Stability conditions for singularly perturbed delay differential equations (Q2519389): Difference between revisions

The author considers a singularly perturbed delay differential equation \[ \varepsilon y'=f(t,y(t),y(t-\tau(t))), \quad t\geq t_0,\;y(t)=\psi(t,\varepsilon), \;t\leq t_0, \tag \(*\) \] where \(\varepsilon>0\) is a small parameter, \(f: [t_0,\infty)\times\mathbb{C}^n\times\mathbb{C}^n\to\mathbb{C}^n\) is a sufficiently smooth function, \(0\leq\tau(t)\leq\tau^*\), \(\psi\in C[t_0-\tau^*,t_0]\). Let \(y(t,\psi,\varepsilon)\) be a solution of the problem (\(*\)) and \(\langle\cdot,\cdot\rangle\) denotes an inner product in \(\mathbb{C}^n\). The author gives the following definition: the problem (\(*\)) is called contractive with respect to a perturbation of the initial function if for every \(t\geq t_0\) \(\|y(t,\psi,\varepsilon)-y(t,\varphi,\varepsilon)\|\) is strictly monotone decreasing for any two solutions \(y(t,\psi,\varepsilon), y(t,\varphi,\varepsilon)\). The main result is a theorem on sufficient conditions for the problem (\(*\)) to be contractive: let \(\sigma\) and \(\gamma\) be continuous functions such that \[ \begin{aligned} \sigma(t)&\geq\sup_{z, y_1\neq y_2\in\mathbb{C}^n}\frac{Re\langle f(t,y_1,z)-f(t,y_2,z),y_1-y_2\rangle}{\|y_1-y_2\|^2},\\ \gamma(t)&\geq\sup_{y, z_1\neq z_2\in\mathbb{C}^n}\frac{\|f(t,y,z_1)-f(t,y,z_2)\|}{\|z_1-z_2\|}, \end{aligned} \] and \(\sigma\), \(\gamma\) satisfy inequality \(\sigma(t)+q \gamma(t)\leq0\), \(0\leq q<1\). Then, for small \(\varepsilon>0\), the problem is contractive, moreover, \( \|y(t,\psi,\varepsilon)-y(t,\varphi,\varepsilon)\|\leq K e^{-\xi(t-t_0)}\), \(\xi>0\). Numerical exponential stability for the \(\theta\)-method is discussed as well. A simple example with a linear scalar equation is provided.