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Systems with Delays: Analysis, Control, and Computations
Systems with Delays: Analysis, Control, and Computations
Systems with Delays: Analysis, Control, and Computations
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Systems with Delays: Analysis, Control, and Computations

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The main aim of the book is to present new constructive methods of delay differential equation (DDE) theory and to give readers practical tools for analysis, control design and simulating of linear systems with delays.  Referred to as “systems with delays” in this volume, this class of differential equations is also called delay differential equations (DDE), time-delay systems, hereditary systems, and functional differential equations.  Delay differential equations are widely used for describing and modeling various processes and systems in different applied problems

At present there are effective control and numerical methods and corresponding software for analysis and simulating different classes of ordinary differential equations (ODE) and partial differential equations (PDE). There are many applications for these types of equations, because of this progress, but there are not as many methodologies in systems with delays that are easily applicable for the engineer or applied mathematician.  there are no methods of finding solutions in explicit forms, and there is an absence of generally available general-purpose software packages for simulating such systems. 

Systems with Delays fills this void and provides easily applicable methods for engineers, mathematicians, and scientists to work with delay differential equations in their operations and research. 

LanguageEnglish
PublisherWiley
Release dateJul 23, 2015
ISBN9781119117735
Systems with Delays: Analysis, Control, and Computations

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    Systems with Delays - A. V. Kim

    Preface

    At present there are elaborated effective control and numerical methods and corresponding software for analysis and simulating different classes of ordinary differential equations (ODE) and partial differential equations (PDE). The progress in this direction results in wide application of these types of equations in practice. Another class of differential equations is represented by delay differential equations (DDE), also called systems with delays, time-delay systems, hereditary systems, functional differential equations.

    Delay differential equations are widely used for describing and mathematical modeling of various processes and systems in different applied problems [3, 5, 1, 27, 32, 33, 34, 40, 50, 62, 63, 183, 91, 107, 108, 111, 127, 183].

    Delay in dynamical systems can have several causes, for example: technological lag, signal transmission and information delay, incubational period (infection diseases), time of mixing reactants (chemical kinetics), time of spreading drugs in a body (pharmaceutical kinetics), latent period (population dynamics), etc.

    Though at present different theoretical aspects of time-delay theory (see, for example, [3, 1, 27, 32, 34, 50, 62, 63, 67, 72, 73, 183, 91, 107, 111, 127] and references therein) are developed with almost the same completeness as the corresponding parts of ODE theory, practical implementation of many methods is very difficult because of infinite dimensional nature of systems with delays.

    Also it is necessary to note that, unlike ODE, even for linear DDE there are no methods of finding solutions in explicit forms, and the absence of generally available general-purpose software packages for simulating such systems cause a big obstacle for analysis and application of time-delay systems.

    In this book we try to fill up this gap.

    The main aim of the book is to present new constructive methods of DDE theory and to give readers practical tools for analysis, control design and simulating of linear systems with delays¹.

    The main outstanding features of this book are the following:

    1. on the basis of i-smooth analysis we give a complete description of the structure and properties of quadratic Lyapunov-Krasovskii functionals²;

    2. we describe a new control design technique for systems with delays, based on an explicit form of solutions of linear quadratic control problems;

    3. we present new numerical algorithms for simulating DDE.

    Acknowledgements

    N.N.Krasovskii, A. B. Lozhnikov, Yu.F.Dolgii, A. I. Korotkii, O. V. Onegova, M. V. Zyryanov, Young Soo Moon, Soo Hee Han.

    Research was supported by the Russian Foundation for Basic Research (projects 08-01-00141, 14-01-00065, 14-01-00477, 13-01-00110), the program Fundamental Sciences for Medicine of the Presidium of the Russian Academy of Sciences, the Ural-Siberia interdisciplinary project.

    ¹ The present volume is devoted to linear time-delay system theory. We plan to prepare a special volume devoted to analysis of nonlinear systems with delays.

    ² Including properties of positiveness, and constructive presentation of the total derivative of functionals with respect to time-delay systems.

    Chapter 1

    Linear time-delay systems

    1.1 Introduction

    1.1.1 Linear systems with delays

    In this book we consider methods of analysis, control and computer simulation of linear systems with delays

    (1.1)

    equation

    where A(t), (t) are n × n matrices with piece-wise continuous elements, G(t, s) is n × n matrix with piece-wise continuous elements on R × [−τ, 0], u is a given n-dimensional vector-function, τ(t) : R → [−τ, 0] is a continuous function, τ is a positive constant.

    Much attention will be paid to the special class of linear time-invariant systems

    (1.2)

    equation

    where A, Aτ are n × n constant matrices, G(s) is n × n matrix with piece-wise continuous elements on [−τ, 0], τ is a positive constant¹.

    Usually we will consider u as the vector of control parameters. There are two possible variants:

    1) u = u(t) is the function of time t;

    2) u depend on the current and previous state of the system, for example,

    (1.3)

    equation

    Consider some models of control systems with delays.

    1.1.2 Wind tunnel model

    A linearized model of the high-speed closed-air unit wind tunnel is [134, 135]

    (1.4)

    equation

    with

    .

    The state variable x1, x2, x3 represent deviations from a chosen operating point (equilibrium point) of the following quantities: x1 = Mach number, x2 = actuator position guide vane angle in a driving fan, x3 = actuator rate. The delay represents the time of the transport between the fan and the test section.

    The system can be written in matrix form

    (1.5)

    equation

    where

    equation

    1.1.3 Combustion stability in liquid propellant rocket motors

    A linearized version of the feed system and combustion chamber equations, assuming nonsteady flow, is given by²

    (1.6)

    equation

    Here

    ϕ(t) = fractional variation of pressure in the combustion chamber,

    t is the unit of time normalized with gas residence time,

    θg, in steady operation,

    = value of time lag in steady operation,

    = pressure in combustion chamber in steady operation,

    = const for some number γ,

    μ(t) = fractional variation of injection and burning rate,

    ψ(t) = relative variation of p1,

    p1 = instantaneous pressure at that place in the feeding line where the capacitance representing the elasticity is located,

    ξ = fractional length for the constant pressure supply,

    J = inertial parameter of the line,

    P = pressure drop parameter,

    μ1(t) = fractional variation of instantaneous mass flow upstream of the capacitance,

    Δp = injector pressure drop in steady operation,

    p0 = regulated gas pressure for constant pressure supply,

    E = elasticity parameter of the line.

    For our purpose we have taken

    equation

    to be a control variable and guided by [36] have adopted the following representative numerical values:

    γ = 0.8, ξ = 0.5, δ = 1, J = 2, P = 1, E = 1.

    This gives, for x(t) = (φ(t), μ1(t), μ(t), ψ(t))′,

    (1.7)

    equation

    where

    equation

    The system (1.7) has two roots with positive real part: λ1,2 = 0.11255 ± 1.52015 i.

    1.2 Conditional representation of differential equations

    1.2.1 Conditional representation of ODE and PDE

    Let us remember that for ODE

    (1.8) equation

    the conditional representation is

    (1.9) equation

    i.e. the argument t is not pointed out in state variable x(t).

    The conditional representation of the partial differential equation

    equation

    is

    (1.10) equation

    i.e. the arguments t and x are not pointed out in the function y(t, x).

    Thus in order to obtain the conditional representation of an ODE it is necessary to make in this equation the following substitutions

    (1.11) equation

    Example 1.1. The linear control ODE

    equation

    can be written in the conditional form as

    equation

    note, we omit variable t only in the state variable x(t) but not in the coefficients a(t) and u(t). One can omit t also in the control variable u(t), in this case the conditional representation will be

    equation

    Remark 1.1 It is necessary to emphasize, conditional representation is very useful for describing local properties of differential equations, for application of geometrical language and methods.

    1.2.2 Conditional representation of DDE

    Let us introduce the conditional representation of systems with delays (1.1). First of all it necessary to note, differential equations with time lags differ from ODE by presence (involving) point x(t τ) and/or segment x(t + s),

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