Galerkin Projections for Delay Differential Equations

We present a Galerkin projection technique by which finite-dimensional ordinary differential equation (ODE) approximations for delay differential equations (DDEs) can be obtained in a straightforward fashion. The technique requires neither the system to be near a bifurcation point, nor the delayed terms to have any specific restrictive form, or even the delay, nonlinearities, and/or forcing to be small. We show through several numerical examples that the systems of ODEs obtained using this procedure can accurately capture the dynamics of the DDEs under study, and that the accuracy of solutions increases with increasing numbers of shape functions used in the Galerkin projection. Examples studied here include a linear constant coefficient DDE as well as forced nonlinear DDEs with one or more delays and possibly nonlinear delayed terms. Parameter studies, with associated bifurcation diagrams, show that the qualitative dynamics of the DDEs can be captured satisfactorily with a modest number of shape functions in the Galerkin projection.

[1]  Dirk Roose,et al.  Numerical bifurcation analysis of delay differential equations , 2000 .

[2]  Colin W. Cryer,et al.  Highly Stable Multistep Methods for Retarded Differential Equations , 1974 .

[3]  K. ENGELBORGHS,et al.  On Stability of LMS Methods and Characteristic Roots of Delay Differential Equations , 2002, SIAM J. Numer. Anal..

[4]  B. Hassard,et al.  Counting Roots of the Characteristic Equation for Linear Delay-Differential Systems , 1997 .

[5]  Marc R. Roussel,et al.  Approximating state-space manifolds which attract solutions of systems of delay-differential equations , 1998 .

[6]  Haiyan Hu,et al.  Robust Stability Test for Dynamic Systems with Short Delays by Using Padé Approximation , 1999 .

[7]  Sue Ann Campbell,et al.  Complex dynamics and multistability in a damped harmonic oscillator with delayed negative feedback. , 1995, Chaos.

[8]  B. Mann,et al.  Stability of Interrupted Cutting by Temporal Finite Element Analysis , 2003 .

[9]  A. Galip Ulsoy,et al.  Analysis of a System of Linear Delay Differential Equations , 2003 .

[10]  S. Lunel,et al.  Delay Equations. Functional-, Complex-, and Nonlinear Analysis , 1995 .

[11]  M. Szydłowski,et al.  The Kaldor–Kalecki Model of Business Cycle as a Two-Dimensional Dynamical System , 2001 .

[12]  L. Magalhães,et al.  Normal Forms for Retarded Functional Differential Equations and Applications to Bogdanov-Takens Singularity , 1995 .

[13]  J J Batzel,et al.  Stability of the human respiratory control system I. Analysis of a two-dimensional delay state-space model , 2000, Journal of mathematical biology.

[14]  Marino Zennaro,et al.  Numerical solution of delay differential equations by uniform corrections to an implicit Runge-Kutta method , 1985 .

[15]  Martin Hosek,et al.  Active Vibration Control of Distributed Systems Using Delayed Resonator With Acceleration Feedback , 1997 .

[16]  Haiyan Hu,et al.  Dimensional Reduction for Nonlinear Time-Delayed Systems Composed of Stiff and Soft Substructures , 2001 .

[17]  A. Maccari,et al.  The Response of a Parametrically Excited van der Pol Oscillator to a Time Delay State Feedback , 2001 .

[18]  Josephson junctions with delayed feedback , 1992 .

[19]  T. Faria Normal forms for periodic retarded functional differential equations , 1997, Proceedings of the Royal Society of Edinburgh: Section A Mathematics.

[20]  Earl H. Dowell,et al.  Resonances of a Harmonically Forced Duffing Oscillator with Time Delay State Feedback , 1998 .

[21]  Irving R. Epstein,et al.  Delay effects and differential delay equations in chemical kinetics , 1992 .

[22]  Jack K. Hale,et al.  Introduction to Functional Differential Equations , 1993, Applied Mathematical Sciences.

[23]  L. Magalhães,et al.  Normal Forms for Retarded Functional Differential Equations with Parameters and Applications to Hopf Bifurcation , 1995 .

[24]  Raymond H. Plaut,et al.  Non-linear structural vibrations involving a time delay in damping , 1987 .

[25]  Tamás Kalmár-Nagy,et al.  Subcritical Hopf Bifurcation in the Delay Equation Model for Machine Tool Vibrations , 2001 .

[26]  D. Saupe Global bifurcation of periodic solutions to some autonomous differential delay equations , 1983 .

[27]  Gábor Stépán,et al.  Stability of up-milling and down-milling, part 1: alternative analytical methods , 2003 .

[28]  Gábor Stépán,et al.  Semi‐discretization method for delayed systems , 2002 .

[29]  Anindya Chatterjee,et al.  Multiple Scales without Center Manifold Reductions for Delay Differential Equations near Hopf Bifurcations , 2002 .

[30]  Qishao Lu,et al.  HOPF BIFURCATION OF TIME-DELAY LIENARD EQUATIONS , 1999 .

[31]  N. Macdonald,et al.  Harmonic balance in delay-differential equations , 1995 .

[32]  W. Layton The Galerkin method for the approximation of almost periodic solutions of functional differential equations , 1986 .