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Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Although the numerical methods for stochastic differential equations (SDEs) have been well studied, there are only a few results on the numerical solutions for SDEwMSs. By this manuscript we continue our series of papers on numerical solutions of SDEwMSs. The main aim of this paper is to investigate the stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching (EMSDEwMSs) and discuss their convergence. [ABSTRACT FROM AUTHOR]

In this paper, we study the existence of analytic invariant curves of an iterative equationwhich is from Pielou's equation. By reducing the equation with the Schröder transformation to an auxiliary equation, the author discusses not only that the constantat resonance, i.e. at a root of the unity, but also thosenear resonance under the Brjuno condition. [ABSTRACT FROM AUTHOR]

In this paper, using critical point theory, some sufficient conditions are obtained for the existence of periodic solutions of a class of second order difference equation. [ABSTRACT FROM AUTHOR]

This paper is devoted to the study of the existence of extremal solutions to a first-order initial value problem on an interval of an arbitrary time scale. We prove the existence of extremal solutions for problems satisfying Carathéodory's conditions. Moreover, they are approximated uniformly by a sequence of lower and upper solutions to this problem, respectively. We also can warrant the existence and approximation of extremal solutions for the problem by relaxing their continuity properties. [ABSTRACT FROM AUTHOR]

This paper studies the stability properties of a nonstandard finite difference (NSFD) scheme used to simulate the dynamics of a mouse population model in hantavirus epidemics. It is shown that this difference scheme and the underlying system of differential equations have the same dynamics. The proof uses the fact that the total population obeys the logistic equation, as well as techniques from calculus, graphical analysis, and dynamical systems. [ABSTRACT FROM AUTHOR]

In this paper we develop some techniques to obtain global hyperbolicity for a certain class of endomorphisms of with This kind of endomorphisms are obtained from vectorial difference equations where the mapping defining these equations satisfy a circulant condition. In particular, we show that one-parameter families of these quadratic endomorphisms are hyperbolic for large values of the parameter. [ABSTRACT FROM AUTHOR]

There has been a considerable number of recent discussions on applications of different types of dynamic derivatives. The dynamic derivatives not only play a central role in time scales theory and methods, but also provide a remarkable way of approximations in mathematical modelling and computational applications. In this paper, we will explore connections between existing dynamic and conventional derivatives over the time scales used. We will show that while first order dynamic derivatives provide acceptable accuracies in approximating conventional derivatives, second order dynamic derivatives are in general inconsistent with conventional derivatives. It is evident that, before incorporating structures of particular time scales used into the dynamic derivative formulae properly, one needs to be prudential when bridging discrepancies between the differential and difference equations modelling similar applications by higher order dynamic derivatives. Numerical experiments are given to further illustrate our conclusions. [ABSTRACT FROM AUTHOR]