The stability cone for a delay differential matrix equation (Q628281)
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The stability cone for a delay differential matrix equation (English)
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10 March 2011
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Consider the vector differential delay equation \[ \dot x(t)+ Ax(t)+ Bx(t-\tau)= 0,\quad\tau> 0,\tag{\(*\)} \] where the matrices \(A\) and \(B\) admit a simultaneous triangulation. The authors introduce the surface \({\mathcal K}\) in \(\mathbb{R}^3\) \[ \begin{multlined} {\mathcal K}:= \Biggl\{(u_1, u_2, u_3)\in \mathbb{R}^3: u_1= -a\cos\omega+ \omega\sin\omega,\\ u_2= a\sin\omega+ \omega\cos\omega,\;u_3= a,\;-\tau<\omega<\pi, a\geq -{\omega\over\tan g\omega}\Biggr\},\end{multlined} \] which is called the stability cone. They prove the following Theorem. Let \(A,B,S\in\mathbb{R}^{m\times m}\), \(S^{-1}AS= A_T\), \(S^{-1}BS= B_T\), where \(A_T\) and \(B_T\) are lower triangular matrices with entries \(\lambda_{js}\), \(\mu_{js}\) \((1\leq j,s\leq m)\), respectivey. Let the points \(M_j= (u_{1j}, u_{2j}, u_{3j})\) \((1\leq j\leq m)\) be defined by \[ \begin{aligned} u_{1j} &:= \tau|\mu_{jj}|\cos(\arg\mu_{jj}+ \tau\text{\,Im\,}\lambda_{jj}),\\ u_{2j} &:= \tau|\mu_{jj}|\sin(\arg \mu_{jj}+ \tau\text{\,Im\,}\lambda_{jj}),\\ u_{3j} &:= \tau\text{\,Re\,}\lambda_{jj}.\end{aligned} \] Equation \((*)\) is asymptotically stable if and only if all the points \(M_j\) \((1\leq j\leq m)\) lie inside the stability cone \({\mathcal K}\). If there exists a point \(M_j\) lying outside the stability cone, then \((*)\) is unstable.
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stability
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delay equation
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simultaneous triangularization
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