Fast generation of stability charts for time-delay systems using continuation of characteristic roots

Many dynamic processes involve time delays, thus their dynamics are governed by delay differential equations (DDEs). Studying the stability of dynamic systems is critical, but analyzing the stability of time-delay systems is challenging because DDEs are infinite-dimensional. We propose a new approach to quickly generate stability charts for DDEs using continuation of characteristic roots (CCR). In our CCR method, the roots of the characteristic equation of a DDE are written as implicit functions of the parameters of interest, and the continuation equations are derived in the form of ordinary differential equations (ODEs). Numerical continuation is then employed to determine the characteristic roots at all points in a parametric space; the stability of the original DDE can then be easily determined. A key advantage of the proposed method is that a system of linearly independent ODEs is solved rather than the typical strategy of solving a large eigenvalue problem at each grid point in the domain. Thus, the CCR method significantly reduces the computational effort required to determine the stability of DDEs. As we demonstrate with several examples, the CCR method generates highly accurate stability charts, and does so up to 10 times faster than the Galerkin approximation method.Comment: 12 pages, 6 figure

The semiclassical relation between open trajectories and periodic orbits for the Wigner time delay

The Wigner time delay of a classically chaotic quantum system can be expressed semiclassically either in terms of pairs of scattering trajectories that enter and leave the system or in terms of the periodic orbits trapped inside the system. We show how these two pictures are related on the semiclassical level. We start from the semiclassical formula with the scattering trajectories and derive from it all terms in the periodic orbit formula for the time delay. The main ingredient in this calculation is a new type of correlation between scattering trajectories which is due to trajectories that approach the trapped periodic orbits closely. The equivalence between the two pictures is also demonstrated by considering correlation functions of the time delay. A corresponding calculation for the conductance gives no periodic orbit contributions in leading order.Comment: 21 pages, 5 figure

PID and PID-like controller design by pole assignment within D-stable regions

This paper presents a new PID and PID-like controller design method that permits the designer to control the desired dynamic performance of a closed-loop system by first specifying a set of desired D-stable regions in the complex plane and then running a numerical optimisation algorithm to find the controller parameters such that all the roots of the closed-loop system are within the specified regions. This method can be used for stable and unstable plants with high order degree, for plants with time delay, for controller with more than three design parameters, and for various controller configurations. It also allows a unified treatment of the controller design for both continuous and discrete systems. Examples and comparative simulation results are pro-vided to illustrate its merit

Capturing pattern bi-stability dynamics in delay-coupled swarms

Swarms of large numbers of agents appear in many biological and engineering fields. Dynamic bi-stability of co-existing spatio-temporal patterns has been observed in many models of large population swarms. However, many reduced models for analysis, such as mean-field (MF), do not capture the bifurcation structure of bi-stable behavior. Here, we develop a new model for the dynamics of a large population swarm with delayed coupling. The additional physics predicts how individual particle dynamics affects the motion of the entire swarm. Specifically, (1) we correct the center of mass propulsion physics accounting for the particles velocity distribution; (2) we show that the model we develop is able to capture the pattern bi-stability displayed by the full swarm model.Comment: 6 pages 4 figure

Asymptotic properties of the spectrum of neutral delay differential equations

Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived exact stability boundary. The approximate and exact stability borders agree quite well for the large time delay, and the inclusion of a time-delayed velocity feedback improves this agreement for small delays. Theoretical results are complemented by a numerically computed spectrum of the corresponding characteristic equations.Comment: 14 pages, 6 figure

Analytical and experimental stability investigation of a hardware-in-the-loop satellite docking simulator

The European Proximity Operation Simulator (EPOS) of the DLR-German Aerospace Center is a robotics-based simulator that aims at validating and verifying a satellite docking phase. The generic concept features a robotics tracking system working in closed loop with a force/torque feedback signal. Inherent delays in the tracking system combined with typical high stiffness at contact challenge the stability of the closed-loop system. The proposed concept of operations is hybrid: the feedback signal is a superposition of a measured value and of a virtual value that can be tuned in order to guarantee a desired behavior. This paper is concerned with an analytical study of the system's closed-loop stability, and with an experimental validation of the hybrid concept of operations in one dimension (1D). The robotics simulator is modeled as a second-order loop-delay system and closed-form expressions for the critical delay and associated frequency are derived as a function of the satellites' mass and the contact dynamics stiffness and damping parameters. A numerical illustration sheds light on the impact of the parameters on the stability regions. A first-order Pade approximation provides additional means of stability investigation. Experiments were performed and tests results are described for varying values of the mass and the damping coefficients. The empirical determination of instability is based on the coefficient of restitution and on the observed energy. There is a very good agreement between the critical damping values predicted by the analysis and observed during the tests...Comment: 16 page

Time-delayed feedback control of unstable periodic orbits near a subcritical Hopf bifurcation

We show that Pyragas delayed feedback control can stabilize an unstable periodic orbit (UPO) that arises from a generic subcritical Hopf bifurcation of a stable equilibrium in an n-dimensional dynamical system. This extends results of Fiedler et al. [PRL 98, 114101 (2007)], who demonstrated that such feedback control can stabilize the UPO associated with a two-dimensional subcritical Hopf normal form. Pyragas feedback requires an appropriate choice of a feedback gain matrix for stabilization, as well as knowledge of the period of the targeted UPO. We apply feedback in the directions tangent to the two-dimensional center manifold. We parameterize the feedback gain by a modulus and a phase angle, and give explicit formulae for choosing these two parameters given the period of the UPO in a neighborhood of the bifurcation point. We show, first heuristically, and then rigorously by a center manifold reduction for delay differential equations, that the stabilization mechanism involves a highly degenerate Hopf bifurcation problem that is induced by the time-delayed feedback. When the feedback gain modulus reaches a threshold for stabilization, both of the genericity assumptions associated with a two-dimensional Hopf bifurcation are violated: the eigenvalues of the linearized problem do not cross the imaginary axis as the bifurcation parameter is varied, and the real part of the cubic coefficient of the normal form vanishes. Our analysis of this degenerate bifurcation problem reveals two qualitatively distinct cases when unfolded in a two-parameter plane. In each case, Pyragas-type feedback successfully stabilizes the branch of small-amplitude UPOs in a neighborhood of the original bifurcation point, provided that the phase angle satisfies a certain restriction.Comment: 35 pages, 19 figure