Spurious roots of delay differential equations using Galerkin approximations

Abstract

The dynamics of time-delay systems are governed by delay differential equations, which are infinite dimensional and can pose computational challenges. Several methods have been proposed for studying the stability characteristics of delay differential equations. One such method employs Galerkin approximations to convert delay differential equations into partial differential equations with boundary conditions; the partial differential equations are then converted into systems of ordinary differential equations, whereupon standard ordinary differential equation methods can be applied. The Galerkin approximation method can be applied to a second-order delay differential equation in two ways: either by converting into a second-order partial differential equation and then into a system of second-order ordinary differential equations (the “second-order Galerkin” method) or by first expressing as two first-order delay differential equations and converting into a system of first-order partial differential equations and then into a first-order ordinary differential equation system (the “first-order Galerkin” method). In this paper, we demonstrate that these subtly different formulation procedures lead to different roots of the characteristic polynomial. In particular, the second-order Galerkin method produces spurious roots near the origin, which must then be identified through substitution into the characteristic polynomial of the original delay differential equation. However, spurious roots do not arise if the first-order Galerkin method is used, which can reduce computation time and simplify stability analyses. We describe these two formulation strategies and present numerical examples to highlight their important differences.