Advances in Functional Differential Equations and Their Stochastic Versions: Theory, Numerics, and Applications
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "C1: Difference and Differential Equations".
Deadline for manuscript submissions: 31 July 2026 | Viewed by 30
Special Issue Editors
Interests: mathematical modelling; engineering, applied and computational mathematics; mathematical analysis
Interests: probability; dynamic analysis; nonlinear analysis; modal analysis; mathematical statistics; statistical analysis; statistical modeling; data analysis; applied statistics; finite element analysis
Interests: functional analysis; applied mathematics; mathematical analysis; differential equations; numerical analysis; numerical mathematics; mathematical modelling; mathematical computing; real analysis
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Functional differential equations are mathematical tools that describe systems whose evolution depends not only on their current state but also on past states (delay differential equations), future states (advanced differential equations), or more generally, on their history within a function space (such as neutral differential equations). Such equations provide a more realistic representation of the widespread "time-delay" phenomena in the real world, such as the time required for signal transmission, decision-making feedback, biological growth, and the implementation of economic policies. When a system is further subjected to unpredictable random disturbances, it becomes necessary to study its stochastic version—stochastic functional differential equations. These models integrate stochastic analysis with functional analysis, offering a powerful framework for describing dynamical systems with memory effects that are influenced by noise.
This special issue entitled “Advances in Functional Differential Equations and Their Stochastic Versions: Theory, Numerics, and Applications” aims to bring together the latest groundbreaking advances in this field, focusing on three key pillars: theoretical analysis, innovative numerical algorithms, and interdisciplinary applications. It seeks to demonstrate how functional differential equations serve as a bridge connecting profound pure mathematical theories with complex practical problems in engineering, life sciences, finance, and other domains.
Dr. Genghong Lin
Dr. Wenjuan Guo
Prof. Dr. Zhisu Liu
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- functional differential equations
- (delay) differential equations
- difference equations
- stochastic differential equations
- stability analysis
- stochastic optimal control
Benefits of Publishing in a Special Issue
- Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
- Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
- Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
- External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
- Reprint: MDPI Books provides the opportunity to republish successful Special Issues in book format, both online and in print.
Further information on MDPI's Special Issue policies can be found here.
