Models of Delay Differential Equations

• Autore: Rodríguez Francisco
• Pubblicazione: Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
• Descrizione fisica: 1 online resource (248 p.)
• Soggetto topico: Mathematics & science; Research & information: general
• Soggetto non controllato: age structure; arbitration arguments; asymptotics; characteristics method; compact difference scheme; consumer-resource model; convergence analysis; convergence and stability; Cournot oligopoly; degenerate evolution equation; delay differential equation; delay random differential equation; delay systems; difference scheme; differential equation with delay; dynamic consistency; eclipse phase; finite difference method; fixed point theorem; fractional convection diffusion-wave equations; freight options; Gerasimov-Caputo fractional derivative; growth rate dynamics; Hilbert space; HIV infection; Hopf bifurcation; hyperbolic equations; implementation delay; information delay; large parameter; laser heating; local asymptotic stability; mathematical delay model; mean square convergence; melting and resolidification; non-standard finite difference method; nonlinear delay; nonstandard numerical methods; NSFD; numerical methods; numerical simulation; partial differential equations; random linear delay differential equation; random Lp-calculus; relaxation mode; risk-neutral measure; second-order dual phase lag equation; SEIRS model; semilinear problems with delay; size-structured population; spatial variable coefficients; spot freight rates; stability; stability switching curve; stochastic delay differential equation; stochastic diffusion process; stochastic forcing term; thin metal films; time delay; traveling wave solution; uncertainty quantification
• 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