ANALYSIS AND REFORMULATION OF LINEAR DELAY DIFFERENTIAL-ALGEBRAIC EQUATIONS ‡

General linear systems of delay differential-algebraic equations (DDAEs) of arbitrary order are studied in this paper. Under some consistency conditions, it is shown that every linear high- order DAE can be reformulated as an underlying high-order ordinary differential equation (ODE) and that every linear DDAE with single delay can be reformulated as a high-order delay differential equation (DDE). Condensed forms for DDAEs based on the algebraic structure of the system coeffi- cients are derived and these forms are used to reformulate DDAEs as strangeness-free systems, where all constraints are explicitly available. The condensed forms are also used to investigate structural properties of the system like solvability, regularity, consistency and smoothness requirements.

[1]  Gene H. Golub,et al.  Matrix Computations, Third Edition , 1996 .

[2]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[3]  A. Bellen,et al.  Numerical methods for delay differential equations , 2003 .

[4]  Volker Mehrmann,et al.  Analysis and Numerical Solution of Control Problems in Descriptor Form , 2001, Math. Control. Signals Syst..

[5]  Volker Mehrmann,et al.  Controllability and Observability of Second Order Descriptor Systems , 2008, SIAM J. Control. Optim..

[6]  C. Baker,et al.  Differential algebraic equations with after-effect , 2002 .

[7]  Jan C. Willems,et al.  Introduction to mathematical systems theory: a behavioral approach, Texts in Applied Mathematics 26 , 1999 .

[8]  P. Rentrop,et al.  Differential-Algebraic Equations , 2006 .

[9]  Stephen L. Campbell,et al.  Stability criteria for differential-algebraic equations with multiple delays and their numerical solutions , 2009, Appl. Math. Comput..

[10]  L. Biegler,et al.  Control and Optimization with Differential-Algebraic Constraints , 2012 .

[11]  Heide Gluesing-Luerssen,et al.  Linear Delay-Differential Systems with Commensurate Delays: An Algebraic Approach , 2001 .

[12]  F. Callier Introduction to Mathematical Systems Theory: A Behavioural Approach, by Jan Willem Polderman and Jan C. Willems, Springer, New York, NY, 1998, Texts in Applied Mathematics Vol. 26, 424pp. , 2002 .

[13]  Linda R. Petzold,et al.  Numerical solution of initial-value problems in differential-algebraic equations , 1996, Classics in applied mathematics.

[14]  Gene H. Golub,et al.  Matrix computations , 1983 .

[15]  Volker Mehrmann,et al.  Transformation of high order linear differential-algebraic systems to first order , 2006, Numerical Algorithms.

[16]  Volker Mehrmann,et al.  Differential-Algebraic Equations: Analysis and Numerical Solution , 2006 .

[17]  M. Dempsey Dymola for Multi-Engineering Modelling and Simulation , 2006, 2006 IEEE Vehicle Power and Propulsion Conference.

[18]  Stephen L. Campbell Comments on 2-D descriptor systems , 1991, Autom..

[19]  Uri M. Ascher,et al.  The numerical solution of delay-differential-algebraic equations of retarded and neutral type , 1995 .

[20]  L. Shampine,et al.  Delay-differential-algebraic equations in control theory , 2006 .

[21]  Volker Mehrmann,et al.  Regularization of linear and nonlinear descriptor systems , 2011 .

[22]  S. Campbell Singular linear systems of differential equations with delays , 1980 .