Analytic Solution of a Delay Differential Equation Arising in Cost Functionals for Systems With Distributed Delays

A steepest descent method is constructed for the general setting of a linear differential equation paired with uniqueness-inducing conditions which might yield a generally overdetermined system. The method differs from traditional steepest descent methods by considering the conditions when defining the corresponding Sobolev space. The descent method converges to the unique solution to the differential equation so that change in condition values is minimal. The system has a solution if and only if the first iteration of steepest descent satisfies the system. The finite analogue of the descent method is applied to example problems involving finite difference equations. The well-posed problems include a singular ordinary differential equation and Laplace’s equation, each paired with respective Dirichlet-type conditions. The overdetermined problems include a first-order nonsingular ordinary differential equation with Dirichlet-type conditions and the wave equation with both Dirichlet and Neumann conditions. The method is applied in an investigation of the Tricomi equation, a long-studied equation which acts as a prototype of mixed partial differential equations and has application in transonic flow. The Tricomi equation has been studied for at least ninety years, yet necessary and sufficient conditions for existence and uniqueness of solutions on an arbitrary mixed domain remain unknown. The domains of interest are rectangular mixed domains. A new type of conditions is introduced. Ladder conditions take the uncommon approach of specifying information on the interior of a mixed domain. Specifically, function values are specified on the parabolic portion of a mixed domain. The remaining conditions are specified on the boundary. A conjecture is posed and states that ladder conditions are necessary and sufficient for existence and uniqueness of a solution to the Tricomi equation. Numerical experiments, produced by application of the descent method, provide strong evidence in support of the conjecture. Ladder conditions allow for a continuous deformation from Dirichlet conditions to initial-boundary value conditions. Such a deformation is applied to a class of Tricomi-type equations which transition from degenerate elliptic to degenerate hyperbolic. A conjecture is posed and states that each problem is uniquely solvable and the solutions vary continuously as the differential equation and corresponding conditions vary continuously. If the conjecture holds true, the result will provide a method of unifying elliptic Dirichlet problems and hyperbolic initial-boundary value problem. Numerical evidence in support of the conjecture is presented.

We study the solution theory of singular linear switched systems with inputs (also known as switched descriptor systems). These systems are highly relevant in many applications; in particular, in economics the well-known dynamic Leontief model with changing coefficient matrices falls into this class. Theorem 5.1 in the paper by Anh et al. (2019) stated that if a singular linear switched system is jointly index-1, then there exists an explicit surrogate switched system having identical solution behavior for all switching signals. However, it was not clear yet whether the jointly index-1 condition is a necessary and sufficient condition for the existence and uniqueness of a solution. Furthermore, it was also not clear what conditions are actually required to guarantee existence and uniqueness of solutions for particular switching signals only. In this article, we provide necessary and sufficient conditions for existence and uniqueness of solutions for singular linear switched systems with respect to fixed switching signals (both mode sequences and switching times are fixed), fixed mode sequences (switching times are arbitrary), and arbitrary switching signals (both mode sequences and switching times are arbitrary). In all three cases we provide an explicit surrogate system with the same solution set; our approach improves the results presented in Anh et al. (2019) as the coefficient matrices describing the transition from x(k) to $$x(k+1)$$ x ( k + 1 ) only depend on original system matrices at time k and $$k+1$$ k + 1 and not on $$k-1$$ k - 1 as in Anh et al. (2019). We illustrate the theoretical findings with the dynamic Leontief model and investigate the solvability properties of discretizations of continuous-time singular systems.

Methods used for ordinary differential equations cannot generally be used to solve delay differential equation, which is reflected in the choice of suitable software. The paper shows possibilities of software solution of delay differential equations. The aim of the paper is to present the possibilities of current software packages and programme systems (e.g. Matlab, Maple, R). The paper further shows how the aforementioned equations can be used in solutions of dynamical models. The conclusion of the papers demonstrates a solution of a specific dynamical model -- the Phillips curve applied to the Czech Republic. Setting up the model required the use of analytic and synthetic methods, dynamical modelling and solving the system of two delay differential equations. In the conclusion the authors claim that although the quality of the available software, suitable for solving delay differential equations, is not as good as that of software used for solving ordinary differential equations, such software that meets basic requirements can be found. Therefore such software can be used as a supportive tool for exact modelling methods in practice.

This paper discusses the existence and uniqueness of strong solutions for the first order homogeneous linear generalized distributed parameter system and nonhomogeneous linear generalized distributed parameter system by using the generalized operator semigroup theory. And sufficient conditions of existence and uniqueness of strong solutions and constructive expressions of strong solutions are given in the paper. Further, the existence of strong solutions of semilinear generalized distributed parameter system is studied by mild solutions.

In this article, we consider a nonlinear Sobolev type fractional functional integrodifferential equations in a Banach space along with a nonlocal condition. Sufficient conditions for existence, uniqueness and dependence on initial data of local solutions of considered problem are derived by employing fixed point techniques and theory of classical semigroup. Further, we also render the criteria for existence of global solution. At the end, we provide an application to elaborate the obtained results.

Genetic oscillatory networks can be mathematically modeled with delay differential equations (DDEs). Interpreting genetic networks with DDEs gives a more intuitive understanding from a biological standpoint. However, it presents a problem mathematically, for DDEs are by construction infinitely-dimensional and thus cannot be analyzed using methods common for systems of ordinary differential equations (ODEs). In our study, we address this problem by developing a method for reducing infinitely-dimensional DDEs to two- and three-dimensional systems of ODEs. We find that the three-dimensional reductions provide qualitative improvements over the two-dimensional reductions. We find that the reducibility of a DDE corresponds to its robustness. For non-robust DDEs that exhibit high-dimensional dynamics, we calculate analytic dimension lines to predict the dependence of the DDEs’ correlation dimension on parameters. From these lines, we deduce that the correlation dimension of non-robust DDEs grows linearly with the delay. On the other hand, for robust DDEs, we find that the period of oscillation grows linearly with delay. We find that DDEs with exclusively negative feedback are robust, whereas DDEs with feedback that changes its sign are not robust. We find that non-saturable degradation damps oscillations and narrows the range of parameter values for which oscillations exist. Finally, we deduce that natural genetic oscillators with highly-regular periods likely have solely negative feedback.

ABSTRACTMany practical systems are described as unknown multi-input-multi-output (MIMO) time-delay systems with unknown disturbances. The properties and performance of multi-time-delay MIMO systems are quite different compared to delay-free systems, in particular if the time-delay is long. In addition, for practical implementation digital controllers are often required instead of analog controllers. This paper presents: (i) an overview of the mathematical modelling based on the observer/Kalman filter identification (OKID) method, with some insight on known/unknown MIMO systems; (ii) a study of the pole-zero maps of the identified delay-free system and the known/unknown time-delay system for various sampling periods; (iii) a development of the explicit pole-zero map of the sampled-data MIMO neutral system with multiple discrete and disturbed time delays; (iv) an utilisation of the OKID method for known/unknown time-delay sampled-data MIMO systems with unknown disturbances; (v) an extension of the existing equivalent-input-disturbance (EID) estimator, to determine a robust tracker for the unknown time-delay system with unknown disturbances; and (vi) an investigation on the unknown time-delay system with stable or unstable zeros to determine which traditional or customised tracker can be applied. In addition, simulation studies are performed on the relationship between pole-zero maps and delay times.

Characterising small solutions in delay differential equations through numerical approximations

<p style='text-indent:20px;'>Environmental factors and random variation have strong effects on the dynamics of biological and ecological systems. In this paper, we propose a stochastic delay differential model of two-prey, one-predator system with cooperation among prey species against predator. The model has a global positive solution. Sufficient conditions of existence and uniqueness of an ergodic stationary distribution of the positive solution are provided, by constructing suitable Lyapunov functionals. Sufficient conditions for possible extinction of the predator populations are also obtained. The conditions are expressed in terms of a threshold parameter <inline-formula><tex-math id="M1">\begin{document}$ {\mathcal R}_0^s $\end{document}</tex-math></inline-formula> that relies on the environmental noise. Illustrative examples and numerical simulations, using Milstein's scheme, are carried out to illustrate the theoretical results. A small scale of noise can promote survival of the species. While relative large noises can lead to possible extinction of the species in such an environment.</p>

This chapter presents a new and easy application of the Daftardar-Gejji and Jafari transform method (DGJTM) for the estimation of analytical solution for time-fractional neutral delay differential equations. Moreover, the DGJTM provides more accurate and rapidly convergent analytical solution as compared to other existing methods such as Adomian decomposition method (ADM), variational iteration method (VIM), homotopy analysis method (HAM) and differential transform method (DTM). It is also noteworthy that the DGJTM determines the approximate solution to nonlinear problems for large time scale in less CPU time, where the nonlinear terms are computed as a series of DJM polynomial. Three test examples of time-fractional pantograph differential equations along with higher-order neutral functional delay differential equations are considered to verify the accuracy and efficiency of the present method.

Periodic solutions of delay differential equations (DDEs) splitting into stable and unstable branches are examined in an infinite-dimensional space for fixed and multiple time delays. The center manifold theorem and the classical Hopf bifurcation theorem for the study of periodic solutions of ordinary differential equations (ODEs) are employed to reduce the infinite-dimensional character of the DDEs to finite-dimensional ODEs. Using integral averaging method, the vector field of the ODEs is converted and averaged into amplitude a and phase φ relations. From these relations bifurcation equations of the form ℑ(a, φ) = 0 for the solution branches are derived.

Infinite Coupled Riccati Equations Arising in Certain Optimal Control Problem

We consider parabolic variational inequalities in Sobolev spaces and generalized Lebesgue spaces. Sufficient conditions of existence and uniqueness of solution of these inequalities have been established. We have also proved some comparison theorems.

We present a unified approach to study large positive solutions (i.e., u ( x ) → ∞ u(x)\to \infty as x → ∂ Ω x\to \partial \Omega ) of the equation Δ u + h u − k ψ ( u ) = − f \Delta u+hu-k\psi (u)=-f in an arbitrary domain Ω \Omega . We assume ψ ( u ) \psi (u) is convex and grows sufficiently fast as u → ∞ u\to \infty . Equations of this type arise in geometry (Yamabe problem, two dimensional curvature equation) and probability (superdiffusion). We prove that both existence and uniqueness are local properties of points of the boundary ∂ Ω \partial \Omega ; i.e., they depend only on properties of Ω \Omega in arbitrarily small neighborhoods of each boundary point. We also find several new necessary and sufficient conditions for existence and uniqueness of large solutions including an existence theorem on domains with fractal boundaries.

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.