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Mathematical Models in Electrical Circuits:

Theory and Applications


Mathematics and Its Applications

Managing Editor:

M. HAZEWINKEL
Centre/or Mathematics and Computer Science, Amsterdam, The Netherlands

Editorial Board:

F. CALOGERO, Universitii degli Studi di Roma, Italy


Yu. 1. MAN IN, Steklov Institute 0/ Mathematics, Moscow, U.S.S.R.
M. NIVAT, Universite de Paris VII, Paris, France
A. H. G. RINNOOY KAN, Erasmus University, Rotterdam, The Netherlands
G.-c. ROTA, M.I.T., Cambridge, Mass., U.S.A.

Volume 66
Mathematical Models in
Electrical Circuits:
Theory and Applications

by

C. A. Marinov and
P. Neittaanmliki
Department of Mathematics.
University of Jyvăsky/ă.
Jyvăsky/ă. Fin/and

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.


Library ofCongress Cataloging-in-Publication Data

Martnev, C. A. ICerneltu A.l, 1947-


Mathematlcai models 1n electrlcal Clrcults theory and
appl1catlonS! by C.A. MarTnov and P. Ne'ttaanm~kl.
p. cm. -- (Mathematlcs ~nd as appllcatlOns ; v. 66)
Inclulles blbllographlcal references (p. ) and ,ndex,
ISBN 978-94-010-5521-5 ISBN 978-94-011-3440-8 (eBook)
DOI 10.1007/978-94-011-3440-8
1. Electrlc Clrcults--Mathemat1cal models. 1. Nelttaanmakl, P.
(Pekka) II. Tltle. III. Serles Mathematlcs and lts appllcatlons
(Kluwer AcademlC Publ1Shers) ; v.66.
TK454.M28 1991
621.319' 2' O11--dc20 91-25730

ISBN 978-94-010-5521-5

Printed an acid-free paper

All Rights Reserved


© 1991 Springer Science+Business Media Dordrecht
Original\y published by Kluwer Academic Publishers in 1991
Softcover reprint oftbe bardcover Ist edition 1991
No part of the material protected by this copyright notice may be reproduced or
utilized in any form or by any means, electronic or mechanical,
including photocopying, recording or by any information storage and
retrieval system, without wrillen permission from the copyright owner.
SERIES EDITOR'S PREFACE

'Et moi, .... si favait su comment en revenir, One service mathematics has rendered the
je n'y seTais point alle.' human race. It has put common sense back
Jules Verne where it belongs. on the topmost shelf next
to the dusty canister labelled 'discarded non-
The series is divergent; therefore we may be sense',
able to do something with it. Eric T. Bell
O. Heaviside

Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non-
linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for
other sciences.
Applying a simple rewriting rule to the quote on the right above one finds such statements as:
'One service topology has rendered mathematical physics .. .'; 'One scrvice logic has rendered com-
puter science .. .'; 'One service category theory has rendcred mathematics .. .'. All arguably true. And
all statements obtainable this way form part of the raison d'e"tre of this scries.
This series, Mathematics and Its Applications, started in 1977. Now that over one hundred
volumes have appeared it seems opportune to reexamine its scope. At the time I wrote
"Growing specialization and diversification have brought a host of monographs and
textbooks on increasingly specialized topics. However, the 'tree' of knowledge of
mathematics and related fields does not grow only by putting forth new branches. It
also happens, quite often in fact, that branches which were thought to be completely
disparate are suddenly seen to be related. Further, the kind and level of sophistication
of mathematics applied in various sciences has changed drastically in recent years:
measure theory is used (non-trivially) in regional and theoretical economics; algebraic
geometry interacts with physics; the Minkowsky lemma, coding theory and the structure
of water meet one another in packing and covering theory; quantum fields, crystal
defects and mathematical programming profit from homotopy theory; Lie algebras are
relevant to filtering; and prediction and electrical engineering can usc Stein spaces. And
in addition to this there are such new emerging subdisciplines as 'experimental
mathematics', 'CFD', 'completely integrable systems', 'chaos, synergetics and large-scale
order', which are almost impossible to fit into the existing classification schemes. They
draw upon widely dif%ferent sections of mathematics."
By and large, all this still applies today. It is still true that at first sight mathematics seems rather
fragmented and that to find, see, and exploit the deeper underlying interrelations more ef%fort is
needed and so are books that can help mathematicians and scientists do so. Accordingly MIA will
continue to try to make such books available.
If anything, the description I gave in 1977 is now an understatement. To the examples of
interaction areas one should add string theory where Riemann surfaces, algebraic geometry, modu-
lar functions, knots, quantum field theory, Kac-Moody algebras, monstrous moonshine (and more)
all come together. And to the examples of things which can be usefully applied let me add the topic
'finite geometry'; a combination of words which sounds like it might not even exist, let alone be
applicable. And yet it is being applied: to statistics via designs, to radar/ sonar detection arrays (via
finite projective planes), and to bus connections of VLSI chips (via dif%ference sets). There seems
to be no part of (so-<:alled pure) mathematics that is not in immediate danger of being applied.
And, accordingly, the applied mathematician needs to be aware of much morc. Besides analysis and
numerics, the traditional workhorses, he may need all kinds of combinatorics, algebra, probability,
and so on.
In addition, the applied scientist needs to cope increasingly with the nonlinear world and the
vi SERIES EDITOR'S PREFACE

extra mathematical sophistication that this requires. For that is where the rewards are. Linear
models are honest and a bit sad and depressing: proportional ef%forts and results. It is in the non-
linear world that infinitesimal inputs may result in macroscopic outputs (or vice versa). To apprcci-
ate what I am hinting at: if electronics were linear we would have no fun with transistors and com-
puters; we would have no TV; in fact you would not be reading these lines.
There is also no safety in ignoring such outlandish things as nonstandard analysis, superspace
and anticommuting integration, p-adic and ultrametric space. All three have applications in both
electrical engineering and physics. Once, complex numbers were equally outlandish, but they fre-
quently proved the shortest path between 'real' results. Similarly, the first two topics named have
already provided a number of 'wormhole' paths. There is no telling where all this is leading -
fortunately.
Thus the original scope of the series, which for various (sound) reasons now comprises five sub-
series: white (Japan), yellow (China), red (USSR), blue (Eastern Europe), and green (everything
else), still applies. It has been enlarged a bit to include books treating of the tools from one subdis-
cipline which are used in others. Thus the series still aims at books dealing with:
a central concept which plays an important role in several dif%ferent mathematical andlor
scientific specialization areas;
new applications of the results and ideas from one area of scientific endeavour into another;
inDuences which the results, problems and concepts of one field of enquiry have, and have had,
on the development of another.

To quote the authors: 'In any mathematical approach to a real world problem, the first step is to
establish an adequate and useful mathematical model'. Here 'adequate' and 'useful' means that once
these problems are understood (more or less completely) the solutions and techniques are indeed of
value in practice. That is indeed the case in the present instance: the modelling of electronic and
electrieal circuits, notably MOS circuits. Fortunately for the mathematicians, the mathematics
involved is nontrivial: and, fortunately for the engineers, techniques are far enough advanced to be
able to calculate and design in concrete situations.
Electrical and electronic engineering has an enviable reputation as an area in which the intui-
tions of engineers and the preciseness and exactness (and sometimes surprising insights) of
mathematics reinforce each other rather than fight each other. This book will do much to enhance
that reputation.

The shortest path between two truths in the Never lend books, for no one ever returns
real domain passes through the complex them; the only books I have in my library
domain. are books that other folk have lent me.
1. Hadamard Anatole France

La physique ne nous donne pas seulement The function of an expert is n01 10 be more
roceasion de resoudre des problemcs ... elle right than other people, but to be wrong for
nous fait pressentir la solution. more sophisticated reasons.
H. Poincare David Butler

Amsterdam, August 1991 Michiel Hazewinkel


Contents

SERIES EDITOR'S PREFACE v


Preface ................................................................. ix

I. Dissipative operators and differential equations on Banach


spaces .................................................................... 1
1.0. Introduction ............................................................ 1
1.1. Duality type functionals ................................................ 2
1.2. Dissipative operators .................................................. 11
1.3. Semigroups of linear operators ......................................... 14
1.4. Linear differential equations on Banach spaces .......................... 19
1.5. Nonlinear differential equations on Banach spaces ...................... 23

II. Lumped parameter approach of nonlinear networks with


transistors .............................................................. 34
2.0. Introduction ........................................................... 34
2.1. Mathematical model ................................................... 35
2.2. Dissipativity ........................................................... 40
2.3. DC equations .......................................................... 45
2.4. Dynamic behaviour .................................................... 47
2.5. An example ........................................................... 50

III. fP-solutions of countable infinite systems of equations and


applications to electrical circuits ..................................... 52
3.0. Introduction ........................................................... 52
3.1. Statement of the problem and preliminary results ...................... 55
3.2. Properties of continuous fP·solutions ................................... 59
3.3. Existence of continuous Cp·solutions for the qnasiautonomous case ...... 62
3.4. Truncation errors in linear case ........................................ 66
3.5. Applications to infinite circuits ......................................... 71

vii
V111 Contents

IV. Mixed-type circuits with distributed and lumped


parameters as correct models for integrated structures ............ 75
4.0. Why mixed-type circuits? .............................................. 75
4.1. Examples .............................................................. 77
4.2. Statement of the problem .............................................. SO
4.3. Existence and uniqueness for dynamic system .......................... S4
4.4. The steady state problem ........... . ........................... 92
4.5. Other qualitative results ............. . ........................... 94
4.6. Bibliographical comments. . . .................................. 96
V. Asymptotic behaviour of mixed-type circuits.
Delay time predicting ................ . ............................. 98
5.0. Introduction ........................................................... 9S
5.1. Remarks on delay time evaluation ...................................... 99
5.2. Asymptotic stability. Upper bound of delay time ...................... 103
5.3. A nonlinear mixed-type circuit ... . ......................... 110
5.4. Comments ............................................................ 116

VI. Numerical approximation of mixed models for


digital integrated circuits ............................................. 118
6.0. Introduction .......................................................... lIS
6.1. The mathematical model ........ . ............................... 119
6.2. Construction of the system of FE.\l-e(j\latiolls ......................... 121
6.2.1. Space discretizat.ion of reg-line's ........................... 121
6.2.2. FEM-equations of lines .......................................... 123
6.3. FEM-equations of the model ......................................... 125
6.4. Residual evaluations .................................................. 126
6.5. Steady state .......................................................... 129
6.6. The delay time and its a-priori upper b01lne! .......................... 129
6.7. Examples ............................................................. 129
6.8. Concluding remarks .................................................. 13S

Appendix I ............................................................ 140

List of symbols ......................... . . ....................... 145


Index .................................. . ....................... 147
References ............................................................ 151
Preface
In any mathematical approach to a real-world problem, the first step is to es-
tablish an adequate and useful mathematical model. This book comprises of the
authors research on mathematical models of electrical and electronic circuits. Es-
pecially, we describe applications of the theory of ordinary and partial differential
equations to electrical networks. Well-posedness theorems are proved and discussed
for nonlinear circuits with lumped parameters, the modelling of bipolar transistors,
as well as for linear networks with distributed parameters describing MOS circuits.
Special importance is given to the asymptotic behaviour of solutions, with results of
practical interest regarding to the operating speed (delay time) of digital integrated
circuits.
We have made a constant effort to make the book as self-contained as possible.
Of course, familiarity with basic facts in functional analysis, differential equations
and circuit theory is assumed.
The material of the book is organized as follows. Chapter I introduces the
reader to mathematical tools that are efficient in handling the obtained models.
Especially, we give a short introduction to the theory of dissipative (monotone)
operators. All circuit models presented in the following chapters lead to differen-
tial equations (for the dynamic process) or to time-independent equations (for the
steady state) implying a dissipative operator on Rn (for lumped parameter circuits
in Chapter II), on R.P (for "infinite" circuits in Chapter III) or on a space of the form
L2 X Rn (for mixed type circuits in Chapters IV, V and VI). Our goal is to prove
qualitative properties of these models: the existence and uniqueness of steady state
and dynamic solutions in a well precised sense (classical, distribution-type, weak),
their boundedness, stability and source dependent continuity. Lumped parameter
circuits with nonlinearly modelled bipolar transistors are studied in Chapter II.
Chapter III deals with circuits containing an infinite number of lumped parameters
where transistors are also present. The last three chapters treat a very large class
of circuits in which distributed parameter elements (modelled by degenerate Tele-
graph Equations) are connected with lumped resistive and capacitive clements. It is
an appropriate model ("mixed-type") for studying the influence of interconnections
on the global behavior of an integrated circuit with MOS transistors. The proof of
asymptotic stability implies an easily computable upper bound of the performance
parameter named "delay time", an expression of the speed of signal propagation
in the network and an essential quality parameter of digital integrated circuits.
(Otherwise, in Chapter II similar bounds were derived.) A numerical procedure to
solve mixed-type circuits based on finite elements is given in Chapter VI. Several
examples illustrate the method and verify the previously infered bound of delay
time.
Very often the mathematicians reproach engineers with the "intuitive" (not rig-
orous) character of their reasonings, while the engineers are displeased with "aca-

ix
x Preface

demic" (not realistic) problems on which the mathematicians work. Our book
proposes an armistice. On the one hand it uses efficient tools developed in func-
tional analysis, differential equations and numerical analysis to solve problems of
circuit theory. Conversly, to applied mathematicians, the book offers new models
derived from the engineering of integrated circuits, a field in full and fast progress.
We would like to express our graditude to Dr. V. Hara and Dr. A. Lehtonen for
their stimulating collaboration and to J-P. Santanen Ph.lic. for his help in prepa-
ration of this book. We wish to thank P. Kemppainen M.Sc. and A. Roikonen
M.Sc. for their skilful typing of the manuscript in 'lEX. We are also indebted to the
Academy of Finland, Research Council for Technology for their financial support.

Jyviiskyla, Finland C.A. Marinov


May, 1991 P. Neittaanmaki
Chapter I

Dissipative operators and


differential equations on Banach spaces

1.0. Introduction

If we consider the initial value problem

x'(t) = f(t, x(t)), x(O) = xo

on the real line, it is well known that one-sided bounds like

[f(t, x) - f(t, y)] (x - y) ~ w(x _ y)2

give much better information about the behaviour of solutions than the Lipschitz-
type estimates
If(t,x) - f(t,y)1 ~ Llx - yl ,
because w, unlike L, may be negative. This fact was extended to the case when,
for all t, the operator f(t,·) has the domain and range in a Hilbert space satisfying

(f(t,x) - f(t,y),x - y) ~ 0.

Such an operator has been called di~~ipative since the energy of the corresponding
system does not increase (Phillips [1957,1959]). However, there are several problems
in partial differential equations where it is more natural to consider Banach spaces
rather than Hilbert spaces. To simulate the inner product techniques on Banach
spaces the concept "semi-inner product" has been introduced and one has studied
operators which are dissipative with respect to such a semi-inner product (Lumer
and Phillips [1961]).
During the last thirty years the theory of dissipative operators in connection
with the theory of semigroups has been proved to be a fertile mathematical field.
Bn\zis [1973,1987], Goldstein [1970], Barbu [1976], Martin [1976], Pazy [1983] are
few of the more well-known textbooks of the domain. Let us note that many authors
prefer to call A monotone or accretive if -A is dissipative. Various applications
2 I Dissipative operators

in fluid mechanics, chemical processes, biology, medicine, ecology and in economics


encouraged the development of the theory.
In view of defining - in Section 1.2 - the dissipative operators on a Banach
space, Section 1.1 deals with properties of "duality-type" functionals, their relation
with duality operators and with norm subdifferentials and their concrete expressions
in LP and C spaces.
Section 1.3 proves the classical results of Hille-Yosida and Lumer-Phillips re-
garding the generation of semigroups, while Section 1.4 deals with linear and the
quasi autonomous Cauchy problem with generating semigroups terms.
Section 1.5 analyses the Cauchy problem with a nonlinear, dissipative and time
dependent operator whose domain is time-independent.

1.1. Duality type functionals

Let X be a Banach space over the field K (R or C) and let II . II be the norm
on X. Strong neighbourhoods of a point x E X are the open balls B(x,r) = {y E
X ; Ily - xii < r} for any r > o. The boundary and the closure of B(x,r) are
S(x,r) = 8B(x,r) = {y EX; Ily - xii = r} and B(x,r) = B(x,r) U S(x,r)
respectively.
The space X* of all linear continuous functionals on X is called the dual space
of X. The space X* is also Banach with respect to the norm

Ilfll =sup{lf(x)l; Ilxll ~ I}.


Beside the strong topology defined by the norm we shall also consider the weak
topology in X. This locally convex topology is given by the family of semi norms
{PJ(x) = If(x)1 ; f E X*}. We shall denote by ~ the convergence in this topology
("weak convergence").
On X* we shall consider also the weak*-topology (locally convex and sepa-
rate) given by the semi norms {Px(J) = If(x)1 ; x E X}. The corresponding
weak*-convergence will be denoted by ~.
Let us take x, y E X and B EjO, 1 [. The fact that for all h > 0 we have
Ilx + Bhyll = IIB(x + hy) + (1 - B)xll ~ Bllx + hY11 + (1- B)llxll
shows us that

-Ilyll ~ (Bh)-l (lix + Bhyll-Ilxll) ~ h- I (11x + hyll-Ilxll) ~ Ilyll·


As an immediate consequence we find

inf { Ilx + hY11 - Ilxll ; h>


h
o} = lim
h~O+
Ilx + h~1 - IIxH =: (x, y)+
1.1. Duality type functionals 3

and

sup { Ilx + hY11


h
- Ilxll . h <
'
o} -_h.:.r;;-
r IIx + hY11h - IIxll -_..(x, y) - .
We call "duality type functionals" the functions ( , )± : X x X ....... R . They
playa crucial role in this book. For convenience of future references we list several
elementary properties of these functionals. The proofs are rather straightforward
and can be found (except xi)) in Martin [1976, Lemma 5.6, Ch. 2].

Lemma 1.1. If (, )± is defined as above, then:


i) (x, y)+ = -(x, -y)_
ii) (X,YI+Y2)+S(X,Yl)++(X,Y2)+
iii) (X,YI +Y2)+ ~ (X,YI)+ + (X,Y2)_
iv) (X,YI +Y2)_ S (X,YI)+ + (X,Y2)_
v) (x, YI + Y2) _ ~ (x, yJ) _ + (x, Y2) _
vi) -IIYII S (x, y) _ ::; (x, y)+ ::; Ilyli
vii) i(x,y)±-(x,z)±i::;lly-zli
viii) (sx, ry) ± = r (x, Y)± for all r, s ~ 0
ix) (x,O'x)± = ReO'llxll for all 0' E K
x) (x,y + O'x)± = (x,y)± + Readlxll for all 0' E K
xi) For every E > 0 there exists h(E) > 0 such that

For each x E X we associate the sets

G(x) = {g E X* ; Ilgll = 1, g(x) = Ilxll}


and
F(x) = {J E X* ; f(x) = Iixl12 = IlfIl2}.
The operator F: X ....... P(X*) is called the duality mapping on X.
It is immediate that F(x) = IlxIlG(x) = {lIxll . f ; f E G(xn. The fact that
G(x) and F(x) are nonempty is a consequence of Hahn-Banach theorem. Also, it
is straightforward to see that G( x) is a convex set for all x =1= 0 while F( x) is convex
for all x EX.
A linear normed space X is called strictly convex if its unit sphere contains no
line segments, i.e. 11(1- t)x + tYIl < 1 for all t E ]0, I[ and x, Y E S(O, 1) with x =1= y.
4 I Dissipative operators

Proposition 1.1. If X is a Banach space and its dual X' is strictly convex, then
for all x -I- 0, G( x) consists of a single elemcnt.

Proof. Suppose, for contradiction, that there are h, fz E G( x), h -I- fz. By
convexity, (1 - t)h + tfz E G(x) c S(O,l). But S(O,l) does not contain line
segments. 0

Let us consider now thc sub differential of the norm at the point z E X defined
by
811 zl1 = {f E X' ; liz + xII
IIzll + Ref(x)
~ for all x EX}.
We have the following characterizations of 811zll:

Lemma 1.2.
811zl1 = {f E X'; (z,x)_ ::; Ref(x)::; (z,x)+ for all x E X}
= {f E X' ; Ref(x) ::; (z,x)+ for all x E X}.

Proof. If f E 811zll, x E X, and h > then °


- h- 1 (liz
- hxll -lIzll) ::; _h- 1 (lIzll + Ref (-hx) -lIzll) = Ref(x) =
= h- (lizil + Ref(hx) -lIzl!)::; h- 1 (liz + hxll-lIzlI)·
1

Consequently,
(z,x)_ ::; Ref(x)::; (z,x)+.
Conversely, suppose (z,x)_ ::; Ref(x) ::; (z,x)+ for all x E X. Taking h = 1 in
(z,x)+ ::; h- 1 (liz + hxll-lIzl!), it follows that
liz + xll-lIzll ~ (z,x)+ ~ Ref(x) for all x E X,
and hence f E 811zll. This establishes the first equality. If Ref(x) ::; (z,x)+ for all
x E X, then by i) of Lemma 1.1,
Ref(x) = -Ref(-x) ~ -(z,-x)+ = (z,x)_
and the final set equality is seen to be valid. o

Proposition 1.2. For every lEX' the following properties are equivalent:
i) Ref(x)::; IIxll for all x E X
ii) I/(x)l::; IIxll for all x E X.

Proof. The implication ii) =} i) is trivial.


If we put f(x) = If(x)le i8 then If(x)1 = f(x)e- i8 = f(e- i8 x) is a real positive
number. Hence,

o
Now we are able to prove the following important result:
1.1. Duality type functionals 5

Lemma 1.3. For every z E X, 811zl1 = G(z).

Proof. Suppose first that f E 811zll. By Lemma 1.2 and by parts i), vi) and ix) of
Lemma 1.1 it follows that

IIzll = (z,z)_ :::; Ref(z):::; (z,z)+ = IIzll


and
ReJ(x) :::; (z,x)+ :::; IIxll for all x E X.
Therefore ReJ(z) = IIzll and the preceding proposition gives IJ(x)1 :::; IIxll for all
x E X, i.e. J E G(z).
Now suppose J E G(z). If x E X then

ReJ(z+x):::; IIJ(z+x)lI:::; IIz+xll

and
liz + xil-lizil :::: ReJ(z + x) -llzll = ReJ(z) ;
i.e. J E811z11. o
The relation between the set G(z) and the numbers (z,y)± is of fundamental
importance here. We have

Theorem 1.1. Ifz,y E X and.\ is a real number such that (z,y)_ :::;.\:::; (z,y)+,
then there is J E G(z) such that ReJ(y) =.\. In particular,

{Ref(y); J E G(z)} = [(z,y)_,(z,y)+j.

Proof. Taking X as a real linear space, let us consider the linear subspace of X
spanned by z and y, that is,

D={az+/1y; a,/1ER}.
We assume y =1= az for any a E R, since otherwise the assertion is immediate. Let
us define the linear function 9 : D ...... Rby g(az + /1Y) = allzll + /1.\. If /1:::: 0 then

by Lemma 1.1, and if /1 < 0 then


6 I Dissipative operators

also by Lemma 1.1. Consequently, j3).. ::; (z, j3y)+ for all j3 E R and we obtain by
Lemma 1.1 that

g(az + f3y) = a/lz/l + f3>. S a/lz/l + (z,j3y)+ =


= (z,az + j3y)+ ::; /laz + j3yll.

By the Hahn-Banach theorem there is a linear function h : X I-t R such that


hex) ::; Ilxll for all x E X and hex) = g(x) for all xED. Clearly h is continuous
because Ih(x)1 ::; Ilxll (see Proposition 1.2). Let us define f : X I-t C by f(x) =
hex) - ih(ix). It is easy to show that f E X*. Because Ref(x) = hex) ::; IIxll for
all x E X, Proposition 1.2 gives If(x)1 ::; IIxll for every x EX. OIl the other hand,
Ref(z) = h(z) = g(z) = Ilz/l. Therefore, fez) = Ref(z) = IIzll such that Ilfll = 1
and f E G(z). Moreover, Ref(y) = hey) = g(y) = >., and the first result is proved.
Let us take f E G(z) i.e. by Lemma 1.3, f E 811z/l. Hence, Lemma 1.2 implies

(z,y)_ S Ref(y) ::; (z,y)+ for all y E X.

This fact, together with the first part of the theorem give the required set equality.
o

Lemma 1.4. Suppose w E R and x, y E X. Then the following statements are


equivalent:
i) There is f E F(x) such that Ref(y) ::; wllxll 2
ii) There is 9 E G(x) such that Reg(y) ::; wllxll
iii) (x, y)_ ::; wllxll
iv) (x, y - wx)_ sO
v) IIxll s 11(1+hw)x-hyll forallh>O
vi) IIxll (1 - >.w) ::; Ilx - >'y/l for all>' > O.
Proof. The equivalence of i) and ii) as well as iii) and iv) is immediate (see Lemma
1.1). If iv) is true then, Theorem 1.1 assures the existence of 9 E G(x) such that
Reg(y - wx) S 0 and ii) is proved. In the same manner we can see that ii) implies
iv).
To prove the equivalence of ii) and v) we shall take w = O. (The case w i- 0 will
be then proved by substituting y with y - wx.) Suppose first that v) is valid, i.e.
s
/lxll /Ix - hY11 for all h > o. Let us consider gh E G(x - hy) with which we obtain
/lx/l s /Ix - hy/l = gh(X - hy) = Regh(x) - hRegh(y) S
S IIxll- hRegh(Y)
from where
(1.1)
1.1. Duality type functionals 7

and

Hence,
(1.2)

Taking into account the weak'-compactness of B(O, 1) in X' (Alaoglu theorem,


w'
see Dunford and Schwartz [1958, p. 424]), we see that, on a subsequence, gh ..... g,
where IIgJJ ::; 1. From (1.2) we derive JJxll ::; Reg(x) ::; Jg(x)J ::; IIxJJ such that
Reg(x) = JJxJJ. Moreover g(x) = IIxJJ which implies IIgll = 1 i.e. 9 E G(x). Finally
from (1.1) we obtain Reg(y) ::; O.
Conversely, if ii) is valid, i.e. Re g(y) ::; 0, then

JJxJJ = g(x) = Reg(x - hy) + Reg(hy) ::; Reg(x - hy) ::; Jg(x - hy)J ::;
::; IIx - hYII for all h > 0,
such that v) holds.
Now, if vi) is true we can write

IIx - ,\yJJ - JJxll ::; -,\wJJxll = wJJxJJ


-,\ -,\

and letting ,\ ..... 0+ one obtains iii). Finally, if ii) is valid we have

IIxJJ = Reg(x) = Reg(x - ,\y) + Re (,\y) ::; JJx - ,\yJJ + ,\wJJxJJ


which is just vi).
D

Lemma 1.5. If w E R and x, y EX, then the following assertions are equivalent:
i) For all f E F(x), Ref(y) ::; wJJxJJ2
ii) For all 9 E G(x), Reg(y) ::; wJJxJJ
iii) (x, y)+ ::; wllxJJ
iv) (x, y - wx)+ ::; O.

Proof. The equivalence of i) and ii) is clear. Also, the equivalence of iii) and iv) is
derived from Lemma 1.1 x).
To prove that ii) is equivalent with iv), means to prove that Re g(y - wx) ::; 0
for all 9 E G(x) is equivalent with iv). But this follows directly from Theorem 1.1.
D

Let us consider now the following problem: when does (x,y)_ = (x,y)+ for all
x, y E X with x i= 0 ? Proposition 1.1 combined with Theorem 1.1 shows that this
fact holds if X' is strictly convex.
8 I Dissipative operators

For instance, if X is a Hilbert space with the inner product (, ), then

F(x) = {f E X' ; fey) = (x,y) for all y E X}

and Theorem 1.1 gives

Ilxll(x,y)- = Ilxll(x,y)+ = Re(x,y) for all x,y E X.

If we consider now a real Banach space with a strictly convex dual, by Theorem
1.1 we have a unique I E G(x) such that (x,y)_ = (x,y)+ = fey) for all X,y E X
and x =f- O. But this means exactly the Gateaux differentiability of the norm at
the point x =f- O. By Lemma 1.3, the Gateaux derivative f of the norm is just its
sub differential. Also, we observe that the norm is never Gateaux differentiable at
x = 0 because
(O,y)_ =f- (O,y)+ for all y EX, Y =f- O.

Now we shall compute the duality functionals for some spaces appearing in our
applications.
To begin with, if Y is a compact space, let us consider the Banach space

C(Y; Rn) = {f : Y f-> Rn with continuous fi components}

with the usual "supremum" norm

IIfll = l~'~n
max max Ifi(x)l·
xEY

The following lemma is an extension of a theorem of Sato [1968] with a simpler


proof (see Marinov, Neittaanmiiki [1988]).

Lemma 1.6. For I, g E C(Y; Rn), f =f- 0, it holds

(f,g)+ = sup gp(x) sgn Ip(x)


(p;x)EM(f)

where
M(f)={(P,x);PEl,n, ,xEY, IIp(x)I=IIIII}·
Proof. Let {Ed k with Ek --+ 0+ for k --+ 00. For every pair (k, i) of indices we
choose Xk,i E Y such that
1.1. Duality type functionals 9

Consequently,
IIf + Ek911 = l:::;.:::;n
max Ifi(xk,i) + Ek9i(xk,i)1 =
(1.3)
= Ijp(xk,p) + Ek9p(xk,p)l,
\Ve choose from {xk,ph a convergent subsequence (keeping the same notation)
{xk,ph, such that Xk,p -+ Xp, for k -+ 00. By (1.3), (p,xp) E M(f). On the other
hand, it is easy to see that there exists an index N such that for k > N we have
sgn [Jp(Xk,p) + Ek9p(Xk,p)] = sgn fp(Xk,p) = sgn fp(xp). Hence, taking also into
account the relation (1.3) we obtain for k > N:

Ilf + Ek911 - IIfll < Ijp(xk,p) + Ek9p(xk,p)1 - Ifp(xk,p)1 =


Ek Ek
= 9p(Xk,p) sgn fp(xp).

From here we find

In order to prove the converse inequality, we take (p,xp) E M(f) and we observe
that
[I + E9p (X p) [- 1
Ilf + E911 - Ilfll ?: If (x )1 fp(xp)
E P P E

. . ~(~)
Due to the fact that the right hand Side tends to Ifp(xp)1 fp(xp) when E tends to
0+, the inequality follows. D

The following two lemmas are slight extensions for complex valued functions of
the results of Sato [1968].
Let Y be a normed space on which a a-algebra and a measure m are defined
and let LP be the set of measurable complex functions h defined on Y for which

Lemma 1.7. For f,9 ELI,

(f,9)+ = r 191 dm + }Y-Yo


}Yo
r If IRe _f9 dm
where Yo = {x E Y; f(x) = oJ.
10 I Dissipative operators

Proof. We have

(f ,g) + -- I·1m Iy If + cgl dm - Iy If Idm


£-0+ e
= lim cjYo Igl dm + Iy- yo If + cgl dm - Iy-yo If Idm
~-o+ e

= 1 Igi
Yo
dm + lim
.-0+ V-Yo
1 If I
11+cB.l-l
c
f dm.

But,

If(x)1
11 + c RXl 1- 1 :::; Ig(x)1
g(x)

c
and
. 1+ c ffitl-
hm
1 1
= Re
g(x)
f( )' for every x E Y - Yo .
• -0+ c X

Then, by Lebesgue's Dominated Convergence theorem we have the result.

Lemma 1.8. For any p, 1 < p < 00, and f, 9 E LP, f i- 0

(f,g)+ = IIfl~P-l i-yo IfIPReydm,


where Yo = {x EY j f(x) = O}.
Proof. The right side of the above equality is linear in 9 and, by Holder's inequality,
is majorized by Ilgll in the absolute value. Since (f, g)+ is also continuous in 9 (see
Lemma 1.1 vii», it suffices to prove the result for dense g's. Hence we suppose that
there are positive constants c and h such that Ig(x)1 :::; con Y and g(x) = 0 on the
set Y1 of points x where 0 < If(x)1 < h. Let Y2 = {x E Y j If(x)1 :2: h}. We have,
for all c > 0

r If + cglPdm
h
= cP r IglP dm + l~[ IflPdm + l~r If + cglPdm.
l~
But
[ If + cgl
ly,
Pdm = r IfIP (1 + 2cFr + c 1F12); dm
ly,
2 ,

where F = 9/ f and Fr = Re F. Since on Y2 we have Fr :::; IFI :::; c/ hand


1.2. Dissipative operators 11

it holds

r If + cgl
lY2
P dm = r Ifl [1 + ~2 (2cFr + c21F12) + o(c)] dm =
lY2
P

= r Ifl (1 + cpFr + o(c)) dm.


P
lY 2

It follows that

+ cgll -lIfll) =
r.
c- 1 (llf

[l Ifl dm + cp l (l Ifl dm
1 1

= c- 1 P
UY
2 Frlfl P dm + o(c))' - c- 1 P

But (fy, UY2 Frlfl P dm)/llfll P :5 i such that


1 +c (Iv; uV; Frlfl P dm) IlIfll P + o(c) - 1
c- 1 (llf + cgll - Ilfll) = IIfll 1 2 c

from where we obtain the desired result. o

1.2. Dissipative operators

Let us consider A: 'D(A) ....... X, 'D(A) C X, with its "range", R(A) = {Ax; x E
'D(A)}.
If w E R, A is said to be w-di33ipative iffor all x, y E 'D(A), any of the following
equivalent properties (see Lemma 1.4) are valid:
Dl. There is f E F(x - y) such that

D2. There is 9 E G(x - y) such that

Reg (Ax - Ay) :5 wllx - yll.

D3. (x - y, Ax - Ay)_ :5 wllx - yll.


D4. (x - y,Ax - Ay -w(x - y)}_ :5 o.
D5. IIx - yll :5 11(1 + hw)(x - y) - h(Ax - Ay)1I for all h > o.
D6. IIx - yll(l - AW) :5 IIx - y - A(Ax - Ay)1I for all A > o.
12 I Dissipative operators

The operator A will be called dissipative if it is O-dissipative, and strongly dis-


sipative if it is w-dissipative, where w < o.
A is called accretive (monotone, if X is a Hilbert space) if -A is dissipative.
Let us observe that, by the definition D4, w-dissipativity of A means exactly
the dissipativity of A - wI, where I is the identity operator on X.
A is said to be totally w-dissipative if for all x, y E V(A), any of the following
equivalent properties (see Lemma 1.5) are valid:
D7. ForallfEF(x-y), Ref(Ax-Ay)::::;wllx-yIl2.
DB. For all g E G(x - y), Reg(Ax - Ay) ::::; wllx - YII.
D9. (x - y,Ax - Ay)+ ::::; wllx - YII.
DIO. (x-y,Ax-Ay-w(x-y»)+ ~O.
If we call A totally dissipative when it is totally O-dissipative, then by DlO,
total w-dissipativity of A is equivalent with total dissipativity of A - wI. Also, by
Lemma 1.1 vi) it is clear that total w-dissipativity implies the w-dissipativity of A.
A is said to be "m"-dissipative if A is dissipative and there is a > 0 such that
n(I - aA) = X. Similarly, we introduce the notions of "m"-total dissipativity and
"m" -accretivity.

Proposition 1.3. If A is dissipative then, for all a > 0, (I - aA)-l is well defined
and it is a contraction on nCI - aA).

Proof. If we denote B = I - aA, then the dissipativity of A implies (see DS)

IIx - yll : : ; IIEx - Eyll for all x, y E V(A) (1.4)

that is the injectivity of B and the contractivity of B- 1 • o

Lemma 1.9. A is ''m''-dissipativeifand only if A is dissipative and n(I-erA) = X


for all a> O.

Proof. Actually we have to prove that n(I - A) = X implies n(I - aA) = X for
all a > 0 with condition

II(I - A)-l x - (I - A)-l y ll ~ IIx - yll for all x, y E X, (1.5)

(see (1.4».
Take an arbitrary vEX. We must show that there is U E V(A) such that
v = u - aAu, or equivalently
1.2. Dissipative operators 13

Define T : X 1-+ "D(A), by

Then (1.5) implies that T is Lipschitz continuous with Lipschitz constant


la- l - 11. Therefore, for each a > 1/2, la- l - 11 < 1 so T has a fixed point.
Thus we have proved the result for each a > 1/2. Since aA is also dissipative (for
any a > 0), we can apply the previous result to aA, a 2 A, . .. , an A, ...
In other words, we have proved that R(I - A) = X implies

1
R(I - an A) = X, for all n E N and a > 2'

from which we easily derive (see Oharu [1966, p. 1150]) the desired result. 0

The dissipative operator A is srud to be maximal dissipative if whenever Xo, Yo E


X satisfies
(x - Xo, Ax - yo)- :s: 0 for all x E "D(A),
we obtain Xo E "D(A) and Yo = Axo.

Proposition 1.4. If A is "m"-dissipative then A is maximal dissipative.

Proof. Assume by contradiction that there exists Xo rt. "D(A) and yo E X such that

(x - Xo, Ax - Yo)- :s: 0 for all x E "D(A). (1.6)

Since R(aI - A) = X, there exists Xl E D(A) such that

(1.7)

Now we take in (1.6) x = Xl and following (1. 7) we obtrun

By Lemma 1.1 ix) we find Xo = Xl E "D(A) and from (1.7), Yo = AXl = Axo, that
is a contradiction. 0

The above proposition justifies the usage of notion hyper-maximal dissipative


operator instead of "m"-dissipative operator.
14 I Dissipative operators

1.3. Semigroups of linear operators


If X is a Banach space over K (R or C) and V(A) is a linear subspace of X, let
us consider A : V(A) >--+ X a linear (unbounded) operator. The re8o/vent 8et of A
IS
peA) ={). E C j R()'I - A) = X and
there exists the bounded operator (AI - A)-I}.

A Co-semigroup S on X is a family of linear bounded operators S = {Set) ; t E


[O,oo[} satisfying
i) S(t)S(s) = Set + s) for each t,s E [O,oo[
ii) S(O) = I
iii) S(·)x: [0,00[>--+ X is continuous for each x EX.
A Co-contraction semigroup S on X is a Co-semigroup such that for each t E
[0,00[, IIS(t)1I ~ l.
Let S be a Co-semigroup on X. The generator A of S is defined by the formula

Ax = lim S(t)x - x = d+ S(t)xl


1-0+ t dt 1=0

and the domain V(A) of A is the set of all x E X for which the above limit exists.

Lemma 1.10. Let Al and A2 generate contraction semigroups Sl and S2, re-
spectively, such that Sl(t)S2(S) = S2(S)SI(t) for all s,t E [0,00[. Then, for each
x E V(AJ) n V(A2)

Proof. As

Sl(t)X - S2(t)X = Jot d


ds (SI(tS)S2(t(1- s))x) ds

= [ SI(ts)S2(t(1- s))t(AIx - A 2x)ds,

the result follows. o

Lemma 1.11. Let S be a closed and densely defined linear operator on X, and
let 11 E peS). Then). E peS) if and only if I - (11 - ).)(IlI - S)-I has a bounded
inverse; in this case
1.3. Semigroups of linear operators 15

Proof. Suppose T =I - (J.l - >")(J.lI - S)-l has a bounded inverse. Then

(U - S)(J.lI - S)-IT- 1 = [(>.. - J.l)I + (J.lI - S)] (J.lI - S)-IT- 1 =


= [(>.. - J.l)(J.lI - S)-1 + I] T- 1 = I

and similarly,
(J.lI - S)-IT-I(>"I - S) = Ilv(s).
Thus>.. E p( S) and the desired equality holds.
The proof of the converse is equally easy.
Now, we are ready to prove the main result about linear semigroups.

Theorem 1.2. (Hille-Yosida) A is the generator of a Co-contraction semigroup if


and only if A is closed, densely defined, ]0, co[e peA) and II(U - A)-III ~ 1/>.. for
all>" > O.

Proof. A. Necessity.
For each x E D(A),

d+ S(t)x= lim S(t+h)-S(t)x= lim S(t)S(h)-I x = S(t)Ax =


dt h~O+ h h~O+ h
S(h) - I
= lim h~o+
h S(t)x = AS(t)x.

Thus S(t)(D(A)) e D(A) and

d+
dt S(t)x = AS(t)x = S(t)Ax , x E D(A). (1.8)

Also, if t > 0 we can similarly derive for x E D(A)

d-
djS(t)x = AS(t)x = S(t)Ax. (1.9)

Let us remark in passing that, (1.8) and (1.9) show that u(·) = SOx solves the
initial value problem
du
{ dt = Au(t) , t~0, (1.10)
u(O) = x
when A is the generator of S and x E D(A).
16 I Dissipative operators

Thus for each x E D(A), SOx E C I (l0, 00[; X) and

t d t
S(t)x - x = Jo dsS(s)xds = Jo AS(s)xds = Jo S(s)Axds.
t (1.11 )

Let x E X and set Xt = fot S(s)xds. Clearly lim rlXt = x and


t-O+

h-I(S(h)-I)xt=h- 1 t j t+h S(s)xds-h- I Jo[h S(s)xds


-> S(t)x - x (= AXt) as h -> 0+.

Thus Xt E D(A) and so D(A) = X. Moreover, we have shown

S(t)x - x = A it S(s)xds for all x E X. (1.12)

Let Xn E VeAl, such that Xn -> x, AX n -> f. Then

by (1.11). When n -> 00 we obtain

rl(S(t) - I)x = t- I l S(s)f ds -> f

as t -> 0+. Thus x E D(A) and Ax = f i.e. A is closed.


For each A > 0, {e- At Set) ; t E]O,oo[} is a Co-contraction semigroup with
generator A - AI. Applying (1.12) and (1.11) to this semi group gives

e-AtS(t)x - x = A - (AI) 1t e-A'S(s)xds, x E X

e- At S(t)x - x = 1t e->" S(s)(A - AI)x ds, x E D(A).

Now let t -> 00; the closedness of A and the Dominated Convergence theorem imply
foco e->"S(s)xds E D(A) and

x = (AI - A) 1 00
e-A'S(s)xds, xEX

x= 1 00
e->"S(s)(AI - A)xds, x E D(A).
1.3. Semi groups of linear operators 17

Thus ,\ E peA) and

(AI - A)-ly = L)O e->,sS(s)yds , y EX, ,\ > O. (1.13)

Moreover,
II(AI - A)-lyll ::; [YO e->'sIIS(s)11 ·llyll ds ::; Ilyil/'\.
This completes the proof of the necessity.
B. Sufficiency.
For ,\ > 0, set
A>. = '\A(AI - A)-l = ,\2 (AI - A)-l - AI.
This bounded operator is called Yo.~ida-appToximation of A. This is because,
lim A>.x = Ax for all x E D(A).
>.~oo

We have '\(AI - A)-l x - (AI - A)-l Ax = x, (AI - A)-l Ax --7 0 and so


'\('\I - A)-IX --7 X as ,\ --7 00, for all x E D(A) and hence for all x E D(A) = X.
Thus if x E D(A), A>.X = '\('\I - A)-lAx --7 Ax as ,\ --7 00.
Let us define the family of operators
{ etA, = lim (I-tA>./n)-n; tE[O,oo[}
n~oo

which is a Co-contraction semi group generated by A>..


By applying Lemma 1.10 with Al = A>., A2 = AI" we have
lIetA,x - etA"xll ::; tllA>.x - Al'xll --70
as '\, /l --> 00, for each x E D( A) (t fixed). Define
S(t)x = lim etA,x , x E D(A).
>'~oo

Clearly IIS(t)1I ::; 1, and the above equation holds for all x E X. Moreover
S(t)S(s) = Set + s), S(O) = I. Next, for x E D(A)
S(t)x - x = lim etA,x - x =
>'~oo

= lim
>.-+00
t esA'A>.xds = 10t S(s)Axds
10
(1.14)

by the bounded convergence theorem. Thus S(·)x is continuous on [0, oo[ for each
x E D(A) and hence for each x E X. Thus S is a Co-contraction semigroup.
Let B denote its generator. Then (1.14) implies B ::> A i.e. D(B) ::> D(A) and
Blv(A) = A. By the necessity part of the theorem, 1 E pCB); also 1 E peA). Hence
(I-B)-l = (I-A)-l since (I-B)-l ::> (I-A)-l and both are bounded operators.
If follows that B = A. This completes the proof. 0

Now, we give an alternative formulation of the Hille-Yosida theorem due to


Lumer and Phillips [1961J.
18 I Dissipative operators

Theorem 1.3. (Lumer-Phillips)


a) Suppose A generates a Co-contraction semigroup. Then
i) V(A) = X
ii) A is totally dissipative
iii) ]a,oo[e peA).
b) Conversely, if A satisfies
i') V(A) = X
ii') A is dissipative
iii') ]a,oo[ n peA) I- 0
then A generates a Co-contraction semigroup on X.

Proof.
a) By Theorem 1.2, i) and iii) hold. Let x E V(A). If 9 E G(x),
Reg (S(t)x - x) = Reg (S(t)x) -lIxll ~
~ Ig(S(t)x)I-lIxll ~ IIS(t)xll-lIxll ~ a.
If we divide by t and let t --> 0, ii) follows.

b) Let A > 0, a I- x E V(A). Then by definition D5 of dissipativity, Allxll ~


II (AI - A)xll· Thus, AI-A is injective and II(AI - A)-III ~ 1/ A on R(AI - A). A is
closed and hence R( AI - A) is closed. It remains to show that R( AI - A) = X, i.e.
A E peA) for each A > a. The result then follows as a consequence of the sufficiency
part of Theorem 1.2. By assumption iii'), there is some IL E]a,oo[ n peA). Also,
note that IIIL(ILI - A)-III ~ 1. If lad < IL then IIO:(ILI - A)-III ~ 10:1/ IL < 1 so that
I - O:(ILI - A)-I is invertible and its inverse is also bounded. By Lemma 1.11,
A E peA) if IA - ILl < 11, i.e. if a < A < 21L. Applying Lemma 1.11 again (with
31L/2 in place of IL) we get ]a,31l[e peA). Thus, the proof is ended by an induction
argument. 0

A Co-semigroup S is said to be differentiable if S(t)x E V(A), for all x E X and


t > 0, A being the generator of S. This definition becomes clear in the following
result:

Lemma 1.12. If the Co-semigroup S is differentiable, then


a) t t-+ S(t)x is continuously differentiable from ]0, oo[ into X.
d
b) dtS(t)x = AS(t)x for all t °
> and x EX.

Proof.
d+
-d S(t)x
t
= h-O+
lim h- I [S(h)S(t)x - S(t)x] = AS(t)x
104. Linear differential equations 19

and
d- S(t)x = lim S(Tlt - h)h- 1 [S(2- 1 t + h)x - S(Tlt)X] =
dt h-O+
= lim S(2- 1 t - h)h- 1 [S(h)S(2- 1 t)x - S(2- 1 t)x] =
h-O+
= S(Tlt)AS(Tlt)x = AS(t)x.
Moreover, if t ;::: 8 > a then S(8)x E V(A), AS(t)x = Set - 8)AS(8)x and it
follows that the map t f-+ AS( t)x is continuous from ]0, oo[ into X. 0

A Co-semigroup S generated by A is said to be analytic if S is differentiable


and there is a number N > 0 such that
tIlAS(t)11 ::; N for all t E]O, 1].
This definition is equivalent to the existence of a number a E]O, H such that
the semigroup S = {Set) ; t > O} has an analytic extension S = {Set) ; t E
C, 1 arg (t)1 < a} (see Butzer and Berens [1967, Proposition 1.1.11]).
A useful criterion, in the case when X is a complex Banach space, for operator
A to be a generator of an analytic semi group , is the following one (see Fattorini
[1983, Corollary 4.2.5]):

Lemma 1.13. Let A be a densely defined, "m"-dissipative linear operator on X,


such that for all x E V(A) there exist J E F(x), 15;::: 0 with
ReJ(Ax) ::; -151 ImJ(Ax)l·
Then A generates an aIJalytic Co-contraction semigroup. o

1.4. Linear differential equations on Banach spaces

Let us consider the Banach space X over the field K and A : V(A) C X f-+ X,
a linear operator on X.
\Ve consider in this section the existence and uniqueness of the solution for the
Cauchy problem in X:

{ ~~ = Au(t) + J(t) , t> 0


(1.15)
u(O) = Uo .

A function u E C1(]O, 00[; X) verifying u(t) E V(A) for all t > 0 such that (1.15)
holds, is said to be a classical solution of (1.15) or, simply, a solution.
A function u E C(]O, 00[; X) is called a strong solution of (1.15) if it is absolutely
continuous on every compact of ]0,00[, u(t) E V(A) and satisfies (1.15) a.e. on
]0,00[.
20 I Dissipative operators

Theorem 1.4. Let D(A) be a subspace of X such that D(A) = X and A : D(A) t-+
X be a linear I'm "-dissipative operator. Let also J E CI([O, 00[; X) and Uo E D(A).
Then, the Cauchy problem (1.15) has a unique classical solution.

Proof. Taking into account Proposition 1.3 we see that the "m"-dissipativityof
A implies )O,oo[e peA). Then by Theorem 1.3 b), A generates a Co-contraction
semigroup denoted by Set). If u is a solution, then
d
ds (S(t - s)u(s)) = Set - s)J(s)

and we obtain
u(t) = S(t)uo+ 1'S(t-S)J(S)dS. (1.16)

This suggests that we seek a solution of the form (1.16).


Let
v(t) = [S(t-s)J(S)ds.

Clearly u E CI([O, 00[; X) iff v E CI([O, 00[; X), in which case u'(t) = AS(t)uo +
v'et). This means that (1.15) holds iff
v'et) = Av(t) + J(t). (1.17)

Recall that for all x EX, J: S(t)x dt E D(A) and

A lb S(t)x dt = S(b)x - S(a)x .

Then

vet) =[ Set - s) [J(O) + 1" f'(r)dr] ds =

= 1'S(t-S)J(O)ds+ 1'[S(t-s)J'(r)dSdr= (1.18)

= l' S(a)J(O)da + l' 1'-r S(a)J'(r)dadr E D(A) .

Also v E C I ([0,00[; X) and

d
v'et) = dt 10t S(a)J(t - a)da =

= S(t)J(O) + l' S(a)f'(t - a)da = (1.19)

= S(t)J(O) + l' Set - s)J'(s)ds.


1.4. Linear differential equations 21

Otherwise, by (1.18)

Av(t) = S(t)f(O) - f(O) + [[- !'(r) + Set - r)!,(r)] dr =

= S(t)f(O) - f(O) - f(t) + f(O) + [S(t - r)!,(r) dr

which combined with (1.19) gives (1.17). The existence is proved.


For the uniqueness, let u and v be two solutions of (1.15). Then w = u - v satisfies

dw
{ dt = Aw(t) , t 2:: 0;
w(O) = 0 .

If S( t) is the semi group generated by A, we have

d
ds Set - s)w(s) = Set - s)Aw(s) - Set - s)Aw(s) = 0

whence S(t-s)w(s) is independent of s; setting s = 0, s = t yields wet) = w(O) = 0


for all t. This completes the proof. 0

It is not difficult to show, essentially with the same proof as above, that we have:

Theorem 1.5. (Pazy [1983, Theorem 2.9]) Let A be the generator of a C o-


semigroup. If f is differentiable a.e. on [0, Tj and f' E LI(O, T ; X) then for
every Uo E D(A) the initial value problem (1.15) has a unique strong solution on
[O,Tj. 0

Also, starting with the "mild" solution (1.16) it is easy to prove the so-called
"smoothing effect on initial data". This means that the solution may be of the
classical type even in the case Uo <t D(A). Precisely, we have the following result
(Martin [1976, Proposition 4.2, Ch. 7]):

Theorem 1.6. Suppose A is the generator of a differentiable semigroup and f E


C I ([0, oo[ ; X). Then, for each Uo E X, the problem (1.15) has a unique classical
solution. 0

Moreover, this property holds for f being a Holder continuous function. For
v EjO,lj, C"(O, T ; X) will denote the space of functions for which there exists
M > 0 such that Ilf(td - f(t2)11 ::; Mltl - t21" for all tI, t2 EjO, T[.
22 I Dissipative operators

Theorem 1.7. Let A be the generator of an analytic semigroupand J E CV(O, TjX)


for each T > 0. Then, for every Uo E X, the problem (1.15) has a unique classical
solution.

Proof. Let Set) be the semigroup generated by A. Since the map t I-> S(t)uo is
continuously differentiable on [0,00[, it suffices to show that

vet) = [S(t - s)J(s)ds E V(A)

and t ...... Av(t) is continuous on [0,00[.


So let T > 0, M >
t, s E [0, T]. Set
° and v E]O, 1] be such that IIJ(t) - J(s)11 :s; Mit - slv for

VI(t) = [S(t-S)[J(S)-J(t)]dS

and
V2(t) = [S(t - s)J(t)ds for all t ~°
and note v = VI + V2. Moreover, it is easy to see that V2(t) E V(A) and AV2(t) =
S(t)J(t) - J(t) is continuous on [0,00[. Since S is analytic, let M be large enough
so that IIS(t)1I :s; M and IIAS(t)1I :s; t- I M for all t E]O, T]. For each positive integer
n define ri: = ktn- I for k = 0,1, ... ,n - 1. If

n-I

Wn = L Set - rk) [J(rk) - J(t)] (ri:+1 - rk)


k=O

lim Wn. Since t-ri: >


then VI(t) = n_oo ° for k:S; n-l it follows that Wn E V(A) and

n-I

AWn = L AS(t - ri:) [J(rk) - J(t)] (ri:+1 - ri:).


k=O

Since

IIAS(t - s) (f(s) - J(t)] II :s; It - sl-I M· M 'Is - W = M21t - slv-I

for s E [0, t[, it follows that

ht AS(t - s) (f(s) - J(t)] ds = lim AWn


n-~
1.5. Nonlinear differential equations 23

exists. Since A is closed, VI(t) E D(A) and

AVI(t) = l AS(t - 8) [f(8) - J(t)] d8 for all t E [0, T].

Thus, it remains to show that t ~ J; AS( t - 8)[J( 8) - J( t)] ds is continuous on


[0,00[. Since

III AS(t - 8) [f(8) - J(t)] dsll s; l M21t - sIV-I ds -> 0

as t -> 0+, we have that t ~ AVl(t) is continuous at t = O. Now let t > 0 and
G > o. Choosing (j E]O, t/2[ so that

for r E [t/2,2t] and noting that 1f!o(r) :=: J;-o AS(r- 8 )[J(8) - J(r)] d8 is continuous
at r = t, we see that

Since this holds for each <: > 0 we have that t 1-4 AVI(t) is continuous. o

1.5. Nonlinear differential equations on Banach spaces

This section deals with the existence and uniqueness of classical and strong
solutions for the Cauchy problem on the space X,

du
{ d = A(t)u(t)
(1.20)
utO) = Uo E D(A(t» ,

where A(t) is a nonlinear operator whose domain is independent of t, D(A(t» :=: D.


The following lemma is well-known (see e.g. Kato [1967, Lemma 1.3]):

Lemma 1.14. Let u be an X-valued function on an interval of real numbers.


Suppose u has a weak derivative U:"(8) E X at t = 8 (that is, df(u(t))/dt exists
at t = s and equals j(u:"(s» for every J E X*). Ifllu(·)11 is also differentiable at
t = s, then
dll:~s)11 = Reg (u;"(s»
24 I Dissipative operators

for every 9 E G(u(s».

Proof. Since Reg(u(t»::; Ig(u(t))1 ::; lIu(t)1I and Reg(u(s» = lIu(s)1I we have

Reg(u(t) - u(s» ::; lIu(t)II-lIu(s)lI.

Dividing both sides by t - s and letting t -+ S from above, we obtain Re g( u:"( s)) ::;
(d/ds)lIu(s)lI. Letting t -+ S from below we obtain the reverse inequality. 0

The usefulness of the duality type functionals depends mainly on the following
lemma (Coppel [1965)):

Lemma 1.15. Let I be a real interval and f : I ....... X such that d- f(t)/dt exists
for tEl. Then, d-lIf(t)II/dt exists and

There is a corresponding result for the right-hand derivatives.

Proof. It is enough to observe that for h >0

Illf(t)II-lIf(t
h
- h)1I _ Ilf(t) - hd- f(t)/dtll-lIf(t)111
-h
= I"f(t - h)II-lIf~tl- hd- f(t)/dtlll
::; I f(t) - {(t - h) _ d-:?) 11-+ 0 as h -+ 0+.
o
The following result of this section refers to the Cauchy problem (1.20) with an
everywhere defined and continuous operator A. This theorem was independently
obtained by Lovelady and Martin [1972] and Pavel [1972 a,b]. See also Pavel [1984,
p.65].

Theorem 1.8. Suppose that the function (t,x) ....... A(t)x, [O,+oo[xX ....... X, is
continuous and that there is a continuous function c : [0, +00[ ....... R such that for
each t 2: 0, A(t) - c(t)I is dissipative. Then, for each Uo E X, the problem (1.20)
has a unique classical solution. Furthermore,
1.5. Nonlinear differential equations 25

and
IIUI(t) - u2(t)11 ~ lIulo - u2011 exp ( [ e(s) dS) for alIt :::: 0,

where Ui is the solution of (1.20) with Ui(O) = UiO EX, i = 1,2.


Proof. If we define

AI(t)X = exp ( - [ e(s)dS) A(t)xexp ( [ e(S)dS)


and
A2(t)X = AJ(t)x - e(t)x , t:::: 0, x E X,
it is easy to check that A2(t) is dissipative.
If we suppose that the result of the theorem in the case e(t) == 0 is proved, then
there is a unique function v : [0, +00[ ...... X satisfying

v'(t) = A2(t)V(t) ,
{
v(O) = Uo.
It follows that the function U: [0, +00[ ...... X defined by

U(t) = v(t)exp ( [ e(S)dS)

is a solution of the problem (1.20). Therefore, it is enough to prove the theorem in


the case e(t) == O. Moreover, the case Uo = 0 is also sufficient to be proved.
Fix T > 0 and let C([O, T] ; X) == C be the space of all continuous functions
U : [0, T] ...... X with the usual "supremum" norm II . lie. Define the operator
U:C-+Cby
(UU)(t) = A(t)u(t) , U E C , t E [O,T].
The dissipativity of A(t) implies (see D5):

lIu(t) - v(t)1I ~ lIu(t) - vet) - ,\ [A(t)u(t) - A(t)v(t)] II

for all ,\ > 0, u, vEe and t E [0, T]. Therefore,


lIu - vile ~ lIu - v - '\(Uu - Uv)lIe for all'\ > O.
Thus U : C -+ C is continuous and dissipative.
We now define the linear operator B : V(B) C C ...... C by

(Bu)(t) = -u'(t),
26 I Dissipative operators

with V(B) = {u E C ; u' E C , u(o) = o} where u' denotes the strong derivative
of u. It is known that B is "m"-dissipative.
According to a theorem of Webb [1972]' U +B is "m"-dissipative too, i.e. for
°
each ,\ > there is u,\ E V(B) such that

{
'\u,\(t) + u~(t) = A(t)u,\(t) ,
u,\(o) = °. (1.21 )

Let g E G(u,\(t» be such that

Reg (A(t)u,\(t) - A(t)O) SO.

Then by (1.21) we easily derive

Reg (u~(t» S Reg (A(t)O) - '\llu,\(t)1I S IIA(t)OII·


Hence, by Lemma 1.14

d
di11u,\(t)11 S IIA(t)OII a.e. on [0, Tj.

This implies Ilu,\(t)11 S TM for all t E [0, Tj and ,\ > 0, where M = sup{IIA(t)OIl;
t E [0, T]}. Returning to (1.21), we see that
u~(t) - u~(t) = A(t)u,\(t) - A(t)ul'(t) + f.1,ul'(t) - '\u,\(t) ,

which implies (a.e. on [0, T])

Since u,\(o) = ul'(O) = 0, this inequality yields

Hence lim u,\(t) = u(t) exists uniformly on [O,Tj. Letting'\ -+ 0+ in (1.21) we


'\~o+
obtain
u'(t) = A(t)u(t) for all t E [0, Tj
{
u(O) = 0.
On the other hand by Lemma 1.15 and dissipativity of A we derive:

d-
Ytllu(t) - uoll = (u(t) - uo,A(t)u(t»)_ S
S (u(t) - uo,A(t)u(t) - A(t)uo)_ + IIA(t)uoll S
S c(t)llu(t) - uoll + IIA(t)uoll·
1.5. Nonlinear differential equations 27

Solving this differential inequality we obtain the desired result. The second inequal-
ity of the theorem can be proved in a similar way. 0

Let us consider now the operator A : 'D( A) >-+ X and a real number c such
that A - cT is "m"-dissipative. Following Proposition 1.3 we can define, for each
positive integer n, the resolvent of A - cT, namely

Also, let us consider the "Yosida approximation" of -(A - cT) i.e. the everywhere
defined operator
An = -(A - cT)Jn = neT - I n).
Finally, let Bn : X >-+ X be the operator

Bn = AJn = -An + cJn = -nT + (n + c)Jn.


Let us list several well-known properties of these operators. The proofs can be
found, for instance in Pavel [1984, pp. 20-22].

Lemma 1.16. If A - cT is "m"-dissipative, then:


i) J1JnX - JnYIl :::; Ilx - yll for all x, y EX,
ii) IIAnx - AnYIl :::; 2nllx - yll for all x, y EX,
iii) {x-y, -(Anx-AnY)}+ :::; 0 for all x, y E X, i.e. the Yosida approximation
is totally dissipative,
iv) IIBnX - Bnyll :::; (2n + Icl)lIx - yll for all x, y EX,
v) {x - y, Bnx - BnY}+ :::; Iclllx - yll for all x, y E X,
vi) if x E'DCA),
IIAnXIl :::; IICA - cT)xll and
IIBnxll :::; (1 + Icln-1)II(A - cT)xll + IIcxll,
vii) if x E 'D(A), Jnx --+ x as n --+ 00.

Other properties of these operators are given in the following result:

Lemma 1.17. Let A - cT be "m"-dissipative and suppose that for each sequence
{xn}n in'D(A) such that Xn --+ x and that IIAx n 11 are bounded, it follows that
x E 'D(A) and AX n ~ Ax. Then:
i) If {Yn}n is a sequence in X such that Yn --+ Y and that IIAnYnll are
bounded, then Y E 'DCA), AnYn ~ -(A - cI)y and BnYn ~ Ay.
ii) If z is in 'D(A) then Anz ~ -(A - cT)z and Bnz ~ Az.
28 I Dissipative operators

Proof. Letting Xn = JnYn E D(A) we have Yn -Xn = n- 1 AnYn ~


On the other hand,
° so that Xn ~ y.

i.e. the IIAxnll are bounded. This means that Y E D(A) and AX n ~ Ay i.e.
AnYn = -Axn + eXn
~ -(A - eI)y. Consequently BnYn ~ Ay. Thus i) is true.
Part ii) follows from i) with Yn = z and Lemma 1.16 vi). 0

Let us consider now a family of operators with the same domain D(A(t» =
D, {A( t) ; A( t) : D >-+ X , t 2: o} having one of the properties:
HI. There is a continuously differentiable function e : [0,00[>-+ R such that
A(t) - e(t)I is "m"-dissipative for all t 2: 0.
H2. There is a continuous function d : ([0, OO[)3 >-+ [0, oo[ such that

IIA(t)x - A(s)xll s It - sld(t,s, Ilxll)(l + IIA(t)xll + IIA(s)xID

H3. If t 2: ° °
for all t, s 2: and all x in D.
and {xn}n is a sequence in D such that Xn ~ x and IIA(t)xnll
are bounded for n 2: 1, then xED and A(t)x n ~ A(t)x.

Lemma 1.18. IfH2 is valid for each bounded subset QeD and there is a 8>
°
and an M > such that if x is in Q and t, s E [0, TJ with It - sl 8, then s
°
IIA(t)x - A(s)xll S It - slM (1 + 2I1A(s)xID·
Proof. Take M = 2sup{d(t,s, IlxlD ; x E Q, t,s E [0, Tn and 8 = 11M. For x E Q
and It - sl s 8 we obtain from H2:
IIA(t)x - A(s)xll sit - slM (1 + IIA(t)x - A(s)xll + 21IA(s)xll) 12 s
s IIA(t)x - A(s)xII/2 + It - slM(l + 21IA(s)xll)/2
and the assertion of the lemma follows. o

Lemma 1.19. If HI and H2 are fulfilled and Q is a bounded set of X, then there
is a constant J{ such that IlJn(t)xll s
J{ for all (t,x) in [0, TJ x Q and all n 2: 1.

Proof. Let M be such that Ilxll s M for all x E Q, let zED, and take J{ =
M + sup{IIA(t)z - c(t)zll ; t E [0, Tn + 211zl1 (see Lemma 1.18). By part i) of
Lemma 1.16,

IIJn(t)xll s IIJn(t)x - In(t)zll + IIJn(t)zll S


S IIx - zll + II[I - n- 1 An(t)JzlI S Ilxll + 211zl1 + n-lIIAn(t)zll·
The lemma now follows from vi) of Lemma 1.16. o
1.5. Nonlinear differential equations 29

Lemma 1.20. If HI and H2 hold, then (t,x) f-+ Bn(t)x is continuous from
[0, oo[xX into X.

Proof. From i) of Lemma 1.16 we have

IIlnCt)x - In(s)xll
= jjJn(t) [I - n- 1 (A(s) - c(s)I)] In(s)x

- In(t) [I - n- 1 (A(t) - c(t)I)] In(s)xll


:::; n- 1 IIA(t)J n(s)x - A(s)Jn(s)xll + n-1Ic(t) - c(s)llIln(s)xll·

Thus,
IIBn(t)x - Bn(s)xll
= II [n + e(t)] [JnCt)x - In(s)x] + [c(t) - c(s)] In(S)XII
:::; 11 + n-1c(t)IIIA(t)Jn(s)x - A(s)Jn(s)xll
+ 11 + n-1c(t)llc(t) - c(s)llIln(s)xll .
If t E [0, T] and x is in a bounded set Q, from Lemmas 1.18 and 1.19, it follows
that there is a (j > 0 and constants M' and K such that if It - sl :::; (j, then

IIBn(t)x - BnCs)xll
:::; 11 + n-1c(t)llt - slM' (1 + 21IA(s)Jn(s)xll) + 11 + n-1c(t)1 icCt) - c(s)1J<.

Taking into account the continuous differentiability of c we conclude that for each
bounded set Q, there exists a (j > 0 and an M > 0 such that

(1.22)

for all n 2: 1, x in Q and t, s E [0, T] with It - sl :::; (j. Moreover, Lemma 1.16 iv)
gives

IIBn(t)x - Bn(s)yll :::; It - slM(1 + 2I1Bn(s)xll + (2n + Ic(t)l) IIx - yll

which implies the desired continuity. o


Now we are ready to state our main result in this section. Let us note that a sim-
ilar theorem was proved by Martin [1970, Th. 4.1.]. Our result is a slight extension
of that one, because our class of "m" totally dissipative operators (hypothesis HI)
is larger than the class of "uniformly m-monotone" operators with which Martin
works.
30 I Dissipative operators

Theorem 1.9. Let us consider the family of operators {A(t) j A(t) : 1> 1-+ X,
t ~ o} restricted by assumptions HI, H2, H3 and let Uo be in 1>. Then, there is
a unique function U : [0,00[1-+ 1> with the following properties
i) U is Lipschitz continuous on bounded subintervals of [0,00[.
ii) u(O) = Uo, the weak derivative U;" of U exists, is weakly continuous, and
satisfies u:"(t) = A(t)u(t) for all t ~ 0.

°
iii) The derivative du/dt ofu exists almost everywhere on [0, oo[ and du/dt =
A(t)u(t) for almost all t ~ (i.e. u is a strong solution of (1.20)).
iv) If Ul and U2 are two strong solutions of (1.20) corresponding to initial
conditions UlO and U20 respectively, then

Proof. For each n ~ 1, let us consider the "approximate" Cauchy problem

dUn/dt = Bn(t)un(t)
{ (1.23)
un(o) = Uo E 1>.

Taking into account Lemma 1.20, Lemma 1.16 v) and Theorem 1.8 we deduce
the existence of the unique continuously differentiable function Un : [0,00[1-+ 1>
satisfying (1.23) for all t ~ 0, and

(1.24)

Due to Lemma 1.16 vi) we have the boundedness of {IIBn(s)uol/}n and (1.24)
implies the existence of a constant K such that

IIUn(t)11 :::; K for all n ~ 1 and t E [0, T]. (1.25)

°
Now let Q be a bounded subset of X which contains un(t) for all t E [0, T] and
n ~ 1. Moreover, let 0> 0 and M > be such that (1.22) is valid.
Taking 0< h :::; 0 and t E [0, T] and by using Lemma 1.15, Lemma 1.1 parts iv)
and vi), Lemma 1.16 v) and the inequality (1.22) we successively obtain:
d-
dt lIun(t + h) - un(t)1I
= (un(t + h) - un(t), Bn(t + h)un(t + h) - Bn(t)un(t))_
:::; (un(t + h) - Un(t), Bn(t + h)un(t + h) - Bn(t + h)un(t))_
+ IIBn(t + h)un(t) - Bn(t)un(t)1I
:::; Ic(t)llIun(t + h) - un(t)1I + hM(l + 21IBn(t)un(t)ID.
1.5. Nonlinear differential equations 31

Consequently,

IIUn(t + h) - un(t)1I $ lIun(h) - un(O)1I exp ( [ le(s)1 dS) +


+hM [(1+2I1Bn(s),un(s)IDexp([le(r)ldr) ds.

Dividing by h, letting h -+ 0+ and noting that Bn(s)un(s) = dun(s)/dt, we have

IldU;?)II $IIBn(O)uollexp ( [ le(s)lds) +

+M [ (1 + 2I1dun(s)/dsll)exp ( [ le(r)1 dr) ds.

Since IIBn(O)uoll is bounded by part vi) of Lemma 1.16, it follows from Gronwall's
inequality (see e.g. Coppel [1965, p. 19]) that there is a constant K such that

IIdun(t)/dtll = IIBn(t)un(t)1I ~ K for all t E [0, TJ and n 2: 1. (1.26)

Let Kl be a constant such that le(t)1 $ Kl for all t E [0, TJ, Let also c be a positive
number and c' = K l c/2(exp(K1 T) -1).
Following again Lemma 1.15 and also Lemma 1.1 part xi), there is h(c) > 0 such
that

d-
di11um(t) - un(t)1I

= (um(t) - un(t) + Jm(t)Um(t) - In(t)un(t) - Jm(t)um(t)+

+ In(t)un(t), A(t)Jm(t)um(t) - A(t)Jn(t)Un(t») _


~ (Jm(t)um(t) - In(t)un(t),A(t)Jm(t)um(t) - A(t)Jn(t)un(t»)_ +
+ lIum(t) - Jm(t)um(t) - un(t) + In(t)un(t)1I . h(c) + c' ,
where Un and Um are two classical solutions of (1.23). By using hypothesis HI and
Lemma 1.16 i) we derive

d-
dillum(t) - un(t)1I $ KIlIJm(t)Um(t) - In(t)un(t)il+
+ lIum(t) - Jm(t)um(t)II' h(c) + lIun(t) - In(t)un(t)1I . h(c) + c'
~ (Kl + h(c» (1Ium(t) - Jm(t)um(t)11 + lIun(t) - In(t)un(t)lI) +
+ Killum(t) - un(t)1I + c',
32 I Dissipative operators

But,
Ilun(s) - In(s)un(s)11 = n-11IAn(s)Un(s)1I
::; n-lIIBn(s)un(s)1I + n-lllc(s)Jn(S)un(s)1I ::; n- l K2
as (1.26), (1.25) and Lemma 1.16 i) give.
Then,

d-
dillum(t) - un(t)1I
::; (Kl + h(c:» K 2 (n- 1 + m- l ) + KllIum(t) - un(t)11 + c:'
::; KIlIum(t) - un(t)1I + K]c:/(expKlT -1)

for all m,n ~ no = 4K2 [K] + h(c:)](exp(I{lT) - l)/Kl c:. Hence, the differential
inequality implies Ilum(t) - un(t)11 ::; c:, whenever m, n ~ no and t E [0, T]. Conse-
quently, the sequence {u,,} n is uniformly Cauchy and since X is complete, there is
a continuous function U : [0, T] >-> X such that u n(t) --+ u(t) uniformly on [0, T].
As IIdun/dtll are bounded for t E [0, T] and n 2: 1, it follows that u is Lipschitz
continuous on [0, T]. On the other hand, since un(t) --+ u(t) and IIBn(t)un(t)1I ::; K,
we obtain by Lemma 1.17 and the assumption H3 : IIAn(t)un(t)11 are bounded and
u(t) is in 1), Bn(t)u,,(t) ~ A(t)u(t) and IIA(t)u(t)1I ::; K.
Now let Q be the bounded set Q = {u(t); t E [O,T]} eX. By Lemma 1.18, let
{j and M such that

IIA(t)u(t) - A(s)u(t)11 ::; It - sIM(I + 2K)


whenever It - sl ::; D. Furthermore, since u(t) --+ u(s) as t --+ S, we have by
assumption H3 that A(s)u(t) ~ A(s)u(s). Hence,

A(t)u(t) - A(s)u(s) = A(t)u(t) - A(s)u(t) + A(s)u(t) - A(s)u(s) ~ °


and it follows that t >-> A(t)u(t) is weakly continuous on [0, T]. By (1.23) we obtain
for all f E X·,
f(un(t» = f(uo) + [f(Bn(s)unCS» ds.
Since Un(t) --+ u(t), Bn(s)un(s) ~ A(t)u(t) and

IIfCBn(s)u n(S» II::; Kllfll


we have (Lebesgue Dominated Convergence theorem),

f(u(t» = f(uo) + [f(A(S)U(S» ds


l.5. Nonlinear differential equations 33

and due to the weak continuity of A(· )u(·) we obtain

df ~?)) = f (A(t)u(t)) for all t E [0, T].

So we have proved parts i) and ii) of the theorem. As regards part iii) it is
sufficient to prove that t I-t A(t)u(t) is Bochner integrable on [0, T] and u(t) =
J;
uo + A( s )u( s) ds. For the proof, the reader can see Kato [1967, Lemma 4.6]. For
part iv) of the theorem we simply apply Lemma 1.15 and take into account the
hypothesis HI. 0
Chapter II
Lumped parameter approach of
nonlinear networks with transistors

2.0. Introduction

In this chapter we study the lumped parameter modelling of a large class of


circuits composed of bipolar transistors, junction diodes and passive elements (re-
sistors, capacitors, inductors). All these elements are nonlinear: the semiconductor
components are modelled by "large signal" equivalent schemes, the capacitors and
inductors have monotone characteristics while the resistors can be included in a
multi port which also has a monotone description.
In Section 2.1 we state the equations which describe the dynamic and direct
current (steady state) behavior. The hypotheses are also formulated.
The core of the chapter is Section 2.2 where we show that the mathematical
model contains a dissipative operator on RN with remarkable properties.
Starting from here, in Sections 2.3 and 2.4 we infer qualitative properties of the
model: the existence and uniqueness of steady state and dynamic solutions, their
boundedness, stability and source dependence. The asymptotic behavior of the
solution can be evaluated by bordering "delay time" with easily computable limits.
An example is given in Section 2.5.
The interest in qualitative study of this class of circuits began in the late 1960's
with papers of Sandberg and Willson. The reader can find in Marinov [1990 b] a
list of references on this subject together with some comments.
The results of this chapter are mainly an extension of the results in Sandberg
[1969]. The generalization consists, firstly, of considering a nonlinear resistive mul-
tiport of continuous piecewise continuously differentiable type (CPWCD), instead
of the continuous linear one in Sandberg's work. The restrictions imposed upon
nonlinearities (see assumptions IV and V or IV' and V· below) are related to the
uniform diagonal dominance of the Jacobian matrix and therefore constitute a natu-
ral extension of the hypotheses in Sandberg [1969]. A second (partial) generalization
consists of the description of all nonlinear elements outside the resistive multi port -
the capacitors and inductors connected at its ports as well as the resistors included
in transistor models - by continuous piecewise linear functions (CPWL) instead
of the C 1 description considered by Sandberg. As regards our results about DC
solutions presented in Section 2.3, the main achievement of this section is a partial
extension of some known properties valid for the linear or piecewise linear multi port
of the CPWCD case.

34
2.1. Mathematical model 35

2.1. Mathematical model

Before describing the circuit under study, some prerequisites are needed. The
RN norm used below will be a weighted £1 one, namely IIxlid = I:~1 d;lxil where
db d 2 , ••• ,dN are strictly positive constants. If we denote by 11I·llId the matrix norm
induced by II· lid, and consider "the measure" of the N x N matrix M, namely

(M) r IIII + hMllld -1


i-'d = h~~+ h '

then (see Coppel [1965]) we have

(2.1)

The utility of this concept for the dissipativity on RN, follows from the following
(almost straightforward) inequalities:

where a ERN.
Also, if f: [0,1] >-+ RN is continuous, then

11 (a, f()..))- d)" ~ (a, l f()..) d)..)_ ~ (a, 11 f()..) d)")+ ~ 11 (a, f()..))+ d)" (2.3)

where the Riemann integrals are taken componentwise. The proof can be found in
Marinov [1990 b].
If D C RN is a convex set and F: D >-+ RN has its Frt!chet derivative F'
continuous in D, then for any x, y ED,

F(y) - F(x) = 11 F'(x + t(y - x))(y - x) dt (2.4)

where the integral is also in componentwise sense (see, for example, Ortega and
Rheinboldt [1970]).
Finally some definitions are necessary. We define hyperplanes Pi, i = 1, ... ,p in
RN :
36 II Lumped parameter networks

Let us consider the decomposition RN -Uf=lPi = Uf=lRi, where Ri, i = 1, ... , q :::; 2P
are disjoint, open and convex sets (called "regions") with a boundary contained in
Uf=lPj.
The function F: RN >-+ RN is called "continuous piecewise continuously dif-
ferentiable" - CPWCD - if it is continuous everywhere and in any region Rj the
(Frechet) derivative F' exists and is continuous.
The function F: RN >-+ RN is called "continuous piecewise linear" - CPWL - if
F(x) = Ajx + B j for all x E Rj. The Figure 2.1 presents the types of non lineari ties
(in the scalar case) which appear in this chapter.

Figure 2.1 Different types of nonlinearities in Rl

Let us consider the nonlinear network of Figure 2.2. The box represents a
resistive nonlinear multiport with independent or/and controlled sources. To its N
ports are connected P bipolar (npn and/or pnp) transistors, Q junction diodes, R
nonlinear capacitors and S nonlinear inductors, so we have N = 2P + Q + R + S
components.
The semiconductor devices are described by the dynamic response large signal
model proposed by Gummel [1968) and presented in Figure 2.3 (a) for the jth tran-
sistor and in Figure 2.3 (b) for the kth diode. These models take into account the
nonlinear DC properties as well as the presence of nonlinear junction capacitances.
They include standard circuit elements with six constant parameters a}, at, T2j-l,
T2j, C2j-l and C2j having strict positive values and a} < 1, at < 1, and two
nonlinear functions hj-l, hj. The resistances of conducting layers are included in
the resistive multiport.
The following notation is used for the current vector
2.1. Mathematical model 37

+ + +

Figure 2.2 The circuit under study.

-
/2j-1 (U2j-l)

T2 j - l h j _ I (U2j_J} T2j h,(u2j)


i, t ~t.(Uk)
Ck

j-ll i '2,
C2j-l e2j
Uk
i2 +
U2j-l U2j

+ +
(a) (b)
Figure 2.3 The semiconductor device models

where

i 1 = [iI, i 2 , ... , i 2 P, i 2P+ 1 , ... , i 2P+ Q , i 2P+ Q+ 1 , ... , i 2P+Q+R]tr


i 2 = [i 2 P+Q+R+l, ... , iN ]tr
38 II Lumped parameter networks

and analogously for the voltage vector u. Also, the state variable will be written as

z= [~]
where
q = [ql, ... , q2P, q2P+l, ... , Q2P+Q, Q2P+Q+l, ... , Q2P+Q+R]tr

is the vector of capacitor charges (both in semiconductor device models and exterior
capacitors) and

is the flux linkage vector in inductors. We also put

v=

It is elementary to show that

d
w = T F( v) + dt Z (2.5)

where we have denoted F: RN f-+ RN by

= ffi
P [ 1
T -a j
j=l f

Here IQ is the Q x Q identity matrix, OR+S is a zero matrix with R +S rows and
columns, A EEl B mect.lls [~ ~] and Xj is the jth component of x.

From the above models we also easily derive

for j = 1,2, ... , 2P + Q. We suppose that the extra device capacitors and inductors
are described by the nonlinear functions I;' i.e. Qj = Ij(Uj) for j = 2P + Q +
1, ... ,2P+ Q + Rand"pj = Ij(ij) for j = 2P + Q + R+ 1, ... ,N.
Our first hypothesis regards the scalar nonlinearities.
I. (a) For every j = 1, 2, ... , 2P + Q the function Ii : R f-+ R is CPWL and in every
region (here interval) fj(x) > O.
(b) For every j = 2P + Q + 1, ... , N the function I j : R f-+ R is CPWL and there
exist strictly positive constants T/j and ej
such that 0 < T/j ::; Ij( x) ::; for ej
any x in any region (interval).
2.1. Mathematical model 39

The second assumption is related to the "hybrid" description of the nonlinear re-
sistive multi port.
II. (a) There exists H: RN 1-+ RN and B: [0,00[1-+ RN such that w = -H(v) +
B(t).
(b) His CPWCD.
(c) B is continuous.
We shall use hypotheses III and/or IV and/or V regarding the Jacobian matrix of
H.
III. There exist strictly positive numbers dJ, ... , dN such that for every j = 1, ... , N
there is an Wj E R for which in any region the following holds:

aH
l (x) + ,,-.!. - ' (x) I ::; Wj
N d laH (2.6)
ax' ax'
__ .
1
~d·
i=l 1 1
iotj

IV. There exist strictly positive numbers db ... , dN such that for all k = 1, ... , P

(2.7)

and for every j = 1, ... N there is an Wj < 0 satisfying inequality (2.6) in any
region.
V. There exist strictly positive numbers d 1 , ... ,dN such that for every j = 1, ... ,N
there is a (3j < 0 which in any region makes true the inequality

_aH
_J(x)_"
N -.!. -'(x) I '?(3j.
d laH (2.8)
ax'1 ;=1 d·1 ax'1
~
iotj

Now we shall formulate a new series of hypotheses, parallel with the previous
ones but with smoother functions.
1*. (a) For every j = 1,2, ... ,2P +Q the function fJ: R 1-+ R is of C 1 type and
fj(x) > 0 for x E R.
(b) For every j = 2P + Q + 1, ... , N the function "Yj: R 1-+ R is of C 1 -type and
o < TJ j :S "Yi ( x) :S ej for x E R.
II". The same as II but replacing the CPWCD property by the C 1 property of H.
III", IV", V". The same as III, IV, V respectively but using "for all x ERN"
instead of "in any region" .
All our results will be stated supposing either (some of) assumptions I-V or (some
of) assumptions 1* -V" . The proofs will be given only for the first case, their
transposition to the second being obvious.
40 II Lumped parameter networks

If hypothesis I is valid, then we observe that for all j = 1, ... , N the functions Ii
are invertible and 1;1 = 9 is CPWL. Then we can define the function G: RN I-> RN
by
G(x) = [gl(Xl), ... ,9N(XN)]tT
which has the CPWL property in RN. Similarly, if 1* is valid, 1;1 = gj exists for
all j and is of C 1 class. Also we can define as above G: RN I-> RN, G E C 1 .
With the previous notation we have G(z) = v and we may define the function
A: RN I-> RN by
A(z) = -TF(G(z)) - H(G(z)) . (2.9)
If, in addition, hypothesis II (a) holds, then from (2.5) and (2.9) we derive the
following differential equation in RN (with associated initial condition) describing
the dynamic behavior of our network:

(E(zo,A,B))

Corresponding to this problem we can formulate the steady state (or DC) equation
of the network under study:

(S(A, B))

2.2. Dissipativity

If we accept the hypotheses I and II, let us denote by R(r;), ri = 1, ... ,Pi, the
open regions (intervals) defining the CPWL structure of g;, i = 1, ... , N. That
is R = U~;=IR(r;) and g;(x;) = mT;x; + n T; for all x; E R(r;). Let also, for
k = 1, ... ,p, Pk(X) = {x E RN I 2:j:l cjXj = bk} be hyperplanes in RN on which H
is not differentiable. Let us denote

Ml = {x E RN I HoG is not differentiable in x}


M2 = {x ERN I G is not differentiable in x}
M3 = {x E RN IH is not differentiable in G(x)}

M4= U U ... U {XERN ILcj(mTixi+nTi)=bk}


P PI PN N

k=1 Tl=1 TN=1 1=1

Taking into account that MJ C M2 U M3 C M2 U M4 we observe that HoG is


CPWCD in respect to M2 U M 4 , a union of hyperplanes. Also, we easily observe
2.2. Dissipativity 41

that FoG is CPWL. Therefore, we conclude that the hypotheses I and II imply
the CPWCD property of A. In addition, 1* and 11* imply the C1 property of A.
Starting from these remarks we can prove our first result, which will be essential
below.

Lemma 2.1. Let the hypotheses I, II, III (or 1*, 11*, 111*) be valid. Then,
(a) there exists W E R such that, for any region of A and for any Z there
(respectively, for any Z E RN) we have
/LV(A'(Z)) ~ W ,

(b) A - wI is totally dissipative in RN.

Proof. (a) Let us consider j E {1, ... , 2P + Q} and dt, .. , dN the numbers from the
assumption III. Denoting by Ai the components of A and by tij the elements of T
we have:

I I ['(
N
8A j. ()
-8 di -8
z + "L.J d- 8Hj. (G(Z)) +
8Ai. = -tjjfj gj(Zj)) - -8
z} i=l} Z} x}
i"#i

~ ~; Itijfj(gj(Zj)) + ~~ (G(Z))I] / [Cj + T;fj(gj(Zj))] ~ (2.10)


i"#j

max [(-t jj + t ~i
i=l }
Itijl)/Tj j WjfCj] = max (sjfTj j WjfCj)
i"#j

where we have denoted


- 1 + d j + 1 ~(j+1)/2
~f for J. E {1 " 3 ... , 2P - 1}
dj

£or J. E {2 "4 ... , 2P} (2.11)


- 1 + Tar
dj-1 j/2
}

- 1 for j E {2P + 1, ... , 2P + Q} .

For the same numbers dt, ... , d N as above but for j E {2P + Q + 1, ... , N} we
find

(2.12)
42 II Lumped parameter networks

where
T/ for W ~ 0
Pi = { } (2.13)
~i for W <0.
If we take into account relation (2.1) together with inequalities (2.10) and (2.12)
it follows J-lD(A'(z)) :s; W where

W= max { j=1,max
... ,2P+Q
[max (Sj . Wi)]
Tj 'Cj
j. max
}=2P+Q+I, ... ,N
(Wi)}
pj
. (2.14)

(b) Let us consider Pi, i = 1,2, ... ,p, the hyperplanes which define the CPWCD
property of A. Let also Xo and xm be two different points in RN not being on the
same Pi (see Figure 2.4).

Figure 2.4 Sketch for the proof of Lemma 2.1

If [XO,xmJ = {x I x = x(t) = XO + t(xm - XO) j t E [0, I]} is the straight


line segment connecting XO and xm then X(tl)' X(t2)' ... , X(tm-l) are its interaction
points with the Pi hyperplanes, where 0 = to < tl < ... < t m- I < tm = 1. We
take 0 < c: < mink=O, ... ,m-l(tk+1 - tk)/2 and for every k = 0, ... , m - 1 we denote:
X(tk)=xk, x(tk+c:)=x~eandx(tk-c:)=x~e' We can then write

(2.15)
2.2. Dissipativity 43

and
m-l m-l

A(x~.) - A(x~e) = :L [A(x~e) - A(X~~l)] + :L [A(x~.) - A(x~.)] . (2.16)


k=O k=l

On the other hand, the fact that the points xt.


and x~~l are in the same (convex)
region, and the CPWCD property of A, allow us to apply property (2.4):

where x>. = x~~l + ),(xie - x~~l). Hence, using (2.15) and (2.16) we derive

A(x~e) - A(x~e) = :L (tk+l -


m-l 1

tk - 20:) f A'(x>.)(xO - xm) d)'


k=O io
(2.17)
m-l

+ :L [A(x~e) - A(x~e)] .
k=l

With this equality, by successively applying properties ii) and vi) from Lemma 1.1,
and also (2.3), we can write
m-l

(xO - xm,A(x~e) - A(x~.))+ ::; L (tk+l - tk - 20:) X


k=O

1°1
(xO -xm,A'(x>.)(xO _xm))+
m-l
d)'+:L IIA(x~.)-A(x~e)lld.
k=l

Due to the property (2.2) and the first part of the present lemma, we also have

m-l m-l
::; wllxO - Xmlld L (tt+l - tk - 20:) +L IIA(x~.) - A(x~e)lld
k=O k=l
m-l
= w(1 - 20:m)llxO - xmlld + L IIA(x~e) - A(x~e)lld .
k=l

The continuity of the function A implies, via the property vii) from Lemma 1.1,
the continuity of the function 0: f-4 (xO - x m , A(x~.) - A(x~e))+' This is why, for
0: tending to zero, the last inequality becomes
44 II Lumped parameter networks

i.e. the total dissipativity of A - wI.


If the points Xo and xm are on the same hyperplane, the continuity of A and
the property vii) from Lemma 1.1 allow us to reduce this case to the above treated
one. 0
We can also prove a result parallel to that from Lemma 2.1 but related to
"greater than" inequalities.

Lemma 2.2. If the assumptions I, II and V (or 1*, I1* and V* ) are fulfilled, then
(a) there exists f3 < 0 such that for any region Ri of A and for any z E Ri
(respectively, for any z E RN) we have
-!-ID( -A'(z)) ~ f3
(b) for every xo, xm ERN it holds
(xo - xm,A(xO) - A(x ffi ))_ ~ f3l1xo - xffilld .

Proof. (a) The desired inequality is found in a similar way as in the proof of Lemma
2.1 (a) and the constant f3 has the value

f3 = min
. { min.
j=I ..... 2P+Q
. (rj
[min - ' -f3j)]
Tj 'Cj
. .
min
'j=2P+Q+I ..... N
(f3j)}
-
1]j ,
(2.18)

-
where we have additionally denoted
1 - dj+l a(,j+I)/2 for j E {I, 3, ... , 2P - I}

=1
N d]
rj = -t]] - L Itijl
i=1 -
1 d]-l j/2 £ . {2 4
- Tar or } E
2P}
" ... ,
(2.19)
i#j )
- 1 for j E {2P + 1, ... , 2P + Q} .
(b) The proof begins with relation (2.17). If we successively apply properties v),
vi), viii) from Lemma 1.1 and (2.3), we find
(xO - Xffi ,A(x~£) - A(x~£))_

~ L
ffi-I

k=O
(tHI - ik - 2e) 1°
I
(XO - x m , A'(x,\)(xO - Xffi))_ d)"

m-l

-L IIA(x~£) - A(xt.)lld .
k=1
Property (2.2) and part (a) of the present lemma then yield
ffi-I
(xO - x m, A(x~£) - A(x~.))_ ~ f3(I- 2em)lIxO - xffilld - L IIA(x~.) - A(xt.)lId
k=1
which gives the result when e tends to zero. o
2.3. DC equations 45

2.3. DC equations

The following result is related to the existence and uniqueness of the steady
state solution of the network under consideration.

Theorem 2.1. Under hypotheses I, II and IV (or 1*, II* and IV*) and for each
E E RN,there exists a unique solution of the problem (S(A, E».

Proof. Because IV implies III, Lemma 2.1 shows that A - wI is totally dissipative
on RN. Moreover, this operator is continuous and then the result of Webb (see
Webb [1972]) gives

R(I - '\(A - wI)) = RN for any ,\ > 0 . (2.20)

On the other hand, the inequalities (2.7) from the assumption IV imply Si < 0
for any j = 1, ... , 2P + Q (see (2.11)). Adding the fact that in assumption IV, wi
is strictly negative for any j and therefore Pi = ei for j = 2P + Q + 1, ... , N (see
(2.13)), we have

w = max {.)=1,max [max (Sj ; Wi)].'i=2P+Q+l,


max (Wi)} (2.21 )
... ,2P+Q Ti Cj ... ,N ej

which is a strictly negative number. Thus, in (2.20) we can take ,\ = -l/w and we
obtain the surjectivity of A, i.e. the existence part of the theorem. The uniqueness
is an immediate consequence of the dissipativity of A and negativity of w. Indeed, if
zl and z2 are two solutions of the steady state problem, then 0 = (zl_z2, E -E)+ =
(Zl - z2,A(Zl) - A(Z2))+ ::; wllz 1 - z 2 11d that implies zl = z2. 0
A first remark on the above theorem regards the fact that the existence and
uniqueness of capacitor charges and inductor fluxes under steady state conditions
proven above is equivalent (via the property of G being onto in RN) to the existence
and uniqueness of the hybrid vector v which satisfies

T·F(v)+H(v)=E. (2.22)

In the case when R f= 0, S f= 0 this equation describes the DC behaviour of


a resistive N-port with constant independent sources contained in E. If the first
2P + Q ports are connected to Ebers-Moll models of semiconductor devices, the
following R pairs of terminals are open circuited and the last S ports are short
circuited. It is convenient to include the last R + S ports in the multiport, so that
one studies a 2P + Q-port connected with resistively modelled P transistors and Q
diodes and which is described by Hand E (we use the same notations as before).
46 II Lumped parameter networks

This configuration corresponds to equation (2.22) where R = S = 0 and, since


under such conditions T is invertible, we obtain the equivalent equation

F(v) + T- I . H(v) = r- I . n . (2.23)

The existence and uniqueness result formulated above for equations (2.22) and
(2.23) is a partial extension of (or is strongly related to) many published results for
the case when H is linear, for instance, Willson [1968, 1970], Sandberg and Willson
[1969 a,b], Willson and Wu [1984]. In the case when H is nonlinear, our result is
an extension of the smooth classes of functions, considered by Fujisawa and Kuh
[1971], to CPWL and CPWCD classes for F and H respectively. Our result is of
the same nature as that given in Chien [1977] (Corollaries 7 and 8), where F and
Hare CPWL.
Two properties that one might expect our network (described by (2.22) or (2.23))
to possess are: "small" changes in input IJ cause "small" changes in output v and,
a bounded sequence of input vectors yields a bounded sequence of outputs. For
the case when H is linear this problem is solved in Sandberg and Willson [1969 a]
and in Willson [1970]. By using dissipativity we can, almost directly, derive the
following result for the CPWCD case:

Theorem 2.2. (a) If the hypotheses I, II and IV (or 1*, II* and IV*) are valid,
then the solution v of (2.22) is a continuous fUIlction of the vector n.
(b) If we add the hypotheses h(O) = 0 for j = 1, ... , 2P + Q and H(O) = 0 (where
o is the zero vector in RN) then every bounded sequence IJI , IJ2, n3,... is mapped
by equation (2.22) iIlto a bounded output sequence vI, v 2 , v 3 , •..

Proof. For two inputs IJ and 73* with outputs v = G(z) and v* = G(z*), we have

-wllz - z*lld :S -(z - z*, A(z) - A(z*))+ = -(z - z*, -73 + 73*)+ :S 1173 - 73*lld .

because of Lemma 2.1. Hence, the negativity of w implies that If f--+ z is a continuous
function. By using the continuity of G, statement (a) follows. The additional
hypotheses from (b) imply A(O) = 0 and taking z* = 0 in above sequence of
inequalities we derive
(2.24)

But G is continuous on whole RN and then v is bounded for bounded IJ .


D
2.4. Dynamic behaviour 47

2.4. Dynamic behaviour

Let us begin with an existence and uniqueness result:

Theorem 2.3. Under hypotheses I, II and III (or P, II" and lIP) the problem
(E(zO, A, B)) has a unique solution z: [0,00[1-+ RN , for each Zo E RN.

Proof. The hypotheses I and II assure the continuity of the function (t, z) 1-+ A( z) +
B(t) on the whole domain [O,oo[xR N . In addition, Lemma 2.1 gives, for each t,
the dissipativity of A(·) + B(t) - wI on RN. Hence, in view of Theorem 1.8, the
result follows. 0

A comparison between the hypotheses used in the preceding theorem and those
used in Sandberg [1969] allow us to formulate the following remarks:
(1) Here, the resistive multiport was supposed to be nonlinear and the condi-
tion H(O) = 0 (automatically satisfied in the linear case) was not imposed.
(2) We remark also that hypothesis III which restricts the class of nonlinear-
ities is implicitely verified in the linear case considered by Sandberg.
(3) The nonlinear characteristicfunctions Ii, j = 1, ... , 2P + Q and (j,
j = 2P + Q + 1, ... , N, were supposed to be CPWL, while in Sandberg's
paper they are of C I class.
(4) In the above we did not use the additional conditions fiCO) = 0, (j(O) =
which were used by Sandberg.
°
(5) The additional boundedness hypothesis imposed by Sandberg to the time-
function B (which describes the independent sources) is no longer needed
here.
Let us now consider the solutions Zl and Z2 of the problems (E(zJ,A,BI)) and
(E( z~, A, B2)) respectively. Of course,
d
dt [Zl(t) - z2(t)] = A(ZI(t)) - A(z2(t)) + BI(t) - B2(t)
and because the function t 1-+ IlzI(t) - z2(t)lId is differentiable on [O,oo[ except a
countable set, Lemmas 1.15 and 1.1 give:
d
dtllzl(t) - z2(t)lId ~(zl(t) - z2(t),A(zl(t)) - A(z2(t)))+
(2.25)
+IIBI (t) - B2(t)lId a.e. in [O,oo[ .
Analogously,

~lIzI(t) - z2(t)lId 2 (zl(t) - z2(t),A(ZI(t)) - A(Z2(t)))_


(2.26)
-IIBl(t) - B2(t)lId a.e. in [0,00[.
These inequalities will simply lead to the following qualitative results:
48 II Lumped parameter networks

Theorem 2.4. Let hypotheses I, II and IV (or 1*, 11* and IV·) be fulfilled.
(a) If Zl and z2 are the solutions of the problem (E( z~, A, BI » and (E( z~, A, B2»
respectively and BI(t)-B2(t) tends to 0 fort -+ 00, then limt_ex>[ZI(t)-z2(t)] = o.
(b) If z is the solution of (E(zo, A, B» and Bex> = limt_ex> B(t), then there exists
Zoo E RN, independent of zo, such that z(t) -+ Zex> when t -+ 00.
(c) The solution of the problem (E( zo, A, B» is globally exponentially asympotically
stable in the Lyapunov' sense.

Proof·
(a) Taking into account Lemma 2.1, we get from inequality (2.25):

which gives

(2.28)

for all t E [0,00[. Because of assumption IV we have w < 0 (see (2.21» and the
result easily follows.
(b) Let Zoo be the (unique) solution of stationary regime A( z) + Bex> = 0 (see Theo-
rem 2.1). Of course, Zex> is identical with the solution ofthe problem (E(zoo, A, Boo».
Then, the statement (a) gives the result.
(c) It is sufficient to put in (2.28) BI = B2, to find that

IlzI(t) - z2(t)lld:::; IIz~ - Z~lId' e"'t for all t > 0, (2.29)


i.e. the stated stability property. o
The above theorem particularly gives sufficient conditions under which a large
class of transistor circuits, under large signal operating conditions, possesses the
useful property of its output approaclIing a constant independent of the initial
condition when the input tends to a constant. This means, for instance, that one
cannot synthesize a bistable (with memory) network, if it satisfies the hypotheses
of the preceeding theorem.
The results of this theorem extend those obtained in Sandberg [1969] (Theorems
1, 1',2', Corollaries 1, 1') in the sense of remarks (1)-(5) above. Moreover, our
assumption IV (or IV·) is a natural extension of those considered by Sandberg for
a linear multiport. Other stability results can be found in Chua and Green [1976
a, Corollary 1], and other comments are given in Marinov [1990 b].
Further, let us give some sufficient conditions for the boundedness of the solution.
2.4. Dynamic behaviour 49

Theorem 2.5. Under hypotheses I, II and IV (or 1*, II' and IV' ) and addition-
ally supposing h(O) = 0 for j = 1, ... , 2P + Q, ';'j(0) = 0 for j = 2P + Q + 1, ... , N
and H(O) = 0, the boundedness of the function t ...... B(t) on [O,oo[ implies the
same property for the solution function t ...... z( t) of the problem (E(zo, A, B)).

Proof. Because the above conditions imply A(O) = 0, in the same way as that used
in proving Theorem 2.4 (a) we can obtain
d
dt IIzlid ::::; wllzlld + IIB(t)lld a.e. in [0, oo[ .

Then by using the boundedness of B, we find

Ilz(t)lld ::; Ilz(O)lld· ewt + ewt [IIB(T)lle- WT


dT .
Because w < 0, the statement is clear. o
Let us consider now the circuit under study where the independent sources are
constant B( t) = Ii. This corresponds to some step varying signals applied at the
moment t = 0, while other sources remain constant.
Let us denote by z the solution of the problem (E(zo, A, Ii)) and by Zoo i- Zo
the corresponding steady state solution -i.e. the solution of (S(A, Ii)) equivalent
with (E(zoo, A, Ii)). If relation (2.27) is valid, then
d
dillz(t) - zoolld::; wllzo - zoolld a.e. in [0,00[. (2.30)

If w < 0 (a sufficient condition for this is the hypothesis IV), this shows that the
function D: t ...... Ilz(t) - zoo(t)lld/llzo - zoolld is strictly decreasing on [0,00[,
starting from 1 and tending to o. This function describes the global behaviour of
the network between initial and steady state. If we fix A EjO, 1[ we can define "the
A-delay time" Tt, as the (unique) moment when this function equals A. The above
results allow us to frame this parameter between two bounds which can be apriori
computed.

Corollary 2.1. Let hypotheses I, II, IV, V (or 1*, II', IV', V') be valid, where
the latter two ones are satisfied for the same d = {d 1 , ... , d N }. Then,
e Pt ::; D(t) ::; ewt for all t > 0 ,

that gives r.~ ::;


Tt ::::; r::.
where r.~ = In('\/i1) and = In(,\./w), r::. i1 and w having
the negative values from (2.18) and (2.21) respectively.

Proof. The right hand inequalities immediatelly follow from (2.30), while for the
left hand ones we use (2.26) and Lemma 2.2. Thus we derive
d
dtllz(t) - zoolld:O:: i1llzo - Zoo lid a.e. in [0,00[,
50 II Lumped parameter networks

and the result is easily obtained. o


As its definition shows, the delay time evaluates the global rate of evolution
of the circuit between the initial and stationary states. As the bounds and T.~T;.
depend simply on the circuit parameters, they are useful in estimating the switching
speed of a circuit.

2.5. An example

In this section we provide an example which is application of the above theory.


Let us consider the circuit from Figure 2.5, where the stage S1 represents the
preceding drive gates modelled by the step source e and a CPWL resistor whose
characteristic is (coherent dimensions are used throughout the sequel):

. {50 X 10- 5 + 50 X 1O- 5 u for u < -2


z= 25 X 1O- 5 u for u E [-2,2]
-50 x 10- 5 + 50 X 10- 5 for u >2.

u 1K

~ r
100 K

F -10 K
-;-

S1 S2 S"

Figure 2.5

The following stage S2 is a connecting resistor accompanied by a substrate ca-


pacitor. The stage S3 is composed of two parallel inverters with identical parame-
ters: a} = 0.950, a~ = 0.580, 71 = 10- 9 , 71 = 10- 8 , C1 = 5 X 10- 12 , C2 = 10- 12 ,
2.5. An example 51

h(Ul) = -10- 5 X [exp( -40Ul)-1], !2(U2) = -1.638 X 10- 5 X [exp( -40u2)-1]. The
bulk emitter, collector and base resistances are 10, 20 and 100 ohms respectively.
The operator H is CPWL in R5 with the hyperplanes X5 = 6 and Xs = 10
defining three regions, k = 1,2,3, for X5 < 6, X5 E [6,10] and Xs > 10 respectively.
In each of these regions the resistive multiport is described by w = -Hkv + Bk,
where Hk is a 5 X 5 symmetric matrix with the common elements for k = 1,2,3:
Htl = H:3 = 5.68451 X 10- 3 , Hf2 = Ht4 = 0.99056 x 10- 3 , Ht2 = Hfl = H:4 =
Ht3 = -0.94315 x 10- 3 , Ht3 = H:l = -4.22539 x 10- 3 , Ht4 = Htl = Hf3 =
H:2 = -0.04225 x 10- 3 , Ht5 = H;1 = H:5 = H;3 = 0.47 x 10- 3 , H;5 = H;2 =
Ht5 = H;4 = 0.0047 x 10- 3 • These matrices differ in HJ5 = H~5 = 1.44794 X 10-3 ,
Hg5 = 1.19794 X 10- 3 • The elements ofthe vectors Bk are Bt = B: = -98.1 x 10-4,
B~ = B! = 99 x 10-4 for k = 1,2,3 and B~ = 35.88 X 10-4 , B~ = 20.88 x 10-4,
B~ = 45.86 X 10-4 •
The circuit is initially in the steady state with e = -0.6 corresponding to the
transistors in the off state: VI (0) = V3(0) = 0.35, V2(0) = V4(0) = 10 and V5(0) =
-0.986. The initial capacitor charges are ZI(O) = Z3(0) = 1.7599 X 10- 12 , Z2(0) =
Z4(0) = 10.1638 x 10- 12 and Z5(0) = -1.972 X 10- 12 •
Hypotheses I and II are obviously satisfied and the same is the case with as-
sumption IV if we choose d = {0.961, 1, 0.961,1, 0.823} and WI = W3 = -31 X 10- 6 ,
W2 = W4 = -39 X 10- 6 , Ws = -88 X 10- 6 • With the same d, our circuit satisfies
hypothesis V, namely /31 = /33 = -11.34 X 10- 3 , /32 = /34 = -1.94 X 10- 3 and
/35 = -2.31 X 10- 3 • As we see, all hypotheses of Theorems 2.1-2.5 and Corol-
lary 2.1 are fulfilled such that all properties given by these theorems are valid for
our circuit. Also, 81 = 83 = -0.0114, 82 = 84 = -0.442, rl = r3 = -1.998,
r2 = r4 = -1.557 and P5 = e5 = 115 = 2 X 10- 12 • With these, relations (2.18) and
(2.21) yield: W = -0.0114 X 10 9 and /3 = -2.26 X 109 such that we can compute the
bounds of the O.l-delay time: ,£do.1 = 1.018 X 10-9, T~.1 = 201.981 X 10-9. On the
other hand, an ad-hoc program numerically integrating the system (E(zo, A, B))
gives Tll = 146 X 10- 9 . It seems that the reasonable tightness (especially of the
upper bounds) and the calculational simplicity of the bounds from Corollary 2.1
make them useful for initial stages of circuit design. Such bounds can be included in
so called "timing simulators", the usual handling programs for designers of digital
circuits (see Ruehli and Ditlow [1983]).
Chapter III

fP-solutions of countable infinite systems of


equations and applications to electrical circuits

3.0. Introduction

In the preceding chapter we have studied a lumped parameter model of a class of


circuits containing a finite number of elements. Here we are interested in qualitative
properties of the network in Figure 3.1.

Figure 3.1 The infinite network under study

The circuit consists of n voltage sources, P bipolar transistors and an infinite num-
ber of capacitors and resistors, these last ones grouped together in an "infinite-port"
"R· oo . Each transistor j = 1,2, ... , P is a nonlinearly lumped parameter modelled by
a GUl11l11ei circuit as shown in Figure 2.3 with positive parameters a} < 1, at < 1,
T2j-l, T2j, C2j-l, C2j and fuuctions hi-l, hi with continuous and strict positive

52
3.0. Introduction 53

derivatives. We assume also that 'Roo is described by an infinite conductance ma-


trix G whose elements Gkj, k,j = -n + 1, -n + 2, ... , 0, 1, ... satisfy the following
constraints:

L IGkjl <
00

00 for any j E {-n + 1, -n + 2, ... ,O} U N


k=l
(3.1)
sup {~IGkjl; j EN} < 00

inf{Gjj; j E N} > a
while for the capacitors we naturally impose

inf {Cj; j E N} > O. (3.2)

According to (3.1), G is a linear function in £1 space, such that for any voltage
sequence {Uj}~_n+1 E £1 and for each k = -n + 1, ... ,0, 1, ... we have

00

ik = - L GkjUj. (3.3)
j=-n+1

On the other hand, denoting by tkj the elements of the matrix T = .9P [ 1j
J=l -a f
for k,j = 1,2, ... ,2P and tkj = a for k,j > 2P, the circuit structure implies:

2P
ik = LtkjUj O'Yj1)(qj) + ddt for kEN. (3.4)
j=l

Here, qj is the electric charge of capacitor Cj and qj = 'YiC Uj) = CjUj+r;!j (Uj) for j =
1,2, ... ,2P while qj = CjUj for j > 2P. Then, by using (3.2)-(3.4) we can derive
the following infinite system of differential equations with variable {qj} j E £1 (finite
total electric charge)

dqk(t) ~ - ::
{ ~ = ~ak;q;(t)+fk(q1,q2, ... )+fdt),
k=1,2, ...
(3.5)
qj(O) = ej
54 III Infinite systems

where
ajj = -Gjj/Cj for any j E N

akj = {O for any kEN and j ::; 2P, j -=I k


-Gkj/Cj for any kEN and j > 2P, j -=I k
2P
]k( ql, q2, ... ) = fikGkkqk/Ck - :l)tkj(jj 0/11 )(qj) + Gkj'/1 1 (qj)) (3.6)
j=1

for k::; 2P
for any kEN and where fik = {~
for k > 2P
o
]k(t)=- L Gkjej(t) for any kEN and t;:::O.
j=-n+1

With this example in mind, we shall study below a system of the form (3.5) with
less restrictive hypotheses than those imposed by (3.1). The mathematical interest
of our problem consists of the dissipativity properties of the linear and nonlinear
part of the system, as we show in Section 3.1. Section 3.2 includes the main re-
sult regarding uniqueness and stability of £P-continuous solutions of (Sd. For the
quasi autonomous case an existence theorem is proved in Section 3.3 and it contains
also a result about the stability of the equilibrium solution.
It is obvious that if the transistors do not exist in our circuit (i.e. P = 0),
then system (3.5) is a linear one. In this case only, we are able to prove good
convergence properties of the truncated system solution (Section 3.4). Also, easily
computable bounds of truncation errors are infered. In Section 3.5 we verify that the
system (3.5) (governing the circuit in Figure 3.1) fulfils the conditions imposed by
the general theory developed in Sections 3.1-3.3. Consequently it has interesting
qualitative properties. Also, in the linear case, a very simple concrete example
illustrates the theory.
Infinite circuits with more general structures than the above one and whose vari-
ables belong to a Hilbert space (finite energy) were studied by Dolezal [1977,1979].
As in our case, the dissipativity is the central concept of the work. Also Zema-
nian [1976,1981,1982) treated two-dimensional infinite circuits appearing in the
numerical analysis of certain boundary value problems in semiconductor devices.
Moreover, many authors dealt with countable infinite systems of equations and
their wide range of applications. The reference Deimling (1977) contains bibliog-
raphy on this subject up to 1975. We also mention papers: McClure and Wong
[1975,1976,1979)' Chew, Shivakumar and Williams (1980), Miller and Michel (1980),
Marinov [1984,1986].
3.1. Preliminary results 55

3.1. Statement of the problem and preliminary results

Let aij, (i,j = 1,2, ... ) be complex valued functions defined on the interval
e
[0,00[, = {e;}i E fP and S E [0,00[. Let also f;, (i = 1,2, ... ) be complex
functions defined on [0, oo[ xf P • Our aim is to study the infinite system of equations,
associated with an initial condition:
dUi(t) ~
~ = J~_l aij(t)Uj(t) + Ii(t,Ul(t),U2(t), ... )
(Se) {

Ui(S)=ei ,wherei=I,2, ... and tE[S,oo[.


We call fP-solution of (Se) a function U : [s, 00[>-+ fP with components Ui satisfying
(Se).
The system (Se) is intricately associated with the abstract differential equation
on fP:

{
d~~t) = A(t)u(t) + F(t, u(t))
u(s)=e andtE[s,oo[
where A(t) is a "matrix" linear function defined by using functions aij and F is a
perturbation nonlinear function defined with the functions Ii. Unlike in the case of
finite dimensional systems, equation (Ee) and system (Se) are no longer equivalent.
As a consequence, the proofs here extensively use properties of dissipative functions
along with "classical" topics such as uniform convergence, derivability of series of
functions, etc.
Let E be a normed vector space and we denote
Ck = {f : E >-+ fP ; I is continuous} .
The conditions of compactness of a set in CP (Lusternik, Sobolev [1974,p.167])
imply that I E Ck if its components 1; : E >-+ C, i E N are continuous and
L::'l \Ii(tW < 00 uniformly on any compact subset of E (in short, u.c. E).
Let P E [1,00[ and q be its conjugate, that is q = p/(p - 1) for p > 1 and
q = 00 for p = 1. Some assumptions, that are to be used in the following, are made
regarding the functions aij and Ii from (Sel:
AI. aij: [0,00[>-+ C is continuous for any i, j E N.

L
00

A 2 • If P = 1, \aij(t)\ < 00 u.c. [0,00[, for any j E Nand


i=l
i#j

(3(t) = sup { ~ \aij(t)\ ; j EN} is bounded on any compact


i#j
subset of [0,00[.
56 III Infinite systems

L laij(tW < 00
00

If p> 1, U.c. [O,oo[ for any i E Nand


j=!
j#i

~(t) {~[~laij(tWr-lr/p < 00


= U.c. [0,00[.

#i

A 3 . w(t) = sup{Reajj(t); j E N} is bounded above on any compact subset


of [0,00[.
Fl. j;: [O,oo[xt'P >--> C is continuous for each i E Nand

L \fi(t,xW < 00
00

u.c. [O,oo[xt'P.
i=l

e
We will denote by F : [0, oo[ x p ....... fJP the function having Ji'S as com-
ponents; then, hypothesis FI is equivalent to F E C{o,oo(xt P '
F2• There is a function Cl! : [0,00[-> R that is integrable on any compact
interval from [0, oo[ such that F(t,') - o:(t)I is dissipative for any t E
[0,00[.
The next result can be easily shown (for p = 1 see Taylor [1958,p.220] and
McClure, Wong [1976]).

Lemma 3.1. Let hypotheses Al and A2 be valid; then,


(i) for any t 2: ° we can define the linear boun decl operator

B(t) : fJP ....... [P with B(t)x = {~a,j(t)x) },


#i

where x = {Xj}j E fiP. Morover, IIB(t)11 ::; ~(t) with equality for p = l.
(ii) for any s E [0, oo[ ancl U E Cr.,oo(' the functiOll t ....... B(t)u(t) belongs to Cr.,oo(·
D

Let us consider now the function ItA: [0,00[>--> [-00,00] defined by

+ f EN} =1
1
sup{ Reajj(t) lai)(t)1 j for p
/-iA(t) = i~!
'T)

sup{Reajj(t) j E N} + ~(t) for p >1


where ~(t) is obviously defined by hypotheses A2 in the case p > 1.
3.1. Preliminary results 57

Lemma 3.2. Under hypotheses Al,A2,As, /LA is Riemann integrable on any


compact interval of [0,00[.

Proof. Taking into account hypotheses Al and A 2 , it follows that /LA,W and f3
are lower semicontinuous and consequently almost everywhere continuous in [O,oo[
and bounded below on any compact set from [0,00[. As I'A(t) ~ wet) + f3(t) for
any t E [0, oo[ it follows from hypothesis As that /LA is also bounded above on
compacts of [O,oo[ . The proof is complete. 0

Let us now consider the set:

1) = {x = {Xi}i E f.P ; {aii(t)xi}i E f.P for each t E [O,oo!} .

We note that 1) is a linear subspace of f.P and 15 = f.P in the topology of the norm
in f.p. From hypothesis A2 it follows immediately that

1) = {x = {xa} i E f.P {f
j=1
aij(t)Xj }. E

f.P for each t E [O,oon

and it results (under hypothesis A 2 ) that for each t E [O,oo[ we may consider the
linear functions:

D(t) : 1) t-t f.P with D(t)x = {aii(t)xih and


00

A(t): 1) t-t f.P with A(t)x = {Laij(t)xj}. ,


j=1 I

where x = {Xi}, E 1). We remark that A(t) = D(t) + B(t) where B(t) satisfies
Lemma 3.1.
If t E [O,oo[ and n E N then we may start from the operator A(t) and, with
assumption A 2 , construct the function An(t) : f.P t-t f.P with the ith component
defined by:
ifi ~ n

ifi >n
where x = {x;}i E f.p. This definition is consistent because, as it follows from
hypothesis A2 that
00

Laij(t)Xj is convergent for any x = {Xj}j E f.P, i E N, t E [0,00[.


j=1
58 III Infinite systems

Analogo usly we introduc e the everywh ere defined function s


Dn(t),B n(t),Fn (t) :
€p>--+ €P, their compon ents being defilled as

[Dn(t)X)i = { ~ii(t).1'i if i s: It

ifi > It

for i s: n
for i >n
for every x= {x;}i E €p.
We shall associat e with the sequenc e {l'd, E (P, the sequenc
e xn = {Xni in
which x? = Xi for i s:
n and xi' = 0 for i > n.

Lemma 3.3. Under hypothe sis A2 we have for .1' = {x;} i E £P, t E [O,oo[ and
n E N:

Proof.
Let us first consider p = 1. Let Y = {I, 2, ... } with count.ing
measure and
Yo = {i E Y : Xi = O}. From Lemma 1.7 we obtain:

iEYo iEY-Yo

s: L IXil Reaii(t) + L I[Bn(t)x)d s:

t
iEY iEY

s: IXjl (Reajj( t) + ~ laij(t)l) + jf;.IIX jl ~ laij(t)1 s:


io,<j io,<j

Now let p > 1. If xn = 0 then

and if xn #0 let Y and Yo be defined as above. Followin g Lemma 1.8 we


have:

(xn,Dn( t)x)+ = Ilx 1I111P-1 L I:rill' Reaj,(t )x;jx, s: w(t)llxnll


iEY - Yo
3.2. Properties of solutions 59

and this results in

(xn,An(t)x)+ ~ (xn,Dn(t)x)+ + (xn,Bn(t)x)+ ~


~ + IIBn(t)xll ~
w(t)lIxnll
~ w(t)llxnll + .B(t)llxll ~
~ [wet) + .B(t)]llxnll + .B(t)lIx - xnll .

o
A similar procedure may be used to prove the next result.

Lemma 3.4. Under hypothesis A2 we have for x = {Xi}i E 1), t ~ 0:


(i) (x, D(t)x)+ ~ w(t)llxll i.e. D(t) - w(t)I is totally dissipative.
(ii) (x,A(t)x)+ ~ J.lA(t)lIxll i.e. A(t) - J.lA(t)I is totally dissipative.

3.2. Properties of continuous l'P-solutions

It is the purpose of this section to investigate the behaviour of the solutions of


(Se). The following theorem is our main result:

Theorem 3.1. Let ~,1] E f!P and u, v E Cr.,oo[ be f!P-solutions for (Se) and (S'I)
respectively. Then, under llypotheses AI, A 2 , A 3 , F l , F 2,

lIu(t) - v(t)1I ~ II~ -1]11 exp [[J.lA(I') + a(r)] dr


for any t E [s,oo[.

The previous theorem results in the uniqueness of solutions as well as some


stability criteria, dealt with in the following assertion:

Corollary 3.1. Under hypotheses Al,A2,A3,Fl,F2' let u E Cr.,oo[ be a f!P-


solution for (Se), where ~ E f!P. Then,
(i) u is unique.

(ii) if limsupll[J.lA(r) + a(r)]dr < 00, tIlen u is stable.


t~oo !J

(iii) if lim
t-(X)
fl [J.lA(r) + a(r)] dr
s
= -00, then 11 is asymptotically stable.

(iv) if [J.lA(r) + a(r)] ~ 0 for any r ~ s, then It is uniformly stable.


60 III Infinite sy,tell1s

(v) if 5 < 0 exists such that ILA (r) + 0:( r) ::; 5 for any r 2: 8, then u is uniformly
asymptotically stable.

Proof of Theorem S.l.


If u and v are solutions for (Sd and (S~) respectively, then for any n E Nand
for any t E [8,00[,

d
+ F"(t, u(t))
II
dt u(t) - v(t) = An(t)[u(t) - v(t)] - FII(t, v(t)) . (3.7)

The function t ...... Ilu(t) - v(t)1I11 is derivable on [8,00[\NII where N n is a, at


most, countable set. Moreover, it is derivable on [8, oo[\N, where N = U::"=1 N n .
Following Lemma 1.15 we derive from (3.7):

for t E [8,00[\N, where we have denoted w(t) = u(t) - v(t). From (3.8) and
Lemma 1.1 it follows:

:t IIw(t)1I11 ::; \ w(t(, AII(t)w(t)) + + \ W(t)lI, F(t, 0if) - F(t, lI(t)II)) _ + 511 (t)
(3.9)
where we have denoted

5,,(t) = 11F"(t, u(t)) - F(t, u(t))11 + IIF(t, 1/(t)) - F(t, '~Z(tr)ll+


+ IIFII(t, v(t)) - F(t, v(t))11 + IIF(t, lI(t)) - F(t, v(tnll .

Taking into consideration Lemma 3.3, hypot.hesis F 2 , Lemma 1.4 and denoting
= 5n(l) + /3(t)llw((t) - w(t)"11. we obtain from (3.9)
I'n(t)

d --n --II
&111O(t) II::; [}1A(t) + o:(t)] 1111'(/) II + I'n(t) on [8, oo[\N. (3.10)

The function t ...... fttl [!-lA(l') + 0(1')] d1' is absolutely continuous on every interval
[t 1 , t 2 ] C [8,00[\N. Consequently, it. is derivable almost everywhere in [t 1 , t 2 ] and
from (3.10) one obtains:

(3.11)
3.2. Properties of solutions 61

On the other hand, from (3.8) and Lemma 1.1 we derive:

1~lIw(t(lll::; IIAn(t)w(t)11 + IIF"(t,u(t))11 + Iwn(t,v(t))11 (3.12)

for t E [s, 00 [\N.


But the functions t f-> An(t)u(t), t f-> Fn(t, u(t)) and t f-> Fn(t, v(t)) are con-
tinuous, such that (3.12) clearly implies the Lipschitz property of the function
t f-> Ilw(tl"1I on [tl, t2J. This shows that the function

t f-> Ilw(t)nll exp 1


I
1,
[J.LA(r) + a(r)J dl'

is absolute continuous on [tl' t2J. Therefore

(3.13)

According to the continuity of u we have

{u(t(L -; uti) u.c. [s,oo[ (3.14 )

and analogously for v. From hypothesis F 1 we may conclude:

{Fn(t, u(t))}" -; F(i, u(t)) U.c. [s, oo[ (3.15)

and similarly with v instead of u.


Finally, a result of McClure and \Vong,[1979,Lemma 2], implies:

{F(t, u(t)n) L-; F(t, u(t)) U.c. [s,oo[ (3.16)

and the same with v instead of tl. It follows from (3.14)-(3.16) that {{n(t)}n -; 0
U.c. [s,oo[. Hence, from (3.13) and (3.11) we have:

Following continuity arguments, this inequality may be extended on every interval


[s, tJ of [s,oo[. Thus, the proof is complete.

o
62 III Infinite systems

3.3. Existence of continuous £P-solutions for the quasi-


autonomous case

The existence of continuous fP-solutions of thc infinite system of equations

dUi(t) ~ -
+ li( 111 (t), 112( t), . .. ) + Ii (t)
z
{ -----;It = ~ aij1lj( t)
)=1

1Ii(5) = ~i ; i E N,t E [5,00[,~ = {~;}i E t P ,

where ail E c,i,: e


p f-> C and ii :
[5,OOJ f-> C for any i,j E N, will be
investigated below. This is a particular case (called "<Juasiautonomous") of the
system (Se).
We assume that the following hypotheses are satisfied:

L
00

Al *. If p = 1 laij 1 < 00 for any j E Nand


i:;;::;l
i#j

e=suP{~la'jl j EN} < 00.

'#J

If p> 1 L laijlq < 00 for any i E Nand


j=1
j#i

A 2. w = sUp{Rcaii i E N} < 0
F~. The function ii : CP f-> C is continuous for any i E Nand

L
00

lii(:r)1" < 00 H.C. CI'.


i=1

VIe shall denote by P : £1' f-> CP the function with i;,s as components;
hypothesis F~ statcs that F E Cfp.
F;. There is a a E R such that P - aT is totally dissipative.
3.3. QuasiautoBOI110US case 63
p
Fa. L
00 _

Ih (t)1 < 00 for every t E [8,00[. We shall denote by


i=1

F : [8,00[>->£1' the function with ;. '8 as components.

F~. There is a continuous function d: [s, oo[ x [8,00[>-> [s,oo[ such that
- -
IIF (td - F (t2 )11 ::; It 1 - t2ld( t 1 , t2) for all (tl , t2) E [8, oo[ X[8, 00[.

_ Let us denote by F: [8,00[ x£P ~ £P the function defined by F(t,x) = F(x) +


F (t), with components Ji = h + ii. We will denote

D = {x = {X;}i E £1'

and B,A,D will be functions defined as B(t),A(t),D(t) respectively, in the non-


autonomous case. The real /lA is defined analogously. \Vith proper modifications
Lemmas 3.1 and 3.4 are valid also for the newly defined functions.

Lemma 3.5. Under assumptions Ai, A;, Fi, F; and with c = w + (3 + a the
operator A = A + F(t,.) - cI is "m"-lota11y dissipative, for all t E [8,00[.

Proof. Let us first suppose that the following properties are already proved
(i) Al = D - wI is linear, closed, densely defined and "m"-totallv dissipative.
(ii) A2 = B + F(t,·) - ((3 + Q)I is continuous, everywhere defined and totally
dissipative for each t E [8,00[.
Then, following a result of Webb [1972]' we have "m" -total dissipativity of
A = Al + A2 •
Most of the properties assumed, as satisfied in (i) anel (ii), follow directly from the
definition of the set D, functions D, B, F, as well as from Lemma 3.1. Vve have to
verify only the underlined properties in (i) and (ii). Let {xn}n be a sequence of
elements of D such that {xn}n ---; x and {AIJ:n}n ---; y. There is then, > 0 with
IIDxnll P < , for any n E N. On the other hand, for any 171 E N we have
m

L laiixil P ::; 21' L laii(xi - J:7W + 21' L laii.1:;'IP


";=1 i=1 i=l

::; 2P llx - xn W' max{laii 11' ; i = 1,2, ... ,171} +2


1' IIDx n 111'
::; 21',

for n ---; 00. It results in ~:1 laiix; 11' < 00 and therefore xED. But
64 III Infinite systems

i.e. y = Alx. That is, Al is closed. The total dissipativity of Al is obtained in


Lemma 3.4. In order to prove the "m"-property we have to verify that for a given
y = {Y;}i E fP there is p > 0 and x = {X;}i E V such that (l-paji+pw)Xj = Yi for
any i E N. A proper choice is p = -l/w and Xi = wy;jaii, because laiil2: -w > 0
and laiixilP = IwlPlyd P for any i E N, that is x = {Xdi E V.
The total dissipativity of A2 follows from

(x - y, Bx + F(t,x) - By - F(t, y))+ :S IIB(x - y)11 + (x - y, F(t,x) - F(t, y))+


= IIB(x - y)11 + (x - y, F(x) - F(y))+ :S ((3 + 0)11;1" - yll
where Lemma 1.1, Lemma 3.1 and assumptions F; were used. o

Lemma 3.6. Let hypotheses A~, Ai, F~, F2 be valid and c = w + (3 + 0 < O.
Then for any y = {Yi}; E fP there is x E V SUell that its components verify the
system
00

I>ijXi + j;(x) = Yi i EN.


j=l

Proof. It is sufficient to show that the equation .4.1' + F(x) = y has a solution.
By the same arguments as those used in the proof of Lemma 3.5 we can show that
A + F - cI is "m"-totally dissipative and this implies the existence of the solution
of the equation x - p[Ax + F(x) - c:r] = z for any z E CP and p > O. Taking
p = -l/c and z = y/c we have the proof. 0

Lemma 3.7. Let hypotheses Ai and Fi be valid. If t E [s,oo[ and {xn}n is a


sequence in V such that {xn}n -> x and IIAxn + F(t,xn)1I < M for any n E N,
then x E V and {Axn + F(t,xn)}n~Ax + F(t,x).

e
Proof. As the function B + F( t, .) is continuous on p it is sufficient to verify the
above property for D instead of A + F(t,·). But :l" E V as we have obtained in
the proof of Lemma 3.5. As {aiiX;'}n -> aiixi for any i E Nand IIDxll < M it
follows (cf. Lusternik, Sobolev [1974,pp.149j) that {Dxn }n~Dx. 0

Now we may derive the main result of this section.

Theorem 3.2. Under assumptions Ai, Ai, Fi - F4 and for any ~ E CP, there
exists U E Cr.,col' CP-solution of S;'

Proof. Let {~n}n be a sequence of V such that {en}" -> ~ . Because of Lemma 3.5,
Lemma 3.7 and assumptions F;, F 4, the hypotheses HI, H2 and H3 of Theorem
3.3. Quasiautonomous case 65

1.9 are satisfied and this ensures the existence of a function un : [8,00[1-+ V with
the following properties:
a) un E Cr.,oo['
b) un is weakly derivable (let (un):" be its weak derivative), Un(8) = en and
(un):"(t) = Aun(t) + F(t,un(t)) for any t E [8,00[.
c) if urn also satisfies a) and b) with urnes) = em then,
Ilun(t)-um(t)II:S Ile n -e mllexpc(t-8) forany tE [8,00[,
where c = w + (3 + a.
From b) we have
(3.17)

for any 1* e
E if (the dual space of p ), with the unique associated sequence
{mdk E eg • Taking mk = 8i,
where i E N <mel 81
is the Kronecker's symbol,
we have from (3.17)
d
dt ui'(t) = aiiui'(t) + [Bun(t)]i + fi(t,U"(t» (3.18)

for any t 2 8 and i E N. From c) we observe that {Un(t)}n is a uniform Cauchy


sequence on any compact set of [8,00[. There is then, U : [8,00[1-+ 15 = fP such that
{un(t)}n --+ u(t) U.c. [s,oo[. We have also that u E Cr.,oo[ and U(8) = e. On the
other hand, B is a continuous function so that ([Bu"(t)]d n --+ [BU(t)]i U.C. [8,00[,
for each i E N. From Ifj(t,un(t)) - fi(t,U(t»1 :s
IIF(un(t» - F(u(t))ll and from
McClure, Wong [1979,Lemma 2], we conclude that
{fi(t, un(t))}n --+ h(t, u(t» U.C. [8,00[
for each i E N. Then, from (3.18) we have

{ dUd~( t)} --+ dUi( t) u.c. [8,00[


t n dt
and therefore
dUj(t)
~ = aiiui(t) + [Bu(t)]i + Mt, u(t» for any i E N

and t E [8,00[, that is, u is a fP-solution of (S;). o


Let us note that hypothesis F:
implies the continuity of F (therefore in Fa
the convergence is in fact uniform on every compact subset of [8,ooD. Then, it is
clear that assumptions of Theorem 3.2 imply the continuity of F on [0,00] x fP and
in these hypotheses the result of Theorem 3.1 is valid.
If in (Se> we take h(t) = Cj for any t E [8,00[ and {C;}i E f P, we obtain
the autonomous case. Under this circumstance we can supplementary prove an
asymptotic behaviour result.
66 III Infinite systems

Corollary 3.2. Let hypotheses Ai, A;, Fi, F; be valid and c = a + f3 + w < 0.
Then, there exists U E D such that for any E €P, e
lim u( t) = U , where u is the

{J. (t) L= {Ci}i E €p.


t~oo

€P- solution of (Sn with

Proof. According to Lemma 3.6, let U = {Ui}i ED be the solution of the system

00

L aijUj + li(u!, U 2 , ••• ) + Ci = 0, i EN.


j=!

Hence, from Theorem 3.1 we have:

Ilu(t) - UII ~ [exp(pA + a)tlile - UII ~ (exp ct)lle - UII .


From this we obtain the desired statement. o

3.4. Truncation errors in linear case

e
Let = (ei)i Eel be a sequence of complex numbers and aij (i,j = 1,2, ... ) be
complex valued functions defined on [0, oo[ and satisfying more restrictive conditions
than the above ones, namely
AI: aij is continuous for each i, j = 1, 2, ... ;

A2: L laij(t)1 < 00 uniformly on every compact subset of [0, oo[ for
i=l
each j = 1,2, ... ;

A3: aCt) = sup { ~ laij(t)l; j = 1,2, ... } is bounded on any compact subset

of [0,00[.
We shall also consider functions Ii : [O,oo[ f-t C (i = 1,2, ... ) with the following
conditions:
Fl: Ii is continuous for each i = 1,2, ... ;
00

F2: ~ 1/;(t)1 < 00 uniformly on every compact subset of [0,00[.


i=l
Under these hypotheses let us consider a particular case of (S€):

dUi(t) ~
{ ~ = ~ aij(t)Uj(t) + fiCt), t ?': 0,

Ui(O) = ei, i = 1,2, ... ,


3.4. Truncation errors 67

with the solution denoted by u = (U1, U2, ... ) where u(t) = (U1(t), U2(t), ... ) E £1
for every t 2:: O. We associate the following truncated system:

{
du!(t) =
t j=1
t
aiAt)uj(t) + J;(t), t 2:: 0,

uf(O)=ei, i=1,2, ... ,n,

with the solution denoted by (ur, u~, ... , u~). We let un = (ur, u~, .. . , u~, 0, ... )
and clearly un(t) E £1 for every t 2:: O.
When the approximation of the solution of system (5{) requires the calculation
of the solution of the truncated system (5;) the evaluation of the truncation error
cn(t) = lIu(t) - un(t)lh is needed. An upper bound 6. net) and a lower bound on(t)
of cn(t) are derived below.
With the above hypotheses we can define the bounded linear operator A(t)
£1 ...... £1 with

where u = (Uj)j E £1. Also, let F: [0,00[...... £1 be a continuous function with Ji as


components. It follows then immediately that (5 e) is equivalent to the differential
equation on £1:

{
d~~t) = A(t)u(t) + F(t), t 2:: 0,
x(O) = e.
Let us define a new linear bounded operator on £1, namely An(t) : £1 ...... £1 with

fori=1,2, ... ,n,

where u = {Uj}j E £1 and [An(t)ul i is the ith component of An(t)u. We re-


mark that if (ui', u~, ... , u~) is the solution of (8;), then un satisfies the following
differential equation on £1:

dU;t(t) = An(t)un(t) + Fn(t), t 2:: 0,


{
un(O) = en.
68 III Infinite systems

where pn(t) = (Mt), h(t), ... ,f,,(t), 0, ... ) and ~n = (~l' 6,· .. ,~n, 0, ... ).
According to the continuity of the solutions of (Ed and (E;), we have
L.:::llui(t) - ui(t)1 < 00 uniformly on compact subsets of [0,00[. On the other
hand, let Mi be the countable subset of [0, oo[ on which the function t r-t IUi(t) -
ui(t)1 is not differentiable. On [0, oo[ \ Mi we have

1~lu;(t)-Ui(t)11 ~ 1~[u,(t)-ui(t)]1
~ I[A(t)u(t)];I + I[A"(t)u"(t)];I + Ifi(t)1 + l[Fn(t)]il·
By the continuity of A(t) and..1"(t) on £1 and by the assumption F2, the above
1t
inequality shows that L.:::l lu,( t)- ui'( t)1 < 00 uniformly on every compact subset
of [O,oo[ \ M, where M = U::I .VI;. Hence, the function t r-t Ilu(t) - un(t)lh =
fn(t) is differentiable on [0, oo[ \.VI and (see Lemma 1.15) on this set we have
dfn(t)
~ = (u(t) - un(t), A(t)u(t) + p(t) - A"(t)un(t) - pn(t))+ (3.19)
= (u(t) -unCi), A(t)ll(t) + F(t) - A" (t)1/"(t) - pn(t))_

From the first part of (3.19) one obtains on [0, oo[ \ .M

dE n(t)
~ ~ u(t)
( -1/
" (t),..1(t ) [u(t ) - 1l
n)])
(t + + (3.20)
+ IIA(t) - ..1"(t)lIlllu"(t)lh + IIF(t) - r(t)II!,
and from the second part

dE;:t) ~ _ (u(t) _ 1/"(t), -A(t) [u(t) - un(t)])+-


(3.21)
- IIA(t) - A n( tlll!llu "(t)II! - IIF( t) - r(t)II!.
But, on the other hand, we can obtain, (see Lemllla 3.4) for every Y = {Y;}i E j!1
and t ~ 0,
(3.22)
where
J-lA(t) = sup { Re ajj(t) + ~ laij(t)l; j = 1. 2, ... }.
'#}

Also, we have (Coppel [1!J65,p.58j) for the finite system (5;)

Ilu"(t)111 = L 1"·;'(t)1 ~ g,,(t), (3.23)


i=]
3..1. Truncation erro,'s 69

where

and where

J.Ln(S) = sup{Reajj(s) + t
•=1
la;j(s)l; j = 1,2, ... , n} .
i",j

Taking into account (3.22) and (3.23), from (3.20) we obtain on [0, oo[ \ M

dc:n(t) (n( ) " ) \ ( )


~ ::; J.L.4 t)e t + "f (t)gll(t + An t , (3.24)

where

"fn(t) = IIA(t) - An(t)lh = sup{f laij(t)I; j = 1,2, ...


l=n+l
,n}
and
L
00

An(t) = IIF(t) - Fn(t)lh = Ifi(t)l·


i=n+l

The inequality (3.24) finally gives c:"(t) ::; ~n(t), where


00

for all t E [0,00[.


In the same way, from (3.21) we can obtain for the lower bound 8n (t):
00

- [[(expl x
J.L_A(S)ds)bn(x)g,b) + An(x)]dx] exp 1° J.L-A(s)ds.
(3.26)
Note that J.L-A(S) has the form of J.LA(S) with -ajj(s) instead of ajj(s).
70 III Infinite systellls

Lemma 3.8.
(i) Under hypotheses AI, A2, A3, FI, F2, for any t ::::: 0, the sequences
{~n(t)}n and {on(t)}n are bounded.
(ii) If AI, A2, A3, FI, F2 are assumcd together with the hypothesis

A4: hn(t)}n -+ a uniformly on C1'ery compact subset of [0,00[,

Proof. The lemma follows directly from the inspection of expressions (3.25) and
(3.26) and taking into account the fact that for any nand t, Il.,(t)~ /lA(t) ~
a(t)"n(t) ~ aCt) and An(t) ~ IIF(t)II]. 0

Lemma 3.9. Assume the initialhypolheses AI, A2, A3, FI, F2 together with the
hypotheses:
AS: For any positive integer n, there is 111" ::::: a suell that ,net) ~ Mn for all
t ::::: o.
A6: There is a strictly posili1'e number I' sllch that

+L
00

Re ajj(t) laij(t)1 ~ -1/ < afor any j = 1,2, ... and any t E [0,00[.
i=l
i"/,j

F3: The function t>-> F(t) is bounded on [0, oc.[ : IIF(t)lh ~ N.


Then, the function t >-> ~ n(t) is bounded for any TI = 1,2, ...

Proof. Hypothesis A6 implies

Denoting

it follows that
3 ..5. Applicat.iolls 71

for any x E [0, t]. Thus we derive the inequality

We also have that

(3.28)

where
Ln(t)o=snp{f I.U:r) I XE[O,t]}.
l=n+l

By using (3.27) and (3.28) it follows that.

The assertions of the Lemma 3.9 follows fwm (3.29), as Ln(t), L net) ::; N. 0

Expression (3.29) constitutes an upper bonnd for the truncation error (valid
under the assumptions given in the statement of the> lemma), which are easier to
apply than (3.25).

3.5. Applications to infinite circuits

Let us now verify that the theory developed above really works for the net-
work in Figure 3.1 described by (3.5). In this case we have constant coefficients
and p 0= 1. By (3.1), (3.2) and the continuity of functions fj we see that the

hypotheses Ai, A;, Fi, F; hold with {3 0= snp {~IGkjl/Cj ; ~ 2P +


j I} and
k~j

W 0= sup {-Gjj/Cj ; j EN}.


Let us denote ,+,
{ n--Y- jE{1,3, ... ,2P-l}
ajo= a jE{2,4, ... ,2P}
72 III Infinit.e syst.ems

and

.
f IGkjl)
-Gjj + k=1
a = max
jj + max (
_G_ -1 + a} ; ___ ~k#-=J~·_ _
~ O.
l$j5,2P Cj TJ c}

Let us consider zl {Z] }} both in £1. Then, the mean value


theorem yields

where 7"j = /,;I(Zj) and Zj E]z),zJ[. If we denote Yo = {~' EN; z1 - zk = A},


then in view of Lemma 1.7 we have

2P
::; a 2::: Iz) - z;l,
j=1

because
+ 2::: Itkjl
00

-tjj = -1 +aj .
k=1
k#j

This is the total dissipativity of P - aJ on (1, i.e. hypothesis F; is valid. Finally,


we add a new assumption for our circuit, nalllely there is a continuous function d :
3.5. Applications 73

o
[0,00[2 ...... [O,oo[such that for any t,s E [0,00[, L lej(t)-ej(s)1 ~ It-sld(t,s).
F:
j=-n+l
With this very reasonable hypothesis about the circuit sources, it is clear that
holds. Thus, from Theorems 3.2 and 3.1 we obtain the existence and uniqueness of
q = {qj}j E C[~,oo[' C1-solution of (3.5). By considering

Corollary 3.1 gives stability conditions related to the diagonal dominance of the
matrix G, as in the finite dimensional case treated in the previous chapter.
Let us consider now a concrete example of an infinite linear circuit. It origi-
nates from an infinite length distributed structure described by Telegraph Equations
(Ghausi and Kelly [1968]):

au(t,x)
-a--
x
= -1·(J:)i(t,.r)
{
ai(t, x) au(t, J')
-----a;:- = -C(.T)~ - g(:r)u(t,x)

t 2: 0, x 2: °.
Here, u(t,x) and i(t,x) are the voltage and the current respectively, at the moment
t and at the point x along the line. The distributed parameters (per unit length)
will be the conductance g(x) = 9 and the capacitance c(x) = c, both constant and
°
positive, and the resistance 1'( x) > a strictly increasing function.
By discretization of the above equations with respect to the x-variable only, and
°
with a constant step h > we obtain:

(3.30)

Above, we have denoted by it j and l j the approximation of a(t, x) and i( t, x) re-


spectively, at the point x = x j = hj, j = 0, 1. 2, ...
If the line is excited by the constant source eo = iio at the left hand end,
we obtain the infinite ladder network illustrated ill Figure 3.2, where I'j = l'(hj),
j = 0,1,2, ...
74 III Infinite systems

:ru
+
!.L h,.o :rl h"l
-
1'1 7j_l

eo 110 he
he hg

Figure 3.2 Infinite laclcler network

This network is of the form of that ill Figure 3.1, with n = 1 and P = 0. The
system governing this circuit is derived from (3.30), being of the form S~ with
constant coefficients, namely

dUJ
-=----11
UJ-l • (1 1 g) +--
,--+---+- UJ+I
{ ~~o = :~12rJ-l } cil 2 )} ch 2 r}_1 c ch 2 rJ

u}(O)=O, j=1,2, ...


All conditions for the existence of a unique uniform asymptotically stable solution
Uj = qjl(ch) E €I are fulfilled. In fact Al - A6 and FI - F3 are valid with
j.l" = j.lA = -v = -glc, ," = 1/(h 2 r(1l11)c), /\" = 0 for n > 1. Clearly, it is
interesting to evaluate the error whcn \\'C keep n cells of the ladder network. If
zero initial conditions are considere(l, thell the error is bounded from above by (see
(3.25)):
,e."(t) = eo (~ _ ~(-(q/c)1 _ te-(g/C)I)
hlr(hn)r(O)!)c q fj

and bounded from below by (see (3.26)):


.sn(t) =
4
h r(ln:;r(O)gc {{(::~ + [(II-A -7,) -} - f!:::~] e-I'-AI - (fl-A - ~) -I e-(g/C)t}

where
f/-A = max ( - - .
1'1ch2
2 1
+ 1'uch- + -!JC :
--'j --0
2
)'1ch-
+- 2
- + -g)
1'2ch2 c
.
Because liII1 n _ oo t,.n(t) = limo"(t) = 0, the sollltioll of the truncated circuit
converges to the one of the infinite network. The above bounds can be useful to
choose adequate values of the numlwr of cells and of the step size with the view
of obtaining a desired error. Let us finnlly remark the boundedness of functions
t f-4 ,e."(t) and t t--> .sn(t).
Chapter IV

Mixed-type circuits with distributed and


lumped parameters as correct models
for integrated structures

4.0. Why mixed-type circuits?

The technology of integrated circuits imposes upon their designers the need to
deal with structures with distributed parameters. Figure 4.1 shows a schematic
diagram of part of a digital integrated chip, consisting of an n MOS transistor with
gate (G), drain (D) and source (S) as terminals, and its thin-film connection with
the rest of the chip. This on-chip connection can be made by metals (AI, W),
polycristaline silicon (polysilicon) or metal silicides (W Si 2 ). Alternative materials
to oxide-passivated silicon substrates are saphire and gallium arsenide (Saraswat
and Mohammadi [1982], Yuan et al. [1982]' Passlack et al. [1990]).

Interconnection

bate G

O)(ide

/
' - -_ _- ' / Conduction channel

P sutlstrat!

Figure 4.1 Cross section of MOS transistor with interconnection

75
76 IV Mixed-type circuits

The performance criteria for such a digital circuit are: a high operating speed,
a high level of integration, a small chip area, the nonexistence of false switching
and low power consumption. The operating speed is given by the clock frequency,
in close relation with the rise time. Referring to Figure 4.1, "the rise time", for
this circuit, is the time required for the output voltage (the drain potential, for
example) to rise (or fall) from its initial value to 90 percent of its final value under
a step-voltage located at point A - the output of another stage (although different
by definition, our "delay time" used in Chapter V will express also "the inertia"
of the circuit). Primary interest at the design stage is to be able to predict this
performance which is clearly dependent on the delays caused both by devices and
by interconnections. But, with the advances in technology, the cross section of
connecting wires decreases while its length increases as a result of the increase in
the number of devices on the same chip (integration scale). That is why the delay
time associated with interconnections becomes an appreciable part of the total delay
time. In certain cases when the wiring lengths are as short as 1 mm with 4 /lm
minimum feature size, or for recent advanced GaAs MESFET and GaAs HEMT
technologies, the interconnection delay dominates the global delay (Saraswat and
Mohammadi [1982), Bakoglu and Meindl [1985)).
Our goal is to study the delay caused by connecting wires. Then, it is reasonable
to consider the simplest models for MOS transistors: a resistor between drain and
source having a very small resistance in the ON state and a very high one in
the OFF state. Capacitances associated with the pull-up source diffusion, contact
cuts and the gates being driven can be included by connecting respective nodes
to the ground. Our model is not restricted to MOS circuits at all. The bipolar
circuits where grounded resistors can appear (O'Brien and Wyatt [1986)) are also
approachable.
Naturally, being interested in wiring delay, we try to model the interconnections
as exact as possible. The required frequencies make valid the quasi-transverse
electromagnetic wave approximation (Wohlers (1969)). At the same time, with
subnanosecond rise times, the electrical length of interconnection can become a
significant fraction of the wave length. That is why the transmission line property
of these interconnections can no longer be neglected if we desire an accurate model
and therefore we shall use the well-known Telegraph Equations (Ghaussi and Kelly
(1968)).

av .
{ ax =-n
(TE)
:! -e: -gv.
=

Here vet, x) and i(t, x) are respectively the voltage and the current at the moment t
at a point x on the distributed structure ("reg-line"). The distributed parameters
(all per unit length) are: resistance of conductive path r > 0, capacitance e > 0
4.1. Examples 77

and conductance 9 ~ 0 of the dielectric substrate (Si0 2 in Figure 4.1). We have


neglected the distributed inductance of the conductive layer, reducing the frequency
range of our model validity some tens of megahertz. Thus our results cannot be ap-
plied to microwave circuits but are valid for on-chip and inter-chip interconnections
for most digital systems.
The mathematical model resulting from the above considerations is a system of
partial differential equations coupled by the boundary conditions which imply ordi-
nary differential equations. The following section explains, by means of examples,
the relevance of the well-possedness problem for our model. This model is precisely
formulated in Section 4.2. The rest of the chapter gives conditions under which
there exists a solution (in a well-precised sense) of the direct current (steady-state)
or dynamic regime of our circuit model. We work in a space of the form L2 x R
and the central fact is again the dissipativity property. Conditions assuming the
uniqueness of the solution as well as the continuous dependence on sources and
initial data are also given. It has been found that the (semi)positivity of the matrix
describing the lumped resistive part of the network is the basic requirement for the
model correctness. Also, the strengthening of the hypotheses gives an asymptotic
stability property.

4.1. Examples

Two examples below show that some mixed models can be wrongly formulated.
Let us consider the circuit presented in Figure 4.2 which contains an inverter
formed by T1 , T 2. It controls the gates T 4 , T5 through the lines L1 and L2 and the
pass transistor T3 •

Vin2

Vinl
Ts

=
Figure 4.2 A digital circuit example
78 IV Mixed-type circuits

According to the modelling procedure described above, we substitute low and


high drain to source resistance for "active" T! and TJ transistors in the "on" and
"off" states respectively. The "on" and "off" state are controlled by voltages Vin!
and Vin2 respectively. By modelling transistors T4 and Ts by RC lumped parameter
equivalent circuits, one obtains the circuit presented in Figure 4.3.

VD

R2
o Ll d 1 R3 L2 d'2 R4

T
0

Rl

R7 T R5

-=

Figure 4.3 A possible mixed model for Figure 4.2

Suppose that transistor TJ is continuously in the on-state when studying the


dynamic process associated with commuting the transistor T! from the on state
(i.e. resistance R~ for t ~ 0) to the off state (i.e. R!::;;, R~ for t > 0). Let us
denote by VIO(X) the voltage across the line LI during the initial steady state; it is
then trivial to derive (by using system (TE» the following relation at the left hand
end (x = 0) of this line:

(4.1 )

If VI(t,X) denotes the voltage across LI during the studied dynamic regime we
have
(4.2)

Equations (4.1) and (4.2) show that the mixed model of the circuit does not possess
a solution in the "classical sense" (i.e. a continuously differentiable function in the
x and t variables) under the initial condition VlO(X). Indeed, if such a solution is
supposed to exit, then we have to obtain
4.1. Examples 79

and
.
hm
t_O
-ax (t,O) = -a
aVI aVIO
x
(0),

contradicting (4.1) and (4.2), as R~ =f R I . We have encountered here a case of


what mathematicians call inconsistency, that is, initial conditions which do not
satisfy the boundary conditions. It is then necessary to search for generalized
solutions (or solutions in "the sense of distributions") instead of "classical sense"
ones. Moreover, we have to accept generalized solutions in the case of discontinuous
sources. It was noted long before (Fattorini [1983]) that the classical solutions "are
in no way required by nature and the generalized solutions are perfectly acceptable
when modelling physical phenomena."
Let us observe that in the above example "the inconsistency" was required by
the simplest model of the transistor TI considered as an ideal switch with abrupt
passing from R~ to RI drain to source resistance. If we consider a more elaborate
model for T I , then in our mathematical model the initial conditions would satisfy
the boundary ones but, of course, the equations would be much more complicated.
Another example is the simple circuit presented in Figure 4.4.

Figure 4.4 A network without steady state


The direct current state of this circuit is described by equation

under boundary conditions

It is easy to see that such a problem has no solution in a classical sense if J =f 0.


It can be shown, Mikhailov [1980,p.190], that the problem does not even have a
generalized solution, so that the proposed model is improper.
80 IV Mixed-type circuits

4.2. Statement of the problem

We study the general network presented in Figure 4.5.

i l (t, 0) jl
+ j2n+l in+l(t)
+ +
WI +

T
rl ~ VI(t, 0) Resistive W2n+1
- - Vn
~l(t)
Cl multiport 81
<
91
W2 j = -Gw+B
VI (t, dr)
+ -
+
lil(t,d l jz
1 2n 2n+m

G=
2n ---- ---

2n + mL--_-'-_.... I
I
I
in(t,O) j2n-1
hn+m in+m(~)
+-'""""i-=----i

W~"+~" ~(t+m
Figure 4.5 The general mixed-type network

The linear lumped resistive part of the network is concentrated in a so called


(G,B,2n + m)-multiport. This means that, if j and ware the vectors of currents
and voltages at the 2n + m-ports, then we have

j = -Gw + B(t) (4.3)

where G is a 2n + m-order square matrix of conductances, while B(t) is a 2n +


m vector with elements being linear combinations of independent sources. (An
example to establish G and B(t) in a concrete case can be found in Section 6.7.)
4.2. Statement of the problem 81

°
The first 2n terminals of the multi port are connected to n elements with param-
eters distributed over their entire length: resistance ri > 0, capacitance Ci > and
conductance gi 2: 0, i =!,n. Linear capacitors (with capacitance Si > 0, i = I,m)
are connected to the last m ports.
Of course there exist resistive networks with 2n + m pairs of terminals which
are not of type (G, B, 2n + m). For instance, the following conditions imposed on
our mixed-type circuit assure the existence of the (G, B, 2n + m )-type description
of its resistive part:
- one of the multiport terminals is common for all external elements (this is the
common "ground" of the rcg-lines and of the capacitors),
- all sources are independent,
°
- none of the or di terminals is connected directly (i.e. through a zero-resistance
branch) to the ground,
°
- there is no direct connection between and/or d;-terminals. Also, two or more
terminals with capacitors (which are not "the ground") are not connected di-
rectly together.
Indeed, let us consider the resistive network with all sources removed. vVe may
simplify this network by using the star-mesh transformation to remove all internal
nodes. Clearly we obtain a circuit described by j = -Gw. Moreover, the matrix
G is symmetric and "weakly diagonally row sum dominant" (WDRD). This means
that, for all i = 1, 2n + m we have
2n+m
G ii 2: Si = L IGijl, (4.4)
j=1
#i

where Gij are elements of the matrix G. Clearly a WDRD matrix is semi-positive
definite G 2: 0. Also, for many networks in the subclass considered above, G is
"diagonally row sum dominant" (DRD):
2n+m

Gii > Si = L IGijl (4.5)


j=1
joti

for all i = 1, 2n + m. Of course, the DRD condition implies the positivity of G.


°
For an arbitrary but fixed T > let us denote by Vk :]0, T[ x ]0, dk[-+ R, the
voltage along the kth distributed element and by in+k :]0, T[-+ R, the kth capacitor
current. We observe in Figure 4.5 that

Vk(t,O) = W2k-l, vk(t,dk) = W2k,


ik(t,O) = hk-I, ik(t, d k) = -hk
82 IV Mixed-type circuits

for k = r;rt and that


Vn+k(t) = W2n+k,
inH(t) = hnH

for k = I,m.
From (TE) we formally derive the system:

(E)

Also, from (4.3) and (T E) we obtain the following system of boundary conditions:

1 aVI Vl(t,O)
---(f,O)
rl ax
1 aVI vI(t,dl )
+--(t,dd
rl ax

1 a~n ( Vn(t,O)
- - - t,O)
(BC) rn ax = -G + B(t), t EjO,T[,
1 aV n
+-a(t,dn) Vn(t, dn)
rn x
dVn+1 ( ) Vn+l(t)
Sl~t

dV~+m ( )
sm~t vn+m(t)

where the capacitor equations in+k(t) = Sk dVntt(t) were also used. Finally, adding
the vector of initial conditions Vo = (VI,O,' .. ,Vn,O, . .. ,vn+m,O) we obtain

{
Vk(O, x) = Vk,O(X) ; x E jO,dk[, k = r;rt
(IC)
VnH(O) = vnH,o ; k = I,m.
Thus, our dynamic problem will be

(P(B,vo» = (E) + (BC) + (IC).


At the same time we shall deal with the time independent (or steady-state, or direct
current) problem corresponding to (P(B,vo)) and denoted by (SP(B)). It can be
obtained from (E) and (BC) by taking B(t) = B = constant, and cancelling the
time derivates. So,
(SP(B) = (SE) + (SBC),
4.2. Statement of the problem 83

where

(SE)

and

(SEC)

°
Let us now present some notations that are used throughout this chapter. Let K
be the set of the real (K = R) or complex (K = C) numbers. K~ is the space
Km with the euclidean norm weighted by positive constants SI,'" ,Sm' If a square
matrix is semipositive (positive) definite we shall put G ~ °
(G > 0); Gtr is the
transpose of G.
For T E ]0,00[, m a positive integer and X a normed space, cm(o, T; X) will
be the space of functions, defined on ]0, T[, with values in X and with continuous
derivatives (up to and including order m). Let Cg"(O, di ; K) be the functions from

°
COO(O, di ; K) with compact support. For lJ E]O, 1], CV(O, T; X) will denote the space
of functions for which there exists M> such that Ilf(t 1 ) - f(t 2)11 S Mltl - t21V
for all tI, t2 E ]0, T[ (Holder continuity);

By LI (0, T; X) we denote the space of integrable functions and by L2,i(0, di; K) ==


L2,i the measurable functions with II filL,; = Jod ; cilf(xW dx < 00, and with the
scalar product (I,g)£,,; = Jo c;J(x)g(x)dx. Let also L~(K) = 07=IL2,i == L~
d;

with Ilflli~ = 2::7=1 111;111,,; where I; are the components of f. Hm,i is the Sobolev
space of functions from L 2 ,i with generalized (or distributional) derivatives (up to
and including order m) also in L 2 ,i; H;:'(K) = 07=1 Hm,i == H;:'.
84 IV Mixed-type circuits

4.3. Existence and uniqueness for dynamic system

In the sequel, it is convenient that the first 2n equations from (BC) are homo-
geneous. This is why we shall take

Vk = Uk + Uk, k = 1, m +n , ( 4.6)

where
u~(t,x) = O'k(t)X 3 + f3k(t)X 2 + 5k(t)X, k = l,Ti'
{ (4.7)
ukCt,x) = 0, k = -n-+,.....,..l,-n--,.+-m-.

If we denote by bk(t), k = 1,2n + m the components of B(t), the coefficients in


(4.7) are fixed by the conditions

(4.8)

such that it follows

O'k(t) = rkd;2[b2k (t) - b2k-l(t)]


{ f3k(t) = rkd;1[2b2k_l(t) - b2k (t)] (4.9)
"k(t) = -rkb2k-J(t)

for all k = l,Ti'. To simplify the writing below, the following notations will be used
for k = l,Ti'

and

Ba = (b J , ••• ,bn)tr, Bb = (diag slk) (b2n+ J , ••• ,b2n + m)tr

Ua=(Ul, ... ,Un)tr, u b ==(U n+l, ... ,U n+ m )tr


4.3. Existence and uniqueness 85

Also, let us denote

1 {)un ( ) 1 {)u n ( )) tr
,---{) t,O, --{) t,d n
rn X rn X

N · 1
= dlag--, P = d'lag-,
gk
rkck Ck

- =(
G21 1)~
diag Sk G2 1, - =(
G 22 1)~
diag Sk G 22

where G21 ,cJ 22 together with Gl l and G12 are block matrices composing G (see
Figure 4.5).
With these notations, and after a change of variables for (4.6), the problem
(P(B, vo)) = (E)+ (Be) + (IC) becomes

ua(o,x) = va(O,x) - u·a(O,x)


{
ub(O) = vb(O) - u·b(O) .

Of course, the above derivatives are in componentwise meaning.


Let XK = L~(K) x K~ the Hilbert space endowed with the inner product

(f,g}x .. = (fa,9ah~(K) + (fb,l}K:' =

= t lad;
1=1 0
Cdi(X)gi(X)dx + nf
i=n+l
Si-n/;"g;.

We consider the operator A with the domain


86 IV Mixed-type circuits

and with the definition

Here 1'0U a and 1'1U a have the same definitions as before except the time variable is
absent. Then, the problem (El) + (BG 1) + (IG 1) suggests that we formulate the
following Cauchy problem on the space XR:
du -
(GP(B,uo)) { T=Au+B(t)
u(O) = Uo == v(O) - u*(O) E XR ,
where
- _ [Ba(t)]
B(t) - Bb(t) .

In view of studying the problem (GP(B,uo)), the following two lemmas give
properties of operator A.

Lemma 4.1. If G ~ 0 (G > 0) then A is dissipative (strongly dissipative) in XK.

Proof. We have to prove that if G ~ 0, then


Re(Au,u)x.. ::; 0 (4.11)
for any u in the subspace D(A). But,

(Au, u) x .. = t
i=110
r (~r, dd2~i
d
;
x
- 9iUi) Ui dx - ( G21l'OU a + G22Ub , u b ) ~.
K,

If we integrate by parts and take into account that for u E D(A),

t ~I
;=1 ri 0
d
; ddui Ui =
X
(-Yl u a , 1'0U )K2n a = - (Glll'OU a+ G12 u b , l'ou a )
K2n
,

we obtain

(Au, u}x .. =- t
i=1 ri
~ 10r'l ddui 12 dx - (Glll'OU a+ G12 Ub , l'ou
X
a)
K2n
(4.12)

Therefore

Re(Au, u}x .. ::; - t 10r lu;j2


i=1
gi
d
, dx _ Re (G [l'O~a] , ['Yo~a])
U U K2n+m
(4.13)

and (4.11) is proved.


Also from (4.13) it follows that if G > 0 and u E D(A), u i= 0, we have
Re(Au, u}x .. < 0 i.e. strong dissipativity. o
4.3. Existence and uniqueness 87

Lemma 4.2.
a) If G == Gtr :::: 0 and K == C, then A is "m"-dissipative on XI(.
b) If G :::: 0 and K == R, then A is "m"-dissipative on XI(.

Proof. We have to prove that for all ,\ > 0, RC,\:! - A) = XI( i.e. for

f = [j:] E XI( there exists u = [~:] E DCA) such that

and
( 4.15)
Above, 'I is the identity operator in XI( and 'I a is the nth order unity matrix.
Let us take the space YI( = Hf(K) x K: with the norm II hili-- = Ilhalik. +
Ilhbllk;n. For u,v E YI( let us denote 1

Let a(·,·) : YI( X YI( -> K be the sesquilinear form

On the other hand, it is well known (cf. Agmon [1965]) that on Hf the following
norms are equivalent

IIwIIJt~ = Ilwlll; + I ~~ 1[.2


and

IIwIlJt~ = lI(wl(xJ), ... , wp(xp))trllk. + II(W p+l,.'" wn)trll~;_. + I ~~ 1[. '


2

where 1 ::; p ::; nand (Xl,"" Xp )tr is arbitrarily taken in TIf=l [0, d;J.
Then, there clearly exist positive constants K; such that
88 IV Mixed-type circuits

and this shows that the form a(-,·) is bounded. On the other hand,

al(u,u)=Real(u,u)~ m,in
l~':5n riCi
_1_II~uaI12
x L;

a2(u,u)=Rea2(u,u)~ l:O;':O;n
m.in (~+'\)lIualliR'
C; 2

At last, due to hypotheses, both in the cases K = C and K = R we have

a3(u, u) = Rea3(u, u) = / G ["Yo~a] , ["Yo~a]) +,\ ((diags;)u b, ub)Km


\ u U K2n+rn
(4.16)
Consequently,

So a(·,·) is a coercive form. Due to the Lax-Milgram lemma (see, for instance,
Fattorini [1983 p.214]), there exists a unique u E YK such that

a(u,w) = (f,w}x" for all wE 1'K . (4.17)


n
Particularly, we take w = [ ::] with w a E II CoCO, d;; K) and w b = 0. Because
i=1
'YOWB = 0, (4.17) implies

Ln
;=1
C; l d''--'-'d~;+
0
[ ~ 1
r,c, x
( !!i+,\ )U;
c,
] w;dx=Lci
n
;=1
id''j;wi dx
0
(4.18)

h
were ~u;.
dx 2 IS t h e d'lstn'b utlOn
. al denvatIve ax
' . 0 f du; E L 2,i. It £;0 11ows th a,
t (see
Yosida [1974 p.48])

- -1 -~Ui
d2 (x) +
(9i- +,\ ) Ui(X) = J;(x) a.e. in ]O,di[ and for all i = r,n.
riCi x Ci

" Impl'les ~Ui


Th IS dx2 E L 2,i an d h a uH
ence En2'

Then (4.18) can be written

n
and because II CoCO, di; K) is dense in L2 we obtain (4.14).
i=1
4.3. Existence and uniqueness 89

Now we return to (4.17) and integrate by parts (see proof of Lemma 4.1), to
obtain

a
( -N d;;2 ,w a ) Ln + (/'1 u\ /'OW a )K2n + a2( u, v) + a3( u, v) = (f, W)XK (4.19)
2

for all wE YK. Taking w b = °and using (4.14), this yields

from which it follows


( 4.20)

i.e. U E D(A). Finally, using (4.19) with (4.14) and (4.20) we find

\
~
G 21 /,OU
a
+ (..\dmgs;
.
+ Gn)U
~ b
,W
b)
Km
= (f b ,w b )Km' for all w b E K:" .

Therefore (4.15) holds and this ends the proof of Lemma 4.2. o
The above lemmas allow us to prove existence and uniqueness results.
Below, according to the similar definitions for the solutions of (CP(E, uo» used as
in Section 1.4, we mean by strong solution of our dynamic problem (P(B,vo» a
function in C(O, T; X R ) which is absolutely continuous on each compact interval of
]0, T[ and with components VI, V2, ... 'v n + m ' satisfying (P(B, vo» for a.e. t and x.
It is clear from this definition that time derivatives of the solution are considered in
the X R norm, while the space derivatives are of a distribution (generalized) type.
Also, by generalized solution of (P(B, vo» we mean a function v E CI(O, T; XR)
satisfying (P(B, vo» for all t and a.e. x. Clearly a generalized solution is a strong
solution.

Theorem 4.1.
a) Suppose that there exists v E]O, 1] such that b; E CHV(O, T; R) for i = r,n and
b; E CV(O,T;R) for i = n + 1,n + m, G = Gtr 2: and that Vo E X R . Then
there exists a unique generalized solution of (P(B, Vo
°».
b) Suppose that b; E C 2 (0,T;R) for i = r,n and b; E CI(O,T;R) for i =
n + 1, n + m, b;(O) = 0, for i = r,n, G 2: °
and that Vo E D(A). TIlen
there exists a unique generalized solution of (P( B, vo»).

Proof. a) According to Lemma 4.1, Lemma 4.2 -part a) and according to the fact
that on a Hilbert space a linear maximal dissipative operator is densely defined (see
Brezis [1973,Prop.2.3]), the hypotheses of Lemma 1.13 are fulfilled (with 5 = 0).
Then A generates an analytic Co-contraction semigroup. On the other hand, the
90 IV Mixed-type circuits

hypotheses imply (via (4.9) and (4.10» iJ E C"(O, T; XR). Then Theorem 1.7 gives
a unique classical solution for (CP(iJ, uo» with which (4.6), (4.7) and (4.9) assure
the generalized solution v of (P(B, vo» belongs to the space Cl(O, T; XR).

°
b) Lemma 4.1 and part b) of Lemma 4.2 show that A is a linear, densely defined,
"m"-dissipative operator on XR. Also iJ E Cl(O, T; XR)' From bi(O) = for
i = I;n" we deduce that u*(O) E V(A) and then uo E V(A). Therefore, (CP(iJ,uo»
has a unique classical solution (Theorem 1.4), and the result b) of Theorem 4.1
follows. 0

Let us try to discuss the significance of the above result. The hypotheses in
the literature usually require very smooth sources (such as a constant or sinus
functions). In our results, the initial conditions may be of "square-integrable type"
(therefore, including discontinuous functions) and not even satisfying the boundary
conditions (part a». This allows us to include primitive models for transistors
following specific goals, as we have discussed in Section 4.1. This is in accordance
with the request G = Gtr i.e. the network must not contain controlled sources. The
main constraint is the semi positivity of G. If we use improved models for transistors
assuring that the initial conditions satisfy the boundary ones, then naturally we have
to accept non-reciprocal networks (G i- Gtr). With a little price paid (bi(D) = D),
the constraints for the model validation are the same, G:::: D.
On the other hand, let us note that, if we consider smoother initial condi-
tions, from the well-known a-priori estimates for parabolic problems combined with
Sobolev's imbedding theorem (see for example Lions and Magenes [1972] or, for
a more classical approach Hellwig [1967]), we can obtain a solution in the clas-
sical sense, i.e. with differentiability properties commonly used. In fact we have
-Marinov, Neittaanmaki [1988]:

Theorem 4.2. Let us consider all independent sources having simultaneous step
variation at t = D. Then, if G :::: D and Vk,O E C2(D, d k ; R), k = I;n" together
with Vn+k,O, k = 1, m satisfy the boundary conditions (SBC), then the problem
(P(B, vo» has a unique solution in classical sense.

Referring to the first example above (Figures 4.2 and 4.3) we find
G l +G 2
G3 +G6 -G 3 -G6
-G 3 G3
G= G4 -G 4
-G4 G4 + Gs
-G6 G6 +G7
and B = (VdG 2 ,D, ... ,D)tr, where we have denoted Gi = I/Ri. Because G = Gtr >
D, the conclusion of Theorem 4.2 holds for VD =constant and any initial condition
in X R .
4.3. Existence and uniqueness 91

For the second example (Figure 4.4),

o
l/R 0
-l/R 1 andB=(J,O,O)fT.
-1/R 1/R

Clearly G = GfT ~ 0 and that is why the generalized solution of the dynamic process
exists for a source J E CI+V(O, T; R) and for square integrable initial conditions.
Let us consider now the usual case in digital circuits which have non-smooth
sources, such as square pulses (i.e. sequences of Heaviside functions) or trapezoid
pulses (i.e. differentiable functions with discontinuous derivatives). In this case we
shall not expect a solution in the above sense. However, we can find a sequence
of associate problems with (P(B,vo)) which "converges" to (P(B,vo)) and has a
convergent sequence of strong solutions. The limit of this sequence of solutions
will be called a "weak solution" of our problem. More precisely, a function v E
Ll(O,T;XR) is a weak solution of (P(B,vo)) if there exist sequences {Bi}i and
{Vni with the properties
- {Bi}i~B in Ll(0,T;R2n+m)and{vni~VO in X R .
- For each i the problem (P( B i , v~)) has a unique strong solution vi.
- {Vi}i ~ v in L 1 (0, T; XR).

Theorem 4.3. If B E L 1 (0,T;R 2n+m), G ~ 0 and Vo E X R , then (P(B,vo)) has


a unique weak solution v E Ll(O,T;XR).

Due to this theorem, both our circuit examples have unique weak solutions if
they are excited with discontinuous inputs such as the usual sequences of pulses.
Again, the semipositivity of G is essential.
Proof. Let uo = Vo - u*(O) where u*(O) is given by (4.7) and (4.9). It results
in Uo E X R and because D(A) = XR, for all i there exist u~ E D(A) such that
{Uh}i ~ Uo in X R . We shall choose v~ = u~ + u*(O). On the other hand, let
Bi be step functions such that {Bi}i ~ B in Ll(0,T;R2n+m) and Bi(O) = B(O)
for all i. Let us consider the problem (CP(.ai,uh)) where iJi is a step function
obtained through (4.9) and (4.10) and by extension in the non-differentiable points
of Bi. Let 0 = ao < al < ... < an = T be the partition of [0, T] such that
.ai(t) == Zk on [ak-l,ak[. If we denote by Sk(t) the semi group generated by the
maximal dissipative operator A + ZkJ, and we define ui(t) by ui(O) = ub and
ui(t) = Sk(t - ak-l)u(ak-J) for t E [ak-l,ak], it is clear that u i is a unique strong
solution of (CP(iJi,ub)). From Lemma 1.15 and Lemma 4.1 we find:

d·· - - .
dt lIu'(t) - uJ(t)llx. ~ IIB'(t) - BJ(t)lIx. a.e. in [0, T] .
92 IV Mixed-type circuits

Consequently,

for all i,j E 1,n + m and t E [0, T).


This shows that {Ui(t)}i -+ u(t) uniformly in XR and then u E C(O,T;XR)'
But by (4.6) vi = u i + u i* is the strong solution of (p(Bi,v~)) and in addition
{ui*}i-+u*in L 1 (0,T;XR). Therefore {vi}i-+u+u*=vin L 1 (0,T;XR)' This
v E L 1 (0, T; X R ) is the desired unique weak solution of (P(B, vo)). 0

4.4. The steady state problem

If we suppose the existence of the inverse G221 , the time independent problem
(SP(B)) = (SE) + (SBC) can be rewritten in the form

(4.21 )

(4.22)

V
b=G~ n-1 (b
B -G~ 211o v a) , ( 4.23)

where ,OV a and II va have the same meaning as in the preceding section and
Ba E R2 n, Bb E Rm are two vectors such that B = [~:].
For the convience of future references let us list some hypotheses:
HI: There exists at least an index i, 1 :=; i :=; n, such that gi = 0,
HI: For all i = r;n, gi > 0,
H2: G22 is invertible
H3: Gl l - GI2 G;;}G 21 > 0,
1
H3: G l l - G12 G22 G21 2': 0.
~ ~ ~ ~

With these, we can announce the result:

Theorem 4.4.
a) Let the assumptions HI + H2 + H3 or HI + H2 + H3 are valid. Then
the problem (SP(B)) has a solution v E II COO(O, T; R) x Rm.
° i=l
b) If G > and if (SP(B)) has a solution in a classical sense this solution
is unique.
4.4. The steady state problem 93

Proof·
a) Let us take gk = 0 for k = 1, k. and gk > 0 for k = k. + 1, n. The following
functions
Vk(X) = MkX + Nk, k = I;"""ko
{ (4.24)
Vk(X) = Mke a • r + Nke-a.r, k = k. + 1, n
verify equations (4.21), where we have denoted ak = .,jrkgk' Let us take also the
vector w E R2 n with components W2k-l = Nk and W2k = Mkdk + Nk for k = 1, k.
and also W2k-l = Mk + Nk and W2k = Mkea.d. + Nke- a • d• for k = k. + 1, n.
By checking the boundary conditions (4.22) for the functions (4.24) we obtain
a linear system of equations in R2n:

Pw= -Gw+B. (4.25)

Here P is a linear operator (matrix) in R2n defined by

for k = l,k. and

[Pw] = ak W2k-l sinhakdk - W2k


2k-l rk sinhakdk

[Pw] = ak WZk cosh akdk - W2k-l


2k rk sinhakdk

for k = k. + 1, n.
Furthermore, in (4.25) we have denoted

The following estimate is easily derived for the operator P:

~ n
(Pw, W)R2n ~ Ml ~)W2k-l - W2k? + M2 L (W~k_l + W~k)
k=1 k=ko+l

for all w E R2n and where Ml and M2 are strictly positive constants. Hence,
the matrix P + G is positive definite under each of the two sets of hypotheses.
Consequently, the equation (4.25) has a solution which fixes the constants in (4.24).
The existence is proved.
94 IV Mixed-type circuits

b) In the same way as in Section 4.3, the problem (SP(B)) can be written as a
problem on the space XR, namely

0= Au + il , ( 4.26)

where A and il have the same definition as quoted in Section 4.3, but Ilk, (Jk, Ok are
independent of time. Of course, for the present context, the constants Ck and Sk
are artificially introduced to keep the previous notations.
If u E 'D(A) is another solution of (SP(B)) (and, hence of (4.26)) then,

(A(u - u), u - u)x. = (B - il, u - u) = o. ( 4.27)

On the other hand, if G > 0 then, by Lemma 4.1, A is strongly dissipative. This
means that, supposing u oF u, we have

(A(u - u),u - u)x. < 0

which contradicts (4.27). Therefore u= u. o


The fact that G > 0 implies a 22 > 0 and all - a12a221a21 > 0, combined with
the above result gives:

Corollary 4.1. If gi 2: 0, i = r,n- and G > 0 then (SP(B)) has a unique classical
solution.

If we try to apply these results to our above examples of Section 4.1 we find
- for the first example, where G > 0, we have a unique steady state solution even
if 9i = 0 for i = lor/and i = 2,
- for the second example, G 2: 0, a:;} exists and Gl l - G12G:;21G21 = O. The
above results assure the existence of direct current solution only for 9 oF 0 and
does not affirm anything in the case 9 = O. Because we know that in this last
case the solution does not exist (see Section 4.1), we conclude that our sufficient
conditions for existence are very close to the necessary ones.

4.5. Other qualitative results

A good model of a real process is one whose accuracy can be improved at will by
more and more precise measurements of the inputs and parameters. In this respect,
the following theorem will give sufficient conditions for the continuous dependence
of the solution upon the data, the sources (vector B) and the initial conditions
(vector vo).
4.5. Other qualitative results 95

Theorem 4.5. Let G 2 0 and let {Bi}i be the sequences with elements in
L 1 (0, Tj R2n+m) and {V~}i a sequence with elements from XR such that {Bi}; --+ B
in L 1 (0,TjR 2 n+m) and {Vni --+ Vo in XR when i --+ 00. Ifv and vi are the weak
solutions for the problems (P(B, vo)) and (P(B i , v~)) respectively, then {vi} --+ v
in Ll (0, Tj XR).

Proof. We may consider Bi and B as step functions. Otherwise, the assertion can
be obtained by passing to the limit the result with step varying functions.
Let u and u i be weak solutions (see Brezis [1973 p.64]) for the problems
(CP(Bi,um and (CP(B,uo)) respectively (obtained by using (4.6), (4.7), (4.9)
and (4.10)). The dissipativity of A combined with Lemma 1.15 gives

Using the fact that {Ui*(O)}i --+ u*(O) in R 2n+m and {Ui*}i --+ u* in L 1 (0,TjXR)
we obtain the result of Theorem 4.5. 0

At last, a property which the digital circuits might have is that if the sources
are constant functions suddenly connected then the outputs must tend to constant
values. As the following theorem shows, this property is obtained by strengthening
the hypotheses.

Theorem 4.6. Let us consider gi > 0 for all i = l,Tl, B(t) = B is constant for
t2 0, Vo E XR and suppose there exists a > 0 such that

(Gx, X)R2n+m 2 a L X~n+i for all x E R2n+m.


i=l

If v is a strong solution of (P(B, va)) and Voo is a solution (in a classical sense) for
(SP(B)), then for all t 2 0 we have

Ilv(t) - voollx. :::; Ilvo - voollx.e-{3t


where (3 = min(gl, ... ,gn, a).
Proof. As we have mentioned in the proof of Theorem 4.4, (SP(B)) can be written
as Au oo + B = 0 where U<x> = Voo - u* and u*,B are given by (4.7) and (4.10)
with time independent terms.
But this problem can be seen as a Cauchy one, namely

duoo -
{ d.t = Au oo +B
uoo(O) = U oo .
96 IV Mixed-type circuits

On the other hand, (P(B, vo)) is associated with the problem (ep(E, uo)) with the
strong solution u = v - u·. Thus, we obtain

{
~(u-uoo)=A(u-uoo) a.e. in [O,T]
(4.28)
(u - uoo)(o) = u - U oo E XR .

On the other hand, the hypothesis about the matrix G implies (see relation (4.13)
in the proof of Lemma 4.1)

(Aw, w)x. ~ -Pllwlli. for all w E D(A).

This fact, Lemma 1.15 and (4.28) give

a.e. In [0, T] and for u(t) i= U oo . From here we obtain the desired inequality. 0

The above result is an asymptotic stability property (of the global exponential
type) of the d.c. solution: regardless of the initial conditions, the solution tends to
the same steady state value.
Our first circuit example satisfies the conditions of the theorem with a =
min(Gs , G 7 ), while for the second circuit from Fig 4.4, (even with 9 > 0, when
the steady state solution exists) the asymptotic convergence is not warranted by
the above result.

4.6. Bibliographical comments

The results presented in this chapter were obtained in Marinov and Lehtonen
[1989] and Marinov and Neittaanmiiki [1988]. A different approach leading to a
variational solution can be found in Marinov and Moro§anu [1991]. On the other
hand, because in practice the nonlinearity of pull-up transistor in a MOS driver
significantly influences the delay time (Wyatt [1985]), a similar problem to the above
one but containing a nonlinear resistive part (i.e. nonlinear boundary conditions) is
also interesting: Moro§anu, Marinov and Neittaanmiiki [1989,1991]. Some results
on nonlinear parabolic systems with very general nonlinear boundary conditions
can be found in Moro§anu and Petrovanu [1986] and Moro§anu [1988].
The reader has probably remarked that the mathematical interest in our problem
(E) + (BC) + (IC) lies on very special boundary conditions. On the one hand they
are of "crossed type", i.e. the value of a derivative at a boundary point depends
on the value of the function at all boundary points. On the other hand, boundary
4.6. Bibliographical comments 97

conditions contain time derivatives. The fact that this type of boundary condition
appears in transmission line problems was observed a long time ago: Brayton and
Miranker [1964], Cooke and Krumme [1968}. They refer to the complete Telegraph
Equations, which are of the hyperbolic type. Other qualitative studies on nonlinear
hyperbolic equations with nonlinear boundary conditions (of crossed type and even
with time derivatives) are: Barbu [1977}, Barbu and Moro§anu [1981]' Moro§anu
[1981a,b,1982,1988]. Although above we consider degenerate Telegraph Equations
(neglecting the inductance), our results can not be derived by those referring to the
hyperbolic case.
Other recent studies regarding the correctness of distributed parameter models
for integrated circuits are Showalter and Snyder [1986], Bose and Showalter [1990],
Showalter and Xu [1990].
Chapter V

Asymptotic behaviour of mixed-type circuits.


Delay time predicting

5.0. Introduction

In the preceding chapter we have shown that the delay time problem in in-
tegrated circuits leads us to consider mixed-type circuits with distributed ele-
ments described by Telegraph Equations and lumped resistive and capacitive el-
ements (Figure 4.5). Moreover, the well-posedness of the mathematical model
(P(B, va» = (E) + (BC) + (IC) has been studied, various conditions for the exis-
tence, uniqueness and L 2 -stability of different kind of solutions being formulated.
Let us consider now an integrated circuit whose delay time (especially caused by
interconnections) we want to evaluate. We assume that the corresponding mixed-
type circuit has unique dynamic and steady state solutions in a classical sense.
(Sufficient conditions for this are given in Theorems 4.2 and 4.4.) The first problem
solved below (in Section 5.2) is to choose precise supplementary conditions in which,
irrespective of initial conditions, the dynamic solution tends to the steady state (this
is the so called "global asymptotic stability" of the steady state). The convergence
here is in the space of continuous functions of t and x, and the transient regime is
provoked by a step variation of a part of the sources, the other sources remaining
constant. It is exactly the interesting case in the study of the switching speed
in integrated structures (see Marinov and Neittaanmiiki [1989J and the examples
in Sections 4.1 and 6.6). In Section 5.1 we define "the global delay time" as a
performance parameter which expresses the rate of evolution of the whole network
from initial conditions towards steady state. Because the stability theorem found
here assures even the exponential type of stability, it is possible to infer an upper
bound of the global delay time. As many examples show (see Section 6.6) this
upper bound is sufficiently tight and can be itself considered as a global delay time.
It is a very attractive parameter for circuit designers due to its closed form and the
simplicity of the calculus. The inclusion of this delay time in a CAD (Computer

98
5.1. Remarks on delay time 99

Aided Design) timing analyzer is perfectly possible. Let us remark that, from the
mathematical point of view, the dissipativity of the abstract operator governing
our problem (in the space of continuous functions) again plays the main part in our
reasoning. The fact that the diagonal dominance of the matrix G is a condition for
our results to work, does not significantly reduce the area of their applicability. In
this respect the examples given in Section 6.7 are relevant.
A nonlinear case in which lumped nonlinearly modelled bipolar transistors are
interconnected by reg-lines is treated in Section 5.3.
The framing of our study in abundant engineering and mathematical literature
devoted to the stability and delay time problem is analysed in Section 5.4.

5.1. Remarks on delay time evaluation

We deal with the dynamic process of the general network from Figure 4.5, after
switching the constant sources at t = O. So we have the problem (P(B,vo» =
(E) + (Be) + (Ie) from the previous chapter, which we rewrite here:

(E)

with boundary conditions

_~ O~n(t,O) vnCt,O)
(Be) rn ox =-G +B, t ~ 0,
1 OV n
+-T(t,dn) vn(t, dn )
rn x
dV n +l ( ) Vn+l (t)
Sl~t

and with initial conditions

(Ie) { Vk(O,X) = Vk,O(X), x EjO, dk [, k = r;n


Vn+k(O) = Vn+k,O, k = 1,m.
100 V Asymptotic behaviour

Above, B is a constant vector obtained from the constant value of sources. The
steady state to which the transient regime tends, is described by

(SP(B» = (SE) + (SBC) :

(SE) X EjO,dk[, k=l,n


VI(O)

(SBC)

o
o

To facilitate the writing below, we shall consider even the capacitor voltages as
space dependent functions:

Vk: [0, oo[x[O, dkJ-+ R where dk = 0 for k = n + 1, n + m in (P(B, vo» and


Vk : [0, dkJ -+ R where also dk = 0 for k = n + 1, n + m in (SP(B».

We shall suppose throughout this chapter that the problem (P(B, vo» as well
as (SP(B» has a unique solution in the classical sense. We have denoted these
solutions by v = (VI, .•. , v n + m ) and by v = (VI,"" vn + m ) respectively. Hence,
our assumptions in what follows must be consistent with existence and uniqueness
conditions (see Theorem 4.2 and Theorem 4.4).
The global dynamic behaviour of our network can be described by a function
D : [0,00[-+ R, named "delay" and defined by

x.nax max IVi(t,Xi)-Vi(Xi)1


D(t) = I.;;.';;n+mO';;x,';;d, ,
x.nax max IVi,O(Xi) - Vi(Xi)1
I.;;.';;n+mO';;x,';;d,

supposing a-priori that V i= Vo = (VI,O, ... , vn+m,O).


5.1. Remarks on delay time 101

When the asymptotic stability conditions are fulfilled, the delay variation begins
from 1 (corresponding to the initial conditions) and tends to 0 (corresponding to
the steady state) when time indefinitelly grows. If we fix A E (0,1), the speed of
this evolution (and therefore the speed of signal propagation in our network) can
be expressed by the last moment when the delay equals value A. In this way, we
are conducted to define "the (global) A delay-time" as

T>. = sup{t : D(t) = A} .

Below, we intend to give an upper bound of this parameter.


When we have a network of the form given in Figure 4.5, we arbitrarily de-
note the ends of the ith line by 0 and d; , i = r,n. The intuitive fact that
the delay does not depend on line termination notation can be shown as follows.
The first line terminals inversion is equivalent with a spatial variable change in
(P(B,vo}) and (SP(B)}. If YI""Yn+m are the new variables and XI, ... ,X n+m
the old ones, we have YI = dl - Xl, Y2 = X2, ... ,Yn+m = Xn+m . The new volt-
ages for the dynamic problem are UI(t,yt} = vI(t,d l - YI) = VI(t,XI}, U2(t,Y2} =
V2(t, X2}"'" un+m(t, Yn+m) = vn+m(t, x n+m}. Then we obtain the parabolic sys-
tem of equations

with boundary conditions

1 aUI uI(t,dd
+--(t,dt)
rl ay
1 aUI UI(t,O)
---(t,O}
rl ay
1 aU2 U2(t,0)
---(t,O}
r2 ay
1 aU2
+--(t,d2} u2(t,d2)
r2 ay
(Bel) =-G +B, t ~ 0,
_~ OUn(t,o} un(t,O}
rn ay
1 au n ( Un(t, d n )
+ - 8 t,dn)
rn Y
dUn+1
Sl~ Un+l(t)

dU n+m
Sm~ un+m(t}
102 V Asymptotic behaviour

and with initial conditions

{
Uk(O, Yk) = Vk,O(Xk), Yk EjO, dk[, k = r,n
Un+k(O) = Vn+k,O, k = 1,m.
Similarly, if we denote the new voltages in the direct current problem by
ih(yd = vl(d - Yl) = Vl(Xl), U2(Y2) = V2(X2), ... un+m(Yn+m) = vn+m(Xn+m),
we obtain new boundary conditions (SBC l ) which, confronted by (SBC), and have
the same differences as (BC I ) confronted by (BC).
The change of variables we made, gives
max IUk(t,Yk) - Uk(Yk)1 = max IVk(t,Xk) - Vk(Xk)1
y, E[a,d.] x. E[a,d.]

for k = 1, n + m and all t > 0. This shows that the delay (and consequently, the
delay time) is invariant at line-terminals inversion.
Now, we shall try to put the problem (PI(B, va»
= (El) + (Bel) + (leI) in
a similar form to problem (P( B, vo».
To this goal let us denote by M Ell N the
matrix [~ ~], where M and N are matrices even with different dimensions.
Let h be the unity matrix with the dimension k, and for every k = r,n we denote
P;' = { I 2k - 2 Ell [~ ~] Ell I2n+m-2k when ak = 1

hn+m when ak = 0.

We can easily observe that, if R is a 2n + m vector, then Pl R is obtained from R


by inverting the (2k -l)-th term with the 2k-th one, while pE R = R. Also, if Mis
a 2n + m square matrix, Pl M Pl differs from M by interchanging the (2k - 1 )-th
row with 2k-th one and the (2k -l)-th column with 2k-th one. Also pEMPE = M.
Then, multiplying to the left the relations (Bel) with Pl we obtain
1 aUI Ul(t,O)
---(t,O)
rl ay
..!-.au 1 (t,d]) ul(t,d])
rl By

_~ B~n(t,O) un(t,O)
rn By = -Pl]GPl +plB.
~ Du n
B (t, d)
n un(t, dn)
rn Y
dUn+l
s]~ Un+l(t)

d~n+m
Sm~ Un+m(t)
5.2. Asymptotic stability 103

Therefore, the problem (EI) + (Bel) + (leI) has the same form as the problem
(E) + (Be) + (Ie), in which the matrix G is replaced by PIGPI and the vector
B by PI B. Because the delay time is the same for the two problems, when we
compute the upper bounds of this parameter (depending on G and B with respect
to PIGPI and PI B) clearly we must take the minimum value to get the best upper
bound.
Extending the above arguments, the delay time remains unchanged if in the
problem (E) + (Be) + (Ie) we replace the matrix G with the matrix
G" = p:;n P;::'l' ... P:'GP:' ... P;::'l' p:;n
and the vector B with the vector
B" = p;:n P:~l' ... P;' B ,
where we have denoted 0" = (0"1, 0"2, ... , O"n). Depending on the values of 0", this
new problem comprises of all possibilities for line-terminals inversion (for the above
example 0" = (1,0,0, ... ,0)). This is why throughout the following we shall consider
our problem with the matrix G" (whose elements are Gfj) and with the vector B"
(with elements br). For each 0" we shall find an upper bound 1\(0") of the delay
time, after which we shall minimize this value with respect to 0" i.e. with respect to
the 2n possibilities appearing when we interchange the line-terminals. Therefore
1\. = min1\(0") . (5.1)
"
5.2. Asymptotic stability. Upper bound of delay time

For reasons that will become clear below, in our problem (E) + (Be) + (IC)
with G" and B", we shall make a change of functions
a"x
{ Vk(t,X) = Uk(t,X)cos :k ' (5.2)
vkCt,X) = Uk(t,X), k =n+1,n+m,
where a~ will be conveniently chosen. Also, we shall extract the time derivatives
from the boundary conditions and attach them to the system; so we shall obtain
for t :2: 0
aUk 1 a2Uk [2a k akx] aUk
7ft = rkCk 8x 2 - rkCkd k tan d; Tx-
-
(ak)2 + -9k] Uk, x EjO,d [, k = -1,n
[ --:i'T k
rkCkak Ck

8
;t = - Sk-
1
n
L G~+k.n+ jU j(t, 0) + L
[n+m

j=n+l j=l
n
G~+k.2j-1 Uj( t, 0)+
(5.3)

+ ~ G~+k.2jUj(t, dj ) cosar - b~+k]' k = n + 1, n + m


104 V Asymptotic behaviour

and the remaining boundary conditions are:

_~ aUl(t,O) UI(t,O) 0
rl dx UI(t,ddcosaf
1 aUl(t,dI) iT al Ul (t, dd. iT
rl ax cos a 1 rl 1
d smal
un(t,O)
=-cr
un(t,dn)cosa~ + +F,
Un+1(t,O) 0

anun(t, dn). iT
un+m(t,O) d sma n
rn n
(5.4)
where cr and lr
are formed with the first 2n rows from GiT and BiT respectively.
The initial conditions become:
aiTx
{ Uk(O,X)=VkO(X)/cos ;k'
(5.5)
Uk(O, x) = VkO(X), x E]O, d k [, d k = 0, k = n + 1, n + m .

n+m
We denote Y = II [0, d;] and define on the Banach space C(Y; Rn+m) the subset:
;=1

fICO)
fI (dd cos af

D(A) = =-cr

+F and fI,···, in (the com-


+ ponents of j) are twice
o continuously differentiable
5.2. Asymptotic stability 105

Also we define an operator A: V(A) -+ C(Y; Rn+m) by

_I_til Ik(X) _ (_2_a k tan OkX) d/k(x)_


rkCk dx2 rkCk dk dk dx

- [SOk? + 9k] Ik(X), k = r;n


aj,rkCk c"
(Af)(x) =
__ 1_
Sk-n
[L:;~:+l G~+k,n+/i(O) + Ej'=l G~+k,2i-l/j(0)+
+ Ej'=l G~+k,2i/j( di ) cos oj - b~+k ], k = n + 1, n + m .

With these, our problem (5.3)+(5.4)+(5.5) is equivalent to an abstract Cauchy


problem on the space C(Y; Rn+m). Namely

du = Au
{ dt (5.6)
u(O,') = Uo = a function with components given by (5.5).

The following lemma is essential for deriving our result. According to (4.5) we
shall denote Sr
= E~::tj;.!i IGfil·

Lemma 5.1. Let us suppose that Gis DRD (see (4.5)), and for every j = r;n let
us consider 'Y'! E]O, 11" /2[ such that

(S;;)2 + r~' (G2i,2j + r~J] /2(G~i'2i + r.~J .


JJ JJ JJ
(5.7)

If we choose oj = 'Yi - e where e > 0 is such that oj E]O, 11" /2[ and if

wu max [C'Y'! - e)2


= max { l';;j';;n 9i]'
- - max (-Gn+j,n+i + Sn+i)} (5.8)
f dJrjCj Ci' n+U;;j';;n+m Sj-n

then, the operator A is totally w: -dissipative.


Proof. By using Lemma 1.6 we have to prove that for any 1,7 E V(A), the following
inequality holds:

sup [AI - AlJi(x) sgn Wj(x) ~ w:llwll , (5.9)


U,x)EM(w)
106 V Asymptotic behaviour

where w = J -1 and
M(w) = {(p,y) I 1 ~l~n+m
max max IWi(X)1 = Iwp(y)1 = Ilwll}.
O~x~dj
(5.10)

Let us consider, already proven, that if (p, y) E M( w) and p = r;n:, then y E]O, dp[.
If for p = r;n: we suppose wp(y) ~ 0, (5.10) shows that y is a maximum point
of wp in ]0, dp[, i.e. d: (y) = 0 and ~;p (y) ::; 0 and then

[AJ - A1jp(y) sgn wp(y)


1 Jlw p 2a; dw p
= --2-(Y) - (- - tan -a;y) -(y) - [(a;)2 gp] Iwp(y)1
-2-- + -
'pcp dx 'pcpdp dp dx dp'pcp cp

::; - [(~;? + gp]


dp'pcp cp
Ilwll . (5.11)

If for p = r;n: we suppose wp(y) < 0 where (p, y) E M( w), then y is a minimum
point of wp in jO,dp[ and (5.11) is valid again, as we can easily observe.
Finally, if (p, y) E M(w) and p = n + 1, n + m (that means y = 0) then
IWp(O)1 = Iwp(y)1 ~ IWi(X)1 for any i = 1, n + m and any x E [OA]. It follows
- sgn wp(y) [ "
[AJ - AJ]p(y)sgnwp(Y) = - Gn+p,n+pwp(y)+
Sp-n

n+m n n ]

+ j!;.1 G~+p,n+jWj(O)+ ~G~+P'2j_1Wj(0)+ ~G~+P'2jWj(dj)cosaj


j'T'p
and if we take into account that for i = 2n + 1, 2n + m G'[; = Gi; and S'[ = Si we
obtain
[AJ - A1]p(y) sgn wp(y) ::; -Gn+p,n+p + Sn+p Ilwll . (5.12)
sp-n
The inequalities (5.11) and (5.12) give us the desired result (5.9). It remains to
prove that if (p, y) E M( w) and p = r;n: then y =I- 0 and y =I- dp. Let us suppose,
by contradiction, that p = r;n:, y = 0 and (p, y) E M( w). Taking into account
that J,1 E D(A) and multiplying the odd rows in the definition of D(A) by wp(O),
we obtain

n m
- LG~P_1,2jWj(dj)wp(0)cosaj - LG~p_1,2n+jWn+j(0)Wp(0).
j=1 j=1
5.2. Asymptotic stability 107

But, (p,y) E M(w) implies IWp(O)1 ~ IWi(Xi)1 for all i = l,n+m and Xi E [O,di]'
and therefore

n m

+ L IG~p_l,2jllwp(0)12 + L IG~p_l,2n+jllwp(0)12
;=1 ;=1

i.e.
1 dwp(O)
-;:-~Wp(O) :::; (-G2p-
tT
1 ,2p-l + S2p_l )1 Wp ()12
tT
0 .
p

But, as we can easily observe, the DRD property given for G, implies (in fact is
equivalent to) the same property for GtT. That is why the last inequality gives

(5.13)

On the other hand, if wp(O) ~ 0, then wp(O) ~ Wi(X) for i = 1, n +m and X E


[0, di ], such that
(5.14)

If wp(O) < 0, then wp(O) ~ Wi (X ) which again implies (5.14). But (5.14) contradicts
(5.13) and this means that the initial assumption is false, i.e. y -I- O.
Now, let us suppose that p = r;n, y = dp and (p,y) E M(w). By utilizing even
rows in the definition of V(A) we find as above:

1 dWp(d p) (d)

t
--d--wp p cosaptT
rp x

:::; (-G~P'2pCosa; + ~ IG~p,il + IG~p,2n+il + r:!p sin 0';) IW p(d p)12


j#2p

= (-G~P'2P cos a; + Sip + r:!p sin a; ) IWp(dpW . (5.15)

On the other hand, from (5.7) we obtain


108 V Asymptotic behaviour

which implies

- (G 2p,2p
~ d cos 2 Qp~ + S~2pCOSQp~ + -1d < O.
+ -1)
rp p rp p

From here, with inequality 01; < tan 01; valid for 01; EJO, H we derive
+ S~2p + - d
Q~

- G 2p,
~ ~
2 pCOSQp
p •
SIllQ p <
~ 0.
rp p

Consequently, (5.15) yields

1 dw (d )
--p-p-w (d )COSQ~ < 0 . (5.16)
rp dx p p p

On the other hand, if wp(dp) ~ 0, then wp(dp) ~ Wi(X) for any i = 1, n +m and
x E [0, d;J. Thus,

1 w(d)-w(d -x)
lim p p p P wp(dp) cos 01" ~ 0. (5.17)
rp x-o+ X p

The same inequality can be obtained if wp(dp) < O.


Since (5.16) and (5.17) are contradictory, we conclude that for p = r,n and
(p, Y) E M( w) we have Y "I- dp • This completes the proof. 0

Further, we observe that a function change similar to (5.2), i.e.

Vk(X) = Uk(X)COS Q]kX ,


{ (5.18)
Vk(X) = Uk (X), k=n+1,n+m

converts the original steady state problem (S E) + (S BC) into the abstract equation
Ail = 0 on the space C(Y; Rn+m). This equation combined with (5.6) gives

~(u - u) = Au - Au (5.19)
{ dt
(u - u)(O) = uo - U .

Now, Lemma 1.15 and Lemma 5.1 give

~: Ilu(t,·) - u(·)11 ::; w:llu(t,·) - u(·)11 (5.20)


5.2. Asymptotic stability 109

on [0,00[, where the C(Yj Rn+m) norm was considered. Solving this differential
inequality we obtain

lIu(t,·) - u(')11 ~ lIu(O,·) - uOlle w :. j

for all t > O.


From here, by using (5.2) and (5.18) to return to the original variables v and ii,
and also taking into account the obvious inequalities

," - f
m.in cos,i ~ cos -'d--Xi ~ 1, for all Xi E [0, d i ],
l~l~n i

we obtain

From here, if we take f --> 0 and denote

"
Wo = max { max [Clj)2
- - - - - -gj] j max (-Gn+j,n+j+Sn+ j )} (5.21)
l~}~n clJrjCj Cj n+l~}~n+m Sj-n

we get
_ ew~.t
D(t) ~ Du(t) = . u (5.22)
mml~i~n cos ' i
for all a and t 2:: O.
Since from (5.20) we see that D is strictly decreasing (w~ < 0), we find T>. =
D-l(A). Also if we define

7\(a) = (InA min cos,f)lw~


l~t~n
= (Du)-I(A),
the monotony of D- 1 and (Du)-l gives T>. ~ 7\(a) for all a. If in addition (5.1)
is used, the above facts can be summarized as follows:

Theorem 5.1. Let us consider the mixed type network from Figure 4.5 with a
resistive multiport of (G, B, 2n + m )-type where G has the D RD property. Then,
i) the delay D: [0, =[--> R is a strictly decreasing function,
ii) the direct current solution of our problem is globally exponential asymp-
totically stable, and
iii) the upper bound of the A-delay time is

In A min cos ,i
T>. = min 1~I~n (5.23)
u Wo
where Wo and cos ,i are given by (5.21) and (5.7) respectively.
110 V Asymptotic behaviour

The second statement above assures that, regardless of initial conditions, all
dynamic solutions in the classical sense tend in C(Y; Rn+m) to the same constant
value, after the simultaneous connection of constant sources. In fact, in the same
way we can obtain the stability of any solution (Marinov, Neittaanmiiki [1988]) and
its boundedness as well.
The third result above is an upper bound for ,x-delay time. The formula (5.23)
implies 2n times application of relations (5.21) and (5.7), which involve all param-
eters of the circuit: rj,cj,gj,dj,sj and Gjj. The simplicity of calculus makes this
formula proper for fast simulators, used in digital network design. Of course, it is
necessary that the upper bound is tight enough. This fact will be verified by the
numerical computation of T).. in Chapter 6 where several examples will be given.

5.3. A nonlinear mixed-type circuit

As we have seen above, the essential tool for delay time evaluation in linear
mixed-type networks was the dissipativity of the operator governing the dynamic
evolution. But the linearity of this operator plays no part in mathematical rea-
sonings. From here derives the idea to extend the above approach to a nonlinear
case.
Let us now consider the general network from Figure 5.1, where a (G, B, 2p+2n)-
type resistive multiport connects p bipolar transistors T1 - Tp and n distributed
parameter elements ("rcg-lines"), L1 - Ln.
For the transistors we shall consider the nonlinear Gummel-model (presented in
Figure 6.3) and reproduced in Figure 5.2 to specify some different notations:
According to physical reality, the transistor model contains the functions hk-1,
hk : R - t R with strictly positive derivatives and six strictly positive parameters
112k-1, 112k, S2k-l, S2k, T3k-1, T2k· From Figure 5.2 we easily derive

(5.24)

(5.25)

both valid for k = l,p.


On the other hand, if we denote by U2p+k( t, x) and i 2p+k( t, x) the voltage, and
the current respectively, at the moment t and at the point x EjO, d k[ of the line Lk,
5.3. A nonlinear circuit 111

T T
~y------- -------------~:r
il i2
+ ZI - Z2 +
jl + VI - V2 + j2
1

Resistive
multiport
j == -Gv + B

. ( )+
I)p+n t,O -
(+i 2P+ n (t, d)
n
- iu2p+n(~&+-n t, d"

L"
Figure 5.1 The network under study

r---I_.~--......--_{_.~--..,

ie = hk-l(Z2k-t)
--.

T2k-J . T2k .
--le -'1,(,
s2k-J 82,..

+ +
Figure 5.2 Large signal model of the kth transistor
112 V Asymptotic behaviour

the Telegraph Equations give:


OU2p+/J: = _1_o2u2P+k _ gk U2 +k
(E) { at rkCk ox 2 Ck p
t ~ 0, x EjO,dk[, k = r;n .
If we consider all sources having constant values (that is B(t) = B) and denote the
terminal currents and voltages by i = (it, ... ,i2 p+2n)tr and v = (VI, . .. ,V2p+2n)tr
respectively, then the multiport imposes the constraint i = -Gv + B. Also, Figure
5.1 furnishes simple relations between the terminals variables ik and ik, Zk and
Vk, Uk and Vk, respectively. Then, taking into account (5.24), (5.25) and noting
that -f,; aua~+· = i 2P H we obtain the following system of nonlinear boundary
conditions:
dUI hiI(Ul(t»
SI diet)
[ b(h,'(u,(t))) 1
dU2p
S2Pdt
_~ OU2p+l (t, 0)
h2";(U2P(t»)
T hp(h2";~U2P(t»)
U2p+l(t,0) 0
(BG)
rlox =-G +B,
+~ OU2 P+l(t,d1) 0
rl ox U2p+l(t,dl )

_~ OU2~+n(t,0) U2p+n( t, 0)
rn Ox
+~ OU2p+n (t, dn) 0
rn ox U2p+n(t, dn)

t > 0, where T = EB:=1 [ 1 -a12k ] .


-a2k-l
We add the initial conditions Uo = (Ul,O,'" ,U2p+n,O)tr
Uk(O) = Uk,O, k = 1,2p
(IC) {
U2pH(0,X) = U2pH,o(X), x EjO,dk[, k = r;n .
Some additional notations are necessary:
~ ) ~+n
Li s·
= max ( --;.; -Gii ) L.,.max (Ihlsk
+ '" -'r-; IGikl + '"
L.,. IGikl, (5.26)
, k=1 k k=2p+l
kioi

for i = 1, 2p, where tik are elements of T. Our result will be derived supposing that
the parameters satisfy:
For each i = 1,2p, Li < 0
Al {
For each i = 2p + 1, 2p + n, -Gji + Si < 0 .
5.3. A nonlinear circuit 113

If we observe that -Gii + Si ~ Li for i = 1, 2p, then we deduce that Al is (a little)


more restrictive than the DRD property for the matrix G.
If Al is valid there exists a unique 'Yi EjO, 71' /2[ such that

Sip+2i + r~i
(G2P+2i,2P+2i + ri~J
COS'Yi= ------~-- __------------~__--------- (5.27)
2 ( G2p+ 2 i,2p+2i + ri~i)
Also, for every E ~ ° with 'Yi - f EjO, 71' /2[, we denote

w = max{ max Li. max [


E 1~i~2p Si ' l~i~n
("'(i -
dfrici
f)2 - ~C".,]} . (5.28)

As in the preceding section, we shall consider all voltages as time and space variables
Ui :
2p+n
°
[0, oo[ x [0, dj - 2p j ...... R for i = 1, 2p + n where di - 2p = for i = 1, 2p. Let Y =
II [0, di - 2p j. We suppose that for Uo E C(Y; R2p+n) with Uk,O E C 2 (]0, dk[, R)
1=1
there exists a solution in the classical sense of (E) + (BC) + (IC), U E C(Y; R2p+n)
with Uk(t) E C2(jO,dk [,R) for t 2:: 0. Also, we suppose the existence of a steady
state solution il = (ill, ... , il 2p+ n )tr E C(Y; R2p+n) where ilk E C 2 (]0, dk[, R).
If we define, as in Section 5.1, "the delay" as D: [0,00[--> R, D(t) = lIu(t)-illi/
lIuo - illl where the norm of space C(Y; R2p+n) was used, then we can prove the
following result:

Theorem 5.2. Suppose that for the problem (E) + (BC) + (IC), Ui,O oF iii for
every i = 1,2p + n, and that Al is valid. Then lim Ui(t, x) = ii;(x) uniformly in
t-oo
x for i = 1, 2p + n. Moreover, the delay is a strictly decreasing function and

D(t) ::; D(t) = e wot / min cOS'Yi ,


l~l~n
(5.29)

where Wo and COS'Yi are given by (5.28) and (5.27) respectively.

Proof. The method of proof will be the same as above: we formulate the problem
as a Cauchy one in C(Y; R2 p+n) and the assymptotic stability will be implied by a
dissipative property.
First of all, a change of functions appearing in (E) + (BC) + (IC):
Uk(t,X) = Wk(t, x), k=1,2p
{ cos f3 k - 2p X n--:--.---..----,-- (5.30)
Uk (
t, )
x = Wk (t, )
x d , k = 2p + 1, 2p + n ,
k-2p
114 V Asymptotic behaviour

where /3k-2p will be choosen later for each k. We consider an operator A :


:D(A) C C(Y; R2p+n) ..... C(Y; R2p+n), where :D(A) comprises the functions W E
C(Y; R2p+n) with Wi E C 2(]0, d i - 2p [; R) and satisfying

_..!.. dW2P+I (0)


rl dx
dW2p+l W2P+I(0)
1-
- - - (d) 1 cos /3 1 W2p+I (d 1 ) cos /31
rl dx

W2p+n(0)
W2p+n( dn ) cos /3n

+
o

The operator A is defined as follows:


- the first 2p components are:

(AWh(x) h~I(Wl(Xt})

{ [
= diag(8~1, ... , 8 2p1 ) _G ll :

h 2:(W2P(X2p»
W2p+l(0) ft(h~I(Wl(xd»
W2p+l (d 1 ) cos /31
_G 12 -T
W2p+n(0)
W2p+n( d n ) cos /3n hp(h2: (W2p(X2p»)
5.3. Comments 115

It is straightforward to show that (E) + (BC) + (IC) together with (5.30) give
the following differential equation in C(Yj R2p+n):

dw(t, .) = Aw(t .)
dt '
{ for k = 1,2p (5.31)

,,(-)/'~ ~ 2~) ~
Uk,O
Wk(O, .) = fh,-2 . .
{ •• d. foc k 2.+1,2.+ n ,
Let us take w, wE 'D(A) with 1/J = w - wand

M(1/J) = {(qjY) I q = 1,2p+n, YE [O,dq_2p ),

m!lX
2p+1EO;.EO;2p+n xE[O,di_2,]
max l1/Ji(X)1 = l1/Jq(Y)1 = 111/J1I} .
For (qj y) E M(1/J) and q = 1, 2p we obtain
[Aw - AW)q(y)sgn1/Jq(Y) ~

L t qkSkl'~+ G/kk Sk1/Jk(y)sgn1/Jq(Y) + k=2p+l


--Sq1 [2k=1P

Tk
L IG qkll1/Jq(Y)1 ,
2 +2n] P

where we have applied the mean value theorem and denoted by IJ. the (positive)
derivative of function Ik in the intermediate point from jhk"I(Wk)' hk"l(Wk)[' So,
for q = 1, 2p we have

(5.32)

For (qj y) E M(1/J) with q = 2p + 1, 2p + n, we choose f3j = 'Yj - f where 'Yj is given
by (5.27) and f > 0 is such that 'Yj - f EjO, 7r /2[. Reasoning as in the proof of
Lemma 5.1 (we omit the details) we obtain

[Aw - AW)q(Y) sgn 1/Jq(Y) ~- ( f3:-2p d'l.


r q-2pCq-2p q-2p
+ 9q-2 P )
Cq-2p
l1/Jq(Y)1 . (5.33)

Now, (5.32) and (5.33) give the total dissipativity of A (see Lemma 1.6) for all
above chosen e:
(Aw-Aw,w-w)+ ~w.llw-wli.
If we remark that Al implies w. < 0, from here we derive the result. o
If we adopt for the A-delay time the same definition as in preceding section, from
(5.29) we derive
T>. ~ '1.\ = (In A m.in cos 'Yi)/WO , (5.34)
lEO;.EO;n

where cos 'Yi and Wo are easily computable (see (5.27) and (5.28».
116 V Asymptotic behaviour

5.4. Comments

The stability of the circuits with distributed structures has been studied by
many authors using different methods. Prada and Bickart [1971] use a Lyapunov
theory for a functional-differential equation of retarded type that describes a large
class of such circuits. A small signal stability criterion (in terms of the roots of
characteristic equations) is derived in Brayton [1968] while input-output stability
results are given in Desoer [1977] for circuits with parasitic elements, by applying
the theory of singular perturbations.
The extensive bibliographies of Ghausi and Kelly [1968] and Kumar [1980] sum-
marize the work on distributed re-circuits up to 1980. We have to remark that
for a nonuniform open circuited re-line, Protonotarios and Wing [1967] show the
step response to be monotonously increasing and Singhal and Vlach [1972] obtain
bounds of this response. As regards the delay time, a pioneering work in this field
is Elmore [1948] who called the first moment of the impulse response the delay.
The explosive increase in the work on transmission lines in the past decade has
been mainly motivated by the preoccuppation with the delay time in MOS inter-
connections (see Section 4.0) and for the performances of microwave transmissions.
Some authors have worked on the transient analysis of a single transmission line
giving exact analytical time domain expressions for voltage and current at any
point on the line: Cases and Quinn [1980], Preis and Shlager [1988], Zurada and
Liu [1987].
Many other authors (Gao et al. [1990], Passlack et al. [1990]' Araki and Naito
[1985]) tried to implement a transmission line model in a general purpose CAD
circuit simulator such as SPICE. But, for delay time prediction at the design stage,
a much faster simulator is needed (see Section 6.0). To this goal, one of the most
accepted methods is to use a very simple RC lumped model of the whole network as
a basis to infer easily computable bounds of the delay time. The first result in this
direction is due to Rubinstein, Penfield and Horowitz [1983] on RC "tree" networks.
Extensions of these bounds to nonlinear RC networks and to RC mesh networks
were given by Wyatt [1985 a,b]. An interesting extension of Elmore's delay to RC
networks was found by Chan [1986 a,b]. Bounds which can be improved iteratively
were developed by Zukowski [1986 a,b] while the delay time sensitivity is treated in
Jain et all. [1987]. Also, RC mesh type circuits have been studied by Lin and Mead
[1984], Chan and Schlag [1989], Harbour and Drake [1989]. Relating to all these
papers, we observe that the accuracy of approximation of interconnections by RC
ladder networks is not clear, being studied only for one line: Sakurai [1983]. For
instance, for a open circuited re-line of length d, the rise time is red 2 , while for a
RC cell with R = rd and C = ed the rise time is 2.3 red2 • That is why our bound
of the delay time in a network with exactly modelled reg-lines is probably welcome.
Of course, a lower bound of the same type is desirable. We have done it recently
5.4. Comments 117

but working in a completely different way, Marinov and Neittaanmiiki [1991 a,b].
On the other hand, we have to observe that the delay time notion in all the
above papers is related to a given input-output path, while our delay time is a
global one, describing the speed of signal propagation after switching of a part or
all sources. Of course, one of our bound shortcomings is the a-priori necessity to
describe the resistive part of the network as a (G, B, 2n + m) multiport.
Finally, let us mention that the results of this chapter are obtained in Marinov
[1987], Marinov and Neittaanmiiki [1986, 1988, 1989, 1990 b]. Another nonlinear
case can be found in Marinov and Neittaanmiiki [1990 a].
Chapter VI

Numerical approximation of mixed models


for digital integrated circuits

6.0. Introduction

To analyse an electrical network many CAD (Computer Aided Design) circuit


simulators are available today. The most well-known is probably SPICE -Nagel
[1975]. Although this type of simulator is able to precisely compute the transient
performances (as delay time), the usage of complete models of devices implies an
extremely high time consumption. So, the circuit simulators are unappropriate
for the initial stage of VLSI design where a high speed timing analyser ("timing
simulator") is required. To this goal, alternative approaches using either simpler
device models or simpler numerical algorithms or easily computable formulae for
delay time approximation, have been developed in the past decade to improve the
simulation efficiency: Terman [1985], Ousterhout [1985], ·White and Sangiovanni-
Vincentelli [1986]' Kim [1986], Putatunda [1984], Tsao and Chen [1986], Jouppi
[1987], Lin and Mead [1986], Pillage and Rohrer [1990], Chan and Karplus [1990].
Thus, timing analysers (e.g. Oustcrhout [1985], Jouppi [1987]) are often able to
predict the interconnect delay with a simplified model (typically an RC tree) to
within 10 percent of a SPICE prediction, by using a much shorter simulation time
(Pillage and Rohrer [1990]).
Below, we have built a simulator for an integrated chip by using our mixed-type
model. The fact that the interconnection lines are modelled by Telegraph Equations
makes our program proper for wiring delay computation and more precise than other
timing simulators where the lines are lumped modelled. The space discretization
is based on a variational formulation of the problem and on the use of the finite
element method. Thus, it is easy and convenient to handle the "crossed" boundary
conditions. The semidiscrete model (called FEM-model below) leads to an initial
value problem for a system of differential equations. Typically this system is stiff
and we shall apply NAG-subroutine to solve it numerically. Several examples are
given in Section 6.7. On this occasion we shall numerically verify the bound infered
in the previous chapter for the delay time.
Previous partial treatment of the numerical approach to our problem was given
in Marinov, Neittaanmaki and Hara [1987]' Marinov and Neittaanmaki [1986, 1£)88,
1989] and Neittaanmaki, Hara and Marinov [1988].

118
6.1. The mathematical model 119

6.1. The mathematical model

Let us consider again the general mixed-type circuit of Figure 4.5 which has n
lines and m capacitors connected to a resistive multi port. The mathematical model
comprises of
- a system of parabolic equations for the voltage v = (VI, ... , V n ) on lines

- a system of "crossed" boundary conditions

1 aVl (t, 0)
- rl ax
1 aVl(t,dl)
rl ax
1 a~n(t, 0) Vn(t,O)
- rn ax =-G
vn(t, dn )
+ B(t), t ~ 0, (6.2)
~ avn(t,dn) Vn+l(t)
rn ax
i2n+l(t)

- a set of given initial conditions

k = 1, ... ,n
(6.3)
= Vn+k,O, k = 1, ... ,m.
In general, the current, the voltage and the electric charge of the kth capacitor
are related by
= ffAP(qk(t))
_ dqk(t) (6.4)
-di
Taking into account that our theory in preceeding chapters was given for the linear
case, we shall describe below only this case, namely

(6.5)
120 VI Num. approx. of mixed models for digital into circuits

where Sk is capacitance. (Let us mention that our simulator is more general, and
also works for the nonlinear case.) It follows

. ( ) dVn+k ( )
Z2n+k t = Sk~ t (6.6)

and from (6.2) and (6.6) we can derive to line k E l,n

(6.7)

and to linear capacitor k E l,n

(6.8)

In (6.7) and (6.8) we have used the following notations: G j denotes the jth row
of the matrix G of boundary conditions, Bj(t) denotes the jth component of the
vector B(t) and the voltages at the end points of lines and in capacitors are denoted
by
u(t) = (Ul(t), ... , U2n+m(t»tr

= (Vl(t,O),Vl(t,dd, ... ,vn(t,O),vn(t,dn),


~
first line
-------.--
last line (6.9)

first capacitor last capacitor

Also it is convenient to partition the matrix G as follows:

G = (Gij);,j!;"
G(2n),(2n) G(2n),(2n+m) ]
11 1,(2n+l)
(6.10)
[
= G(2n+m),(2n) G(2n+m),(2n+m)
(2n+l),1 (2n+l),(2n+I)

with blocks

G. ij
G~ = [ (6.11)
Gkj
6.2. Construction of the system of FEM-equations 121

6.2. Construction of the system of FEM-equations

The system of the differential equations in time is obtained from the partial dif-
ferential equations of lines and the differential equations of the boundary conditions
by using the following principles:
- FEM-model is obtained by discretizing the lines in space by using the
finite element method. If line k (k = 1, ... , n) has N /.: discretization
n
intervals (N/.: +1 discretization points) we get 2: (N/.: + 1) differential
"=1
equations
- The differential equations (6.8) describing capacitors are added to the
FEM-model for lines. Consequently, the problem (6.1)-(6.3) leads to an
n
initial value problem with 2: (N/.: + 1) + m differential equations.
/.:=1
6.2.1. Space discretization of rcg-lines

Let us take the ith (i = 0, ... , N,,) basis function of line k (k 1, ... ,n),
tPi: [0, dkJ
1-+ R defined by (see Figure 6.1)

t::.~k - (i - 1), if (i - 1)t::.h/.: ~ X ~ it::.hk

tP;(x) = { - t::.~k + (i + 1), if it::.h" ~ x ~ (i + 1)t::.h" (6.12)

0, elsewhere
which is used in a space discretization of the partial differential equations of lines.

tPo

°
Xi-l Xi Xi+l
~
t!.h.

Figure 6.1
122 VI Num. approx. of mixed models for digital into circuits

Here we have denoted by


(6.13)

the length of the discretization interval. So the values of basis functions at the
discretization points are as follows

if Z = J
if i -# j
If we multiply the partial differential equation (6.1) with the basis function <Pi( x)
and integrate over line k we get

(6.14)

which, by applying Green's formula, gives

(6.15)

Taking into account the boundary conditions of line (G.7) we obtain

if i = 0

if i -# 0 and i -# Nk, i = 1, ... , Nk-l

if i = Nk .
(6.16)
6.2. Construction of the system of FEM-equations 123

As we see, tPi joins the boundary conditions to the differential equations only at
the first (start of line) and the last (end of line) discretization points of each line.
We approximate the voltage Vk(t,X) of the line k by
N.
Vh,k(t, x) =L V(k(t)tPj(x) (6.17)
j=O

where vi k(t) is the voltage at the jth discretization point Xj and at time t. This
approxi~ation is of order O(h~) (see Kflzek-Neittaanmiiki [1990], for example).
If we replace in (6.15) v by Vh we get

~ {)V~(t) /ad. tPi(:tPj(x)d~ = rk1q ~ V(k(t) /ad> ~~d~


(6.18)

If we calculate the integrals afj and bfj in equation (6.18) for all combinations of i
and j we get for line k
2 1
1 4 1

J
~ k N. flhk
Ak = (a 1].. ).1,]=
. 0= - 6 (6.19)
1 4
1
and
-1
-1 2 -1
~ k N 1 [ 1
Bk = (b ij )i.1=O = flhk (6.20)
-1 2 -1
-1 1

6.2.2. FEM-equations of lines

The differential equations (6.18) of lines obtained by FEM discretization can be


presented in the form
124 VI Num. approx. of mixed models for digital into circuits

with the initial condition


VLCO) = VOL,
where

(6.22)

(6.23)

and

(6.24)

The sizes of these square matrices are


n
N(n) = ~)Nk + 1) (6.25)
k=l

The vector VL(t) contains the values of voltages vk(t,j~hk) (j = 0, ... Nk and k =
1, ... , n) at all discretization points of lines at time t and its size is also N(n) and
VOL = (VOl, ",VON(n» is the pointwise initial condition corresponding to condition

(6.3). The square matrix Ch (size N(n) x N(n» has the following form

. GL. L
In
1 (6.26)
.. : G~';.
where GrjL (size (Ni + 1) x (Nj + 1» is a submatrix of the form

G(2i-I),(2j-l) 0 0 G(2i-I),(2j)
0 0 0 0
G,;!-=..!..
IJ Ci
(6.27)
0 0 0 0
G(2i),(2j-l) 0 0 G(2i),(2j)

The corner terms of GrjL correspond to the start and the end points of the lines and
they are elements of matrix G.
6.3. FEM-equations of the model 125

The source vector (size N(n)) can be written

-
Bdt) = (BI B2 ... ,
-,0, ... ,0,-,
CI CI

B2k- 1 B2k
--,0, ... ,0,--, ... ,
Ck
.
line k
Ck (6.28)

Cn
° °
B 2n - 1 , , ... , , B2n)tr
Cn

6.3. FEM-equations of the model

Let us join the capacitors equations (6.8) to the system of FEM equations of
lines (6.21 1 ). We get

(6.29I)

with the corresponding initial condition

YeO) = Vo

where SCAP (size m) is a diagonal matrix with capacitances Si of capacitors and

OCAP (size m) is a zero square matric. The square matrix G can be written as

- - N(n)+m GLL QLC]


[
G= (Gij)i,j=l = GCL Gee
LL
G11 GLL
In
GLC
11 GLe
1m

(6.30)
GLL
nl GLL
nn GLC
nl GLe
nm
GeL
11
GeL
In Gec
11
Gee
1m

GeL
ml
GeL
mn
Gee
ml
Gee
mm

where GLe , GeL and Gce come from the boundary condition terms related to ca-
pacitors.
Let us first consider submatrices which come from the boundary conditions of
the lines. Line connections are the same as for matrix GrJ in (6.27). We can
126 VI Num. approx. of mixed models for digital into circuits

write lines connection with the capacitors (a vertical vector whose size is Ni + 1;
i = 1, ... , n and j = 1, ... , m)

(6.31)

Also, the terms corresponding to the connections between capacitors and lines
(a horizontal vector whose size is Nj + 1; i = 1, ... , m and j = 1, ... , n) are grouped
together in
GfjL = (G(2n+i),(2j-I), 0, ... ,0, G(2n+i),(2j») (6.32)
Finally, a block corresponds to capacitor-capacitor (one term; 1, ... ,mand
j = 1, ... , m) connection is defined by

(6.33)

We can write the source vector (size N(n) + m), see (6.28))
-
B(t) =
BI
( -,0, ... ,0,-, B 2n- 1
B2 ... , ---,0, B 2n
... ,0, --,
CI CI Cn Cn
, .,. .J

Bdt) (lines) (6.34)


tr
)
!32n+I, ..;, B2n+~
capacitors

and the voltage vector (size N(n) + m)

Vet) = (:'1 (t), ... ~ VN(n)(t~, :'N(n)+l(t), ..:, VN(n)+m(tU tr


VL(t) (lines) capacitors

= (VI (t, 0), ... , VI (t,jl6.h l ), ... , VI (t, dJ), ... , (6.35)
vn(t, 0), ... , v n(t,jn6.h n ), ... , vn(t, d n),
tr
Vn+l(t ) , ... ,vn+m(t) ) ,

where jk = 0, ... ,Nk (k = 1, ... , n).

6.4. Residual evaluations

When the FEM is applied to the model (6.1), (6.2), (6.3), we obtained the
initial value problem as described above. There arc several integrators available
6.4. Residual evaluations 127

for solving the numerically obtained problem (in the simplest case we could apply
implicit Euler or Crank-Nicholson methods with a fixed time step). We have applied
the subroutine D02NGF of NAG Fortran Library. D02NGF is a general purpose
routine for integrating the initial value problems of stiff systems of implicit ordinary
differential equations
A(t,y)y' = g(t,y) (6.36)
and it has been developed from SPRINT package (Software for problems in time,
Brezins, Dew, Furzeland [1989]).
Because in the case of this chapter, A( t, y) does not depend on t and y, one could
use the integrators designed for solving stiff systems of explicitely defined ordinary
differential equations
(6.37)
Consequently, other subroutine like D02NBF and D02NDF of NAG could as well
be applied, instead of D02NGF. In Appendix I we have outlined in detail the basic
steps on how to solve the obtained initial value problem by integrator D02NGF.
The user-supplied RESID routine of D02NGF defines the system of differential-
algebraic equations to be solved. The integrator supplies approximate vectors for
the solution y and its time derivative y'. The main purpose of the RESID routine
is to compute the residual vector r

r=g(t,y)-A(t,y)y' . (6.38)

In residual evaluations the system of FEM differential equations is given in our


case in the form

R(t) = - [M SCAP] V'(t)


(6.39)
_([M+I< OCAP]-8)V(t)+B(t)

with the initial condition V(O) = Vo. The vector R(t) is the value of the residual
at the discretization points and at time t.
Let us note by N ( k) the number of the discretization points from the first line to
line k (N(O) = 0) and use the abbreviations (see (6.18), (6.19) and (6.22) - (6.24))

~ 2 4t:.h
kg k
ak=
t:.hkTkCk
+---
6Ck
bk = 1 + t:.hkgk (6.40)
t:.hkTkCk 6 Ck
~ t:.hk
Ck = -6-
128 VI Num. approx. of mixed models for digital into circuits

We can write the matrix equation of residuals (6.39) component wise and by doing
this we have for line k (k = 1, ... ,n):
- a residual equation 1= N(k - 1) + 1 for the start point
RI(t) = - 2Ci, Vi'(t) - Ck Vi'tl (t)
ak ~
- '2Vi(t) - bkViH(t)
1
- ~L
n
(G(2k-l,2i-l) VN(i-l)+l(t) + G(2k-l,2i) VN(i)(t»)
k i=l (6.41 )

- a residual equation I = N( k - 1) + 2, ... ,N( k) - 1 for the internal dis-


cretization points
RI(t) = - ckVi'_l(t) - 4CkVi'(t) - Ci,Vi'tl(t)
(6.42)
-bkVi-l(t) - ak Vi(t) - bkVi+l(t) and
- a residual equation I = N( k) for the end point
RI(t) = - ckVi'_l(t) - 2CkVi'(t)

(6.43)

A residual equation I = N (n + k) to the linear capacitor k (k = 1, ... , m) reads


RI(t) = -Sk Vi'(t)

-t i=l
(G(2nH,2i-!)VN(i-l)+1(t) + G(2nH,2i)VN(i)(t»)
m
(6.44)

i=l
6.7. Examples 129

6.5. Steady state

The discrete steady state model for (6.1), (6.2) and (6.3) reads

(6.45)

where V eo denotes the steady state solution. This has been obtained by leaving out
the time derivative terms from the model of the circuit (6.29). We calculate this
steady state solution by using subroutine C05PCF from NAG Fortran Library.

6.6 The delay time and its a-priori upper bound

We can calculate the a-priori upper bound for delay time according to relation
(5.23). The delay in the discretized model is obtained by the formula

(6.46)

The initial condition (6.29)

YeO) = (Vi (0), ... , VN(nl+m(O»

gives voltages of the FEM model at starting time t = 0 and we can see that
o ::; D(t) ::; 1 for every time t.
Now let us give the formula of the A-delay time for the FEM model

TA = sup{tj D(t) = A} , (6.47)


t~O

where D(t) is given by (6.46). The A-delay time gives the last time when the
difference between the discretized dynamical model and the discretized steady state
model has dropped to a Ath of the original difference.

6.7 Examples

The purpose of this section is to illustrate the usage of the proposed numerical
method for solving some typical mixed circuits. At the same time, we shall numeri-
cally compute the delay time given by (6.47) in order to compare it with its a-priori
upper bound derived in Chapter V.
130 VI Num. approx. of mixed models for digital into circuits

,A ,A
IA.
,
I
I I

--E! I

,...--------,,
I
I I

!~
0----+,----------... I
I I

,
I I

--E: ,
I

__________ -+____ I

..E
e~--.-~L- ~

Output
o_-----------------J
I
L_J~~d___ _

Figure 6.2 NMOS multiplexer

Example 6.1. The circuit shown in Figure 6.2 is a multiplexer realised with NMOS
pass transistors.
We want to study the effcct of interconnection lines LI and Lz on the signal
delay after step sources (with e = 1 value) are connected. We suppose that during
the transient process the pulses A and A, applied to the address lines, maintain the
transistors TI , T z , Ts and T7 in the ON state (having the drain-source resistance
R1 = 1) and the transistors T3, T4 , T6 in the OFF state (R z = 10). The parameters
of the lines are: 7"1 = I, CI = 10, 91 = 0.1, d 1 = 1 for the first line L1 and 7"z = I,
C2 = I, 92 = 0.1, d 2 = 1 for the second line L 2 • If the output load is modelled by
s = 1 and R3 = 10, we obtain the mixed type circuit from Figure 6.3:
In Figure 6.4 we present the same circuit with the resistive part grouped in a
multiport.
With notations in figure (compatible with the general case in Figure 4.5), Kirch-
hoff's first and second law give, respectively

i~ + i~ - h = 0; i; + i~ -]4 = 0;
i~ + i; - i~ = 0; i~ + i~ + ]s = 0,

and

e = RIll + WI; = W2 + R2i~; e = RIJJ + W3 ;


0
0= W4 + R2i~; + Rli~ + R1i~;
0 = Wz - Ws
Ws = R3i~ ; 0 = W4 - Ws + RJ i~ + Rzi; .
6,7, Examples 131

Ll RI

T -=
R2
HI

I
H3
L2 Hz

T
-=
Hz

-=
Figure 6.3 NMOS multiplexer, Equivalent network

L,

r- ------------------- ------------1
I + WI - Wz + + W3 - W4 + I
I I
1 iI iz }3 j, }s I
1 .. I
1 I
R3 wsl

'.
1
1 R, R, R, R, " 1
I
i'3
, -I
"
"

I
"

1 " "
I e R, + R, R,
I "

1 's
I
I
I
I I
L _________________________________ ~

Figure 6.4 Equivalent network with resistive part viewed as a multi port.

By the elimination of i~ -i~ we obtain a linear relation between j = (it ,h, h, j4,jS)
and w = (Wl,W2,W3,W4,WS) of the form j = -Gw + B where
G1 0 0 0 0
0
Gi + 3G 1 G 2 + G~ 0
-G 1 G 2 G 21 -
2G 1 + G 2 2G 1 + G 2 2G 1 + G 2
0 0 G1 0 0
-G 1 G 2 4GIG2+G~ -G 1 G 2
0 0
2G 1 + G 2 2G 1 + G 2 2G 1 + G 2
-Gi -G 1 G 2 Gi + G 1 G 2 + 2G 1 G 3 + G 2 G3
0 0
2G 1 + G2 2G 1 + G 2 2G 1 + G 2
and B (eG 1 , 0, eG 1 , 0, oyr, Here we have put Gi = 1/ R i. The initial values
132 VI Num. approx. of mixed models for digital into circuits

are all zero: Vl,O(X) = V2,O(X) = V3,O = O. We choose for the two lines the same
space discretization step: t:,h 1 = t:,h 2 = dr/20 = d2/20 = 0.05, while for the
273 time steps the minimum and maximum time steps are 2.155 x 10- 6 and 3.547
respectively, in NAG subroutine D02NGF.
The Figs 6.5, 6.6 and 6.7 show the voltage variation along lines and on the
capacitor, respectively.

Line 2

0.84 Steady state

t = 97.1
1 = 97.1
t=4
t = lG t=3
t= 2
t = 12
t= S 1=1

1=4

1= n
Lt'Ilgth Length

Figure 6.5 Vl(t,X) Figure 6.6 V2(t,X)

Capacitor 1

Steady state
O.5G +------::::;::;oo--~----

o "-----r----r---r---""T"""?
Time 97
Figure 6.7 V3(t)
6.7. Examples 133

As we see, all components of the solution tend to the steady state. Because G
has the DRD property, this is the confirmation of the global stability result from
Theorem 5.1 ii). The speed of the evolution to the steady state differs from one
element to the other. So, from Figures 6.5 and 6.6 we observe that the voltage along
the first line varies (approximately) ten times slower than the second line voltage.
That is in accordance with the "engineering feeling", because RI C I = 10R2 C2 ,
where RI = rId}, R2 = r2d2, C I = cldl , C2 = C2d2 are the "lumped equivalent"
resistances and capacitances of the lines.
A good image of the global speed of evolution of the circuit is given by the delay
D(t) from Fig 6.8. This gives the delay time values: T o.s = 6.11 sand T O•I = 21.3 s.

Time 97
Figure 6.8 The delay

In the same picture we see the upper bound D(1,o)(t) of the delay. For its calcu-
lation, the program uses the formulae (5.7), (5.21) and (5.22) with the intermediate
results from Table 6.1.

q cos'Yi cos'Y2 w" ~.s ~.l


°
(0,0) 0.962 0.955 -0.0175 42.1 134.0
(1,0) 0.707 0.955 -0.717 14.0 37.0
(0,1) 0.962 0.707 -0.0175 59.2 15l.0

(1,1) 0.707 0.707 -0.0716 14.5 37.0

Table 6.1
134 VI Num. approx. of mixed models for digital into circuits

According to (5.23) we find 1'0.5 = 14.5 and 1'0.1 = 37.0, for (f = (1,0), which
are very close to the "exact" values To.5 and TO.I from above.

Example 6.2. Another usual kind of network, composed of conducting paths


between active devices in digital integrated circuits, is the so called "tree-type"
network, Rubinstein et al. [1983]. This is defined as a circuit in which there
exists a unique path connecting a specified input with a specified output. Here by
"input" we mean a given inverter or a logic node, while an "output" is a gate driven
by that input. For example in Figure 6.9 the pairs (EI,RJ) and (E2 ,RJ) model
two inputs and the groups (R I ,8J), (RJ,R 2,82), (R h R 2,83) and (R I ,R2,84) are
possible models for outputs.

T
R, R, R,

r
1 8J

1
R, H, R, R, R,
E. R, R, R,

1 8

1 s.

Figure 6.9 A tree network

The voltage values of inputs are EI = E2 = 1 and the lumped elements have
the values RI = 1/2, R2 = 1, 81 = 3, S2 = 3/2, 83 = 3 and 84 = 3. The four
rcg-lines have the same length d = 1, the same resistance (per unit length) r = 1,
the same conductance g = 0 and CI = 3/2, C2 = 1, C3 = 5/4, C4 = 4/3. All
dimensions are coherent. This results in a 12 x 12 symmetric G matrix whose
diagonal elements are G ll = 2, G22 = G33 = G99 = 3/2, G44 = G55 = G71 =
G10,1O = 14/9, G 66 = G 88 = Gll,ll = G12 ,12 = 6/5 and the nondiagonal, nonzero
ones are G23 = G32 = G29 = G92 = G39 = G93 = -1/2, G45 = G54 = G47 =
G74 = G4,10 = G IO ,4 = G57 = G75 = G5,10 = GIO ,5 = G7,10 = G IO ,7 = -4/9,
G6,12 = G12 ,6 = G 8 ,1l = Gll ,8 = -4/5. The nonzero elements of Bare Bl = 2 and
B2 = B3 = B9 = 1/2. The initial state is zero for all lines and all capacitors.
The choosen space step is D.h = d/IO and the 229 time steps vary between
5.75 x 10- 6 and 9.37 x 10- 1 • We shall reproduce here, in pictures, only some of the
results. Figures 6.10 and 6.11 show the voltage along the first and the fourth lines
respectively for different moments.
Analogously, Figures 6.12 and 6.13 show the voltage evolution for the first and
the fourth capacitor, respectively.
6.7. Examples 135

. 1~!!~~~~~~~~~
O 97 Steady statc 0.17

2~.~
tt == 2.·)
t = 1 I)
t = :.0
:;.I:
----- t = (1.2-) 1 = 24.7

1=5
t = 3.7.'i
1=0 t = 2.5
1 = 1.2.j
-----_1=0
OL--"---r---'---~ () L----r---.-----r----r~
Length Leng-Ih

Figure 6.10 Vl(t,X) Figure 6.11 V4(t,X)

0.S7 +----= ....._____


Steady state Steady state
0.067 +-------..::-----,,=-

OL---r--.-_--r_ _.....--~
Timf' 25 Time 25

Figure 6.12 vs(t) Figure 6.13 vs(t)

First of all, we remark that all state values advance to a steady state, as our
theoretical result predicted. Then we find that it is a process of propagation of
signals from inputs to outputs. So, while for the line 1 (which is near to inputs)
the steady state has the values Vl,oo(O) = 0.966 and vl,oo(d) = 0.899, for the line
4 (which is close to output) these values are V4,oo(0) = 0.166 and v4,oo(d) = 0.099.
The same happens with capacitors 81 and 84 (0.866 compared to 0.066). The above
pictures also clearly show that the elements which are close to sources (inputs) tend
to the steady state more quickly than those that are far away, near to outputs. The
global switching speed of the circuit is expressed by the moment when the delay
D(t) (see Figure 6.14) pass through an imposed A value. This is the A-delay time
and in our case the numerical integration gives To.s = 1.96 and TO.l = 6.38.
With regards the upper bound of the delay time, this was found for the best
136 VI Num. approx. of mixed models for digital into circuits

Time 25
Figure 6.14 The delay

permutation a = (0,1,0,0), giving To.s = 9.3 and TO.I = 18.4. Again the tightness
of these bounds is reasonable.

Example 6.3. Now let us consider a mesh network. This kind of network arises
in models for the gates of large transistors (used in the final stages of clock or pad
drivers) or for CMOS transmission gates, Wyatt [1985]. The Manchester carry
adder with carry-bypass circuitry, Chan and Schlag [1989], Chan and Karplus
[1990], provides another example of a digital network containing closed loops. Let
us consider the (very symmetrical) network in Figure 6.15.

T
E

T
Figure 6.15 A simple mesh network

The distributed parameters of the lines are rl = 10, CI = 10, gl = 0, r2 = 30,


C2 = 30, g2 = 0, the length being the same d l = d2 = 1. The capacitances
are 81 = 100 and 82 = 200, the resistance is R = 1 and the two step sources
(simultaneous connected) have the voltage E = 1. The initial values are zero.
The input data for the numerical program comprises of the matrix G with el-
ements: G ii = 3/4, i = 1, ... ,6, G13 = G 31 = G I6 = G 61 = G24 = G42 = G 25 =
6.7. Examples 137

G S2 = G36 = G63 = G45 = G54 = -1/4 and the others being zero. All six elements
of vector n are 1/4. We have used the discretization space step 6..h i = d;j20,
i = 1,2, while the minimum and the maximum time steps in the NAG subroutine
D02NGF are 1.049 x 10- 4 and 2 respectively, the number of time steps being 1515.
The numerical results, graphically presented in Figures 6.16-6.19, confirm the
good work of our program. This is because, the symmetry of the circuit a-priori
shows that the steady state must have the same voltage =1 both on capacitors and
on all points of the two lines.

Liut' 1 Line 2

t = 2730

"<1l "
bO
bD
:l
= 82.2 ~
t =82.2
~ = 54.8
= 27.4
t =
54.8
t = 27.4

0
L<'llgth Length

Figure 6.16 Vl(t,X) Figure 6.17 V2(t,X)


Capacitor 1
Capacitor 2
Steady state Steady state

o ~--~----~----~----~~ O~---r----.---~----'-~
Time 2.7£3 Time 2.7E3

Figure 6.18 V3(t) Figure 6.19 V4(t)


138 VI Num. approx. of mixed models for digital into circuits

Also, the speed of the transient regime differs from one element to the other
according to engineering intuition. The global delay is shown in Figure 6.20 together
with its a-priori upper bound.

14

OL-----,---==""'""'---.---T-~
Time 2.7E3

6.20 The delay

This second one is computed with the "best" permutation a = (0,0) glvmg
wg = -0.705 X 10- 3 and mini=I,2 cos,i = 0.6991. As a consequence we find
'1'0.5 = 1490 and '1'0.1 = 3770 as upper bounds for the "exact" delay times To.s = 295
and TO.I = 935, respectively.

6.8. Concluding remarks

Let us underline here the main applicative aspects of the models and methods
presented in Chapters IV, V and VI.
The problem of delay time prediction is one of the crucial aspects in digital cir-
cuit design. In modern technology the improvement of this performance becomes
mainly limited by interconnection parasitics. This is why we have introduced an
accurate and general model for a network in which connecting wires are modelled
more exactly as distributed parameter elements while the devices are lumped ap-
proximated. To use such a "mixed type" mathematical model, care should be taken
in obtaining the conditions for its validity. As we have seen, our conditions are in
good agreement with the engineering necessities, assuming the large applicativity
of our new model. The second problem solved above was to derive an upper bound
of the delay time for our mixed-type circuit. The formula giving this bound is
6.S. Concluding remarks 139

simple and therefore appropriate for engineering use in design. The third problem
about our mixed-type model, was its numerical realization and implementation.
The discretization was based on variational formulation of the problem and on the
use of the finite element method in space discretization. By this method it is easy
and natural to handle the "crossed" boundary conditions. The semi discrete model
(called FEM-model above) leads to an initial value problem for systems of differen-
tial equations. Typically this system is stiff. As described in Appendix I, one can
combine the FEM-model with a general purpose subroutine library such as NAG.
Otherwise, such a sophisticated subroutine library makes it possible to build up a
fairly general electrical simulator including nonlinear capacitors and even lumped
nonlinearly modelled transistors (not described here). Having our circuit simula-
tor built, we have verified our delay time bound for some typical examples. A
reasonable tightness was found.
Appendix I

The purpose of this Appendix is to outline how to use subroutine D02NGF of


the NAG Fortran Library in solving the initial value problem (6.29 1 ), (6.29 2 ). As
explained in Chapter 6.4, we shall apply integrators developed for stiff systems of
implicitely defined ordinary differential equations

A(t, y)y' = get, y) (AI)

This formulation permits the solution of differential/algebraic systems (DAEs). One


evaluates the residual vector

ret, y) = g(t, y) - A(t, y)y' (A2)

to get solution y at time t.


The general form of a program calling D02NGF is (see Figures A2-A3)
declarations

call linear algebra setup routine (D02NSF)


call integrator setup routine (D02NVF or D02NWF)
call integrator (D02NGF)
call integrator diagnostic routine (D02NYF)

END
We set up the full matrix linear algebra (D02NSF) and choose either Backward
Differentiation formulae (D02NVF) or BLEND formulae (D02NWF) as the inte-
gration method with adaptive time stepping. The numerical results in Chapter 6.6
have been obtained by using Backward Differentiation Formulae because it copes
fewer iterations than BLEND formulae. The integration routine D02NGF calls
user-defined subroutines RESID to calculate 1"(t, V), JAC to calculate the Jacobian
of the residual system and MONITR to cope with error situations and to change
some integration parameters. The form of those residuals is given by formulae

140
Appendix I 141

(6.41)~(6.44).
.. ) Br(t,y) 0 f t he resl'd-
., ~
The (l,) th component of the JacobIan matnx
ual system must be given in the form

Bri(t,y) _ -A h [B!Ji(t,y)
BYj - 'J + (a Yj ' (A3)

where h is the current stepsize and d is a parameter depending on the integration


method. Diagnostic routine D02NYF gives us some values concerning integration.
For further information on how to use the subroutines see NAG user's manual,
[NAG].
In Figure Al we can see the way to build up the semidiscrete system from the
system of partial differential equations (6.1) and boundary conditions given in the
form of differential equations (see (6.2), (6.6) and (6.7)). This is done by using the
finite element method in discretization of space variables of reg-lines. Capacitors
are added to the FEM-model of lines by (6.8). In Figures A2~A3 we have outlined
the time integration of the semidiscrete system in the developed program. The
program also gives us delay and a-priori uppC'r bQllIld of delay at time moments
with equal intervals. The values of parameters needed in the calculation of the
solution and the upper bound at every time discretization step are calculated in
the initialization part of the program by using circuit parameters. The calculation
of delay is done at every time step by nsing formnla (6.46).
142 Appendix I

BUILDING THE SEMIDISCRETE


SYSTEM OF THE CIRCUIT.

PARABOLIC BOUNDARY DIFFERENTIAL


PARTIAL CONDITIONS EQUATIONS FOR
DIFFERENTIAL OF LINES CAPACITORS
EQUATIONS IN THE FORM (ONE PER
OF LINES OF SPACE CAPACITOR). SEE
(ONE PER DEPENDENT FORMULA B.B.
LINE). SEE DIFFERENTIAL
FORMULA B.l. EQUATIONS
(TWO PER
LINE). SEE

~
FORMULA e.?

FEM DISCRETIZATION

I
FOR SPACE VARIABLES.
SEE SECTION 8.2.1.

~
ci1~~~i~I'i~.g~~ %1~~~C:1
n UNES) TIME DEPENDENT
DIFFERENTIAL EQUATIONS.
SEE FORIdULA 8.16.

~
BOUNDARY CONDITIONS OF LINES
'7
I
ARE CONNECTED TO FIRST AND LAST
DIFFERENTIAL EQUATIONS OF LINES.
SEE FORIdULA 6.16 AND SECTION 6.2.2.

~ ~7

GATHERING OF THE TildE DEPENDENT DIFFERENTIAL EQUATIONS


TO DIFFERENTIAL EQUATION SYSTE),(. SEE SECTION 6.3.
J
CHANGING DIFFERENTIAL EQUATIONS TO FORM

I I
THAT SUBROUTINE LIBRARIES (FOR EXAMPLE
NAG) DEYAND. SEE SECTION 6.4.

Figure Al
Appendix I 143

THE INITIALIZATION
OF THE PARAMETERS.

I I
INITIALJZINO AND CALCULATlNC
V .... LUES or VARIABLES. CHECKING
ACHIEVED VALUES (REAl)lN).

~
READINa DR CALCULATINC (IMICCN) INITIAL VALUES. I
J
CALCULATINC CALCULATINC VALUES

~ ~
STEADY NAO: OF STEADY STATE:
STATE C05Pcr FUNCTION JSTEFUN)
SOLUTION' OR JACOBIA ~STEJAC)
(STESTA). OP' THA.T FU CTlaN.

l
CAJ..CUlATINO
T1WE ~
.1 VALUES FoR CAPACITORS
ARE CALCULATED DIRECTLY.

DERIVATIVES
AT INITIAL
TIME POINT
.1'" WANTED

I
(INYDDT).
I CALCULATINC VALUES P'OB
I LINES (NAO:COGPCF).

~ i
CALCUlATlNQ VALUES OF FUNCTIONS
OF DIFFERENTIAL EQUATIONS OR

I
JACOBIAN OF THOSE ruNCTIONS
AT INITIAL TIME POINT (YDOTP'N).

I SETTING UP INTBGRATOR AND ALGEBRA. (NAC: D08NYF " DOeNSF).


I

Figure A2
144 Appendix I

STRUCTURE OF PROGRAM CIRCUITS


STRUCTURE FOR START OF PROORAJr.( CIRCUITS IS
GIVEN' IN FIGURE 'THE INITIA.UZATION 0 .. PARAMETERS',

CALCULATINC CALCUl.Jt..TING
VALUES OF VALUES OF
FUNCTIONS OF JACOBIAN OF
DIFFERENTIAL FUNCTIONS OF
DIFFERENTIAL
E~:t:Jlg)~S EQUATIONS (.lAC).

NEXT WANTED TIWE NO


DISCRETIZATION POINT
WILL BE HANDLED.

END OF PROGRAW. I~ STATISTICS TO OUTPUT FILE.

Figure A3
List of symbols

RR n-dimensional Euclidean space


C set of complex numbers
N set of natural numbers
Z set of integer numbers
ja,b[ open interval
[a,b] closed interval
aU/aXi partial derivative of u with respect to Xi
allzll subdifferential
d- f(t)/dt (d+ f(t)/dt) left-hand (right-hand) derivative
In natural logarithm
detB determinant of matrix B
B tr transposed matrix
Ref real part of f
6i j Kronecker's symbol:
6ij = 1 for i = j, otherwise 6ij = 0
B(x,r) {y E X j lIy - xii < r} open ball
with radial r and central point x
S(x,r) = aB(x,r) {y E X j lIy - xII = r} boundary of B(x,r)
X* dual space of X
w
-> weak convergence
IIxll norm on Banach space X
IIxlid weighted norm
{PI(x) = f(x) j f E X*} seminorm
(, )+, (, ) "duality functionals"
IIfll = sup If(x)1 norm in dual space X·
IIxll<l
IIfll = milX maxlfi(x)1 supremum norm
1<.<n xEY
V(A) -- domain of definition for operator A
'R(A) range of operator A
peA) resolvent set of operator A
AE!JB
[~ ~]
/-Id(M) measure of N x N matrix M
£P Banach space of all complex
functions x on {O, 1,2, ... } whose norm
IIxlip = {f
k=O
Ix(k)IPP/p is finite
the space Km (K = R or C) with euclidean
norm weighted by positive constants 81, ... , 8 m

145
146 List of symbols

C(Y, Rn) {J : Y f-+ R with continuous fi components}


with the supremum norm
cm(O,T;X) a space of functions u :]0, T[ ...... X with
continuous derivatives up to order m
Cgo(O, di; K) a space of functions from Coo(O, di; K)
with compact support
L 1 (0,T;X) a space of integrable functions
LP(Y), p < 00 Lebesgue space of measurable functions
v defined on Y for which
[fy Iv(x)IP dxp/p is finite
L 2 ,i(0, di; K) weighted L2-space with norm
IIfIlL." = Jod, cilf(x)12 dx
= n~=1 L 2 ,i 80/
{J E L 2 ,i I 8 a x/ E L 2 ,i, lal ~ m}
H::' = ll7=lHm ,i
XK = L~(K) X K~
YK = Hj'(K) x K~
Loo(y) Lebesgue space of measurable essentially
bounded functions defined on Y
C(X) a space of continuous functions
defined on X with norm II· IIx
Ck(]O, T[; X) a space of all continuous functions
u : [0, T] f-+ X with norm II . IIx
d
C1+II(O, T; X) {J E Cl(O, T; X); d/ E C"(O, T; X)}
Ck {f : E ...... £P ; f is continuous}
c, c., Ci, ... generic constant
:3 there exist( s)
V for all
a.e. almost everywhere
V voltage
current
r resistance
c capacitance
9 conductance
G matrix of boundary conditions
B source vector
(G,B,2n + m) resistive multiport
D(t) delay
T)., = sup{t I D(t) = A} A delay time
Index

CPWL 36
accretive 12
"m"- 12 Crank-Nicholson method 127
operator 12 CPWCD 36
approximation DC-equation 45
FEM 123 quasi autonomous 62
Yosida 17
delay 49, 100, 113, 129
a-priori upper bound 109, 129
delay time 49, 100, 129
asymptotically stable 48 global ,\- 101
derivative
ball 2
Fn\chet 35
basis functions 121 Gateaux 8
left-hand 24
bipolar transistor 52
right-hand 24
boundary conditions
differential equation
system of 82
abstract 55
crossed type 96, 119
nonlinear 96, 112
dissipative 1
hyper maximal 13
capacitor maximal 13
nonlinear 36 m-dissipative
Cauchy problem 19, 23, 105 operator 1, 12
strongly 12
circuit 37, 77 totally 12
infinite 71 w- 12
classical solution 19 drain 75
convex DRD-condition 81
strictly 3
dual space 2
convergence
weak 2 duality
weak' 2 type functional 3
mapping 3
Co-semigroup 14
dynamical behaviour 47

147
148 Index

global 100 lumped parameter


model 53
Ebers-Moll models 46
£P-solution 55
Euler method 127
Lipschitz
type estimate 1
FEM
equation 121, 125 Lumer-Phillips theorem 18
model 118
matrix
functional equations 123
continuous 2 measure of 35
duality type 2 DRD 81
WDRD 81
function
basis 121 mixed model 78
CPWCD 36
MOS transistor 75
CPWL 36
Holder continuous 22 multiport
Lipschitz 1 resistive nonlinear 36
(G, B, 2n + m)- 80
gate 75
NAG Fortran Library 127
Gateaux differentiable 8
NMOS multiplexer 131
generator
of a semigroup 14 network
infinite 52, 74
Gummel circuit 53 mixed type 80
mesh 136
Heaviside function 91 tree 134

Hille- Yosida theorem 15 norm 145


in dual space 145
Holder continuous 22 supremum 8
hyperplane 36 weighted £1 35

inductor operator
nonlinear 36 accretive 12
bounded 14
infinite network 52 dissipative 1, 12
hyper maximal dissipative 13
interconnection 76
w-dissipative 11
maximal 13
junction diodes 36 "m"-accretive 12
"m" -dissipative 12
Kirchhoff's law 130 "m" -totally dissipative 13
Index 149

monotone 12 classical 19, 78


strongly dissipative 12 generalized 89
totally w-dissipative 12 CP 55
strong 19, 89
problem weak 91
Cauchy 19, 23 space
(CP(B,uo)) 86 Banach 2
direct current, DC 45 C(X) 146
dynamic 82 C(Y,RN) 8
(E(zo, A, B)) 40 CV(O, T; X) 22, 83, 146
(E~)) 55 C~ 55, 146
(Ed 67 dual 2
(E;) 67 Holder 8
(E) + (BC) + (IC) 113 CP 145
(P(B,vo)) 82, 99 LP 9, 146
(Sd 55 L 2 ,i(0, d i ; K) 83, 146
(St) 62 L'2 83, 146
(S~) 66 strictly convex 3
(5;) 67 XK 85
(S(A, B)) 40 stable
(SP(B)) 82,92,99 asymptotically 48
(TE) 76 Lyapunov sense 48
time independent 82 uniformly 59

quasiautonomous case 62 strictly convex 3


sub differential of the norm 4
range 11
supremum norm 8
reg-line 76
residual evaluations 126 Telegraph Equation 73, 76

resistive multi port of timing simulator 51


(G,B,2n + m) type 80 Theorem
resolvent set 14 Alaoglu 7
Hahn-Banach 6
Sato 8
semiconductor device model 37
Lebesgue dominated conv. 10
semigroup Hille-Yosida 15
analytical 19 Lumer-Phillips 18
Co- 14 Pazy 21
Co-contraction 14
transistor
differentiable 18
bibolar 36, 99
solution MOS 75
150 Index

NMOS pass 130


voltage source 52
truncation error 66
truncated system 67
topology
weak 2
weak' 2

weak
convergence 2
convergence' 2
weak' 2
WDRD 81

Yosida-approximation 17
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