Observers are usually formulated as explicit systems of di erential equations and implemented using standard ODE solvers. In this paper, we show that there can be advantages in formulating the observer as a DAE (Di erential-Algebraic Equation). We review the general idea of DAE observer design of [10]. We give two special normal forms for which DAE observer design yields an observer with linear...

This paper is devoted to the study of periodic boundary value problems for nonlinear third order di¤erential equations subjected to impulsive e¤ects. We provide su¢ cient conditions on the nonlinearity and the impulse functions that guarantee the existence of at least one solution. Our approach is based on a priori estimates, the method of upper and lower solutions combined with an iterative te...

Stochastic di erential games are considered in a non-Markovian setting. Typically, in stochastic di erential games the modulating process of the di usion equation describing the state ow is taken to be Markovian. Then Nash equilibria or other types of solution such as Pareto equilibria are constructed using Hamilton-Jacobi-Bellman (HJB) equations. But in a non-Markovian setting the HJB method i...

This paper describes the design philosophy behind the recent replacement of the NAG Ordinary Di erential Equation (ODE) sti integrators. This replacement was is intended to update the ODE chapter algorithmically but, more importantly in the context of this paper, it provides a more exible interface than has been available in the past. This interface is designed to permit a wide variety of probl...

After a series of application papers have proven the approach to be numerically e ective, this paper gives the rst theoretical foundation for methods solving partial di erential equations by collocation with (possibly radial) basis functions.

This paper studies the rst order necessary conditions for the optimal controls of semilinear and quasilinear parabolic partial di erential equations with pointwise state constraints. Pontryagin type maximum principle is obtained.

We present waveform relaxation of linear integral-di erential equations which occur in circuit simulation. We give su cient conditions for convergence and numerical experiments to verify the theoretical results.

We prove an existence and uniqueness theorem for backward stochastic di erential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.

An exact solution of a system of coupled di erential equations describing the dynamics of a special class of winner-take-all networks is given. From the solution two properties of the short-termmemory traces are derived: (1) information preservation and (2) a discrimination measure. These properties justify a biologically inspired fault tolerant extension of the network using di erentiating neu...

The equivalent, second equivalent and (simply) modi®ed equations for the implicit midpoint rule are shown to be asymptotically equivalent in the sense that an asymptotic analysis of these equations with the time step size as small parameter yields exactly the same results; for linear problems with constant coecients, they are also equivalent to the original ®nite di€erence scheme. Straightforw...