A numerical method to determine the stability of delay differential equations (DDEs) with time periodic coefficients is proposed. The DDE is converted into an equivalent partial differential equation (PDE) with a time periodic boundary condition (BC). The PDE, along with its BC, is then converted into a system of ordinary differential equations (ODEs) with time periodic coefficients using the Galerkin least squares approach. In the Galerkin approach, shifted Legendre polynomials are used as basis functions, allowing us to obtain explicit expressions for the approximate system of ODEs. We analyze the stability of the discretized ODEs, which represent an approximate model of the DDEs, using Floquet theory. We use numerical examples to show that the stability charts obtained with our method are in excellent agreement with those existing in the literature and those obtained from direct numerical simulation.
Delay differential equations (DDEs) are infinite-dimensional systems, therefore analyzing their stability is a difficult task. The delays can be discrete or distributed in nature. DDEs with distributed delays are referred to as delay integro-differential equations (DIDEs) in the literature. In this work, we propose a method to convert the DIDEs into a system of ODEs. The stability of the DIDEs can then be easily studied from the obtained system of ODEs. By using a space-time transformation, we convert the DIDEs into a partial differential equation (PDE) with a time-dependent boundary condition. Then, by using the Galerkin method, we obtain a finite-dimensional approximation to the PDE. The boundary condition is incorporated into the Galerkin approximation using the tau method. The resulting system of ODEs will have time-periodic coefficients, provided the coefficients of the DIDEs are time periodic. Thus we use Floquet Theory to analyze the stability of the resulting ODE systems. We study several numerical examples of DIDEs with different kernel functions. We show that the results obtained using our method are in close agreement with those existing in the literature. The theory developed in this work can also be used for the integration of DIDEs. The computational complexity of our numerical integration method is O(t), whereas the direct brute-force integration of DIDE has a computational complexity of O(t 2 ).
In this work, a mathematical model is developed for simulating the vibrations of a single flexible cylinder under crossflow. The flexible tube is subjected to an axial load and has loose supports. The equation governing the dynamics of the tube under the influence of fluid forces (modeled using quasi-steady approach) is a partial delay differential equation (PDDE). Using the Galerkin approximation, the PDDE is converted into a finite number of delay differential equations (DDE). The obtained DDEs are used to explore the nonlinear dynamics and stability characteristics of the system. Both analytical and numerical techniques were used for analyzing the problem. The results indicate that, with high axial loads and for flow velocities beyond certain critical values, the system can undergo flutter or buckling instability. Post-flutter instability, the amplitude of vibration grows until it impacts with the loose support. With a further increase in the flow velocity, through a series of period doubling bifurcations the tube motion becomes chaotic. The critical flow velocity is same with and without the loose support. However, the loose support introduces chaos. It was found that when the axial load is large, the linearized analysis overestimates the critical flow velocity. For certain high flow velocities, limit cycles exist for axial loads beyond the critical buckling load.
Dynamics of cross-flow heat exchanger tubes with two loose supports has been studied. An analytical model of a cantilever beam that includes time-delayed displacement term along with two restrained spring forces has been used to model the flexible tube. The model consists of one loose support placed at the free end of the tube and the other at the midspan of the tube. The critical fluid flow velocity at which the Hopf bifurcation occurs has been obtained after solving a free vibration problem. The beam equation is discretized to five second-order delay differential equations (DDEs) using Galerkin approximation and solved numerically. It has been found that for flow velocity less than the critical flow velocity, the system shows a positive damping leading to a stable response. Beyond the critical velocity, the system becomes unstable, but a further increase in the velocity leads to the formation of a positive damping which stabilizes the system at an amplified oscillatory state. For a sufficiently high flow velocity, the tube impacts on the loose supports and generates complex and chaotic vibrations. The impact loading on the loose support is modeled either as a cubic spring or a trilinear spring. The effect of spring constants and free-gap of the loose support on the dynamics of the tube has been studied.
We present an algorithm for determining the stability of delay differential equations (DDEs) with time-periodic coefficients and time-periodic delays. The DDEs are first posed as an equivalent system of partial differential equations (PDEs) along with a nonlinear boundary condition. A Galerkin approximation is then employed to discretize the PDEs into a set of time-periodic ordinary differential equations (ODEs). Finally, we apply a modified version of the Arnoldi algorithm to extract the dominant eigenvalues of the Floquet transition matrix without computing the entire matrix, thereby reducing the required number of integrations of the ODE system. Five numerical examples demonstrate that our modified Arnoldi algorithm provides reliable approximations of the dominant eigenvalues of the Floquet transition matrix, and does so with substantially less computational effort than the classical Floquet method. The stability charts and bifurcation diagrams generated using our Galerkin-Arnoldi method clearly demonstrate the utility of this approach for establishing the stability of a system of DDEs.
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