the stability for stochastic differential delay equations (SDDEs), where their coefficients are either linear or nonlinear but bounded by linear functions, has been investigated intensively. Recently, the stability of highly nonlinear hybrid stochastic differential equations is studied by some researchers. In this paper, by using Peng’s G-expectation theory, we first prove the existence and uniqueness of solutions to SDDEs driven by G-Brownian motion (G-SDDEs) under local Lipschitz and linear growth conditions. Then the second kind of stability and the dependence of the solutions to G-SDDEs are studied. Finally, we explore the stability and boundedness of highly nonlinear G-SDDEs.

ON STABILITY OF SOLUTIONS OF CERTAIN FOURTH-ORDER DELAY DIFFERENTIAL EQUATIONS

By the use of the Liapunov functional approach, a new result is obtained to ascertain the asymptotic stability of zero solution of a certain fourth-order non-linear differential equation with delay. The established result is less restrictive than those reported in the literature.

A NOTE ON THE JULIA SETS OF ENTIRE SOLUTIONS TO DELAY DIFFERENTIAL EQUATIONS

Let f be an entire solution of the Tumura-Clunie type non-linear delay differential equation.We mainly investigate the dynamical properties of Julia sets of f,and the lower bound estimates of the measure of related limiting directions is verified.

Uniform Convergence Analysis of Finite Difference Scheme for Singularly Perturbed Delay Differential Equation on an Adaptively Generated Grid

Adaptive grid methods are established as valuable computational technique in approximating effectively the solutions of problems with boundary or interior layers. In this paper,we present the analysis of an upwind scheme for singularly perturbed differential-difference equation on a grid which is formed by equidistributing arc-length monitor function.It is shown that the discrete solution obtained converges uniformly with respect to the perturbation parameter.Numerical experiments illustrate in practice the result of convergence proved theoretically.

THE STABILITY OF LINEAR MULTISTEP METHODS FOR SYSTEMS OF DELAY DIFFERENTIAL EQUATIONS

This paper deals with the numerical solution of initial value problems for systems of differential equations with a delay argument. The numerical stability of a linear multistep method is investigated by analysing the solution of the lest equation y’(t)=Ay(t) + By(1-t),where A,B denote constant complex N×N-matrices,and t】0.We investigate carefully the characterization of the stability region.

Oscillation of Nonlinear Impulsive Delay Hyperbolic Partial Differential Equations

In this paper,by making use of the calculous technique and some results of the impulsive differential inequality,oscillatory properties of the solutions of certain nonlinear impulsive delay hyperbolic partial differential equations with nonlinear diffusion coefficient are investigated.Sufficient conditions for oscillations of such equations are obtained.

The θ－Methods in Numerical Solution of Systems of Differential Equations with Two Delay Terms

This paper deals with the numerical solution of initial value problems for systems of differential equations with two delay terms. We investigate the stability of adaptations of the θ-methods in the numerical solution of test equations u'(t) = a 11 u(t) + a12v(t) + b11 u(t - τ1) + b12v(t-τ2,v'(t) = a21 u(t) + a22 v(t) + b21 u(t -τ1,) + b22 v(t -τ2), t>0,with initial conditionsu(t)=u0(t),v(t) =v0(t), t≤0.where aij, bij∈C, τj >0, i,j = 1,2,, and u0(t), v0(t)are continuous and complex valued. Sufficient conditions for the asymptotic stability of test equation are derived. Furthermore, with respect to an appropriate definition of stability for the numerical method, it is proved that the linear θ-method is stable if and only if 1/2≤θ≤1 and the one-leg θ-method is stable if and only if θ= 1.

Oscillation of Second Order Delay Differential Equations with Nonlinear Neutral Term

By using the averaging technique, we obtain new oscillation criteria for second order delay differential equation with nonlinear neutral term. These results generalize and improve some known results about neutral delay differential equation of second order.

Positive Periodic Solutions for Nonautonomous Differential Equations with Delay

By utilizing a fixed point theorem on cone, some new results on the existence ofpositive periodic solutions for nonautonomous differential equations with delay are derived.

Convergence of a New Adapting Runge－Kutta Method to Delay Differential Equations

The adapting Runge-Kutta methods with a new interpolation procedure to delay differential equations was introduced by K.J. in't Hout in 1992[1], he proved that the numerical process, satisfies an important asymptotic stability condition. In this paper the convergence of this method under the asymptotic stability and other conditions in theorem 3 is proved.

AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE

In this paper,we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays.Under certain assumptions,we show that the solutions of stochastic differential equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability,respectively.The convergence order is also estimated in terms of noise intensity.Finally,an example with numerical simulation is given to illustrate the theoretical result.

THE NUMERICAL STABILITY OF THE BLOCK θ-METHODS FOR DELAY DIFFERENTIAL EQUATIONS

This paper focuses on the numerical stability of the block θ methods adapted to differential equations with a delay argument. For the block θ methods, an interpolation procedure is introduced which leads to the numerical processes that satisfy an important asymptotic stability condition related to the class of test problems y′(t)=ay(t)+by(t-τ) with a,b∈C, Re(a)<-|b| and τ>0. We prove that the block θ method is GP stable if and only if the method is A stable for ordinary differential equations. Furthermore, it is proved that the P and GP stability are equivalent for the block θ method.

Periodic Solutions for a Class of Neutral Functional Differential Equations with Distributed and Discrete Delays

Based on Krasnoselskii's fixed point theorem,matrix measure and functional analysis methods,some new sufficient conditions for the existence of periodic solutions of neutral functional differential equations with distributed and discrete delays are obtained. Moreover,we construct an example to illustrate the feasibility of our results.

MULTIPLE POSITIVE SOLUTIONS FOR FIRST ORDER IMPULSIVE SINGULAR INTEGRO-DIFFERENTIAL EQUATIONS ON THE HALF LINE

In this paper, the author discusses the multiple positive solutions for an infinite boundary value problem of first order impulsive singular integro-differential equations on the half line by means of the fixed point theorem of cone expansion and compression with norm type.

Issues in the Influence of Ito-type Noise on the Oscillation of Solutions of Delay Differential Pantograph Equations

In this paper, a deterministic delay differential pantograph equation （DDPE） with an unbounded memory is stochastically perturbed by an Ito-type noise. The contribution of white noise to the oscillatory behaviour of the new stochastic delay differential pantograph equation （SDDPE） is investigated. It is established that under certain conditions and with a highly positive probability, the new stochastic delay differential pantograph equation has an oscillatory solution influenced by the presence of the noise. This is not possible with the original deterministic system which has a non-oscillatory solution due to the absence of noise.

A RATIONAL SEPCTRAL METHOD FOR SINGULAR DIFFERENTIAL EQUATIONS

An orthogonal system of rational functions is derived from the mapped Laguerre polynomials,which is used for numerical solution of singular differential equations.A model problem is considered.A multiple-step algorithm is developed to implement this method.Numerical results show the efficiency of this new approach.