Seasonal changes and cyclical human activities (such as periodic fishing bans, Wolbachia-based mosquito population control, and school term breaks) have significant impacts on population dynamics. We propose a general switching dynamical model to describe these periodic changes. The existence, uniqueness and stability of positive periodic solutions are thoroughly investigated. The results are stated in terms of an introduced threshold value. To demonstrate their practicability, the obtained results are applied to two biological situations.

We study a two-dimensional discounted optimal stopping zero-sum (or Dynkin) game related to perpetual redeemable convertible bonds expressed as game (or Israeli) options in a model of financial markets in which the behaviour of the ex-dividend price of a dividend-paying asset follows a generalized geometric Brownian motion. It is assumed that the dynamics of the random dividend rate of the asset paid to shareholders are described by the mean-reverting filtering estimate of an unobservable continuous-time Markov chain with two states. It is shown that the optimal exercise (conversion) and withdrawal (redemption) times forming a Nash equilibrium are the first times at which the asset price hits either lower or upper stochastic boundaries being monotone functions of the running value of the filtering estimate of the state of the chain. We rigorously prove that the optimal stopping boundaries are regular for the stopping region relative to the resulting two-dimensional diffusion process and that the value function is continuously differentiable with respect to the both variables. It is verified by means of a change-of-variable formula with local time on surfaces that the optimal stopping boundaries are determined as a unique solution to the associated coupled system of nonlinear Fredholm integral equations among the couples of continuous functions of bounded variation satisfying certain conditions. We also give a closed-form solution to the appropriate optimal stopping zero-sum game in the corresponding model with an observable continuous-time Markov chain.

We investigate the consequences of periodic, on–off glucose infusion on the glucose–insulin regulatory system based on a system-level mathematical model with two explicit time delays. Studying the effects of such infusion protocols is mathematically challenging yet a promising direction for probing the system response to infusion. We pay special attention to the interplay of periodic infusion with intermediate-time-scale, ultradian oscillations that arise as a result of the physiological response of glucose uptake and back-release into the bloodstream. By using numerical solvers and numerical continuation software, we investigate the response of the model to different infusion patterns, explore how these patterns affect the overall levels of glucose and insulin, and how this can lead to entrainment. By doing so, we provide a road-map of system responses that can potentially help identify new, less-invasive, test strategies for detecting abnormal responses to glucose uptake without falling into lockstep with the infusion pattern.

In this paper, we report the spatiotemporal dynamics of an intraguild predation (IGP)-type predator–prey model incorporating harvesting and prey-taxis. We first discuss the local and global existence of the classical solutions in N-dimensional space. It is found that the model has a global classical solution when controlling the prey-taxis coefficient in a certain range. Thereafter, we focus on the existence of the steady-state bifurcation. Moreover, we theoretically investigate the properties of the bifurcating solution near the steady-state bifurcation critical threshold. As a consequence, the spatial pattern formation of this model can be theoretically confirmed. Importantly, by means of rigorous theoretical derivation, we provide discriminant criteria on the stability of the bifurcating solution. Finally, the complicated patterns are numerically displayed. It is demonstrated that the harvesting and prey-taxis significantly affect the pattern formation of this IGP-type predator–prey model. Our main results of this paper reveal that (i) The repulsive prey-taxis could destabilize the spatial homogeneity, while the attractive prey-taxis effect and self-diffusion will stabilize the spatial homogeneity of this model. (ii) Numerical results suggest that over-harvesting for prey or predators is not advisable, it can lead to an ecological imbalance due to a significant reduction in population numbers. However, harvesting within a certain range is a feasible approach.

This paper deals with the exponential separation of type II, an important concept for random systems of differential equations with delay, introduced in Mierczyński et al. [18]. Two different approaches to its existence are presented. The state space X will be a separable ordered Banach space with $\dim X\geq 2$, dual space $X^{*}$, and positive cone $X^+$ normal and reproducing. In both cases, appropriate cooperativity and irreducibility conditions are assumed to provide a family of generalized Floquet subspaces. If in addition $X^*$ is also separable, one obtains an exponential separation of type II. When this is not the case, but there is an Oseledets decomposition for the continuous semiflow, the same result holds. Detailed examples are given for all the situations, including also a case where the cone is not normal.

In this paper, we consider a delayed discrete single population patch model in advective environments. The individuals are subject to both random and directed movements, and there is a net loss of individuals at the downstream end due to the flow into a lake. Choosing time delay as a bifurcation parameter, we show the existence of Hopf bifurcations for the model. In homogeneous non-advective environments, it is well known that the first Hopf bifurcation value is independent of the dispersal rate. In contrast, for homogeneous advective environments, the first Hopf bifurcation value depends on the dispersal rate. Moreover, we show that the first Hopf bifurcation value in advective environments is larger than that in non-advective environments if the dispersal rate is large or small, which suggests that directed movements of the individuals inhibit the occurrence of Hopf bifurcations.

This paper studies the spatio-temporal dynamics of a diffusive plant-sulphide model with toxicity delay. More specifically, the effects of discrete delay and distributed delay on the dynamics are explored, respectively. The deep analysis of eigenvalues indicates that both diffusion and delay can induce Hopf bifurcations. The normal form theory is used to set up an exact formula that determines the properties of Hopf bifurcation in a diffusive plant-sulphide model. A sufficiently small discrete delay does not affect the stability and a sufficiently large discrete delay destabilizes the system. Nonetheless, a sufficiently small or large distributed delay does not affect the stability. Both delays cause instability by inducing Hopf bifurcation rather than Turing bifurcation.

Cannibalism is often an extreme interaction in the animal species to quell competition for limited resources. To model this critical factor, we improve the predator–prey model with nonlocal competition effect by incorporating the cannibalism term, and different kernels for competition are considered in this model numerically. We give the critical conditions leading to the double Hopf bifurcation, in which the gestation time delay and the diffusion coefficient were selected as the bifurcation parameters. The innovation of the work lies near the double Hopf bifurcation point, and the stable homogeneous and inhomogeneous periodic solutions can coexist. The theoretical results of the extended centre manifold reduction and normal form method are in good agreement with the numerical simulation.

We investigate the existence and branching patterns of wave trains in the mass-in-mass (MiM) lattice, which is a variant of the Fermi–Pasta–Ulam (FPU) lattice. In contrast to FPU lattice, we have to solve coupled advance-delay differential equations, which are reduced to a finite-dimensional bifurcation equation with an inherited Hamiltonian structure by applying a Lyapunov–Schmidt reduction and invariant theory. We establish a link between the MiM lattice and the monatomic FPU lattice. That is, the monochromatic and bichromatic wave trains persist near $\mu =0$ in the nonresonance case and in the resonance case $p:q$ where $q$ is not an integer multiple of $p$. Furthermore, we obtain the multiplicity of bichromatic wave trains in $p:q$ resonance where $q$ is an integer multiple of $p$, based on the singular theorem.

This paper is concerned with a nonlocal reaction–diffusion system with double free boundaries and two time delays. The free boundary problem describes the evolution of faecally–orally transmitted diseases. We first show the well-posedness of global solution, and then establish the monotonicity and asymptotic property of basic reproduction number for the epidemic model without delays, which is defined by spectral radius of the next infection operator. By introducing the generalized principal eigenvalue defined in general domain, we obtain an upper bound of the limit value of basic reproduction number. We discuss the spreading and vanishing phenomena in terms of the basic production number. By employing the perturbed approximation method and monotone iteration method, we establish the existence, uniqueness and monotonicity of solution to semi-wave problem. When spreading occurs, we determine the asymptotic spreading speeds of free boundaries by constructing suitable upper and lower solutions from the semi-wave solutions. Moreover, spreading speeds for partially degenerate diffusion case are provided in a similar way.

In this paper, we mainly investigate the well-posedness of the four-order degenerate differential equation ($P_4$): $(Mu)''''(t) + \alpha (Lu)'''(t) + (Lu)''(t)$ $=\beta Au(t) + \gamma Bu'(t) + Gu'_t + Fu_t + f(t),\,( t\in [0,\,2\pi ])$ in periodic Lebesgue–Bochner spaces $L^p(\mathbb {T}; X)$ and periodic Besov spaces $B_{p,q}^s\;(\mathbb {T}; X)$, where $A$, $B$, $L$ and $M$ are closed linear operators on a Banach space $X$ such that $D(A)\cap D(B)\subset D(M)\cap D(L)$ and $\alpha,\,\beta,\,\gamma \in \mathbb {C}$, $G$ and $F$ are bounded linear operators from $L^p([-2\pi,\,0];X)$ (respectively $B_{p,q}^s([-2\pi,\,0];X)$) into $X$, $u_t(\cdot ) = u(t+\cdot )$ and $u'_t(\cdot ) = u'(t+\cdot )$ are defined on $[-2\pi,\,0]$ for $t\in [0,\, 2\pi ]$. We completely characterize the well-posedness of ($P_4$) in the above two function spaces by using known operator-valued Fourier multiplier theorems.

We consider a generalization of the well-known nonlinear Nicholson blowflies model with stochastic perturbations. Stability in probability of the positive equilibrium of the considered equation is studied. Two types of stability conditions: delay-dependent and delay-independent conditions are obtained, using the method of Lyapunov functionals and the method of linear matrix inequalities. The obtained results are illustrated by numerical simulations by means of some examples. The results are new, and complement the existing ones.

A delayed reaction-diffusion system with free boundaries is investigated in this paper to understand how the bacteria spread spatially to larger area from the initial infected habitat. Under the assumptions that the nonlinearities are of monostable type and the initial values satisfy some compatible condition, we show that the free boundary problem is well-posed and discuss the long-time behaviour of solution (including spreading and vanishing) in terms of the spatial-temporal risk index. Furthermore, to determine the spreading speed of free boundaries when spreading occurs, we first study the distribution of roots of a transcendental equation containing a polynomial of degree four and then establish the existence and uniqueness of monotone solution to a delay-induced nonlocal semi-wave problem by employing the approximation method, lower-upper solutions technique and Schauder fixed point theorem. It is shown that time delays slow down the spreading of bacteria.

We study the local and global existence and uniqueness of mild solution for a general class of abstract differential equations with state-dependent argument. In the last section, some examples on partial differential equations with state-dependent argument are presented.

In this paper, we consider a general single population model with delay and patch structure, which could model the population loss during the dispersal. It is shown that the model admits a unique positive equilibrium when the dispersal rate is smaller than a critical value. The stability of the positive equilibrium and associated Hopf bifurcation are investigated when the dispersal rate is small or near the critical value. Moreover, we show the effect of network topology on Hopf bifurcation values for a delayed logistic population model.

We study a fractional-order delayed predator-prey model with Holling–Tanner-type functional response. Mainly, by choosing the delay time $\tau $ as the bifurcation parameter, we show that Hopf bifurcation can occur as the delay time $\tau $ passes some critical values. The local stability of a positive equilibrium and the existence of the Hopf bifurcations are established, and numerical simulations for justifying the theoretical analysis are also presented.

In this paper we employ a Gaussian-type heat kernel estimate to establish Krylov’s estimate and Khasminskii’s estimate for the Euler–Maruyama (EM) algorithm. For applications, by taking Zvonkin’s transformation into account, we investigate the convergence rate of the EM algorithm for a class of multidimensional stochastic differential equations (SDEs) with low regular drifts, which need not be piecewise Lipschitz.

We consider meromorphic solutions of functional-differential equations

\[ f^{(k)}(z)=a(f^{n}\circ g)(z)+bf(z)+c, \]

$n,\,~k$

$f$

$g$

$f$

$a(\neq 0)$

$b$

$c$

$g$

$f$

$a(\neq 0)$

$b$

$c$

$\mathbb {C}$

We develop a Conley index theory for retarded functional differential equations $\dot x=f(x_{t})$ with values in a differentiable manifold and (merely) continuous nonlinearities f. We use this index to establish an existence result for nonconstant full solutions of such equations.

We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of a constant diffusion matrix and a drift which is the gradient of some function. Such a transformation, called the Lamperti transformation, can be applied in general only in one dimension. So, completely different ideas are required for the exact sampling of generic multivariate diffusions. The development of these ideas is the main contribution of this paper. Our strategy combines techniques borrowed from the theory of rough paths, on the one hand, and multilevel Monte Carlo on the other.