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doi:10.1155/2009/938492

Research Article

Stability Results for a Class of Difference Systems with Delay

Eva Kaslik

Department of Mathematics and Computer Science, West University of Timisoara, Bd. C. Coposu 4, 300223 Timisoara, Romania

Correspondence should be addressed to Eva Kaslik,[email protected] Received 2 November 2009; Accepted 13 December 2009

Recommended by Mariella Cecchi

Considering the linear delay difference system xn1 axn Bxnk, wherea∈0,1,Bis a p×preal matrix, andkis a positive integer, the stability domain of the null solution is completely characterized in terms of the eigenvalues of the matrixB. It is also shown that the stability domain becomes smaller as the delay increases. These results may be successfully applied in the stability analysis of a large class of nonlinear difference systems, including discrete-time Hopfield neural networks.

Copyrightq2009 Eva Kaslik. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

1. Introduction

In this paper, we will characterize the stability region of the null solution for the following class of linear delay difference systems:

xn1 axn Bxn−k ∀n≥k, 1.1

wherea∈0,1,Bis ap×preal matrix, andkis a positive integer.

Similar linear difference systems have been recently investigated by Levitskaya1 focusing on the special casea1and by Kipnis and Komissarova2 studying the special casea −1. Two-dimensional systems of this form have been thoroughly investigated by Matsunaga, in the casea 13,4and in the general casea ∈R5. The common starting point of all these results is the well-known papers of Kuruklis 6 and Papanicolaou 7, which focus on the scalar difference equation

xn1−axn bxnk 0, 1.2

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wherea, b ∈Randk∈N. A more recent discussion of the stability properties of this scalar difference equation, based on relatively simple arguments, is presented in 8. As for the nondelayed casek0, we refer to the recent paper in9and the references therein.

System 1.1 can be regarded as the linearization at the origin of the following nonlinear delay difference system:

xn1 Fxn,xnk ∀n≥k, 1.3

where the functionF :Ω×Ω → Ω with 0∈Ω⊂RpsatisfiesF0,0 0,Dx1F0,0 a·Id where Id denotes thep-dimensional identity matrix, andDx2F0,0 B.

In particular, discrete-time delayed Hopfield-type neural networks described by

xn1 axn Tgxnk ∀n≥k 1.4

belong to the class of nonlinear difference systems1.3. In this context,a∈0,1is the self- regulating parameter of the neurons,T ∈ Rp×p is the interconnection matrix,gi : R → R, i ∈ {1,2, . . . , p} are the neuron input-output activation functions satisfyinggi0 0, and g : Rp → Rpis defined bygx g1x1, g2x2, . . . , gpxpT. In this framework, stability and bifurcation results have been obtained in10for the two-dimensional case, in11for the case of a single-directional ring of four neurons, and in12for a bidirectional ring ofp neurons. Moreover, coexistence of chaos and periodic orbits for a network of this type with two identical neurons and no self-connections has been observed in13.

The stability of the null solution of system1.1will be investigated by analyzing the distribution of the roots of the corresponding characteristic equation with respect to the unit circle. Based on2, Corollary 2.2,1.1is asymptotically stable if and only if all roots of the equation

det

Bzkz−aI

0 1.5

lie inside the unit disk. This means thatzis a root of the characteristic equation of1.1if and only ifzkz−ais an eigenvalue of the matrixB.

In the followings, we will denote byλi,i∈ {1,2, . . . , p}the eigenvalues ofB. Based on the previous remark, we obtain that the characteristic equation of1.1is

p i1

zkz−aλi

0. 1.6

The null solution of1.1is asymptotically stable if and only if all the roots of the characteristic equation 1.6 are inside the unit circle. Therefore, in order to characterize the asymptotic stability of the null solution of1.1, we first need to analyze the distribution of the roots of the polynomialPλz zkz−aλ, whereλis a complex parameter, with respect to the unit circle. This requires a generalization of the results first obtained by Kuruklis6, for the case whenλis a real parameter.

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2. The Roots of the Polynomial P

λ

z z

k

z − aλ, λ ∈ C

In the followings, we will consider the following two important functions:

ca,kθ cosk1θ−acoskθ,

sa,kθ sink1θ−asinkθ, 2.1

and the curveΓin the complex plane given by the following parametric equation:

Γ:uθ ca,kθ isa,kθ, θ∈−π, π. 2.2 Lemma 2.1. Letk∈Nanda∈0,1. The functionsa,khas exactlyk2 roots in the interval0, π, more precisely, as follows:

iθa,k0 0 is a root,

iiifk1, then there is one rootθja,k in every interval2j−1π/2k1, jπ/k1⊂ j−1π/k, jπ/k,j ∈ {1,2, . . . , k},

iiiθa,kk1πis a root.

Moreover,−1jsa,kθ>0 for anyθ∈θa,kj , θj1a,k,j ∈ {0,1, . . . , k}.

Proof. Obviously, 0 andπare solutions of the equationsa,kθ 0 for anyk∈N.

Consideringk ≥ 1, on the intervalj−1π/k, jπ/k,j ∈ {1,2, . . . , k}, the equation sa,kθ 0 becomes

sink1θ

sin a. 2.3

The functionh:j−1π/k, jπ/k → Rdefined bysink1θ/sinis differentiable and

k1cosk1θsinkcossink1θ sin2

k1sin2k1θ−sinθksin2k1θsinθ 2sin2

sin2k1θ−2k1sinθ

2sin2 .

2.4

Therefore, the sign ofdepends on the sign ofsin2k1θ−2k1sinθ. We have gθ 2k1cos2k1θ−cosθ −22k1sink1θsinkθ. 2.5

One can easily verify that the only root ofgin the intervalj−1π/k, jπ/kisθjπ/k 1. Moreover,gθ<0 for anyθ < θandgθ>0 for anyθ > θ. Therefore, the functiong

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is decreasing on the intervalj−1π/k, θand increasing onθ, jπ/k. Asgj−1π/k

−2ksinj−1π/k ≤ 0 andgjπ/k −2ksinjπ/k ≤ 0, it results that < 0 for any θ∈j−1π/k, jπ/k.

Hence, the functionhis strictly decreasing on the intervalj−1π/k, jπ/k. Hence, the equationsa,kθ 0 has a single rootθja,kin the intervalj−1π/k, jπ/k. Moreover, as h2j−1π/2k1 1,hjπ/k1 0 anda∈0,1, we obtain that this single rootθa,kj belongs to the interval2j−1π/2k1, jπ/k1.

Moreover, forj∈ {0,1, . . . , k}we have

sa,k

k1

−asin jkπ

k1

−asin

k1

a−1jsin

k1

. 2.6

Sincesa,khas constant sign on the intervalθja,k, θj1a,kandθja,k < jπ/k1< θj1a,k, it follows that, for anyθ∈θja,k, θa,kj1, we have

signsa,kθ sign sa,k

k1

sign a−1jsin

k1

−1j. 2.7

Lemma 2.2. Letk∈Nanda∈0,1. The functionca,khas exactlyk2 roots in the interval0, π, namely

iϕ0a,k0 is a root;

iiif k1, then there is one root ϕja,k in every interval θa,kj , jπ/k 1 ⊂ j − 1π/k, jπ/k,j ∈ {1,2, . . . , k};

iiiϕk1a,k πis a root.

Moreover, the function−1jca,kθis strictly decreasing on the intervalϕja,k, ϕj1a,k,j∈ {0,1, ..., k}, and

ca,k

θja,k

−1j

1a2−2acosθa,kj ∀j∈ {0,1, . . . , k1}. 2.8

Proof. The first part of the proof is similar to the proof ofLemma 2.1. Sinceca,k θ −k 1sink1θaksinkθ, the equationca,kθ 0 becomes

ak

k1, 2.9

wherehis the function defined in the proof ofLemma 2.1. We have shown thathis strictly decreasing on the interval j−1π/k, jπ/k; hence, the equation ca,kθ 0 has a single root on the intervalj −1π/k, jπ/k. Moreover, as a,kj a,hjπ/k 1 0 and ak/k1∈0, a, we obtain that this single rootϕja,kbelongs to the intervalθa,kj , jπ/k1.

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Moreover, forj∈ {0,1, . . . , k}we have

ca,k

k1

aksin jkπ

k1

aksin

k1

ak−1j1sin

k1

. 2.10

Sinceca,k has constant sign on the intervalϕja,k, ϕj1a,kandϕja,k < jπ/k1< ϕj1a,k, it follows that, for anyθ∈ϕja,k, ϕj1a,k, we have

sign ca,kθ

sign ca,k

k1

sign ak−1j1sin

k1

−1j1, 2.11

and hence, the function−1jca,kθis strictly decreasing on the intervalϕja,k, ϕj1a,k.

Fromca,kθ2sa,kθ2 1a2−2acosθ, we easily obtain thatca,kθa,kj 2 1a2− 2acosθa,kj . We also observe thatca,kθ2sa,kθ2is strictly increasing on0, π, and hence,

ca,kθca,kθ sa,kθsa,kθ>0 ∀θ∈0, π. 2.12

It follows that ca,kθa,kj ca,k θja,k > 0. Since θa,kj ∈ ϕj−1a,k, ϕja,k for any j ∈ {1,2, . . . , k 1} and −1j−1ca,kθ is strictly decreasing on the interval ϕj−1a,k, ϕja,k, we obtain that

−1j−1ca,kθa,kj < 0, and hence, −1jca,kθja,k > 0. Taking into account that ca,kθa,kj 2 1a2−2acosθa,kj , it follows thatca,kθja,k −1j

1a2−2acosθja,k. Remark 2.3. Properties of the curveΓdefined by2.2:

awe can easily see that

|uθ|2ca,kθ2sa,kθ21a2−2acosθ 2.13

and hence,|uθ|is strictly decreasing on the interval−π,0and increasing on the interval0, π. The curve piecesΓ|−π,0andΓ|0,πare, therefore, simple curves;

bmoreover

d

tan

arguθ

d

sa,kθ ca,kθ

k

1a2−2acosθ

1−acosθ

ca,kθ2 >0. 2.14

Therefore, asθincreases from−πtoπ, the corresponding pointfrom the curve Γmoves anticlockwise around the origin;

cthe curve piecesΓ|−π,0andΓ|0,πare symmetrical with respect to the real axis, that is,∈Γ|0,πif and only ifuθ u−θ∈Γ|−π,0;

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dthe curveΓintersects the real axis at the points

u θja,k

ca,k θja,k

−1j

1a2−2acosθa,kj , j∈ {0,1, . . . , k1}, 2.15

which are at the same time the intersection points of the curve piecesΓ|−π,0and Γ|0,π.

In what follows, we will consider the following curve pieces:

Γja,k Γ|−θj

a,k,−θj−1a,k∪θa,kj−1ja,k, j ∈ {1,2, . . . , k1}. 2.16 Based on the previous remarks, one can easily see that these are closed curves.

For everyj ∈ {1,2, . . . , k1}, letΔja,k denote the domainopen and connected set, containing the originof the complex plane inclosed by the curveΓja,k.

Remark 2.4. For the curvesΓja,kand the inclosed domainsΔja,k, the following properties hold:

a Γja,k∩Γj1a,k {ca,kθa,kj }for anyj∈ {1,2, . . . , k},

b∂Δja,k Γja,kfor anyj ∈ {1,2, . . . , k1}here,∂Sdenotes the boundary of the setS;

c Δ1a,k⊂Δ2a,k ⊂ · · · ⊂Δk1a,k.

Using all these preliminary notations and results, the following proposition is obtained.

Proposition 2.5. Considering the polynomialPλz zkz−aλ,λ∈C, the following hold.

aIfλ∈Δ1a,k, then all roots of the polynomialPλzare inside the unit circle.

bIfλ∈Δja,kj−1a,k(withj∈ {2,3, . . . , k1}), then the polynomialPλzhas exactlykj2 roots inside the unit circle andj1 roots outside the unit circle.

cIfλ∈C\Δk1a,k, then all roots of the polynomialPλzare outside the unit circle.

dIfλ∈Γja,k\ {ca,kθa,kj−1, ca,kθja,k}(withj ∈ {1,2, . . . , k1}), then the polynomialPλz has exactly one simple root on the unit circle,kj1 roots inside the unit circle andj−1 roots outside the unit circle.

eIfλca,kθa,kj ,j ∈ {1,2, . . . , k}, then the polynomialPλzhas exactly two simple roots on the unit circle,kjroots inside the unit circle, andj1 roots outside the unit circle.

fIfλca,kθa,k0 1−a, then the polynomialPλzhas the simple rootz1 on the unit circle andkroots inside the unit circle.

gIfλca,kθa,kk1 −1k11a, then the polynomialPλzhas the simple rootz−1 on the unit circle andkroots outside the unit circle.

Here,Sdenotes the closure of the setS.

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Proof. The polynomialPλzhas a rootze,θ∈−π, πon the unit circle if and only if

λeikθ

ea

ca,kθ isa,kθ, 2.17

that is, if and only ifλ∈Γ.

Furthermore, due to the properties of the curve Γ stated in Remark 2.3, we easily obtain that the polynomial Pλz has a unique root on the unit circle if and only if λ ∈ Γ\ {ca,kθ1a,k, ca,kθ2a,k, . . . , ca,kθa,kk }. We also obtain that ifλ ca,kθja,k,j ∈ {1,2, . . . , k}, then the polynomialPλzhas exactly two roots on the unit circle, namely, z eja,k and ze−iθja,k.

Moreover, if the polynomialPλzhas a root on the unit circle, then this root is simple.

Indeed, assuming that there existsθ∈−π, πsuch thatzeis a root ofPλzandPλz k1zkakzk−10, we obtain thatsa,kθ ca,kθ 0. But we can easily see that

sa,kθ2ca,kθ2 k12a2k2−2akk1cosθ≥k12a2k2−2akk1 k1−ak2>0,

2.18

and hence, a contradiction is obtained.

To provea, we will use the argument principle for the investigation of the roots of the polynomialPλz zkz−aλ. In other words, we will study the increase of the argument ofPλzalong the unit circle. Consider the function

Gθ, λ Pλ

e

eikθ

ea

λuθλ, 2.19

whereuθ ca,kθ isa,kθ. We will estimate the increase of the argument ofGθ, λasθ increases from−πtoπ.

FromRemark 2.3, we know that|uθ|is strictly decreasing on the interval−π,0and increasing on the interval0, π, and asθ increases from−π toπ, the corresponding point moves anticlockwise around the origin. Moreover,Remark 2.3provides that the locus of intersects the real axis 2k1times asθincreases on the interval−π, π. Hence, the increase of the argument ofasθincreases from−πtoπis 2k1πseeFigure 1.

The locus ofGθ, λis obtained by the translation of the locus ofby the vector

−Reλ,−Imλ. Ifλlies inside the domainΔ1a,k, then the increase of the argument ofGθ, λ is the same as the increase of the argument of uθ, that is, it is equal to 2k1π. The argument principle provides that all the roots of the polynomial Pλz are inside the unit circle, andais proved.

Letj ∈ {1,2, . . . , k1}. The next step of the proof is to show that when the complex parameterλ λ12 leaves the domainΔja,k by crossing its boundaryΓja,k at a valueλ ca,kθisa,kθ, withθ∈−θja,k,−θa,kj−1∪θj−1a,k, θja,k, the rootzzλof the polynomialPλz, which is equal toewhenλλ, crosses the unit circle.

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0.5 1 1.5 0.5

1 1.5

−0.5

−1

−1.5

−0.5

−1

1.5 Im

Re

Figure 1: The curveΓdefined by2.2fork 3 anda 2/3. The blue part represents the curve piece Γ|−π,0and the red part represents the curve pieceΓ|0,π.

In the following computations, we rely on the fact that the roots of the polynomial Pλzwhich lie on the unit circle are simple.

Aszk1azkλ12andzk1azkλ12, differentiating with respect toλ1and then with respect toλ2, we obtain

∂z

∂λ1 1

Pλz; ∂z

∂λ1 1

Pλz; ∂z

∂λ2 i

Pλz; ∂z

∂λ2 −i

Pλz. 2.20

Now we can evaluate that

∂|z|2

∂λ1 z∂z

∂λ1 z∂z

∂λ1 z

Pλz z

Pλz 2 Re

zPλz Pλz2 ,

∂|z|2

∂λ2 z∂z

∂λ2 z∂z

∂λ2 −iz Pλz iz

Pλz 2Im

zPλz Pλz2 .

2.21

Given the positive parametrization of the curveΓ, we obtain thatTθ ca,k θ isa,kθ is tangent toΓja,k at the pointλ ca,kθ isa,kθin the counterclockwise direction. Hence, Nθ sa,kθ−ica,kθis an outward-pointing normal vector toΓja,kat the pointλca,kθ isa,kθ.

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We compute the directional derivative of|z|2atλ ca,kθ isa,kθin the direction ww1iw2|w|1as

w|z|2λ w1∂|z|2

∂λ1 λ w2∂|z|2

∂λ2 λ w1

2 Re ePλ

e Pλ

e2 w2

2Im ePλ

e Pλ

e2 2

w1sa,kθ−w2ca,kθ Pλ

e2

2 Rew·

Pλ e2

2|Nθ|cosw, Nθ

Pλ

e2 .

2.22

Whenλcrosses the curveΓja,kthrough the pointλ, from the inside of the domainΔja,kto the outside, in the directionw, we have cosw, Nθ>0, and hence,

w|z|2λ>0, 2.23

that is, |zλ| increases and the root crosses the unit circle. This, together with the continuous dependence of the roots of the polynomialPλzon the parameterλ, guarantees the validity of the statementsb–gand completes the proof.

3. Stability Results

3.1. Characterization of the Stability Domain

Based on the results presented in the previous section and the characteristic equation1.6, the following main result is obtained.

Proposition 3.1. The null solution of system 1.1 is asymptotically stable if and only if all eigenvalues of matrixBbelong to the domainΔ1a,k of the complex plane inclosed by the closed curve Γ1a,kgiven by the parametric equation

Γ1a,k : uθ ca,kθ isa,kθ, θ

−θ1a,k, θa,k1

. 3.1

We know fromLemma 2.2that the functionca,k is strictly decreasing on the interval 0, θ1a,k⊂0, ϕ1a,k, and hence, invertible, allowing us to state the following remark.

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Remark 3.2. The domainΔ1a,k can be expressed as

Δ1a,k

λ∈C : ca,k θ1a,k

<Reλ<1−a ,|Imλ|< ha,kReλ

, 3.2

whereha,k sa,kca,k−1 andca,k−1 denotes the inverse of the restriction ofca,k to the interval 0, θ1a,k.

3.2. Dependence of the Stability Domain on the Delay

Proposition 3.3. As the delaykincreases, the stability domain becomes smaller, that is, the domains Δ1a,ksatisfy

Δ1a,k1⊂Δ1a,k for anyk∈N. 3.3

IfD0,1−adenotes the open disk of the complex plane, centered at the origin, of radius 1a, one has

k0

Δ1a,k D0,1−a. 3.4

Proof. Letk∈N. Based onRemark 3.2, the proof of the fact thatΔ1a,k1 ⊂Δ1a,kwill consist of the following steps.

Step 1. We will prove thatca,kθ1a,k < ca,k1θ1a,k1. Sinceca,kθ1a,k

1a2−2acosθ1a,k, this reduces to show thatθ1a,k1< θ1a,k.

Indeed, assuming the contrary that is, θ1a,k < θa,k11 and taking into account that sa,k1θ > 0 for anyθ ∈ 0, θ1a,k1, it follows thatsa,k1θ1a,k > 0. On the other hand, we can easily see that

sa,k1θ sink2θ−asink1θsa,kθcosθca,kθsinθ 3.5

and hence,

sa,k1 θ1a,k

ca,k θa,k1

sinθ1a,k<0. 3.6

So the assumption is contradicted. Therefore, it follows thatca,kθ1a,k< ca,k1θa,k11 .

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Step 2. We will prove thatha,k1t< ha,ktfor anyt∈ca,k1θa,k11 ,1−a. Since

ca,kθ2sa,kθ21a2−2acosθ, 3.7

makingθc−1a,kt, it follows that

ha,kt21a2t2−2acosc−1a,kt. 3.8

Therefore, in order to prove thatha,k1t < ha,kt, it is sufficient to prove that c−1a,k1t <

c−1a,ktfor anyt∈ca,k1θa,k11 ,1−a. Sinceca,kis decreasing on0, θ1a,k, this is equivalent to show thatca,k1θ< ca,kθfor anyθ∈0, θa,k11 . Indeed, for anyθ∈0, θa,k11 we have

ca,k1θ cosk2θ−acosk1θca,kθcosθsa,kθsinθ < ca,kθ. 3.9

Finally, we will prove that

k0Δ1a,kD0,1−a.

We remark that D0,1−a ⊂ Δ1a,k, for any k ∈ N. Indeed, it is easy to see that if λ∂Δ1a,k Γ1a,k, there existsθ ∈ −θ1a,k, θa,k1 such that λ ca,kθ isa,kθ, and hence,

|λ|√

1a2−2acosθ≥1−a. Thereforeλ /D0,1−aand it follows thatD0,1−a⊂Δ1a,k. We obtain thatD0,1−a

k0Δ1a,k. On the other hand, ifλ

k0Δ1a,k, then it follows fromRemark 3.2that

ca,k θ1a,k

<Reλ<1−a, |Imλ|< ha,kReλ ∀k∈N. 3.10

From the first inequality, since c−1a,k is decreasing see Lemma 2.2, it follows that 0 <

c−1a,kReλ< θa,k1 . From the second inequality, we obtain

|λ|2Reλ2Imλ2< Reλ2ha,kReλ21a2−2acos

c−1a,kReλ

<1a2−2acosθ1a,k,

3.11

and hence

|λ|<

1a2−2acosθ1a,k ∀k∈N. 3.12

FromLemma 2.1we know that 0 < θ1a,k < π/k1, and hence, limk→ ∞θ1a,k 0. Passing to the limit whenk → ∞in the previous inequality, we obtain that|λ|< 1−a, and therefore, λD0,1−a. It results that

k0Δ1a,kD0,1−aand the proof is complete.

The results presented inProposition 3.3are exemplified inFigure 2.

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0.2 0.2

0.4

0.2

0.4

0.6

0.8

1

0.2

0.4 Im

Re

Figure 2: The stability domains fora2/3 andk∈ {1,2, . . . ,8}. We haveΔ1a,8⊂Δ1a,7⊂ · · · ⊂Δ1a,2⊂Δ1a,1.

3.3. Some Particular Cases

Corollary 3.4. If all the eigenvalues of the matrix B are real, then the null solution of system 1.1 is asymptotically stable if and only if all eigenvalues of matrix B belong to the interval

1a2−2acosθ1a,k,1−a.

For example, the previous corollary covers the case whenB is a symmetric matrix.

In particular, for the 1-dimensional case p 1 we obtain the result of Kuruklis6and Papanicolaou7, whena ∈ 0,1. For the 2-dimensional case p 2, if the matrixBhas two real eigenvalues, then we obtain the result of Matsunaga5, whena ∈ 0,1. On the other hand, if the matrixB∈R2×2has two complex eigenvalues, then we obtain the following simple formulation.

Corollary 3.5. In the case of a 2-dimensional system of the form1.1, where the matrixBhas two complex conjugated eigenvaluesλ1,2 β1±2, the null solution is asymptotically stable if and only if

1a2−2acosθ1a,k< β1 <1−a, β2< ha,k β1

, 3.13

whereha,ksa,kc−1a,kandca,k−1 denotes the inverse of the restriction ofca,kto the interval0, θa,k1 .

4. Conclusions and Future Directions

In this paper, we have characterized the stability domain of the null solution of the linear delay difference system 1.1, in terms of the eigenvalues of the matrix B. We have also studied the dependence of the stability domain on the delay, showing that the stability domain becomes smaller as the delay increases. These results have potential applications

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in the stability analysis of many nonlinear discrete-time dynamical systems arising from practical problems, such as discrete-time Hopfield neural networks. Investigating the bifurcations occurring in such nonlinear dynamical systems at the boundary of the stability domain may constitute a direction for future research.

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