Time-Delay Systems and Its Applications in Engineering 2014View this Special Issue
Research Article | Open Access
Stability Analysis of Fractional-Order Nonlinear Systems with Delay
Stability analysis of fractional-order nonlinear systems with delay is studied. We propose the definition of Mittag-Leffler stability of time-delay system and introduce the fractional Lyapunov direct method by using properties of Mittag-Leffler function and Laplace transform. Then some new sufficient conditions ensuring asymptotical stability of fractional-order nonlinear system with delay are proposed firstly. And the application of Riemann-Liouville fractional-order systems is extended by the fractional comparison principle and the Caputo fractional-order systems. Numerical simulations of an example demonstrate the universality and the effectiveness of the proposed method.
Fractional calculus is a 300-year-old mathematical topic. Although it has a long history, it has not been used in physics and engineering for many years. However, during the last twenty years or so, fractional calculus starts to attract increasing attentions of physicists and engineers from an application point of view [1, 2]. It was found that many systems in interdisciplinary fields could be elegantly described with the help of fractional derivatives. There are two essential differences between fractional-order derivation and integer-order derivation. Firstly, the fractional-order derivative is concerned with the whole time domain for a mechanical or physical process, while the integer-order derivative indicates a variation or certain attribute at particular time. Secondly, the fractional-order derivative is related to the whole space for a physical process, while the integer-order derivative describes the local properties of a certain position. It is the reason that many real world physical systems are well characterized by the fractional-order state equations [3–6], such as fractional-order Lotka-Volterra equation  in biological systems, fractional-order Schrödinger equation  in quantum mechanics, fractional-order Langevin equation  in anomalous diffusion, and fractional-order oscillator equation  in damping vibration.
Time delays are inherent phenomena in interconnected real systems or processes, including feedback control systems, due to transportation of material, energy, or information. The presence of time delays in a feedback control system leads to a closed-loop characteristic equation which involves the exponential type transcendental terms. The exponential transcendentality brings infinitely many isolated roots, and hence it makes the stability analysis of time-delay systems a challenging task. Integer-order delay systems have been thoroughly investigated during the past decades [7–12], but there is no general stability theory for fractional-order dynamic systems with delay . The necessary and sufficient stability conditions for linear fractional-order differential equations and linear time-delayed fractional differential equations have already been obtained in [13–15]. Reference  investigated the stability of -dimensional linear fractional-order differential systems with order . However, only under some special circumstances or in certain cases, the practical problems may be regarded as linear systems. Therefore, stability of nonlinear dynamic systems not only is of great significance but also has important value in application. In , the authors proposed the finite-time stabilization of a class of multistate time delay of fractional nonlinear systems. In [18, 19], the authors studied the stability of fractional nonlinear dynamic systems using Lyapunov direct method with the introductions of Mittag-Leffler stability and generalized Mittag-Leffler stability notions.
Although there are some works about stability of fractional-order time-delay systems and Lyapunov’s second method, few attempts were done in order to combine these two powerful concepts and to observe what the benefits of this combination are. The aim of this paper is to present several analytical and numerical approaches for the stability analysis of fractional nonlinear time-delay systems. For extending the application of fractional calculus in nonlinear systems, we introduce the fractional comparison principle and some properties of Mittag-Leffler function. By the properties of Mittag-Leffler function, Laplace transform, and some fractional inequalities, some sufficient conditions for the asymptotical stability of fractional nonlinear systems with delay are proposed firstly. And the application of Riemann-Liouville fractional-order time-delay systems is extended by using fractional comparison principle and Caputo fractional-order systems. The numerical example illustrates principal results of the paper.
This paper is organized as follows. In Section 2 some basic definitions of fractional calculus and properties of Mittag-Leffler functions are presented. Mittag-Leffler stability and fractional-order extension of Lyapunov direct method are proposed in Section 3. An illustrative example is given in Section 4. Finally, conclusion is in Section 5.
2. Fractional-Order Derivatives and Mittag-Leffler Functions
2.1. Definition of Fractional Derivatives and Mittag-Leffler Functions
Fractional calculus plays an important role in modern science [1, 20, 21]. There are some definitions for fractional derivatives. In this paper, we give three commonly used definitions : Riemann-Liouville (RL), Grünwald-Letnikov (GL), and Caputo definition.
Definition 1 (see ). The fractional integral of function is defined as follows: where fractional-order and is the gamma function.
Definition 2 (see ). The Riemann-Liouville derivative with order of function is defined as
where , .
Also, there are other definitions of fractional derivative introduced by Caputo and Grünwald-Letnikov.
Definition 3 (see ). The Caputo derivative with order of function is given as
where , .
The formulas for Laplace transform of Riemann-Liouville derivative and Caputo fractional derivative have the following forms : where and .
Definition 4. The Grünwald-Letnikov derivative with order of function is defined as
Throughout the papers about these definitions, we obtain the following conclusions. Grünwald-Letnikov definition is suitable for numerical calculations, Riemann-Liouville definition plays an important role in theory analysis, and Caputo definition is well used since its Laplace transform allows for initial conditions taking the same forms as those for integer-order derivatives, which have clear physical interpretations and have a wide range of applications in the process of factual modeling. As a generalization of the exponential function which is frequently used in the solutions of integer-order systems, the Mittag-Leffler function is frequently used in the solutions of the fractional differential equations. The definition and properties are given in the following.
Definition 5 (see ). The Mittag-Leffler function is given as
where and .
The generalization of Mittag-Leffler function with two parameters is widely used and defined as follows: where , and .
Remark 6. If , we have , especially .
2.2. Properties of Fractional Derivatives and Mittag-Leffler Functions
In this section, some important properties of the fractional derivatives and the Mittag-Leffler functions are given, which are used in this paper.
Lemma 7. Let and let ; then where and are the Caputo and the Riemann-Liouville fractional derivatives.
Proof. By using the definitions of fractional derivatives, we have . Since and , we have the conclusion .
Lemma 8. If and , , then .
Proof. Suppose that . Using the equivalent Volterra integral equation 
since , , and , we can get ; that is, .
According to the properties of the fractional derivatives and Lemma 8, we obtain the comparison theorem of the fractional derivatives.
Theorem 9 (comparison theorem). Let and let ; then , if .
Proof. The fractional differentiation and fractional integration are linear operations; then . By the Lemma 8, we can easily get ; that is, .
Lemma 10 (see ). Consider the Laplace transform of Mittag-Leffler function with two parameters; one has where and are, respectively, the variables in the time domain and the Laplace domain, stands for the real part of , , and denotes the Laplace transform.
Proof. By the definitions of Laplace transform and Mittag-Leffler function, we have where .
3. Fractional-Order Extension of Lyapunov Direct Method
3.1. Fractional-Order Nonlinear Systems with Delay and Mittag-Leffler Stability
We also use functional differential equations to describe time-delay systems [22–24]. To formally introduce the concept of functional differential equations, let be the set of continuous functions mapping the interval to . In many situations, one may wish to identify a maximum time-delay of a system. In this case, we are often interested in the set of continuous functions mapping to , for which we simplify the notation to . For any and any continuous function of time , and , let be a segment of the function defined as and .
Firstly, the Caputo fractional nonlinear time-delay system is given by where , , and . In equation (12), the Caputo derivative of the state variable is on and is for . As such, to determine the future evolution of the state, it is necessary to specify the initial state variables in a time interval of length , from to ; that is, where is an element of the Banach space with the standard uniform norm: . And the vector norm represents the 2-norm .
For given initial conditions of the form (13), let be a solution of the fractional-order time-delay system (12). The stability of the solution concerns the system’s behavior when the system trajectory deviates from . In the following, without loss of generality, we will assume that the functional differential equation (12) admits the solution , which will be referred to as the trivial solution. Indeed, if it is desirable to study the stability of a nontrivial solution , then we may resort to the variable transformation , so that the new system has the trivial solution .
Definition 14 (Mittag-Leffler stability). The solution (12) is said to be Mittag-Leffler stable if there exist and such that where , , , , and is locally the Lipschitz on with the Lipschitz constant .
Lemma 15. Consider the real-valued continuous in system (12), one obtains where and denotes an arbitrary norm.
Proof. It follows from the definition of fractional integral (1) that
3.2. Fractional-Order Extension of Lyapunov Direct Method
It is well known that Lyapunov stability provides an important tool for stability analysis in nonlinear systems. We primarily study the Lyapunov direct method which involves finding a Lyapunov function candidate for a given nonlinear system. If there exists such function, the system is stable. Applying Lyapunov direct method is to search for an appropriate function. However, Lyapunov direct method is a sufficient condition. It means that if one cannot find a Lyapunov function, the system may still be stable and one cannot claim the system is not stable. In the following, we extend the Lyapunov direct method to the fractional-order nonlinear time-delay system and propose some sufficient conditions of stability for the fractional-order time-delay system.
Theorem 16. Suppose in system (12) takes into bounded sets of , and is a continuously differentiable function and locally Lipschitz with respect to such that and the fractional derivative of along the solution of system (12) satisfies where , , , and , and are arbitrary positive constants. Then system is asymptotically stable.
Proof. By (19) and (20), we can easily get . So there is a nonnegative function satisfying Taking the Laplace transform of (21), we have where nonnegative constant and . Then If , namely, , the solution of (12) is . If , then, . Since is Lipschitz with respect to , it follows from the fractional uniqueness and the existence theorem  and the inverse Laplace transform that the unique solution of (23) is Because both and are nonnegative functions, we have Then we substitute (25) into (19), Let ; then where holds if and only if . Because is Lipschitz with respect to and if and only if , is also Lipschitz with respect to and , which imply the Mittag-Leffler stability of system (12).
Theorem 17. Suppose in system (12) takes into bounded sets of , and is a continuously differentiable function and locally Lipschitz with respect to such that and the derivative of along the solution of system (12) satisfies where , , and are arbitrary positive constants. Then ; that is, system (12) is asymptotically stable.
Proof. It follows from the properties of Caputo derivative and Lemma 15 that
where . Let , let , and let ; the conclusion can be easily obtained by using Theorem 16.
In the following, we study the Riemann-Liouville fractional dynamic system with the initial condition , where and is piecewise continuous in and locally Lipschitz in .
4. An Illustrative Example
In this section an illustrative example is used as proofs of concept. And the numerical simulations of a fractional-order delay-time system demonstrate the universality and the effectiveness of the proposed method.
Example 19. For a fractional-order delay-time nonlinear system,
with the initial condition , where and is the sign function. Choose the Lyapunov function ; then . When selecting and , it follows from Theorem 18 that ; that is, system (32) is asymptotically stable. In the following, we give the numerical simulations of system (32).(a)When we select and , the numerical solutions of the fractional differential equations (32) are shown in Figure 1, which demonstrates the applicability of the proposed approach. In Figures 1(a)–1(c), the time waveforms of numerical solutions are given with , , and , respectively.(b)When we select and , the numerical solutions of the fractional differential equations (32) are shown in Figure 2, which demonstrates the applicability of the proposed approach. In Figures 2(a)–2(c), the time waveforms of numerical solutions are given with , , and , respectively.
Furthermore, when selecting other and , the fractional nonlinear time-delay system (32) is also asymptotically stable, which demonstrates the universality and the effectiveness of the proposed method.
Stability analysis of time-delay systems is one of the most fundamental and important issues for control systems. And stability of the nonlinear systems is important for scientists and engineers. Fractional dynamic systems were used intensively during the last decade in order to describe the behavior of complex systems in physics and engineering. In this paper the stabilization of fractional-order nonlinear time-delay systems is studied. We discussed the properties of the Caputo and Riemann-Liouville derivatives and the comparison theorem. And by the properties of Mittag-Leffler function and Laplace transform, we proposed the extending Lyapunov direct method which is the sufficient condition of stability for fractional-order time-delay systems. This enriches the knowledge of both the system theory and the fractional calculus. We partly extended the application of Riemann-Liouville fractional-order systems by fractional comparison theorem and Caputo fractional-order systems. And the numerical simulations of a fractional-order delay-time system demonstrate the universality and the effectiveness of the proposed method.
Conflict of Interests
The authors declare that there is no conflict of interests regarding the publication of this paper.
This work is supported by the Opening Project of Sichuan Province University Key Laboratory of Bridge Non-Destruction Detecting and Engineering Computing 2013QYJ01, Artificial Intelligence Key Laboratory of Sichuan Province 2014RYJ05, and Project of Sichuan University of Science and Engineering Grant nos. 2012PY17, 2012KY06, and 2013KY02.
- I. Podlubny, Fractional Differential Equations, vol. 198 of Mathematics in Science and Engineering, Academic Press, San Diego, Calif, USA, 1999.
- R. Hilfer, Ed., Applications of Fractional Calculus in Physics, World Scientific, River Edge, NJ, USA, 2001.
- S. Das and P. K. Gupta, “A mathematical model on fractional Lotka-Volterra equations,” Journal of Theoretical Biology, vol. 277, pp. 1–6, 2011.
- M. Naber, “Time fractional Schrödinger equation,” Journal of Mathematical Physics, vol. 45, no. 8, pp. 3339–3352, 2004.
- S. Burov and E. Barkai, “Fractional Langevin equation: overdamped, underdamped, and critical behaviors,” Physical Review E—Statistical, Nonlinear, and Soft Matter Physics, vol. 78, no. 3, Article ID 031112, 18 pages, 2008.
- Y. E. Ryabov and A. Puzenko, “Damped oscillations in view of the fractional oscillator equation,” Physical Review B—Condensed Matter and Materials Physics, vol. 66, no. 18, Article ID 184201, 2002.
- J. K. Hale and S. M. V. Lunel, Introduction to Functional-Differential Equations, vol. 99 of Applied Mathematical Sciences, Springer, New York, NY, USA, 1993.
- H. Smith, An Introduction to Delay Differential Equations with Applications to the Life Sciences, vol. 57 of Texts in Applied Mathematics, Springer, New York, NY, USA, 2011.
- F. B. Li and X. Zhang, “A delay-dependent bounded real lemma for singular LPV systems with time-variant delay,” International Journal of Robust and Nonlinear Control, vol. 22, no. 5, pp. 559–574, 2012.
- X. Zhang, A. Yu, and G. D. Zhang, “M-matrix-based delay-range-dependent global asymptotical stability criterion for genetic regulatory networks with time-varying delays,” Neurocomputing, vol. 113, pp. 8–15, 2013.
- X. Zhang and H. Y. Zhu, “Robust stability and stabilization criteria for discrete singular time-delay LPV systems,” Asian Journal of Control, vol. 14, no. 4, pp. 1084–1094, 2012.
- F. B. Li, P. Shi, L. G. Wu, and X. Zhang, “Fuzzy-model-based D-stability and non-fragile control for discrete-time descriptor systems with multiple delays,” IEEE Transactions on Fuzzy Systems, 2013.
- C. Bonnet and J. R. Partington, “Coprime factorizations and stability of fractional differential systems,” Systems & Control Letters, vol. 41, no. 3, pp. 167–174, 2000.
- W. H. Deng, C. P. Li, and J. Lü, “Stability analysis of linear fractional differential system with multiple time delays,” Nonlinear Dynamics, vol. 48, no. 4, pp. 409–416, 2007.
- I. Kheirizad, M. S. Tavazoei, and A. A. Jalali, “Stability criteria for a class of fractional order systems,” Nonlinear Dynamics, vol. 61, no. 1-2, pp. 153–161, 2010.
- F. Zhang and C. P. Li, “Stability analysis of fractional differential systems with order lying in ,” Advances in Difference Equations, vol. 2011, Article ID 213485, 17 pages, 2011.
- L. Liu and S. Zhong, “Finite-time stability analysis of fractional-order with multi-state time delay,” World Academy of Science, Engineering and Technology, vol. 76, pp. 874–877, 2011.
- Y. Li, Y. Q. Chen, and I. Podlubny, “Mittag-Leffler stability of fractional order nonlinear dynamic systems,” Automatica, vol. 45, no. 8, pp. 1965–1969, 2009.
- Y. Li, Y. Q. Chen, and I. Podlubny, “Stability of fractional-order nonlinear dynamic systems: Lyapunov direct method and generalized Mittag-Leffler stability,” Computers & Mathematics with Applications, vol. 59, no. 5, pp. 1810–1821, 2010.
- Y. Q. Chen and K. L. Moore, “Analytical stability bound for a class of delayed fractional-order dynamic systems,” Nonlinear Dynamics, vol. 29, no. 1–4, pp. 191–200, 2002.
- J. Sabatier, Q. P. Agrawal, and T. J. A. Machado, Advances in Fractional Calculus—Theoretical Developments and Applications in Physics and Engineering, Springer, New York, NY, USA, 2007.
- M. de la Sen, “About robust stability of Caputo linear fractional dynamic systems with time delays through fixed point theory,” Fixed Point Theory and Applications, vol. 2011, Article ID 867932, 19 pages, 2011.
- V. L. Kharitonov, “Robust stability analysis of time delay systems: a survey,” Annual Reviews in Control, vol. 23, pp. 185–196, 1999.
- S. Mondié and V. L. Kharitonov, “Exponential estimates for retarded time-delay systems: an LMI approach,” IEEE Transactions on Automatic Control, vol. 50, no. 2, pp. 268–273, 2005.
- V. L. Kharitonov and D. Hinrichsen, “Exponential estimates for time delay systems,” Systems & Control Letters, vol. 53, no. 5, pp. 395–405, 2004.
Copyright © 2014 Yu Wang and Tianzeng Li. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.