Models of Delay Differential Equations

• Autore: Rodríguez Francisco
• Pubblicazione: Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
• Descrizione fisica: 1 electronic resource (248 p.)
• Soggetto topico: Research & information: general; Mathematics & science
• Soggetto non controllato: delay systems; nonstandard numerical methods; dynamic consistency; semilinear problems with delay; hyperbolic equations; difference scheme; stability; Hilbert space; SEIRS model; age structure; time delay; traveling wave solution; local asymptotic stability; Hopf bifurcation; spot freight rates; freight options; stochastic diffusion process; stochastic delay differential equation; risk-neutral measure; arbitration arguments; partial differential equations; second-order dual phase lag equation; laser heating; thin metal films; melting and resolidification; finite difference method; random linear delay differential equation; stochastic forcing term; random Lp-calculus; uncertainty quantification; delay random differential equation; non-standard finite difference method; mean square convergence; size-structured population; consumer-resource model; delay differential equation; numerical methods; characteristics method; convergence analysis; implementation delay; information delay; stability switching curve; Cournot oligopoly; growth rate dynamics; fractional convection diffusion-wave equations; compact difference scheme; nonlinear delay; spatial variable coefficients; convergence and stability; Gerasimov–Caputo fractional derivative; differential equation with delay; degenerate evolution equation; fixed point theorem; relaxation mode; large parameter; asymptotics; HIV infection; mathematical delay model; eclipse phase; NSFD; numerical simulation
• Persona (resp. second.): Cortés LópezJuan Carlos; CastroMaría Ángeles; RodríguezFrancisco
• Sommario/riassunto: This book gathers a number of selected contributions aimed at providing a balanced picture of the main research lines in the realm of delay differential equations and their applications to mathematical modelling. The contributions have been carefully selected so that they cover interesting theoretical and practical analysis performed in the deterministic and the stochastic settings. The reader will find a complete overview of recent advances in ordinary and partial delay differential equations with applications in other multidisciplinary areas such as Finance, Epidemiology or Engineering
• Titolo autorizzato: Models of Delay Differential Equations
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910669803603321
• Lo trovi qui: Univ. Federico II