Delay Differential Algebraic Equations Research Articles

Improving the robustness of distributed secondary control in autonomous microgrids to mitigate the effects of communication delays

Distributed control has been employed in autonomous microgrids (MGs) to attain secondary control goals. However, the reliance of MG’s distributed secondary control on communication makes it vulnerable to degraded performance and the risk of instability due to communication delays. This paper enhances the flexibility of the MG control framework, with each distributed generator incorporating supplementary local feedback signals. This added flexibility strengthens the MG’s ability to counteract disturbances caused by delays and enhances its dynamic performance. The introduction of extra feedback signals has a direct impact on the dynamic response of the MG, leaving its steady-state condition unaffected. In comparison to the methods found in existing literature, the increased flexibility relaxes the inherent trade-off between the objectives of improved transient response and the system’s ability to mitigate disturbances caused by delays. To model the MG, a set of delay differential–algebraic equations (DDAEs) is used. The small-signal linearized model is derived and employed to evaluate the stability of the MG as well as fine-tune the control parameters. The effectiveness of this proposed control structure is demonstrated using the MATLAB/Simulink environment and a controller in the loop (CIL) setup, tested against both fixed universal and asynchronous delays, as well as time-varying delays.

The extended block generalized Störmer–Cowell methods for second-order nonlinear delay-differential–algebraic equations with index-1

This paper is concerned with the numerical solutions of second-order nonlinear delay-differential–algebraic equations (SNDDAEs) with index-1. By extending block generalized Störmer–Cowell methods (BGSCMs) for second-order ordinary differential equations, a class of efficient numerical algorithms for solving index-1 SNDDAEs are derived. It is proved that the extended BGSCMs are uniquely solvable and convergent of order p, where p is the consistence order of the methods. Numerical example is presented to illustrate the computational effectiveness of the extended BGSCMs and the correctness of the corresponding theoretical results.

Distributed model for the drill-string system with multiple regenerative effects in the bit-rock interaction

In this paper, an integrated model is presented to study the axial–torsional dynamics of a distributed drill string. The coupled axial and torsional drill string dynamics typically lead to severe phenomena such as bit-bounce and stick–slip, which are the main causes of failure and efficiency reduction. The top-drive dynamics and the Bottom Hole Assembly (BHA) dynamics are interconnected through the drill pipes. In order to preserve the infinite-dimensional feature of the drill pipes in the mathematical modeling, a distributed model in terms of Delay Differential Algebraic Equations (DDAE) is proposed to represent the dynamics of the drill string. The bit-rock interaction, which consists of the cutting and the frictional components, is responsible for the coupling between the axial and torsional dynamics. A rate-independent bit-rock interaction law is employed for both cutting and frictional components. In order to capture the global bit motion, including multiple regenerative effects, the well-bottom depth function is used to determine the depth of cut. The well-bottom pattern evolution is formulated through algebraic equations rather than Partial Differential Equations (PDEs). A new formulation for the linearized drill string system in terms of Neutral-type Delay Differential Integral Equations (NDDIEs) is proposed to investigate the initiation of the oscillations around the nominal operation. By this formulation, the local stability of the distributed system is studied by determining the right-most eigenvalue of the linearized dynamics. A simulation-based case study reflecting real-life scenarios is presented to investigate the dynamical behavior of the system under different operating conditions.

Delay Differential-Algebraic Equations (DDAEs)

Delay differential-algebraic equations (DDAEs) are an important class of mathematical models that broaden standard differential-algebraic equations (DAEs) to incorporate discrete time delays. The time lag terms pose significant analytical and computational challenges. This paper provides a comprehensive overview of current and emerging methods for solving DDAEs and systems of DDAEs. Generalized Taylor series techniques, linear multistep methods, and reduction to ordinary differential equations are examined for numerically integrating DDAEs. Stability, convergence, and accuracy considerations are discussed to assess solver performance. Software libraries and custom implementation tools are also surveyed. Both theoretical analysis and practical application of algorithms are covered. Through definitions, examples, error analyses, and code demonstrations, this paper equips readers to understand key facets of DDAEs and employ advanced techniques to solve them. The topics presented here represent important progress toward addressing real-world systems across science and engineering that fundamentally include time delays.

Non-collocated Vibration Suppression using Delay-Based Controllers with Multiple Fixed Delays*

The problem of non-collocated vibration absorption is targeted utilizing a multiparameter delay-based controller. The combined objective is to achieve closed-loop stability and vibration suppression at a target location, which is different from the position of the absorber. This problem can be translated into an optimization problem of shaping the poles of a closed-loop system with delays subject to zero-location constraints. The solution approach involves remodelling the closed-loop system as a system of delay-differential algebraic equations (DDAEs) which allows to systematically account for delays in the control law, thereby enabling a straightforward technique for computation of controller parameters. Finally, the proposed design method is validated by simulation on a lumped parameter model of a mass-spring-damper system.

An implicit system of delay differential algebraic equations from hydrodynamics

Direct spring operated pressure relief valves connected to a constantly charged vessel and a downstream pipe have a complex dynamics. The vessel-valve subsystem is described with an autonomous system of ordinary differential equations, while the presence of the pipe adds two partial differential equations to the mathematical model. The partial differential equations are transformed to a delay algebraic equation coupled to the ordinary differential equations. Due to a square root nonlinearity, the system is implicit. The linearized system can be transformed to a standard system of neutral delay differential equations (NDDEs) having more elaborated literature than the delay algebraic equations. First, the different forms of the mathematical model are presented, then the transformation of the linearized system is conducted. The paper aims at introducing this unusual mathematical model of an engineering system and inducing research focusing on the methodology to carry out bifurcation analysis in implicit NDDEs.

An improved finiteness test and a systematic procedure to compute the strong [formula omitted] norm of differential algebraic systems with multiple delays

We study the strong ℋ2 norm of systems modeled by semi-explicit Delay Differential Algebraic Equations (DDAEs). We recall that the finiteness of the strong ℋ2 norm is linked to an algebraic decision problem that can be solved by checking a finite numbers of equalities. We first improve the verification of the finiteness condition. In particular, the complexity of our new condition removes a dependency on the number of delays. We also show that, without imposing further conditions on the system, the number of checks cannot be further reduced. The methodology relies on interpreting the verification of the finiteness conditions in terms of a Polynomial Identity Testing problem. Second we show, in a constructive way, that if the strong ℋ2 norm is finite, the system can always be transformed into a regular neutral-type system with the same ℋ2 norm, without derivatives in the input or in the output equations. This result closes a gap in the literature as such a transformation was known to exist only under additional assumptions on the system. The transformation enables the computation of the strong ℋ2 norm using delay Lyapunov matrices. Illustrative examples are provided throughout the paper.

Small-signal stability analysis of implicit integration methods for power systems with delays

The paper focuses on the accuracy and stability of implicit numerical methods when utilized for the Time Domain Integration (TDI) of power systems with inclusion of time delays. In particular, a small-disturbance analysis technique is proposed to evaluate the numerical distortion that TDI methods induce to the dynamic modes of power systems modeled as Delay Differential Algebraic Equations (DDAEs). The case study illustrates the features of the proposed technique through simulations conducted using the IEEE 14-bus test system, and considering three examples of implicit integration methods, namely Backward Euler Method (BEM), Implicit Trapezoidal Method (ITM), and 2-stage Radau IIA.

A method for finding all connections in the Pantelides algorithm for delay differential-algebraic equations

The Pantelides algorithm for systems of delay differential-algebraic equations (DDAEs) is a method to structurally analyse such systems with the goal to detect which equations have to be differentiated or shifted to construct a solution. In this process, one has to detect implicit connections between equations in the shifting graph, making it necessary to check all possible connections. The problem of finding these efficiently remained unsolved so far. It is explored in further detail and a reformulation is introduced. Additionally, an algorithmic approach for its solution is presented.

A dynamic behavioral model of the long-term development of solar photovoltaic generation driven by feed-in tariffs

This work aims to assess the impact of renewable energy incentives, particularly that of the feed-in tariff (FiT), on the long-term development of solar photovoltaics (PVs). With this aim, the paper introduces a dynamic model based on nonlinear delay differential algebraic equations to simulate the evolution of the PV capacity and its commitment in the power grid. The model assumes the FiT budget, the PV cost and willingness of the public to install PVs as the main drivers for solar PV installations. In particular, the learning-by-doing concept to model the PV cost and consequently the PV deployment is proposed for the first time in this paper. The accuracy of the model is validated against historical data of two of the biggest PV markets in the world driven by FiT, namely, Italy during 2008–2014, and Germany during 2000–2014. A sensitivity analysis based on the Italian PV market is carried out to identify the impact of the parameters of the proposed model. Results indicate that the proposed model is a valuable tool that can help policymakers in the decision-making process, such as the definition of the FiT price and the duration of the incentives.

Analytical solutions for fractional partial delay differential-algebraic equations with Dirichlet boundary conditions defined on a finite domain

In this paper, we investigate the solution of multi-term time-space fractional partial delay differential-algebraic equations (MTS-FPDDAEs) with Dirichlet boundary conditions defined on a finite domain. We use Laplace transform method to give the solutions of multi-term time fractional delay differential-algebraic equations (MTS-FDDAEs). Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the MTS-FPDDAEs into the MTS-FDDAEs. By applying our obtained solutions to the resulting MTS-FDDAEs, the desired analytical solutions of the MTS-FPDDAEs are obtained. Finally, we give the solutions of some special cases.

TDS-CONTROL: a MATLAB package for the analysis and controller-design of time-delay systems*

This paper presents TDS-CONTROL, a MATLAB package for the analysis and design of controllers for linear time-invariant systems with discrete delays. The code is based on a state-space representation of such systems in terms of delay-differential algebraic equations with input, output, and state delays. As such, a broad class of (interconnected) systems can be considered, including neutral systems. The controller design algorithms are based on optimizing a certain objective function, such as the spectral abscissa, the H-infinity norm, or the pseudo-spectral abscissa, with respect to the controller parameters. For example, to design a stabilizing controller the spectral abscissa, i.e., the real part of the right-most characteristic root, is minimized. As a strictly negative spectral abscissa is a necessary and sufficient condition for stability, the presented design method is not conservative and a stabilizing controller can be computed whenever it exits. This comes however at the cost of having to solve a non-smooth, non-convex optimization problem. The class of considered controllers consists of static and dynamic output-feedback controllers. By allowing to fix certain entries in the controller matrices, it is also possible to design structured controllers such as decentralized, overlapping and PID controllers. Finally, as a wide-range of delay systems can be considered, the software package takes the sensitivity of certain quantities, such as the spectral abscissa and the H-infinity norm, with respect to infinitesimal delay perturbations explicitly into account.

Numerical approximation to nonlinear delay-differential–algebraic equations with proportional delay using block boundary value methods

This paper focuses on the numerical solutions of nonlinear delay-differential–algebraic equations with proportional delay, which are transformed into nonlinear delay- differential–algebraic equation with constant delay through exponential transformation. Block boundary value methods are extended to solve this type of equation, and their unique solvability, convergence, and stability are rigorously proved, respectively. The computational effectiveness of the methods and correctness of the theoretical result are illustrated through numerical examples.

Decentralized time-delay controller design for systems described by delay differential-algebraic equations

This paper presents a complete approach for designing stabilizing linear time-invariant decentralized finite-dimensional or retarded time-delay output feedback controllers for linear time-invariant systems of delay differential-algebraic equations. The proposed approach is based on the sequential design of the local controllers by using a centralized controller design algorithm. In this sequential design approach, the local controller to be designed at each step is determined depending on the mobility of the rightmost modes with respect to the controllers that have not yet been designed and closed with the system. Since no predefined sequence is followed, a sequence that can target the least effort and dimension for each agent can be aimed. Also, in the proposed approach, a base controller effort can be targeted for each control agent, so that the effort required to stabilize the system can be distributed among the local controllers. In the centralized controller design algorithm used for the design of each local controller, the parameters of the controllers are changed stepwise in a quasi-continuous way to shift the targeted rightmost modes towards the stable area. For a time-delay controller, the desired mode placement can be achieved by applying small changes stepwise to the elements of the matrices and the time-delays of the controller while time-delays remain always non-negative. The effect of small perturbations on the time-delays in the open-loop system or to be added by the controller to be designed is taken into account to ensure some degree of robustness against all possible perturbations on the delays. The effectiveness of the proposed design approach is demonstrated by a numerical example.

Legendre Neural Network for Solving Linear Variable Coefficients Delay Differential-Algebraic Equations with Weak Discontinuities

Legendre Neural Network for Solving Linear Variable Coefficients Delay Differential-Algebraic Equations with Weak Discontinuities

Convergence of block boundary value methods for solving delay differential algebraic equations with index-1 and index-2

In this paper, we propose block boundary value methods to solve the initial value problem of delay differential algebraic equations. For the problems with index-1 and index-2, we give the error estimate of the proposed methods respectively. It is shown that, under certain conditions, the convergence order of the proposed methods is consistent with the underlying one in the case of ordinary differential equations. Finally, some numerical experiments are carried out to demonstrate the effectiveness of the theoretical results.

A simple success check for delay differential‐algebraic equations

AbstractSolutions of delay differential‐algebraic equations (DDAEs) may depend on derivatives and future evaluations of some of its equations. Structural analysis can be used to determine how often each equation needs to be differentiated and shifted. Unfortunately, these numbers are not always correct, such that a post‐processing step is required to validate the result. In this contribution, we present the first step towards a success check for DDAEs.

On the Strong $\mathcal {H}_2$ Norm of Differential Algebraic Systems With Multiple Delays: Finiteness Criteria, Regularization, and Computation

The <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathcal {H}_2$</tex-math></inline-formula> norm of an exponentially stable system described by delay differential algebraic equations (DDAEs) might be infinite due to the existence of hidden feedthrough terms and, as shown in this article, it might become infinite as a result of infinitesimal changes to the delay parameters. We introduce the notion of strong <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathcal {H}_2$</tex-math></inline-formula> norm of semi-explicit DDAEs, a robustified measure that considers delay perturbations, and we analyze its properties. We derive necessary and sufficient finiteness criteria for the strong <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathcal {H}_2$</tex-math></inline-formula> norm in terms of a finite number of equalities involving multidimensional powers of a finite set of matrices. As the main contribution, we present a strengthened, sufficient, condition for finiteness of the strong <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathcal {H}_2$</tex-math></inline-formula> norm, along with an algorithm for checking it, which has significantly better scalability properties in terms of both the system dimension and the number of delays. We show that the satisfaction of the novel condition is equivalent to the existence of a simultaneous block triangularization of the matrices of the delay difference equation associated with the DDAE. The latter is instrumental to a novel regularization procedure that allows us to transform the DDAE to a neutral-type system with the same transfer matrix, without any need for differentiation of inputs or outputs. This transformation enables computing of the strong <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\mathcal {H}_2$</tex-math></inline-formula> norm using Lyapunov matrices. Finally, we show by a counterexample that the strengthened condition is, in general, not necessary, inducing open problems, but we also list several classes of DDAEs for which it is necessary and sufficient.

A distributional solution framework for linear hyperbolic PDEs coupled to switched DAEs

A distributional solution framework is developed for systems consisting of linear hyperbolic partial differential equations and switched differential-algebraic equations (DAEs) which are coupled via boundary conditions. The unique solvability is then characterize in terms of a switched delay DAE. The theory is illustrated with an example of electric power lines modelled by the telegraph equations which are coupled via a switching transformer where simulations confirm the predicted impulsive solutions.

The Pantelides algorithm for delay differential-algebraic equations

Abstract We present a graph-theoretical approach that can detect which equations of a delay differential-algebraic equation (DDAE) need to be differentiated or shifted to construct a solution of the DDAE. Our approach exploits the observation that differentiation and shifting are very similar from a structural point of view, which allows us to generalize the Pantelides algorithm for differential-algebraic equations to the DDAE setting. The primary tool for the extension is the introduction of equivalence classes in the graph of the DDAE, which also allows us to derive a necessary and sufficient criterion for the termination of the new algorithm.