Stability radius of linear parameter-varying systems and applications

In this paper, we present a unifying approach to the problems of computing of stability radii of positive linear systems. First, we study stability radii of linear time-invariant parameter-varying differential systems. A formula for the complex stability radius under multi perturbations is given. Then, under hypotheses of positivity of the system matrices, we prove that the complex, real and positive stability radii of the system under multi perturbations (or affine perturbations) coincide and they are computed via simple formulae. As applications, we consider problems of computing of (strong) stability radii of linear time-invariant time-delay differential systems and computing of stability radii of positive linear functional differential equations under multi perturbations and affine perturbations. We show that for a class of positive linear time-delay differential systems, the stability radii of the system under multi perturbations (or affine perturbations) are equal to the strong stability radii. Next, we prove that the stability radii of a positive linear functional differential equation under multi perturbations (or affine perturbations) are equal to those of the associated linear time-invariant parameter-varying differential system. In particular, we get back some explicit formulas for these stability radii which are given recently in [P.H.A. Ngoc, Strong stability radii of positive linear time-delay systems, Internat. J. Robust Nonlinear Control 15 (2005) 459-472; P.H.A. Ngoc, N.K. Son, Stability radii of positive linear functional differential equations under multi perturbations, SIAM J. Control Optim. 43 (2005) 2278-2295]. Finally, we give two examples to illustrate the obtained results.     

Backward error,sensitivity, and refinement of computed solutions of algebraic Riccati equations

In this paper, a new backward error criterion, together with a sensitivity measure, is presented for assessing solution accuracy of nonsymmetric and symmetric algebraic Riccati equations (AREs). The usual approach to assessing reliability of computed solutions is to employ standard perturbation and sensitivity results for linear systems and to extend them further to AREs. However, such methods are not altogether appropriate since they do not take account of the underlying structure of these matrix equations. The approach considered here is to first compute the backward error of a computed solution X? that measures the amount by which data must be perturbed so that X? is the exact solution of the perturbed original system. Conventional perturbation theory is used to define structured condition numbers that fully respect the special structure of these matrix equations. The new condition number, together with the backward error of computed solutions, provides accurate estimates for the sensitivity of solutions. Optimal perturbations are then used in an iterative refinement procedure to give further more accurate approximations of actual solutions. The results are derived in their most general setting for nonsymmetric and symmetric AREs. This in turn offers a unifying framework through which it is possible to establish similar results for Sylvester equations, Lyapunov equations, linear systems, and matrix inversions.     

On data-dependence of exponential stability and stability radii for linear time-varying differential-algebraic systems

This paper is addressed to some questions concerning the exponential stability and its robustness measure for linear time-varying differential-algebraic systems of index 1. First, the Bohl exponent theory that is well known for ordinary differential equations is extended to differential-algebraic equations. Then, it is investigated that how the Bohl exponent and the stability radii with respect to dynamic perturbations for a differential-algebraic system depend on the system data. The paper can be considered as a continued and complementary part to a recent paper on stability radii for time-varying differential-algebraic equations [N.H. Du, V.H. Linh, Stability radii for linear time-varying differential-algebraic equations with respect to dynamic perturbations, J. Differential Equations 230 (2006) 579-599].     

Oscillation and non‐oscillation results for solutions of perturbed half‐linear equations

The purpose of this paper is to describe the oscillatory properties of second‐order Euler‐type half‐linear differential equations with perturbations in both terms. All but one perturbations in each term are considered to be given by finite sums of periodic continuous functions, while coefficients in the last perturbations are considered to be general continuous functions. Since the periodic behavior of the coefficients enables us to solve the oscillation and non‐oscillation of the considered equations, including the so‐called critical case, we determine the oscillatory properties of the equations with the last general perturbations. As the main result, we prove that the studied equations are conditionally oscillatory in the considered very general setting. The novelty of our results is illustrated by many examples, and we give concrete new corollaries as well. Note that the obtained results are new even in the case of linear equations.     

Stability Criteria for Solutions of Systems of Linear Deterministic or Stochastic Delay Difference Equations with Continuous Time

We give spectral and algebraic coefficient criteria (necessary and sufficient conditions) as well as sufficient algebraic coefficient conditions for the Lyapunov asymptotic stability of solutions to systems of linear deterministic or stochastic delay difference equations with continuous time under white noise coefficient perturbations for the case in which all delay ratios are rational. For stochastic systems, mean-square asymptotic stability is studied. The Lyapunov function method is used. Our criteria on algebraic coefficients and our sufficient conditions are stated in terms of matrix Lyapunov equations (for deterministic systems) and matrix Sylvester equations (for stochastic systems).     

Complete synchronization of symmetrically soupled sutonomous systems

In this article we derive conditions for complete synchronization of two symmetrically coupled identical systems of ordinary differential equations and differential-delay equations. Using Lyapunov function approach we give an estimate of the region of attraction of the synchronized solution. We also established that complete synchronization is robust with respect to small perturbations of the identical systems.     

三阶线性常微分方程Sinc方程组的结构预处理方法

三阶线性常微分方程在天文学和流体力学等学科的研究中有着广泛的应用.本文介绍求解三阶线性常微分方程由Sinc方法离散所得到的线性方程组的结构预处理方法.首先, 我们利用Sinc方法对三阶线性常微分方程进行离散,证明了离散解以指数阶收敛到原问题的精确解.针对离散后线性方程组的系数矩阵的特殊结构, 提出了结构化的带状预处理子,并证明了预处理矩阵的特征值位于复平面上的一个矩形区域之内.然后, 我们引入新的变量将三阶线性常微分方程等价地转化为由两个二阶线性常微分方程构成的常微分方程组, 并利用Sinc方法对降阶后的常微分方程组进行离散.离散后线性方程组的系数矩阵是分块2×2的, 且每一块都是Toeplitz矩阵与对角矩阵的组合.为了利用Krylov子空间方法有效地求解离散后的线性方程组,我们给出了块对角预处理子, 并分析了预处理矩阵的性质.最后, 我们对降阶后二阶线性常微分方程组进行了一些比较研究.数值结果证实了Sinc方法能够有效地求解三阶线性常微分方程.     

Positivity and stabilisation for nonlinear stochastic delay differential equations

We use state dependent Gaussian perturbations to stabilise the solutions of differential equations with coefficients that take, as arguments, averaged sets of information from the history of the solution, as well as isolated past and present states. The properties that guarantee stability also guarantee positivity of solutions as long as the initial value is nonzero.

We do not require that any component of the coefficients of the equations satisfy Lipschitz conditions. Instead, we require that the functional part of each coefficient which feeds back the present state of the process admit to bounds imposed by a member of a particular class of concave functions. Lipschitz conditions are included as a special case of these bounds.

We generalise these results to the finite dimensional case, also constructing perturbations that can destabilise the otherwise stable solutions of a deterministic system of equations.     

Complete group classification of systems of two linear second‐order ordinary differential equations: the algebraic approach

We give a complete group classification of the general case of linear systems of two second‐order ordinary differential equations. The algebraic approach is used to solve the group classification problem for this class of equations. This completes the results in the literature on the group classification of two linear second‐order ordinary differential equations including recent results which give a complete group classification treatment of such systems. We show that using the algebraic approach leads to the study of a variety of cases in addition to those already obtained in the literature. We illustrate that this approach can be used as a useful tool in the group classification of this class of equations. A discussion of the subsequent cases and results is given. Copyright © 2014 John Wiley & Sons, Ltd.     

On convergence of solutions to difference equations with additive perturbations

Various types of stabilizing controls lead to a deterministic difference equation with the following property: once the initial value is positive, the solution tends to the unique positive equilibrium. Introducing additive perturbations can change this picture: we give examples of difference equations experiencing additive perturbations which have solutions staying around zero rather than tending to the unique positive equilibrium. When perturbations are stochastic with a bounded support, we give an upper estimate for the probability that the solution can stay around zero. Applying extra conditions on the behaviour of the map function f at zero or on the amplitudes of stochastic perturbations, we prove that the solution tends to the unique positive equilibrium almost surely. In particular, this holds either for all amplitudes when the right derivative of the map f at zero exceeds one or, independently of the behaviour of f at zero, when the amplitudes are not square summable.     

Linear differential-algebraic equations perturbed by Volterra integral operators

We study linear inhomogeneous vector ordinary differential equations of arbitrary order in which the matrix multiplying the highest derivative of the unknown vector function is singular in the domain where the equations are defined. We also study perturbations (not necessarily small) of such equations, which are linear integro-differential equations with a Volterra operator. We obtain sufficient conditions for the solvability of such equations and give representations of their general solutions; solvability and uniqueness conditions are also given for initial value problems for such equations. The influence of small perturbations of the free term and the initial data on the solution is considered. A numerical method is suggested. The results of numerical experiments are given.     

Sufficient conditions for robust stability of large-scale dynamical systems including delayed states and parameter perturbations in interconnections

The problem of the robust stability of large-scale dynamical systems including delayed states and parameter perturbations in interconnections is considered. By using algebraic Riccati equations and some analytical methods, some sufficient conditions on linear decentralized state feedback controllers are derived so that the systems remain stable in the presence of delayed states and parameter perturbations. Such conditions give some bounds on the perturbations of interconnections with delayed states and uncertain parameters, and result in a quantitative measures of robustness for large-scale dynamical systems including delayed states and uncertain parameters in interconnections. The results obtained in this paper are applicable not only to large-scale systems with multiple time-varying delays, but also to large-scale systems without exact knowledge of the delays, i.e., large-scale systems with uncertain delays.     

A New Class AOR Preconditioner for $L$-Matrices

Hadjidimos(1978) proposed a classical accelerated overrelaxation(AOR) iterative method to solve the system of linear equations, and discussed its convergence under the conditions that the coefficient matrices are irreducible diagonal dominant, L-matrices, and consistently orders matrices. Several preconditioned AOR methods have been proposed to solve system of linear equations Ax = b, where A ∈ R~(n×n) is an L-matrix. In this work, we introduce a new class preconditioners for solving linear systems and give a comparison result and some convergence result for this class of preconditioners. Numerical results for corresponding preconditioned GMRES methods are given to illustrate the theoretical results.     

Application of group analysis to classification of systems of three second‐order ordinary differential equations

Here, we give a complete group classification of the general case of linear systems of three second‐order ordinary differential equations excluding the case of systems which are studied in the literature. This is given as the initial step in the study of nonlinear systems of three second‐order ordinary differential equations. In addition, the complete group classification of a system of three linear second‐order ordinary differential equations is carried out. Four cases of linear systems of equations are obtained. Copyright © 2015 John Wiley & Sons, Ltd.     

Exponential stabilization of nonlinear discrete-time systems

In this paper, we give sufficient conditions for the exponential stabilizability of a class of perturbed non-autonomous difference equations with slowly varying coefficients. Under appropriate growth conditions on the perturbations, we establish explicit results concerning the feedback exponential stabilizability.     

Positivity and stability of linear functional differential equations with infinite delay

General linear functional differential equations with infinite delay are considered. We first give an explicit criterion for positivity of the solution semigroup of linear functional differential equations with infinite delay and then a Perron‐Frobenius type theorem for positive equations. Next, a novel criterion for the exponential asymptotic stability of positive equations is presented. Furthermore, two sufficient conditions for the exponential asymptotic stability of positive equations subjected to structured perturbations and affine perturbations are provided. Finally, we applied the obtained results to problems of the exponential asymptotic stability of Volterra integrodifferential equations. To the best of our knowledge, most of the results of this paper are new.     

On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations

In this paper, we present a convergence analysis of the inexact Newton method for solving Discrete-time algebraic Riccati equations (DAREs) for large and sparse systems. The inexact Newton method requires, at each iteration, the solution of a symmetric Stein matrix equation. These linear matrix equations are solved approximatively by the alternating directions implicit (ADI) or Smith?s methods. We give some new matrix identities that will allow us to derive new theoretical convergence results for the obtained inexact Newton sequences. We show that under some necessary conditions the approximate solutions satisfy some desired properties such as the d-stability. The theoretical results developed in this paper are an extension to the discrete case of the analysis performed by Feitzinger et al. (2009) [8] for the continuous-time algebraic Riccati equations. In the last section, we give some numerical experiments.     

Existence of complex ℓ2 solutions of linear delay systems of difference equations

We give sufficient conditions for the existence of complex ?₂ solutions of a non-homogeneous system of linear difference equations and of two general classes of delay systems of linear difference equations. In some cases, bounds of the established solutions are also given. As a consequence of the space ?₂ where we work, information can be obtained about the asymptotic behavior of the established solutions and, the asymptotic stability of the zero equilibrium point of the systems under consideration. The method we use is a functional-analytic one.     

Existence-Uniqueness Problems For Infinite Dimensional Stochastic Differential Equations With Delays

The main aim of this paper is to develop the basic theory of a class of infinite dimensional stochastic differential equations with delays (IDSDEs) under local Lipschitz conditions. Firstly, we establish a global existence-uniqueness theorem for the IDSDEs under the global Lipschitz condition in \(C\) without the linear growth condition. Secondly, the non-continuable solution for IDSDEs is given under the local Lipschitz condition in \(C\). Then, the classical Itô's formula is improved and a global existence theorem for IDSDEs is obtained. Our new theorems give better results while conditions imposed are much weaker than some existing results. For example, we need only the local Lipschitz condition in \(C\) but neither the linear growth condition nor the continuous condition on the time \(t\). Finally, two examples are provided to show the effectiveness of the theoretical results.     

Almost automorphic solutions for some evolution equations through the minimizing for some subvariant functional, applications to heat and wave equations with nonlinearities

In this work, we study the existence of bounded and almost automorphic solutions for evolution equations in Banach spaces. We suppose that the linear part is the infinitesimal generator of a compact C₀-semigroup of bounded linear operators and the nonlinear part is an almost automorphic function with respect to the second argument. We give sufficient conditions ensuring the existence of an almost automorphic solution when there is at least one bounded solution on R⁺. We use the subvariant functional method to show that every K-minimizing mild solution is compact almost automorphic. Applications are provided for both heat and wave equations with nonlinearities in several functional spaces.