Preface |
Modelling by Functional Differential Equations / Part I.: |
Theoretical preliminaries / Chapter 1.: |
Functional differential equations (FDEs) / 1.: |
Some classes of FDEs / 1.1: |
Solution concept for a FDE / 1.2: |
FDE with retardation / 1.3: |
A little bit of philosophy / 1.4: |
Models / Chapter 2.: |
Viscoelasticity |
Aftereffect in mechanics / 2.: |
Motion of a particle in a liquid / 2.1: |
Controlled motion of a rigid body / 2.2: |
Models of polymer crystallization / 2.3: |
Stretching of a polymer filament / 2.4: |
Hereditary phenomena in physics / 3.: |
Dynamics of oscillation / 3.1: |
Relativistic dynamics / 3.2: |
Nuclear reactors / 3.3: |
Distributed networks (long line with tunnel diode) / 3.4: |
Heat flow in materials with memory / 3.5: |
Models of lasers / 3.6: |
Neural network / 3.7: |
Models with delays in technical problems / 4.: |
Infeed grinding and cutting / 4.1: |
Technological delay / 4.2: |
Car chasing / 4.3: |
Ship course stabilization / 4.4: |
Process of combustion in small rockets / 4.5: |
Delay-differential equations in engineering applications / 4.6: |
Aftereffect in biology / 5.: |
Evolution equations of a single species / 5.1: |
Interaction of two species / 5.2: |
Population dynamics model of N interacting species / 5.3: |
Coexistence of competitive micro-organisms / 5.4: |
Control problems in ecology / 5.5: |
Control problems in microbiology (chemostat models) / 5.6: |
Nicholson blowflies model / 5.7: |
Helical movement of tips of growing plants / 5.8: |
Grazing system / 5.9: |
Aftereffect in medicine / 6.: |
Mathematical models of the sugar quantity in blood / 6.1: |
Model of arterial blood pressure regulation / 6.2: |
Cancer chemotherapy / 6.3: |
Mathematical models of learning / 6.4: |
Mathematical models in immunology and epidemiology / 6.5: |
Model of the human immunodeficiency virus (HIV) epidemic / 6.6: |
Model of survival of red blood cells / 6.7: |
Vision process in the compound eye / 6.8: |
Human respiratory system / 6.9: |
Regulation of glucose-insulin system / 6.10: |
A disease transmission model / 6.11: |
Aftereffect in economy and other sciences / 7.: |
Optimal skill with retarded controls / 7.1: |
Optimal advertising policies / 7.2: |
Commodity price fluctuations / 7.3: |
Model of the fishing process / 7.4: |
River pollution control / 7.5: |
Control of financial management / 7.6: |
Theoretical Background of Functional Differential Equations / Part II.: |
General theory / Chapter 3.: |
Introduction. Method of steps |
Notation |
Cauchy problem for FDEs |
Steps method for FDEs of retarded type (RDEs) |
Steps methods for FDEs of neutral type (NDEs) |
Problem for a process with aftereffect renewal / 1.5: |
Cauchy problem for RDEs |
Basic solvability theorem |
Variants |
Semigroup relation |
Absolutely continuous solutions |
RDEs with infinite delay / 2.5: |
Features of the Cauchy problem for RDEs / 2.6: |
Cauchy problem for NDEs |
Smooth solutions |
NDEs with a functional of integral type |
Application of the steps method |
Transition to the operator equation |
Hale's form of NDEs |
Differential inclusions of retarded type (RDIs) |
Introduction |
Multimaps |
Solvability of the Cauchy problem for RDIs |
Generalized solutions of RDEs and RDIs |
General linear FDEs with aftereffect |
Cauchy problem for linear RDEs |
Generalization |
Integral representation for the solution of the Cauchy problem (variation of constants formula) |
Adjoint equation. Periodic solutions |
Linear NDEs |
Simplest nonautonomous RDEs of the first and second orders |
Linear autonomous FDEs |
Exponential solutions of linear autonomous RDEs |
Solution of the Cauchy problem |
Example of a showering person |
Linear autonomous NDEs |
Hopf bifurcation of FDEs |
Example |
General case |
Example of an RDE with constant delay: intraspecific struggle for a common food |
Example of an RDE with autoregulative delay: combustion in the chamber of a turbojet engine |
Example NDE: auto-oscillation in a long line with tunnel diod / 7.7: |
Stochastic retarded differential equations (SRDEs) / 8.: |
Initial value problem / 8.1: |
Existence and uniqueness of solution / 8.2: |
Some characteristics of solutions of linear equations / 8.3: |
Stability / Part III.: |
Stability of retarded differential equations / Chapter 4.: |
Liapunov's direct method |
Stability definitions |
Stability theorems for equations with bounded delay |
Stability of equations with unbounded delay |
Stability of linear nonautonomous RDEs |
Stability of linear periodic RDEs |
Application of comparison theorems / 1.6: |
Stability in the first approximation / 1.7: |
Case of non-positive derivative / 1.8: |
Linear autonomous RDEs |
Laplace transformation |
Stability conditions |
Stability investigation methods for linear autonomous RDEs |
Mikhailov criterium |
Scalar n-th order equations |
Equations with discrete delays |
Razumikhin's method |
Guiding functions for systems without delay |
Guiding functionals for RDEs |
Direct application of Liapunov functions to RDEs |
The main idea of B.S. Razumikhin |
"Impossibility of the first breakdown" |
Precize formulation / 4.7: |
Connection between Razumikhin's method and Liapunov functionals / 4.8: |
Asymptotic stability / 4.9: |
Refinement of estimations / 4.10: |
Transformation of RDEs / 4.11: |
Other applications of Razumikhin's method / 4.13: |
Stability of RDEs with autonomous linear part / Chapter 5.: |
Notations |
L[superscript 2]-stability |
Estimates for the Green function |
A bound for a region of attraction |
Liapunov functionals for concrete FDEs / Chapter 6.: |
Statement of the problem |
Formal description of the procedure |
Dissipative systems |
Exponential contractivity |
Exponentially stable linear part |
Smooth coefficients |
Scalar RDEs |
Scalar equations of n-th order |
Scalar equations of second order |
Stability of chemostat |
Riccati type stability conditions of some linear systems with delay / Chapter 7.: |
Special case |
The stability condition for this case |
An application of a form of NDE |
One more stability condition |
Discrete delay-independent stability conditions |
Delay-dependent stability conditions for equations with discrete delays |
The stability condition |
Distributed delay |
Stability of neutral type functional differential equations / Chapter 8.: |
Direct Liapunov's method |
Degenerate Liapunov functionals |
Stability in a first approximation |
The use of functionals depending on derivatives |
Instability of NDEs |
Stability of linear NDEs |
Scalar NDEs |
Stability of NDEs with discrete delays |
The influence of small delays on stability |
Linear inhomogeneous NDEs |
Boundedness of derivatives for linear NDEs |
Boundedness of derivatives for nonlinear NDEs / 2.7: |
Linear periodic NDEs / 2.8: |
Application of the direct Liapunov method / Chapter 9.: |
Description of the procedure |
Scalar NDEs of n-th order |
Another stability condition |
The summarizing result |
Nonlinear NDEs |
Stability of the second order NDEs |
An illustrative example for dimension n = 3 |
Matrix Riccati equations in stability of NDEs |
Stability of stochastic functional differential equations / Chapter 10.: |
Definitions of stability |
Ito's formula |
Examples |
Exponential stability |
Stability under persistent disturbances |
Boundedness of moments of solutions |
General conditions for boundedness of moments |
Scalar SRDE |
Second order SRDE |
Construction of Liapunov functionals for SNDEs |
Scalar SNDE |
Nonlinear example |
Riccati matrix equations in stability of linear SRDEs |
Boundary Value Problems and Periodic Solutions of Differential Equations / Part IV.: |
Boundary value problems for functional differential equations / Chapter 11.: |
Boundary value problems for FDEs of evolutionary type |
Problems with a finite defect |
Halanay's boundary value problem |
Periodic problem |
Boundary value problems for FDEs of nonevolutionary type |
FDEs with unique principal term |
FDEs with nonunique principal term |
Fredholm alternative for periodic solutions of linear FDEs / Chapter 12.: |
Existence of periodic solutions |
Conditions of the Fredholm alternative validity |
Connection between boundedness and periodicity |
Periodic solution of linear difference equations (DcEs) |
Stationary case. Commensurable shifts of the argument |
Arbitrary delays |
Variable coefficients, delays divisible by a period |
Variable coefficients, delays commensurable with a period |
Variable coefficients, arbitrary constant delays |
NDEs with small nonlinearities |
Periodic solutions of autonomous FDEs with small parameter |
Generalized periodic solutions of Functional Differential Equations / Chapter 13.: |
Some prerequisites |
Conditions of existence of periodic solutions |
Relation between stability and periodicity |
Stability of periodic solutions |
Periodic solutions of concrete classes of equations |
The case of quasilinear deterministic equation |
Linear equations |
Periodic solutions of the Ito's SFDEs |
Scalar SRDEs |
Method of Liapunov functionals |
Uniqueness of periodic solutions |
Control and Estimation in Hereditary Systems / Part V.: |
Problems of control for deterministic FDEs / Chapter 14.: |
The dynamic programming method for deterministic RDEs. Bellman's equation |
Optimality conditions |
Linear quadratic problems |
Optimal control synthesis |
Exact solution |
Systems with delays in the control |
Effects of delays in regulators |
NDE |
Optimal control of bilinear hereditary systems |
Construction of the optimal control synthesis |
Model of optimal feedback control for microbial growth |
Control problems with phase constraint formula |
General optimality conditions |
Necessary optimality conditions |
Systems with state delays |
Systems with distributed delays |
Linear systems with discrete and distributed delays |
Neutral type systems |
Adaptive control of FDEs |
Scalar equations |
Delay identification |
Multidimensional systems |
Optimal control of stochastic delay systems / Chapter 15.: |
Dynamic programming method for controlled stochastic hereditary processes |
The linear quadratic problem |
Bellman functional and optimal control |
Approximate solution |
Some generalizations |
Approximate optimal control for equations with small parameters |
Formal algorithm |
Quasilinear systems with quadratic cost |
Another approach to the problem of optimal synthesis control |
Admissible functionals |
Quasilinear quadratic problems |
State estimates of stochastic systems with delay / Chapter 16.: |
Filtering of Gaussian processes |
Problem statement |
Integral representation for the optimal estimate |
The fundamental filtering equation |
Dual optimal control problem |
Particular cases |
Dependence of the error of the optimal estimate on the delay |
Filtering of solutions of Ito's equations with delay |
Dual control problem |
Minimax filtering in systems with delay |
Bibliography |
Index |