Mild solutions, variation of constants formula, and linearized stability for delay differential equations

TL;DR

This paper extends the variation of constants formula to delay differential equations using the concept of mild solutions, enabling analysis of stability without requiring solution uniqueness.

Contribution

It introduces a new framework for the variation of constants formula for DDEs via mild solutions and applies it to stability analysis.

Findings

Defined principal fundamental matrix solution as a mild solution

Established variation of constants formula for DDEs

Proved linearized stability and Poincaré-Lyapunov theorem without solution uniqueness

Abstract

The method and the formula of variation of constants for ordinary differential equations (ODEs) is a fundamental tool to analyze the dynamics of an ODE near an equilibrium. It is natural to expect that such a formula works for delay differential equations (DDEs), however, it is well-known that there is a conceptual difficulty in the formula for DDEs. Here we discuss the variation of constants formula for DDEs by introducing the notion of a \textit{mild solution}, which is a solution under an initial condition having a discontinuous history function. Then the \textit{principal fundamental matrix solution} is defined as a matrix-valued mild solution, and we obtain the variation of constants formula with this function. This is also obtained in the framework of a Volterra convolution integral equation, but the treatment here gives an understanding in its own right. We also apply the formula to show the principle of linearized stability and the Poincar\'{e}-Lyapunov theorem for DDEs, where we do not need to assume the uniqueness of a solution.