Numerical Solution of Piecewise Constant Delay Systems Based on a Hybrid Framework

An efficient numerical scheme for solving delay differential equations with a piecewise constant delay function is developed in this paper. The proposed approach is based on a hybrid of block-pulse functions and Taylor’s polynomials. The operational matrix of delay corresponding to the proposed hybrid functions is introduced. The sparsity of this matrix significantly reduces the computation time and memory requirement. The operational matrices of integration, delay, and product are employed to transform the problem under consideration into a system of algebraic equations. It is shown that the developed approach is also applicable to a special class of nonlinear piecewise constant delay differential equations. Several numerical experiments are examined to verify the validity and applicability of the presented technique

Numerical solution of constant coefficient linear delay differential equations as abstract Cauchy problems

In this paper we present an approach, for the numerical solution of linear delay differential equations, different from the classical step-by-step method. We restate the equation as an abstract Cauchy problem and then we discretize it in a system of ordinary differential equations. The scheme of discretization is proved to be convergent. Moreover the asymptotic stability is investigated for two significan classes of asymptotically stable problems

Delay-dependent Stability of Genetic Regulatory Networks

Genetic regulatory networks are biochemical reaction systems, consisting of a network of interacting genes and associated proteins. The dynamics of genetic regulatory networks contain many complex facets that require careful consideration during the modeling process. The classical modeling approach involves studying systems of ordinary differential equations (ODEs) that model biochemical reactions in a deterministic, continuous, and instantaneous fashion. In reality, the dynamics of these systems are stochastic, discrete, and widely delayed. The first two complications are often successfully addressed by modeling regulatory networks using the Gillespie stochastic simulation algorithm (SSA), while the delayed behavior of biochemical events such as transcription and translation are often ignored due to their mathematically difficult nature. We develop techniques based on delay-differential equations (DDEs) and the delayed Gillespie SSA to study the effects of delays, in both continuous deterministic and discrete stochastic settings. Our analysis applies techniques from Floquet theory and advanced numerical analysis within the context of delay-differential equations, and we are able to derive stability sensitivities for biochemical switches and oscillators across the constituent pathways, showing which pathways in the regulatory networks improve or worsen the stability of the system attractors. These delay sensitivities can be far from trivial, and we offer a computational framework validated across multiple levels of modeling fidelity. This work suggests that delays may play an important and previously overlooked role in providing robust dynamical behavior for certain genetic regulatory networks, and perhaps more importantly, may offer an accessible tuning parameter for robust bioengineering

Homotopy Continuation for Characteristic Roots of Delay Differential Equation

In this thesis we develop a homotopy continuation method to find the characteristic roots of scalar delay differential equations with multiple delays. We introduce a homotopy parameter µ € [0;1] in such a way that for µ - 0, the characteristic equation contains only one delay term and for µ - 1 the original characteristic equation is recovered. By selecting µ - 0 allows us to express all the roots of the characteristic equation in closed form in terms of Lambert W function. A numerical continuation based scheme is then developed to trace the roots as µ is varied from 0 to 1. The roots of the characteristic equation for µ - 1 correspond to the characteristic roots of the delay differential equation. We show several numerical examples to demonstrate the developed method

Selected Papers from the 8th Annual Conference of Energy Economics and Management

This collection represents successful invited submissions from the papers presented at the 8th Annual Conference of Energy Economics and Management held in Beijing, China, 22–24 September 2017. With over 500 participants, the conference was co-hosted by the Management Science Department of National Natural Science Foundation of China, the Chinese Society of Energy Economics and Management, and Renmin University of China on the subject area of “Energy Transition of China: Opportunities and Challenges”. The major strategies to transform the energy system of China to a sustainable model include energy/economic structure adjustment, resource conservation, and technology innovation. Accordingly, the conference and its associated publications encourage research to address the major issues faced in supporting the energy transition of China. Papers published in this collection cover the broad spectrum of energy economics issues, including building energy efficiency, industrial energy demand, public policies to promote new energy technologies, power system control technology, emission reduction policies in energy-intensive industries, emission measurements of cities, energy price movement, and the impact of new energy vehicle

Das Spektrum zeitverzögerter Differentialgleichungen: numerische Methoden, Stabilität und Störungstheorie

Three types of problems related to delay-differential equations (DDEs) are treated in this thesis. We first consider the problem of numerically computing the eigenvalues of a DDE. Here, we present an application of a projection method for nonlinear eigenvalue problems (NLEPs). We compare this projection method with other methods, suggested in the literature, and used in software packages. The projection method is computationally superior to all of the other tested method for the presented large-scale examples. We give interpretations of methods based on discretizations in terms of rational approximations. Some notes regarding a special case where the spectrum can be explicitly expressed with a formula containing a matrix version of the are Lambert W function are presented. We clarify its range of applicability, and, by counter-example, show that it does not hold in general. The second part of this thesis is related to exact stability conditions of the DDE. All those combinations of the delays such that there is a purely imaginary eigenvalue (called critical delays) are parameterized. In general, an evaluation of the parameterization map consists of solving a quadratic eigenvalue problem of squared dimension. We show how the computational cost for one evaluation of the map can be reduced by exploiting a relation to a Lyapunov equation. The third and last part of this thesis is about generalizations of perturbation results for NLEPs. A sensitivity formula for the movement of the eigenvalues extends to NLEPs. We introduce a fixed point form for the NLEP, and show that some methods in the literature can be interpreted as set-valued fixed point iterations for which asymptotic convergence can be established. We also show how the Bauer-Fike theorem can be generalized to the NLEP under special conditions.In dieser Arbeit werden drei verschiedene Problemklassen im Bezug zu delay-differential equations (DDEs) behandelt. Als erstes gehen wir auf die Berechnung der Eigenwerte von DDEs ein. In dieser Arbeit wenden wir eine Projektionsmethode für nichtlineare Eigenwertprobleme (NLEPe) an. Wir vergleichen diese mit anderen bereits bekannten Verfahren, wobei die hier vorgestellte Methode bedeutend bessere numerische Eigenschaften für die verwendeten Beispiele hat. Zusätzlich treffen wir Aussagen über Diskretisierungsmethoden zur rationalen Approximation. Desweiteren betrachten wir einen Spezialfall, bei welchem das Spektrum explizit mit Hilfe einer Matrix-Version der Lambert W-Funktion dargestellt werden kann. Für diese Formel bestimmen wir einen möglichen Anwendungsbereich. Im zweiten Teil der Arbeit werden exakte Stabilitätsbedingungen von DDEs betrachtet. Die Menge der Delays, für welche die DDE einen imaginären Eigenwert hat (sogenannte kritische Delays), wird parameterisiert. Im Allgemeinen ist zur Auswertung der Parametrisierungsabbildung das Lösen eines quadratischen Eigenwertproblems nötig, dessen Größe dem Quadrat der Dimension der DDE entspricht. Wir zeigen wie der Rechenaufwand durch Ausnutzung einer Lyapunov-Gleichung reduziert werden kann. Der letzte Teil dieser Arbeit befasst sich mit der Verallgemeinerung der Störungstheorie auf NLEPe. Unter anderem lässt sich eine Sensitivitätsformel auf NLEPe erweitern. Desweiteren wird eine Fixpunktform für NLEPe vorgestellt, und gezeigt dass einige Methoden aus der Literatur als mengenwertige Fixpunktiterationen dargestellt werden können, für welche wir asymptotische Konvergenz feststellen. Wir zeigen zusätzlich, dass das Bauer-Fike Theorem unter bestimmten Bedingungen auf NLEPe verallgemeinert werden kann