The problem considered in the paper is exponential stability of linear equations and global attractivity of nonlinear non-autonomous equations which include a non-delay term and one or more delayed terms. First, we demonstrate that introducing a non-delay term with a non-negative coefficient can destroy stability of the delay equation. Next, sufficient exponential stability conditions for linear equations with concentrated or distributed delays and global attractivity conditions for nonlinear equations are obtained. The nonlinear results are applied tothe Mackey-Glass model of respiratory dynamics.
We consider a linear scalar delay differential equation (DDE), consisting of two arbitrary distributed time delays. We formulate necessary conditions for stability of the trivial solution which are independent of the distributions. For the case of one discrete and one gamma distributed delay, we give an explicit description of the region of stability of the trivial solution and discuss how this depends on the model parameters.
This paper concerns some spectral properties of the scalar dynamical system defined by a linear delay-differential equation with two positive delays. More precisely, the existing links between the delays and the maximal multiplicity of the characteristic roots are explored, as well as the dominancy of such roots compared with the spectrum localization. As a by-product of the analysis, the pole placement issue is revisited with more emphasis on the role of the delays as control parameters in defining a partial pole placement guaranteeing the closed-loop stability with an appropriate decay rate …
This paper studies the link between the number of critical eigenvalues and the number of delays in certain classes of delay-differential equations. There are two main results. The first states that for k purely imaginary numbers which are linearly independent over the rationals, there exists a scalar delay-differential equation depending on k fixed delays whose spectrum contains those k purely imaginary numbers. The second result is a generalization of the first result for delay-differential equations which admit a characteristic equation consisting of a product of s factors of scalar type. In…
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote oscillations around steady states, and their stability depends on the particular shape of the delay distribution. Since in applications the mean delay is often the only reliable information available about the distribution, it is desirable to find conditions for stability that are independent from the shape of the distribution. We show here that for a given mean…
We present generalised Lyapunov-Razumikhin techniques for establishing global asymptotic stability of steady-state solutions of scalar delay differential equations. When global asymptotic stability cannot be established, the technique can be used to derive bounds on the persistent dynamics. The method is applicable to constant and variable delay problems, and we illustrate the method by applying it to the state-dependent delay differential equation known as the sawtooth equation, to find parameter regions for which the steady-state solution is globally asymptotically stable. We also establish …
In this work, we establish the response of scalar systems with multiple discrete delays based on the Laplace transform. The time response function is expressed as the sum of infinite series of exponentials acting on eigenvalues inside countable branches of the Lambert W functions. Eigenvalues in each branch of Lambert W function are computed by a numerical iteration. Numerical examples are presented to illustrate the results obtained.
In computing the third order terms of the series of powers of the center manifold at an equilibrium point of a scalar delay differential equation, with a single constant delay $r>0,$ some problems occur at the term $w_{21}z^2\bar{z}.$ More precisely, in order to determine the values at 0, respectively $-r$ of the function $w_{21}(\,.\,),$ an algebraic system of equations must be solved. We show that the two equations are dependent, hence the system has an infinity of solutions. Then we show how we can overcome this lack of uniqueness and provide a formula for $w_{21}(0).$
A single dynamical system with time-delayed feedback can emulate networks. This property of delay systems made them extremely useful tools for Machine Learning applications. Here we describe several possible setups, which allow emulating multilayer (deep) feed-forward networks as well as recurrent networks of coupled discrete maps with arbitrary adjacency matrix by a single system with delayed feedback. While the network's size can be arbitrary, the generating delay system can have a low number of variables, including a scalar case.
We present a review of known stability tests and new explicit exponential stability conditions for the linear scalar neutral equation with two delays $$ \dot{x}(t)-a(t)\dot{x}(g(t))+b(t)x(h(t))=0, $$ where $$ |a(t)|<1,~ b(t)\geq 0, ~h(t)\leq t, ~g(t)\leq t, $$ and for its generalizations, including equations with more than two delays, integro-differential equations and equations with a distributed delay.
Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote oscillation around steady states, and their stability depends on the particular shape of the delay distribution. Since in applications the mean delay is often the only reliable information available about the distribution, it is desirable to find conditions for stability that are independent from the shape of the distribution. We show here that the linear equati…
We study stability of so-called synchronous slowly oscillating periodic solutions (SOPSs) for a system of identical delay differential equations (DDEs) with linear decay and nonlinear delayed negative feedback that are coupled through their nonlinear term. Under a row sum condition on the coupling matrix, existence of a unique SOPS for the corresponding scalar DDE implies existence of a unique synchronous SOPS for the coupled DDEs. However, stability of the SOPS for the scalar DDE does not generally imply stability of the synchronous SOPS for the coupled DDEs. We obtain an explicit formula, de…
When studying a general system of delay differential equation with a single constant delay, we encounter a certain lack of uniqueness in determining the coefficient of one of the third order terms of the series defining the center manifold. We solve this problem by considering a perturbation of the considered problem, perturbation that allows us to remove the singularity. The result generalizes a similar result obtained for scalar differential equations (J. Dyn. Diff. Eqns., 24/2012).
Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is equivalent to an Erlang distributed delay differential equation (DDE). Here, we demonstrate that compartmental models with non-linear transit rates and possibly delayed arguments are also equivalent to a scalar distributed delay differential equation. To illustrate the utility of these equivalences, we calculate the equilibria of the scalar DDE, and compute…
We consider the scalar delay differential equation $$ \dot{x}(t)=-x(t)+f_{K}(x(t-1)) $$ with a nondecreasing feedback function $f_{K}$ depending on a parameter $K$, and we verify that a saddle-node bifurcation of periodic orbits takes place as $K$ varies. The nonlinearity $f_{K}$ is chosen so that it has two unstable fixed points (hence the dynamical system has two unstable equilibria), and these fixed points remain bounded away from each other as $K$ changes. The generated periodic orbits are of large amplitude in the sense that they oscillate about both unstable fixed points of $f_{K}$.
We obtain new explicit exponential stability conditions for the linear scalar neutral equation with two bounded delays $ (x(t)-a(t)x(g(t)))'+b(t)x(h(t))=0, $ where $|a(t)| \leq A_0 < 1$, $0<b_0\leq b(t)\leq B_0$, assuming that all parameters of the equation are measurable functions. To analyze exponential stability, we apply the Bohl-Perron theorem and a reduction of a neutral equation to an equation with an infinite number of non-neutral delay terms. This method has never been used before for this neutral equation; its application allowed to omit a usual restriction $|a(t)|<\frac{1}{2}$ in kn…
We obtain new explicit exponential stability conditions for linear scalar equations with positive and negative delayed terms $$ \dot{x}(t)+ \sum_{k=1}^m a_k(t)x(h_k(t))- \sum_{k=1}^l b_k(t)x(g_k(t))=0 $$ and its modifications, and apply them to investigate local stability of Mackey--Glass type models $$\dot{x}(t)=r(t)\left[β\frac{x(g(t))}{1+x^n(g(t))}-γx(h(t))\right]$$ and $$\dot{x}(t)=r(t)\left[β\frac{x(g(t))}{1+x^n(h(t))}-γx(t)\right].$$
We present new explicit exponential stability conditions for the linear scalar neutral equation with two variable coefficients and delays $$ (x(t)-a(t)x(g(t)))'=-b(t)x(h(t)), $$ where $|a(t)|<1$, $b(t)\geq 0$, $h(t)\leq t$, $g(t)\leq t$, in the case when the delays $t-h(t)$, $t-g(t)$ are bounded, as well as an asymptotic stability condition, if the delays can be unbounded.
New explicit conditions of asymptotic and exponential stability are obtained for the scalar nonautonomous linear delay differential equation $$ \dot{x}(t)+\sum_{k=1}^m a_k(t)x(h_k(t))=0 $$ with measurable delays and coefficients. These results are compared to known stability tests.
For the fractional order systems \[D^αx(t)=f(x),\quad 0<α\leq 1,\] one can have a critical value of $α$ viz $α_*$ such that the system is stable for $0<α<α_*$ and unstable for $α_*<α\leq 1$. In general, if such system is stable for some $α_0\in(0,1)$ then it remains stable for all $α<α_0.$ In this paper, we show that there are some delay differential equations \[D^αx(t)=f(x(t),x(t-τ))\] of the fractional order which behave in an exactly opposite way. These systems are unstable for higher values of fractional order and stable for the lower values. The striking observation is the example which i…
We consider scalar delay differential equations $x'(t) = -δx(t) + f(t,x_t) (*)$ with nonlinear f satisfying a sort of negative feedback condition combined with a boundedness condition. The well known Mackey-Glass type equations, equations satisfying the Yorke condition, equations with maxima are kept within our considerations. Here, we establish a criterion for the global asymptotical stability of a unique steady state to $(*)$. As an example, we study Nicholson's blowflies equation, where our computations support Smith's conjecture about the equivalence of global and local asymptotical stabil…
We take up a recently proposed compartmental SEIQR model with delays, ignore loss of immunity in the context of a fast pandemic, extend the model to a network structured on infectivity, and consider the continuum limit of the same with a simple separable interaction model for the infectivities $β$. Numerical simulations show that the evolving dynamics of the network is effectively captured by a single scalar function of time, regardless of the distribution of $β$ in the population. The continuum limit of the network model allows a simple derivation of the simpler model, which is a single scala…
We study scalar delay equations $$\dot{x} (t) = λf(x(t-1)) + b^{-1} (x(t) + x(t -p/2))$$ with odd nonlinearity $f$, real nonzero parameters $λ, \, b$, and two positive time delays $1,\ p/2$. We assume supercritical Hopf~bifurcation from $x \equiv 0$ in the well-understood single-delay case $b = \infty$. Normalizing $f' (0)=1$, branches of constant minimal period $p_k = 2π/ω_k$ are known to bifurcate from eigenvalues $iω_k = i(k+\tfrac{1}{2})π$ at $λ_k = (-1)^{k+1}ω_k$, for any nonnegative integer $k$. The unstable dimension of these rapidly oscillating periodic solutions is $k$, at the local b…
This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite number of delays), the non-asymptotic setting is not well-understood. First, we show that the minimal time-delays required for perfect signal recovery are solely determined by the sparsity in the Fourier spectrum for scalar systems. For the vector case, we provide a rank test and a geometric interpretation for the necessary and sufficient conditions for the exis…
Noise has significant impact on nonlinear phenomena. Here we demonstrate that, in opposition to previous assumptions, additive noise interfere with the linear stability of scalar nonlinear systems when these are subject to time delay. We show this by performing a recently designed time-dependent delayed center manifold (DCM) reduction around an Hopf bifurcation in a model of nonlinear negative feedback. Using this, we show that noise intensity must be considered as a bifurcation parameter and thus shifts the threshold at which emerge delay-induced rhythmic solutions.
We obtain new explicit exponential stability conditions for the linear scalar neutral equation with two bounded delays $ \dot{x}(t)-a(t)\dot{x}(g(t))+b(t)x(h(t))=0, $ where $ 0\leq a(t)\leq A_0<1$, $0<b_0\leq b(t)\leq B$, using the Bohl-Perron theorem and a transformation of the neutral equation into a differential equation with an infinite number of delays. The results are applied to the neutral logistic equation.
A class of periodic differential $n$-dimensional systems with patch structure with (possibly infinite) delay and nonlinear impulses is considered. These systems incorporate very general nonlinearities and impulses whose signs may vary. Criteria for the existence of at least one positive periodic solution are presented, extending and improving previous ones established for the scalar case. Applications to systems inspired in mathematical biology models, such as impulsive hematopoiesis and Nicholson-type systems, are also included.
New explicit exponential stability conditions are presented for the non-autonomous scalar linear functional differential equation $$ \dot{x}(t)+ \sum_{k=1}^m a_k(t)x(h_k(t))+\int_{g(t)}^t K(t,s) x(s)ds=0, $$ where $h_k(t)\leq t$, $g(t)\leq t$, $a_k(\cdot)$ and the kernel $K(\cdot,\cdot)$ are oscillatory and, generally, discontinuous functions. The proofs are based on establishing boundedness of solutions and later using the exponential dichotomy for linear equations stating that either the homogeneous equation is exponentially stable or a non-homogeneous equation has an unbounded solution for …
This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange formalism is used to construct adjoint conditions that are linear and homogenous in the unknown Lagrange multipliers. As a consequence, it is shown how critical points on the constraint manifold can be found through several stages of continuation along a sequence of connected one-dimensional manifolds of solutions to increasing subsets of the necessary optimali…
It has been observed in several recent works that, for some classes of linear time-delay systems, spectral values of maximal multiplicity are dominant, a property known as multiplicity-induced-dominancy (MID). This paper starts the investigation of whether MID holds for delay differential-algebraic systems by considering a single-delay system composed of two scalar equations. After motivating this problem and recalling some recent results for retarded delay differential equations, we prove that the MID property holds for the delay differential-algebraic system of interest and present some appl…
The time-periodic scalar delay differential equation $\dot x(t)=γf(t,x(t-1))$ is considered, which leads to a resonant bifurcation of the equilibrium at critical values of the parameter. Using Floquet theory, spectral projection and center manifold reduction, we give conditions for the stability properties of the bifurcating invariant curves and four-periodic orbits. The coefficients of the third order normal form are derived explicitly. We show that the 1:4 resonance has no effect on equations of the form $\dot z(t)=-γr(t)g(x(t-1))$.
This paper deals with the study of principal Lyapunov exponents, principal Floquet subspaces, and exponential separation for positive random linear dynamical systems in ordered Banach spaces. The main contribution lies in the introduction of a new type of exponential separation, called of type II, important for its application to nonautonomous random differential equations with delay. Under weakened assumptions, the existence of an exponential separation of type II in an abstract general setting is shown, and an illustration of its application to dynamical systems generated by scalar linear ra…
The paper is concerned with stabilization of a scalar delay differention equation $$ {\dot x}(t) - \sum_{k=1}^m A_k(t)x[h_k(t)] = 0,~t\geq 0,~ x(ξ)=φ(ξ), ξ<0, $$ by introducing impulses in certain moments of time $$ x(τ_j) = B_j x(τ_j -0), ~j=1,2, \dots ~. $$ Explicit stability results are presented both for the equation with positive coefficients and for the equation with $A_k$ being of arbitrary sign.
In this paper, we give explicit exponential estimates $\displaystyle |x(t)|\leq M e^{ -γ(t-t_0) }$, where $t\geq t_0$, $M>0$, for solutions of a linear scalar delay differential equation $$ \dot{x}(t)+\sum_{k=1}^m b_k(t)x(h_k(t))=f(t),~~ t\geq t_0,~ x(t)=ϕ(t),~t\leq t_0. $$ We consider two different cases: when $γ>0$ (corresponding to exponential stability) and the case of $γ<0$ when the solution is, generally, growing. In the first case, together with the exponential estimate, we also obtain an exponential stability test, in the second case we get estimation for solution growth. Here both the…