scholarly journals Quasi-Periodic Solutions for Differential Equations with an Elliptic-Type Degenerate Equilibrium Point Under Small Perturbations

2018 ◽  
Vol 31 (2) ◽  
pp. 653-681 ◽  
Author(s):  
Xuemei Li ◽  
Zaijiu Shang
2010 ◽  
Vol 31 (2) ◽  
pp. 599-611 ◽  
Author(s):  
JUNXIANG XU ◽  
SHUNJUN JIANG

AbstractIn this paper, using the Kolmogorov–Arnold–Moser method we prove reducibility of a class of nonlinear quasi-periodic differential equation with degenerate equilibrium point under small perturbation and obtain a quasi-periodic solution near the equilibrium point.


Author(s):  
V. F. Edneral ◽  
O. D. Timofeevskaya

Introduction:The method of resonant normal form is based on reducing a system of nonlinear ordinary differential equations to a simpler form, easier to explore. Moreover, for a number of autonomous nonlinear problems, it is possible to obtain explicit formulas which approximate numerical calculations of families of their periodic solutions. Replacing numerical calculations with their precalculated formulas leads to significant savings in computational time. Similar calculations were made earlier, but their accuracy was insufficient, and their complexity was very high.Purpose:Application of the resonant normal form method and a software package developed for these purposes to fourth-order systems in order to increase the calculation speed.Results:It has been shown that with the help of a single algorithm it is possible to study equations of high orders (4th and higher). Comparing the tabulation of the obtained formulas with the numerical solutions of the corresponding equations shows good quantitative agreement. Moreover, the speed of calculation by prepared approximating formulas is orders of magnitude greater than the numerical calculation speed. The obtained approximations can also be successfully applied to unstable solutions. For example, in the Henon — Heyles system, periodic solutions are surrounded by chaotic solutions and, when numerically integrated, the algorithms are often unstable on them.Practical relevance:The developed approach can be used in the simulation of physical and biological systems.


2019 ◽  
Vol 485 (2) ◽  
pp. 142-144
Author(s):  
A. A. Zevin

Solutions x(t) of the Lipschitz equation x = f(x) with an arbitrary vector norm are considered. It is proved that the sharp lower bound for the distances between successive extremums of xk(t) equals π/L where L is the Lipschitz constant. For non-constant periodic solutions, the lower bound for the periods is 2π/L. These estimates are achieved for norms that are invariant with respect to permutation of the indices.


Filomat ◽  
2017 ◽  
Vol 31 (11) ◽  
pp. 3157-3172
Author(s):  
Mujahid Abbas ◽  
Bahru Leyew ◽  
Safeer Khan

In this paper, the concept of a new ?-generalized quasi metric space is introduced. A number of well-known quasi metric spaces are retrieved from ?-generalized quasi metric space. Some general fixed point theorems in a ?-generalized quasi metric spaces are proved, which generalize, modify and unify some existing fixed point theorems in the literature. We also give applications of our results to obtain fixed points for contraction mappings in the domain of words and to prove the existence of periodic solutions of delay differential equations.


Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 118
Author(s):  
Qingfeng Zhu ◽  
Yufeng Shi ◽  
Jiaqiang Wen ◽  
Hui Zhang

This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated backward doubly SDEs. Under some monotonicity assumptions, the existence and uniqueness of measurable solutions to FBDSDEs are obtained. The future development of many processes depends on both their current state and historical state, and these processes can usually be represented by stochastic differential systems with time delay. Therefore, a class of nonzero sum differential game for doubly stochastic systems with time delay is studied in this paper. A necessary condition for the open-loop Nash equilibrium point of the Pontriagin-type maximum principle are established, and a sufficient condition for the Nash equilibrium point is obtained. Furthermore, the above results are applied to the study of nonzero sum differential games for linear quadratic backward doubly stochastic systems with delay. Based on the solution of FBDSDEs, an explicit expression of Nash equilibrium points for such game problems is established.


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