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1 Introduction
Fractional calculus has been 300 years old history, the development of fractional
calculus theory is mainly focused on the pure mathematical field. The earliest more
or less systematic studies seem to have been made in the 19th century by Liouville,
Riemann, Leibniz, etc. [1,2]. In the last two decades, fractional differential equations
(FDEs) have been used to model various stable physical phenomena with anomalous
decay, say that are not of exponential type [3]. We can refer to [4] for the recent
history of fractional calculus. As we all know, many mathematical models of real
problems arising in various fields of science and engineering are either linear systems
or nonlinear systems. Nevertheless, most differential systems used to describe physical
phenomena are integer-order systems. With the development of fractional calculus,
it has been found that the behavior of many systems can be described by using
the fractional differential systems [5–9]. It is worth mentioning that many physical
phenomena having memory and genetic characteristics can be described by using the
fractional differential systems. In fact, real world processes generally or most likely
a
e-mail: lcp@shu.edu.cn
b
e-mail: zhangfengrongsong@126.com
28 The European Physical Journal Special Topics
are fractional order systems [10, 11]. That is to say, a lot of physical systems show
fractional dynamical behavior because of special materials and chemical properties.
Recently, the theory of FDEs has been studied and some basic results are
obtained including stability theory. The question of stability is of main interest in
physical and biological systems, such as the fractional Duffing oscillator [12, 13], frac-
tional predator-prey and rabies models [14], etc. It is known that the chaotic sequence
is non-periodic and pseudo-random. Similar to integer-order differential equations,
the stability theory of FDEs is also widely applied to chaos and chaos synchroniza-
tion [15–19] due to its potential applications in control processing and secure com-
munication. However, a few stability results rely on a restrictive modeling of FDEs:
the basic hypothesis deals with commensurability, i.e. the fractional derivative orders
have to be an integer multiple of minimal fractional order. Owing to this hypothesis,
some stability results are available, based on Matignon’s theorem [20]. On the other
hand, the case of incommensurate fractional order can be referred to [21,22].
In this paper, we present and discuss some basic results on stability of FDEs
including linear FDEs, nonlinear FDEs, FDEs with time-delay and the analytical
methods used. The analysis on stability of FDEs is more complex than that of clas-
sical differential equations, since fractional derivatives are nonlocal and have weakly
singular kernels. The earliest study on stability of FDEs started in [23], the author
studied the case of linear FDEs with Caputo derivative and the same fractional order
α, where 0 < α ≤ 1. The stability problem comes down to the eigenvalue prob-
lem of system matrix. Corresponding to the stability result in [23], Qian et al. [22]
recently studied the case of linear FDEs with Riemann-Liouville derivative and the
same fractional order α, where 0 < α < 1. Then, in [24–26] authors derived the
same conclusion as [23] for the case 1 < α < 2. [21] studied the linear system with
multi-order Caputo derivative and derived a sufficient condition on Lyapunov global
asymptotical stability. In the last decades, many researchers have more interests in
the stability of linear systems and various methods have emerged in succession. For
example, there are frequency domain methods [27–32], Linear Matrix Inequalities
(LMI) methods [25, 26,33, 34] and conversion methods [10], [35–37].
By contrast, the development of stability of nonlinear FDEs is a bit slow. The
structural stability was studied in [38], where the system with Riemann-Liouville
derivative was considered by using Taylor polynomial. In [39] authors investigated
the system of nonautonomous FDEs involving Caputo derivative and derived the
result on continuous dependence of solution on initial conditions. The stability in
the sense of Lyapunov has also been studied [40] by using Gronwall’s lemma and
Schwartz inequality. We can also refer to [14], [41–47], where the linearization method
was considered. But the rigorous theoretical derivation has not been founded. Some
researchers weakened the criterion of stability, such as [48] where the Lp -stability
properties of nonlinear FDEs were investigated. In [49, 50], the Mittag-Leffler stability
and the fractional Lyapunov’s second method were proposed. At last Deng [51] derived
a sufficient stability condition of nonlinear FDEs.
In engineering, a kind of system is also very important, namely, the time-delay
system. In [52–55] authors considered the finite-time stability of FDEs with time-
delay on the basis of real problems. They studied the autonomous and nonau-
tonomous fractional differential systems. For the time-delay system stability, we can
refer to [21], [56–58].
In [59], Petráš gave a survey on the methods for stability investigation of a certain
class of fractional differential systems with rational orders and Caputo derivative in a
viewpoint of control. To complement the literature, we will review the stability results
of FDEs with Riemann-Liouville derivative or Caputo derivative and the analytical
methods. Furthermore, the stability of FDEs with time-delay will also be covered. The
paper is outlined as follows. In Sec. 2, we first recall some definitions and propositions.
Perspectives on Fractional Dynamics and Control 29
In Sec. 3, some stability conditions of linear FDEs are presented, meanwhile, we give
two results. In Sec. 4, some stability conditions of nonlinear FDEs are described.
Sec. 5 deals with the stability of FDEs with time-delay. Conclusions and comments
are included in Sec. 6.
2 Preliminaries
Let us denote by R the set of real numbers, R+ the set of positive real numbers and
by Z+ the set of positive integer numbers, denote by C the set of complex numbers.
We denote the real part of complex number α by Re(α).
Two kinds of fractional derivatives, i.e., the Riemann-Liouville derivative and
Caputo derivative, have been often used in fractional differential systems. We briefly
introduce these two definitions of fractional derivatives which will be frequently used
throughout this paper. Firstly, we introduce the definition of fractional integral [60].
Definition 1. The fractional integral (or, the Riemann-Liouville integral) Dt−α
0 ,t
with
fractional order α ∈ R+ of function x(t) is defined below:
t
−α 1
Dt0 ,t x(t) = (t − τ )α−1 x(τ )dτ,
Γ (α) t0
where m − 1 ≤ α < m ∈ Z+ .
Definition 3. The Caputo derivative with order α of function x(t) is defined below:
t m
α 1 −(m−α) d
C Dt0 ,t x(t) = (t − τ )m−α−1 x(m) (τ )dτ = Dt0 ,t x(t),
Γ (m − α) t0 dtm
eλz
α =z
α−1
Eα,α (λz α ),
p
1 (1−β)/α 1 1 1
Eα,β (z) = z exp(z 1/α ) − +O ,
α Γ (β − αk) z k |z|p+1
k=1
απ
with |z| → ∞, | arg(z)| ≤ 2 , and
p
1 1 1
Eα,β (z) = − +O ,
Γ (β − αk) z k |z|p+1
k=1
απ
with |z| → ∞, | arg(z)| > 2 .
The following relations for the α-exponential function follow from Definition 5
and Proposition 1:
In this paper, we will consider the following general type of FDEs involving Caputo
derivative or Riemann-Liouville derivative
Dᾱ
t0 ,t x(t) = f (t, x), (1)
Dα
t0 ,t x(t) = f (t, x). (2)
We call Eq. (2) the same order fractional differential system, otherwise, call Eq. (1)
multi-order fractional differential system.
The following definitions are associated with the stability problem in the paper.
Definition 6 [49]. The constant vector xeq is an equilibrium point of fractional dif-
ferential system (1), if and only if f (t, xeq ) = Dᾱ
t0 ,t x(t)|x(t)=xeq for all t > t0 .
Without loss of generality, let the equilibrium point be xeq = 0, we introduce the
following definition.
Perspectives on Fractional Dynamics and Control 31
where t0 is the initial time, α ∈ (0, 1), λ > 0, b > 0, m(0) = 0, m(x) ≥ 0, and m(x) is
locally Lipschitz on x ∈ B ⊂ Rn with Lipschitz constant L.
Definition 10. A continuous function α : [0, ∞) → [0, ∞) is said to belong to
class-K if it is strictly increasing and α(0) = 0.
Definition 11 (Generalized Mittag-Leffler Stability). Let B ⊂ Rn be a domain
containing the origin. The zero solution of the same order system (2) is said to be
generalized Mittag-Leffler stable if
where t0 is the initial time, α ∈ (0, 1), −α < γ < 1−α, λ ≥ 0, b > 0, m(0) = 0, m(x) ≥
0, and m(x) is locally Lipschitz on x ∈ B ⊂ Rn with Lipschitz constant L.
We will also need the following definitions to analyze the case of FDEs with
time-delay in Sec. 5. First, we introduce the same order fractional differential system
with multiple time delays represented by the following differential equation:
⎧ m
⎪
⎨ Dα x(t) = A0 x(t) + Ai x(t − τi ) + B0 u(t),
t0 ,t
i=1
(3)
⎪
⎩
0 ≤ τ1 < τ2 < τ3 < · · · < τi < · · · < τm = Δ
with the initial condition x(t0 +t) = ψ(t) ∈ C[−Δ, 0]. Where 0 < α < 1, Dα i
t0 ,t denotes
αi αi n l
either C Dt0 ,t or RL Dt0 ,t . x(t) ∈ R is a state vector, u(t) ∈ R is a control vector,
Ai (i = 0, 1, . . . , m), B0 are constant system matrices of appropriate dimensions, and
τi > 0 (i = 1, 2, . . . , m) are pure time delays.
Definition 12. The same order system (3) (u(t) ≡ 0, ∀t) satisfying initial condition
x(t0 + t) = ψ(t), −Δ ≤ t ≤ 0, is finite-time stable w.r.t. {t0 , J, δ, ε, δ}, δ < ε if and
only if:
ψ c < δ, ∀t ∈ J , J = [−, 0] ∈ R
32 The European Physical Journal Special Topics
implies:
x(t) < ε, ∀t ∈ J,
ψ c < δ, ∀t ∈ J , J = [−, 0] ∈ R
and
u(t) < αu , ∀t ∈ J
implies:
x(t) < ε, ∀t ∈ J,
Dᾱ
t0 ,t x(t) = Ax(t), (4)
Dα
t0 ,t x(t) = Ax(t). (5)
For Eq. (5) and 0 < α ≤ 1, Matignon firstly gave a well-known stability result by an
algebraic approach combined with the use of asymptotic results, where the necessary
and sufficient conditions have been derived, the specific result is as follows [23].
Theorem 1. The autonomous same order system (5) with Caputo derivative and
initial value x0 = x(0), where 0 < α ≤ 1, is
• asymptotically stable if and only if | arg(spec(A))| > απ2 . In this case the compo-
nents of the state decay towards 0 like t−α .
• stable if and only if either it is asymptotically stable, or those critical eigenval-
ues which satisfy | arg(spec(A))| = απ 2 have geometric multiplicity one, spec(A)
denotes the eigenvalues of matrix A.
Perspectives on Fractional Dynamics and Control 33
As we can see, in case α = 1, the above stability result shows that roots of the equa-
tion det(diag(λ, λ, . . . , λ)−A) = 0 lie outside the closed angular sector | arg(λ)| ≤ απ
2 ,
thus generalizing the well-known result for the integer case α = 1. For the asymptot-
ical stability in Theorem 1, the components of the state are anomalous decay, thus
fractional systems have ‘memory’ feature and its asymptotical stability is also called
t−α stability. Exponential stability cannot be used to characterize the asymptotic
stability of fractional differential systems.
The case of zero eigenvalues of system matrix A is not included in Theorem 1, since
the argument of zero in complex plane can be arbitrary. In view of this situation, Qian
et al. recently studied the case of autonomous same order system (5) with Riemann-
Liouville derivative by using the asymptotic expansions of Mittag-Leffler function,
where 0 < α < 1. And they stated the zero eigenvalues case of Theorem 1, the
corresponding conclusion is as follows [22].
Theorem 2. The autonomous same order system (5) with Riemann-Liouville deriv-
ative and initial value x0 = RL Dtα−1
0 ,t
x(t)|t=t0 , where 0 < α < 1 and t0 = 0, is
• asymptotically stable if and only if all the non-zero eigenvalues of A satisfy
| arg(spec(A))| > απ
2 , or A has k-multiple zero eigenvalues corresponding to a
Jordan block diag(J1 , J2 , . . . , Ji ), where Jl is a Jordan canonical form with order
i
nl , l=1 nl = k, and nl α < 1, 1 ≤ l ≤ i.
det(diag(λM α1 , λM α2 , . . . , λM αn ) − A)
satisfies | arg(λ)| > γπ/2, the components of the state variable (x1 (t), x2 (t), . . . ,
xn (t))T ∈ Rn decay towards 0 like t−α1 , t−α2 , . . . , t−αn , respectively.
34 The European Physical Journal Special Topics
• stable if and only if either it is asymptotically stable or those critical zero solutions
λ of the above polynomial satisfy | arg(λ)| = γπ/2 have geometric multiplicity one.
All the above conclusions are about the case of commensurate fractional order, in
addition, some literatures such as [21, 22] also involved the case of incommensurate
fractional order. If α1 , α2 , . . . , αn are not rational numbers but real numbers between 0
and 1 in system (4), then we have the following result, which was introduced in [21, 22]
by using the final-value theorem of Laplace transform.
From the above theorems and Proposition 2, we have the following result.
Theorem 5. The autonomous same order system (5) with initial value x0 =
x(0) and Riemann-Liouville derivative is asymptotically stable if and only if
|arg(spec(A))| > απ
2 , where n = 2 and 0 < α ≤ 1.
Proof. From [65], this system has unique solution which can be expressed by a gen-
eralization of the matrix α-exponential function as follows:
∞
tαk
x(t) = eAt
α C =t
α−1
Ak C.
Γ [(k + 1)α]
k=0
For A, there exists an invertible matrix P from the algebra such that P −1 AP = J,
where J is the Jordan canonical form of the matrix A. Here are two cases to discuss:
λ1 0
• for J = ,
0 λ2
∞
tαk eλα1 t 0
x(t) = tα−1 P J k P −1 C=P P −1 C.
k=0
Γ [(k + 1)α] 0 eλα2 t
Perspectives on Fractional Dynamics and Control 35
λ1
• for J = ,
0λ
∞
α−1 tαk
x(t) = t P J k P −1 C
Γ [(k + 1)α]
k=0
∂ λt
eλt
α ∂λ eα
=P P −1 C.
0 eλt
α
απ
Thus, we have limt→+∞ x(t) = 0 if and only if | arg(spec(A))| > 2 from Propo-
sition 2, and the proof is complete.
We can also extend Theorem 5 to the case 1 < α < 2.
Theorem 6. The autonomous same order system (5) with Riemann-Liouville deriv-
α−k−1
ative and initial values xk = RL D0,t x(t)|t=0 (k = 0, 1), is asymptotically stable if
απ
and only if | arg(spec(A))| > 2 , where n = 2 and 1 < α < 2.
Proof. Similar to the above proof, there exists an invertible matrix P such that
P −1 AP = J, where J is the Jordan canonical form of matrix A. Let us denote
y = P −1 x and substitute into Eq. (5), the system can be described as
α
RL D0,t y(t) = Jy(t), (6)
α−1 α−2
with initial values RL D0,t y(t)|t=0 = y0 = P −1 x0 and RL D0,t y(t)|t=0 = y1 =
P −1 x1 . Here are also two cases to discuss:
λ1 0
• for J = , applying Laplace transform to Eq. (6), we have
0 λ2
y1 (t) = y01 · tα−1 Eα,α (λtα ) + y11 · tα−2 Eα,α−1 (λtα ) + y02 · t2α−1 Eα,α
(1)
(λtα )
(1)
+ y12 · t2α−2 Eα,α−1 (λtα ),
y2 (t) = y02 · tα−1 Eα,α (λtα ) + y12 · tα−2 Eα,α−1 (λtα ).
From Proposition 1, one gets
(1)
y02 · t2α−1 Eα,α
(1)
(λtα ) + y12 · t2α−2 Eα,α−1 (λtα )
y02 + y12 d (1−α)/α (2−α)/α
1
∼ σ +σ exp σ t
α
,
α dσ σ=λ
36 The European Physical Journal Special Topics
απ
with t → ∞, | arg(λ)| ≤ 2 , and
(1) 2y02 −3 −α−1
y02 · t2α−1 Eα,α
(1)
(λtα ) + y12 · t2α−2 Eα,α−1 (λtα ) ∼ λ t
Γ (−α)
2y12
+ λ−3 t−α−2 ,
Γ (−1 − α)
απ
with t → ∞ and | arg(λ)| > 2 . The proof is complete.
Recently, the stability analysis of linear FDEs is much involved. Some new methods
are presented, such as the popular Laplace transform methods (i.e., the frequency
domain methods) [27–32], the Linear Matrix Inequalities (LMI) methods [25, 26, 33,
34] and the conversion methods [10], [35–37]. These summaries are as follows.
3.2 The frequency domain methods for stability analysis of linear FDEs
The stability analysis of linear FDEs is very important in the control area, where
the frequency domain method is often used. It is known that the key point of the
stability analysis for linear FDEs is to determine the location of the roots of charac-
teristic equations in the complex plane. It seems difficult to calculate all the roots of
the characteristic equations because of the equations with fractional power options.
Therefore, the authors in [27] made the following variable substitution. In general,
the characteristic equation of a linear fractional differential equation has the form
n
ai sαi = 0, (7)
i=1
ui
where 0 < αi ≤ 1, for i = 1, 2, . . . , n. When αi = vi is rational, where (ui , vi ) = 1,
the above equation may be rewritten as
n
i
ai s m = 0, (8)
i=1
1. For given ai , calculate the roots of Eq. (9) and find the minimum absolute phase
of all roots |θW min |.
π
2. The condition for stability is |θW min | > 2m , while the condition for oscillation is
π
|θW min | = 2m , otherwise the system is unstable.
3. Roots in the primary sheet of the W -plane which have corresponding roots in the
π
s-plane can be obtained by finding all roots which lie in the region |θW | < m ,
then applying the inverse transformation s = W m . Evidently the time response
of the system can be easily related to these roots.
Recently, Trigeassou et al. [32] has presented a new frequency domain method based
on Nyquist’s criterion to test the stability of FDEs. The stability of FDEs with one,
two derivatives was investigated, some analytic results for systems with N fractional
derivatives were given. The detailed analysis can be referred to [32]. The first fre-
quency domain method is simple, but it is hard to calculate the roots of Eq. (9).
The second frequency domain method is based on Nyquist’s criterion (a graphical
approach), so the latter is more intuitive.
Perspectives on Fractional Dynamics and Control 37
In what follows, we will survey the Linear Matrix Inequalities (LMI) conditions on
stability of linear FDEs. LMI has played an important role in control theory since
the 1960s due to its particular form. The main issue when dealing with LMI is the
convexity of the optimization set, however, the stability domain of the same order
system described by Eq. (5) with order 1 ≤ α < 2 is a convex set, various LMI
methods for defining such a region have already been developed [25, 26, 33, 34]. Hence
a LMI-based theorem for the stability of fractional differential system (5) with order
1 ≤ α < 2 can be introduced as follows [25, 26, 34]:
Theorem 7. A fractional differential system described by Eq. (5) with order 1 ≤ α <
2 is asymptotically stable if and only if there exists a matrix P = P T > 0, P ∈ Rn×n ,
such that
Unfortunately, the stability domain is not convex when 0 < α < 1. The LMI condi-
tions can thus not be directly derived. Here there are three different ideas how one
can apply these methods to obtain LMI conditions for the stability of linear FDEs.
The following three theorems have also been proven in [25, 26, 34].
Theorem 8. A fractional differential system described by Eq. (5) with order 0 < α <
1 is asymptotically stable if there exists a matrix P > 0, P ∈ Rn×n , such that
1
T 1
Aα P + P A α < 0.
The derivation of above Theorem 8 (see also [33]) is based on an algebraic transfor-
mation of the system (5) combined with Lyapunov’s second method. This method has
conservatism (explanation can be seen in [26]), so it is a sufficient condition. In order
to avoid the conservatism, a new stability theorem based on a geometric analysis of
the stability domain was proposed as follows.
Theorem 9. A fractional differential system described by Eq. (5) with order 0 < α <
1 is asymptotically stable if and only if there exists a positive definite matrix P ∈ S,
where S denotes the set of symmetric matrices, such that
1
T 1
−(−A) 2−α P + P −(−A) 2−α < 0.
However, LMI of Theorem 9 is not linear in relation to matrix A, thus limiting its
use in the more specific control problems. In order to overcome this problem, a third
condition is proposed. It based on the fact that instability domain is a convex subset
of the complex plane when 0 < α < 1.
Theorem 10. A fractional differential system described by Eq. (5) with order 0 <
α < 1 is asymptotically stable if and only if there does not exist any nonnegative rank
one matrix Q ∈ Cn×n such that
Theorem 11. A fractional differential system described by Eq. (5) with order 0 <
α < 1 is asymptotically stable if and only if there exist positive define matrixes X1 =
X1∗ ∈ Cn×n and X2 = X2∗ ∈ Cn×n such that
There are a number of other techniques for stability analysis such as matrix transfer,
system transfer etc. In [35], the asymptotical stability of higher-dimensional linear
fractional differential system (5) with 0 < α < 1 was studied, the same result was
presented, namely, the zero solution to system (5) is asymptotically stable if the real
parts of all the eigenvalues of system matrix A are negative. The authors used the
real canonical form of the real square matrix, the Laplace transform, together with
the Mittag-Leffler function [60].
Furthermore, the stability analysis of linear fractional differential system was
made [36,37] by using linear non-singularity transform, together with the derivative
property of Mittag-Leffler function.
It is worth mentioning that a new approach is proposed [10] to investigate stability
of linear fractional differential system (5). This approach converts the stability analy-
sis on the fractional differential system into the stability of its equivalent integer-order
system, the specific descriptions are as follows.
Theorem 12. The fractional differential system (5) with Caputo derivative and or-
der 1 ≤ α < 2 is asymptotically stable if and only if the following system
A sin(α π2 ) A cos(α π2 )
ẏ = y
−A cos(α π2 ) A sin(α π2 )
is asymptotically stable.
Theorem 13. All eigenvalues of fractional differential system (5) with Caputo deriv-
ative and order 0 < α ≤ 1 settle in the unstable region if and only if the following
system
A sin(α π2 ) −A cos(α π2 )
ẏ = − y
A cos(α π2 ) A sin(α π2 )
is asymptotically stable.
We can see that Theorem 12 has simplified the stability analysis of fractional
system (5) with order 1 ≤ α < 2, and we may investigate the stability of fractional
differential system with order 1 ≤ α < 2 by using those stability methods of integer-
order system.
stability analysis of nonlinear FDEs has been made on a finite interval since the
continuation of solution of nonlinear FDEs is open.
Diethelm et al. have studied the same order fractional differential system (2) with
Caputo derivative and order m − 1 < α ≤ m by applying Gronwall’s inequality, one
may discuss the dependence of solution on initial values and structural stability [38].
The statements are as follows.
Theorem 14. Assume that Ω := [0, χ∗ ] × [x(0) − a, x(0) + a] with some χ∗ > 0 and
some a > 0. Furthermore, let the function f : Ω → R be continuous and fulfill a
Lipschitz condition with respect to the second variable. Moreover let α > 0 such that
m − 1 < α ≤ m ∈ Z+ , and let x and y be the uniquely determined solutions of the
initial value problems
α
C D0,t x(t) = f (t, x(t)), x0 = x(0), . . . , xm−1 = x(m−1) (0),
α
C D0,t y(t) = f (t, y(t)), y0 = y(0), . . . , ym−1 = y (m−1) (0),
respectively. Then, there is the relation
x−y ∞ =O max |xk − yk |
0≤k≤m−1
Then, Daftardar-Gejji et al. [39] extended Theorem 16 to the case of the multi-
order fractional differential system (1) involving Caputo derivative and mi < αi ≤
mi + 1(mi ∈ Z+ ) in 2007.
Some discussions on the stability of nonlinear FDEs in the sense of Lyapunov are
also involved. The stability analysis for the fractional integro-differential equations
was made in [40] where the equation
t
α
RL Dt0 ,t x(t) = f (t, x(t)) + K(t, s, x(s))ds, 0 < α ≤ 1, (10)
t0
where γ(t) and δ(t) are continuous nonnegative functions such that
t
sup (t − s)α−1 [γ(s) + δ(s)]ds < ∞.
t0
then the solution of Eq. (10) and Eq. (11) is asymptotically stable. If the con-
ditions in Theorem 17 are further strengthened, then one can get the following
conclusion [40].
but
ε(0) = x0 − xeq ,
where A = ∂f απ
∂x |xeq . Using the result of Matignon [23], then if | arg(spec(A))| > 2 ,
ε(t) is decreasing. So the equilibrium point xeq is locally asymptotically stable. The
linearization method is also used to many examples [14], [41–47]. Furthermore, some
Routh-Hurwitz stability conditions are generalized to the fractional order case com-
bined with the linearization method [42–47]. But the rigorous theoretical proof of
linearization method has not been reported. Since fractional differential operators
are nonlocal and have weakly singular kernels, the general stability theories of non-
linear FDEs are difficult to derive. Researchers still did some tentative efforts to
extend integer-order methods of stability analysis to fractional differential systems,
for example, Ladaci and Moulay investigated the Lp -stability properties of nonlinear
FDEs [48], where they were concerned with the stability analysis of the same order
systems (2), and derived the following result:
Theorem 19. Let p ≥ 1 and consider the same order system defined by Eq. (2) with
Riemann-Liouville derivative and initial value RL Dtα−10 ,t
x(t0 ) = x0 , where order 0 <
n n
α < 1 and the time t ∈ [0, tf ], f ∈ C(R+ × R , R+ ) is a continuous positive function,
then the system (2) is Lp -stable if and only if p−1 1
p < α < 1 and f (t, x(t)) ∈ L ([0, tf ]).
Remark 3. From Theorem 19, Lp -stability is available on the finite interval, i.e., it
is finite-time stability. So Lp -stability is weaker than the stability in the sense of
Lyapunov.
As we all know, Lyapunov’s second method provides a way to analyze the sta-
bility of a system without explicitly solving the differential equations. It is necessary
to extend Lyapunov’s second method to fractional differential systems. In [49], the
fractional Lyapunov’s second method was proposed, and the authors extended the
exponential stability of integer-order differential system to the Mittag-Leffler stabil-
ity of fractional differential system. For the Mittag-Leffler stability, the authors gave
the following results.
42 The European Physical Journal Special Topics
γ1 ( x ) ≤ V (t, x(t)) ≤ γ2 ( x ),
β
C D0,t V (t, x(t)) ≤ −γ3 ( x ),
where β ∈ (0, 1). Then the equilibrium point of system (2) is asymptotically stable.
Theorem 22. In Theorem 20, there exists a constant t1 such that the equilibrium
point xeq = 0 is generalized Mittag-Leffler stability for t ≥ t1 .
Some sufficient conditions for the local asymptotic stability of nonlinear FDEs
were also derived [51], where the same order fractional differential system (2) with
Caputo derivative was considered. Then, the following stability result was given:
Theorem 23. Assume f (x) ∈ C[t0 , ∞) and α ∈ (0, 1), then the equilibrium xeq = 0
of autonomous nonlinear system (2) with Caputo derivative and initial value x(t0 ) =
x0 is locally asymptotically stable if λ = f (0) < 0.
Roughly speaking, the time-delay systems mean that a time lag exists in systems,
that is to say the current development trend is clearly dependent on the past history
of state systems. In real world systems, delay is everywhere. With the development
of FDEs, considerable attention has been paid to fractional differential systems with
time-delay. In particular, the stability has been studied in [52–57].
Perspectives on Fractional Dynamics and Control 43
The boundedness properties of system responses are very important from the engi-
neering point of view. From this fact, finite-time stability for FDEs with time-delay
was introduced [52, 53]. That is to say, enable system trajectories to stay within a
priori given sets for the fractional order time-delay systems in state-space form, i.e.,
system stability from the non-Lyapunov point of view is considered.
In [52], the authors considered the fractional time-delay system (3) in the case of
u(t) ≡ 0, and assumed the initial values x(t0 ) = 0, so Dαt0 ,t x(t) can denote Riemann-
Liouville derivative and Caputo derivative. In what follows, we introduce the sufficient
conditions on finite-time stability.
Theorem 24. (A) Single delay autonomous system given by Eq. (3) (u(t) ≡ 0,
∀t) satisfying initial condition
x(t0 + t) = ψ(t), −Δ ≤ t ≤ 0,
The above stability results for linear time-delay fractional differential systems were
derived by applying Bellman-Gronwall theorem [52, 53].
Then, Lazarević et al. [55] studied the finite-time stability of single delay nonau-
tonomous system (3).
Theorem 25. The linear single delay nonautonomous system given by Eq. (3)
satisfying initial condition x(t0 + t) = ψ(t), −τ ≤ t ≤ 0 is finite-time stable
w.r.t. {δ, ε, αu , J0 }, δ < ε, if the following condition is satisfied:
σmax01 tα νu0 tα
1+ Eα (σmax01 tα ) + ≤ ε/δ, ∀t ∈ J0 = [0, T ],
Γ (α + 1) Γ (α + 1)
where B0 ≤ b0 , u(t) < αu , νu0 = αu b0 /δ, and σmax (·) being the largest singular
value of matrix (·), where:
For the nonautonomous case, Zhang [54] also considered the following initial value
problem α
RL D0,t x(t) = A0 x(t) + A1 x(t − τ ) + f (t), t ≥ 0,
(13)
x(t) = φ(t), t ∈ [−τ, 0],
where 0 < α < 1, φ is a given continuous function on [−τ, 0], A0 and A1 are constant
system matrices of appropriate dimensions, and τ is a constant with τ > 0. The
system is defined over time interval J = [0, T ], where T is a positive number, f (t) is
a given continuous function on [0, T ]. Similarly, the sufficient conditions of finite-time
stability were derived by applying Gronwall’s inequality.
Theorem 26. System given by (13) satisfying initial condition is finite-time stable
w.r.t {0, J, δ, ε, τ }, δ < ε, if the following condition is satisfied:
(M + μ1 )(tα ) μΓA α
max (t )
· e (α+1) ≤ ε/δ, ∀t ∈ J,
Γ (α + 1)
f
where M ≥ φ , and Γ (·) is the Euler’s gamma function, φ =
sup−τ ≤θ≤0 φ(θ) , μA
max = μmax (A0 ) + μmax (A1 ), μ1 = μmax (A1 ).
To the best of our knowledge, Chen and Moore [56, 58] maybe firstly considered the
analytical stability bound by using Lambert function W for a class of fractional
differential equations with time-delay. In [56], the authors considered a simple class
of FDEs with a constant time delay as follows
α
RL Dt0 ,t y(t) = Kp y(t − τ ), (14)
where α and Kp are real numbers; delay τ is a positive constant and supposed all the
initial values are zeros. The authors derived a stability condition
r τ
W (Kp )1/r ≤ 0 (15)
τ r
by applying the Laplace transformation and the Lambert function W (·). Furthermore,
they extended the analytical result to a class of delayed infinite dimensional systems
described by the characteristic equation given by
(s + α)r − Kp e−τ s = 0, (16)
then, the stability condition is
r τ ((τ /r)α)
W e (Kp )1/r − α ≤ 0. (17)
τ r
Hwang et al. [57] improved the results in [56] and clarified the correct use of Lambert
W function to stability analysis of a class of time-delay systems, see [57].
An attempt to analyze the stability of linear fractional differential system with
multiple time delays has been launched in [21]. The n-dimensional linear fractional
differential system with multiple time delays reads as follows:
⎧
⎪ Dα1 x (t) = a11 x1 (t − τ11 ) + a12 x2 (t − τ12 ) + · · · + a1n xn (t − τ1n ),
⎪ C 0,t 1
⎪
⎨ Dα2 x (t) = a x (t − τ ) + a x (t − τ ) + · · · + a x (t − τ ),
C 0,t 2 21 1 21 22 2 22 2n n 2n
(18)
⎪
⎪ ···
⎪
⎩ αn
C D0,t xn (t) = an1 x1 (t − τn1 ) + an2 x2 (t − τn2 ) + · · · + ann xn (t − τnn ),
Perspectives on Fractional Dynamics and Control 45
where αi lies in (0, 1), the initial values xi (t) = φi (t) are given for −maxi,j τi,j =
−τmax ≤ t ≤ 0 and i = 1, . . . , n. Defining time-delay matrix T = (τij )n×n ∈ (R+ )n×n ,
coefficient matrix A = (aij )n×n , state variables xi (t), xi (t−τij ) ∈ R, and initial values
φi (t) ∈ C 0 [−τmax , 0]. Applying the Laplace transform and the final-value theorem, it
follows the theorem below.
Theorem 27. If all the roots of the characteristic equation det(Δ(s)) = 0 have neg-
ative real parts, then the zero solution of system (18) is Lyapunov globally asymptot-
ically stable, where
⎛ ⎞
sα1 − a11 e−sτ11 −a12 e−sτ12 · · · −a1n e−sτ1n
−sτ21 α2 −sτ22 −sτ2n
⎜ −a21 e s − a22 e ··· −a2n e ⎟
Δ(s) = ⎜ .. .. .. ⎟.
⎝ ..
. ⎠
. . .
−sτn1 −sτn2 αn −sτnn
−an1 e −an2 e · · · s − ann e
The above result is applied to system (14) with 0 < α < 1 and the stability condition
of (14) is: if Kp < 0, (−Kp )1/α = τ1 ((2k + 1)π − α2 π) and (−Kp )1/α = − τ1 ((2k +
1)π − α2 π), where k ∈ Z, then the zero solution of system (14) is Lyapunov globally
asymptotically stable [21].
Besides, robust stability of FDEs with uncertainties has also been studied [67–71].
6 Conclusions
In this paper, we present a survey on the stability of FDEs, including linear FDEs,
nonlinear FDEs and the FDEs with time-delay. This survey almost covers recent
contributions in this area. If some important references happened not to be here, we
do apologize for these omissions.
From this survey, one can see that the stability of the linear FDEs has been
investigated well. As far as we know, however, the stability problems of the nonlinear
FDEs have not been solved yet. In very recent, the fractional Lyapunov functions for
the fractional differential systems have been proposed and various tries have been also
given [72]. In our opinion, the stability of the nonlinear fractional differential systems
has not been completely solved yet. We hope the jobs in this respect will be appeared
elsewhere.
The present work was partially supported by the National Natural Science Foundation of
China under Grant No. 10872119 and the Shanghai Leading Academic Discipline Project
under Grant No. S30104.
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46 The European Physical Journal Special Topics