54.0DSMay 21
A Stability Testing Algorithm for Incommensurate Fractional Differential Equation SystemsKai Diethelm, Safoura Hashemishahraki
We consider the question of determining whether or not a given system of fractional-order differential equations is (asymptotically) stable. In particular, we admit systems where each constituent equation may have its own order, independent of the order of the other equations in the system, i.e. we discuss the so-called incommensurate case. Exploiting ideas based in numerical linear algebra, we present an algorithm that can be used to answer this question that is much simpler than known methods. We discuss in detail the case of linear problems where the ratios of orders are rational and indicate how known techniques can be used to apply our findings also to general nonlinear problems with arbitrary orders. A MATLAB implementation of the code is provided.
SYJan 27
Hill-Type Stability Analysis of Periodic Solutions of Fractional-Order Differential EquationsPaul-Erik Haacker, Remco I. Leine, Renu Chaudhary et al.
This paper explores stability properties of periodic solutions of (nonlinear) fractional-order differential equations (FODEs). As classical Caputo-type FODEs do not admit exactly periodic solutions, we propose a framework of Liouville-Weyl-type FODEs, which do admit exactly periodic solutions and are an extension of Caputo-type FODEs. Local linearization around a periodic solution results in perturbation dynamics governed by a linear time-periodic differential equation. In the classical integer-order case, the perturbation dynamics is therefore described by Floquet theory, i.e. the exponential growth or decay of perturbations is expressed by Floquet exponents which can be assessed using the Hill matrix approach. For fractional-order systems, however, a rigorous Floquet theory is lacking. Here, we explore the limitations when trying to extend Floquet theory and the Hill matrix method to linear time-periodic fractional-order differential equations (LTP-FODEs) as local linearization of nonlinear fractional-order systems. A key result of the paper is that such an extended Floquet theory can only assess exponentially growing solutions of LTP-FODEs. Moreover, we provide an analysis of linear time-invariant fractional-order systems (LTI-FODEs) with algebraically decaying solutions and show that the inaccessibility of decaying solutions through Floquet theory is already present in the time-invariant case.