Discrete variable methods for delay-differential equations with threshold-type delays

AbstractWe study numerical solution of systems of delay-differential equations in which the delay function, which depends on the unknown solution, is defined implicitly by the threshold condition. We study discrete variable numerical methods for these problems and present error analysis. The global error is composed of the error of solving the differential systems, the error from the threshold conditions and the errors in delay arguments. Our theoretical analysis is confirmed by numerical experiments on threshold problems from the theory of epidemics and from population dynamics

Applicability of STWS Technique in Solving Linear System of Stiff Delay Differential Equations with Constant Delays

This paper presents the Single Term Walsh Series (STWS) technique to determine the numerical solution to stiff linear systems of delay differential equations (DDEs) with single and multiple constant delays. The applicability of this technique is demonstrated with examples of stiff delay systems. The discrete solutions obtained using the STWS technique is compared with their corresponding exact solutions

Practical stability and controllability for nonlinear discrete time-delay systems

In this paper we study the practical asymptotic stability for a class of discrete-time time-delay systems via Razumikhin-type Theorems. Further estimations of the solution boundary and arrival time of the solution are also investigated based on practical stability. In addition, the proposed theorems are used to analyze the practical controllability of a general class of nonlinear discrete systems with input time delay. Some easy testing criteria for the uniform practical asymptotical stability are derived via Lyapunov function and Razumikhin technique. Finally a numerical example is given to illustrate the effectiveness of the proposed results

Robust moving horizon H∞ control of discrete time-delayed systems with interval time-varying delays

In this study, design of a delay-dependent type moving horizon state-feedback control (MHHC) is considered for a class of linear discrete-time system subject to time-varying state delays, norm-bounded uncertainties, and disturbances with bounded energies. The closed-loop robust stability and robust performance problems are considered to overcome the instability and poor disturbance rejection performance due to the existence of parametric uncertainties and time-delay appeared in the system dynamics. Utilizing a discrete-time Lyapunov-Krasovskii functional, some delay-dependent linear matrix inequality (LMI) based conditions are provided. It is shown that if one can find a feasible solution set for these LMI conditions iteratively at each step of run-time, then we can construct a control law which guarantees the closed-loop asymptotic stability, maximum disturbance rejection performance, and closed-loop dissipativity in view of the actuator limitations. Two numerical examples with simulations on a nominal and uncertain discrete-time, time-delayed systems, are presented at the end, in order to demonstrate the efficiency of the proposed method

Reliable H∞ filtering for discrete time-delay systems with randomly occurred nonlinearities via delay-partitioning method

The official published version can be found at the link below.In this paper, the reliable H∞ filtering problem is investigated for a class of uncertain discrete time-delay systems with randomly occurred nonlinearities (RONs) and sensor failures. RONs are introduced to model a class of sector-like nonlinearities that occur in a probabilistic way according to a Bernoulli distributed white sequence with a known conditional probability. The failures of sensors are quantified by a variable varying in a given interval. The time-varying delay is unknown with given lower and upper bounds. The aim of the addressed reliable H∞ filtering problem is to design a filter such that, for all possible sensor failures, RONs, time-delays as well as admissible parameter uncertainties, the filtering error dynamics is asymptotically mean-square stable and also achieves a prescribed H∞ performance level. Sufficient conditions for the existence of such a filter are obtained by using a new Lyapunov–Krasovskii functional and delay-partitioning technique. The filter gains are characterized in terms of the solution to a set of linear matrix inequalities (LMIs). A numerical example is given to demonstrate the effectiveness of the proposed design approach

On finite time delay dependent stability of linear discrete delay systems: Numerical solution approach

U ovom radu razmatra se jedno moguće rešenje bazične nelinearne kvadratne matrične jednačine. To rešenje ima krucijelni značaj u formulisanju posebnog kriterijuma, zavisnog od iznosa čisto vremenskog kašnjenja, za stabilnost na konačnom vremenskom intervalu posebne klase sistema sa kašnjenjem, opisane svojim matričnim modelom x(k+1)=A0(k) + A1x(k-h). U tom smislu izveden je i odgovarajući kriterijum stabilnosti koji uključuje i iznos čisto vremenskog kašnjenja. Mimo toga, posebno je apostrofiran značaj nelinearnog diskretnog matričnog polinoma u stabilnosti sistema. Koristeći matematički formalizam, baziran na Traub-ovom i Bernuli-jevom algoritmu, zaključeno je da sračunavanje dominantnog solventa matričnog polinoma, ne garantuje potrebnu konvergenciju u svim slučajevima, kao sto je slučaj u tradicionalnim numeričkim procedurama. U ovom radu, prezentuje se jedno posebno i jedno opste rešenje, koje važi za slučaj kada se matrični polinom može prikazati u faktorizovanom obliku. Numeričkim primerom ilustrovana je opravdanost predložene procedure.In this paper, a possible solution of the basic nonlinear quadratic matrix equation was proposed. The solution is crucial in the formulation of the particular criteria for the delay-dependent finite time stability of discrete time delay systems represented as x(k+1)=A0(k)+A1x(k-h). The time delay-dependent criteria have been derived. In addition, the significance of the nonlinear discrete polynomial matrix equation is explained. With the use of the mathematical formalism based on the Traub and Bernoulli's algorithms, it was concluded that the computation of the dominant solvent of the matrix polynomial equation does not guarantee a necessary convergence in all cases, unlike in the traditional numerical procedures. In this paper, we presented one particular and one general solution valid in the case when the discrete matrix equation was presented in its factorial form. The numerical computations are performed to illustrate the suggested results

On finite time delay dependent stability of linear discrete delay systems: Numerical solution approach

U ovom radu razmatra se jedno moguće rešenje bazične nelinearne kvadratne matrične jednačine. To rešenje ima krucijelni značaj u formulisanju posebnog kriterijuma, zavisnog od iznosa čisto vremenskog kašnjenja, za stabilnost na konačnom vremenskom intervalu posebne klase sistema sa kašnjenjem, opisane svojim matričnim modelom x(k+1)=A0(k) + A1x(k-h). U tom smislu izveden je i odgovarajući kriterijum stabilnosti koji uključuje i iznos čisto vremenskog kašnjenja. Mimo toga, posebno je apostrofiran značaj nelinearnog diskretnog matričnog polinoma u stabilnosti sistema. Koristeći matematički formalizam, baziran na Traub-ovom i Bernuli-jevom algoritmu, zaključeno je da sračunavanje dominantnog solventa matričnog polinoma, ne garantuje potrebnu konvergenciju u svim slučajevima, kao sto je slučaj u tradicionalnim numeričkim procedurama. U ovom radu, prezentuje se jedno posebno i jedno opste rešenje, koje važi za slučaj kada se matrični polinom može prikazati u faktorizovanom obliku. Numeričkim primerom ilustrovana je opravdanost predložene procedure.In this paper, a possible solution of the basic nonlinear quadratic matrix equation was proposed. The solution is crucial in the formulation of the particular criteria for the delay-dependent finite time stability of discrete time delay systems represented as x(k+1)=A0(k)+A1x(k-h). The time delay-dependent criteria have been derived. In addition, the significance of the nonlinear discrete polynomial matrix equation is explained. With the use of the mathematical formalism based on the Traub and Bernoulli's algorithms, it was concluded that the computation of the dominant solvent of the matrix polynomial equation does not guarantee a necessary convergence in all cases, unlike in the traditional numerical procedures. In this paper, we presented one particular and one general solution valid in the case when the discrete matrix equation was presented in its factorial form. The numerical computations are performed to illustrate the suggested results

On the Global Attractor of Delay Differential Equations with Unimodal Feedback

We give bounds for the global attractor of the delay differential equation $x'(t) =-\mu x(t)+f(x(t-\tau))$, where $f$ is unimodal and has negative Schwarzian derivative. If $f$ and $\mu$ satisfy certain condition, then, regardless of the delay, all solutions enter the domain where f is monotone decreasing and the powerful results for delayed monotone feedback can be applied to describe the asymptotic behaviour of solutions. In this situation we determine the sharpest interval that contains the global attractor for any delay. In the absence of that condition, improving earlier results, we show that if the d5A5Aelay is sufficiently small, then all solution enter the domain where $f'$ is negative. Our theorems then are illustrated by numerical examples using Nicholson's blowflies equation and the Mackey-Glass equation.Comment: 10 pages, submitted to Discrete and Continuous Dynamical Systems-Series A (DCDS