Existence conditions of a special type of Lyapunov functional for two-dimensional delay system (Q2266811)

The zero solution of the delay system (1) \(\dot x=Ax(t)+Bx(t-r)\), where A,B are \(n\times n\) constant matrices and r is a non-negative constant scalar, can be studied by means of the functional \(V(\phi)=\phi '(0)T\phi (0)+\int^{0}_{-r}\phi '(s)E\phi (s)ds\), where \(\phi \in C([-r,0],R^ n)\); T,E are \(n\times n\) symmetric matrices. The derivative of V along the trajectories of (1) is given by \[ \dot V=-(\phi '(0),\phi '(- r))S\left(\begin{matrix} \phi (0)\\ \phi '(-r)\end{matrix} \right) \] where \(S=\left( \begin{matrix} -(TA+A'T)-E\\ -B'T\end{matrix}^{-TB}_{E}\right)\). It is known that if T,E are positive definite and S is also positive definite, then by Lyapunov's theorem the zero solution of (1) is asymptotically stable for any \(r\geq 0\). The paper establishes the following theorem. Theorem. Suppose A,B are \(2\times 2\) matrices. Then there are positive definite matrices T,E such that S is positive definite if and only if one of the following conditions hold: (i) A is stable, \(| B| >0\) and sup\(\{\) Re \(\lambda\) (1\(+r):| A+Be^{-\lambda r}-\lambda I| =0\), \(r\geq 0\}<0\). (ii) A is stable, \(| B| \leq 0\), \(| A+B| >0\), \(| A-B| >0\), and \((tr A)^ 2-(tr B)^ 2+2[(| A+B| \cdot | A-B|)^{1/2}-| A| +| B|]>0.\)