Stability criteria for differential equations with variable time delays

Time delays are an important aspect of mathematical modelling, but often result in highly complicated equations which are difficult to treat analytically. In this paper it is shown how careful application of certain undergraduate tools such as the Method of Steps and the Principle of the Argument can yield significant results. Certain delay differential equations arising in population dynamics may serve as good teaching examples for these methods. The determination of linear stability properties for an ordinary differential equation with a varying time delay is carried out through discrete point analysis, either by seeking explicit solutions or leading to the consideration of a difference equation and the roots of a characteristic polynomial. Numerical simulations carried out using MATLAB Simulink are compared to the analytical solutions, and computation is also used to suggest extensions to some results.     

Time Delay-Induced Instabilities and Hopf Bifurcations in General Reaction–Diffusion Systems

The distribution of the roots of a second order transcendental polynomial is analyzed, and it is used for solving the purely imaginary eigenvalue of a transcendental characteristic equation with two transcendental terms. The results are applied to the stability and associated Hopf bifurcation of a constant equilibrium of a general reaction–diffusion system or a system of ordinary differential equations with delay effects. Examples from biochemical reaction and predator–prey models are analyzed using the new techniques.     

一类时滞分数阶计算机病毒模型的稳定性研究

本文研究一类改进的时滞分数阶计算机病毒模型正平衡点的稳定性问题.利用线性化方法和拉普拉斯变换获得模型对应的线性化系统的特征方程,通过讨论特征方程的根以及横截条件研究时滞和正平衡点稳定性之间的关系,推导了Hopf分支出现时时滞临界值的计算公式,并选择恰当的系统参数进行数值模拟以验证理论分析的合理性.     

Numerical computation of stability and detection of Hopf bifurcations of steady state solutions of delay differential equations

The characteristic equation of a system of delay differential equations (DDEs) is a nonlinear equation with infinitely many zeros. The stability of a steady state solution of such a DDE system is determined by the number of zeros of this equation with positive real part. We present a numerical algorithm to compute the rightmost, i.e., stability determining, zeros of the characteristic equation. The algorithm is based on the application of subspace iteration on the time integration operator of the system or its variational equations. The computed zeros provide insight into the system’s behaviour, can be used for robust bifurcation detection and for efficient indirect calculation of bifurcation points. This revised version was published online in June 2006 with corrections to the Cover Date.     

关于三阶变系数线性微分方程解的不稳定性

文献[1]用李雅普诺夫第二方法证明了特征根均具有负实部的缓变系数动力系统的渐近稳定性.本文也用李雅普诺夫第二方法给出至少有一个特征根具有正实部的三阶变系数线性微分方程解的不稳定性的充分条件.     

On a class of hyperbolic polynomials

In the present paper, we investigate whether the roots of a biquadratic equation determined by a pair of real symmetric positive definite matrices of order 3 and a three-dimensional vector of parameters are real. We obtain the explicit representation of the discriminant of such a polynomial as the sum of at most two squares.     

Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials

This paper investigates the application of the method introduced by L. Pasquini (1989) for simultaneously approaching the zeros of polynomial solutions to a class of second-order linear homogeneous ordinary differential equations with polynomial coefficients to a particular case in which these polynomial solutions have zeros symmetrically arranged with respect to the origin. The method is based on a family of nonlinear equations which is associated with a given class of differential equations. The roots of the nonlinear equations are related to the roots of the polynomial solutions of differential equations considered. Newton's method is applied to find the roots of these nonlinear equations. In (Pasquini, 1994) the nonsingularity of the roots of these nonlinear equations is studied. In this paper, following the lines in (Pasquini, 1994), the nonsingularity of the roots of these nonlinear equations is studied. More favourable results than the ones in (Pasquini, 1994) are proven in the particular case of polynomial solutions with symmetrical zeros. The method is applied to approximate the roots of Hermite–Sobolev type polynomials and Freud polynomials. A lower bound for the smallest positive root of Hermite–Sobolev type polynomials is given via the nonlinear equation. The quadratic convergence of the method is proven. A comparison with a classical method that uses the Jacobi matrices is carried out. We show that the algorithm derived by the proposed method is sometimes preferable to the classical QR type algorithms for computing the eigenvalues of the Jacobi matrices even if these matrices are real and symmetric.     

The age-dependent population model: Numerical check of stability/instability of a steady state

An estimate for the boundaries of a rectangular region containing all (if any) roots with a positive real part of the characteristic equation of a given age-structured model is derived. A method for checking the stability of steady states of such equations based on the argument principle is then proposed.     

Bifurcation and Stability Theory of Periodic Solutions For Integrodifferential Equations

This paper is concerned with a nonlinear integrodifferential equation (the delay logistic equation) governing the growth dynamics of a single species N(t) for time t > 0. This equation contains a positive parameter λ. Suppose that there exists a positive equilibrium solution N = c which is stable for all small values of λ. Assume also that this solution loses stability as λ is increased past a critical value λ*. This will correspond to a simple pure imaginary conjugate pair of roots of a characteristic equation associated with the linearized stability of N = c at λ = λ*. Then we will construct a unique bifurcating time periodic solution of the equation as a Taylor series in a parameter ε. Furthermore this solution exists either for supercritical values of the parameter (λ > λ*) or for subcritical values (λ < λ*). The stability behavior of this small periodic solution can be characterized according to whether the bifurcation is supercritical or subcritical-supercritical solutions are stable, but subcritical solutions are unstable. Therefore these results are analogous to Hoprs bifurcation theorem for autonomous systems of differential equations.     

On the Behavior of the Solutions for Certain Linear Autonomous Difference Equations

Certain linear autonomous delay as well as neutral delay difference equations are considered. A class of linear autonomous delay difference equations with continuous variable is also considered. Some results on the behavior of the solutions are established via two distinct positive roots of the corresponding characteristic equation.     

Existence of periodic travelling waves solutions in predator prey model with diffusion

This paper deals with the qualitative analysis of the travelling waves solutions of a reaction diffusion model that refers to the competition between the predator and prey with modified Leslie–Gower and Holling type II schemes. The well posedeness of the problem is proved. We establish sufficient conditions for the asymptotic stability of the unique nontrivial positive steady state of the model by analyzing roots of the forth degree exponential polynomial characteristic equation. We also prove the existence of a Hopf bifurcation which leads to periodic oscillating travelling waves by considering the diffusion coefficient as a parameter of bifurcation. Numerical simulations are given to illustrate the analytical study.     

Computing Stability of Differential Equations with Bounded Distributed Delays

This paper deals with the stability analysis of scalar delay integro-differential equations (DIDEs). We propose a numerical scheme for computing the stability determining characteristic roots of DIDEs which involves a linear multistep method as time integration scheme and a quadrature method based on Lagrange interpolation and a Gauss–Legendre quadrature rule. We investigate to which extent the proposed scheme preserves the stability properties of the original equation. We derive and prove a sufficient condition for (asymptotic) stability of a DIDE (with a constant kernel) which we call RHP-stability. Conditions are obtained under which the proposed scheme preserves RHP-stability. We compare the obtained results with corresponding ones using Newton–Cotes formulas. Results of numerical experiments on computing the stability of DIDEs with constant and nonconstant kernel functions are presented.     

Moment boundedness of linear stochastic delay differential equations with distributed delay

This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to that of the corresponding deterministic delay differential equation. However, boundedness of the second moment is complicated and depends on the stochastic terms. In this paper, the characteristic function of the equation is obtained through techniques of the Laplace transform. From the characteristic equation, sufficient conditions for the second moment to be bounded or unbounded are proposed.     

A stability criterion

An important technique for determining the stability of a system of ordinary differential equations is to determine whether there are any roots in the positive half-plane of a certain polynomial P(z). Cesari has given a criterion for this in terms of the topological degree of the mapping described by P(z). It is shown here that Cesari's criterion can be reformulated as the problem of approximating the real roots of polynomials which are the real and imaginary parts of the P(z) on certain lines in the z-plane. The roots need only be approxi¬mated closely enough so that their magnitudes can be compared. The derivation of this criterion uses the notion of topological degree but the criterion itself is stated entirely in elementary terms     

Gause型食物链模型Hopf分支的存在性分析

考虑了一类三维时滞Gause型食物链模型.首先分析了共存平衡点稳定的条件,然后利用多项式理论分析了特征方程特征根的分布,得到了Hopf分支存在的条件,最后给出了几组数值模拟验证文中得到的结论,进一步预测了Hopf分支的全局存在性.     

On stability and bifurcation of periodic solutions of delay differential equations

The purpose of this paper is to study a class of delay differential equations with two delays. first, we consider the existence of periodic solutions for some delay differential equations. Second, we investigate the local stability of the zero solution of the equation by analyzing the correlocal stability of the zero solution of the equation by analyzing the corresponding characteristic equation of the linearized equation. The exponential stability of a perturbed delay differential system with a bounded lag is studied. Finally, by choosing one of the delays as a bifurcation parameter, we show that the equation exhibits Hopf and saddle-node bifurcations.     

基于多项式实数根的三维井眼轨道设计理论

三维井眼轨道设计问题需要求解多元非线性方程组,由于未知数多、方程的非线性强,一般难以求出解析解,通常使用数值迭代方法求数值解.对三维s型轨道设计问题依据已知设计参数进行了分类,发现了一套有效的数学化简技巧,求出了第1类初值问题的解析解和第Ⅱ-Ⅳ类初值问题的拟解析解.提出了轨道设计问题的特征多项式的新概念,并证明了轨道设计问题是否有解取决于特征多项式是否有实数根,解的个数不多于实数根的个数或个数的二倍.所提出的基于特征多项式实数根的拟解析算法对于求解轨道设计问题具有计算速度快、计算可靠性高、易于计算机编程实现等优点,在三维水平井轨道设计、三维绕障井轨道设计、防碰设计等方面具有比数值迭代方法更好的计算性能.     

退化时滞微分系统的特征根分布与指数稳定

该文首先研究了退化时滞微分系统的特征根分布, 指出如果退化时滞微分系统的所有特征根都具有负实部, 在一个条件下, 特征根的负实部的最大值为负.由此可以得到一个条件, 在该条件下如果所有特征根都具有负实部, 则退化时滞微分系统的解是指数稳定的.作为例子, 对中立型给出其解为指数稳定的条件.     

Hopf bifurcation analysis of a general non-linear differential equation with delay

This work represents Hopf bifurcation analysis of a general non-linear differential equation involving time delay. A special form of this equation is the Hutchinson–Wright equation which is a mile stone in the mathematical modeling of population dynamics and mathematical biology. Taking the delay parameter as a bifurcation parameter, Hopf bifurcation analysis is studied by following the theory in the book by Hazzard et al. By analyzing the associated characteristic polynomial, we determine necessary conditions for the linear stability and Hopf bifurcation. In addition to this analysis, the direction of bifurcation, the stability and the period of a periodic solution to this equation are evaluated at a bifurcation value by using the Poincaré normal form and the center manifold theorem. Finally, the theoretical results are supported by numerical simulations.     

Numerical stability analysis and computation of Hopf bifurcation points for delay differential equations

We present a numerical technique for the stability analysis and the computation of branches of Hopf bifurcation points in nonlinear systems of delay differential equations with several constant delays. The stability analysis of a steady-state solution is done by a numerical implementation of the argument principle, which allows to compute the number of eigenvalues with positive real part of the characteristic matrix. The technique is also used to detect bifurcations of higher singularity (Hopf and fold bifurcations) during the continuation of a branch of Hopf points. This allows to trace new branches of Hopf points and fold points.