Critical delays and polynomial eigenvalue problems
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Stability theory of functional-differential equations (34K20) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Sensitivity (robustness) (93B35) Control/observation systems governed by functional-differential equations (93C23)
Abstract: 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. The parametrization is done by solving a {em quadratic eigenvalue problem} which is constructed from the vectorization of a matrix equation and hence typically of large size. For commensurate delay differential equations, the corresponding equation is a polynomial eigenvalue problem. As a special case of the proposed method, we find a closed form for a parameterization of the critical surface for the scalar case. We provide several examples with visualizations where the computation is done with some exploitation of the structure of eigenvalue problems.
The author proposes a method for parameterizing the critical delays, \(h_k\), which give the boundary of the stability region of the delay-differential equation \(x'(t)=A_0x(t)+\sum _{k=1}^m A_kx(t-h_k)\) for \(t>0\), with \(x(t)=\varphi (t)\) for \(t\in [-h_m,0]\), where the \(A_k\) are real \(n\times n\) matrices. A key step in the method requires the solution of a quadratic eigenvalue problem for \(n^2\times n^2\) matrices. In the case in which the delays are integer multiples of the smallest delay, the author discusses the relationship of this work to earlier work of \textit{J. Chen, G. Gu} and \textit{C. N. Nett} [Syst. Control Lett. 26, No.~2, 107--117 (1995; Zbl 0877.93117)].
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Cited in
(27)- Polynomial two-parameter eigenvalue problems and matrix pencil methods for stability of delay-differential equations
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