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Showing 1 to 4 of 4 for “"neutral functional differential equations"”.
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Nonlinear neutral functional differential equations in product spaces
Control systems governed by nonlinear neutral functional differential equations are formulated as abstract evolution equations in product spaces. At this point existence and uniqueness of solutions are studied. This formulation is used to develop a general approximation scheme for those systems. …
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Solution Representation and Indentification for Singular neutral Functional Differential Equations
The solutions for a class of Neutral Functional Di erential Equations (NFDE) with weakly singular kernels are studied. Using singular expansion techniques, a representation of the solution of the NFDE is obtained by studing an associated Volterra Integral Equation. We study the Collocation Method …
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On the pathwise large deviations of stochatic differential and functional differential equations with applications to finance
… behaviour of highly nonlinear stochastic differential equations, as well as linear and nonlinear functional differential equations. Both ordinary functional and neutral equations are analysed. In the first chapter, a class of nonlinear stochastic differential equations which satisfy the …
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Numerical approximation and identification problems for singular neutral equations
… presented to approximate solutions of singular neutral functional differential equations (SNFDEs). Using solution representations and general well-posedness results for SNFDEs convergence of the method is shown for a large class of initial data including the case of discontinuous initial …