Delays and Differential Delay Equations

Author(s):  
Irving R. Epstein ◽  
John A. Pojman

Mathematically speaking, the most important tools used by the chemical kineticist to study chemical reactions like the ones we have been considering are sets of coupled, first-order, ordinary differential equations that describe the changes in time of the concentrations of species in the system, that is, the rate laws derived from the Law of Mass Action. In order to obtain equations of this type, one must make a number of key assumptions, some of which are usually explicit, others more hidden. We have treated only isothermal systems, thereby obtaining polynomial rate laws instead of the transcendental expressions that would result if the temperature were taken as a variable, a step that would be necessary if we were to consider thermochemical oscillators (Gray and Scott, 1990), for example, combustion reactions at metal surfaces. What is perhaps less obvious is that our equations constitute an average over quantum mechanical microstates, allowing us to employ a relatively small number of bulk concentrations as our dependent variables, rather than having to keep track of the populations of different states that react at different rates. Our treatment ignores fluctuations, so that we may utilize deterministic equations rather than a stochastic or a master equation formulation (Gardiner, 1990). Whenever we employ ordinary differential equations, we are making the approximation that the medium is well mixed, with all species uniformly distributed; any spatial gradients (and we see in several other chapters that these can play a key role) require the inclusion of diffusion terms and the use of partial differential equations. All of these assumptions or approximations are well known, and in all cases chemists have more elaborate techniques at their disposal for treating these effects more exactly, should that be desirable. Another, less widely appreciated idealization in chemical kinetics is that phenomena take place instantaneously—that a change in [A] at time t generates a change in [B] time t and not at some later time t + τ. On a microscopic level, it is clear that this state of affairs cannot hold.

2016 ◽  
Vol 66 (4) ◽  
Author(s):  
Veronika Chrastinová ◽  
Václav Tryhuk

AbstractThe article treats the geometrical theory of partial differential equations in the absolute sense, i.e., without any additional structures and especially without any preferred choice of independent and dependent variables. The equations are subject to arbitrary transformations of variables in the widest possible sense. In this preparatory Part 1, the involutivity and the related standard bases are investigated as a technical tool within the framework of commutative algebra. The particular case of ordinary differential equations is briefly mentioned in order to demonstrate the strength of this approach in the study of the structure, symmetries and constrained variational integrals under the simplifying condition of one independent variable. In full generality, these topics will be investigated in subsequent Parts of this article.


2020 ◽  
Vol 28 (3) ◽  
pp. 197-207
Author(s):  
Clément Manga ◽  
Auguste Aman

AbstractThis paper is devoted to derive a Freidlin–Wentzell type of the large deviation principle for stochastic differential equations with general delayed generator. We improve the result of Chi Mo and Jiaowan Luo [C. Mo and J. Luo, Large deviations for stochastic differential delay equations, Nonlinear Anal. 80 2013, 202–210].


2014 ◽  
Vol 2014 ◽  
pp. 1-32 ◽  
Author(s):  
Václav Tryhuk ◽  
Veronika Chrastinová

The paper deals with the local theory of internal symmetries of underdetermined systems of ordinary differential equations in full generality. The symmetries need not preserve the choice of the independent variable, the hierarchy of dependent variables, and the order of derivatives. Internal approach to the symmetries of one-dimensional constrained variational integrals is moreover proposed without the use of multipliers.


2008 ◽  
Vol 11 ◽  
pp. 60-99 ◽  
Author(s):  
Evelyn Buckwar ◽  
Rachel Kuske ◽  
Salah-Eldin Mohammed ◽  
Tony Shardlow

AbstractWe study weak convergence of an Euler scheme for nonlinear stochastic delay differential equations (SDDEs) driven by multidimensional Brownian motion. The Euler scheme has weak order of convergence 1, as in the case of stochastic ordinary differential equations (SODEs) (i.e., without delay). The result holds for SDDEs with multiple finite fixed delays in the drift and diffusion terms. Although the set-up is non-anticipating, our approach uses the Malliavin calculus and the anticipating stochastic analysis techniques of Nualart and Pardoux.


Author(s):  
T. N. Krishnamurti ◽  
H. S. Bedi ◽  
V. M. Hardiker

If one takes a closed system of the basic meteorological equations and introduces within this system a finite expansion of the dependent variables using functions such as double Fourier or Fourier-Legendre functions in space, then the use of the orthogonality properties of these spatial functions enables one to obtain a set of coupled nonlinear ordinary differential equations for the coefficients of these functions. These coefficients are functions of time and the vertical coordinate, since the horizontal spatial dependence has been removed by taking a Fourier or a Fourier-Legendre transform of the equations. The coupled nonlinear ordinary differential equations for the coefficients are usually solved by simple time-differencing and vertical finite-differencing schemes. The mapping of the solution requires the multiplication of the coefficients with the spatial functions summed over a set of chosen finite spatial basis functions. This is what defines spectral modeling. Meteorological application of the spectral method was initiated by Silberman (1954), who studied the nondivergent barotropic vorticity equation in the spherical coordinate system using the spectral technique. In its earlier days, the spectral method was particularly suitable for low-resolution simple models. The equations of these simple models involved nonlinear terms evaluated at each time step. Evaluation of the nonlinear terms was performed using the interaction coefficient method and thus required large memory allocations, which was an undesirable proposition. However, with the introduction of the transform method, developed independently by Eliasen et al. (1970) and Orszag (1970), the method for evaluation of these nonlinear terms changed completely. This transform method also made it feasible to include nonadiabatic effects in the model equations. For the past couple of decades, the spectral method has be come an increasingly popular technique for studies of general circulation and numerical weather prediction at the operational and research centers. This method forms the basis for spectral modeling, and it is easy to understand if the reader has some background in linear algebra. We have a set of linearly independent functions θi(x), which are called the basis functions. The dependent variables of the problem are represented by a finite sum of these basis functions.


Author(s):  
Roger D. Nussbaum

SynopsisWe consider differential-delay equations which can be written in the formThe functions fi and gk are all assumed odd. The equationis a special case of such equations with q = N + 1 (assuming f is an odd function). We obtain an essentially best possible theorem which ensures the existence of a non-constant periodic solution x(t) with the properties (1) x(t)≧0 for 0≦t≦q, (2) x(–t) = –x(t) for all t and (3) x(t + q) = –x(t) for all t. We also derive uniqueness and constructibility results for such special periodic solutions. Our theorems answer a conjecture raised in [8].


2013 ◽  
Vol 709 ◽  
pp. 519-522
Author(s):  
Yu Hui Xie ◽  
Lei Zhang ◽  
Xue Zheng Huang

Based on the mass action law, the kinetics equation of the complex consecutive reaction was established in the form of first-order ordinary differential equations. Therefore; a program was designed by the Visual Basic language and the theory of the numerical calculation to solve the ordinary differential equations. In the end, the reaction process of the complex consecutive reaction was simulated by the powerful plot function of the Visual Basic language.


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