Hill-type stability analysis of periodic solutions of fractional-order differential equations

Abstract

This paper explores stability properties of periodic solutions of (nonlinear) fractional-order differential equations (FODEs). As classical Caputo-type FODEs do not admit exactly periodic solutions, we propose a framework of Liouville-Weyl-type FODEs, which do admit exactly periodic solutions and are an extension of Caputo-type FODEs. Local linearization around a periodic solution results in perturbation dynamics governed by a linear time-periodic differential equation. In the classical integer-order case, the perturbation dynamics is therefore described by Floquet theory, i.e. the exponential growth or decay of perturbations is expressed by Floquet exponents which can be assessed using the Hill matrix approach. For fractional-order systems, however, a rigorous Floquet theory is lacking. Here, we explore the limitations when trying to extend Floquet theory and the Hill matrix method to linear time-periodic fractional-order differential equations (LTP-FODEs) as local linearization of nonlinear fractional-order systems. A key result of the paper is that such an extended Floquet theory can only assess exponentially growing solutions of LTP-FODEs. Moreover, we provide an analysis of linear time-invariant fractional-order systems (LTI-FODEs) with algebraically decaying solutions and show that the inaccessibility of decaying solutions through Floquet theory is already present in the time-invariant case.