System Of Delay Differential Equations Research Articles

Application of generalized Haar wavelet technique on simultaneous delay differential equations

In this paper, the Haar wavelet technique is applied to a system of simultaneous linear and nonlinear proportional delay differential equations. By implementing this method, the delay differential equations are transformed into a series of linear and nonlinear algebraic equations, respectively. These equations are then solved using numerical code constructed in MATLAB. The obtained approximate solutions are compared with exact solutions, demonstrating the accuracy and efficacy of the Haar wavelet method. Using the fixed point theorem, the existence and uniqueness of the solutions is established. The reliability and efficiency of the proposed technique are illustrated through two numerical examples. Additionally, a comprehensive error analysis is presented and the convergence result is discussed, providing a thorough examination of the robustness of the method. This study not only shows that the Haar wavelet technique is a powerful tool for solving delay differential equations but also sets the groundwork for future research in this area.

A novel simulation-based analysis of a stochastic HIV model with the time delay using high order spectral collocation technique

The economic impact of Human Immunodeficiency Virus (HIV) goes beyond individual levels and it has a significant influence on communities and nations worldwide. Studying the transmission patterns in HIV dynamics is crucial for understanding the tracking behavior and informing policymakers about the possible control of this viral infection. Various approaches have been adopted to explore how the virus interacts with the immune system. Models involving differential equations with delays have become prevalent across various scientific and technical domains over the past few decades. In this study, we present a novel mathematical model comprising a system of delay differential equations to describe the dynamics of intramural HIV infection. The model characterizes three distinct cell sub-populations and the HIV virus. By incorporating time delay between the viral entry into target cells and the subsequent production of new virions, our model provides a comprehensive understanding of the infection process. Our study focuses on investigating the stability of two crucial equilibrium states the infection-free and endemic equilibriums. To analyze the infection-free equilibrium, we utilize the LaSalle invariance principle. Further, we prove that if reproduction is less than unity, the disease free equilibrium is locally and globally asymptotically stable. To ensure numerical accuracy and preservation of essential properties from the continuous mathematical model, we use a spectral scheme having a higher-order accuracy. This scheme effectively captures the underlying dynamics and enables efficient numerical simulations.

Solving a System of One-Dimensional Hyperbolic Delay Differential Equations Using the Method of Lines and Runge-Kutta Methods

In this paper, we consider a system of one-dimensional hyperbolic delay differential equations (HDDEs) and their corresponding initial conditions. HDDEs are a class of differential equations that involve a delay term, which represents the effect of past states on the present state. The delay term poses a challenge for the application of standard numerical methods, which usually require the evaluation of the differential equation at the current step. To overcome this challenge, various numerical methods and analytical techniques have been developed specifically for solving a system of first-order HDDEs. In this study, we investigate these challenges and present some analytical results, such as the maximum principle and stability conditions. Moreover, we examine the propagation of discontinuities in the solution, which provides a comprehensive framework for understanding its behavior. To solve this problem, we employ the method of lines, which is a technique that converts a partial differential equation into a system of ordinary differential equations (ODEs). We then use the Runge–Kutta method, which is a numerical scheme that solves ODEs with high accuracy and stability. We prove the stability and convergence of our method, and we show that the error of our solution is of the order O(Δt+h¯4), where Δt is the time step and h¯ is the average spatial step. We also conduct numerical experiments to validate and evaluate the performance of our method.

Complex global dynamics of conditionally stable slopes: effect of initial conditions

In the present paper, we investigate the effect of the initial conditions on the dynamics of the spring-block landslide model. The time evolution of the studied model, which is governed by a system of stochastic delay differential equations, is analyzed in the mean-field approximation, which qualitatively exhibits the same dynamics as the initial model. The results of the numerical analysis show that changing the initial conditions has different effects in different parts of the parameter space of the model. Namely, moving away from the fixed-point initial conditions has a stabilizing effect on the dynamics when the noise, the friction parameters a (higher values) and c as well as the spring stiffness k are taken into account. The stabilization manifests itself in a complete suppression of the unstable dynamics or a partial limitation of the effect of some friction parameters. On the other hand, the destabilizing effect of changing the initial conditions occurs for the lower values of the friction parameters a and for b. The main feature of destabilization is the complete suppression of the sliding regime or a larger parameter range with a transient oscillatory regime. Our approach underlines the importance of analyzing the influence of initial conditions on landslide dynamics.

Impact of Seasonality and Vertical Transmission on Mosquito Population in the Dynamics of Dengue Disease

Many epidemic diseases are season-related. Dengue is one of them. Since it is associated with a mosquito’s life cycle, it is genuinely affected by weather changes. In this paper, we model the dynamics of dengue disease transmission in the human population using two systems of delay differential equations. First, we carry out the modeling with the vertical transmission in the mosquito population and demonstrate its basic properties. Then, we implement the seasonality effect in a second model by choosing some of the parameters that are affected by weather changes to be periodically time-dependent and re-deriving these parameters. We illustrate the conditions when the disease-free periodic solution is locally asymptotically stable and when it is unstable. Simulations in this case were compatible with the theoretical results.

Analytical Solutions of Systems of Linear Delay Differential Equations by the Laplace Transform: Featuring Limit Cycles

In this paper we develop an approach for obtaining the solutions to systems of linear retarded and neutral delay differential equations. Our analytical approach is based on the Laplace transform, inverse Laplace transform and the Cauchy residue theorem. The obtained solutions have the form of infinite non-harmonic Fourier series. The main advantage of the proposed approach is the closed-form of the solutions, which are capable of accurately evaluating the solution at any time. Moreover, it allows one to study the asymptotic behavior of the solutions. A remarkable discovery, which to the best of our knowledge has never been presented in the literature, is that there are some particular linear systems of both retarded and neutral delay differential equations for which the solution asymptotically approaches a limit cycle. The well-known method of steps in many cases is unable to obtain the asymptotic behavior of the solution and would most likely fail to detect such cycles. Examples illustrating the Laplace transform method for linear systems of DDEs are presented and discussed. These examples are designed to facilitate a discussion on how the spectral properties of the matrices determine the manner in which one proceeds and how they impact the behavior of the solution. Comparisons with the exact solution provided by the method of steps are presented. Finally, we should mention that the solutions generated by the Laplace transform are, in most instances, extremely accurate even when the truncated series is limited to only a handful of terms and in many cases become more accurate as the independent variable increases.

Delay epidemic models determined by latency, infection, and immunity duration

We propose new single and two-strain epidemic models represented by systems of delay differential equations and based on the number of newly exposed individuals. Transitions between exposed, infectious, recovered, and back to susceptible compartments are determined by the corresponding time delays. Existence and positiveness of solutions are proved. Reduction of delay differential equations to integral equations allows the analysis of stationary solutions and their stability. In the case of two strains, they compete with each other, and the strain with a larger individual basic reproduction number dominates the other one. However, if the basic reproduction number exceeds some critical values, stationary solution loses its stability resulting in periodic time oscillations. In this case, both strains are present and their dynamics is not completely determined by the basic reproduction numbers but also by other parameters. The results of the work are illustrated by comparison with data on seasonal influenza.

Efficient spectral collocation method for nonlinear systems of fractional pantograph delay differential equations

<abstract><p>Caputo-Hadamard-type fractional calculus involves the logarithmic function of an arbitrary exponent as its convolutional kernel, which causes challenges in numerical approximations. In this paper, we construct and analyze a spectral collocation approach using mapped Jacobi functions as basis functions and construct an efficient algorithm to solve systems of fractional pantograph delay differential equations involving Caputo-Hadamard fractional derivatives. What we study is the error estimates of the derived method. In addition, we tabulate numerical results to support our theoretical analysis.</p></abstract>

A stability analysis of a time-varying chemostat with pointwise delay.

This paper revisits a recently introduced chemostat model of one-species with a periodic input of a single nutrient which is described by a system of delay differential equations. Previous results provided sufficient conditions ensuring the existence and uniqueness of a periodic solution for arbitrarily small delays. This paper partially extends these results by proving-with the construction of Lyapunov-like functions-that the evoked periodic solution is globally asymptotically stable when considering Monod uptake functions and a particular family of nutrient inputs.

Uniform Ultimate Boundedness Results for some System of Third Order Nonlinear Delay Differential Equations

Lyapunov functional, third-order delay differential system, Boundedness.

Coexistence in two-species competition with delayed maturation

Inter- and intraspecific competition is most important during the immature life stage for many species of interest, such as multiple coexisting mosquito species that act as vectors of diseases. Mortality caused by competition that occurs during maturation is explicitly modelled in some alternative formulations of the Lotka–Volterra competition model. We generalise this approach by using a distributed delay for maturation time. The kernel of the distributed delay is represented by a truncated Erlang distribution. The shape and rate of the distribution, as well as the position of the truncation, are found to determine the solution at equilibrium. The resulting system of delay differential equations is transformed into a system of ordinary differential equations using the linear chain approximation. Numerical solutions are provided to demonstrate cases where competitive exclusion and coexistence occur. Stability conditions are determined using the nullclines method and local stability analysis. The introduction of a distributed delay promotes coexistence and survival of the species compared to the limiting case of a discrete delay, potentially affecting management of relevant pests and threatened species.

Mathematical modeling of terrorism dynamics: Qualitative analysis and theoretical perspective

Terrorism has become a daily occurrence in our world, and governments and security forces around the world are highly concerned about stopping or minimizing terrorist activities. This study proposes a new approach to counter‐terrorism through compartmental mathematical modeling on underlying principles of terrorism, such as recruiting new terrorists, military interventions, limitations in military interventions, desertion from the group, and influence time. We introduce the influence time in the present terrorism model to include the time it takes for a person to become a member of a terrorist group when effectively attracted. A system of delay differential equations is proposed to model terrorism dynamics. The model results are analyzed and investigated through qualitative analysis for two obtained equilibria, namely, a terrorism‐free equilibrium and terrorism‐persistent equilibrium. Finally, some numerical results support our analytical findings and demonstrate the effectiveness of the proposed counter‐terrorism mathematical modeling approach. This study enhances the theoretical understanding of policymakers on terrorism mitigation and offers valuable insights into developing effective counter‐terrorism strategies.

A model of Plasmodium vivax malaria with delays: Mathematical analysis and numerical simulations

A Plasmodium vivax malaria model was formulated using a system of delay differential equations with multiple delays and temperature-dependent parameters to account for the long latency and seasonality in temperate regions. The well-posedness of the system, asymptotic local stability of the disease-free equilibrium, and existence of the endemic equilibrium are shown analytically. Seasonal parameters are incorporated into the numerical simulations to demonstrate the asymptotic behavior with delay and temperature changes.

A discussion of stability analysis for systems of differential equations with multiple and distributed delays

In this article, we consider a class of systems of multiple delay differential equations (MDDEs). We first define a characteristic matrix equation that can be used to analyze the stability of the equilibrium of a system of MDDEs. Then we construct a matrix based on the coefficients of the characteristic matrix equation and use the spectrum of this matrix to derive necessary and sufficient conditions for the system to be stable. Next we discuss a comparison of the stability equivalency between a system of delay differential equations (DDEs) to the system of MDDEs and relate our results to distributed delay systems (DDSs). Numerical examples are given to justify our theory.

High-Order Lohner-Type Algorithm for Rigorous Computation of Poincaré Maps in Systems of Delay Differential Equations with Several Delays

AbstractWe present a Lohner-type algorithm for rigorous integration of systems of delay differential equations (DDEs) with multiple delays, and its application in computation of Poincaré maps, to study the dynamics of some bounded, eternal solutions. The algorithm is based on a piecewise Taylor representation of the solutions in the phase space, and it exploits the smoothing of solutions occurring in DDEs to produce enclosures of solutions of a high order. We apply the topological techniques to prove various kinds of dynamical behaviour, for example, existence of (apparently) unstable periodic orbits in Mackey–Glass equation (in the regime of parameters where chaos is numerically observed) and persistence of symbolic dynamics in a delay-perturbed chaotic ODE (the Rössler system).

Portfolio liquidation with delayed information

This study investigates the liquidation of a portfolio when there is delayed information such as prices and trading signals. Its motivation stems from the calendar-time effect of information or the momentum effect on market prediction. When the stock price series is modeled by high-order vector autoregressive models, it converges to a system of stochastic delay differential equations in a continuous-time economy. The optimal solution indicates that the agent should trade gradually toward a path-dependent target portfolio to minimize execution costs. We numerically show a surprising novel pattern in which the agent with a liquidation mission sometimes purchases assets first to take advantage of the price predictability stemming from the delay effect. Moreover, optimally utilizing the delay effect has impacts on the time synchronization of trading in different assets and leads to significant cost reduction when the initial market trend is informative.

Integral Quadratic Constraints with Infinite-Dimensional Channels.

Modern control theory provides us with a spectrum of methods for studying the interconnection of dynamic systems using input-output properties of the interconnected subsystems. Perhaps the most advanced framework for such input-output analysis is the use of Integral Quadratic Constraints (IQCs), which considers the interconnection of a nominal linear system with an unmodelled nonlinear or uncertain subsystem with known input-output properties. Although these methods are widely used for Ordinary Differential Equations (ODEs), there have been fewer attempts to extend IQCs to infinite-dimensional systems. In this paper, we present an IQC-based framework for Partial Differential Equations (PDEs) and Delay Differential Equations (DDEs). First, we introduce infinite-dimensional signal spaces, operators, and feedback interconnections. Next, in the main result, we propose a formulation of hard IQC-based input-output stability conditions, allowing for infinite-dimensional multipliers. We then show how to test hard IQC conditions with infinite-dimensional multipliers on a nominal linear PDE or DDE system via the Partial Integral Equation (PIE) state-space representation using a sufficient version of the Kalman-Yakubovich-Popov lemma (KYP). The results are then illustrated using four example problems with uncertainty and nonlinearity.

Trade-off and chaotic dynamics of prey–predator system with two discrete delays

In our ecological system, prey species can defend themselves by casting strong and effective defenses against predators, which can slow down the growth rate of prey. Predator has more at stake when pursuing a deadly prey than just the chance of missing the meal. Prey have to "trade off" between reproduction rate and safety and whereas, predator have to "trade off" between food and safety. In this article, we investigate the trade-off dynamics of both predator and prey when the predator attacks a dangerous prey. We propose a two-dimensional prey and predator model considering the logistic growth rate of prey and Holling type-2 functional response to reflect predator's successful attacks. We examine the cost of fear to reflect the trade-off dynamics of prey, and we modify the predator's mortality rate by introducing a new function that reflects the potential loss of predator as a result of an encounter with dangerous prey. We demonstrated that our model displays bi-stability and undergoes transcritical bifurcation, saddle node bifurcation, Hopf bifurcation, and Bogdanov-Taken bifurcations. To explore the intriguing trade-off dynamics of both prey and predator population, we investigate the effects of our critical parameters on both population and observed that either each population vanishes simultaneously or the predator vanishes depending on the value of the handling time of the predator. We determined the handling time threshold upon which dynamics shift, demonstrating the illustration of how predators risk their own health from hazardous prey for food. We have conducted a sensitivity analysis with regard to each parameter. We further enhanced our model by including fear response delay and gestation delay. Our delay differential equation system is chaotic in terms of fear response delay, which is evidenced by the positivity of maximum Lyapunov exponent. We have used numerical analysis to verify our theoretical conclusions, which include the influence of vital parameters on our model through bifurcation analysis. In addition, we used numerical simulations to showcase the bistability between co-existence equilibrium and prey only equilibrium with their basins of attraction. The results that are reported in this article might be useful in interpreting the biological insights gained from studying the interactions between prey and predator.

Fractional-Step Method with Interpolation for Solving a System of First-Order 2D Hyperbolic Delay Differential Equations

In this article, we consider a delayed system of first-order hyperbolic differential equations. The presence of the delay term in first-order hyperbolic delay differential equations poses significant challenges in both analysis and numerical solutions. The delay term also makes it more difficult to use standard numerical methods for solving differential equations, as these methods often require that the differential equation be evaluated at the current time step. To overcome these challenges, specialized numerical methods and analytical techniques have been developed for solving first-order hyperbolic delay differential equations. We investigated and presented analytical results, such as the maximum principle and stability results. The propagation of discontinuities in the solution was also discussed, providing a framework for understanding its behavior. We presented a fractional-step method using a backward finite difference scheme and showed that the scheme is almost first-order convergent in space and time through the derivation of the error estimate. Additionally, we demonstrated an application of the proposed method to the problem of variable delay differential equations. We demonstrated the practical application of the proposed method to solving variable delay differential equations. The proposed algorithm is based on a numerical approximation method that utilizes a finite difference scheme to discretize the differential equation. We validated our theoretical results through numerical experiments.

Incremental harmonic balance method for multi-harmonic solution of high-dimensional delay differential equations: Application to crossflow-induced nonlinear vibration of steam generator tubes

Diverse science and engineering problems are governed by delay differential equations (DDE). Seeking periodic solutions of DDEs is crucial for many nonlinear dynamic systems. The incremental harmonic balance (IHB) method is an efficient semi-analytical approach for periodic solutions of DDE. Among various DDE systems, flow-induced vibration (FIV) of tube bundles with loose support is unique, in the sense that the added damping cancels out structural damping in the vicinity of critical velocity, making it extremely slow to retain a convergent solution if numerical integration (NI) is utilized. Despite the efforts of developing IHB for various mechanical vibration problems with time-delay, no attempt has been made to employ IHB to nonlinear FIV problems. Here we fill this blank by separately combining two spatial discretization strategies, i.e., discretization via linear vibration modes or via finite element method (FEM), with IHB to capture limit cycle solutions after the onset of instability. Within the range of gap velocity of interest, the IHB demonstrates excellent convergence by increasing harmonic terms, and good agreement is obtained between IHB results and the results by NI method. An 18 degree-of-freedom (DOF) nonlinear DDE system was readily dealt by integrating FEM and IHB, each DOF being approximated by three harmonics. This is the first attempt to employ IHB for multi-harmonic solution of high-dimensional FIV problems, which opens a door for solutions of other DDEs. All the codes used in this paper could be downloaded via: https://github.com/XJTU-Zhou-group/IHB.