• Communications of the Korean Mathematical Society
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• v.19 no.3
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• pp.495-506
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• 2004

Some oscillation criteria are given for second order nonlinear differential equations by means of integral averaging technique.

• Kyungpook Mathematical Journal
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• v.47 no.1
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• pp.1-20
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• 2007

In this paper, oscillation and nonoscillation criteria are established for nonlinear neutral delay differential equations with several positive and negative coefficients $$[x(t)-R(t)x(t-r)]^{\prime}+\sum_{i=1}^{m}Pi(t)H_i(x(t-{\tau}_i))-\sum_{j=1}^{n}Q_j(t)H_j(x(t-{\sigma}_j))=0$$. Our criteria improve and extend many results known in the literature. In addition we prove that under appropriate hypotheses, if every solution of the associated linear equation with constant coefficients, $$y^{\prime}(t)+\sum_{i=1}^{m}(p_i-\sum_{k{\in}J_i}qk)y(t-{\tau}_i)=0$$, oscillates, then every solution of the nonlinear equation also oscillates.

• Kyungpook Mathematical Journal
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• v.46 no.2
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• pp.273-284
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• 2006

In this paper, we study nonoscillatory solutions of a class of second order nonlinear neutral delay differential equations with positive and negative coefficients. Some sufficient conditions for existence of nonoscillatory solutions are obtained.

• Bulletin of the Korean Mathematical Society
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• v.45 no.2
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• pp.299-312
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• 2008

In this paper, we establish some oscillation criteria for nonautonomous second order neutral delay dynamic equations $(x(t){\pm}r(t)x({\tau}(t)))^{{\Delta}{\Delta}}+H(t,\;x(h_1(t)),\;x^{\Delta}(h_2(t)))=0$ on a time scale ${\mathbb{T}}$. Oscillatory behavior of such equations is not studied before. This is a first paper concerning these equations. The results are not only can be applied on neutral differential equations when ${\mathbb{T}}={\mathbb{R}}$, neutral delay difference equations when ${\mathbb{T}}={\mathbb{N}}$ and for neutral delay q-difference equations when ${\mathbb{T}}=q^{\mathbb{N}}$ for q>1, but also improved most previous results. Finally, we give some examples to illustrate our main results. These examples arc [lot discussed before and there is no previous theorems determine the oscillatory behavior of such equations.

• Journal of the Korean Mathematical Society
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• v.49 no.3
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• pp.515-536
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• 2012

This work focuses on the general decay stability of nonlinear stochastic differential equations with unbounded delay. A Razumikhin-type theorem is first established to obtain the moment stability but without almost sure stability. Then an improved edition is presented to derive not only the moment stability but also the almost sure stability, while existing Razumikhin-type theorems aim at only the moment stability. By virtue of the $M$-matrix techniques, we further develop the aforementioned Razumikhin-type theorems to be easily implementable. Two examples are given for illustration.

• Journal of applied mathematics & informatics
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• v.7 no.3
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• pp.905-915
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• 2000

In this article we discuss some aspects of operational Tau Method on delay differential equations and then we apply this method on the differential delay equation defined by $\omega(u)\;=\frac{1}{u}\;for\;1\lequ\leq2$ and $(u\omega(u))'\;=\omega(u-1)\;foru\geq2$, which was introduced by Buchstab. As Khajah et al.[1] applied the Recursive Tau Method on this problem, they had to apply that Method under the Mathematica software to get reasonable accuracy. We present very good results obtained just by applying the Operational Tau Method using a Fortran code. The results show that we can obtain as much accuracy as is allowed by the Fortran compiler and the machine-limitations. The easy applications and reported results concerning the Operational Tau are again confirming the numerical capabilities of this Method to handle problems in different applications.

• Journal of the Chungcheong Mathematical Society
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• v.34 no.4
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• pp.355-368
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• 2021

In this paper, we investigate necessary and sufficient conditions for the approximate controllability for semilinear stochastic functional differential equations with delays in Hilbert spaces without the strict range condition on the controller even though the equations contain unbounded principal operators, delay terms and local Lipschitz continuity of the nonlinear term.

• Journal of Applied and Pure Mathematics
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• v.4 no.3_4
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• pp.107-122
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• 2022

This manuscript aims to investigate the existence, uniqueness, and stability of non-local random impulsive neutral stochastic differential time delay equations (NRINSDEs) with Poisson jumps. First, we prove the existence of mild solutions to this equation using the Banach fixed point theorem. Next, we demonstrate the stability via continuous dependence initial value. Our study extends the work of Wang, and Wu [16] where the time delay is addressed by the prescribed phase space 𝓑 (defined in Section 3). To illustrate the theory, we also provide an example of our methods. Using our results, one could investigate the controllability of random impulsive neutral stochastic differential equations with finite/infinite states. Moreover, one could extend this study to analyze the controllability of fractional-order of NRINSDEs with Poisson jumps as well.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.20 no.1
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• pp.51-82
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• 2016

In view of ideas for semigroups, fractional calculus, resolvent operator and Banach contraction principle, this manuscript is generally included with existence and controllability (EaC) results for fractional neutral integro-differential systems (FNIDS) with state-dependent delay (SDD) in Banach spaces. Finally, an examples are also provided to illustrate the theoretical results.

• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1145-1156
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• 2009

In this paper, we consider the existence, uniqueness of the solutions and controllability for the neutral functional integro-differential equations with delay terms by Sadovskii's fixed point theorem.