H. Li et al. / Neural Networks 75 (2016) 97–109 99
Now we introduce the concept of Filippov solution (see Kim
et al., 2015). Consider the following non-autonomous time-varying
delayed differential system in vector notation:
dz
dt
= f (t, z(t), z(t − τ (t))), (2)
where z(t) = (z
1
(t), z
2
(t), . . . , z
n
(t))
T
represents state vector,
z(t − τ (t)) = (z
1
(t − τ (t)), z
2
(t − τ (t)), . . . , z
n
(t − τ (t)))
T
represents time-varying delayed state vector, f : R × R
n
× R
n
→
R
n
is discontinuous right-hand sides in z.
Definition 3 (Aubin & Cellina, 1984). Let us consider the set-valued
map F : R × R
n
× R
n
→ R
n
defined as
F(t, z(t), z(t − τ (t)))
=
ρ
1
>0,
ρ
2
>0
µ(N)=0,
µ(M)=0
co[f (t, B(z, ρ
1
) \ N, B(z(t − τ (t)), ρ
2
) \ M)],
where µ(N) (µ(M)) is the Lebesgue measure of set N (M);
B(z, ρ
1
) is the ball of center z and radius ρ
1
; B(z(t − τ (t)), ρ
2
)
is the ball of center z(t − τ (t)) and radius ρ
2
; co(E) is the closure
of the convex hull of some set E; intersection is taken over all sets
N, M of measure zero and over all ρ
1
> 0, ρ
2
> 0. A vector-
value function z(t) in Filippov’s sense (see Kim et al., 2015) of the
Cauchy problem for this system (3) with initial condition z(0) = z
0
,
which is absolutely continuous on any compact subinterval [0, T ),
T ∈ (0, ∞], satisfies z(0) = z
0
and differential inclusion:
dz
dt
∈ F (t, z(t), z(t − τ (t))), for t ∈ [0, T ). (3)
Now, let us consider system (1). Since a
ij
(x
i
(t)), b
ij
(x
i
(t)),
c
ji
(y
j
(t)) and d
ji
(y
j
(t)) in system (1) are defined as discontinuous
functions and the classical definition of solutions has been shown
to be invalid for the differential equation with discontinuous right-
hand sides. For this purpose, by applying the above theories of set-
valued maps and functional differential inclusions, we will extend
the concept of the Filippov solution to system (1).
Definition 4 (Filippov Solution). A vector function z(t) =
(x
1
(t), x
2
(t), . . . , x
n
(t), y
1
(t), y
2
(t), . . . , y
m
(t))
T
: [−τ , T ) →
R
n+m
, T ∈ (0, ∞], is a state solution of the delayed and discon-
tinuous system (1) on [−τ , T ), if z(t) is absolutely continuous on
any compact interval of [−τ , T ) and satisfies differential inclusions
dx
i
(t)
dt
∈ −a
i
(t)x
i
(t) +
m
j=1
co[a
ij
, a
ij
]f
j
(y
j
(t))
+
m
j=1
co[b
ij
, b
ij
]f
j
(y
j
(t − τ (t))) + I
i
(t),
dy
j
(t)
dt
∈ −c
j
(t)y
j
(t) +
n
i=1
co[c
ji
, c
ji
]g
i
(x
i
(t))
+
n
i=1
co[d
ji
, d
ji
]g
i
(x
i
(t − τ (t))) + J
j
(t),
(4)
where
a
ij
= min{a
∗
ij
, a
∗∗
ij
}, a
ij
= max{a
∗
ij
, a
∗∗
ij
},
b
ij
= min{b
∗
ij
, b
∗∗
ij
}, b
ij
= max{b
∗
ij
, b
∗∗
ij
},
c
ji
= min{c
∗
ji
, c
∗∗
ji
}, c
ji
= max{c
∗
ji
, c
∗∗
ji
},
d
ji
= min{d
∗
ji
, d
∗∗
ji
}, d
ji
= max{d
∗
ji
, d
∗∗
ji
},
or equivalently, there exist α
ij
∈ co[a
ij
, a
ij
], β
ij
∈ co[b
ij
, b
ij
], γ
ji
∈
co[c
ji
, c
ji
], η
ji
∈ co[d
ji
, d
ji
], such that
dx
i
(t)
dt
= −a
i
(t)x
i
(t) +
m
j=1
α
ij
f
j
(y
j
(t))
+
m
j=1
β
ij
f
j
(y
j
(t − τ (t))) + I
i
(t),
dy
j
(t)
dt
= −c
j
(t)y
j
(t) +
n
i=1
γ
ji
g
i
(x
i
(t))
+
n
i=1
η
ji
g
i
(x
i
(t − τ (t))) + J
j
(t),
(5)
for a.e. t ∈ [0, T ), i = 1, 2, . . . , n, j = 1, 2, . . . , m.
Definition 5 (IVP). For any continuous function θ(s) =
(φ
1
(s), φ
2
(s), . . . , φ
n
(s), ψ
1
(s), ψ
2
(s), . . . , ψ
m
(s))
T
: [−τ, 0) →
R
n+m
, an absolutely continuous function z(t) = z(t, θ) =
(x
1
(t), x
2
(t), . . . , x
n
(t), y
1
(t), y
2
(t), . . . , y
m
(t))
T
is said to be a so-
lution of the initial value problem for system (1) on [0, T ) (T might
be to +∞) with initial data θ(s), s ∈ [−τ , 0], if the following con-
dition holds
dx
i
(t)
dt
= −a
i
(t)x
i
(t) +
m
j=1
α
ij
f
j
(y
j
(t))
+
m
j=1
β
ij
f
j
(y
j
(t − τ (t))) + I
i
(t),
dy
j
(t)
dt
= −c
j
(t)y
j
(t) +
n
i=1
γ
ji
g
i
(x
i
(t))
+
n
i=1
η
ji
g
i
(x
i
(t − τ (t))) + J
j
(t),
α
ij
∈ co[a
ij
, a
ij
], β
ij
∈ co[b
ij
, b
ij
],
γ
ji
∈ co[c
ji
, c
ji
], η
ji
∈ co[d
ji
, d
ji
],
x
i
(s) = φ
i
(s), y
j
(s) = ψ
j
(s), ∀s ∈ [−τ , 0],
for a.e. t ∈ [0, T ), i = 1, 2, . . . , n, j = 1, 2, . . . , m.
Definition 6 (Periodic Solution). A solution z(t) of system (1) on
[0, T ) (T might be to +∞) is a ω-periodic solution with period ω,
if z(t + ω) = z(t), for all t ≥ 0.
Definition 7 (Stability). Let z
∗
(t) = (z
∗
1
(t), z
∗
2
(t), . . . , z
∗
n+m
(t))
T
be a solution of system (1), with initial conditions θ
′
(s) =
(φ
′
1
(t), φ
′
2
(t), . . . , φ
′
n
(t), ψ
′
1
(t), ψ
′
2
(t), . . . , ψ
′
m
(t))
T
: [−τ , 0) →
R
n+m
, the solution z
∗
(t) of system (1) is said to be globally
exponentially stable, if there exist constants ε > 0 and M > 0 such
that for any solution z(t) = (z
1
(t), z
2
(t), . . . , z
n+m
(t))
T
of system
(1) with initial conditions θ (s) = (φ
1
(t), φ
2
(t), . . . , φ
n
(t), ψ
1
(t),
ψ
2
(t), . . . , ψ
m
(t))
T
: [−τ , 0) → R
n+m
, satisfies
n+m
k=1
|z
k
(t) − z
∗
k
(t)|
p
1
p
≤ M∥θ − θ
′
∥e
−εt
, for t ≥ 0.
Definition 8 (Clarke’s Generalized Gradient Clarke, 1983). Let
V (z) : R
n
→ R be a locally Lipschitz function, then for any z ∈ R
n
we can define Clarke’s generalized gradient of V at point z ∈ R
n
,
as follows:
∂V (z) = co
lim
k→∞
∇V (z
k
) : z
k
→ z, z
k
∈ N
Ω
,
where Ω ⊂ R
n
is the set of points where V is not differentiable
and N ⊂ R
n
is an arbitrary set with measure zero.