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Remarks on the Schrödinger-Lohe model

  • Received: 01 October 2018 Revised: 01 July 2019
  • 82C10, 34E10, 35C05

  • We study the Schrödinger-Lohe model. Making use of the principal fundamental matrix $ Y $ of linear ODEs with variable coefficients, the coupled nonlinear Schrödinger-Lohe system is transformed into the decoupled linear Schrödinger equations. The boundedness of $ Y $ is shown for the case of complete synchronization. We also study the cases where the principal fundamental matrices can be derived explicitly.

    Citation: Hyungjin Huh. Remarks on the Schrödinger-Lohe model[J]. Networks and Heterogeneous Media, 2019, 14(4): 759-769. doi: 10.3934/nhm.2019030

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  • We study the Schrödinger-Lohe model. Making use of the principal fundamental matrix $ Y $ of linear ODEs with variable coefficients, the coupled nonlinear Schrödinger-Lohe system is transformed into the decoupled linear Schrödinger equations. The boundedness of $ Y $ is shown for the case of complete synchronization. We also study the cases where the principal fundamental matrices can be derived explicitly.



    Time-delay systems exist in many practical situations as industry process, biological, ecological groups, telecommunication, economy, mechanical engineering, and so on. A time-delay in a system often induces oscillation and instability, which motivated a huge number of researchers to study the stability analysis with various criteria [1,2,3]. Evaluation of system stability with a constant delay has been studied extensively and lots of theoretical tools have been presented like characteristic equation and eigenvalues analysis [4,5]. Those methods have been well established currently which can derive effective criteria smoothly with numerical efficiency. However, this type of criteria cannot be applied to a time-varying delay system and some other methodologies have been employed.

    Generally, two different methodologies have been employed: the first one is so called input-output method that treats a delay as an uncertain operator, and transforms the original time-varying delay system into a closed loop between a nominal LTI system and a perturbation depending on the delay. The stability criteria of which have been well developed by using conventional robustness tools like Small Gain Theorem [6,7], Integral Quadratic Constraint or Quadratic Separation [8,9]. The conservativeness is small for a slowly varying delay, but large for a quickly one because it depending on the upper bound on the derivative of the delay. Another technique is based on the proper construction of Lyapunov-Krasovskii functions. The conservativeness of this method comes from two aspects: the choice of functional and the bound on its derivative. It is not easy to find an appropriate Lyapunov-Krasovskii functional (LFK) to obtain less conservative criteria since it contains both the delay and its bounds.

    In earlier research, only a single integral term was employed as a part of LFK to analysis and handle the time delay in systems [10,11,12]. Up to now, double, triple, even quadruple integral terms has been developed which usually bring more effective stability criteria [13,14,15]. And also an augmented and a delay-partitioning LKF method were proposed to reduce the conservativeness, and the difficulty now lies in the bounds of the integrals that appear in the derivative of the functional for a stability condition [16,17].

    Previously, The Jensen inequality and Wirtinger-based integral inequality were reported as the integral inequality method that yields less conservative stability criteria [2,18]. Delay-dependent strategy and delay-independent approach under time-varying delays, uncertainties and disturbance are employed to stability analysis. Delay-dependent strategy has been received many attentions as a result of its less conservatism than delay-independent [19,20,21,22,23,24,25,26,27]. Later, the first- and second-order reciprocally convex approach were proposed based on a new kind of linear combination of positive functions weighted by the inverses of squared convex parameters emerges when the Jensen inequality was applied to partitioned double integral terms in the derivation of LMI conditions [28,29]. And the optimal divided method and the secondary partitioning method were provided for stability criteria in double integral terms in LPF [30,31].

    Recently, the integral term with higher order approximation has been proposed, such as Wirtinger-based double integral inequality [32], free-matrix-based integral inequality [33], auxiliary function-based integral inequality [34]. These inequalities provided less conservation of stability criteria that those of the Jensen or Wirtinger-based single integral inequities. Especially, a novel integral inequality which called Bessel-Legendre (B-L) inequality has only been applied to the system with constant delays [35,36,37,38]. And also multiple-integral inequalities were newly developed to give high-order approximation to the original integral, the associated integral terms in LPF are also increased [39,40].

    In this study, a new single integral inequality is proposed through using shifted Legendre polynomials, and then the double integral inequality is developed with the utilization of Cholesky decomposition. Both single and double integral inequalities are with arbitrary approximation order, which encompasses the well-known Jensen and Wirtinger-based inequalities, auxiliary function-based integral inequalities, and even the B-L inequality. The proposed two inequalities yield improved stability criteria with less conservativeness.

    This paper is organized as follows. Section 2 introduces the relevant theories of shifted Legendre polynomials-based single and double integral inequalities, and section 3 and 4 provide application of proposed methods to systems with constant and time-varying delays, including numerical examples.

    The classical shifted Legendre polynomials are a set of functions analogous to the Legendre polynomials, but defined on the interval $ [0, 1] $ as follows

    $ pi(s)=ij=0wi,jsj,j=0,1,,i $ (2.1)

    where $ p_i(s) $ denotes the $ i $-order shifted Legendre polynomial, $ w_{i, j} $ denotes the $ j $th coefficient of $ p_i(s) $.

    We here call classical shifted Legendre polynomials as the shifted Legendre polynomials for single integral with the following coefficient

    $ wi,j=(1)iCii+jCji $ (2.2)

    where $ C_i^j $ denotes the combination which can be written using factorials as

    $ Cji=i!j!(ij)! $ (2.3)

    Shifted Legendre polynomials obey the orthogonality relationship, i. e.

    $ 10pl(s)pm(s)ds=li=0mj=0(1)i+jCll+iCilCmm+jCjm10si+jds=li=0mj=0(1)i+jCll+iCilCmm+jCjm1i+j+1=12m+1δlm $ (2.4)

    where $ {\delta _{nm}} $ denotes the Kronecker delta.

    Also we can represent shifted Legendre polynomials for single integral in the matrix form as follows

    $ Um(s)=[1ssm],Lm(s)=[p0(s)p1(s)pm(s)] $ (2.5)

    The relationship between $ {L_m}(s) $ and $ {U_m}(s) $ is obtained

    $ Lm(s)=WmUm(s) $ (2.6)

    where $ W_m $ is the coefficient matrix with the following form

    $ Wm=[(1)jCii+jCji]ij=[1121661m(m+1)Cmm+2C2m(1)mCm2m] $ (2.7)

    It's obvious that $ W_n $ is a lower triangular matrix.

    With similar formulation, (2.4) can be rewritten as

    $ Gm=10Lm(s)LTm(s)du=[gij]=[1131500012m+1] $ (2.8)

    The interest of shifted Legendre polynomials for double integral is that the orthogonality relationship exists if we use double integral instead of single integral.

    The double integral of the product of two classical shifted Legendre polynomials can be obtained as follows

    $ hlm=101spl(u)pm(u)duds=li=0mj=0(1)i+jCll+iCilCmm+jCjm101sui+jduds=ni=0mj=0(1)i+jCll+iCilCmm+jCjm1i+j+2={12(2m+1),l=mm2(2m1)(2m+1),l=m1l2(2l1)(2l+1),l=m+10,otherwise $ (2.9)

    which can also be extended using the form of matrix

    $ Hm=101sLm(u)LTm(u)duds=12[1111×311×31323×523×51535×735×712m1m(2m1)(2m+1)m(2m1)(2m+1)12m+1] $ (2.10)

    Considering that $ H_m $ is a real-valued symmetric positive semi-definite matrix, we can gain the associated lower triangular matrix using Cholesky decomposition

    $ Hm=BmBTm $ (2.11)

    where

    $ Bm=22[113232535m2m+1m+12m+1] $ (2.12)

    Since $ {B_m} > 0 $, $ H_m $ has the unique Cholesky decomposition. Unfortunately, (2.10) shows that $ {L_m}(u) $ is not a proper set of basic functions when the double integral is employed instead of single integral. Thus, we need to find new ones. We introduce the linear combination of $ \{ {p_j}(s)\} $ as follows

    $ ˉpi(s)=ij=0di,jpj(s) $ (2.13)

    i.e.

    $ ˉLm(u)=[ˉp0(u)ˉp1(u)ˉpm(u)]=DmLm(u) $ (2.14)

    where $ D_m $ denotes the transition matrix from $ L_m^{}(u) $ to $ {\bar L_m}(u) $ with the form

    $ Dm=[dij]ij=[d00d10d11dm0dm1dmm] $ (2.15)

    In order to obtain the proper shifted Legendre polynomials for double integral, the following equation should be solved.

    $ ˉHm=101sˉLm(u)ˉLTm(u)duds=DmHmDTm=[ˉh11ˉh22ˉhmm] $ (2.16)

    where $ \{ {d_{ij}}\} $ and $ \{ {h_{ij}}\} $ are coefficients to be determined.

    Substituting (2.11) into (2.16) yields

    $ DmVm=ˉHm=[ˉh00ˉh11ˉhmm] $ (2.17)

    By solving a serial of linear equations of (2.17), the matrices $ D_m $ and $ {\bar H_m} $ are achieved as following

    $ Dm=[dij=2j+1i+1]ij=[112321m+13m+12m+1m+1] $ (2.18)
    $ ˉHm=[ˉhii=12i+2]i=j=diag{12,14,,12m+2} $ (2.19)

    Thus the vector of shifted Legendre polynomials are achieved

    $ ˉLm(u)=DmLm(u)=DmWmUm(u)=ˉWmUm(u) $ (2.20)

    where, by (2.6),

    $ ˉWm=[(1)jik=j2k+1i+1Ckk+jCjk]ij=[12331210mmk=12k+1m+1k(k+1)mk=22k+1m+1Ckk+2C2k(1)m2m+1m+1Cm2m] $ (2.21)

    For continuously vector function $ \dot x(\tau):[a{, _{}}b] \to {\textbf{R}^n} $, the associated function $ \dot{ \tilde x}(s):[0{, _{}}1] \to {\textbf{R}^n} $ is defined as follows

    $ ˙˜x(s)=˙x(τ)=˙x((ba)s+a) $ (2.22)

    where $ \tau = (b - a)s + a $.

    We can develop the relationships between the single integrals of $ \dot x(\tau) $ and $ \dot {\tilde x}(s) $

    $ (ba)10sk˙˜x(s)ds=1(ba)kba(τa)k˙x(τ)dτ,k=0,1,2, $ (2.23)

    The best weighted square approximation can be obtained with minimizing the following cost function

    $ Js=ba(f(τ)˙x(τ))TR(f(τ)˙x(τ))dτ=(ba)10(˜f(s)˙˜x(s))TR(˜f(s)˙˜x(s))ds $ (2.24)

    where $ R > 0 $ denotes a symmetric positive-defined matrix with proper dimensions, $ \tilde f(s) $ denotes the approximation function defined as follows

    $ ˜f(s)=mi=0βipi(s) $ (2.25)

    where $ {\beta _i} \in {\textbf{R}^n} $ denotes the weight corresponding to the shifted Legendre polynomial $ {p_i}(s) $ for single integral.

    Substituting (2.25) into (2.24) yields

    $ Js=(ba)10(mi=0βipi(s)˙˜x(s))TR(mi=0βipi(s)˙˜x(s))ds=(ba)[mi=0mj=0βTiRβj10pi(s)pj(s)dssym(mj=0βTiR10˙˜x(s)pi(s)ds)]+ba˙xT(τ)R˙x(τ)dτ=(ba)mi=012i+1βTiRβimi=0sym(βTiRωi)+ba˙xT(τ)R˙x(τ)dτ $ (2.26)

    where $ {\omega _i} $ denotes the integral of the product of $ \dot {\tilde x}(s) $ and the i-th shifted Legendre polynomial $ {p_i}(s) $ for single integral. sym() is defined as the sum of vector/matrix with its own transpose sym$ (x) = x+x^{\rm T} $.

    $ ωi=(ba)10˙˜x(s)pi(s)ds $ (2.27)

    i.e.

    $ ϖm=[ω0ω1ωm]=(ba)[10˙˜x(s)p0(s)ds10˙˜x(s)p1(s)ds10˙˜x(s)pm(s)ds]=(ba)ˆWm[10˙˜x(s)ds10˙˜x(s)sds10˙˜x(s)smds] $ (2.28)

    where $ {\widehat W_m} $ denotes the extension matrix associated to $ {W_m} $

    $ ˆWm=[(1)jCii+jCjiI]ij=[II2II6I6IIm(m+1)ICmm+2C2mI(1)mCm2mI] $ (2.29)

    where $ I $ denotes the identity matrix with proper dimensions.

    Substituting (2.23) into (2.28) yields

    $ ϖm=[ω0ω1ωm]=ˆWm[ba˙x(τ)dτ1baba(τa)˙x(τ)dτ1(ba)mba(τa)m˙x(τ)dτ] $ (2.30)

    According to the static condition of (2.26), we obtain

    $ Jsβi=(R+RT)(ba2i+1βiωi)=0 $ (2.31)

    The second condition of (2.26)

    $ [2Jsβiβj]=ba2i+1(R+RT)δij>0 $ (2.32)

    It means that the optimal $ \beta _i^* = (2i + 1){\omega _i}/(b-a) $ leads to the only minimum cost value

    $ LsLs=ba˙xT(s)R˙x(s)ds1bami=0ωTi[(2i+1)R]ωi>0 $ (2.33)

    Lemma 1 (shifted Legendre polynomials-based single integral inequality): For any symmetric positive-defined constant matrix $ R \in {\textbf{R}^{n \times n}} $, $ R > 0 $, and vector function $ \dot x(t):[a{, _{}}b] \to {\textbf{R}^n} $ such that the integrations concerned are well defined, then the following inequality exists

    $ ba˙xT(τ)R˙x(τ)dτ1baϖTmΩm(R)ϖm=1ba[ω0ω1ω2ωm]T[R00003R00005R0000(2m+1)R][ω0ω1ω2ωm] $ (2.34)

    Proof: It can be obtained from (2.33) observably.

    Remark 1: The right term of the proposed single integral inequality (2.34) is approximation with arbitrary order to the left term, i.e., when $ \dot x(t) = {c_0} + {c_1}t + \cdots + {c_m}{t^m} $, $ {c_i} \in {\textbf{R}^n} $, $ i = 0{, _{}}1{, _{}} \cdots {, _{}}m $, the left term is exactly equal to the right term.

    Proof: The function $ \dot x(t) = {c_0} + {c_1}t + \cdots + {c_m}{t^m} $ can be rewritten as

    $ ˙x((ba)s+a)=c0+c1[(ba)s+a]++cm[(ba)s+a]m=˜c0+˜c1s++˜cmsm=˙˜x(s) $ (2.35)

    where

    $ ˜ck=(ba)kmi=kakiCik $ (2.36)

    $ \dot {\tilde x}(s) $ can also be expressed by serial of shifted Legendre polynomials $ \{ {p_k}(s)\} $ as follows

    $ ˙˜x(s)=λ0p0(s)+λ1p1(s)++λmpm(s) $ (2.37)

    where

    $ λi=10˙˜x(s)pi(s)ds10pi(s)pi(s)ds=2i+1baωi $ (2.38)

    Thus the left term of (2.34) becomes

    $ ba˙xT(τ)R˙x(τ)dτ=(ba)10(mi=0λipi(s))R(mi=0λipi(s))ds=(ba)mi=0mj=0λTiRλj10pi(s)pj(s)ds=(ba)mi=012i+1λTiRλi=(ba)mi=012i+1(2i+1baωi)TR(2i+1baωi)T=1bami=0(2i+1)ωTiRωi $ (2.39)

    This complete the proof.

    Remark 2: The integral inequality (2.34) degenerates to Jensen inequality when $ m = 0 $[2].

    Proof: Substituting $ m = 0 $ into (2.34) yields

    $ ba˙xT(τ)R˙x(τ)dτ1baϖTΩϖ=1baωT0Rω0=1ba(ba˙x(τ)dτ)TR(ba˙x(τ)dτ)=1ba(x(b)x(a))TR(x(b)x(a)) $ (2.40)

    This complete the proof.

    Remark 3: The integral inequality (2.34) degenerates to Wirtinger-based inequality when $ m = 1 $[18].

    Proof: According to (2.30) we have

    $ ω0=ba˙x(τ)dτ=x(b)x(a)=ωWirtinger,0 $ (2.41)
    $ ω1=ba˙x(τ)dτ2baba(τa)˙x(τ)dτ=x(b)x(a)2ba[(ba)x(b)bax(τ)dτ]=[x(a)+x(b)2babax(τ)dτ]=ωWirtinger,1 $ (2.42)

    Substituting (2.41) and (2.42) into (2.34) yields

    $ ba˙xT(τ)R˙x(τ)dτ1ba[ω0ω1]T[R3R][ω0ω1]=1ba[ωWirtinger,0ωWirtinger,1]T[R3R][ωWirtinger,0ωWirtinger,1] $ (2.43)

    This complete the proof.

    For continuously vector function $ \dot x(\tau):[a{, _{}}b] \to {\textbf{R}^n} $, and it's associated function $ \dot {\tilde x}(s):[0{, _{}}1] \to {\textbf{R}^n} $ defined in (2.22), we can develop the relationships between the double integrals of $ \dot x(\tau) $ and $ \dot {\tilde x}(s) $ as follows

    $ (ba)2101suk˙˜x(u)duds=1(ba)kbabθ(τa)k˙x(τ)dτdθk=0,1,2, $ (2.44)

    where

    $ u = \frac{{\tau - a}}{{b - a}}{, _{}} \quad s = \frac{{\theta - a}}{{b - a}} $

    The best weighted square approximation with double integral can be obtained with minimizing the following cost function

    $ Jd=babθ(g(τ)˙x(τ))TR(g(τ)˙x(τ))dτdθ=(ba)2101s(˜g(u)˙˜x(u))TR(˜g(u)˙˜x(u))duds $ (2.45)

    where $ R > 0 $ denotes a positive-defined matrix with proper dimensions, $ \tilde g(u) $ denotes the approximation function defined as follows

    $ ˜g(u)=mi=0βiˉpi(s) $ (2.46)

    where $ {\beta _i} \in {\textbf{R}^n} $ denotes the weight corresponding to the shifted Legendre polynomial $ {\bar p_i}(s) $ for double integral.

    Substituting (2.46) into (2.45) yields

    $ Jd=(ba)2101s(mi=0βiˉpi(u)˙˜x(u))TR(mi=0βiˉpi(u)˙˜x(u))duds=(ba)2[mi=0mj=0βTiRβj101sˉpi(s)ˉpj(s)dudssym(mj=0βTiR101s˙˜x(s)ˉpj(s)duds)]+babθ˙xT(τ)R˙x(τ)dτdθ=(ba)2mi=012i+2βTiRβi(ba)mi=0sym(βTiRνi)+babθ˙xT(τ)R˙x(τ)dτdθ $ (2.47)

    where $ {\nu _i} $ denotes the integral of the product of $ \dot {\tilde x}(s) $ and the i-th shifted Legendre polynomial $ {p_i}(s) $ for single integral

    $ νi=(ba)101s˙˜x(s)ˉpi(u)duds $ (2.48)

    i.e.

    $ ˉνm=[ν0ν1νm]=(ba)[101s˙˜x(s)ˉp0(u)duds101s˙˜x(s)ˉp1(u)duds101s˙˜x(s)ˉpm(u)duds]=(ba)ˆˉWm[101s˙˜x(s)duds101s˙˜x(s)duds101s˙˜x(s)umduds] $ (2.49)

    where $ {\widehat{\bar W}_m} $ denotes the extension matrix associated to $ {\bar W_m} $

    $ ˆˉWm=[(1)jik=j2k+1i+1Ckk+jCjkI]ij=[I2I3I3I12I10mImk=12k+1m+1k(k+1)Imk=22k+1m+1Ckk+2C2kI(1)m2m+1m+1Cm2mI] $ (2.50)

    Substituting (2.44) into (2.49) yields

    $ ˉνm=[ν0ν1νm]=ˆˉWm[1bababθ˙x(τ)dτdθ1(ba)2babθ(τa)˙x(τ)dτdθ1(ba)m+1babθ(τa)m˙x(τ)dτdθ]=ˆˉWm[1baba(τa)˙x(τ)dτ1(ba)2ba(τa)2˙x(τ)dτ1(ba)m+1ba(τa)m+1˙x(τ)dτ] $ (2.51)

    According to the static condition of (2.47), we obtain

    $ Jdβi=(R+RT)[(ba)22i+2βi(ba)νi]=0 $ (2.52)

    The second condition of (2.47)

    $ [2Jdβiβj]=(ba)22i+2(R+RT)δij>0 $ (2.53)

    It means that the optimal $ \beta _i^* = \frac{{2i + 2}}{{b - a}}{\nu _i} $ leads to the only minimum cost value

    $ LdLd=babθ˙xT(τ)R˙x(τ)dτdθmi=0νTi[(2i+2)R]νi>0 $ (2.54)

    Lemma 2 (shifted Legendre polynomials-based double integral inequality): For any positive-defined constant matrix $ R \in {\textbf{R}^{n \times n}} $, $ R > 0 $, and vector function $ \dot x(t):[a{, _{}}b] \to {\textbf{R}^n} $ such that the integrations concerned are well defined, then the following inequality exists

    $ babθ˙xT(τ)R˙x(τ)dτdθˉνTmˉΩm(R)ˉνm=[ν0ν1ν2νm]T[2R00004R00006R0000(2m+2)R][ν0ν1ν2νm] $ (2.55)

    Proof: It can be obtained from (2.54) observably.

    Remark 1: The right term of the proposed single integral inequality (2.34) is approximation with arbitrary order to the left term, i.e., when $ \dot x(t) = {c_0} + {c_1}t + \cdots + {c_m}{t^m} $, $ {c_i} \in {\textbf{R}^n} $, $ i = 0{, _{}}1{, _{}} \cdots {, _{}}m $, the left term is exactly equal to the right term.

    Proof: The function $ \dot x(t) = {c_0} + {c_1}t + \cdots + {c_m}{t^m} $ can be rewritten as

    $ ˙x((ba)s+a)=c0+c1[(ba)s+a]++cm[(ba)s+a]m=˜c0+˜c1s++˜cmsm=˙˜x(s) $ (2.56)

    where

    $ ˜ck=(ba)kmi=kakiCik $ (2.57)

    $ \dot {\tilde x}(s) $ can also be expressed by serial of shifted Legendre polynomials $ \{ {\bar p_k}(s)\} $ as follows

    $ ˙˜x(s)=λ0ˉp0(s)+λ1ˉp1(s)++λmˉpm(s) $ (2.58)

    where

    $ λi=101s˙˜x(s)ˉpi(u)duds101sˉpiˉpi(u)duds=2i+2baνi $ (2.59)

    Thus the left term of (2.34) becomes

    $ babθ˙xT(τ)R˙x(τ)dτdθ=(ba)2101s˙˜x(u)TR˙˜x(s)duds=(ba)2mi=0mj=0(2i+2baνi)TR(2j+2baνj)101sˉpi(s)ˉpj(s)duds=mi=0νTi[(2i+2)R]νi $ (2.60)

    This complete the proof.

    Remark 2: The integral inequality (2.34) degenerates to auxiliary function-based integral inequality when $ m = 1 $[34].

    Proof: According to (2.51) we have

    $ ν0=1bababθ˙x(τ)dτdθ=x(b)1babax(τ)dτ $ (2.61)
    $ ν1=2bababθ˙x(τ)dτdθ2(ba)2babθ(τa)˙x(τ)dτdθ=2[x(b)1babax(τ)dτ]3[x(b)2(ba)2babθx(τ)dτdθ]=x(b)2babax(τ)dτ+6(ba)2babθx(τ)dτdθ $ (2.62)

    Note that $ {\nu _0} $ and $ {\nu _1} $ are just the coefficients of auxiliary function-based integral inequality. This complete the proof.

    Let us consider the following linear system with constant delay interval

    $ ˙x(t)=Ax(t)+Ahx(th)x(t)=φ(t),t[h,0] $ (3.1)

    where $ x(t) \in {\textbf{R}^n} $ denotes the state vector of the system with $ n $ dimensions, $ A $ and $ A_h $ are real known constant matrices with appropriate dimensions, the continuously differentiable functions $ \varphi (t) $ denote the initial condition, $ h \ge 0 $ denotes the system's constant delay.

    Theorem 1: The system (3.1) is asymptotically stable if there exist matrices $ P > 0 $, $ Q > 0 $, $ R > 0 $ and $ S > 0 $ such that the following conditions hold [41]:

    $ [BTPC+CTPB+eT1Qe1eT2Qe2+h2ATeRAe+12h2ATeSAeΨTˆWTmΩm(R)ˆWmΨˉΨTˆˉWTmˉΩm(S)ˆˉWmˉΨ]<0 $ (3.2)

    where the notations in (3.2) are intermediate variables that defined properly in previous and in the process of proof, which can be found as $ B $ in (3.10), $ C $ in (3.12), $ e_1, e_2 $ in (3.10), $ h $ in (3.1), $ A_e $ in (3.11), $ \Psi $ in (3.13), $ \widehat W_m $ in (2.29), $ \Omega_m $ in (2.34), $ \bar \Psi $ in (3.14), $ \widehat{\bar W}_m $ in (3.7), $ \bar \Omega_m $ in (3.18).

    Proof: We define a set of functions $ \{ {y_k}(t)\} $ as follows

    $ yk(t)Δ=h10˙˜x(s)ukdu=1hktth˙x(τ)(τt+h)kdτk=0,1,2, $ (3.3)

    The time derivatives of $ {y_k}(t) $ can be obtained as follows

    $ ˙yk(t)=ddt[1hktth˙x(τ)(τt+h)kdτ]=˙x(t)khktth˙x(τ)(τt+h)k1dτ=˙x(t)khyk1(t)=Ax(t)+Ahx(th)khyk1(t)(k1) $ (3.4)

    And the initial we have

    $ y0(t)=tth˙x(τ)dτ=x(t)x(th)˙y1(t)=˙x(t)1hy0(t)=(A1hI)x(t)+(Ah+1hI)x(th) $ (3.5)

    Let $ a = t - h $, $ b = t $, we can obtain $ \{ {\omega _k}\} $ and $ \{ {\nu _k}\} $ for shifted Legendre polynomials-based single and double integral inequalities, respectively

    $ [ω0ω1ωm]=ˆWm[tth˙x(τ)dτ1htth˙x(τ)(τt+h)dτ1hmtth˙x(τ)(τt+h)mdτ]=ˆWm[y0(t)y1(t)ym(t)] $ (3.6)
    $ [ν0ν1νm1]=ˆˉWm[1htth˙x(τ)(τt+h)dτ1h2tth˙x(τ)(τt+h)2dτ1hmtth˙x(τ)(τt+h)mdτ]=ˆˉWm[y1(t)y2(t)ym(t)] $ (3.7)

    We define extra-states $ \chi (t) $ and $ \xi (t) $ as follows

    $ χ(t)=[x(t)[y1(t)ym(t)]],ξ(t)=[[x(t)x(th)][y1(t)ym(t)]] $ (3.8)

    The extra-states $ \chi (t) $ can be expressed by $ \xi (t) $

    $ χ(t)=Bξ(t) $ (3.9)

    where

    $ B=[e1e3e4em]=[[In0n]Inm] $ (3.10)

    where $ {e_k} = [{\underbrace {000}_{k - 1}}{I}\underbrace {000}_{m + 2 -k}] $ denotes the k-th row coefficient of $ \xi (t) $, $ I_n $ and $ 0_n $ denote the identity and zeros matrix with dimensions $ n \times n $, respectively.

    And the system (3.1) can be rewritten as

    $ ˙x(t)=Aeξ(t) $ (3.11)

    where $ {A_e} = A{e_1} + {A_h}{e_2} $.

    The time derivative of $ \chi (t) $ can be obtained as follows

    $ ˙χ(t)=Cξ(t) $ (3.12)

    where

    $ C = \left[ {[AAh]0n×nmM1hΛ} \right] $
    $ M = \left[ {A1hIAh+1hIAAhAAhAAh} \right]{, _{}} \quad \Lambda = \left[ {02I03I0mI0} \right] $

    According to (3.6) and (3.8), we have

    $ [ω0ω1ωm]=ˆWm[y0(t)y1(t)ym(t)]=ˆWm[x(t)x(th)y1(t)ym(t)]=ˆWmΨξ(t) $ (3.13)

    where

    $ \Psi = \left[ {InIn000Inm} \right] $

    With similar method, we have following according to (3.7) and (3.8)

    $ [ν0ν1νm1]=ˆˉWm[y1y2ym]=ˆˉWmˉΨξ(t) $ (3.14)

    where $ \bar \Psi = \left[{0nm×n0nm×nInm} \right] $

    In order to analysis the stability of the system (3.1), we consider the following Lyapunov-Krasovskii functional (LKF) candidates

    $ V=[χ(t)TPχ(t)+tthxT(τ)Qx(τ)dτ+htthtθ˙xT(τ)R˙x(τ)dτdθ+tthtγtθ˙xT(τ)S˙x(τ)dτdθdγ] $ (3.15)

    Taking the time derivative of $ V(t) $ yields

    $ ˙V(t)=[χT(t)P˙χ(t)+˙χT(t)Pχ(t)+xT(t)Qx(t)xT(th)Qx(th)+h2˙xT(t)R˙x(t)htth˙xT(τ)R˙x(τ)dτ+h22˙xT(t)S˙x(t)tthtθ˙xT(τ)S˙x(τ)dτdθ]ξT(t)[BTPC+CTPB+eT1Qe1eT2Qe2+h2ATeRAe+12h2ATeSAeΨTˆWTmΩm(R)ˆWmΨˉΨTˆˉWTmˉΩm(S)ˆˉWmˉΨ]ξ(t)<0 $ (3.16)

    Recalling that (2.34) and (2.55), following inequalities are employed to yield the upper bound of $ \dot V(t) $

    $ htth˙xT(τ)R˙x(τ)dτϖTΩm(R)ϖ=ξT(t)(ΨTˆWTmΩm(R)ˆWmΨ)ξ(t) $ (3.17)
    $ tthtθ˙xT(τ)S˙x(τ)dτdθˉνTˉΩm(S)ˉν=ξT(t)(ˉΨTˆˉWTmˉΩm(S)ˆˉWmˉΨ)ξ(t) $ (3.18)

    This complete the proof.

    Example 1: We consider the well-known delay dependent stable system (3.1) with following coefficient matrices as given in [29]:

    $ A = \left[ {2000.9} \right]{, _{}} \quad {A_h} = \left[ {1011} \right] $

    Using delay sweeping techniques the maximum allowable delay $ {h_{\max }} = 6.1725 $ can be obtained. Also many recent papers provide different results using Jensen inequality, Wirtinger-based inequality, and so on. The allowable maximum delays are shown in Table 1. We observe that the upper bounds obtained by our proposed inequalities are significantly better than those in other literatures.

    Table 1.  The maximum allowable delay.
    Theorems $ h_{\text{max}} $ Number of variables
    Sun et al. (2010)[24] 4.47 $ 1.5{n^2} + 1.5n $
    Park, Ko, and Jeong (2011)[28] 5.02 $ 18{n^2} + 18n $
    Ariba, Gouaisbaut, and Johansson (2010)[42] 5.12 $ 7{n^2} + 4n $
    Seuret and Gouaisbaut (2013)[18] 6.059 $ 3{n^2} + 2n $
    Hien and Trinh (2015)[43] 6.16 $ 19.5n^2+4.5n $
    Liu and Seuret (2017) Theorem 1[38] 6.1664 $ 79.5{n^2} + 4.5n $
    Theorem 1 (m=0) 4.472 $ 1.5{n^2} + 1.5n $
    Theorem 1 (m=1) 6.059 $ 3.5{n^2} + 2.5n $
    Theorem 1 (m=2) 6.167 $ 6{n^2} + 3n $
    Theorem 1 (m=3) 6.1719 $ 9.5{n^2} + 3.5n $
    Theorem 1 (m=4) 6.1725 $ 14{n^2} + 4n $

     | Show Table
    DownLoad: CSV

    Example 2: We consider the dynamics of machining chatter with following coefficient matrices as firstly studied in [36]:

    $ A = \left[ {0010000110K100051500.25} \right]{, _{}} \quad {A_h} = \left[ {00000000K0000000} \right] $

    where $ K $ denotes a parameter.

    It's obviously that the system is stable with $ K $ less than some upper bound. Here we try to the upper bound in various delays. It's shown that Lemma 1 and Lamme 2 yield more stability region than those derived from Jensen and Wirtinger-based Lemma, as illustrated in Figure 1. When the parameter $ K \le 0.295 $, the system is still stable even the delay is very large, such as $ h = 500 $.

    Figure 1.  Allowable upper $ K $ with variable delay $ h $.

    Let us consider the following system with interval time-varying delay:

    $ ˙x(t)=Ax(t)+Ahx(th(t))x(t)=φ(t),t[h2,0] $ (4.1)

    where $ x(t) \in {\textbf{R}^n} $ denotes the state vector of the system with $ n $ dimensions, $ A $ and $ A_h $ are real known constant matrices with appropriate dimensions, the continuously differentiable functions $ h(t) $ and $ \varphi (t) $ denote the system's time-varying delay and the initial condition, respectively.

    Assumption 1: The delay function $ h(t) $ and its differential $ \dot h(t) $ both have finite bounds, i.e., there exist scales $ {h_2} \ge {h_1} > 0 $ and $ {\mu _1} \le {\mu _2} \le 1 $ such that

    $ {0<h1h(t)h2μ1˙h(t)μ21 $ (4.2)

    Theorem 2: The system (4.1) is asymptotically stable if there exist matrices $ P > 0 $, $ Q_1 > 0 $, $ Q_2 > 0 $, $ Q_3 > 0 $, $ R_1 > 0 $, $ R_2 > 0 $, $ R_3 > 0 $, and $ S_1 > 0 $, $ S_2 > 0 $, $ S_3 > 0 $ such that the following conditions hold[41]:

    $ Φ=[BT2PC2+CT2PB2+eT1(Q1+Q2+Q3)e1eT3Q1e3eT4Q2e4(1μ2)eT2Q3e2+h1ATeR1Ae1h1ΨT1ˆWTmΩ1(R1)ˆWmΨ1+h2ATeR2Ae1h2ΨT2ˆWTmΩ2(R2)ˆWmΨ2+h2ATeR3Ae(1μ2)h2ΨT3ˆWTmΩ3(R3)ˆWmΨ3+h212ATeS1AeˉΨT1ˆˉWTmˉΩ1(S1)ˆˉWmˉΨ1+h222ATeS2AeˉΨT2ˆˉWTmˉΩ2(S2)ˆˉWmˉΨ2+h222ATeS3Ae(1μ2)ˉΨT3ˆˉWTmˉΩ3(S3)ˆˉWmˉΨ3]<0 $ (4.3)

    where the notations in (4.2) are intermediate variables that defined properly in previous and in the process of proof, which can be found as $ B_2 $ in (4.8), $ C_2 $ in (4.11), $ e_1, e_2, e_3, e_4 $ in (3.10), $ h_1, h_2 $ in (4.6), $ \mu_2 $ in (4.16), $ A_e $ in (3.11), $ \Psi_1, \Psi_2, \Psi_3 $ in (4.14), $ \bar \Psi_1, \bar \Psi_2, \bar \Psi_3 $ in (4.14), $ W_m $ in (2.7), $ \widehat W_m $ in (2.29), $ \widehat {\bar{W}}_m $ in (3.7), $ \Omega_1, \Omega_2, \Omega_3 $ in (4.13), $ \bar \Omega_m $ in (3.18), $ \bar \Omega_1, \bar \Omega_2, \bar \Omega_3 $ in (4.13).

    Proof: If the delay $ h $ is varying with time $ t $, then we can develop from (3.3)

    $ ddtyk(t)=yk(t)t+yk(t)hht=˙x(t)khyk1(t)k˙hh(yk(t)yk1(t))=˙x(t)(1˙h)khyk1(t)˙hkhyk(t) $ (4.4)
    $ ddty1(t)=˙x(t)(1˙h)hy0(t)˙hkhy1(t)=[A(1˙h)hI]x(t)+[Ah+(1˙h)hI]x(th)˙hkhy1(t) $ (4.5)

    If $ h = {h_1} $ or $ h = {h_2} $ is a constant variable, (3.3) yields

    $ ddtˆyk(hi,t)=˙x(t)khiˆyk1(hi,t)=Ax(t)+Ah(th)khiˆyk1(hi,t)ddtˆy1(hi,t)=˙x(t)1hiˆy0(hi,t)=(A1hiI)x(t)+Ahx(th)+1hix(thi)(i=1,2) $ (4.6)

    We introduce the following extra-states $ {\hat \chi _m}(t) $ and $ {\hat \xi _m}(t) $ as follows

    $ ˆχm(t)=[x(t)[y1(t)ym(t)][ˆy1(h1,t)ˆym(h1,t)][ˆy1(h2,t)ˆym(h2,t)]],ˆξm(t)=[[x(t)x(th)x(th1)x(th2)][y1(t)ym(t)][ˆy1(h1,t)ˆym(h1,t)][ˆy1(h2,t)ˆym(h2,t)]] $ (4.7)

    The extra-states can be expressed by $ {\hat \xi _m}(t) $

    $ ˆχm(t)=B2ˆξm(t) $ (4.8)

    where

    $ B2(h)=[[In0n0n0n]InmInmInm] $ (4.9)

    And the system (3.1) can be rewritten as

    $ ˙x=Aeˆξm(t) $ (4.10)

    where $ {A_e} = \left[{AAh0n×(nm+2n)} \right] $

    The time derivative of $ \hat \chi_m (t) $ can be obtained as follows

    $ ˙ˆχm(t)=C2(h,˙h)ˆξm(t) $ (4.11)

    where

    $ C_2(h, \dot h) = \left[ {[AAd0n0n]M0(1˙h)hΛ˙hhΓM11h1ΛM21h2Λ} \right] $

    where

    $ Λ=[02I03I0mI0],Γ=[I2I3ImI]M0=[A(1˙h)hIAh+(1˙h)hI0n0nAAh0n0nAAh0n0n] $
    $ {M_1} = \left[ {A1h1IAh1h1In0nAAh0n0nAAh0n0n} \right]{, _{}}{ \quad }{M_2} = \left[ {A1h2IAh0n1h2InAAh0n0nAAh0n0n} \right] \\ $

    In order to analysis the stability of the system (4.1), we consider the following Lyapunov-Krasovskii functional (LKF) candidates

    $ V(t)=10k=1Vk(t) $ (4.12)

    where

    $ V1(t)=ˆχ(t)TPˆχ(t)V2(t)=tth1xT(s)Q1x(s)dsV3(t)=tth2xT(s)Q2x(s)dsV4(t)=tth(t)xT(s)Q3x(s)dsV5(t)=tth1ts˙xT(u)R1˙x(u)dudsV6(t)=tth2ts˙xT(u)R2˙x(u)dudsV7(t)=tth(t)ts˙xT(u)R3˙x(u)dudsV8(t)=tth1tθts˙xT(u)S1˙x(u)dudsdθV9(t)=tth2tθts˙xT(u)S2˙x(u)dudsdθV10(t)=tth(t)tθts˙xT(u)S3˙x(u)dudsdθ $

    Taking the time derivative of $ {V_k}(t) $ yields

    $ ˙V1(t)=ˆχm(t)TP˙ˆχm(t)+˙ˆχm(t)TPˆχm(t)=ˆξmT(t)(BTPC+CTPB)ˆξm(t)˙V2(t)=xT(t)Q1x(t)xT(th1)Q1x(th1)=ˆξmT(t)(eT1Q1e1eT3Q1e3)ˆξm(t)˙V3(t)=xT(t)Q2x(t)xT(th2)Q2x(th2)=ˆξmT(t)(eT1Q2e1eT4Q2e4)ˆξm(t)˙V4(t)=xT(t)Q3x(t)(1˙h)xT(th)Q3x(th)=ˆξmT(t)[eT1Q3e1(1˙h)eT2Q3e2]ˆξm(t)˙V5(t)=h1˙xT(t)R1˙x(t)tth1˙xT(s)R1˙x(s)dsˆξmT(t)(h1ATeR1Ae1h1ΨT1ˆWmTΩ1(R1)ˆWmΨ1)ˆξm(t)˙V6(t)=h2˙xT(t)R2˙x(t)tth2˙xT(s)R2˙x(s)dsˆξmT(t)(h2ATeR2Ae1h2ΨT2ˆWmTΩ2(R2)ˆWmΨ2)ˆξm(t)˙V7(t)=h(t)˙xT(t)R3˙x(t)(1˙h)tth(t)˙xT(s)R3˙x(s)dsˆξmT(t)(hATeR3Ae1˙hhΨT3ˆWmTΩ3(R3)ˆWmΨ3)ˆξm(t)˙V8(t)=h212˙xT(t)S1˙x(t)tth1ts˙xT(u)S1˙x(u)dudsˆξmT(t)(h212ATeS1AeˉΨT1ˆˉWmTˉΩ1(S1)ˆˉWmˉΨ1)ˆξm(t)˙V9(t)=h222˙xT(t)S2˙x(t)tth2ts˙xT(u)S2˙x(u)dudsˆξmT(t)(h222ATeS2AeˉΨT2ˆˉWmTˉΩ2(S2)ˆˉWmˉΨ2)ˆξm(t)˙V10(t)=h22˙xT(t)S3˙x(t)(1˙h)tth1ts˙xT(u)S1˙x(u)dudsˆξmT(t)(h22ATeS3Ae(1˙h)ˉΨT3ˆˉWmTˉΩ3(S3)ˆˉWmˉΨ3)ˆξm(t) $ (4.13)

    where

    $ Ψ1=[In0nIn0n0nmˉΨ1],ˉΨ1=[0nm×4n0nmInm0nm]Ψ2=[In0n0nIn0nmˉΨ2],ˉΨ2=[0nm×4n0nm0nmInm]Ψ3=[InIn0n0n0nmˉΨ3],ˉΨ3=[0nm×4nInm0nm0nm] $ (4.14)

    Thus the sum of $ {\dot V_k}(t) $, $ k = 1{, _{}}2{, ^{}} \cdots {, _{}}10 $ yields

    $ ˙V(t)=ξT(t)[BT2PC2+CT2PB2+eT1(Q1+Q2+Q3)e1eT3Q1e3eT4Q2e4(1˙h)eT2Q3e2+h1ATeR1Ae1h1ΨT1ˆWTmΩ1(R1)ˆWmΨ1+h2ATeR2Ae1h2ΨT2ˆWTmΩ2(R2)ˆWmΨ2+hATeR3Ae(1˙h)hΨT3ˆWTmΩ3(R3)ˆWmΨ3+h212ATeS1AeˉΨT1ˆˉWTmˉΩ1(S1)ˆˉWmˉΨ1+h222ATeS2AeˉΨT2ˆˉWTmˉΩ2(S2)ˆˉWmˉΨ2+h22ATeS3Ae(1˙h)ˉΨT3ˆˉWTmˉΩ3(S3)ˆˉWmˉΨ3]Ξ(h,˙h)ξ(t)<0 $ (4.15)

    Notice that $ \Xi (h{, _{}}\dot h) \le \Xi ({h_2}{, _{}}{\mu _2}) $ for all $ h \in [{h_1}{, _{}}{h_2}] $ and $ \dot h \in [{\mu _1}{, _{}}{\mu _2}] $, we can develop that $ \dot V(t) \le {\xi ^T}(t)\Phi \xi (t) < 0 $, where

    $ Φ=Ξ(h2,μ2)=[BT2PC2+CT2PB2+eT1(Q1+Q2+Q3)e1eT3Q1e3eT4Q2e4(1μ2)eT2Q3e2+h1ATeR1Ae1h1ΨT1ˆWTmΩ1(R1)ˆWmΨ1+h2ATeR2Ae1h2ΨT2ˆWTmΩ2(R2)ˆWmΨ2+h2ATeR3Ae(1μ2)h2ΨT3ˆWTmΩ3(R3)ˆWmΨ3+h212ATeS1AeˉΨT1ˆˉWTmˉΩ1(S1)ˆˉWmˉΨ1+h222ATeS2AeˉΨT2ˆˉWTmˉΩ2(S2)ˆˉWmˉΨ2+h222ATeS3Ae(1μ2)ˉΨT3ˆˉWTmˉΩ3(S3)ˆˉWmˉΨ3] $ (4.16)

    This complete the proof.

    Example 1: We also consider the well-known delay dependent stable system (4.1) with following coefficient matrices as given in [29]:

    $ A=[2000.9],Ah=[1011] $ (4.17)

    The delay rate bounds $ {\mu _1} = - \mu $, $ {\mu _2} = \mu $. We herein calculate the allowable upper bound $ {h_2} $ for various delay rate $ \mu $ via Theorem 2, as illustrate in Figure 2. It's shown that $ {h_2} $ deceases continuously with delay rate $ \mu $ growing.

    Figure 2.  Allowable upper $ {h_2} $ with variable delay $ \mu $.

    The allowable upper bounds $ {h_2} $ varying with given $ \mu $ are shown in Table 2. We observe that the upper bounds obtained by Theorem 2 are significantly better than others. Theorem 1 provides the least conservative results.

    Table 2.  Allowable upper bound $ {h_2} $ for different $ \mu $ (example 1).
    $ \mu $
    Methods 0.1 0.2 0.5 0.8 Number of variables
    Fridman and Uri (2002)[44] 3.604 3.033 2.008 1.364 $ 5.5{n^2} + 1.5n $
    He et al. (2007)[16] 3.605 3.039 2.043 1.492 $ 3{n^2} + 3n $
    Park and Ko (2007)[45] 3.658 3.163 2.337 1.934 $ 11.5{n^2} + 4.5n $
    Ariba and Gouaisbaut (2009)[13] 4.794 3.995 2.682 1.957 $ 22{n^2} + 8n $
    Zeng et al. (2013) (N=2)[17] 4.466 3.657 2.375 1.987 $ 11.5{n^2} + 3.5n $
    Zeng et al. (2013) (N=3)[17] 4.628 3.766 2.442 2.079 $ 17{n^2} + 5n $
    Seuret and Gouaisbaut (2013)[18] 4.703 3.834 2.420 2.137 $ 10{n^2} + 3n $
    Zeng et al. (2015)[33] 4.788 4.060 3.055 2.615 $ 65{n^2} + 11n $
    Theorem 2 (m=2) 5.791 5.496 5.123 4.906 $ 14.5{n^2} + 4.5n $

     | Show Table
    DownLoad: CSV

    For simulation, let the time-varying delay $ h(t) = 3 + 2\cos (0.25t) $, which means that $ {h_1} = 1 $, $ {h_2} = 5 $, $ {\mu _1} = - 0.5 $, and $ {\mu _2} = 0.5 $. The initial condition of the system is chosen as $ {\rm{x}}(0) = {[1{, _{}}-1]^{\mathop{\rm T}\nolimits} } $. The time history of system states is illustrated in Figure 3. As our expectation, both states asymptotically converge to zero despite the previous vibration.

    Figure 3.  Time history of system states.

    Example 2: Consider the time-varying delay system (4.1) with the following parameters [33]:

    $ A=[0111],Ah=[0001] $ (4.18)

    When the delay is constant ($ \mu = 0 $), the analytical upper bound can be obtain $ {h_{\max }} = \pi $. The improvement of our approach is shown in Table 3. It's verified that the advantage of Theorem 2 is over the results in other literatures.

    Table 3.  Allowable upper bound $ {h_2} $ for different $ \mu $ (example 2).
    $ \mu $
    Methods 0.1 0.2 0.5 0.8 Number of variables
    Park and Ko (2007)[45] 1.99 1.81 1.75 1.61 $ 11.5{n^2} + 4.5n $
    Kim (2011)[46] 2.52 2.17 2.02 1.62 $ 49{n^2} + 3n $
    Zeng et al. (2015)[33] 3.03 2.57 2.41 1.93 $ 65{n^2} + 11n $
    Theorem 2 (m=2) 3.136 3.04 2.95 2.90 $ 14.5{n^2} + 4.5n $

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    New single and double integral inequalities with arbitrary approximation order are developed through the use of shifted Legendre polynomials and Cholesky decomposition. These two inequalities encompass several former well-known integral inequities, such as Jensen inequality, Wirtinger-based inequality, auxiliary function-based integral inequalities, and bring new less-conservative stability criteria by employing proper Lyapunov-Krasovskii functionals. Several numerical examples have been provided which show large improvements compared to existing results in both constant and time-varying delay systems.

    The authors would like to thank the anonymous reviewers for their constructive comments that have greatly improved the quality of this paper.

    This work is supported by Shanghai Nature Science Fund under contract No. 19ZR1426800, Shanghai Jiao Tong University Global Strategic Partnership Fund (2019 SJTU-UoT), WF610561702, and Shanghai Jiao Tong University Young Teachers Initiation Programme, AF4130045.

    All authors declare no conflicts of interest in this paper.



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