Stability of Neutral Delay Differential Equations and Their Discretizations

Disertační práce se zabývá asymptotickou stabilitou zpožděných diferenciálních rovnic a jejich diskretizací. V práci jsou uvažovány lineární zpožděné diferenciální rovnice s~konstantním i neohraničeným zpožděním. Jsou odvozeny nutné a postačující podmínky popisující oblast asymptotické stability jak pro exaktní, tak i diskretizovanou lineární neutrální diferenciální rovnici s konstantním zpožděním. Pomocí těchto podmínek jsou porovnány oblasti asymptotické stability odpovídajících exaktních a diskretizovaných rovnic a vyvozeny některé vlastnosti diskrétních oblastí stability vzhledem k měnícímu se kroku použité diskretizace. Dále se zabýváme lineární zpožděnou diferenciální rovnicí s neohraničeným zpožděním. Je uveden popis jejích exaktních a diskrétních oblastí asymptotické stability spolu s asymptotickým odhadem jejich řešení. V závěru uvažujeme lineární diferenciální rovnici s více neohraničenými zpožděními.The doctoral thesis discusses the asymptotic stability of delay differential equations and their discretizations. The linear delay differential equations with constant as well as infinite lag are considered. The necessary and sufficient conditions describing the asymptotic stability region of both exact and discretized linear neutral delay differential equation with constant lag are derived. We compare asymptotic stability domains of corresponding exact and discretized equations and discuss properties of derived stability regions with respect to a changing stepsize of the utilized discretization. Further, we investigate the linear delay differential equation with the infinite lag. We present the description of its exact and discrete asymptotic stability regions together with asymptotic estimates of its solutions. The linear delay differential equation with several infinite lags is discussed as well.

Stability analysis and observer design for neutral delay systems

Copyright [2002] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper deals with the observer design problem for a class of linear delay systems of the neutral-type. The problem addressed is that of designing a full-order observer that guarantees the exponential stability of the error dynamic system. An effective algebraic matrix equation approach is developed to solve this problem. In particular, both the observer analysis and design problems are investigated. By using the singular value decomposition technique and the generalized inverse theory, sufficient conditions for a neutral-type delay system to be exponentially stable are first established. Then, an explicit expression of the desired observers is derived in terms of some free parameters. Furthermore, an illustrative example is used to demonstrate the validity of the proposed design procedur

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

Approximation of neutral delay-differential equations

[Mathematical notation cannot be correctly represented here; please see PDF below for full equations.] We study questions related to stability and approximation of the system of linear neutral delay differential equations [equation] with appropriate initial data. Here [A, B subscript 1, B subscript 2,..., B subscript n and C subscript 1, C subscript 2,..., C subscript n] are complex [m x m] matrices for a natural number [m] and [r subscript 1, r subscript 2,... r subscript n] are positive numbers. We construct a new delay-independent sufficient condition for exponential stability of the solution semigroup associated with this equation. We obtain our condition by using the idea of renorming the state space to obtain a strong dissipative inequality on the generator of the solution semigroup. We also construct a new semidiscrete approximation scheme which yields convergence for both the solution semigroup and its adjoint. Finally, we discuss several examples to compare our results with existing results in the literature

A New Technique for Solving Neutral Delay Differential Equations Based on Euler Wavelets

An effective numerical scheme based on Euler wavelets is proposed for numerically solving a class of neutral delay differential equations. The technique explores the numerical solution via Euler wavelet truncated series generated by a set of functions and matrix inversion of some collocation points. Based on the operational matrix, the neutral delay differential equations are reduced to a system of algebraic equations, which is solved through a numerical algorithm. The effectiveness and efficiency of the technique have been illustrated by several examples of neutral delay differential equations. The main advantages and key role of using the Euler wavelets in this work lie in the performance, accuracy, and computational cost of the proposed technique

Oscillation of Nonlinear Neutral Delay Differential Equations

2000 Mathematics Subject Classification: 34K15, 34C10.In this paper, we study the oscillatory behavior of first order nonlinear neutral delay differential equation (x(t) − q(t) x(t − σ(t))) ′ +f(t,x( t − τ(t))) = 0, where σ, τ ∈ C([t0,∞),(0,∞)), q О C([t0,∞), [0,∞)) and f ∈ C([t0,∞) ×R,R). The obtained results extended and improve several of the well known previously results in the literature. Our results are illustrated with an example