We are concerned with the exponential mean-square stability of two-step Maruyama methods for stochastic differential equations with time delay. We propose a family of schemes and prove that it can maintain the exponential mean-square stability of the linear stochastic delay differential equation for every step size of integral fraction of the delay in the equation. Numerical results for linear ...

in this article, a transversely isotropic linear elastic half-space with depth wise isotropy axis of material containing a cylindrical cavity of finite length is considered to be under the effect of an arbitrary torsion force applied on the wall of the cavity. to this end, the equation of equilibrium has been written in a cylindrical coordinate system, by dividing the involved domain to two reg...

In this paper, a nonlinear Volterra-Fredholm integral equation of the first kind is solved by using the homotopy analysis method (HAM). In this case, the first kind integral equation can be reduced to the second kind integral equation which can be solved by HAM. The approximate solution of this equation is calculated in the form of a series which its components are computed easily. The accuracy...

Integral inequalities with maxima of the unknown function are useful in the study of control theory. Known results were given for Gronwall-Bellman type integral inequalities with the maxima in the form of linear dependence on the unknown function with a single delay term. In this paper we consider a general form of nonlinear integral inequalities with the maxima and more than one delay terms. R...

in this article,we present a wavelet method for solving stochastic volterra integral equations based on haar wavelets. first, we approximate all functions involved in the problem by haar wavelets then, by substituting the obtained approximations in the problem, using the it^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...

In this paper, we use the continuous Legendre wavelets on the interval [0,1] constructed by Razzaghi M. and Yousefi S. [6] to solve the linear second kind integral equations. We use quadrature formula for the calculation of the products of any functions, which are required in the approximation for the integral equations. Then we reduced the integral equation to the solution of linear algebraic ...

This paper establishes the equivalence between systems described by a single first-order hyperbolic partial differential equation and systems described by integral delay equations. Systemtheoretic results are provided for both classes of systems (among them converse Lyapunov results). The proposed framework can allow the study of discontinuous solutions for nonlinear systems described by a sing...

We consider a nonhomogeneous linear delay difference equation with continuous variable and establish an asymptotic result for the solutions. Our result is obtained by the use of a positive root with an appropriate property of the so-called characteristic equation of the corresponding homogeneous linear (autonomous) delay difference equation. More precisely, we show that, for any solution, the l...

We state sufficient conditions for the existence of positive bounded, almost automorphic or almost periodic solutions of the following nonlinear infinite delay integral equation:

in this paper, we present an efficient method for determining the solution of the stochastic second kind volterra integral equations (svie) by using the taylor expansion method. this method transforms the svie to a linear stochastic ordinary differential equation which needs specified boundary conditions. for determining boundary conditions, we use the integration technique. this technique give...