The Truncated Theta-EM Method for Nonlinear and Nonautonomous Hybrid Stochastic Differential Delay Equations with Poisson Jumps

In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given conditions. An example is shown to support our theory.

Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type

In this paper, we are concerned with the convergence rate of Euler–Maruyama (EM) scheme for stochastic differential delay equations (SDDEs) of neutral type, where the neutral, drift, and diffusion terms are allowed to be of polynomial growth. More precisely, for SDDEs of neutral type driven by Brownian motions, we reveal that the convergence rate of the corresponding EM scheme is one-half; Whereas for SDDEs of neutral type driven by pure jump processes, we show that the best convergence rate of the associated EM scheme is slower than one-half. As a result, the convergence rate of general SDDEs of neutral type, which is dominated by pure jump process, is slower than one-half.

Periodic solutions for a class of second-order differential delay equations

<p style='text-indent:20px;'>In this paper, we study the existence of periodic solutions of the following differential delay equations</p><p style='text-indent:20px;'><disp-formula> <label/> <tex-math id="FE1"> \begin{document}$ \begin{equation} z^{\prime\prime}(t) = \sum\limits_{k = 1}^{M-1}(-1)^kf(z(t-k)), \notag \end{equation} $\end{document} </tex-math></disp-formula></p><p style='text-indent:20px;'>where <inline-formula><tex-math id="M1">\begin{document}$ f\in C(\mathbf{R}^N, \mathbf{R}^N) $\end{document}</tex-math></inline-formula>, <inline-formula><tex-math id="M2">\begin{document}$ M,N\in \mathbf{N} $\end{document}</tex-math></inline-formula> and <inline-formula><tex-math id="M3">\begin{document}$ M $\end{document}</tex-math></inline-formula> is odd. By making use of <inline-formula><tex-math id="M4">\begin{document}$ S^1 $\end{document}</tex-math></inline-formula>-geometrical index theory, we obtain an estimation about the number of periodic solutions in term of the difference between eigenvalues of asymptotically linear matrices at the origin and at infinity.</p>