We derive a stage-structured model for an insect population in which a larva matures on reaching a certain size, and in which there is intra-specific competition among larvae that hinders their development, thereby prolonging the larval phase. The model, a system of delay differential equations for the total numbers of adults and larvae, assumes two forms. One of these is a system with a variable state-dependent time delay determined by a threshold condition, the other has constant and distributed delays, a size-like independent variable replacing time t, and no threshold condition. We prove theorems on boundedness and on the linear stability of equilibria.

Using variational methods and depending on a parameter $\unicode[STIX]{x1D706}$ we prove the existence of solutions for the following class of nonlocal boundary value problems of Kirchhoff type defined on an exterior domain $\unicode[STIX]{x1D6FA}\subset \mathbb{R}^{3}$ :

$$\begin{eqnarray}\left\{\begin{array}{@{}ll@{}}M(\Vert u\Vert ^{2})[-\unicode[STIX]{x1D6E5}u+u]=\unicode[STIX]{x1D706}a(x)g(u)+\unicode[STIX]{x1D6FE}|u|^{4}u\quad & \text{in }\unicode[STIX]{x1D6FA},\\ u=0\quad & \text{on }\unicode[STIX]{x2202}\unicode[STIX]{x1D6FA},\end{array}\right.\end{eqnarray}$$

$\unicode[STIX]{x1D6FE}=0$

$\unicode[STIX]{x1D6FE}=1$

In recent works [Gonçalves and Mansfield, Stud. Appl. Math., 128 (2012), 1–29; Mansfield, A Practical Guide to the Invariant Calculus (Cambridge University Press, Cambridge, 2010)], the authors considered various Lagrangians, which are invariant under a Lie group action, in the case where the independent variables are themselves invariant. Using a moving frame for the Lie group action, they showed how to obtain the invariantized Euler–Lagrange equations and the space of conservation laws in terms of vectors of invariants and the Adjoint representation of a moving frame. In this paper, we show how these calculations extend to the general case where the independent variables may participate in the action. We take for our main expository example the standard linear action of SL(2) on the two independent variables. This choice is motivated by applications to variational fluid problems which conserve potential vorticity. We also give the results for Lagrangians invariant under the standard linear action of SL(3) on the three independent variables.

We give necessary and sufficient conditions for the Lp -well-posedness of the second-order degenerate differential equations with finite delay

with periodic boundary conditions (Mu)(0) = (Mu)(2π), (Mu)′(0) = (Mu)′(2π). Here A and M are closed operators on a complex Banach space X satisfying D(A) ⊂ D(M), α ∈ ℂ is fixed, F is a bounded linear operator from Lp ([−2π, 0],X) into X, and ut is given by ut (s) = u(t + s) when s ∈ [−2π, 0].

Based on the martingale theory and large deviation techniques, we investigate the pth moment exponential stability criterion of the exact and numerical solutions to hybrid stochastic differential equations (SDEs) under the local Lipschitz condition. This new stability criterion shows that Markovian switching can serve as a stochastic stabilizing factor by its logarithmic moment-generating function. We also investigate the pth moment exponential stability of Euler–Maruyama (EM), backward EM (BEM) and split-step backward EM (SSBEM) approximations for hybrid SDEs and show that, under the additional linear growth condition, the EM method can share the mean-square exponential stability of the exact solution for sufficiently small step size. However, the BEM method can work without the linear growth condition. We further investigate the SSBEM method under a coupled condition.

In this paper, we discuss the dependence of the solutions on the parameters (order, initial function, right-hand function) of fractional neutral delay differential equations (FNDDEs). The corresponding theoretical results are given respectively. Furthermore, we present some numerical results that support our theoretical analysis.

Consider the first-order retarded differential equation

$$\begin{eqnarray}x^{\prime }(t)+p(t)x({\it\tau}(t))=0,\quad t\geqslant t_{0},\end{eqnarray}$$

$p(t)\geqslant 0$

${\it\tau}(t)$

${\it\tau}(t)\leqslant t$

$t\geqslant t_{0}$

$\lim _{t\rightarrow \infty }{\it\tau}(t)=\infty$

$\liminf$

$$\begin{eqnarray}\liminf _{t\rightarrow \infty }\int _{{\it\tau}(t)}^{t}p(s)\,ds>\frac{1}{e}\end{eqnarray}$$

We study a cell growth model with a division function that models cells which divide only after they have reached a certain minimum size. In contrast to the cases studied in the literature, the determination of the steady size distribution entails an eigenvalue that is not known explicitly, but is defined through a continuity condition. We show that there is a steady size distribution solution to this problem.

This paper deals with a more general class of singularly perturbed boundary valueproblem for a differential-difference equations with small shifts. Inparticular, the numerical study for the problems where second order derivativeis multiplied by a small parameter ε and the shifts depend on thesmall parameter ε has been considered. The fitted-mesh technique isemployed to generate a piecewise-uniform mesh, condensed in the neighborhood ofthe boundary layer. The cubic B-spline basis functions with fitted-mesh areconsidered in the procedure which yield a tridiagonal system which can besolved efficiently by using any well-known algorithm. The stability andparameter-uniform convergence analysis of the proposed method have beendiscussed. The method has been shown to have almost second-orderparameter-uniform convergence. The effect of small parameters on the boundarylayer has also been discussed. To demonstrate the performance of the proposedscheme, several numerical experiments have been carried out.

This paper illuminates the derivation, applicability, and efficiency of the multiplicative Runge–Kutta method, derived in the framework of geometric multiplicative calculus. The removal of the restrictions of geometric multiplicative calculus on positive-valued functions of real variables and the fact that the multiplicative derivative does not exist at the roots of the function are presented explicitly to ensure that the proposed method is universally applicable. The error and stability analyses are also carried out explicitly in the framework of geometric multiplicative calculus. The method presented is applied to various problems and the results are compared to those obtained from the ordinary Runge–Kutta method. Moreover, for one example, a comparison of the computation time against relative error is worked out to illustrate the general advantage of the proposed method.

By applying the theory of exponential dichotomies and contraction mapping, we establish some existence and uniqueness results for weighted pseudo almost periodic solutions of some differential equations with piecewise constant arguments. For this purpose, we also describe some basic properties of weighted pseudo almost periodic sequences.

The large deviation principle in the small noise limit is derived for solutions of possibly degenerate Itô stochastic differential equations with predictable coefficients, which may also depend on the large deviation parameter. The result is established under mild assumptions using the Dupuis-Ellis weak convergence approach. Applications to certain systems with memory and to positive diffusions with square-root-like dispersion coefficient are included.

We examine the dynamics of fermentation process in a yeast cell. Our investigation focuses on the main branch pathway: pyruvate and acetaldehyde branch points. We formulate the kinetics for all enzymatic reactions as Michaelis–Menten models. Since the activity of an enzyme mainly depends on the conformational changes of the enzyme structure, the enzyme requires a certain period of time to reset its structure, until it is ready to bind substrates again. For this situation, a rate-limiting step exists, for which the catalytic process suffers a delay. Since all conversion processes are catalysed by enzymes, each reaction can experience a delay at a different time. To investigate how the delay affects the reaction processes, especially at the branch points, we propose that the rate-limiting step takes place at the first reaction. For this reason, a discrete time delay is introduced to the first kinetic model. We find a bifurcation diagram for the delay that depends on the rate of glucose supply and kinetic parameters of the first enzyme. By comparison, our analysis agrees with the numerical solution. Our numerical simulations also show that there is a certain glucose supply that may optimize ethanol production.

We study optimal stopping problems related to the pricing of perpetual American options in an extension of the Black-Merton-Scholes model in which the dividend and volatility rates of the underlying risky asset depend on the running values of its maximum and maximum drawdown. The optimal stopping times of the exercise are shown to be the first times at which the price of the underlying asset exits some regions restricted by certain boundaries depending on the running values of the associated maximum and maximum drawdown processes. We obtain closed-form solutions to the equivalent free-boundary problems for the value functions with smooth fit at the optimal stopping boundaries and normal reflection at the edges of the state space of the resulting three-dimensional Markov process. We derive first-order nonlinear ordinary differential equations for the optimal exercise boundaries of the perpetual American standard options.

The aim of this paper is to give a detailed analysis of Hopf bifurcation of a ratio-dependent predator–prey system involving two discrete delays. A delay parameter is chosen as the bifurcation parameter for the analysis. Stability of the bifurcating periodic solutions is determined by using the centre manifold theorem and the normal form theory introduced by Hassard et al. Some of the bifurcation properties including the direction, stability and period are given. Finally, our theoretical results are supported by some numerical simulations.

Using the method of exponential dichotomies, we establish a new existence and uniqueness theorem for almost automorphic solutions of differential equations with piecewise constant argument of the form

$$\begin{eqnarray*}{x}^{\prime } (t)= A(t)x(t)+ B(t)x(\lfloor t\rfloor )+ f(t), \quad t\in \mathbb{R} ,\end{eqnarray*}$$

$\lfloor \cdot \rfloor $

$A(t), B(t): \mathbb{R} \rightarrow { \mathbb{R} }^{q\times q} $

$f(t): \mathbb{R} \rightarrow { \mathbb{R} }^{q} $

In this paper we study the weak approximation problem of $E[\phi (x(T))] $ by $E[\phi (y(T))] $ , where $x(T)$ is the solution of a stochastic differential delay equation and $y(T)$ is defined by the Euler scheme. For $\phi \in { C}_{b}^{3} $ , Buckwar, Kuske, Mohammed and Shardlow (‘Weak convergence of the Euler scheme for stochastic differential delay equations’, LMS J. Comput. Math. 11 (2008) 60–69) have shown that the Euler scheme has weak order of convergence $1$ . Here we prove that the same results hold when $\phi $ is only assumed to be measurable and bounded under an additional non-degeneracy condition.

Nonlocal calculus is often overlooked in the mathematics curriculum. In this paper we present an interesting new class of nonlocal problems that arise from modelling the growth and division of cells, especially cancer cells, as they progress through the cell cycle. The cellular biomass is assumed to be unstructured in size or position, and its evolution governed by a time-dependent system of ordinary differential equations with multiple time delays. The system is linear and taken to be autonomous. As a result, it is possible to reduce its solution to that of a nonlinear matrix eigenvalue problem. This method is illustrated by considering case studies, including a model of the cell cycle developed recently by Simms, Bean and Koeber. The paper concludes by explaining how asymptotic expressions for the distribution of cells across the compartments can be determined and used to assess the impact of different chemotherapeutic agents.

We study the existence of solutions for a class of abstract impulsive differential equations. Our technical framework allows us to study partial differential equations with impulsive conditions involving partial derivatives and nonlinear expressions of the solution. Some applications to impulsive partial differential equations are presented.

We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the weighted likelihood ratios hit stochastic boundaries depending on the current observations. The proof is based on the reduction of the initial problems into appropriate three-dimensional optimal stopping problems and the analysis of the associated parabolic-type free-boundary problems. We provide closed-form estimates for the value functions and the boundaries, under certain nontrivial relations between the coefficients of the observable diffusion.