Systems of differential equations modeling non-Markov processes

summary:The work deals with non-Markov processes and the construction of systems of differential equations with delay that describe the probability vectors of such processes. The generating stochastic operator and properties of stochastic operators are used to construct systems that define non-Markov processes

Exponential solutions of equation ẏ(t)=β(t)[y(t−δ)−y(t−τ)]

AbstractAsymptotic behaviour of solutions of first-order differential equation with two deviating arguments of the form ẏ(t)=β(t)y(t−δ)−y(t−τ) is discussed for t→∞. A criterion for representing solutions in exponential form is proved. As consequences, inequalities for such solutions are given. Connections with known results are discussed and a sufficient condition for existence of unbounded solutions, generalizing previous ones, is derived. An illustrative example is considered, too

A retract principle on discrete time scales

In this paper we discuss asymptotic behavior of solutions of a class of scalar discrete equations on discrete real time scales. A powerful tool for the investigation of various qualitative problems in the theory of ordinary differential equations as well as delayed differential equations is the retraction method. The development of this method is discussed in the case of the equation mentioned above. Conditions for the existence of a solution with its graph remaining in a predefined set are formulated. Examples are given to illustrate the results obtained

Initial data generating bounded solutions of linear discrete equations

A lot of papers are devoted to the investigation of the problem of prescribed behavior of solutions of discrete equations and in numerous results sufficient conditions for existence of at least one solution of discrete equations having prescribed asymptotic behavior are indicated. Not so much attention has been paid to the problem of determining corresponding initial data generating such solutions. We fill this gap for the case of linear equations in this paper. The initial data mentioned are constructed with use of two convergent monotone sequences. An illustrative example is considered, too

The Optimization of Solutions of the Dynamic Systems with Random Structure

The paper deals with the class of jump control systems with semi-Markov coefficients. The control system is described as the system of linear differential equations. Every jump of the random process implies the random transformation of solutions of the considered system. Relations determining the optimal control to minimize the functional are derived using Lyapunov functions. Necessary conditions of optimization which enables the synthesis of the optimal control are established as well

Dynamic system with random structure for modeling security and risk management in cyberspace

We deal with the investigation of $L_{2}$-stability of the trivial solution to the system of difference equations with coefficients depending on a semi-Markov chain. In our considerations, random transformations of solutions are assumed. Necessary and sufficient conditions for $L_{2}$-stability of the trivial solution to such systems are obtained. A method is proposed for constructing Lyapunov functions and the conditions for its existence are justified. The dynamic system and methods discussed in the paper are very well suited for use as models for protecting information in cyberspace

A dynamical system with random parameters as a mathematical model of real phenomena

In many cases, it is difcult to nd a solution to a system of difference equations with random structure in a closed form. Thus, a random process, which is the solution to such a system, can be described in another way, for example, by its moments. In this paper, we consider systems of linear difference equations whose coefcients depend on a random Markov or semi-Markov chain with jumps. The moment equations are derived for such a system when the random structure is determined by a Markov chain with jumps. As an example, three processes: Threats to security in cyberspace, radiocarbon dating, and stability of the foreign currency exchange market are modelled by systems of difference equations with random parameters that depend on a semi-Markov or Markov process. The moment equations are used to obtain the conditions under which the processes are stable

Modeling of applied problems by stochastic systems and their analysis using the moment equations

The paper deals with systems of linear differential equations with coefficients depending on the Markov process. Equations for particular density and the moment equations for given systems are derived and used in the investigation of solvability of initial problems and stability. Results are illustrated by examples.The paper deals with systems of linear differential equations with coefficients depending on the Markov process. Equations for particular density and the moment equations for given systems are derived and used in the investigation of solvability of initial problems and stability. Results are illustrated by examples