scholarly journals Approximate Solutions of Linearized Delay Differential Equations Arising from a Microbial Fermentation Process Using the Matrix Lambert Function

2016 ◽  
Vol 48 (1) ◽  
pp. 25-38
Author(s):  
Agus Yodi Gunawan ◽  
◽  
Kasbawati Kasbawati ◽  
Kuntjoro Adji Sidarto ◽  
◽  
...  
Author(s):  
Sun Yi ◽  
Patrick W. Nelson ◽  
A. Galip Ulsoy

We investigate the stability of the regenerative machine tool chatter problem, in a turning process modeled using delay differential equations (DDEs). An approach using the matrix Lambert function for the analytical solution to systems to delay differential equations is applied to this problem and compared with the result obtained using a bifurcation analysis. The Lambert function, known to be useful for solving scalar first order DDEs, has recently been extended to a matrix Lambert function approach to solve systems of DDEs. The essential advantage of the matrix Lambert approach is not only the similarity to the concept of the state transition matrix in linear ordinary differential equations, enabling its use for general classes of linear delay differential equations, but also the observation that we need only the principal branch among an infinite number of roots to determine the stability of a system of DDEs. The bifurcation method combined with Sturm sequences provides an algorithm for determining the stability of DDEs without restrictive geometric analysis. With this approach, one can obtain the critical values of delay which determine the stability of a system and hence the preferred operating spindle speed without chatter. We apply both the matrix Lambert function and the bifurcation analysis approach to the problem of chatter stability in turning, and compare the results obtained to existing methods. The two new approaches show excellent accuracy, and certain other advantages, when compared to traditional graphical, computational and approximate methods.


2015 ◽  
Vol 2015 ◽  
pp. 1-12 ◽  
Author(s):  
D. Olvera ◽  
A. Elías-Zúñiga ◽  
L. N. López de Lacalle ◽  
C. A. Rodríguez

We expand the application of the enhanced multistage homotopy perturbation method (EMHPM) to solve delay differential equations (DDEs) with constant and variable coefficients. This EMHPM is based on a sequence of subintervals that provide approximate solutions that require less CPU time than those computed from the dde23 MATLAB numerical integration algorithm solutions. To address the accuracy of our proposed approach, we examine the solutions of several DDEs having constant and variable coefficients, finding predictions with a good match relative to the corresponding numerical integration solutions.


2004 ◽  
Vol 14 (09) ◽  
pp. 2999-3021 ◽  
Author(s):  
CHRISTOPHER T. H. BAKER ◽  
JUDITH M. FORD ◽  
NEVILLE J. FORD

We consider stochastic delay differential equations of the form [Formula: see text] interpreted in the Itô sense, with Y(t)=Φ(t) for t∈[t0-τ,t0] (here, W(t) is a standard Wiener process and τ>0 is the constant "lag", or "time-lag"). We are interested in bifurcations (that is, changes in the qualitative behavior of solutions of these equations) and we draw on insights from the related deterministic delay differential equation, for which there is a substantial body of known theory, and numerical results that enable us to discuss where changes occur in the behavior of the (exact and approximate) solutions of the equation. Rather diverse components of mathematical background are necessary to understand the questions of interest. In this paper we first review some deterministic results and some basic elements of the stochastic analysis that (i) suggests lines of investigation for the stochastic case and (ii) are expected to facilitate the theoretical investigation of the stochastic problem. We then present the results of numerical experiments that illustrate some of the complexities that arise when considering bifurcations in stochastic delay differential equations. They give prima facie evidence for certain convergence properties of the bifurcation points estimated using the Euler–Maruyama method for the equations considered. We conclude by drawing attention to a number of open questions in the field.


2020 ◽  
Vol 85 (4) ◽  
pp. 1123-1153
Author(s):  
Lei Shi ◽  
Zhong Chen ◽  
Xiaohua Ding ◽  
Qiang Ma

AbstractIn this paper, a stable collocation method for solving the nonlinear fractional delay differential equations is proposed by constructing a new set of multiscale orthonormal bases of $W^{1}_{2,0}$ W 2 , 0 1 . Error estimations of approximate solutions are given and the highest convergence order can reach four in the sense of the norm of $W_{2,0}^{1}$ W 2 , 0 1 . To overcome the nonlinear condition, we make use of Newton’s method to transform the nonlinear equation into a sequence of linear equations. For the linear equations, a rigorous theory is given for obtaining their ε-approximate solutions by solving a system of equations or searching the minimum value. Stability analysis is also obtained. Some examples are discussed to illustrate the efficiency of the proposed method.


2016 ◽  
Vol 13 (10) ◽  
pp. 6563-6567
Author(s):  
Mohammed M Babatin

Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The method is based upon Chebyshev approximations and introduce a new approximate formula for the fractional derivative. The fractional derivative is described in the Caputo sense. Special attention is given to study the convergence analysis and estimate the upper bound of the error of the proposed formula. The properties of Chebyshev polynomials are utilized to reduce FDDEs to linear or nonlinear system of algebraic equations. Numerical simulation and the exact solutions of FDDEs are presented.


2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Ali Akgül ◽  
Adem Kiliçman

We use the reproducing kernel method (RKM) with interpolation for finding approximate solutions of delay differential equations. Interpolation for delay differential equations has not been used by this method till now. The numerical approximation to the exact solution is computed. The comparison of the results with exact ones is made to confirm the validity and efficiency.


Author(s):  
Waleed M. Abd-Elhameed ◽  
José A. Tenreiro Machado ◽  
Youssri H. Youssri

Abstract This paper presents an explicit formula that approximates the fractional derivatives of Chebyshev polynomials of the first-kind in the Caputo sense. The new expression is given in terms of a terminating hypergeometric function of the type 4 F 3(1). The integer derivatives of Chebyshev polynomials of the first-kind are deduced as a special case of the fractional ones. The formula will be applied for obtaining a spectral solution of a certain type of fractional delay differential equations with the aid of an explicit Chebyshev tau method. The shifted Chebyshev polynomials of the first-kind are selected as basis functions and the spectral tau method is employed for obtaining the desired approximate solutions. The convergence and error analysis are discussed. Numerical results are presented illustrating the efficiency and accuracy of the proposed algorithm.


Author(s):  
Reham K. Alshehri ◽  
Banan S. Maayah ◽  
Abdelhalim Ebaid

Delay differential equations (DDEs) are generalization of the ordinary differential equation (ODEs), which is suitable for physical system that also depends on the past data. In this paper, the Reproducing Kernel Hilbert Spaces (RKHS) method is applied to approximate the solution of a general form of first, second and third order fractional DDEs (FDDEs). It is a relatively new analytical technique. The analytical and approximate solutions are represented in terms of series in the RKHS.


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