Galerkin approximations with embedded boundary conditions for retarded delay differential equations

Finite-dimensional approximations are developed for retarded delay differential equations (DDEs). The DDE system is equivalently posed as an initial-boundary value problem consisting of hyperbolic partial differential equations (PDEs). By exploiting the equivalence of partial derivatives in space and time, we develop a new PDE representation for the DDEs that is devoid of boundary conditions. The resulting boundary condition-free PDEs are discretized using the Galerkin method with Legendre polynomials as the basis functions, whereupon we obtain a system of ordinary differential equations (ODEs) that is a finite-dimensional approximation of the original DDE system. We present several numerical examples comparing the solution obtained using the approximate ODEs to the direct numerical simulation of the original non-linear DDEs. Stability charts developed using our method are compared to existing results for linear DDEs. The presented results clearly demonstrate that the equivalent boundary condition-free PDE formulation accurately captures the dynamic behaviour of the original DDE system and facilitates the application of control theory developed for systems governed by ODEs.     

拟等级网格下非线性延迟微分方程间断有限元法

本文利用间断有限元法求解非线性延迟微分方程,在拟等级网格下.给出非线性延迟微分方程间断有限元解的整体收敛阶和局部超收敛阶,数值实验验证了理论结果的正确性.     

Linear stability of general linear methods for systems of neutral delay differential equations

This paper is concerned with the numerical solution of delay differential equations (DDEs). We focus on the stability of general linear methods for systems of neutral DDEs with multiple delays. A type of interpolation procedure is considered for general linear methods. Linear stability properties of general linear methods with this interpolation procedure are investigated. Many extant results are unified.     

Variable-step variable-order 3-stage Hermite-Birkhoff-Obrechkoff DDE solver of order 4 to 14

This article presents a solver for delay differential equations (DDEs) called HBO414DDE based on a hybrid variable-step variable-order 3-stage Hermite-Birkhoff-Obrechkoff ODE solver of order 4 to 14. The current version of our method solves DDEs with state dependent, non-vanishing, small, vanishing and asymptotically vanishing delays, except neutral type and initial value DDEs. Delayed values are computed using Hermite interpolation, small delays are dealt with by extrapolation, and discontinuities are located by a bisection method. HBO414DDE was tested on several problems and results were compared with those of known solvers like SYSDEL and the recent Matlab DDE solver ddesd and statistics show that it gives, most of the time, a smaller relative error than the other solvers for the same number of function evaluations.     

On the Chebyshev spectral continuous time approximation for constant and periodic delay differential equations

In this paper, the approximation technique proposed in Breda et al. (2005) [1] for converting a linear system of constant-coefficient delay differential equations (DDEs) into a system of ordinary differential equations (ODEs) using pseudospectral differencing is extended to linear and nonlinear systems of DDEs with time-periodic coefficients. The Chebyshev spectral continuous time approximation (ChSCTA) technique is used to study the stability of first and second-order constant coefficient DDEs, a delayed system with a cubic nonlinearity and parametric sinusoidal excitation, the delayed Mathieu’s equation, and delayed systems with two fixed delays. In all the examples, the stability and time response obtained from ChSCTA show good agreement with either analytical results, or the results obtained before by other reliable approximation methods. The “spectral accuracy” convergence behavior of Chebyshev spectral collocation shown in Trefethen (2000) [2] which the proposed technique possesses is compared to the convergence properties of finite difference-based continuous time approximation for constant-coefficient DDEs proposed recently in Sun (2009) [3] and Sun and Song (2009) [4].     

Software for ordinary and delay differential equations: Accurate discrete approximate solutions are not enough

Numerical methods for both ordinary differential equations (ODEs) and delay differential equations (DDEs) are traditionally developed and assessed on the basis of how well the accuracy of the approximate solution is related to the specified error tolerance on an adaptively-chosen, discrete mesh. This may not be appropriate in numerical investigations that require visualization of an approximate solution on a continuous interval of interest (rather than at a small set of discrete points) or in investigations that require the determination of the ‘average’ values or the ‘extreme’ values of some solution components.In this paper we will identify modest changes in the standard error-control and stepsize-selection strategies that make it easier to develop, assess and use methods which effectively deliver approximations to differential equations (both ODEs and DDEs) that are more appropriate for these type of investigations. The required changes will typically increase the cost per step by up to 40%, but the improvements and advantages gained will be significant. Numerical results will be presented for these modified methods applied to two example investigations (one ODE and one DDE).     

Dynamics of the Internet TCP–RED congestion control system

In this paper, the ideal case for the important congestion control algorithms, i.e., the TCP (transmission control protocol) algorithm and the RED (random early detection) algorithm, is analyzed, and the following results are found. First, mathematical analysis proves the existence of two equilibria of this dynamical system (of DDEs—delay differential equations), which has not been established in previous works. Second, reduction of the round-trip delay leads to the optimal design of the TCP–RED congestion control. Unfortunately, a drawback of TCP–RED is that package dropping and congestion are induced. The dynamics of the DDEs are considered for when congestion does not take place and the averaged queue length is between the minimum threshold and the maximum one. Stability and Hopf bifurcation of the DDEs are considered. We find that if the time delays are sufficiently large, Hopf bifurcation of the two equilibria will appear, and thus stationary motions with approximately constant rates of arrival, averaged queue length and oscillations with periodically varying forms will arise. Simulations illustrate the richness of the dynamics of the DDEs.     

Numerical solution by LMMs of stiff delay differential systems modelling an immune response

Summary. We consider the application of linear multistep methods (LMMs) for the numerical solution of initial value problem for stiff delay differential equations (DDEs) with several constant delays, which are used in mathematical modelling of immune response. For the approximation of delayed variables the Nordsieck's interpolation technique, providing an interpolation procedure consistent with the underlying linear multistep formula, is used. An analysis of the convergence for a variable-stepsize and structure of the asymptotic expansion of global error for a fixed-stepsize is presented. Some absolute stability characteristics of the method are examined. Implementation details of the code DIFSUB-DDE, being a modification of the Gear's DIFSUB, are given. Finally, an efficiency of the code developed for solution of stiff DDEs over a wide range of tolerances is illustrated on biomedical application model. Received March 23, 1994 / Revised version received March 13, 1995     

Stability of Runge-Kutta methods for delay differential systems with multiple delays

The stability of Runge-Kutta methods for systems of delay differentialequations (DDEs) with multiple delays is considered. The stabilityregions of explicit and implicit Runge-Kutta methods are discussedwhen they are applied to asymptotically stable linear DDEs withmultiple delays. A simple estimate on the stability regionsof explicit Runge-Kutta methods is presented. It is shown thatthe stable step-size for numerical integration of DDEs withmultiple delays can be easily selected by means of the estimate.     

Analysis and finite element approximations for distributed optimal control problems for implicit parabolic equations

This work concerns analysis and error estimates for optimal control problems related to implicit parabolic equations. The minimization of the tracking functional subject to implicit parabolic equations is examined. Existence of an optimal solution is proved and an optimality system of equations is derived. Semi-discrete (in space) error estimates for the finite element approximations of the optimality system are presented. These estimates are symmetric and applicable for higher-order discretizations. Finally, fully-discrete error estimates of arbitrarily high-order are presented based on a discontinuous Galerkin (in time) and conforming (in space) scheme. Two examples related to the Lagrangian moving mesh Galerkin formulation for the convection-diffusion equation are described.     

非线性变延迟微分方程隐式Euler方法的数值稳定性

在减弱对非线性刚性变延迟微分方程初值问题本身的约束条件的前提下 ,将已有的文献中隐式Euler方法数值稳定性的结论由常延迟的情形推广到了变延迟的情形 ,证明了隐式Euler方法是稳定的     

非线性变延迟微分方程隐式Euler法的渐近稳定性

本讨论非线性变延迟微分方程隐式Euler法的渐近稳定性。我们证明，在方程真解渐近稳定的条件下，隐式Euler法也是渐近稳定的。     

On the construction and investigation of solutions of boundary value problems of thermoviscoelasticity

The uncoupled mixed boundary value problem of thermoviscoelasticity is considered in a quasistatic formulation. The temperature distribution is assumed nonstationary and inhomogeneous. The influence of the temperature on the viscoelastic properties of the material is taken into account by the introduction of a reduced time. The equations of state of the material are written in differential form as a system of kinetic equations in some tensor-type strain parameters. The system mentioned is equivalent to a Volterra integral equation with kernel in the form of a sum of exponents. The differential approach used is apparently more convenient for numerical realization /1/ (especially in nonuniform problems) and results in a substantially different mathematical formulation as compared with that based on the integral form of writing the equations of state investigated in /2,3/. Precisely for going over to the boundary value problem are the kinetic differential equations converted into an operator differential equation in Hubert space. The existence, uniqueness, and stability of the solution of the problem formulated are established, and conditions for the convergence of the Galerkin approximations and the stability of the difference approximations in time are formulated.     

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.     

The exponential asymptotic stability of singularly perturbed delay differential equations with a bounded lag

This paper is concerned with the exponential stability of singularly perturbed delay differential equations with a bounded (state-independent) lag. A generalized Halanay inequality is derived in Section 2, and in Section 3 a sufficient condition will be provided to ensure that any solution of the singularly perturbed delay differential equations (DDEs) with a bounded lag is exponentially stable uniformly for sufficiently small ε>0. This type of exponential asymptotic stability can obviously be applied to general delay differential equations with a bounded lag.     

Approximations of Solutions to Abstract Neutral Functional Differential Equation

In the present work, we study the approximations of solutions to the abstract neutral functional differential equations with bounded delay. We consider an associated integral equation and a sequence of approximate integral equations. We establish the existence and uniqueness of the solutions to every approximate integral equation using the fixed point arguments. We then prove the convergence of the solutions of the approximate integral equations to the solution of the associated integral equation. Next, we consider the Faedo–Galerkin approximations of the solutions and prove some convergence results. Finally, we demonstrate the application of the results established.     

Critical delays and polynomial eigenvalue problems

In this work we present a new method to compute the delays of delay-differential equations (DDEs), such that the DDE has a purely imaginary eigenvalue. For delay-differential equations with multiple delays, the critical curves or critical surfaces in delay space (that is, the set of delays where the DDE has a purely imaginary eigenvalue) are parameterized. We show how the method is related to other works in the field by treating the case where the delays are integer multiples of some delay value, i.e., commensurate delays.     

Issues in the numerical solution of evolutionary delay differential equations

Delay differential equations are of sufficient importance in modelling real-life phenomena to merit the attention of numerical analysts. In this paper, we discuss key features of delay differential equations (DDEs) and consider the main issues to be addressed when constructing robust numerical codes for their solution. We provide an introduction to the existing literature and numerical codes, and in particular we indicate the approaches adopted by the authors. We also indicate some of the unresolved issues in the numerical solution of DDEs. Communicated by J.C. Mason     

Global Stability of a Time-delayed Malaria Model with Standard Incidence Rate

A four-dimensional delay differential equations(DDEs) model of malaria with standard incidence rate is proposed. By utilizing the limiting system of the model and Lyapunov direct method, the global stability of equilibria of the model is obtained with respect to the basic reproduction number R₀. Specifically, it shows that the disease-free equilibrium E⁰is globally asymptotically stable(GAS) for R₀ < 1, and globally attractive(GA) for R₀ = 1, while ...     

Dissipativity of Runge-Kutta methods for Volterra functional differential equations

This paper is concerned with the numerical dissipativity of nonlinear Volterra functional differential equations (VFDEs). We give some dissipativity results of Runge-Kutta methods when they are applied to VFDEs. These results provide unified theoretical foundation for the numerical dissipativity analysis of systems in ordinary differential equations (ODEs), delay differential equations (DDEs), integro-differential equations (IDEs), Volterra delay integro-differential equations (VDIDEs) and VFDEs of other type which appear in practice. Numerical examples are given to confirm our theoretical results.