• Title/Summary/Keyword: delay differential equations

Search Result 90, Processing Time 0.02 seconds

Error Control Policy for Initial Value Problems with Discontinuities and Delays

  • Khader, Abdul Hadi Alim A.
    • Kyungpook Mathematical Journal
    • /
    • v.48 no.4
    • /
    • pp.665-684
    • /
    • 2008
  • Runge-Kutta-Nystr$\"{o}$m (RKN) methods provide a popular way to solve the initial value problem (IVP) for a system of ordinary differential equations (ODEs). Users of software are typically asked to specify a tolerance ${\delta}$, that indicates in somewhat vague sense, the level of accuracy required. It is clearly important to understand the precise effect of changing ${\delta}$, and to derive the strongest possible results about the behaviour of the global error that will not have regular behaviour unless an appropriate stepsize selection formula and standard error control policy are used. Faced with this situation sufficient conditions on an algorithm that guarantee such behaviour for the global error to be asympotatically linear in ${\delta}$ as ${\delta}{\rightarrow}0$, that were first derived by Stetter. Here we extend the analysis to cover a certain class of ODEs with low-order derivative discontinuities, and the class of ODEs with constant delays. We show that standard error control techniques will be successful if discontinuities are handled correctly and delay terms are calculated with sufficient accurate interpolants. It is perhaps surprising that several delay ODE algorithms that have been proposed do not use sufficiently accurate interpolants to guarantee asymptotic proportionality. Our theoretical results are illustrated numerically.

EXPONENTIALLY FITTED NUMERICAL SCHEME FOR SINGULARLY PERTURBED DIFFERENTIAL EQUATIONS INVOLVING SMALL DELAYS

  • ANGASU, MERGA AMARA;DURESSA, GEMECHIS FILE;WOLDAREGAY, MESFIN MEKURIA
    • Journal of applied mathematics & informatics
    • /
    • v.39 no.3_4
    • /
    • pp.419-435
    • /
    • 2021
  • This paper deals with numerical treatment of singularly perturbed differential equations involving small delays. The highest order derivative in the equation is multiplied by a perturbation parameter 𝜀 taking arbitrary values in the interval (0, 1]. For small 𝜀, the problem involves a boundary layer of width O(𝜀), where the solution changes by a finite value, while its derivative grows unboundedly as 𝜀 tends to zero. The considered problem contains delay on the convection and reaction terms. The terms with the delays are approximated using Taylor series approximations resulting to asymptotically equivalent singularly perturbed BVPs. Inducing exponential fitting factor for the term containing the singular perturbation parameter and using central finite difference for the derivative terms, numerical scheme is developed. The stability and uniform convergence of difference schemes are studied. Using a priori estimates we show the convergence of the scheme in maximum norm. The scheme converges with second order of convergence for the case 𝜀 = O(N-1) and for the case 𝜀 ≪ N-1, the scheme converge uniformly with first order of convergence, where N is number of mesh intervals in the domain discretization. We compare the accuracy of the developed scheme with the results in the literature. It is found that the proposed scheme gives accurate result than the one in the literatures.

ASYMPTOTIC-NUMERICAL METHOD FOR SINGULARLY PERTURBED DIFFERENTIAL DIFFERENCE EQUATIONS OF MIXED-TYPE

  • SALAMA, A.A.;AL-AMERY, D.G.
    • Journal of applied mathematics & informatics
    • /
    • v.33 no.5_6
    • /
    • pp.485-502
    • /
    • 2015
  • A computational method for solving singularly perturbed boundary value problem of differential equation with shift arguments of mixed type is presented. When shift arguments are sufficiently small (o(ε)), most of the existing method in the literature used Taylor's expansion to approximate the shift term. This procedure may lead to a bad approximation when the delay argument is of O(ε). The main idea for this work is to deal with constant shift arguments, which are independent of ε. In the present method, we construct the formally asymptotic solution of the problem using the method of composite expansion. The reduced problem is solved numerically by using operator compact implicit method, and the second problem is solved analytically. Error estimate is derived by using the maximum norm. Numerical examples are provided to support the theoretical results and to show the efficiency of the proposed method.

EXISTENCE OF TRANSCENDENTAL MEROMORPHIC SOLUTIONS ON SOME TYPES OF NONLINEAR DIFFERENTIAL EQUATIONS

  • Hu, Peichu;Liu, Manli
    • Bulletin of the Korean Mathematical Society
    • /
    • v.57 no.4
    • /
    • pp.991-1002
    • /
    • 2020
  • We show that when n > m, the following delay differential equation fn(z)f'(z) + p(z)(f(z + c) - f(z))m = r(z)eq(z) of rational coefficients p, r doesn't admit any transcendental entire solutions f(z) of finite order. Furthermore, we study the conditions of α1, α2 that ensure existence of transcendental meromorphic solutions of the equation fn(z) + fn-2(z)f'(z) + Pd(z, f) = p1(z)eα1(z) + p2(z)eα2(z). These results have improved some known theorems obtained most recently by other authors.

EXISTENCE OF POSITIVE PERIODIC SOLUTIONS OF FIRST-ORDER NEUTRAL DIFFERENTIAL EQUATIONS

  • Rezaiguia, Ali;Ardjouni, Abdelouaheb;Djoudi, Ahcene
    • Honam Mathematical Journal
    • /
    • v.40 no.1
    • /
    • pp.1-11
    • /
    • 2018
  • We use Krasnoselskii's fixed point theorem to show that the neutral differential equation $$\frac{d}{dt}[x(t)-a(t)x(\tau(t))]+p(t)x(t)+q(t)x(\tau(t))=0,\;t{\geq}t_0$$, has a positive periodic solution. Some examples are also given to illustrate our results. The results obtained here extend the work of Olach [13].

HYERS-ULAM STABILITY OF FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM IMPULSE

  • Dumitru Baleanu;Banupriya Kandasamy;Ramkumar Kasinathan;Ravikumar Kasinathan;Varshini Sandrasekaran
    • Communications of the Korean Mathematical Society
    • /
    • v.38 no.3
    • /
    • pp.967-982
    • /
    • 2023
  • The goal of this study is to derive a class of random impulsive non-local fractional stochastic differential equations with finite delay that are of Caputo-type. Through certain constraints, the existence of the mild solution of the aforementioned system are acquired by Kransnoselskii's fixed point theorem. Furthermore through Ito isometry and Gronwall's inequality, the Hyers-Ulam stability of the reckoned system is evaluated using Lipschitz condition.

A Study on the System Identification of Cold Tandem Mills using the Subspace Method (부분 공간법을 이용한 연속 냉간 압연기의 시스템 규명에 관한 연구)

  • 장유신;김인수;이만형
    • Proceedings of the Korean Society of Precision Engineering Conference
    • /
    • 1995.10a
    • /
    • pp.299-303
    • /
    • 1995
  • This paper charcterizes dynamics of cold tandem minns, and constructs it state-space model of which are linear time invariant, using subspace method. Step responses particularly show the influence on mass transfer delay. Input-output data set are obtained form nonlinear differential equations including mass transfer delay and nonlinearity. It is shown that the identified state-apace model well approximates the original systems dynamics.

  • PDF

Linear quadratic control problem of delay differential equation

  • Shim, Jaedong
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1992.10b
    • /
    • pp.208-213
    • /
    • 1992
  • In this paper we are concerned with optimal control problems whose costs am quadratic and whose states are governed by linear delay equations and general boundary conditions. The basic new idea of this paper is to Introduce a new class of linear operators in such a way that the state equation subject to a starting function can be viewed as an inhomogeneous boundary value problem in the new linear operator equation. In this way we avoid the usual semigroup theory treatment to the problem and use only linear operator theory.

  • PDF

PERMANENCE FOR THREE SPECIES PREDATOR-PREY SYSTEM WITH DELAYED STAGE-STRUCTURE AND IMPULSIVE PERTURBATIONS ON PREDATORS

  • Zhang, Shuwen;Tan, Dejun
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.5_6
    • /
    • pp.1097-1107
    • /
    • 2009
  • In this paper, three species stage-structured predator-prey model with time delayed and periodic constant impulsive perturbations of predator at fixed times is proposed and investigated. We show that the conditions for the global attractivity of prey(pest)-extinction periodic solution and permanence of the system. Our model exhibits a new modelling method which is applied to investigate impulsive delay differential equations. Our results give some reasonable suggestions for pest management.

  • PDF