Related papers: Computing the Pseudospectral Abscissa of Time-Dela…
The Hypothalamic-Pituitary-Adrenal (HPA) axis is a major neuroendocrine system, and its dysregulation is implicated in various diseases. This system also presents interesting mathematical challenges for modeling. We consider a nonlinear…
A new method to enclose the pseudospectrum via the numerical range of the inverse of a matrix or linear operator is presented. The method is applied to finite-dimensional discretizations of an operator on an infinite-dimensional Hilbert…
Delay differential equations (DDEs) with large delays play a pivotal role in understanding stability and bifurcations in systems ranging from neural networks to laser dynamics. While prior work has extensively studied DDEs with discrete…
This paper investigates optimal control problems for delayed systems governed by Infinitely Anticipated Backward Stochastic Differential Equations (IABSDEs). Unlike existing frameworks limited to bounded delays, we introduce a generalized…
Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…
We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…
An algorithm for continuous time-delay estimation from sampled output data and known input of finite energy is presented. The continuous time-delay modeling allows for the estimation of subsample delays. The proposed estimation algorithm…
This paper addresses the numerical optimization of proportional-integral-derivative (PID) controllers for linear time-invariant systems with delays, where the derivative action is implemented using a low-pass filter. While performance…
We prove that the spectrum of the linear delay differential equation $x'(t)=A_{0}x(t)+A_{1}x(t-\tau_{1})+\ldots+A_{n}x(t-\tau_{n})$ with multiple hierarchical large delays $1\ll\tau_{1}\ll\tau_{2}\ll\ldots\ll\tau_{n}$ splits into two…
TDS-CONTROL is an integrated MATLAB package for the analysis and controller-design of linear time-invariant (LTI) dynamical systems with (multiple) discrete delays, supporting both systems of retarded and neutral type. TDS-CONTROL is based…
This technical note is concerned with aeroelastic flutter problems: the analysis of aeroelastic systems undergoing airspeed-dependent dynamic instability. Existing continuation methods for parametric stability analysis are based on marching…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order…
Delay embedding is a commonly employed technique in a wide range of data-driven model reduction methods for dynamical systems, including the Dynamic mode decomposition (DMD), the Hankel alternative view of the Koopman decomposition (HAVOK),…
We consider the characterization and computation of H-infinity norms for a class of time-delay systems. It is well known that in the finite dimensional case the H-infinity norm of a transfer function can be computed using the connections…
We show how the recent extension of spectral submanifold (SSM) theory to delay differential equations (DDEs) enables data-driven model reduction of nonlinear delay systems. First, using a scalar DDE with a single discrete delay, we compare…
In this paper we consider the computation of H-infinity norm of retarded time-delay systems with discrete pointwise state delays. It is well known that in the finite dimensional case H-infinity norm of a system is computed using the…
Pseudospectral approximation reduces DDE (delay differential equations) to ODE (ordinary differential equations). Next one can use ODE tools to perform a numerical bifurcation analysis. By way of an example we show that this yields an…
A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…
Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…