The Magnus Expansion for Periodic Delay Differential Equations

Author(s):  
Árpád Takács ◽  
Eric A. Butcher ◽  
Tamás Insperger

In this paper, the application of the Magnus expansion on periodic time-delayed differential equations is proposed, where an approximation technique of Chebyshev Spectral Continuous Time Approximation (CSCTA) is first used to convert a system of delayed differential equations (DDEs) into a system of ordinary differential equations (ODEs), whose solution are then obtained via the Magnus expansion. The stability and time response of this approach are investigated on two examples and compared with known results in the literature.

Author(s):  
Eric A. Butcher ◽  
Oleg A. Bobrenkov

In this paper, the approximation technique proposed in [1] for converting a system of constant-coefficient delay differential equations (DDEs) into a system of ordinary differential equations (ODEs) using pseudospectral differencing is applied to both constant and periodic systems of DDEs. Specifically, the use of Chebyshev spectral collocation is proposed in order to obtain the “spectral accuracy” convergence behavior shown in [1]. The proposed technique is used to study the stability of first and second order constant coefficient DDEs with one or two fixed delays with or without cubic nonlinearity and parametric sinusoidal excitation, as well as of the delayed Mathieu’s equation. In all the examples, the results of the approximation by the proposed method show good agreement with either analytical results, or the results obtained before by other reliable approximation methods. In particular, the greater accuracy and convergence properties of this method compared to the finite difference-based continuous time approximation proposed recently in [2] is shown.


Author(s):  
Oleg A. Bobrenkov ◽  
Morad Nazari ◽  
Eric A. Butcher

In this paper, the analysis of delay differential equations with periodic coefficients and discontinuous distributed delay is carried out through discretization by Chebyshev spectral continuous time approximation (ChSCTA). These features are introduced in the delayed Mathieu equation with discontinuous distributed delay used as an illustrative example. The efficiency of the process of stability analysis is improved by using shifted Chebyshev polynomials for computing the monodromy matrix, as well as the adaptive meshing of the parameter plane. An idea for a method for numerical integration of periodic DDEs with discontinuous distributed delay based on existing MATLAB functions is proposed.


2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
Gang Jin ◽  
Houjun Qi ◽  
Zhanjie Li ◽  
Jianxin Han ◽  
Hua Li

Delay differential equations (DDEs) are widely utilized as the mathematical models in engineering fields. In this paper, a method is proposed to analyze the stability characteristics of periodic DDEs with multiple time-periodic delays. Stability charts are produced for two typical examples of time-periodic DDEs about milling chatter, including the variable-spindle speed milling system with one-time-periodic delay and variable pitch cutter milling system with multiple delays. The simulations show that the results gained by the proposed method are in close agreement with those existing in the past literature. This indicates the effectiveness of our method in terms of time-periodic DDEs with multiple time-periodic delays. Moreover, for milling processes, the proposed method further provides a generalized algorithm, which possesses a good capability to predict the stability lobes for milling operations with variable pitch cutter or variable-spindle speed.


Author(s):  
Firas A. Khasawneh ◽  
Brian P. Mann ◽  
Bhavin Patel

This paper describes a new approach to examine the stability of delay differential equations that builds upon prior work using temporal finite element analysis. In contrast to previous analyses, which could only be applied to second order delay differential equations, the present manuscript develops an approach which can be applied to a broader class of systems — systems that may be written in the form of a state space model. A primary outcome from this work is a generalized framework to investigate the asymptotic stability of autonomous delay differential equations with a single time delay. Furthermore, this approach is shown to be applicable to time-periodic delay differential equations and equations that are piecewise continuous.


2010 ◽  
Vol 16 (7-8) ◽  
pp. 1067-1085 ◽  
Author(s):  
B.P. Mann ◽  
B.R. Patel

In this paper we describe a new approach to examine the stability of delay differential equations that builds upon prior work using temporal finite element analysis. In contrast to previous analyses, which could only be applied to second-order delay differential equations, the present manuscript develops an approach which can be applied to a broader class of systems: systems that may be written in the form of a state space model. A primary outcome from this work is a generalized framework to investigate the asymptotic stability of autonomous delay differential equations with a single time delay. Furthermore, this approach is shown to be applicable to time-periodic delay differential equations and equations that are piecewise continuous.


2016 ◽  
Vol 59 (4) ◽  
pp. 849-857
Author(s):  
Kyeongah Nah ◽  
Gergely Röst

AbstractWe prove that for the linear scalar delay differential equationwith non-negative periodic coefficients of period P > 0, the stability threshold for the trivial solution is , assuming that b(t+1)−a(t) does not change its sign. By constructing a class of explicit examples, we show the counter-intuitive result that, in general, r = 0 is not a stability threshold.


Author(s):  
Süleyman Öğrekçi

In this paper, we consider the stability problem of delay differential equations in the sense of Hyers-Ulam-Rassias. Recently this problem has been solved for bounded intervals, our result extends and improve the literature by obtaining stability in unbounded intervals. An illustrative example is also given to compare these results and visualize the improvement.


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