Delay independent stability of linear switching systems with time delay

We consider a switching system with time delay composed of a finite number of linear delay differential equations (DDEs). Each DDE consists of a sum of a linear ODE part and a linear DDE part. We study two particular cases: (a) all the ODE parts are stable and (b) all the ODE parts are unstable and determine conditions for delay independent stability. For case (a), we extend a standard result of linear DDEs via the multiple Lyapunov function and functional methods. For case (b) the standard DDE result is not directly applicable, however, we are able to obtain uniform asymptotic stability using the single Lyapunov function and functional methods.     

Nonlinear instability for nonhomogeneous incompressible viscous fluids

We investigate the nonlinear instability of a smooth steady density profile solution to the three-dimensional nonhomogeneous incompressible Navier-Stokes equations in the presence of a uniform gravitational field, including a Rayleigh-Taylor steady-state solution with heavier density with increasing height (referred to the Rayleigh-Taylor instability). We first analyze the equations obtained from linearization around the steady density profile solution. Then we construct solutions to the linearized problem that grow in time in the Sobolev space H ^k , thus leading to a global instability result for the linearized problem. With the help of the constructed unstable solutions and an existence theorem of classical solutions to the original nonlinear equations, we can then demonstrate the instability of the nonlinear problem in some sense. Our analysis shows that the third component of the velocity already induces the instability, which is different from the previous known results.     

Global asymptotic stability of positive equilibrium of three-species Lotka–Volterra mutualism models with diffusion and delay effects

In the mutualism system with three species if the effects of dispersion and time delays are both taken into consideration, then the densities of the cooperating species are governed by a coupled system of reaction–diffusion equations with time delays. The aim of this paper is to investigate the asymptotic behavior of the time-dependent solution in relation to a positive uniform solution of the corresponding steady-state problem in a bounded domain with Neumann boundary condition, including the existence and uniqueness of a positive steady-state solution. A simple and easily verifiable condition is given to ensure the global asymptotic stability of the positive steady-state solution. This result leads to the permanence of the mutualism system, the instability of the trivial and all forms of semitrivial solutions, and the nonexistence of nonuniform steady-state solution. The condition for the global asymptotic stability is independent of diffusion and time-delays as well as the net birth rate of species, and the conclusions for the reaction–diffusion system are directly applicable to the corresponding ordinary differential system and 2-species cooperating reaction–diffusion systems. Our approach to the problem is based on inequality skill and the method of upper and lower solutions for a more general reaction–diffusion system. Finally, the numerical simulation is given to illustrate our results.     

Coexistence and stability of a competition—diffusion system in population dynamics

The coexistence and stability of the population densities of two competing species in a bounded habitat are investigated in the present paper, where the effect of dispersion (transportation) is taken into consideration. The mathematical problem involves a coupled system of Lotka-Volterra-type reaction-diffusion equations together with some initial and boundary conditions, including the Dirichlet, Neumann and third type. Necessary and sufficient conditions for the coexistence and competitive exclusion are established and the effect of diffusion is explicitly given. For the stability problem, general criteria for the stability and instability of a steady-state solution are established and then applied to various situations depending on the relative magnitude among the physical parameters. Also given are necessary and sufficient conditions for the existence of multiple steady-state solutions and the stability or instability of each of these solutions. Special attention is given to the Neumann boundary condition with respect to which some threshold results for the coexistence and stability or instability of the four uniform steady states are characterized. It is shown in this situation that only one of the four constant steady states is asymptotically stable while the remaining three are unstable. The stability or instability of these states depends solely on the relative magnitude among the various rate constants and is independent of the diffusion coefficients.     

The global asymptotic stability and stabilization in nonlinear cascade systems with delay

We study certain sufficient conditions for the local and global uniform asymptotic stability, as well as the stabilizability of the equilibrium in cascade systems of delay differential equations. As distinct from the known results, the assertions presented in this paper are also valid for the cases, when the right-hand sides of equations are nonlinear and depend on time or arbitrarily depend on the historical data of the system. We prove that the use of auxiliary constant-sign functionals and functions with constant-sign derivatives essentially simplifies the statement of sufficient conditions for the asymptotic stability of a cascade. We adduce an example which illustrates the use of the obtained results. It demonstrates that the proposed procedure makes the study of the asymptotic stability and the construction of a stabilizing control easier in comparison with the traditional methods.     

Stability and error estimation for component adaptive grid methods

Component adaptive grid (CAG) methods for solving hyperbolic partial differential equations (PDEs) are discussed in this paper. Applying recent stability results for a class of numerical methods on uniform grids, the convergence of these methods for linear problems on component adaptive grids is established here. Furthermore, the computational error can be estimated on CAGs using these stability results. Using these estimates, the error can be controlled on CAGs. Thus, the solution can be computed efficiently on CAGs within a given error tolerance. Computational results for time dependent linear problems in one and two space dimensions are presented.     

Nonlinear stability of discontinuous Galerkin methods for delay differential equations

The present paper is devoted to a study of nonlinear stability of discontinuous Galerkin methods for delay differential equations. Some concepts, such as global and analogously asymptotical stability are introduced. We derive that discontinuous Galerkin methods lead to global and analogously asymptotical stability for delay differential equations. And these nonlinear stability properties reveal to the reader the relation between the perturbations of the numerical solution and that of the initial value or the systems.     

Existence and stability of periodic solutions for parabolic systems with time delays

This paper is concerned with the existence and stability time-periodic solutions for a class of coupled parabolic equations with time delay, and time delays may appear in the nonlinear reaction functions. The existence of time-periodic solutions is for a class of locally Lipschitz continuous reaction functions without any quasimonotone requirement. Our approach to the problem is by the method of upper and lower solution and using Schauder fixed point theorem. Some methods for proving the stability of the periodic solution are also given. The results for the general system can be applied to the standard parabolic equations without time delay and corresponding ordinary differential system. Finally, a model arising from chemistry is used to illustrate the obtained results.     

Positive solutions and dynamics of a finite difference reaction–diffusion system

We investigate the dynamics and methods of computation for some nonlinear finite difference systems that are the discretized equations of a time-dependent and a steady-state reaction–diffusion problem. The formulation of the discrete equations for the time-dependent problem is based on the implicit method for parabolic equations, and the computational algorithm is based on the method of monotone iterations using upper and lower solutions as the initial iterations. The monotone iterative method yields improved upper and lower bounds of the solution in each iteration, and the sequence of iterations converges monotonically to a solution for both the time-dependent and the steady-state problems. An important consequence of this method is that it leads to a bifurcation point that determines the dynamic behavior of the time-dependent problem in relation to the corresponding steady-state problem. This bifurcation point also determines whether the steady-state problem has one or two non-negative solutions, and is explicitly given in terms of the physical parameters of the system and the type of boundary conditions. Numerical results are presented for both the time-dependent and the steady-state problems under various boundary conditions, including a test problem with known analytical solution. These numerical results exhibit the predicted dynamic behavior of the time-dependent solution given by the theoretical analysis. Also discussed are the numerical stability of the computational algorithm and the convergence of the finite difference solution to the corresponding continuous solution of the reaction–diffusion problem. © 1993 John Wiley & Sons, Inc.     

Qualitative analysis of a coupled reaction-diffusion model in biology with time delays

Certain biochemical reaction can be modeled by a coupled system of time-delayed ordinary differential equations and linear parabolic partial differential equations. In a three-compartment model these equations are coupled through the boundary conditions. The aim of this paper is to give a qualitive analysis of this unusual coupled system. The analysis includes the existence and uniqueness of a global solution, explicit upper and lower bounds of the solution, and global stability of a steady-state solution. The global stability result is with respect to any nonnegative initial perturbation and is independent of the time delays in the process of reaction. Special attention is given to the Goodwin model for biochemical control of genes by a negative feedback mechanism with time delay and diffusion.     

Stability,bifurcation and global existence of a Hopf-bifurcating periodic solution for a class of three-neuron delayed network models

In this paper a system of three delay differential equations representing a Hopfield type general model for three neurons with two-way (bidirectional) time delayed connections between the neurons and time delayed self-connection from each neuron to itself is studied. Delay independent and delay dependent sufficient conditions for linear stability, instability and the occurrence of a Hopf bifurcation about the trivial equilibrium are addressed. The partition of the resulting parametric space into regions of stability, instability, and Hopf bifurcation in the absence of self-connection is realized. To extend the local Hopf branches for large delay values a particular bidirectional delayed tri-neuron model without self-connection is investigated. Sufficient conditions for global existence of multiple non-constant periodic solutions are obtained for such a model using the global Hopf-bifurcation theorem for functional differential equations due to J. Wu and the Bendixson criterion for higher dimensional ordinary differential equations due to Li and Muldowney, and following the approach developed by Wei and Li.     

Global asymptotic stability of Lotka–Volterra competition systems with diffusion and time delays

In the Lotka–Volterra competition system with N-competing species if the effect of dispersion and time-delays are both taken into consideration, then the densities of the competing species are governed by a coupled system of reaction–diffusion equations with time-delays. The aim of this paper is to investigate the asymptotic behavior of the time-dependent solution in relation to a positive uniform solution of the corresponding steady-state problem in a bounded domain with Neumann boundary condition, including the existence and uniqueness of a positive steady-state solution. A simple and easily verifiable condition is given to the competing rate constants to ensure the global asymptotic stability of the positive steady-state solution. This result leads to the permanence of the competing system, the instability of the trivial and all forms of semitrivial solutions, and the nonexistence of nonuniform steady-state solution. The condition for the global asymptotic stability is independent of diffusion and time-delays, and the conclusions for the reaction–diffusion system are directly applicable to the corresponding ordinary differential system.     

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.     

Unconditionally stable difference methods for delay partial differential equations

This paper is concerned with the numerical solution of parabolic partial differential equations with time-delay. We focus in particular on the delay dependent stability analysis of difference methods that use a non-constrained mesh, i.e., the time step-size is not required to be a submultiple of the delay. We prove that the fully discrete system unconditionally preserves the delay dependent asymptotic stability of the linear test problem under consideration, when the following discretization is used: a variant of the classical second-order central differences to approximate the diffusion operator, a linear interpolation to approximate the delay argument, and, finally, the trapezoidal rule or the second-order backward differentiation formula to discretize the time derivative. We end the paper with some numerical experiments that confirm the theoretical results.     

时滞积分微分方程的Rosenbrock方法

本文研究时滞积分微分方程的数值方法.通过改造现有常及离散型延迟微分方程的数值方法,并匹配以适当数值求积公式,构造了求解时滞积分微分方程的Rosenbrock方法,导出了其稳定性准则.数值例子阐明了所获方法的计算有效性.     

Bifurcations in a delayed differential-algebraic plankton economic system

This paper considers a phytoplankton-zooplankton bio-economic system with delay and harvesting, which is described by differential-algebraic equations. Local stability analysis of the system without delay reveals that a singularity-induced bifurcation phenomenon appears when a variation of the economic interest is taken into account, furthermore, a state feedback controller is designed to stabilize the system at the interior equilibrium. Then, we show that delay, which is considered in the toxic liberation, can induce stability switches, such that the positive equilibrium switches from stability to instability, to stability again and so on. Finally, some numerical simulations are performed to justify analytical findings.     

Dynamics in a diffusive predator–prey system with a constant prey refuge and delay

In this paper, a diffusive predator–prey system with a constant prey refuge and time delay subject to Neumann boundary condition is considered. Local stability and Turing instability of the positive equilibrium are studied. The effect of time delay on the model is also obtained, including locally asymptotical stability and existence of Hopf bifurcation at the positive equilibrium. And the properties of Hopf bifurcation are determined by center manifold theorem and normal form theorem of partial functional differential equations. Some numerical simulations are carried out.     

Hopf-Hopf bifurcation in the delayed nutrient-microorganism model

In view of time delay in the transport of nutrients, a delayed reaction-diffusion system with homogeneous Neumann boundary conditions is presented to understand the formation of the heterogeneous distribution of bacteria and nutrients in the sediment. With the effects of time delay and diffusion, the system will experience various dynamical behaviors, such as stability, the Turing instability, successive switches of stability of equilibria, the Hopf and the Hopf-Hopf bifurcations. To further understand the dynamics of the Hopf-Hopf bifurcation, the multiple time scale (MTS) technique is employed to derive the amplitude equations at this co-dimensional bifurcation point, and the dynamical classification near such bifurcation point is also identified by analyzing the obtained amplitude equations. Some numerical simulations are carried out to demonstrate the validity of the theoretical analysis.     

On contraction of nonlinear difference equations with time‐varying delays

General nonlinear difference equations with time‐varying delays are considered. Explicit criteria for contraction of such equations are presented. Then some simple sufficient conditions for global exponential stability of equilibria and for stability of invariant sets are derived. Furthermore, explicit criteria for existence, uniqueness and global exponential stability of periodic solutions are derived. Finally, the obtained results are applied to time‐varying discrete‐time neural networks with delay.     

On the Stability of Periodic Impulsive Systems

In this paper, we consider periodic systems of ordinary differential equations with impulse perturbations at fixed points of time. It is assumed that the system possesses the trivial solution. We show that if the trivial solution of the system is stable or asymptotically stable, then it is uniformly stable or uniformly asymptotically stable, respectively. By using the method of Lyapunov functions, we establish criteria of uniform asymptotical stability and instability.