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Second order analysis for the optimal selection of time delays (2405.14775v1)

Published 23 May 2024 in math.OC

Abstract: For a nonlinear ordinary differential equation with time delay, the differentiation of the solution with respect to the delay is investigated. Special emphasis is laid on the second-order derivative. The results are applied to an associated optimization problem for the time delay. A first- and second-order sensitivity analysis is performed including an adjoint calculus that avoids the second derivative of the state with respect to the delay.

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