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.


Introduction
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 integerorder 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][4][5][6], such as fractional-order Lotka-Volterra equation [3] in biological systems, fractional-order Schrödinger equation [4] in quantum mechanics, fractional-order Langevin equation [5] in anomalous diffusion, and fractional-order oscillator equation [6] 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][8][9][10][11][12], but there is no general stability theory for fractional-order dynamic systems with delay [13].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][14][15].Reference [16] investigated the stability of -dimensional linear fractional-order differential systems with order 1 <  < 2. 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 [17], 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 fractionalorder 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.

Fractional-Order Derivatives and
Mittag-Leffler Functions
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 integerorder 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.
The generalization of Mittag-Leffler function with two parameters is widely used and defined as follows: where  > 0,  > 0 and  ∈ C.

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.
According to the properties of the fractional derivatives and Lemma 8, we obtain the comparison theorem of the fractional derivatives.
Lemma 10 (see [1]).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, R() stands for the real part of ,  ∈ R, and L{⋅} denotes the Laplace transform.
Proof.By the definitions of Laplace transform and Mittag-Leffler function, we have where R() > || 1/ .Firstly, the Caputo fractional nonlinear time-delay system is given by

Fractional-Order Extension of Lyapunov Direct Method
where 0 <  < 1, () ∈ R  , and  : R × C → R  .In equation ( 12), the Caputo derivative of the state variable  is on [ 0 , ] 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  0 −  to  0 ; that is, where (⋅) is an element of the Banach space C with the standard uniform norm: ‖‖ ∞ = max ∈[−,0] ‖()‖.And the vector norm ‖ ⋅ ‖ represents the 2-norm ‖ ⋅ ‖ 2 .
For given initial conditions of the form (13), let () = (,  0 , (⋅)) 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 (,  0 , ).In the following, without loss of generality, we will assume that the functional differential equation ( 12) admits the solution () = 0, 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 () = 0.
Definition 12 (see [24]).If the value  from the above definition may be chosen such that in addition(,  0 , (⋅)) → 0, when  → ∞, then the system ( 12) is said to be asymptotically stable.

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.
In the following, we study the Riemann-Liouville fractional dynamic system

An Illustrative Example
In this section an illustrative example is used as proofs of concept.And the numerical simulations of a fractionalorder delay-time system demonstrate the universality and the effectiveness of the proposed method.; that is, system (32) is asymptotically stable.In the following, we give the numerical simulations of system (32).
(a) When we select  = 0.9 and () =  + 10, 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  = 0.2 s,  = 0.5 s, and  = 1 s, respectively.
(b) When we select  = 0.8 and () = 4 3 +1, 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  = 0.2 s,  = 0.5 s, and  = 1 s, 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.

Conclusion
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 delaytime system demonstrate the universality and the effectiveness of the proposed 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][23][24].To formally introduce the concept of functional differential equations, let C = C([, ], R  ) be the set of continuous functions mapping the interval [, ] to R  .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 [−, 0] to R  , for which we simplify the notation to C = C([−, 0], R  ).For any  > 0 and any continuous function of time  ∈ C([ 0 − ,  0 + ], R  ), and  0 ≤  ≤  0 + , let   ∈ C be a segment of the function  defined as   () = ( + ) and − ≤  ≤ 0.