Abstract
Lyapunov exponents are a widely used tool for studying dynamical systems. When calculating Lyapunov exponents for piecewise-smooth systems with time-delayed arguments one faces a lack of continuity in the variational problem. This paper studies how to build a variational equation for the efficient construction of Jacobians along trajectories of the delayed nonsmooth system. Trajectories of the piecewise-smooth system may encounter a so-called grazing event where the trajectory approaches a discontinuity surface in the state space in a non-transversal manner. For this event we develop a grazing point estimation algorithm to ensure the accuracy of trajectories for the nonlinear and the variational equations. We show that the eigenvalues of the Jacobian matrix computed by the algorithm converge with an order consistent with the order of the numerical integration method, therefore guaranteeing the reliability of our proposed numerical method. Finally, the method is demonstrated on a periodically forced impacting oscillator under the time-delayed feedback control.
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