Abstract
Using the step method, we study a system of delay differential equations and we prove the existence and uniqueness of the solution and the convergence of the successive approximation sequence using Perov’s contraction principle and the step method. Also, we propose a new algorithm of successive apprthe oximation sequence generated by the step method and, as an example, we consider some second order delay differential equations with initial conditions.
Authors
D. Otrocol
(Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy,
Technical University of Cluj-Napoca)
M.A. Serban
(Babes-Bolyai University)
Keywords
Cite this paper as:
D. Otrocol; M.A. Serban, An efficient step method for a system of differential equations with delay, J. Appl. Anal. Comput. Vol. 8 (2018) no. 2, pp. 498-508
About this paper
Journal
Journal of Applied Analysis and Computation
Publisher Name
Wilmington Scientific Publisher, USA
Print ISSN
2156-907X
Online ISSN
2158-5644
MR
MR3760107
ZBL
Google Scholar
[1] C. T. H. Baker, C. A. H. Paul and D. R. Wille, Issues in the numerical solution of evolutionary delay differential equations, Advances in Comput. Math., 1995, 3, 171–196.
[2] M. Dobritoiu and M.-A. Serban, Step method for a system of integral equations from biomathematics, Appl. Math. Comput., 2014, 227, 412–421.
[3] R. D. Driver, Ordinary and Delay Differential Equations, Vol. 20 of Applied Mathematical Sciences, Springer-Verlag, New York, 1977.
[4] V. Ilea, D. Otrocol, M. -A. Serban and D. Trif, Integro-differential equations with two times lags, Fixed Point Theory, 2012, 13(1), 85–97. 508 D. Otrocol & M.-A. Serban
[5] S. Micula, An iterative numerical method for Fredholm–Volterra integral equations of the second kind, Appl. Math. Comput., 2015, 270, 935–942.
[6] S. Micula, A fast converging iterative method for Volterra integral equations of the second kind with delayed arguments, Fixed Point Theory, 2015, 16(2), 371–380.
[7] D. Otrocol, A numerical method for approximating the solution of a LotkaVolterra system with two delays, Studia Univ. “Babes–Bolyai”, Mathematica, 2005, 50(1), 99–110.
[8] D. Otrocol, V.A. Ilea and C. Revnic, An iterative method for a functionaldifferential equations with mixed type argument, Fixed Point Theory, 2010, 11(2), 327–336.
[9] A. I. Perov, On the Cauchy problem for a system of ordinary differential equations, Priblijen. Metod Res. Dif. Urav Kiev, 1964 (in Russian).
[10] R. Precup, The role of the matrices that are convergent to zero in the study of semilinear operator systems, Math. Comput. Modelling, 2009, 49(3–4), 703– 708.
[11] I. A. Rus, Picard operators and applications, Seminar on Fixed Point Theory, Cluj-Napoca, 2001, 2, 41–58.
[12] I. A. Rus, Generalized Contractions and Applications, Cluj Univ. Press, ClujNapoca, 2001.
[13] I. A. Rus, Picard operators and applications, Sci. Math. Jpn., 2003, 58(1), 191–219.
[14] I. A. Rus, Abstract models of step method which imply the convergence of successive approximations, Fixed Point Theory, 2008, 9(1), 293–307.
[15] I. A. Rus, M. A. S¸erban and D. Trif, Step method for some integral equations from biomathematics, Bull. Math. Soc. Sci. Math. Roumanie, 2011, 54(102)(2), 167–183.
[16] L. F. Shampine, Solving delay differential equations with dde23, www.radford.edu/ thompson/webddes/tutorial.html.
[17] N. L. Trefethen, An extension of Matlab to continuous functions and operators, SIAM J. Sci. Comput., 2004, 25(5), 1743–1770.
[18] D. Trif, LibScEig 1.0, > Mathematics > Differential Equations > LibScEig 1.0, http://www.mathworks.com/matlabcentral/fileexchange, 2005.
[19] D. Trif, Chebpack, MATLAB Central, URL: http://www.mathworks.com/ matlabcentral/fileexchange/32227-chebpack, 2011.
[20] D. Trif, Matrix based operatorial approach to differential and integral problems, in MATLAB, AUbiquitous Tool for the Practical Engineer, Ed. Clara Ionescu, InTech, 2011, 37–62.
[21] D. Trif, Operatorial tau method for some delay equations, Ann. Tiberiu Popoviciu Semin. Funct. Equ. Approx. Convexity, 2012, 10, 169–189.
AN EFFICIENT STEP METHOD FOR A SYSTEM OF DIFFERENTIAL EQUATIONS WITH DELAY
Abstract
Using the step method, we study a system of delay differential equations and we prove the existence and uniqueness of the solution and the convergence of the successive approximation sequence using the Perov’s contraction principle and the step method. Also, we propose a new algorithm of successive approximation sequence generated by the step method and, as an example, we consider some second order delay differential equations with initial conditions.
keywords:
System of delay differential equations, Step method, Picard operators, Generalized fibre contraction principle.47H10, 47N20, 45G10, 45G15.
1 Introduction
We consider the system of delay differential equations
(1) |
with initial conditions
(2) |
where and is a parameter. We denote by andBy a solution of the problem (1)-(2) we mean a function which satisfies the system (1) and the conditions (2).
In this paper we study this problem using the ideas of I.A. Rus [14] to obtain existence, uniqueness theorems and the convergence of an iterative algorithm using Perov’s theorem, fibre contraction principle and step method. As an application, we consider a second order functional differential equation with delay and we approximate the solution using the Chebyshev spectral method (see [18, 19, 20, 21]). We compare the obtained results with Matlab dde23 procedure.
Such kind of results have been proved in [15] and [7] in the case of integro-differential equations with lags and in [2] in the case of an integral equation from biomathematics. Other results regarding efficient and rapidly convergent algorithms for solving Volterra differential and integral equations can be found in [4, 5, 8].
Let be a metric space and an operator. In this paper we use the terminologies and notations from [13]. For the convenience of the reader we shall recall some of them.
Denote by , the iterate operators of the operator and by the fixed point set of
Definition 1.1.
is called a Picard operator (briefly PO) if: and as , for all
Definition 1.2.
is said to be a weakly Picard operator (briefly WPO) if the sequence converges for all and the limit (which may depend on ) is a fixed point of .
Definition 1.3.
A matrix is called a matrix convergent to zero iff as
As concerns matrices which are convergent to zero, we mention the following equivalent characterizations:
Theorem 1.4.
(see [10]) Let . The following statements are equivalent:
-
(i)
is a matrix convergent to zero;
-
(ii)
as
-
(iii)
is non-singular and
-
(iv)
is non-singular and has nonnegative elements;
-
(v)
imply
-
(v)
there exits at least one subordinate matrix norm such that .
The matrices convergent to zero were used by Perov [9] to generalize the contraction principle in the case of generalized metric spaces with the metric taking values in the positive cone of
Definition 1.5.
[9] Let be a complete generalized metric space with and . The operator is called a -contraction if there exists a matrix such that:
-
(i)
is a matrix convergent to zero;
-
(ii)
.
Theorem 1.6.
-
(i)
is a Picard operator, ;
-
(ii)
Finally, we recall the following result that is a generalization of the fibre contraction theorem (see I.A. Rus [12], [2]):
Theorem 1.7.
(Theorem 9.1., [11]) Let , , be some generalized metric spaces. Let , , be some operators. We suppose that:
-
(i)
, , are generalized complete metric spaces;
-
(ii)
the operator is a weakly Picard operator;
-
(iii)
there exist the matrices which converge to zero, such that the operators are -generalized contractions, for all ;
-
(iv)
the operators , are continuous.
Then the operator
is a weakly Picard operator. Moreover, if is a Picard operator, then is a Picard operator.
2 Main result
We begin this section with an existence theorem for the solution of the problem (1)-(2). We denote by the vectorial norm
-
(H1)
-
(H2)
there exists such that
-
(H)
there exists such that
We consider the space endowed with the generalized norm where and
It is clear that the space is a generalized Banach space. Any solution of the problem (1)-(2) is a fixed point of the operator , defined by
(3) |
Let be such that:
We denote by
The following result is well known (see [6]).
Theorem 2.1.
We suppose that the conditions and hold. Then:
Proof 2.2.
In a standard way we obtain
We can choose sufficiently large such that is -contraction with . So we can apply the Perov’s Theorem (Theorem 1.6) for .
Delay differential equations may be solved as ordinary differential equations over successive intervals by the step method (see, for example [3] or [1]).
Under the condition (H1), the step method for the problem (1)-(2) consists of the following equations:
where is the unique solution of the equation
So, by using the step method and an idea from [14], we obtain:
Theorem 2.3.
We suppose that the conditions and hold. Then:
Proof 2.4.
In order to prove this theorem we apply Perov’s theorem for each step
For the first step, we consider the Banach space where
and the operator defined by
For , we obtain
We can choose sufficiently large such that is -contraction, therefore
For the next steps, we consider the Banach spaces , where
and the operators , defined by
For , we obtain
We can choose sufficiently large such that is -contraction, therefore
We have that and from definition of , we obtain
therefore
is the unique solution in
Next, we will study if it is possible to replace by the approximation in the conclusion of the Theorem 2.3. Applying the results from [14] we have
Theorem 2.5.
Proof 2.6.
We consider the following Banach spaces , where
and (as in the proof of Theorem 2.3) and the operators
and let be the operator defined by
It is easy to see that for fixed the sequence defined by (4) means To prove the conclusion we need to prove that the operator is a Picard operator and for this we apply Theorem 1.7.
Since is a constant operator then is -contraction where is the null matrix, so is a Picard operator and For , we have the inequalities:
for all and For sufficiently large we get that are -contractions with , so we are in the conditions of Theorem 1.7, therefore is a Picard operator and , thus
with and are defined by (4), for all . From the definitions of , we have
and therefore
is the unique solution in .
3 Application
We consider the following second order delay differential equation
(5) |
with initial conditions
(6) |
where
The problem (5)-(6) can be written in the following form
(7) |
with initial conditions
(8) |
where , , , , and is a parameter.
-
(C1)
-
(C2)
there exists such that
Let be such that:
We denote by , , , , .
Applying the results from Section 2 we have the following theorems.
Theorem 3.1.
We suppose that the conditions and hold. Then:
Proof 3.2.
From condition (C1) we have that
Theorem 3.3.
4 Numerical method
In this section we test some second order initial value problems to show the efficiency and accuracy of the proposed method. We follow the technique from D. Trif [20] where the approximating solution is given by a finite sum of the Chebyshev series. The same technique was used in [2], [7] and [15] for integro-differential equations with delays.
We divide the working interval by the points , where and represents the number of subintervals. On each subinterval , we find the numerical solution by the following form
where are Chebyshev polynomials of degree, (), and where and (see [17], [18]).
For the efficiency estimation of this algorithm, the integral equation system is written in the form of delay differential system and we use the Matlab command dde23 (Matlab procedure which solves numerically delay differential equations, for details see Shampine [16]) to solve it and we compare the running times. We impose the relative error to and the absolute error to to obtain a accuracy comparable with the step method. We display the graph of solutions.
Example 4.1.
Consider the following:
Exact solution: .
For this example, the step method obtains the solution in iterations with an error of in CPU seconds. The Matlab program dde23 needs CPU seconds for a similar precision.

Example 4.2.
Consider the following:
Exact solution: .
In this case, the step method obtains the solution in iterations with an error of in CPU seconds. The Matlab program dde23 needs CPU seconds for a similar precision.

5 Conclusions
In this paper we introduce a combination of a step method and a Chebyshev spectral method.
For the first example, the running time of the step method is times faster than Matlab dde23 procedure and for the second example is times faster than Matlab dde23 procedure for the similar precision. The above comparisons validate the step method from the accuracy and efficiency point of view.
References
- [1] C. T. H. Baker, C. A. H. Paul and D. R. Wille, Issues in the numerical solution of evolutionary delay differential equations, Advances in Comput. Math., 1995, 3, 171–196.
- [2] M. Dobriţoiu and M.-A. Şerban, Step method for a system of integral equations from biomathematics, Appl. Math. Comput., 2014, 227, 412–421.
- [3] R. D. Driver, Ordinary and Delay Differential Equations, Vol. 20 of Applied Mathematical Sciences, Springer-Verlag, New York, 1977.
- [4] S. Micula, An iterative numerical method for Fredholm–Volterra integral equations of the second kind, Appl. Math. Comput., 2015, 270, 935–942.
- [5] S. Micula, A fast converging iterative method for Volterra integral equations of the second kind with delayed arguments, Fixed Point Theory, 2015, 16 (2), 371–380.
- [6] D. Otrocol, A numerical method for approximating the solution of a Lotka-Volterra system with two delays, Studia Univ. “Babes–Bolyai”, Mathematica, 2005, 50 (1), 99–110.
- [7] V. Ilea, D. Otrocol, M.-A. Şerban and D. Trif, Integro-differential equations with two times lags, Fixed Point Theory, 2012, 13 (1), 85–97.
- [8] D. Otrocol, V.A. Ilea and C. Revnic, An iterative method for a functional-differential equations with mixed type argument, Fixed Point Theory, 2010, 11 (2), 327–336.
- [9] A. I. Perov, On the Cauchy problem for a system of ordinary differential equations, Priblijen. Metod Res. Dif. Urav Kiev, 1964 (in Russian).
- [10] R. Precup, The role of the matrices that are convergent to zero in the study of semilinear operator systems, Math. Comput. Modelling, 2009, 49 (3–4), 703–708.
- [11] I. A. Rus, Picard operators and applications, Seminar on Fixed Point Theory, Cluj-Napoca, 2001, 2, 41–58.
- [12] I. A. Rus, Generalized Contractions and Applications, Cluj Univ. Press, Cluj-Napoca, 2001.
- [13] I. A. Rus, Picard operators and applications, Sci. Math. Jpn., 2003, 58 (1), 191–219.
- [14] I. A. Rus, Abstract models of step method which imply the convergence of successive approximations, Fixed Point Theory, 2008, 9 (1), 293–307.
- [15] I. A. Rus, M. A. Şerban and D. Trif, Step method for some integral equations from biomathematics, Bull. Math. Soc. Sci. Math. Roumanie, 2011, 54(102) (2), 167–183.
- [16] L. F. Shampine, Solving delay differential equations with dde23, www.radford.edu/ thompson/webddes/tutorial.html
- [17] N. L. Trefethen, An extension of Matlab to continuous functions and operators, SIAM J. Sci. Comput., 2004, 25 (5), 1743–1770.
- [18] D. Trif, LibScEig 1.0, Mathematics Differential Equations LibScEig 1.0, http://www.mathworks.com/matlabcentral/fileexchange, 2005.
-
[19]
D. Trif, Chebpack, MATLAB Central, URL:
http://www.mathworks.com/
matlabcentral/fileexchange/32227-chebpack, 2011. - [20] D. Trif, Matrix based operatorial approach to differential and integral problems, in MATLAB, AUbiquitous Tool for the Practical Engineer, Ed. Clara Ionescu, InTech, 2011, 37–62.
- [21] D. Trif, Operatorial tau method for some delay equations, Ann. Tiberiu Popoviciu Semin. Funct. Equ. Approx. Convexity, 2012, 10, 169–189.