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

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 mild solution, which is a solution under an initial condition having a discontinuous history function. Then the 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 Poincaré–Lyapunov theorem for DDEs, where we do not need to assume the uniqueness of a solution.

Keywords

• delay differential equations
• discontinuous history functions
• fundamental matrix solution
• variation of constants formula
• principle of linearized stability
• poincaré–lyapunov theorem