13 resultados para Stochastic ordinary differential equations
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
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In this paper, we give sufficient conditions for the uniform boundedness and uniform ultimate boundedness of solutions of a class of retarded functional differential equations with impulse effects acting on variable times. We employ the theory of generalized ordinary differential equations to obtain our results. As an example, we investigate the boundedness of the solution of a circulating fuel nuclear reactor model.
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We study measure functional differential equations and clarify their relation to generalized ordinary differential equations. We show that functional dynamic equations on time scales represent a special case of measure functional differential equations. For both types of equations, we obtain results on the existence and uniqueness of solutions, continuous dependence, and periodic averaging.
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In this paper we discuss the existence of solutions for a class of abstract differential equations with nonlocal conditions for which the nonlocal term involves the temporal derivative of the solution. Some concrete applications to parabolic differential equations with nonlocal conditions are considered. (C) 2012 Royal Dutch Mathematical Society (KWG). Published by Elsevier B.V. All rights reserved.
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We prove a periodic averaging theorem for generalized ordinary differential equations and show that averaging theorems for ordinary differential equations with impulses and for dynamic equations on time scales follow easily from this general theorem. We also present a periodic averaging theorem for a large class of retarded equations.
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We characterize the existence of periodic solutions of some abstract neutral functional differential equations with finite and infinite delay when the underlying space is a UMD space. (C) 2011 Elsevier Inc. All rights reserved.
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In this paper we discuss the existence of mild and classical solutions for a class of abstract non-autonomous neutral functional differential equations. An application to partial neutral differential equations is considered.
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In epidemiology, the basic reproduction number R-0 is usually defined as the average number of new infections caused by a single infective individual introduced into a completely susceptible population. According to this definition. R-0 is related to the initial stage of the spreading of a contagious disease. However, from epidemiological models based on ordinary differential equations (ODE), R-0 is commonly derived from a linear stability analysis and interpreted as a bifurcation parameter: typically, when R-0 >1, the contagious disease tends to persist in the population because the endemic stationary solution is asymptotically stable: when R-0 <1, the corresponding pathogen tends to naturally disappear because the disease-free stationary solution is asymptotically stable. Here we intend to answer the following question: Do these two different approaches for calculating R-0 give the same numerical values? In other words, is the number of secondary infections caused by a unique sick individual equal to the threshold obtained from stability analysis of steady states of ODE? For finding the answer, we use a susceptibleinfective-recovered (SIR) model described in terms of ODE and also in terms of a probabilistic cellular automaton (PCA), where each individual (corresponding to a cell of the PCA lattice) is connected to others by a random network favoring local contacts. The values of R-0 obtained from both approaches are compared, showing good agreement. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
In this paper we study the continuity of invariant sets for nonautonomous infinite-dimensional dynamical systems under singular perturbations. We extend the existing results on lower-semicontinuity of attractors of autonomous and nonautonomous dynamical systems. This is accomplished through a detailed analysis of the structure of the invariant sets and its behavior under perturbation. We prove that a bounded hyperbolic global solutions persists under singular perturbations and that their nonlinear unstable manifold behave continuously. To accomplish this, we need to establish results on roughness of exponential dichotomies under these singular perturbations. Our results imply that, if the limiting pullback attractor of a nonautonomous dynamical system is the closure of a countable union of unstable manifolds of global bounded hyperbolic solutions, then it behaves continuously (upper and lower) under singular perturbations.
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This article reports on the influence of the magnetization damping on dynamic hysteresis loops in single-domain particles with uniaxial anisotropy. The approach is based on the Neel-Brown theory and the hierarchy of differential recurrence relations, which follow from averaging over the realizations of the stochastic Landau-Lifshitz equation. A new method of solution is proposed, where the resulting system of differential equations is solved directly using optimized algorithms to explore its sparsity. All parameters involved in uniaxial systems are treated in detail, with particular attention given to the frequency dependence. It is shown that in the ferromagnetic resonance region, novel phenomena are observed for even moderately low values of the damping. The hysteresis loops assume remarkably unusual shapes, which are also followed by a pronounced reduction of their heights. Also demonstrated is that these features remain for randomly oriented ensembles and, moreover, are approximately independent of temperature and particle size. (C) 2012 American Institute of Physics. [doi:10.1063/1.3684629]
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In this paper we introduce a new class of abstract integral equations which enables us to study in a unified manner several different types of differential equations. (C) 2012 Elsevier Inc. All rights reserved.
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We construct analytical and numerical vortex solutions for an extended Skyrme-Faddeev model in a (3 + 1) dimensional Minkowski space-time. The extension is obtained by adding to the Lagrangian a quartic term, which is the square of the kinetic term, and a potential which breaks the SO(3) symmetry down to SO(2). The construction makes use of an ansatz, invariant under the joint action of the internal SO(2) and three commuting U(1) subgroups of the Poincare group, and which reduces the equations of motion to an ordinary differential equation for a profile function depending on the distance to the x(3) axis. The vortices have finite energy per unit length, and have waves propagating along them with the speed of light. The analytical vortices are obtained for a special choice of potentials, and the numerical ones are constructed using the successive over relaxation method for more general potentials. The spectrum of solutions is analyzed in detail, especially its dependence upon special combinations of coupling constants.
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In this article, we study the existence of mild solutions for fractional neutral integro-differential equations with infinite delay.
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We apply Stochastic Dynamics method for a differential equations model, proposed by Marc Lipsitch and collaborators (Proc. R. Soc. Lond. B 260, 321, 1995), for which the transmission dynamics of parasites occurs from a parent to its offspring (vertical transmission), and by contact with infected host (horizontal transmission). Herpes, Hepatitis and AIDS are examples of diseases for which both horizontal and vertical transmission occur simultaneously during the virus spreading. Understanding the role of each type of transmission in the infection prevalence on a susceptible host population may provide some information about the factors that contribute for the eradication and/or control of those diseases. We present a pair mean-field approximation obtained from the master equation of the model. The pair approximation is formed by the differential equations of the susceptible and infected population densities and the differential equations of pairs that contribute to the former ones. In terms of the model parameters, we obtain the conditions that lead to the disease eradication, and set up the phase diagram based on the local stability analysis of fixed points. We also perform Monte Carlo simulations of the model on complete graphs and Erdös-Rényi graphs in order to investigate the influence of population size and neighborhood on the previous mean-field results; by this way, we also expect to evaluate the contribution of vertical and horizontal transmission on the elimination of parasite. Pair Approximation for a Model of Vertical and Horizontal Transmission of Parasites.