Spurious roots of delay differential equations using Galerkin approximations

2020 ◽  
Vol 26 (15-16) ◽  
pp. 1178-1184
Author(s):  
Shanti S Kandala ◽  
Surya Samukham ◽  
Thomas K Uchida ◽  
C. P. Vyasarayani

The dynamics of time-delay systems are governed by delay differential equations, which are infinite dimensional and can pose computational challenges. Several methods have been proposed for studying the stability characteristics of delay differential equations. One such method employs Galerkin approximations to convert delay differential equations into partial differential equations with boundary conditions; the partial differential equations are then converted into systems of ordinary differential equations, whereupon standard ordinary differential equation methods can be applied. The Galerkin approximation method can be applied to a second-order delay differential equation in two ways: either by converting into a second-order partial differential equation and then into a system of second-order ordinary differential equations (the “second-order Galerkin” method) or by first expressing as two first-order delay differential equations and converting into a system of first-order partial differential equations and then into a first-order ordinary differential equation system (the “first-order Galerkin” method). In this paper, we demonstrate that these subtly different formulation procedures lead to different roots of the characteristic polynomial. In particular, the second-order Galerkin method produces spurious roots near the origin, which must then be identified through substitution into the characteristic polynomial of the original delay differential equation. However, spurious roots do not arise if the first-order Galerkin method is used, which can reduce computation time and simplify stability analyses. We describe these two formulation strategies and present numerical examples to highlight their important differences.

Author(s):  
Shanti Swaroop Kandala ◽  
Thomas K. Uchida ◽  
C. P. Vyasarayani

Abstract Many practical systems have inherent time delays that cannot be ignored; thus, their dynamics are described using delay differential equations (DDEs). The Galerkin approximation method is one strategy for studying the stability of time-delay systems. In this work, we consider delays that are time-varying and, specifically, time-periodic. The Galerkin method can be used to obtain a system of ordinary differential equations (ODEs) from a second-order time-periodic DDE in two ways: either by converting the DDE into a second-order time-periodic partial differential equation (PDE) and then into a system of second-order ODEs, or by first expressing the original DDE as two first-order time-periodic DDEs, then converting into a system of first-order time-periodic PDEs, and finally converting into a first-order time-periodic ODE system. The difference between these two formulations in the context of control is presented in this paper. Specifically, we show that the former produces spurious Floquet multipliers at a spectral radius of 1. We also propose an optimization-based framework to obtain feedback gains that stabilize closed-loop control systems with time-periodic delays. The proposed optimization-based framework employs the Galerkin method and Floquet theory, and is shown to be capable of stabilizing systems considered in the literature. Finally, we present experimental validation of our theoretical results using a rotary inverted pendulum apparatus with inherent sensing delays as well as additional time-periodic state-feedback delays that are introduced deliberately.


1996 ◽  
Vol 48 (4) ◽  
pp. 871-886 ◽  
Author(s):  
Horng-Jaan Li ◽  
Wei-Ling Liu

AbstractSome oscillation criteria are given for the second order neutral delay differential equationwhere τ and σ are nonnegative constants, . These results generalize and improve some known results about both neutral and delay differential equations.


1927 ◽  
Vol 46 ◽  
pp. 126-135 ◽  
Author(s):  
E. T. Copson

A partial differential equation of physics may be defined as a linear second-order equation which is derivable from a Hamiltonian Principle by means of the methods of the Calculus of Variations. This principle states that the actual course of events in a physical problem is such that it gives to a certain integral a stationary value.


1863 ◽  
Vol 12 ◽  
pp. 420-424

Jacobi in a posthumous memoir, which has only this year appeared, has developed two remarkable methods (agreeing in their general character, but differing in details) of solving non-linear partial differential equations of the first order, and has applied them in connexion with that theory of the differential equations of dynamics which was established by Sir W. R. Hamilton in the 'Philosophical Transactions’ for 1834-35. The knowledge, indeed, that the solution of the equation of a dynamical problem is involved in the discovery of a single central function, defined by a single partial differential equation of the first order, does not appear to have been hitherto (perhaps it will never be) very fruitful in practical results.


1985 ◽  
Vol 5 (3) ◽  
pp. 437-443 ◽  
Author(s):  
R. Rudnicki

AbstractWe prove that the dynamical systems generated by first order partial differential equations are K-flows and chaotic in the sense of Auslander & Yorke.


1834 ◽  
Vol 124 ◽  
pp. 247-308 ◽  

The theoretical development of the laws of motion of bodies is a problem of such interest and importance, that it has engaged the attention of all the most eminent mathematicians, since the invention of dynamics as a mathematical science by Galileo, and especially since the wonderful extension which was given to that science by Newton. Among the successors of those illustrious men, Lagrange has perhaps done more than any other analyst, to give extent and harmony to such deductive researches, by showing that the most varied consequences respecting the motions of systems of bodies may be derived from one radical formula; the beauty of the method so suiting the dignity of the results, as to make of his great work a kind of scientific poem. But the science of force, or of power acting by law in space and time, has undergone already another revolution, and has become already more dynamic, by having almost dismissed the conceptions of solidity and cohesion, and those other material ties, or geometrically imaginable conditions, which Lagrange so happily reasoned on, and by tending more and more to resolve all connexions and actions of bodies into attractions and repulsions of points: and while the science is advancing thus in one direction by the improvement of physical views, it may advance in another direction also by the invention of mathematical methods. And the method proposed in the present essay, for the deductive study of the motions of attracting or repelling systems, will perhaps be received with indulgence, as an attempt to assist in carrying forward so high an inquiry. In the methods commonly employed, the determination of the motion of a free point in space, under the influence of accelerating forces, depends on the integration of three equations in ordinary differentials of the second order; and the determination of the motions of a system of free points, attracting or repelling one another, depends on the integration of a system of such equations, in number threefold the number of the attracting or repelling points, unless we previously diminish by unity this latter number, by considering only relative motions. Thus, in the solar system, when we consider only the mutual attractions of the sun and of the ten known planets, the determination of the motions of the latter about the former is reduced, by the usual methods, to the integration of a system of thirty ordinary differential equations of the second order, between the coordinates and the time; or, by a transformation of Lagrange, to the integration of a system of sixty ordinary differential equations of the first order, between the time and the elliptic elements: by which integrations, the thirty varying coordinates, or the sixty varying elements, are to be found as functions of the time. In the method of the present essay, this problem is reduced to the search and differentiation of a single function, which satisfies two partial differential equations of the first order and of the second degree: and every other dynamical problem, respecting the motions of any system, however numerous, of attracting or repelling points, (even if we suppose those points restricted by any conditions of connexion consistent with the law of living force,) is reduced, in like manner, to the study of one central function, of which the form marks out and characterizes the properties of the moving system, and is to be determined by a pair of partial differential equations of the first order, combined with some simple considerations. The difficulty is therefore at least transferred from the integration of many equations of one class to the integration of two of another: and even if it should be thought that no practical facility is gained, yet an intellectual pleasure may result from the reduction of the most complex and, probably., of all researches respecting the forces and motions of body, to the study of one characteristic function, the unfolding of one central relation.


2014 ◽  
Vol 30 (3) ◽  
pp. 293-300
Author(s):  
J. DZURINA ◽  
◽  
B. BACULIKOVA ◽  

In the paper we offer oscillation criteria for even-order neutral differential equations, where z(t) = x(t) + p(t)x(τ(t)). Establishing a generalization of Philos and Staikos lemma, we introduce new comparison principles for reducing the examination of the properties of the higher order differential equation onto oscillation of the first order delay differential equations. The results obtained are easily verifiable.


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