Oscillation Criteria for Second-order Half-linear Impulsive Differential Equations with Damping

By employing the inequality of[8]and a positive continuous function g(t),t∈[to,+∞),oscillation criteria for the second-order half-linear impulsive differential equ-ations with damping are established.Our results generalize and improve some known ones.

Oscillation of a Second-order Impulsive Neutral Differential Equation

Oscillation theorems for a second-order impulsive neutral differential equation are established, which extend the main results developed by Li et al[Li et al, Oscillation of second order self-conjugate differential equation with impulses. J Comput Appl Math 197(2006): 78-88] to the considered equation. Two examples are also inserted to illustrate our main results.

CONTINUOUS DEPENDENCE OF THE SOLUTIONS OF IMPULSIVE DIFFERENTIAL EQUATIONS ON THE INITIAL CONDITIONS AND BARRIER CURVES

The basic objects of investigation in this article are nonlinear impulsive dif- ferential equations. The impulsive moments coincide with the moments of meeting of the integral curve and some of the so-called barrier curves. For such type of equations, suf- ficient conditions are found under which the solutions are continuously dependent on the perturbations with respect to the initial conditions and barrier curves. The results are applied to a mathematical model of population dynamics.

STABILITY RESULTS OF RANDOM IMPULSIVE SEMILINEAR DIFFERENTIAL EQUATIONS

In this paper, we study the existence, uniqueness, continuous dependence, Ulam stabilities and exponential stability of random impulsive semilineax differential equations under sufficient condition. The results are obtained by using the contraction mapping principle. Finally an example is given to illustrate the applications of the abstract results.

Approximate Controllability of Second-Order Neutral Stochastic Differential Equations with Infinite Delay and Poisson Jumps

The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.

NON-INSTANTANEOUS IMPULSIVE FRACTIONAL DIFFERENTIAL EQUATIONS WITH STATE DEPENDENT DELAY AND PRACTICAL STABILITY

Nonlinear delay Caputo fractional differential equations with non-instantaneous impulses are studied and we consider the general case of delay,depending on both the time and the state variable.The case when the lower limit of the Caputo fractional derivative is fixed at the initial time,and the case when the lower limit of the fractional derivative is changed at the end of each interval of action of the impulse are studied.Practical stability properties,based on the modified Razumikhin method are investigated.Several examples are given in this paper to illustrate the results.

Asymptotic stability for impulsive functional differential equations

In this paper, we investigate the stability of a class of impulsive functional differential equations by using Lyapunov functional and Jensen＇s inequality. Some new stability theorems are obtained. Examples are given to demonstrate the advantage of the obtained results.

Solutions to Boundary Value Problem of Nonlinear Impulsive Differential Equation of Fractional Order

This paper is devoted to study the existence and uniqueness of solutions to a boundary value problem of nonlinear fractional differential equation with impulsive effects.The arguments are based upon Schauder and Banach fixed-point theorems. We improve and generalize the results presented in[B.Ahmad,S.Sivasundaram, Existence results for nonlinear impulsive hybrid boundary value problems involving fractional differential equations,Nonlinear Analysis：Hybrid Systems,3（2009）,251- 258].

Numerical Analysis of Balanced Methods for the Impulsive Stochastic Differential Equations

Positive results are proved here about the ability of balanced methods to reproduce the mean square stability of the impulsive stochastic differential equations. It is shown that the balanced methods with strong convergence can preserve the mean square stability with the sufficiently small stepsize. Weak variants and their mean square stability are also considered. Several numerical experiments are given for illustration and show that the fully implicit methods are superior to those of the explicit methods in terms of mean-square stabilities for relatively large stepsizes especially.

The Existence of Solutions of Three-point Boundary Value Problems for Second Order Impulsive Differential Equation

We study the existence of solutions to the second order three-point boundary value problem: where 0 <η< 1, α∈R, and f : [0, 1]×R×R→R, Ii: R×R→R, Ji : R×R→R(i=1,2,…k) are continuous. Our results is new and different from previous results. In particular, we obtain the Green function of the problem, which makes the problem simpler.

ON GLOBAL MEROMORPHIC SOLUTIONS OF SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS WITH MEROMORPHIC COEFFICIENTS

The main purpose of this article is to study the existence theories of global meromorphic solutions for some second-order linear differential equations with meromorphic coefficients, which perfect the solution theory of such equations.

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.

Asymptotical p-Moment Stability of Stochastic Impulsive Differential Equations and Its Application in Impulsive Control

在这份报纸，随机的冲动的微分方程的 asymptotical p 时刻稳定性被学习，并且为这个系统的小答案保证 asymptotical p 时刻稳定性的一个比较理论从我们能从哪个发现一个随机的冲动的微分系统是否只从一个确定的比较系统是稳定的被建立。作为这个理论的一个应用程序，我们控制随机的陈系统使用的混乱冲动的方法，和一个稳定的区域也被推出。最后，数字模拟验证我们的方法的可行性。

Multiplicity Results for Second Order Impulsive Differential Equations via Variational Methods

In this paper we investigate a class of impulsive differential equations with Dirichlet boundary conditions. Firstly, we define new inner product of <img src="Edit_890fce38-e82b-4f36-be40-9d05e8119b88.png" width="40" height="17" alt="" /> and prove that the norm which is deduced by the inner product is equivalent to the usual norm. Secondly, we construct the lower and upper solutions of (1.1). Thirdly, we obtain the existence of a positive solution, a negative solution and a sign-changing solution by using critical point theory and variational methods. Finally, an example is presented to illustrate the application of our main result.

POSITIVE SOLUTION TO FOURTH-ORDER IMPULSIVE DIFFERENTIAL EQUATIONS WITH P-LAPLACIAN

In order to study three-point BVPs for fourth-order impulsive differential equation of the form with the following boundary conditions u'(0) = u(1) = 0. u'(0) == 0 = u'(1) -φq(α)u'(η). the authors translate the fourth-order impulsive differential equations with p-Laplacian (*) into three-point BVPs for second-order differential equation without impulses and two-point BVPs for second-order impulsive differential equation by a variable transform. Based on it, existence theorems of positive solutions for the boundary value problems (*) are obtained.

MULTIPLE POSITIVE SOLUTIONS FOR FIRST ORDER IMPULSIVE SUPERLINEAR 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 superlinear integro-differential equations on the half line by means of the fixed point theorem of cone expansion and compression with norm type.

INTEGRATED BISEMIGROUP AND APPLICATIONS TO IMPULSIVE DIFFERENTIALEQUATIONS

In this paper author studies the solvability of abstract hopulsive differential equations on Banach space X. By terms of integrated bisendgroup, author obtains the existence of abstract impulsive differential equations with finite contant impulses and gives a condition which makes the impulsive equation be solvable for a Variable impuls.

ON DETERMINATION OF THE IMPULSIVE SOLUTIONS AND IMPULSIVE PROPERTIES TO LINEAR NON-HOMOGENEOUS MATRIX DIFFERENTIAL EQUATIONS

This note contains three main results. Firstly, a complete solution of the Linear Non-Homogeneous Matrix Differential Equations (LNHMDEs) is presented that takes into account both the non-zero initial conditions of the pseudo state and the nonzero initial conditions of the input. Secondly, in order to characterise the dynamics of the LNHMDEs correctly,some important concepts such as the state, slow state (smooth state) and fast state (impulsive state) are generalized to the LNHMDE case and the solution of the LNHMDEs is separated into the smooth (slow) response and the fast (implusive) response. As a third result, a new characterization of the impulsive free initial conditions of the LNHMDEs is given.

THE EXISTENCE OF PERIODIC SOLUTIONS OF IMPULSIVE DIFFERENTIAL EQUATIONS OF MIXED TYPE

The existence of periodic solutions for a class of impulsive differential equations of mixed type is studied by constructing periodic sequence solutions of difference equations.

Controllability of Second Order Stochastic Impulsive Differential Equations in Hilbert Spaces

The exact controllability of second order stochastic impulsive differential equations in Hilbert spaces is studied.By using the Holder's inequality,stochastic analysis and fixed point strategy,some sufficient conditions are given,but no compactness condition is imposed on the cosine family of operators.This work improves some previous results without impulses or stochastic factors.