September  2015, 20(7): 1855-1876. doi: 10.3934/dcdsb.2015.20.1855

Optimal linear stability condition for scalar differential equations with distributed delay

1. 

Université de Lyon; CNRS UMR 5208, Université Lyon 1; Institut Camille Jordan, INRIA Team Dracula, 43 blvd. du 11 novembre 1918, F-69622 Villeurbanne cedex, France

Received  April 2014 Revised  February 2015 Published  July 2015

Linear scalar differential equations with distributed delays appear in the study of the local stability of nonlinear differential equations with feedback, which are common in biology and physics. Negative feedback loops tend to promote oscillations around steady states, and their stability depends on the particular shape of the delay distribution. Since in applications the mean delay is often the only reliable information available about the distribution, it is desirable to find conditions for stability that are independent from the shape of the distribution. We show here that for a given mean delay, the linear equation with distributed delay is asymptotically stable if the associated differential equation with a discrete delay is asymptotically stable. We illustrate this criterion on a compartment model of hematopoietic cell dynamics to obtain sufficient conditions for stability.
Citation: Samuel Bernard, Fabien Crauste. Optimal linear stability condition for scalar differential equations with distributed delay. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 1855-1876. doi: 10.3934/dcdsb.2015.20.1855
References:
[1]

M. Adimy, F. Crauste and S. Ruan, A mathematical study of the hematopoiesis process with applications to chronic myelogenous leukemia,, SIAM J. Appl. Math., 65 (2005), 1328.  doi: 10.1137/040604698.  Google Scholar

[2]

R. Anderson, Geometric and probabilistic stability criteria for delay systems,, Math. Biosci., 105 (1991), 81.  doi: 10.1016/0025-5564(91)90049-O.  Google Scholar

[3]

R. Anderson, Intrinsic parameters and stability of differential-delay equations,, J. Math. Anal. Appl., 163 (1992), 184.  doi: 10.1016/0022-247X(92)90287-N.  Google Scholar

[4]

R. Apostu and M. Mackey, Understanding cyclical thrombocytopenia: A mathematical modeling approach,, J. Theor. Biol., 251 (2008), 297.  doi: 10.1016/j.jtbi.2007.11.029.  Google Scholar

[5]

F. Atay, Distributed delays facilitate amplitude death of coupled oscillators,, Phys. Rev. Lett., 91 (2003).  doi: 10.1103/PhysRevLett.91.094101.  Google Scholar

[6]

F. Atay, Delayed feedback control near Hopf bifurcation,, Discrete Contin. Dynam. Systems Ser. S, 1 (2008), 197.  doi: 10.3934/dcdss.2008.1.197.  Google Scholar

[7]

S. Basu, A. Dunn and A. Ward, G-CSF: Function and modes of action,, Int. J. Mol. Med., 10 (2002), 3.   Google Scholar

[8]

J. Bélair, M. C. Mackey and J. M. Mahaffy, Age-structured and two-delay models for erythropoiesis,, Math. Biosci., 128 (1995), 317.  doi: 10.1016/0025-5564(94)00078-E.  Google Scholar

[9]

R. Bellman and K. Cooke, Differential-Difference Equations,, Academic press, (1963).   Google Scholar

[10]

E. Beretta and Y. Kuang, Geometric stability switch criteria in delay differential systems with delay dependent parameters,, SIAM J. Math. Anal., 33 (2002), 1144.  doi: 10.1137/S0036141000376086.  Google Scholar

[11]

L. Berezansky and E. Braverman, Stability of linear differential equations with a distributed delay,, Comm. Pure Appl. Math., 10 (2011), 1361.  doi: 10.3934/cpaa.2011.10.1361.  Google Scholar

[12]

L. Berezansky and E. Braverman, Stability of equations with a distributed delay, monotone production and nonlinear mortality,, Nonlinearity, 26 (2013), 2833.  doi: 10.1088/0951-7715/26/10/2833.  Google Scholar

[13]

S. Bernard, J. Bélair and M. C. Mackey, Sufficient conditions for stability of linear differential equations with distributed delay,, Discrete Contin. Dynam. Systems Ser. B, 1 (2001), 233.  doi: 10.3934/dcdsb.2001.1.233.  Google Scholar

[14]

S. Bernard, J. Belair and M. C. Mackey, Oscillations in cyclical neutropenia: New evidence based on mathematical modeling,, J. Theor. Biol., 223 (2003), 283.  doi: 10.1016/S0022-5193(03)00090-0.  Google Scholar

[15]

S. Bernard, B. Čajavec, L. Pujo-Menjouet, M. Mackey and H. Herzel, Modelling transcriptional feedback loops: The role of Gro/TLE1 in Hes1 oscillations,, Philos. Trans. R. Soc. London, 364 (2006), 1155.  doi: 10.1098/rsta.2006.1761.  Google Scholar

[16]

F. Boese, The stability chart for the linearized cushing equation with a discrete delay and gamma-distributed delays,, J. Math. Anal. Appl., 140 (1989), 510.  doi: 10.1016/0022-247X(89)90081-4.  Google Scholar

[17]

S. Campbell, Time delays in neural systems,, in Handbook of Brain Connectivity, (2007), 65.  doi: 10.1007/978-3-540-71512-2_2.  Google Scholar

[18]

S. Campbell and R. Jessop, Approximating the stability region for a differential equation with a distributed delay,, Math. Mod. Nat. Phenom., 4 (2009), 1.  doi: 10.1051/mmnp/20094201.  Google Scholar

[19]

C. Colijn and M. Mackey, A mathematical model of hematopoiesis - I. Periodic chronic myelogenous leukemia,, J. Theor. Biol., 237 (2005), 117.  doi: 10.1016/j.jtbi.2005.03.033.  Google Scholar

[20]

C. Colijn and M. Mackey, A mathematical model of hematopoiesis - II. Cyclical neutropenia,, J. Theor. Biol., 237 (2005), 133.  doi: 10.1016/j.jtbi.2005.03.034.  Google Scholar

[21]

C. Colijn and M. Mackey, Bifurcation and bistability in a model of hematopoietic regulation,, SIAM J. App. Dynam. Sys., 6 (2007), 378.  doi: 10.1137/050640072.  Google Scholar

[22]

K. L. Cooke and Z. Grossman, Discrete delay, distributed delay and stability switches,, J. Math. Anal. Appl., 86 (1982), 592.  doi: 10.1016/0022-247X(82)90243-8.  Google Scholar

[23]

F. Crauste, Stability and Hopf bifurcation for a first-order delay differential equation with distributed delay,, in Complex Time-Delay Systems, (2010), 263.   Google Scholar

[24]

T. Erneux, Applied Delay Differential Equations,, Springer Verlag, (2009).   Google Scholar

[25]

C. Eurich, A. Thiel and L. Fahse, Distributed delays stabilize ecological feedback systems,, Phys. Rev. Lett., 94 (2005).  doi: 10.1103/PhysRevLett.94.158104.  Google Scholar

[26]

J. Hale, Functional differential equations with infinite delays,, J. Math. Anal. Appl., 48 (1974), 276.  doi: 10.1016/0022-247X(74)90233-9.  Google Scholar

[27]

J. Hale and J. Kato, Phase space for retarded equations with infinite delay,, Funkcial. Ekvac, 21 (1978), 11.   Google Scholar

[28]

J. Hale and S. Verduyn Lunel, Introduction to Functional Differential Equations,, Berlin: Springer, (1993).  doi: 10.1007/978-1-4612-4342-7.  Google Scholar

[29]

N. Hayes, Roots of the transcendental equation associated with a certain difference-differential equation,, J. Lond. Math. Soc., 25 (1950), 226.   Google Scholar

[30]

C. Huang and S. Vandewalle, An analysis of delay-dependent stability for ordinary and partial differential equations with fixed and distributed delays,, SIAM J. Sci. Comput., 25 (2004), 1608.  doi: 10.1137/S1064827502409717.  Google Scholar

[31]

G. Hutchinson, Circular causal systems in ecology,, Ann. N.Y. Acad. Sci., 50 (1948), 221.  doi: 10.1111/j.1749-6632.1948.tb39854.x.  Google Scholar

[32]

K. Kaushansky, The molecular mechanisms that control thrombopoiesis,, J Clin Invest, 115 (2005), 3339.  doi: 10.1172/JCI26674.  Google Scholar

[33]

G. Kiss and B. Krauskopf, Stability implications of delay distribution for first-order and second-order systems,, Discrete Contin. Dynam. Systems Ser. B, 13 (2010), 327.  doi: 10.3934/dcdsb.2010.13.327.  Google Scholar

[34]

M. Koury and M. Bondurant, Erythropoietin retards DNA breakdown and prevents programmed death in erythroid progenitor cells,, Science, 248 (1990), 378.  doi: 10.1126/science.2326648.  Google Scholar

[35]

T. Krisztin, Stability for functional differential equations and some variational problems,, Tohoku Math. J, 42 (1990), 407.  doi: 10.2748/tmj/1178227618.  Google Scholar

[36]

Y. Kuang, Delay Differential Equations: With Applications in Population Dynamics,, Academic Pr, (1993).   Google Scholar

[37]

Y. Kuang, Nonoccurrence of stability switching in systems of differential equations with distributed delays,, Quart. Appl. Math., 52 (1994), 569.   Google Scholar

[38]

J. Lei and M. Mackey, Multistability in an age-structured model of hematopoeisis: Cyclical neutropenia,, J. Theor. Biol., 270 (2011), 143.  doi: 10.1016/j.jtbi.2010.11.024.  Google Scholar

[39]

N. MacDonald, Biological Delay Systems: Linear Stability Theory,, Cambridge Studies in Mathematical Biology, (1989).   Google Scholar

[40]

M. C. Mackey, Unified hypothesis of the origin of aplastic anaemia and periodic hematopoiesis,, Blood, 51 (1978), 941.   Google Scholar

[41]

M. C. Mackey and L. Glass, Oscillation and chaos in physiological control systems,, Science, 197 (1977), 287.  doi: 10.1126/science.267326.  Google Scholar

[42]

U. Meyer, J. Shao, S. Chakrabarty, S. Brandt, H. Luksch and R. Wessel, Distributed delays stabilize neural feedback systems,, Biol. Cybern., 99 (2008), 79.  doi: 10.1007/s00422-008-0239-8.  Google Scholar

[43]

R. Miyazaki, Characteristic equation and asymptotic behavior of delay-differential equation,, Funkcial. Ekvac., 40 (1997), 471.   Google Scholar

[44]

N. Monk, Oscillatory expression of Hes1, p53, and NF-$\kappa$B driven by transcriptional time delays,, Curr. Biol., 13 (2003), 1409.  doi: 10.1016/S0960-9822(03)00494-9.  Google Scholar

[45]

H. Ozbay, C. Bonnet and J. Clairambault, Stability analysis of systems with distributed delays and application to hematopoietic cell maturation dynamics,, in Decision and Control, (2008), 2050.  doi: 10.1109/CDC.2008.4738654.  Google Scholar

[46]

K. Rateitschak and O. Wolkenhauer, Intracellular delay limits cyclic changes in gene expression,, Math. Biosci., 205 (2007), 163.  doi: 10.1016/j.mbs.2006.08.010.  Google Scholar

[47]

O. Solomon and E. Fridman, New stability conditions for systems with distributed delays,, Automatica J. IFAC, 49 (2013), 3467.  doi: 10.1016/j.automatica.2013.08.025.  Google Scholar

[48]

G. Stépán, Retarded Dynamical Systems: Stability and Characteristic Functions,, Longman Scientific & Technical New York, (1989).   Google Scholar

[49]

T. Stiehl and A. Marciniak-Czochra, Characterization of stem cells using mathematical models of multistage cell lineages,, Math. Comp. Models., 53 (2011), 1505.  doi: 10.1016/j.mcm.2010.03.057.  Google Scholar

[50]

X. Tang, Asymptotic behavior of a differential equation with distributed delays,, J. Math. Anal. Appl., 301 (2005), 313.  doi: 10.1016/j.jmaa.2004.07.023.  Google Scholar

show all references

References:
[1]

M. Adimy, F. Crauste and S. Ruan, A mathematical study of the hematopoiesis process with applications to chronic myelogenous leukemia,, SIAM J. Appl. Math., 65 (2005), 1328.  doi: 10.1137/040604698.  Google Scholar

[2]

R. Anderson, Geometric and probabilistic stability criteria for delay systems,, Math. Biosci., 105 (1991), 81.  doi: 10.1016/0025-5564(91)90049-O.  Google Scholar

[3]

R. Anderson, Intrinsic parameters and stability of differential-delay equations,, J. Math. Anal. Appl., 163 (1992), 184.  doi: 10.1016/0022-247X(92)90287-N.  Google Scholar

[4]

R. Apostu and M. Mackey, Understanding cyclical thrombocytopenia: A mathematical modeling approach,, J. Theor. Biol., 251 (2008), 297.  doi: 10.1016/j.jtbi.2007.11.029.  Google Scholar

[5]

F. Atay, Distributed delays facilitate amplitude death of coupled oscillators,, Phys. Rev. Lett., 91 (2003).  doi: 10.1103/PhysRevLett.91.094101.  Google Scholar

[6]

F. Atay, Delayed feedback control near Hopf bifurcation,, Discrete Contin. Dynam. Systems Ser. S, 1 (2008), 197.  doi: 10.3934/dcdss.2008.1.197.  Google Scholar

[7]

S. Basu, A. Dunn and A. Ward, G-CSF: Function and modes of action,, Int. J. Mol. Med., 10 (2002), 3.   Google Scholar

[8]

J. Bélair, M. C. Mackey and J. M. Mahaffy, Age-structured and two-delay models for erythropoiesis,, Math. Biosci., 128 (1995), 317.  doi: 10.1016/0025-5564(94)00078-E.  Google Scholar

[9]

R. Bellman and K. Cooke, Differential-Difference Equations,, Academic press, (1963).   Google Scholar

[10]

E. Beretta and Y. Kuang, Geometric stability switch criteria in delay differential systems with delay dependent parameters,, SIAM J. Math. Anal., 33 (2002), 1144.  doi: 10.1137/S0036141000376086.  Google Scholar

[11]

L. Berezansky and E. Braverman, Stability of linear differential equations with a distributed delay,, Comm. Pure Appl. Math., 10 (2011), 1361.  doi: 10.3934/cpaa.2011.10.1361.  Google Scholar

[12]

L. Berezansky and E. Braverman, Stability of equations with a distributed delay, monotone production and nonlinear mortality,, Nonlinearity, 26 (2013), 2833.  doi: 10.1088/0951-7715/26/10/2833.  Google Scholar

[13]

S. Bernard, J. Bélair and M. C. Mackey, Sufficient conditions for stability of linear differential equations with distributed delay,, Discrete Contin. Dynam. Systems Ser. B, 1 (2001), 233.  doi: 10.3934/dcdsb.2001.1.233.  Google Scholar

[14]

S. Bernard, J. Belair and M. C. Mackey, Oscillations in cyclical neutropenia: New evidence based on mathematical modeling,, J. Theor. Biol., 223 (2003), 283.  doi: 10.1016/S0022-5193(03)00090-0.  Google Scholar

[15]

S. Bernard, B. Čajavec, L. Pujo-Menjouet, M. Mackey and H. Herzel, Modelling transcriptional feedback loops: The role of Gro/TLE1 in Hes1 oscillations,, Philos. Trans. R. Soc. London, 364 (2006), 1155.  doi: 10.1098/rsta.2006.1761.  Google Scholar

[16]

F. Boese, The stability chart for the linearized cushing equation with a discrete delay and gamma-distributed delays,, J. Math. Anal. Appl., 140 (1989), 510.  doi: 10.1016/0022-247X(89)90081-4.  Google Scholar

[17]

S. Campbell, Time delays in neural systems,, in Handbook of Brain Connectivity, (2007), 65.  doi: 10.1007/978-3-540-71512-2_2.  Google Scholar

[18]

S. Campbell and R. Jessop, Approximating the stability region for a differential equation with a distributed delay,, Math. Mod. Nat. Phenom., 4 (2009), 1.  doi: 10.1051/mmnp/20094201.  Google Scholar

[19]

C. Colijn and M. Mackey, A mathematical model of hematopoiesis - I. Periodic chronic myelogenous leukemia,, J. Theor. Biol., 237 (2005), 117.  doi: 10.1016/j.jtbi.2005.03.033.  Google Scholar

[20]

C. Colijn and M. Mackey, A mathematical model of hematopoiesis - II. Cyclical neutropenia,, J. Theor. Biol., 237 (2005), 133.  doi: 10.1016/j.jtbi.2005.03.034.  Google Scholar

[21]

C. Colijn and M. Mackey, Bifurcation and bistability in a model of hematopoietic regulation,, SIAM J. App. Dynam. Sys., 6 (2007), 378.  doi: 10.1137/050640072.  Google Scholar

[22]

K. L. Cooke and Z. Grossman, Discrete delay, distributed delay and stability switches,, J. Math. Anal. Appl., 86 (1982), 592.  doi: 10.1016/0022-247X(82)90243-8.  Google Scholar

[23]

F. Crauste, Stability and Hopf bifurcation for a first-order delay differential equation with distributed delay,, in Complex Time-Delay Systems, (2010), 263.   Google Scholar

[24]

T. Erneux, Applied Delay Differential Equations,, Springer Verlag, (2009).   Google Scholar

[25]

C. Eurich, A. Thiel and L. Fahse, Distributed delays stabilize ecological feedback systems,, Phys. Rev. Lett., 94 (2005).  doi: 10.1103/PhysRevLett.94.158104.  Google Scholar

[26]

J. Hale, Functional differential equations with infinite delays,, J. Math. Anal. Appl., 48 (1974), 276.  doi: 10.1016/0022-247X(74)90233-9.  Google Scholar

[27]

J. Hale and J. Kato, Phase space for retarded equations with infinite delay,, Funkcial. Ekvac, 21 (1978), 11.   Google Scholar

[28]

J. Hale and S. Verduyn Lunel, Introduction to Functional Differential Equations,, Berlin: Springer, (1993).  doi: 10.1007/978-1-4612-4342-7.  Google Scholar

[29]

N. Hayes, Roots of the transcendental equation associated with a certain difference-differential equation,, J. Lond. Math. Soc., 25 (1950), 226.   Google Scholar

[30]

C. Huang and S. Vandewalle, An analysis of delay-dependent stability for ordinary and partial differential equations with fixed and distributed delays,, SIAM J. Sci. Comput., 25 (2004), 1608.  doi: 10.1137/S1064827502409717.  Google Scholar

[31]

G. Hutchinson, Circular causal systems in ecology,, Ann. N.Y. Acad. Sci., 50 (1948), 221.  doi: 10.1111/j.1749-6632.1948.tb39854.x.  Google Scholar

[32]

K. Kaushansky, The molecular mechanisms that control thrombopoiesis,, J Clin Invest, 115 (2005), 3339.  doi: 10.1172/JCI26674.  Google Scholar

[33]

G. Kiss and B. Krauskopf, Stability implications of delay distribution for first-order and second-order systems,, Discrete Contin. Dynam. Systems Ser. B, 13 (2010), 327.  doi: 10.3934/dcdsb.2010.13.327.  Google Scholar

[34]

M. Koury and M. Bondurant, Erythropoietin retards DNA breakdown and prevents programmed death in erythroid progenitor cells,, Science, 248 (1990), 378.  doi: 10.1126/science.2326648.  Google Scholar

[35]

T. Krisztin, Stability for functional differential equations and some variational problems,, Tohoku Math. J, 42 (1990), 407.  doi: 10.2748/tmj/1178227618.  Google Scholar

[36]

Y. Kuang, Delay Differential Equations: With Applications in Population Dynamics,, Academic Pr, (1993).   Google Scholar

[37]

Y. Kuang, Nonoccurrence of stability switching in systems of differential equations with distributed delays,, Quart. Appl. Math., 52 (1994), 569.   Google Scholar

[38]

J. Lei and M. Mackey, Multistability in an age-structured model of hematopoeisis: Cyclical neutropenia,, J. Theor. Biol., 270 (2011), 143.  doi: 10.1016/j.jtbi.2010.11.024.  Google Scholar

[39]

N. MacDonald, Biological Delay Systems: Linear Stability Theory,, Cambridge Studies in Mathematical Biology, (1989).   Google Scholar

[40]

M. C. Mackey, Unified hypothesis of the origin of aplastic anaemia and periodic hematopoiesis,, Blood, 51 (1978), 941.   Google Scholar

[41]

M. C. Mackey and L. Glass, Oscillation and chaos in physiological control systems,, Science, 197 (1977), 287.  doi: 10.1126/science.267326.  Google Scholar

[42]

U. Meyer, J. Shao, S. Chakrabarty, S. Brandt, H. Luksch and R. Wessel, Distributed delays stabilize neural feedback systems,, Biol. Cybern., 99 (2008), 79.  doi: 10.1007/s00422-008-0239-8.  Google Scholar

[43]

R. Miyazaki, Characteristic equation and asymptotic behavior of delay-differential equation,, Funkcial. Ekvac., 40 (1997), 471.   Google Scholar

[44]

N. Monk, Oscillatory expression of Hes1, p53, and NF-$\kappa$B driven by transcriptional time delays,, Curr. Biol., 13 (2003), 1409.  doi: 10.1016/S0960-9822(03)00494-9.  Google Scholar

[45]

H. Ozbay, C. Bonnet and J. Clairambault, Stability analysis of systems with distributed delays and application to hematopoietic cell maturation dynamics,, in Decision and Control, (2008), 2050.  doi: 10.1109/CDC.2008.4738654.  Google Scholar

[46]

K. Rateitschak and O. Wolkenhauer, Intracellular delay limits cyclic changes in gene expression,, Math. Biosci., 205 (2007), 163.  doi: 10.1016/j.mbs.2006.08.010.  Google Scholar

[47]

O. Solomon and E. Fridman, New stability conditions for systems with distributed delays,, Automatica J. IFAC, 49 (2013), 3467.  doi: 10.1016/j.automatica.2013.08.025.  Google Scholar

[48]

G. Stépán, Retarded Dynamical Systems: Stability and Characteristic Functions,, Longman Scientific & Technical New York, (1989).   Google Scholar

[49]

T. Stiehl and A. Marciniak-Czochra, Characterization of stem cells using mathematical models of multistage cell lineages,, Math. Comp. Models., 53 (2011), 1505.  doi: 10.1016/j.mcm.2010.03.057.  Google Scholar

[50]

X. Tang, Asymptotic behavior of a differential equation with distributed delays,, J. Math. Anal. Appl., 301 (2005), 313.  doi: 10.1016/j.jmaa.2004.07.023.  Google Scholar

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