The Spectrum of Delay Differential Equations with Multiple Hierarchical Large Delays

Abstract

We prove that the spectrum of the linear delay differential equation $x'(t)=A_{0}x(t)+A_{1}x(t-\tau_{1})+\ldots+A_{n}x(t-\tau_{n})$ with multiple hierarchical large delays $1\ll\tau_{1}\ll\tau_{2}\ll\ldots\ll\tau_{n}$ splits into two distinct parts: the strong spectrum and the pseudo-continuous spectrum. As the delays tend to infinity, the strong spectrum converges to specific eigenvalues of $A_{0}$, the so-called asymptotic strong spectrum. Eigenvalues in the pseudo-continuous spectrum however, converge to the imaginary axis. We show that after rescaling, the pseudo-continuous spectrum exhibits a hierarchical structure corresponding to the time-scales $\tau_{1},\tau_{2},\ldots,\tau_{n}.$ Each level of this hierarchy is approximated by spectral manifolds that can be easily computed. The set of spectral manifolds comprises the so-called asymptotic continuous spectrum. It is shown that the position of the asymptotic strong spectrum and asymptotic continuous spectrum with respect to the imaginary axis completely determines stability. In particular, a generic destabilization is mediated by the crossing of an $n$-dimensional spectral manifold corresponding to the timescale $\tau_{n}$.