PIECEWISE CONTINUOUS SOLUTIONS OF INITIAL VALUE PROBLEMS OF SINGULAR FRACTIONAL DIFFERENTIAL EQUATIONS WITH IMPULSE EFFECTS

Results on the existence of piecewise continuous solutions for two classes of initial value problems of impulsive singular fractional differential equations are obtained.

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

In this paper,we develop the truncated Euler-Maruyama(EM)method for stochastic differential equations with piecewise continuous arguments(SDEPCAs),and consider the strong convergence theory under the local Lipschitz condition plus the Khasminskii-type condition.The order of convergence is obtained.Moreover,we show that the truncated EM method can preserve the exponential mean square stability of SDEPCAs.Numerical examples are provided to support our conclusions.

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

This paper deals with numerical solutions of nonlinear stiff stochastic differential equations with jump-diffusion and piecewise continuous arguments.By combining compensated split-step methods and balanced methods,a class of compensated split-step balanced(CSSB)methods are suggested for solving the equations.Based on the one-sided Lipschitz condition and local Lipschitz condition,a strong convergence criterion of CSSB methods is derived.It is proved under some suitable conditions that the numerical solutions produced by CSSB methods can preserve the mean-square exponential stability of the corresponding analytical solutions.Several numerical examples are presented to illustrate the obtained theoretical results and the effectiveness of CSSB methods.Moreover,in order to show the computational advantage of CSSB methods,we also give a numerical comparison with the adapted split-step backward Euler methods with or without compensation and tamed explicit methods.

Automorphisms of the Toeplitz algebra with piecewise continuous symbol

The automorphism group of the Toeplitz algebra generated by the Toeplitz operators, whose symbols are continuous functions on the circle beside finitely fixed points, is characterized.

THE CONVERGENCE OF TRUNCATED EULER-MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PIECEWISE CONTINUOUS ARGUMENTS UNDER GENERALIZED ONE-SIDED LIPSCHITZ CONDITION

In this paper,we consider the stochastic differential equations with piecewise continuous arguments(SDEPCAs)in which the drift coefficient satisfies the generalized one-sided Lipschitz condition and the diffusion coefficient satisfies the linear growth condition.Since the delay term t-[t]of SDEPCAs is not continuous and differentiable,the variable substitution method is not suitable.To overcome this dificulty,we adopt new techniques to prove the boundedness of the exact solution and the numerical solution.It is proved that the truncated Euler-Maruyama method is strongly convergent to SDEPCAs in the sense of L'(q≥2).We obtain the convergence order with some additional conditions.An example is presented to illustrate the analytical theory.

ASYMPTOTICAL STABILITY OF NEUTRAL REACTION-DIFFUSION EQUATIONS WITH PCAS AND THEIR FINITE ELEMENT METHODS

This paper focuses on the analytical and numerical asymptotical stability of neutral reaction-diffusion equations with piecewise continuous arguments.First,for the analytical solutions of the equations,we derive their expressions and asymptotical stability criteria.Second,for the semi-discrete and one-parameter fully-discrete finite element methods solving the above equations,we work out the sufficient conditions for assuring that the finite element solutions are asymptotically stable.Finally,with a typical example with numerical experiments,we illustrate the applicability of the obtained theoretical results.

First Passage Density of Brownian Motion with Two-sided Piecewise Linear Boundaries

The first passage time has many applications in fields like finance,econometrics,statistics,and biology.However,explicit formulas for the first passage density have only been obtained for a few cases.This paper derives an explicit formula for the first passage density of Brownian motion with twosided piecewise continuous boundaries which may have some points of discontinuity.Approximations are used to obtain a simplified formula for estimating the first passage density.Moreover,the results are also generalized to the case of two-sided general nonlinear boundaries.Simulations can be easily carried out with Monte Carlo method and it is demonstrated for several typical two-sided boundaries that the proposed approximation method offers a highly accurate approximation of first passage density.

NECESSARY AND SUFFICIENT CONDITIONS FOR THE OSCILLATION OF A DELAY LOGISTIC EQUATION WITH CONTINUOUS AND PIECEWISE CONSTANT ARGUMENTS

In this paper, we obtain some necessary and sufficient conditions for the oscillation of all positive solutions of a delay Logistic equation with continuous and piecewise constant arguments about the positive equilibrium.

STABILITY IN DIFFERENTIAL EQUATIONS WITH CONTINUOUS AND PIECEWISE CONSTANT ARGUMENTS

Consider the delay differential equation with continuous and piecewise constant argumentswhere [·] denotes the greatest integer function. We obtain sufficient conditions for thezero solution of (1) to be (asymptotically) stable.1991 Mathematics Subject Classification: 39A12.

THE EXISTENCE THEOREM OF OPTIMAL GROWTH MODEL

This paper proves a general existence theorem of optimal growth theory. This theorem is neither restricted to the case of a constant technology progress, nor stated in terms of mathematical conditions which have no direct economic interpretation and moreover, are difficult to apply.

Objective Variation Simplex Algorithm for Continuous Piecewise Linear Programming

This paper works on a modified simplex algorithm for the local optimization of Continuous Piece Wise Linear（CPWL） programming with generalization of hinging hyperplane objective and linear constraints. CPWL programming is popular since it can be equivalently transformed into difference of convex functions programming or concave optimization. Inspired by the concavity of the concave CPWL functions, we propose an Objective Variation Simplex Algorithm（OVSA）, which is able to find a local optimum in a reasonable time. Computational results are presented for further insights into the performance of the OVSA compared with two other algorithms on random test problems.

LINEARIZED OSCILLATIONS OF DELAY DIFFERENTIAL EQUATIONS AND APPLICATIONS

The necessary and sufficient conditions for the oscillations of every solution of the nonlinear delay equation (t)+f(x(t-l))+g(x( t-k ))=0 are oblained.

A Piecewise Linear Programming Algorithm for Sparse Signal Reconstruction

In order to recover a signal from its compressive measurements, the compressed sensing theory seeks the sparsest signal that agrees with the measurements, which is actually an l;norm minimization problem. In this paper, we equivalently transform the l;norm minimization into a concave continuous piecewise linear programming,and propose an optimization algorithm based on a modified interior point method. Numerical experiments demonstrate that our algorithm improves the sufficient number of measurements, relaxes the restrictions of the sensing matrix to some extent, and performs robustly in the noisy scenarios.

The Real Solutions of Functional Equationf^[m]=1/f

The authors study the functional equation f^[m]=1/f and analyze the featuresof its piecewise continuous solutions. All the piecewise continuous real solutions are obtained constructively. The results generalize the ones in [2]. Moreover, the conclusion is drawn that there is no circuit iterative roots for those functions not satisfying Babbage equation.

Oscillation of Numerical Solution in the Runge-Kutta Methods for Equation x'(t)=ax(t)+a_0x([t])

The paper de ls with oscillation of Runge-Kutta methods for equation x＇（t） = ax（t） ＋ aox（[t]）. The conditions of oscillation for the numerical methods are presented by considering the characteristic equation of the corresponding discrete scheme. It is proved that any nodes have the same oscillatory property as the integer nodes. Furthermore, the conditions under which the oscillation of the analytic solution is inherited by the numerical solution are obtained. The relationships between stability and oscillation are considered. Finally, some numerical experiments are given.

Numerical solution for singular differential equations using Haar wavelet

The aim of this paper is to obtain the numerical solution of singular ordinary differential equations using the Haar-wavelet approach.The proposed method is mathematically simple and provides highly accurate solutions.In this method,we derive the Haar operational matrix using Haar function.Haar operational matrix is a basic tool and applied in system analysis to evaluate the numerical solution of differential equations.The convergence of the proposed method is discussed through its error analysis.To illustrate the efficiency of this method,solutions of four singular differential equations are obtained.