Stability of perturbed neutral functional differential equations

Stability of perturbed neutral functional differential equations

Nonlineur Annl~sis, Theor). Methods & Applications, Vol. 2 No. 5, pp 563-571 0 Pergamon Press Ltd. 1978. Printed in Great Britain STABILITY OF PERTU...

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Nonlineur Annl~sis, Theor). Methods & Applications, Vol. 2 No. 5, pp 563-571 0 Pergamon Press Ltd. 1978. Printed in Great Britain

STABILITY

OF PERTURBED

NEUTRAL

FUNCTIONAL

DIFFERENTIAL

EQUATIONS*

A. F. IZE lnstituto

de CiCncias MatemBticas

de Slo Carlos, Departamento de Matemitica, 13.560, SLo Carlos, Sbo Paula, Brazil

Universidade

de Sbo Paula,

and J. G. DOS REIS Faculdade

de Medicina

de Ribeirlo Preto, Departamento 14.100, Ribeirio Preto, Sk

de MatemLtica, Paulo, Brazil

Universidade

de Sbo Paulo.

(Received in revisedform 22 September 1977) Key words: Neutral functional differential equations, Lyapunov asymptotically stable, perturbed linear systems, uniformly

functions, uniformly stable, stable operator, exponentially

uniform stable.

INTRODUCTION

R” BE a real or complex n-dimensional C = C([ - r, 01, R”) be the space of continuous

LET

linear vector space with norm 1. I. For Y >, 0 let functions taking [-r, 0] into R” with I/4 I/ defend

by l/411 = _;y~<~ IM)l. Suppose t,isa real number define the operators

and g, f are continuous

functions

taking

[fo, 3n) x C + R” and

D(.): [to, ‘xX7) x C -+ R” by w+

for t E [T, #m), 4 E C. A functional

= A(L) 440) -

differential

equation

dtv 4)

is a system of the form

(1) where X, E C is defined by .x,(0) = .~_(t+ 8), -r d 0 d 0. For any Q,E C, r~E [to. m) a function x = .x(0,4) defined on [r~ - r, CT+ A) is said to be a solution of (1) on (a, 0 + A) with initial value 4 at CTif .x is continuous on [r~ - r, CJ + A) and relation (1) is satisfied on (6, 0 + A). We say that (1) is a neutral functional differential equation if det A(t) # 0, t E [t,, 00) and for every 4 E C, t E [t,, co), g(t, 4) = I!,. dp(t, 0) 4(e), where ,Uis a n x n matrix of bounded variation for 8 E [-r, 0] and there is a scalar function p(s) continuous non decreasing for s E [0, r], p(O) = 0 such that 0 [4JpL(4

@I

4@)

<

P(S)

IS --s * This research

was supported

by. CNPq,

sup -F
FAPESP

and FINEP. 563

I Of@

I.

(2)

564

A. F. IzB

AND

J. G.

DOS

RIMS

We assume that for each (a, 4) E (t,, ‘3) x C, (1) has a unique solution which depends continuously upon (T,4 and that every bounded solution of (1) is defined for t E [o, YJ). We assume also that f(t, 0) = 0. D@rition. We say that the solution .Y = 0 of (1) is uniformly stable if for every E > 0 there exists a 6 = 6(r:) > 0 such that for all (TE [to, I%), t, > - in, any solution x(0,4) of (1) with initial value &Jat 0, ((4(( < 6 satisfies (I-x,(g, 4)(( < r for t 3 (T. It is uniformly asymptotically stable if it is uniformly stable and for some fixed 6 > 0, for any q > 0 there exists a T = T(q) > 0 such that j/41/ d 6 implies I(x,(cJ,4)/I < q for t 3 o + T. 1. LYAPUNOV

x c + R is continuous

IfK+,,‘ZQ)

FUNCTIONALS

we define

1. Let f(t, 0) = 0, ,f(t, 4) locally Lipchitzian in 4, uniformly with respect to t, and for all 6 in C, [A(t) &O)( d kl/djl for t b 0. Assume that the null solution of (1) is uniform asymptotically stable and there exists a constant L such that THEOREM

IIxt(to, 4) - .xt(to, Y))I d eL(‘-*O)I(+ - Yl).

(3)

Then there exists positive definite functions u(r), b(r), c(r) for 0 < r < r-r, non decreasing, u(O) = b(0) = c(0) = 0 and a scalar functional V(t, +)defined and continuous for (t, Cp)E [to, tx) x C’, )I~11d 1, such that (a) (b) (4 (d)

4JW,

&I) d W, 4)

#?q)

G V(t, 4) G ##I/)

w,

4) G - o,(IIw?

(w,&

-

u~,w[

&)I) d k/i4 - Y’(I

for all t 2 0, 4, Y in C, J/4/l, l(Yll < rl. Proof. From

Cruz and Hale [l, Lemma

7.11, there exists functions

p(u), r(u) such that

(i) p(u) is continuous, monotone increasing for u 2 0, p(0) = 0 (ii) u(u) continuous, monotone decreasing for u 3 0, with lim v(u) = 0 such that if u-1 lI4lld f-1’ and t2a t 2 (T.

IJX,b> &I) G P(JJ4II) 4t - 4,

(4)

We can assume also that v(u) has a continuous negative derivative and u(O) = 1. From the properties of P(U) there exists a function a(u) defined, continuously differentiable and positive on u 2 0, a(O) = 0, CL(U) strictly increasing lim x(u) = CT,such that tl- X_ u(u) = exp[ - H(U)]. Suppose

q(u) is a bounded,

continuously

q(u) > 0, q’(u) < d(u) for u > 0, q’ monotone

differentiable decreasing.

function on [0, m) such that q(0) = 0, Let /? > I(k) = k where IA(t) 4(O)l < k

Stability

of perturbed

neutral

functional

differential

565

equations

and define

(5) Since D satisfies (2),

and (a) is satisfied.(b),(c) and(d) follows step by step the argument being that V(t, 4) is defined by (5). Theorem (a’) (b’) (c’)

1 is an alternative

for Theorem

given in [2] with the only change

7.1 of Cruz and Hale [ 1] which uses the hypotheses:

I]o(r, &(I d v(r, 4) d h(ll4ll) v(r, 4) d - C(I]o(r, 4)I)) ]Ur, 4) - Ur, ‘y)] G k II4 - YJII

where V(t, 4) = sup ()D(t + s, x,+ ,(t, 4)II eas. The principal

advantage

of this definition

of V(t, 4)

is condition (c’) $%h is very useful in the study of perturbed systems. By the other hand 114112 0 does not imply necessarily that V(t, 4) B n(ll$ I/) for some positive increasing function a with n(O) = 0, what is quite often needed in the applications. With the definition of V(t, 4) given in Theorem 1 above this condition is satisfied. However, the Condition (3), that holds in general for linear systems, is not easy to verify for general non linear systems and it is an open question to know if it is true for system (1) withf Lipchitzian 2. STABILITY

Consider

OF

PERTURBED

LINEAR

SYSTEM

the system

$ a4 where D(t, 4) and f(t, 4) are bounded operator. Consider now the perturbed

l’J = fk l’t)

linear continuous system.

(6)

functionals

and D is a uniformly

zqt,

XJ = f(t, x,).

System (7) can be transformed

(7)

into the system

$ D(t,XJ = f(t, x1) + h(t, x,) where only the f function

is perturbed

h(t, xt) = To study the stability

properties

stable

(8)

and

fct,x1) -

j-k xJ -

$ [Dk .xJ -

D(t, x,)1.

of system (8) we will need the following.

A. F !ZCAND J. G. DOS REIS

566 LEMMA 1. Let x,(t,, 4) be a solution L such that

of (8) and y,(tO, 4) a solution

Jl.~~(t,,4) - _r,(t,, 4)I/ d [eL(t-to) -

of (6), then there exists a constant

I] lir(t. x~)/,

t 3 t,.

(9)

It is obvious that (9) is satisfied for f = t,. Suppose it is not true for every t 3 t,. Let t, be the supremum of the t’s for which inequality (9) is satisfied. From the continuity of both sides of (9) there exists a sequence {t,j, t, + 0 for n + _*, tn small enough such that I/.Y,,+ J& From

4) - yt, + ,,(t,, +)I/ > [@I + ‘,-‘o) -

Hale [3, p. 3541, there is a 11, small enough

11 (Mr, .xt)l.

such that if 0 < t, < 11,

Thus flS f,,

1

Ih(s. XJ ds > l(eLCtl+l,,P’o) -

1 - p&J c f,

I)

h(t,

+

t,,.stI i ,,,I.

Hence

1 - dho) tl
Ih(.s,s,J 3 (eLctl + r*~-‘O’-- 1) h(t, + t,. s,, + ,,,)

sup + I,,

and ii;;; 1,,-0,

1

sup lh(s, SJ ’ - P(ho) rl
>

iiiii f,, - 0 +

(e Uf, + f,,- tn1 t”

-

I’(h(t,

+rn>.~tl

,,,, 1).

Then , _

Lth) Ih(t, , xr,)l 3

L eL”l -‘o’

Ik(f,. .x1,)1

0 and if we take L > l/(1 - p(h,)) we have a contradiction THEOREM 2. lf the solution y E 0 of (6) is uniformly asymptotically stable there exists a scalar functional ~(t, 4) defined and continuous for (t, 4) E [to, 1~) x C such that

Proqf

Let p = max((k

+ p(r))“, 1) and define

Ur, 4) = B [S From

the uniform

asymptotic

,R tI~t+i(r~ 4)I)’ ds + ;;!

stability

of the solution

/IY~+,(r, m)ll’_i.

y E 0, [3], there are constants

cyand k,

Stability

of perturbed

neutral

functional

differential

equations

567

such that (lyt(t,,, $)(I < k, e-““-‘“’ ((d(I. It is obvious that W, 4) > (I$(/’ and V(t, 4) 3 JD(t, 4))‘, since (o(t. $)I2 G k2j14112 + p2(r) 1(+(1’ G 8~~~~~’d W, 4). Let (T 2 0, then (I.Y~+&,&II d K, can e-asl(411. Hence V(t, 4) = fik, e2=0

ee2”“du

+ &,e2anl/~112

k, e2”“~~~(~2= k,(14(12

= fl(1 + l/(24)

and (b) is proved.

+ / sup (lY,+Jt, &)(I2 - sup IlYt+s(4 S>O SBO

d

4Jll’

-

lbttsk

42)Il”l

+ SUPI[IIIJi+s(tt wl12

-

llJi+,k

d4II’ll

G

s

s

om I[ll~t+sk

$,)ll2~

oa I(Il1’*+,k

x ((lYltsk

Mll

+ lIYt+&

ds

42m

dJ,)l/ - IlYt+s@, 42)IOds

+ sup(((ly,+,k $1)+ ll!‘t+s(t~ 42)lOI. s 20

d

koeane-zn(l\~I\l

+ koean(l14111

d k;e2=“#hll

+ (l~21))koeaae-as(ll~l

+ ll~211~~o~““~~““~Il~~II

+ lld4(1141

-

-

d4

- 4~11)~~

114211)

-a)

Hence

Iv?, 4,) - W, 4,)I Q P kzeZan WII and (c) is proved.

+ ll42ll)wll

-

lIm,i,(l

- &)

568

A. F. Izk AND J. G. DOS REIS

To prove (d) since

=

Oc b$o~ s

and

2is a decreasing llYf+s(~O’~)II

qt, l’,) <

Eii h- l h-O+

and the theorem THEOREM 3.

4)1i2

ds

+

w++s(to>

4)))’

f

function

it follows that

,:,bs(to~6)/I’ [S

ds - fi[~~@~, &I(’ f

ds]

is proved.

Assume

that (IW> 4) - D(4 $)I) + IIf(4 4) - f(4 &(I d rll4ll

(IO)

where y is chosen small enough in such a way that y+ E C,. Then if the solution y E 0 of (6) is uniformly asymptotically stable, the solution x = 0 of (7) is uniformly asymptotically stable. Proof: The solutions

of (7) are the solutions ;

of

Wr, xt) = f(4 .xt) + 44 .xJ

and from (10) IN $)I d ~ll4ll. Let .x,(t,, 4) be a solution of (7) for (141) small enough and t’*(r) = J’(r, q(t,, 4)). F rom (a) and (d) of Theorem 2 we have Ti;;i v*(t h-rO+

+ h) h

V(t, $) as in Theorem

v*(r)

dlim

f’+ + h, &+,,@Y@o, $‘I,) h

+ ‘;

v(t

h-+0+

where xt(to, 4) is a solution

vk

+ h>Xt+j,(t, x,(t,, 4,)) - v(t h

of (7) then.

X,(&Y 4,)

+ h>Pr+h(t>“t@,, 4,))

2. Define

Stability

v*o + 4

Ti;;;

w

-

+

neutral

functional

differential

equations

d - I(xt(t,, #)I 2

h

h-O+

of perturbed

v(t + h, x,+&YX,tt,, 4)))- v(t + h, &+,,k “t&y dd))

TiiT;

h

h-O+ From part (c) of Theorem v(t + h, X,+,,@, x,(t,, 4))) -

2 we have v(t + h. )?t+,@‘X&> 4))) d k(\(Xt+h(t, “&,

4)) + )?t+,,@,x,(t,, $))I\)

’ (IIXt+,,@Y X,(t,? 4)) - yt+,,@, Xt(tO,

dd)i,)’

Ij4’~+,,(t,x,(t,? &))I G k,IIx,(t,,

&)I.

We know that

From

Lemma

above and’condition

(10) we have

IIXt+&? X&? 4)) - 4’l+&, Xt(tOY4)) < (e” -

1) II& “t)\l

< (e” -

1) YllX&Y &(I

and then

11% +hk XtttOy&)[I G teLh- 1)IIdt,xc)ll+ k&k,, $)I(. Hence Iv(t + h, X,+&9 x,(t,, 4))) -

v(t + h, X, +,,@Y X,&,, &))I

d (k Y(e” -

1) II@,,

4411

+ 2k,kllx,(t,,

4411)(eLh -

= IIxt(to, 4)II’ (k (e” -

1) rlj.+,,

4111

1) Y + 2k,k) (eLh - 1) Y

= jIxt(to, $)]I’ (k (e” - 1) (eLh -

1) y* + 2kok(eLh - 1) y).

Hence fi

h-l

1 v(t

+

h,

Xt+,,(t,

x,@,,

4,))

-

v(t

+

h,

Xt+h(t5

X,@,,

&))I

h+O+ <

/(xt(to, +)I(’ Tiiii h-‘(k(eLh - 1) (e& - 1) y2 + 2kko(eLh - 1) y(

= 2k k,,Ly~~~,;t,~qi)~~ 2. Thus if we take y < 1/(2kk,L) l’*(t

G

h+O+

+ h) - V*(t)

h

Q -

)Ixt(to,

#II2

+ 2&&y

Ijx,(to,

4)112

Ilxttt,,4)112 G’+,b - 1) = -Y1 IIx,kJ,9)112Y Yl > 0.

=

Then system (7) is uniformly

asymptotically

stable.

569

A.

570

F. IzB AND

J. G.

DOS REIS

Another simple proof that implies in particular that the solutions stable is the following. From conditions (b) and (d) of Theorem 2, fi;;; v*(t

+ h) -

v*(t)

d -y,v*(t),

h

Yl =

v*tt + “h’- v*@)<

Lfi-

of (7) are exponentially

l/K,

_yl

v*(t) or log V*(t

E

+ h) - log V*(t)

d

h

h-O+

log v*(t)

- log v*(t,)

< -yl(t

-Y1

- to)

or (j.X,(t,, 4)II’ < V*(t) < V*(t,) K e-rl(t-to) and the theorem THEOREM 4.

is proved.

Assume

that

If@, 4) - fk Then if the solution uniform asymptotically

4)I + ID@, 4) - o(t, @)I G s(t) (1411,j%)

4’ = 0 of (6) is uniform stable.

Proof: As in Theorem I/X,+,,k @,,

< K e-yt(t-to) 11411”

asymptotically

4 we have from inequality

4)) - &+hk “&

dt < ;I’C

stable the solution

(9)

$))[I < (eLh -

1) /I& -xt)II

< (eLh -

I)&)

(I”&> +)I)

and

and therefore IIXt+h(t, .x&3 $))I[ d I(eLh -

1) &) Ilx#03 4)II + ~oll.~t(~o>@)II.

Thus we have 1v(t + h, x, + h(t, .x,@,, 4,)) -

v(t + h>?‘t+ h(h “$,,

d (k(eLh + 2k,I(x,(t,,

&,)I

1) g(t) )I”&, $)I1 4)/I) (eLh -

= II.xJt,, 4))1 ’ (k (eLh -

1) g(t) I/.#,, 1) (eLh -

4)II

1) g2(t) + 2ko(eLh -

1) g(t)).

(11) .X = 0 of (7) is

Stability

of perturbed

neutral

functional

differential

571

equations

Hence Izl

K’[IV(t

+ h, x,, Jf, X&, 44)) -

Jqt + h, Y,+Jk “&I,

h-O+

4N)II

Therefore fi

v*(t

+ h) -

v*(t)

h

h+O+

d -

IIXrUo. 4)1/2 + (I”&, =

owdt)

-

<

(k,g(t) -

4)Ij’ 1)

II.+,,

k’s(t) 4111’

1) V*(t).

Thus we have )I.+)? 4)(I G v*(t) < V*(to)exp[kl~~ < k exp - (t implies that the solution tically stable.

which

Acknol~,/cdgements-We

thank

gWds]ew(--(t

to))

to) ~~~~~.

x E 0 of (7) is exponentially

A. A. Freiria

-

for interesting

comments

stable and therefore

uniform

asympto-

on the paper

REFERENCES 1. CKUZ M. A. & HALE J. K., Stability of functional differential equations of neutral type. J. d(f/. Eqns 7 (2) 334-355 (1970). 2. HALE J. K. and CRUZ M. A., Asymptotic behavior of neutral functional differ-ential equations. Archs rational merh. Analysis34,331-353 (1969), 3. HALE J. K., Ordinary Differential Equations. Wiley Interscience, New York (1969).