Nonlinear Dyn
DOI 10.1007/s11071-011-0017-3
ORIGINAL PAPER
Periodic solutions of nonlinear delay differential equations
using spectral element method
Firas A. Khasawneh · David A.W. Barton ·
Brian P. Mann
Received: 21 September 2010 / Accepted: 7 March 2011
© Springer Science+Business Media B.V. 2011
Abstract We extend the temporal spectral element
method further to study the periodic orbits of gen-
eral autonomous nonlinear delay differential equations
(DDEs) with one constant delay. Although we de-
scribe the approach for one delay to keep the presenta-
tion clear, the extension to multiple delays is straight-
forward. We also show the underlying similarities be-
tween this method and the method of collocation. The
spectral element method that we present here can be
used to find both the periodic orbit and its stability.
This is demonstrated with a variety of different exam-
ples, namely, the delayed versions of Mackey–Glass
equation, Van der Pol equation, and Duffing equation.
For each example, we show the method’s convergence
behavior using both p and h refinement and we pro-
vide comparisons between equal size meshes that have
different distributions.
Keywords Nonlinear equations · Delay differential
equations · Spectral element
F.A. Khasawneh ( ) · B.P. Mann
Department of Mechanical Engineering and Materials
Science, Duke University, Durham, NC 27708, USA
e-mail: firas.khasawneh@duke.edu
D.A.W. Barton
Department of Engineering Mathematics, University of
Bristol, Bristol, BS8 1TR, UK
Delay differential equations (DDEs) have been suc-
cessfully used to model many different phenomena
occurring in science and engineering contexts. Spe-
cific areas in which DDEs have been used extensively
include machining dynamics [7, 10, 40], systems bi-
ology [2, 8, 34] and laser systems [26, 37]. In some
models, for example in systems biology related appli-
cations, delays are used to avoid modeling certain pro-
cesses that are known to take a predetermined amount
of time but otherwise contribute little to the dynamics.
In other models, for example in machining dynamics,
the delay is intrinsic to the system and cannot be re-
moved.
DDEs are infinite dimensional dynamic systems
whose state-space is typically taken to be the space of
continuous functions. Therefore, DDEs require a func-
tion segment over a period of time as an initial condi-
tion rather than a point value at time zero as with an
ordinary differential equation. The infinite dimension-
ality of DDEs significantly complicates the resulting
analysis from both an analytical and numerical per-
spective [20, 39]. Furthermore, complicated behavior
can be readily observed in seemingly low-order equa-
tions [4, 21].
Due to the difficulties associated with the analyt-
ical aspects of DDEs, there has been significant fo-
cus on their numerical solution. The majority of this
work has focused on initial value solvers, mostly ex-
tending Runge–Kutta solvers to DDEs [5, 16, 18]. Al-
ternatively, other solvers based on an implicit Radau
method, e.g., RADAR5 by Guglielmi and Hairer [17],