LINEAR SYSTEMS OF GENERALIZED ORDINARY DIFFERENTIAL EQUATIONS
|
|
- Nigel Welch
- 5 years ago
- Views:
Transcription
1 Georgian Mathematical Journal Volume 8 21), Number 4, ON THE ξ-exponentially ASYMPTOTIC STABILITY OF LINEAR SYSTEMS OF GENERALIZED ORDINARY DIFFERENTIAL EQUATIONS M. ASHORDIA AND N. KEKELIA Abstract. Necessary sufficient conditions effective sufficient conditions are established for the so-called ξ-exponentially asymptotic stability of the linear system dxt) = dat) xt) + dft), where A : [, + [ R n n f : [, + [ R n are respectively matrix vector-functions with bounded variation components, on every closed interval from [, + [ ξ : [, + [ [, + [ is a nondecreasing function such that lim t + ξt) = +. 2 Mathematics Subject Classification: 34B5. Key words phrases: ξ-exponentially asymptotic stablility in the Lyapunov sense, linear generalized ordinary differential equations, Lebesgue Stiltjes integral. Let the components of matrix-functions A : [, + [ R n n vectorfunctions f : [, + [ R n have bounded total variations on every closed segment from [, + [. In this paper, sufficient necessary sufficient) conditions are given for the so-called ξ-exponentially asymptotic stability in the Lyapunov sense for the linear system of generalized ordinary differential equations dxt) = dat) xt) + dft). 1) The theory of generalized ordinary differential equations enables one to investigate ordinary differential, difference impulsive equations from the unified stpoint. Quite a number of questions of this theory have been studied sufficiently well [1] [3], [5], [6], [8], [1], [11]). The stability theory has been investigated thoroughly for ordinary differential equations see [4], [7] the references therein). As to the questions of stability for impulsive equations for generalized ordinary differential equations they are studied, e.g., in [3], [9], [1] see also the references therein). The following notation definitions will be used in the paper: R = ], + [, R + = [, + [, [a, b] ]a, b[ a, b R) are, respectively, closed open intervals. Re z is the real part of the complex number z. ISSN X / $8. / c Heldermann Verlag
2 646 M. ASHORDIA AND N. KEKELIA R n m is the space of all real n m-matrices X = x ij ) n,m i,j=1 with the norm X = max n j=1,...,m i=1 x ij, X = x ij ) n,m i,j=1, R n m + = { X = x ij ) n,m i,j=1 : x ij i = 1,..., n; j = 1,..., m) }. The components of the matrix-function X are also denoted by [x] ij i = 1,..., n; j = 1,..., m). O n m or O) is the zero n m-matrix. R n = R n 1 is the space of all real column n-vectors x = x i ) n i=1. If X R n n, then X 1 detx) are, respectively, the matrix inverse to X the determinant of X. I n is the identity n n-matrix; diagλ 1,..., λ n ) is the diagonal matrix with diagonal elements λ 1,..., λ n. rh) is the spectral radius of the matrix H R n n. + b X) = sup X), where b X) is the sum of total variations on [, b] of the b R + components x ij i = 1,..., n; j = 1,..., m) of the matrix-function X : R + R n m ; V X)t) = vx ij )t)) n,m i,j=1, where vx ij )) = vx ij )t) = t x ij ) for < t < + i = 1,..., n; j = 1,..., m). Xt ) Xt+) are the left the right limit of the matrix-function X : R + R n m at the point t; d 1 Xt) = Xt) Xt ), d 2 Xt) = Xt+) Xt). BV loc R +, R n m ) is the set of all matrix-functions X : R + R n m of bounded total variation on every closed segment from R +. L loc R +, R n m ) is the set of all matrix-functions X : R + R n m such that their components are measurable integrable functions in the Lebesgue sense on every closed segment from R +. C loc R +, R n m ) is the set of all matrix-functions X : R + R n m such that their components are absolutely continuous functions on every closed segment from R +. s : BV loc R +, R) BV loc R +, R) is the operator defined by s x)t) xt) d 1 xτ) d 2 xτ). <τ t τ<t If g : R + R is a nondecreasing function x : R + R s < t < +, then t s xτ) dgτ) = ]s,t[ s<τ t xτ) dg 1 τ) ]s,t[ xτ) d 1 gτ) xτ) dg 2 τ) s τ<t xτ) d 2 gτ), where g j : R + R j = 1, 2) are continuous nondecreasing functions such that g 1 t) g 2 t) s g)t), xτ) dg j τ) is the Lebesgue Stiltjes integral over ]s,t[
3 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 647 the open interval ]s, t[ with respect to the measure corresponding to the function g j j = 1, 2) if s = t, then t xτ) dgτ) = ). s A matrix-function is said to be nondecreasing if each of its components is nondecreasing. If G = g ik ) l,n i,k=1 : R + R l n is a nondecreasing matrix-function, X = x ik ) n,m i,k=1 : R + R n m, then s n dgτ) Xτ) = k=1 s S G)t) s g ik )t) ) l,n i,k=1. ) l,m x kj τ) dg ik τ) i,j=1 for s t < +, If G j : R + R l n j = 1, 2) are nondecreasing matrix-functions, Gt) G 1 t) G 2 t) X : R + R n m, then s dgτ) Xτ) = s dg 1 τ) Xτ) s dg 2 τ) Xτ) for s t < +. A B : BV loc R +, R n n ) BV loc R +, R n m ) BV loc R +, R n m ) are the operators defined, respectively, by AX, Y )t) = Y t) τ<t <τ t BX, Y )t) = Xt)Y t) X)Y ) d 1 Xτ) I n d 1 Xτ) ) 1 d1 Y τ) d 2 Xτ) I n + d 2 Xτ) ) 1 d2 Y τ) for t R + dxτ) Y τ) for t R +. L : BV 2 locr +, R n n ) BV loc R +, R n n ) is an operator given by LX, Y )t) = d Xτ) + BX, Y )τ) ) X 1 τ) for t R +. We will use the following properties of these operators see [2]): B X, B X, BY, Z) ) t) BXY, Z)t), ) dy s) Zs) t) dbx, Y )s) Zs).
4 648 M. ASHORDIA AND N. KEKELIA Under a solution of the system 1) we underst a vector-function x BV loc R +, R n ) such that xt) = xs) + t s daτ) xτ) + ft) fs) s t < + ). Note that the linear system of ordinary differential equations dx dt = P t)x + qt) t R +), 2) where P L loc R +, R n n ) q L loc R +, R n ), can be rewritten in form 1) if we set At) P τ) dτ, ft) qτ) dτ. We assume that A BV loc R +, R n n ), f BV loc R +, R n ), A) = O n n det I n + 1) j d j At) ) for t R + j = 1, 2). These conditions guarantee the unique solvability of the Cauchy problem for system 1) see [11]). Definition 1. Let ξ : R + R + be a nondecreasing function such that lim ξt) = +. 3) t + Then the solution x of system 1) is called ξ-exponentially asymptotic stable if there exists a positive number η such that for every ε > there exists a positive number δ = δε) such that an arbitrary solution x of system 1), satisfying the inequality xt ) x t ) < δ for some t R +, admits the estimate xt) x t) < ε exp η ξt) ξt ) )) for t t. Stability, uniform stability, asymptotic stability exponentially asymptotic stability are defined just in the same way as for systems of ordinary differential equations, i.e., when At) diagt,..., t) see, e.g., [4] or [7]). Note that the exponentially asymptotic stability is a particular case of the ξ-exponentially asymptotic stablility if we assume ξt) t. Definition 2. System 1) is called stable in this or another sense if every solution of this system is stable in the same sense. We will use the following propositions. Proposition 1. System 1) is ξ-exponentially asymptotically stable uniformly stable) if only if its corresponding homogeneous system dxt) = dat) xt) 1 ) is ξ-exponentially asymptotically stable uniformly stable).
5 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 649 Proposition 2. System 1 ) is ξ-exponentially asymptotically stable uniformly stable) if only if its zero solution is ξ-exponentially asymptotically stable uniformly stable). Proposition 3. System 1 ) is ξ-exponentially asymptotically stable uniformly stable) if only if there exist positive numbers ρ η such that Ut, s) ρ exp η ξt) ξs) )) for t s Ut, s) ρ for t s ), where U is the Cauchy matrix of system 1 ). The proofs of these propositions are analogous to those for ordinary differential equations. Therefore, the ξ-exponentially asymptotic stability uniform stability) is not the property of a solution of system 1). It is the common property of all solutions a vector-function f does not influence on this property. Hence the ξ-exponentially asymptotic stability uniform stability) is the property of the matrix-function A the following definition is natural. Definition 3. The matrix-function A is called ξ-exponentially asymptotically stable uniformly stable) if the system 1 ) is ξ-exponentially asymptotically stable uniformly stable). Theorem 1. Let the matrix-function A BV loc R +, R n n ) be ξ-exponentially asymptotically stable, det I n + 1) j d j A t) ) for t R + j = 1, 2) 4) νξ)t) lim t + t AA, A A ) =, 5) where ξ : R + R + is a nondecreasing function satisfying condition 3), νξ)t) = sup { τ t : ξτ) ξt+) + 1 }. Then the matrix-function A is ξ-exponentially asymptotically stable as well. To prove the theorem we will use the following lemma. Lemma 1. Let the matrix-function A BV loc R +, R n n ) satisfy condition 4). Let, moreover, the following conditions hold: a) the Cauchy matrix U of the system satisfies the inequality dxt) = da t) xt) 6) U t, t ) Ω exp ξt) + ξt ) ) t t ) 7)
6 65 M. ASHORDIA AND N. KEKELIA for some t R +, where Ω R n n +, ξ is a function from BV loc R +, R) satisfying 3); b) there exists a matrix H R n n + such that t rh) < 1 8) ) exp ξt) ξτ) U t, τ) dv AA, A A ) ) τ) < H for t t. 9) Then an arbitrary solution x of system 1) admits an estimate where R = I n H) 1 Ω. xt) R xt ) exp ξt) + ξt ) ) for t t, 1) Proof. Let A = a ik ) n i,k=1, A = a ik ) n i,k=1, U = u ik ) n i,k=1, H = h ik ) n i,k=1, x = x i ) n i=1 be an arbitrary solution of system 1 ). According to the variation of constants formula properties of the Cauchy matrix U see [11]) we have xt) = U t, t )xt ) + Therefore Let t <s t t s<t t U t, s) d As) A s) ) xs) d 1 U t, s) d 1 As) A s) ) xs) d 2 U t, s) d 2 As) A s) ) xs) = U t, t )xt ) + t <s t t s<t xt) = U t, t )xt ) + t U t, s) d As) A s) ) xs) U t, s) d 1 As) I n d 1 A s) ) 1 d1 As) A s) ) xs) U t, s) d 2 As) I n + d 2 A s) ) 1 d2 As) A s) ) xs). t Ut, τ) daa, A A )τ) xτ) for t t. 11) y k t) = max { exp ξτ) ξt ) ) x k τ) : t τ t }, yt) = y k t) ) n k=1.
7 Then GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 651 n n u ij t, τ)x k τ) db jk )τ) u ij t, τ) x k τ) dvb jk )τ) j,k=1 t j,k=1 t n t exp ξτ) + ξt ) ) u ij t, τ) dvb jk )τ) y k t) k,j=1 t for t t, i = 1,..., n), where b jk t) Aa jk, a jk a jk )t) j, k = 1,..., n). From this 11) we have exp ξt) ξt ) ) n x i t) exp ξt) ξt ) ) u ik t, t ) x k t ) k=1 n t ) + exp ξt) ξτ) uij t, τ) dvb jk )τ) y k t) k,j=1 By this, 7) 9) we obtain Hence t for t t, i = 1,..., n). yt) Ω xt ) + Hyt) for t t. I n H)yt) Ω xt ) for t t. 12) On the other h, by 8) the matrix I n H is nonsingular the matrix I n H) 1 is nonnegative since H is a nonnegative matrix. From this, 12) the definition of y we have yt) I n H) 1 Ω xt ) for t t xt) I n H) 1 Ω xt ) exp ξt) + ξt ) ) for t t. Therefore estimate 1) is proved. Proof of Theorem 1. By the ξ-exponentially asymptotic stability of the matrixfunction A Proposition 3 there exist positive numbers η ρ such that the Cauchy matrix U of system 6) satisfies the estimate U t, τ) R exp 2η ξt) ξτ) )) for t τ, 13) where R is an n n matrix whose every component equals ρ. Let ε = 4nρ ) 1 expη) 1 ) exp 2η). 14)
8 652 M. ASHORDIA AND N. KEKELIA By 5) there exists t R + such that νξ)t) On the other h, by 13) we have t t AA, A A ) < ε for t t. 15) )) exp η ξt) ξτ) U t, τ) dv B)τ) J t) t t ) 16) for every t, where Bt) AA, A A )t) J t) R t )) exp η ξt) ξτ) dv B)τ). Let kt) be the integer part of ξt) ξt ) for every t t, T i = { τ t : ξt ) + i ξτ) < ξt ) + i + 1 } i =,..., kt)), where k i = kt i ) i =,..., kt)), the points t, t 1,..., t kt) are defined by t i 1 if T i = t = sup T, t i = i = 1,..., kt)). sup T i if T i Let us show that t i νξ)t i 1 ) i = 1,..., kt)). 17) If T i =, then 17) is evident. Let now T i. It is sufficient to show that where It is easy to verify that T i Q i, 18) Q i = { τ : ξτ) < ξt i 1 +) + 1 }. Indeed, otherwise there exists δ > such that ξt i 1 +) ξt ) + i. 19) ξt i 1 + s) < ξt ) + i for s δ. On the other h, by the definition of t i 1 we have therefore ξt ) + i 1 ξt i 1 ) ξt ) + i 1 ξt i 1 + s) < ξt ) + i for s δ. But this contradicts the definition of t i 1.
9 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 653 Let τ T i. Then from 19) the inequality ξτ) < ξt ) + i + 1 it follows that ξτ) < ξt i 1 +) + 1, τ i Q i. Hence 17) is proved. Let t t. Then according to 15) 17) we get J t) R exp η )) 1+kt) ξt) ξt ) i=1 = R exp η ξt) ξt ) )) 1+kt) + 1+kt) t i i=1, i 1+k i t i 1 R exp η ξt) ξt ) )) 1+kt) t i t i 1 t i i=1, i=1+k i t i 1 exp η ξτ) ξt ) )) dv B)τ) exp η ξτ) ξt ) )) dv B)τ) exp η ξτ) ξt ) )) dv B)τ) 1+kt) i=1, i=1+k i expη i) [ V B)t i ) V B)t i 1 ) ] + expη i) [ V B)t i ) V B)t i 1 ) ] i=1, i 1+k i 1+kt) εr exp η ξt) ξt ) + exp 1 + k i )η ) d 1 Bt i ) i=1, i 1+k i )) 1+kt) i=1 2εR exp η ξt) ξt ) ) 1+kt) expη i) + exp 1 + k i )η )) i=1, i 1+k i )) 1+kt) i=1 expη i) = 2εR exp η ξt) ξt ) )) expη) exp 1 + kt))η ) ) ) 1 1 expη) 1 2εR exp ηkt) ) exp 2 + kt))η ) expη) 1 ) = 2εR exp2η) expη) 1 ) 1. From 14), 16) 2) it follows that inequality 9) holds for t t, where H R n n is the matrix whose every component equals 1. On the other h, 2n it can be easily shown that rh) < 1 2. Consequently, by Lemma 1 an arbitrary solution x of the system 1 ) admits an estimate xt) ρ exp η ξt) ξt ) )) for t t t, where ρ > is a constant independent of t. )
10 654 M. ASHORDIA AND N. KEKELIA Note that a similar theorem is proved in [7] for the case of ordinary differential equations. Corollary 1. Let the components a ik i, k = 1,..., n) of the matrix-function A satisfy the conditions 1 + 1) j d j a ii t) for t R + i = 1,..., n; j = 1, 2), 2) νξ)t) lim t + t Aa ii, a ik ) = i, k = 1,..., n), 21) a ii t) a ii τ) η ξt) ξτ) ) for t τ i = 1,..., n), 22) where η >, ξ : R + R + is a nondecreasing function satisfying condition 3), νξ) : R + R + is the function defined as in Theorem 1. Then the matrix-function A is ξ-exponentially asymptotically stable. Proof. Corollary 1 follows from Theorem 1 if we assume that A t) diag a 11 t),..., a nn t) ). Indeed, by the definition of the operator A we have [ AA, A A )t) ] ik = a ikt) τ<t <τ t d 1 a ii τ) 1 d 1 a ii τ) d 1a ik τ) d 2 a ii τ) 1 + d 2 a ii τ) d 2a ik τ) = Aa ii, a ik )t) for t R + i k; i, k = 1,..., n) [ AA, A A )t) ] ii = for t R + i = 1,..., n). Therefore, by 21) 22) the matrix-function A is ξ-exponentially asymptotically stable. Corollary 2. Let the matrix-function P L loc R +, R n n ) be ξ-exponentially asymptotically stable where A t) t ξt)+1 lim t + t P τ) dτ, ξ : R + R + is a continuous nondecreasing function satisfying condition 3). asymptotically stable as well. A A ) = for t R +, Then the matrix-function A is ξ-exponentially
11 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 655 Proof. Corollary 2 immediately follows from Theorem 1 if we observe that in this case, moreover, AA, A A )t) = At) A t) t R + ) νξ)t) = ξt) + 1 t R + ) because ξ is a nondecreasing continuous function. Theorem 2. The matrix-function A is ξ-exponentially asymptotically stable if only if there exist a positive number η a nonsingular matrix-function H BV loc R +, R n n ) such that where sup { H 1 t)hs) : t s } < + 23) B η H, A)t) + + exp ηξτ) ) Hτ)Aτ) B η H, A) < +, 24) exp ηξτ) ) d τ [ exp ηξτ) ) Hτ) d exp ηξs) ) Hs) ) As) Proof. Let U U be the Cauchy matrices of systems 1 ) dyt) = da t) yt), ]. 25) respectively, where A t) = Lexpηξ ))H, A)t). Then by the definition of the operator L by the equality Ut, s) = exp η ξt) ξs) )) H 1 t)u t, s)hs) for t, s R + we obtain that Hence t +H 1 t) s exp η ξτ) ξs) )) Ut, s) = H 1 t)hs) exp η ξτ) ξs) )) db η H, A)τ) Uτ, s) for t, s R +. W t, s) = H 1 t)hs) + H 1 t)d 1 B η H, A)t) W t, s) + H 1 t) dgτ) W τ, s) for t, s R +, 26) s
12 656 M. ASHORDIA AND N. KEKELIA where W t, s) = exp η ξt) ξs) )) Ut, s), Gt) = B η H, A)t ). On the other h by 23), 24) by the equalities det I n + 1) j d j A t) ) = exp 1) j nη d j ξt) ) det Ht) + 1) j d j Ht) ) det I n + 1) j d j At) ) det H 1 t) ) for t R + j = 1, 2) I n + 1) j H 1 t) d j B η H, A)t) = H 1 t) I n + 1) j d j A t) ) Ht) for t R + j = 1, 2) there exists a positive number r such that det I n + 1) j H 1 t) d j B η H, A)t) ) for t R + j = 1, 2) 27) In + 1) j H 1 t) d j B η H, A)t) ) 1 < r for t R + j = 1, 2). 28) From 26), by 23), 27) 28) we get where W t, s) r ρ + ρ 1 s W τ, s) d V G)τ) ρ = sup { H 1 t)hs) : t s }, Hence, according to the Gronwall inequality [11]) where Therefore ) for t s, ρ 1 = ρ H 1 ). W t, s) M < + for t s, M = r exp r + ) ρ 1 B η H, A). Ut, s) M exp η ξt) ξs) )) for t s, i.e., the matrix-function A is ξ-exponentially asymptotically stable. Let us show the necessity. Let the matrix-function A is ξ-exponentially asymptotically stable. Then there exist positive numbers η ρ such that Zt)Z 1 s) ρ exp η ξt) ξs) )) for t s, 29) where Z Z) = I n ) is the fundamental matrix of system 1 ). Let Ht) exp ηξt) ) Z 1 t).
13 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 657 Then according to 25), 29) the equality see [11]) we have Z 1 t) = I n Z 1 t)at) + dz 1 τ) Aτ) for t R + 3) H 1 t)hs) = Zt)Z 1 s) exp η ξt) ξs) )) ρ for t s B η H, A)t) = B η exp ηξ)z 1, A ) t) = for t R +. Therefore conditions 23) 24) are fulfilled. Remark 1. If in Theorem 2 the function ξ : R + R + is continuous, then condition 24) can be rewritten as + dv IH, A) + η diagξ,..., ξ) ) t) Ht) < +. Corollary 3. Let the matrix-function Q BV loc R +, R n n ) be uniformly stable det I n + 1) j d j Qt) ) for t R + j = 1, 2). 31) Let, moreover, there exist a positive number η such that + Z 1 t) dv G η ξ, Q, A) ) t) < + 32) where Z Z) = I n ) is the fundamental matrix of the system <τ t τ<t dzt) = dqt) zt), 33) G η ξ, Q, A)t) AQ, A Q)t) + ηs ξ)t) I n exp ηξτ) ) d 1 exp ηξτ) ) I n d 1 Qτ) ) 1 I n d 1 Aτ) ) exp ηξτ) ) d 2 exp ηξτ) ) I n + d 2 Qτ) ) 1 I n + d 2 Aτ) ). 34) Then the matrix-function A is ξ-exponentially asymptotically stable. Proof. Let B η H, A) be the matrix-function defined by 25), where Ht) Z 1 t). Using the formula of integration by parts [11]), the properties of the operator B given above equality 3), we conclude that B η H, A)t)
14 658 M. ASHORDIA AND N. KEKELIA = exp ηξτ) ) d expηξτ))z 1 τ) + B expηξ)z 1, A ) ) τ) + + s<τ τ<t = exp ηξτ) ) ) d expηξτ))z 1 τ) exp ηξτ) ) db = expηξ)i n, B expηξ)z 1, A ) ) τ) exp ηξτ) ) d expηξτ))z 1 τ) ) exp ηξτ) ) db expηξ)i n, BZ 1, A) ) τ) for t R + ; 35) <s τ = exp ηξτ) ) d expηξτ))z 1 τ) ) Z 1 τ) d ηs ξ)τ)i n AQ, Q)τ) ) exp ηξs) ) d 1 exp ηξs) ) I n d 1 Qs) ) 1 exp ηξs) ) d 2 exp ηξs) ) I n + d 2 Qs) ) 1 for t R+ ; 36) BZ 1, A)t) t d 2 Z 1 τ) d 2 Aτ) = = Z 1 τ) daτ) t <τ t d 1 Z 1 τ) d 1 Aτ) Z 1 τ) daq, A Q)τ) for t R +, 37) B expηξ)i n, BZ 1, A) ) t) Z 1 τ) db expηξ)i n, AQ, A) ) τ) for t R + 38) exp ηξτ) ) db expηξ)i n, AQ, A) ) τ) = AQ, A)t) exp ηξτ) ) d 1 exp ηξτ) ) I n d 1 Qτ) ) 1 d1 Aτ) <τ t
15 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 659 τ<t From 35), by 36) 39) we get + exp ηξτ) ) d 2 exp ηξτ) ) I n + d 2 Qτ) ) 1 d2 Aτ) 39) B η H, A)t) = Z 1 τ) d + = τ for t R +. exp ηξτ) ) d expηξτ)) Z 1 τ) ) exp ηξs) ) db expηξ)i n, AQ, A) ) s) Z 1 τ) dg η ξ, Q, A)τ) for t R + B η H, A) + Z 1 t) dv G η ξ, Q, A) ) t). Therefore from 32) the fact that the matrix-function Q is ξ-exponentially asymptotically stable, it follows that the conditions of Theorem 2 are fulfilled. Remark 2. In Corollary 3 if the function ξ : R + R + is continuous, then G η ξ, Q, A)t) = AQ, A Q)t) + ηξt)i n for t R +. Corollary 4. Let the matrix-function Q BV loc R +, R n n ), satisfying condition 31), be ξ-exponentially asymptotically stable + BZ 1, A Q) < +, 4) where Z Z) = I n ) is the fundamental matrix of system 33). matrix-function A is ξ-exponentially asymptotically stable as well. ) Then the Proof. Since Q is ξ-exponentially asymptotically stable there exists a positive number η such that the estimate 29) holds. Let now B η H, A) be the matrix-function defined by 25), where Ht) exp ηξt) ) Z 1 t). Using equality 3) for the matrix-function Q we conclude that B η H, A)t) = Z 1 t) = I n + BZ 1, Q)t) for t R + exp ηξτ) ) dbz 1, A Q)τ) for t R +.
16 66 M. ASHORDIA AND N. KEKELIA By this 4), condition 24) holds. Therefore, the conditions of Theorem 2 are fulfilled. Remark 3. By the equality the condition BZ 1, A Q)t) = t Z 1 τ) d Aτ) Qτ) ) for t R + + Z 1 t) dv AQ, A Q) ) t) < + guarantees the fulfilment of condition 4) in Corollary 4. On the other h, lim G ηξ, Q, A)t) = AQ, A Q)t) for t R +, η + where G η ξ, Q, A)t) is defined by 34). Consequently, Corollary 3 is true in the limit case η = ), too, if we require the ξ-exponentially asymptotic stability of Q instead of the uniform stability. Corollary 5. Let Q BV loc R +, R n n ) be a continuous matrix-function satisfying the Lappo-Danilevskiǐ condition Qτ) dqτ) = dqτ) Qτ) for t R +. Let, moreover, there exist a nonnegative number η such that + exp Qt)) dv A Q + ηξi n )t) < +, where ξ : R + R + is a continuous function satisfying condition 3). Then: a) the uniform stability of the matrix-function Q guarantees the ξ-exponentially asymptotic stability of the matrix-function A for η > ; b) the ξ-exponentially asymptotic stability of Q guarantees the ξ-exponentially asymptotic stability of A for η =. Proof. The corollary follows immediatelly from Corollaries 3 4 Remark 3 if we note that in this case Zt) = expqt)) for t R + G η ξ, Q, A)t) = At) Qt) + ηξt)i n for t R +.
17 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 661 Corollary 6. Let there exist a nonnegative number η such that the components a ik i, k = 1,..., n) of the matrix-function A satisfy conditions 2), s a ii )t) s a ii )τ) ln 1 d 1 a ii s) ln 1 + d 2 a ii s) τ<s t τ s<t η s ξ)t) s ξ)τ) ) µ ξt) ξτ) ) for t τ 41) 1) j + t<+ i = 1,..., n), zi 1 t) exp 1) j d j ξτ) ) ) 1 < + 42) j = 1, 2; i = 1,..., n) z 1 i t) dvg ik )t) < + i k; i, k = 1,..., n), 43) where µ = if η >, µ > if η =, z i t) exp s a ii )t) + ηs ξ)t) ) <τ t 1 d1 a ii τ) ) 1 g ik t) s a ik )t) <τ t τ<t τ<t 1 + d2 a ii τ) ) i = 1,..., n), exp η d 1 ξτ) ) d 1 a ik τ) 1 d 1 a ii τ) ) 1 exp η d 2 ξτ) ) d 2 a ik τ) 1 + d 2 a ii τ) ) 1 i k; i, k = 1,..., n), ξ : R + R + is a nondecreasing function satisfying condition 3). Then the matrix-function A is ξ-exponentially asymptotically stable. Proof. For η > the corollary follows from Corollary 3 if we assume that Qt) diag a 11 t) + ηs ξ)t),..., a nn t) + ηs ξ)t) ). Indeed, by the definition of the operator A we have [ AQ, A Q)t) ]ik = a ikt) d 1 a ii τ) 1 d 1 a ii τ) ) 1 d1 a ik τ) τ<t <τ t d 2 a ii τ) 1 + d 2 a ii τ) ) 1 d2 a ik τ) for t R + i k; i, k = 1,..., n), [ AQ, A Q)t) ] ii = ηs ξ)t) for t R + i = 1,..., n). From these relations, using 34) we obtain [ Gη ξ, Q, A)t) ] = a ikt) d 1 a ii τ) 1 d 1 a ii τ) ) 1 d1 a ik τ) ik <τ t
18 662 M. ASHORDIA AND N. KEKELIA <τ t τ<t τ<t d 2 a ii τ) 1 + d 2 a ii τ) ) 1 d2 a ik τ) d 1 a ik τ) 1 d 1 a ii τ) ) 1 1 exp ηd 1 ξτ) )) d 2 a ik τ) 1 + d 2 a ii τ) ) 1 1 exp ηd 2 ξτ) )) = g ik t) for t R + i k; i, k = 1,..., n) [ Gη ξ, Q, A)t) ] ii = τ<t <τ t 1 exp ηd1 ξτ) )) 1 exp ηd2 ξτ) )) for t R + i = 1,..., n). On the other h, the matrix-function Zt) = diagz 1 t),..., z n t)) is the fundamental matrix of the system 33), satisfying the condition Z) = I n. Therefore, by 41) 43) the conditions of Corollary 3 are valid. For η = the corollary follows from Corollary 4 Remark 3. Remark 4. If, in addition to 2), the components a ik i, k = 1,..., n) of the matrix-function A satisfy the condition 1) j d j a ik t) 1 + 1) j d j a ii t) ) 1 for t R+ i k; i, k = 1,..., n; j = 1, 2), then we can assume without loss of generality that η > µ = in Corollary 6. Corollary 7. Let there exist a nonnegative number η such that + t n l 1 exp t Re λ l ) dvb ik )t) < + l = 1,..., m; i, k = 1,..., n), where b ik t) a ik t) p ik t+ηξt) i, k = 1,..., n), ξ : R + R + is a nondecreasing function satisfying condition 3), λ 1,..., λ m λ i λ j for i j) are the characteristic values of the matrix P = p ik ) n i,k=1 with multiplicities n 1,..., n m, respectively. Then: a) if η >, Re λ l l = 1,..., m),, in addition, n l = 1 for Re λ l =, then A is ξ-exponentially asymptotically stable; b) if η = Re λ l < l = 1,..., m), then A is exponentially asymptotically stable; c) if η = P is ξ-exponentially asymptotically stable, then A is ξ- exponentially asymptotically stable as well. Proof. The corollary immediatelly follows from Corollary 5 if we assume Qt) P t derive the matrix-function exp P t) by the stard way using the Jordan canonical form of the matrix P.
19 GENERALIZED ODE. ξ-exponentially ASYMPTOTIC STABILITY 663 Consider now system 2), where P L loc R +, R n n ), q L loc R +, R n ). Theorem 2 Corollary 6 have the following form for this system. Theorem 2. Let ξ : R + R + be an absolutely continuous nondecreasing function satisfying condition 3). Then the matrix-function P L loc R +, R n n ) is ξ-exponentially asymptotically stable if only if there exist a positive number η nonsingular matrix-function H C loc R +, R n n ) such that sup { H 1 t)hs) : t s } < + + H t) + Ht) P t) + ηξ t)i n ) dt < +. Corollary 6. Let there exist a positive number η such that the components p ik L loc R +, R) i, k = 1,..., n) of the matrix-function P satisfy the conditions + t exp t p ii t) η for t t i = 1,..., n) pii τ) + η ) dτ ) p ik t) dt < + i k; i, k = 1,..., n) for some t R +. Then the matrix-function P is exponentially asymptotically stable. Acknowledgement This work was supported by a research grant in the framework of the Bilateral S&T Cooperation between the Hellenic Republic Georgia. References 1. M. Ashordia, On the stability of solutions of the multipoint boundary value problem for the system of generalized ordinary differential equations. Mem. Differential Equations Math. Phys ), M. Ashordia, Criteria of correctness of linear boundary value problems for systems of generalized ordinary differential equations. Czechoslovak Math. J )1996), P. C. Das R. R. Sharma, Existence stability of measure differential equations. Czechoslovak Math. J. 2297)1972), B. P. Demidovich, Lectures on mathematical theory of stability. Russian) Nauka, Moscow, J. Groh, A nonlinear Volterra Stiltjes integral equation Gronwall inequality in one dimension. Illinois J. Math ), No. 2, T. H. Hildebrant, On systems of linear differentio-stiltjes integral equations. Illinois J. Math ),
20 664 M. ASHORDIA AND N. KEKELIA 7. I. T. Kiguradze, Initial boundary value problem for systems of ordinary differential equations, vol. I. Linear Theory. Russian) Metsniereba, Tbilisi, J. Kurzweil, Generalized ordinary differential equations continuous dependence on a parameter. Czechoslovak Math. J. 782)1957), A. M. Samoǐlenko N. A. Perestiuk, Differential equation with impulse action. Russian) Visha Shkola, Kiev, Š. Schwabik, Generalized ordinary differential equations. World Scientific, Singapore, Š. Schwabik, M. Tvrdˇy, O. Vejvoda, Differential integral equations: boundary value problems adjoint. Academia, Praha, Authors addresses: Received ) M. Ashordia I. Vekua Institute of Applied Mathematics Tbilisi State University 2, University St., Tbilisi 3843 Georgia Sukhumi Branch of Tbilisi State University 12, Jikia St., Tbilisi 3886 Georgia N. Kekelia Sukhumi Branch of Tbilisi State University 12, Jikia St., Tbilisi 3886 Georgia
Mem. Differential Equations Math. Phys. 44 (2008), Malkhaz Ashordia and Shota Akhalaia
Mem. Differential Equations Math. Phys. 44 (2008), 143 150 Malkhaz Ashordia and Shota Akhalaia ON THE SOLVABILITY OF THE PERIODIC TYPE BOUNDARY VALUE PROBLEM FOR LINEAR IMPULSIVE SYSTEMS Abstract. Effective
More informationLinear Ordinary Differential Equations
MTH.B402; Sect. 1 20180703) 2 Linear Ordinary Differential Equations Preliminaries: Matrix Norms. Denote by M n R) the set of n n matrix with real components, which can be identified the vector space R
More informationMemoirs on Differential Equations and Mathematical Physics
Memoirs on Differential Equations and Mathematical Physics Volume 41, 27, 27 42 Robert Hakl and Sulkhan Mukhigulashvili ON A PERIODIC BOUNDARY VALUE PROBLEM FOR THIRD ORDER LINEAR FUNCTIONAL DIFFERENTIAL
More informationDeterministic Dynamic Programming
Deterministic Dynamic Programming 1 Value Function Consider the following optimal control problem in Mayer s form: V (t 0, x 0 ) = inf u U J(t 1, x(t 1 )) (1) subject to ẋ(t) = f(t, x(t), u(t)), x(t 0
More informationASYMPTOTIC REPRESENTATIONS OF SOLUTIONS OF THE NONAUTONOMOUS ORDINARY DIFFERENTIAL n-th ORDER EQUATIONS
ARCHIVUM MATHEMATICUM (BRNO Tomus 53 (2017, 1 12 ASYMPTOTIC REPRESENTATIONS OF SOLUTIONS OF THE NONAUTONOMOUS ORDINARY DIFFERENTIAL n-th ORDER EQUATIONS Mousa Jaber Abu Elshour and Vjacheslav Evtukhov
More informationOn the Well-Posedness of the Cauchy Problem for a Neutral Differential Equation with Distributed Prehistory
Bulletin of TICMI Vol. 21, No. 1, 2017, 3 8 On the Well-Posedness of the Cauchy Problem for a Neutral Differential Equation with Distributed Prehistory Tamaz Tadumadze I. Javakhishvili Tbilisi State University
More informationVariational Stability for Kurzweil Equations associated with Quantum Stochastic Differential Equations}
Australian Journal of Basic Applied Sciences, 7(7): 787-798, 2013 ISSN 1991-8178 Variational Stability for Kurzweil Equations associated with Quantum Stochastic Differential Equations} 1 S.A. Bishop, 2
More informationSingularities and Laplacians in Boundary Value Problems for Nonlinear Ordinary Differential Equations
Singularities and Laplacians in Boundary Value Problems for Nonlinear Ordinary Differential Equations Irena Rachůnková, Svatoslav Staněk, Department of Mathematics, Palacký University, 779 OLOMOUC, Tomkova
More informationSt. Petersburg Math. J. 13 (2001),.1 Vol. 13 (2002), No. 4
St Petersburg Math J 13 (21), 1 Vol 13 (22), No 4 BROCKETT S PROBLEM IN THE THEORY OF STABILITY OF LINEAR DIFFERENTIAL EQUATIONS G A Leonov Abstract Algorithms for nonstationary linear stabilization are
More informationSome Applications to Lebesgue Points in Variable Exponent Lebesgue Spaces
Çankaya University Journal of Science and Engineering Volume 7 (200), No. 2, 05 3 Some Applications to Lebesgue Points in Variable Exponent Lebesgue Spaces Rabil A. Mashiyev Dicle University, Department
More informationNonlinear Dynamical Systems Lecture - 01
Nonlinear Dynamical Systems Lecture - 01 Alexandre Nolasco de Carvalho August 08, 2017 Presentation Course contents Aims and purpose of the course Bibliography Motivation To explain what is a dynamical
More informationStability of Stochastic Differential Equations
Lyapunov stability theory for ODEs s Stability of Stochastic Differential Equations Part 1: Introduction Department of Mathematics and Statistics University of Strathclyde Glasgow, G1 1XH December 2010
More informationImpulsive stabilization of two kinds of second-order linear delay differential equations
J. Math. Anal. Appl. 91 (004) 70 81 www.elsevier.com/locate/jmaa Impulsive stabilization of two kinds of second-order linear delay differential equations Xiang Li a, and Peixuan Weng b,1 a Department of
More informationThe incompressible Navier-Stokes equations in vacuum
The incompressible, Université Paris-Est Créteil Piotr Bogus law Mucha, Warsaw University Journées Jeunes EDPistes 218, Institut Elie Cartan, Université de Lorraine March 23th, 218 Incompressible Navier-Stokes
More informationMath Ordinary Differential Equations
Math 411 - Ordinary Differential Equations Review Notes - 1 1 - Basic Theory A first order ordinary differential equation has the form x = f(t, x) (11) Here x = dx/dt Given an initial data x(t 0 ) = x
More informationOPTIMAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL INCLUSIONS
APPLICATIONES MATHEMATICAE 29,4 (22), pp. 387 398 Mariusz Michta (Zielona Góra) OPTIMAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL INCLUSIONS Abstract. A martingale problem approach is used first to analyze
More informationNonlinear Control Lecture # 14 Input-Output Stability. Nonlinear Control
Nonlinear Control Lecture # 14 Input-Output Stability L Stability Input-Output Models: y = Hu u(t) is a piecewise continuous function of t and belongs to a linear space of signals The space of bounded
More information6 Linear Equation. 6.1 Equation with constant coefficients
6 Linear Equation 6.1 Equation with constant coefficients Consider the equation ẋ = Ax, x R n. This equating has n independent solutions. If the eigenvalues are distinct then the solutions are c k e λ
More informationON THE STABILITY OF THE QUASI-LINEAR IMPLICIT EQUATIONS IN HILBERT SPACES
Khayyam J. Math. 5 (219), no. 1, 15-112 DOI: 1.2234/kjm.219.81222 ON THE STABILITY OF THE QUASI-LINEAR IMPLICIT EQUATIONS IN HILBERT SPACES MEHDI BENABDALLAH 1 AND MOHAMED HARIRI 2 Communicated by J. Brzdęk
More informationStochastic Differential Equations.
Chapter 3 Stochastic Differential Equations. 3.1 Existence and Uniqueness. One of the ways of constructing a Diffusion process is to solve the stochastic differential equation dx(t) = σ(t, x(t)) dβ(t)
More informationNonlinear Control Systems
Nonlinear Control Systems António Pedro Aguiar pedro@isr.ist.utl.pt 3. Fundamental properties IST-DEEC PhD Course http://users.isr.ist.utl.pt/%7epedro/ncs2012/ 2012 1 Example Consider the system ẋ = f
More informationLecture Notes for Math 524
Lecture Notes for Math 524 Dr Michael Y Li October 19, 2009 These notes are based on the lecture notes of Professor James S Muldowney, the books of Hale, Copple, Coddington and Levinson, and Perko They
More informationEXISTENCE THEOREMS FOR FUNCTIONAL DIFFERENTIAL EQUATIONS IN BANACH SPACES. 1. Introduction
Acta Math. Univ. Comenianae Vol. LXXVIII, 2(29), pp. 287 32 287 EXISTENCE THEOREMS FOR FUNCTIONAL DIFFERENTIAL EQUATIONS IN BANACH SPACES A. SGHIR Abstract. This paper concernes with the study of existence
More informationDiscussion Section #2, 31 Jan 2014
Discussion Section #2, 31 Jan 2014 Lillian Ratliff 1 Unit Impulse The unit impulse (Dirac delta) has the following properties: { 0, t 0 δ(t) =, t = 0 ε ε δ(t) = 1 Remark 1. Important!: An ordinary function
More informationChapter 4 Optimal Control Problems in Infinite Dimensional Function Space
Chapter 4 Optimal Control Problems in Infinite Dimensional Function Space 4.1 Introduction In this chapter, we will consider optimal control problems in function space where we will restrict ourselves
More informationConverse Variational Stability for Kurzweil Equations associated with Quantum Stochastic Differential Equations
International Journal of Basic & Applied Sciences IJBAS-IJENS Vol:13 No:02 70 Converse Variational Stability for Kurzweil Equations associated with Quantum Stochastic Differential Equations S. A. Bishop.
More informationOrdinary Differential Equation Theory
Part I Ordinary Differential Equation Theory 1 Introductory Theory An n th order ODE for y = y(t) has the form Usually it can be written F (t, y, y,.., y (n) ) = y (n) = f(t, y, y,.., y (n 1) ) (Implicit
More informationPERIODIC PROBLEM FOR AN IMPULSIVE SYSTEM OF THE LOADED HYPERBOLIC EQUATIONS
Electronic Journal of Differential Equations, Vol. 2018 (2018), No. 72, pp. 1 8. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu PERIODIC PROBLEM FOR AN IMPULSIVE SYSTEM
More information(2m)-TH MEAN BEHAVIOR OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER PARAMETRIC PERTURBATIONS
(2m)-TH MEAN BEHAVIOR OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER PARAMETRIC PERTURBATIONS Svetlana Janković and Miljana Jovanović Faculty of Science, Department of Mathematics, University
More informationLinear Algebra Review (Course Notes for Math 308H - Spring 2016)
Linear Algebra Review (Course Notes for Math 308H - Spring 2016) Dr. Michael S. Pilant February 12, 2016 1 Background: We begin with one of the most fundamental notions in R 2, distance. Letting (x 1,
More informationODEs Cathal Ormond 1
ODEs Cathal Ormond 2 1. Separable ODEs Contents 2. First Order ODEs 3. Linear ODEs 4. 5. 6. Chapter 1 Separable ODEs 1.1 Definition: An ODE An Ordinary Differential Equation (an ODE) is an equation whose
More informationfor all subintervals I J. If the same is true for the dyadic subintervals I D J only, we will write ϕ BMO d (J). In fact, the following is true
3 ohn Nirenberg inequality, Part I A function ϕ L () belongs to the space BMO() if sup ϕ(s) ϕ I I I < for all subintervals I If the same is true for the dyadic subintervals I D only, we will write ϕ BMO
More informationReflected Brownian Motion
Chapter 6 Reflected Brownian Motion Often we encounter Diffusions in regions with boundary. If the process can reach the boundary from the interior in finite time with positive probability we need to decide
More informationContents. 1. Introduction
FUNDAMENTAL THEOREM OF THE LOCAL THEORY OF CURVES KAIXIN WANG Abstract. In this expository paper, we present the fundamental theorem of the local theory of curves along with a detailed proof. We first
More informationLMI Methods in Optimal and Robust Control
LMI Methods in Optimal and Robust Control Matthew M. Peet Arizona State University Lecture 15: Nonlinear Systems and Lyapunov Functions Overview Our next goal is to extend LMI s and optimization to nonlinear
More informationExamples include: (a) the Lorenz system for climate and weather modeling (b) the Hodgkin-Huxley system for neuron modeling
1 Introduction Many natural processes can be viewed as dynamical systems, where the system is represented by a set of state variables and its evolution governed by a set of differential equations. Examples
More informationLecture 4: Numerical solution of ordinary differential equations
Lecture 4: Numerical solution of ordinary differential equations Department of Mathematics, ETH Zürich General explicit one-step method: Consistency; Stability; Convergence. High-order methods: Taylor
More informationOn Riemann Boundary Value Problem in Hardy Classes with Variable Summability Exponent
Int. Journal of Math. Analysis, Vol. 6, 2012, no. 15, 743-751 On Riemann Boundary Value Problem in Hardy Classes with Variable Summability Exponent Muradov T.R. Institute of Mathematics and Mechanics of
More informationAsymptotic Behaviour of Solutions of n-order Differential Equations with Regularly Varying Nonlinearities
International Workshop QUALITDE 206, December 24 26, 206, Tbilisi, Georgi4 Asymptotic Behaviour of Solutions of n-order Differential Equations with Regularly Varying Nonlinearities K. S. Korepanova Odessa
More informationOscillatory Behavior of Third-order Difference Equations with Asynchronous Nonlinearities
International Journal of Difference Equations ISSN 0973-6069, Volume 9, Number 2, pp 223 231 2014 http://campusmstedu/ijde Oscillatory Behavior of Third-order Difference Equations with Asynchronous Nonlinearities
More informationON WEAK SOLUTION OF A HYPERBOLIC DIFFERENTIAL INCLUSION WITH NONMONOTONE DISCONTINUOUS NONLINEAR TERM
Internat. J. Math. & Math. Sci. Vol. 22, No. 3 (999 587 595 S 6-72 9922587-2 Electronic Publishing House ON WEAK SOLUTION OF A HYPERBOLIC DIFFERENTIAL INCLUSION WITH NONMONOTONE DISCONTINUOUS NONLINEAR
More informationOn the Ψ - Exponential Asymptotic Stability of Nonlinear Lyapunov Matrix Differential Equations
DOI: 1.2478/awutm-213-12 Analele Universităţii de Vest, Timişoara Seria Matematică Informatică LI, 2, (213), 7 28 On the Ψ - Exponential Asymptotic Stability of Nonlinear Lyapunov Matrix Differential Equations
More informationThe goal of this chapter is to study linear systems of ordinary differential equations: dt,..., dx ) T
1 1 Linear Systems The goal of this chapter is to study linear systems of ordinary differential equations: ẋ = Ax, x(0) = x 0, (1) where x R n, A is an n n matrix and ẋ = dx ( dt = dx1 dt,..., dx ) T n.
More informationPartial Averaging of Fuzzy Differential Equations with Maxima
Advances in Dynamical Systems and Applications ISSN 973-5321, Volume 6, Number 2, pp. 199 27 211 http://campus.mst.edu/adsa Partial Averaging o Fuzzy Dierential Equations with Maxima Olga Kichmarenko and
More informationFunctional Differential Equations with Causal Operators
ISSN 1749-3889 (print), 1749-3897 (online) International Journal of Nonlinear Science Vol.11(211) No.4,pp.499-55 Functional Differential Equations with Causal Operators Vasile Lupulescu Constantin Brancusi
More information16. Local theory of regular singular points and applications
16. Local theory of regular singular points and applications 265 16. Local theory of regular singular points and applications In this section we consider linear systems defined by the germs of meromorphic
More informationAN ELEMENTARY PROOF OF THE SPECTRAL RADIUS FORMULA FOR MATRICES
AN ELEMENTARY PROOF OF THE SPECTRAL RADIUS FORMULA FOR MATRICES JOEL A. TROPP Abstract. We present an elementary proof that the spectral radius of a matrix A may be obtained using the formula ρ(a) lim
More informationEntrance Exam, Differential Equations April, (Solve exactly 6 out of the 8 problems) y + 2y + y cos(x 2 y) = 0, y(0) = 2, y (0) = 4.
Entrance Exam, Differential Equations April, 7 (Solve exactly 6 out of the 8 problems). Consider the following initial value problem: { y + y + y cos(x y) =, y() = y. Find all the values y such that the
More informationExistence And Uniqueness Of Mild Solutions Of Second Order Volterra Integrodifferential Equations With Nonlocal Conditions
Applied Mathematics E-Notes, 9(29), 11-18 c ISSN 167-251 Available free at mirror sites of http://www.math.nthu.edu.tw/ amen/ Existence And Uniqueness Of Mild Solutions Of Second Order Volterra Integrodifferential
More informationON THE PATHWISE UNIQUENESS OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
PORTUGALIAE MATHEMATICA Vol. 55 Fasc. 4 1998 ON THE PATHWISE UNIQUENESS OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS C. Sonoc Abstract: A sufficient condition for uniqueness of solutions of ordinary
More informationFull averaging scheme for differential equation with maximum
Contemporary Analysis and Applied M athematics Vol.3, No.1, 113-122, 215 Full averaging scheme for differential equation with maximum Olga D. Kichmarenko and Kateryna Yu. Sapozhnikova Department of Optimal
More informationNONLINEAR DIFFERENTIAL INEQUALITY. 1. Introduction. In this paper the following nonlinear differential inequality
M athematical Inequalities & Applications [2407] First Galley Proofs NONLINEAR DIFFERENTIAL INEQUALITY N. S. HOANG AND A. G. RAMM Abstract. A nonlinear differential inequality is formulated in the paper.
More informationSolution of Stochastic Optimal Control Problems and Financial Applications
Journal of Mathematical Extension Vol. 11, No. 4, (2017), 27-44 ISSN: 1735-8299 URL: http://www.ijmex.com Solution of Stochastic Optimal Control Problems and Financial Applications 2 Mat B. Kafash 1 Faculty
More informationSome recent results on controllability of coupled parabolic systems: Towards a Kalman condition
Some recent results on controllability of coupled parabolic systems: Towards a Kalman condition F. Ammar Khodja Clermont-Ferrand, June 2011 GOAL: 1 Show the important differences between scalar and non
More informationMath 2C03 - Differential Equations. Slides shown in class - Winter Laplace Transforms. March 4, 5, 9, 11, 12, 16,
Math 2C03 - Differential Equations Slides shown in class - Winter 2015 Laplace Transforms March 4, 5, 9, 11, 12, 16, 18... 2015 Laplace Transform used to solve linear ODEs and systems of linear ODEs with
More informationGeneralized 2D Continuous-Discrete Systems with Boundary Conditions
Generalized 2D Continuous-Discrete Systems with Boundary Conditions VALERIU PREPELIŢĂ University Politehnica of Bucharest Department of Mathematics-Informatics I Splaiul Independentei 313, 060042 Bucharest
More informationON BASICITY OF A SYSTEM OF EXPONENTS WITH DEGENERATING COEFFICIENTS
TWMS J. Pure Appl. Math. V.1, N.2, 2010, pp. 257-264 ON BASICITY OF A SYSTEM OF EXPONENTS WITH DEGENERATING COEFFICIENTS S.G. VELIYEV 1, A.R.SAFAROVA 2 Abstract. A system of exponents of power character
More informationFrom convergent dynamics to incremental stability
51st IEEE Conference on Decision Control December 10-13, 01. Maui, Hawaii, USA From convergent dynamics to incremental stability Björn S. Rüffer 1, Nathan van de Wouw, Markus Mueller 3 Abstract This paper
More informationNOTES ON LINEAR ODES
NOTES ON LINEAR ODES JONATHAN LUK We can now use all the discussions we had on linear algebra to study linear ODEs Most of this material appears in the textbook in 21, 22, 23, 26 As always, this is a preliminary
More informationOn Controllability of Linear Systems 1
On Controllability of Linear Systems 1 M.T.Nair Department of Mathematics, IIT Madras Abstract In this article we discuss some issues related to the observability and controllability of linear systems.
More informationLinear Boundary Value Problems for Generalized Dierential Equations Milan Tvrd Dedicated to the memory of Zdzis law Wyderka Mathematical Institute Aca
Linear Boundary Value Problems for Generalized Dierential Equations Milan Tvrd Dedicated to the memory of Zdzis law Wyderka Mathematical Institute Academy of Sciences of the Czech Republic 5 67 PRAHA,
More informationFeedback stabilization methods for the numerical solution of ordinary differential equations
Feedback stabilization methods for the numerical solution of ordinary differential equations Iasson Karafyllis Department of Environmental Engineering Technical University of Crete 731 Chania, Greece ikarafyl@enveng.tuc.gr
More informationON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM
ON WEAKLY NONLINEAR BACKWARD PARABOLIC PROBLEM OLEG ZUBELEVICH DEPARTMENT OF MATHEMATICS THE BUDGET AND TREASURY ACADEMY OF THE MINISTRY OF FINANCE OF THE RUSSIAN FEDERATION 7, ZLATOUSTINSKY MALIY PER.,
More informationUNCERTAINTY FUNCTIONAL DIFFERENTIAL EQUATIONS FOR FINANCE
Surveys in Mathematics and its Applications ISSN 1842-6298 (electronic), 1843-7265 (print) Volume 5 (2010), 275 284 UNCERTAINTY FUNCTIONAL DIFFERENTIAL EQUATIONS FOR FINANCE Iuliana Carmen Bărbăcioru Abstract.
More informationA Model of Evolutionary Dynamics with Quasiperiodic Forcing
paper presented at Society for Experimental Mechanics (SEM) IMAC XXXIII Conference on Structural Dynamics February 2-5, 205, Orlando FL A Model of Evolutionary Dynamics with Quasiperiodic Forcing Elizabeth
More informationThe first order quasi-linear PDEs
Chapter 2 The first order quasi-linear PDEs The first order quasi-linear PDEs have the following general form: F (x, u, Du) = 0, (2.1) where x = (x 1, x 2,, x 3 ) R n, u = u(x), Du is the gradient of u.
More informationRelative Controllability of Fractional Dynamical Systems with Multiple Delays in Control
Chapter 4 Relative Controllability of Fractional Dynamical Systems with Multiple Delays in Control 4.1 Introduction A mathematical model for the dynamical systems with delayed controls denoting time varying
More informationLie Symmetry of Ito Stochastic Differential Equation Driven by Poisson Process
American Review of Mathematics Statistics June 016, Vol. 4, No. 1, pp. 17-30 ISSN: 374-348 (Print), 374-356 (Online) Copyright The Author(s).All Rights Reserved. Published by American Research Institute
More informationME Fall 2001, Fall 2002, Spring I/O Stability. Preliminaries: Vector and function norms
I/O Stability Preliminaries: Vector and function norms 1. Sup norms are used for vectors for simplicity: x = max i x i. Other norms are also okay 2. Induced matrix norms: let A R n n, (i stands for induced)
More informationPartial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation:
Chapter 7 Heat Equation Partial differential equation for temperature u(x, t) in a heat conducting insulated rod along the x-axis is given by the Heat equation: u t = ku x x, x, t > (7.1) Here k is a constant
More informationTHE SKOROKHOD OBLIQUE REFLECTION PROBLEM IN A CONVEX POLYHEDRON
GEORGIAN MATHEMATICAL JOURNAL: Vol. 3, No. 2, 1996, 153-176 THE SKOROKHOD OBLIQUE REFLECTION PROBLEM IN A CONVEX POLYHEDRON M. SHASHIASHVILI Abstract. The Skorokhod oblique reflection problem is studied
More informationL2 gains and system approximation quality 1
Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.242, Fall 24: MODEL REDUCTION L2 gains and system approximation quality 1 This lecture discusses the utility
More informationCourse 212: Academic Year Section 1: Metric Spaces
Course 212: Academic Year 1991-2 Section 1: Metric Spaces D. R. Wilkins Contents 1 Metric Spaces 3 1.1 Distance Functions and Metric Spaces............. 3 1.2 Convergence and Continuity in Metric Spaces.........
More informationLecture 31. Basic Theory of First Order Linear Systems
Math 245 - Mathematics of Physics and Engineering I Lecture 31. Basic Theory of First Order Linear Systems April 4, 2012 Konstantin Zuev (USC) Math 245, Lecture 31 April 4, 2012 1 / 10 Agenda Existence
More informationPacific Journal of Mathematics
Pacific Journal of Mathematics OPTIMAL OSCILLATION CRITERIA FOR FIRST ORDER DIFFERENCE EQUATIONS WITH DELAY ARGUMENT GEORGE E. CHATZARAKIS, ROMAN KOPLATADZE AND IOANNIS P. STAVROULAKIS Volume 235 No. 1
More informationSZEGÖ ASYMPTOTICS OF EXTREMAL POLYNOMIALS ON THE SEGMENT [ 1, +1]: THE CASE OF A MEASURE WITH FINITE DISCRETE PART
Georgian Mathematical Journal Volume 4 (27), Number 4, 673 68 SZEGÖ ASYMPOICS OF EXREMAL POLYNOMIALS ON HE SEGMEN [, +]: HE CASE OF A MEASURE WIH FINIE DISCREE PAR RABAH KHALDI Abstract. he strong asymptotics
More informationSome nonlinear dynamic inequalities on time scales
Proc. Indian Acad. Sci. Math. Sci.) Vol. 117, No. 4, November 2007,. 545 554. Printed in India Some nonlinear dynamic inequalities on time scales WEI NIAN LI 1,2 and WEIHONG SHENG 1 1 Deartment of Mathematics,
More informationLecture 4. Chapter 4: Lyapunov Stability. Eugenio Schuster. Mechanical Engineering and Mechanics Lehigh University.
Lecture 4 Chapter 4: Lyapunov Stability Eugenio Schuster schuster@lehigh.edu Mechanical Engineering and Mechanics Lehigh University Lecture 4 p. 1/86 Autonomous Systems Consider the autonomous system ẋ
More informationMemoirs on Differential Equations and Mathematical Physics
Memoirs on Differential Equations and Mathematical Physics Volume 6, 04, 37 6 V. M. Evtukhov and A. M. Klopot ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS OF n-th ORDER WITH REGULARLY
More informationOPTIMAL CONTROL PROBLEM DESCRIBING BY THE CAUCHY PROBLEM FOR THE FIRST ORDER LINEAR HYPERBOLIC SYSTEM WITH TWO INDEPENDENT VARIABLES
TWMS J. Pure Appl. Math., V.6, N.1, 215, pp.1-11 OPTIMAL CONTROL PROBLEM DESCRIBING BY THE CAUCHY PROBLEM FOR THE FIRST ORDER LINEAR HYPERBOLIC SYSTEM WITH TWO INDEPENDENT VARIABLES K.K. HASANOV 1, T.S.
More informationPERIODIC PROBLEMS WITH φ-laplacian INVOLVING NON-ORDERED LOWER AND UPPER FUNCTIONS
Fixed Point Theory, Volume 6, No. 1, 25, 99-112 http://www.math.ubbcluj.ro/ nodeacj/sfptcj.htm PERIODIC PROBLEMS WITH φ-laplacian INVOLVING NON-ORDERED LOWER AND UPPER FUNCTIONS IRENA RACHŮNKOVÁ1 AND MILAN
More information1. Nonlinear Equations. This lecture note excerpted parts from Michael Heath and Max Gunzburger. f(x) = 0
Numerical Analysis 1 1. Nonlinear Equations This lecture note excerpted parts from Michael Heath and Max Gunzburger. Given function f, we seek value x for which where f : D R n R n is nonlinear. f(x) =
More informationOn the Hyers-Ulam Stability of a System of Euler Differential Equations of First Order
Tamsui Oxford Journal of Mathematical Sciences 24(4) (2008) 381-388 Aletheia University On the Hyers-Ulam Stability of a System of Euler Differential Equations of First Order Soon-Mo Jung, Byungbae Kim
More informationObserver design for a general class of triangular systems
1st International Symposium on Mathematical Theory of Networks and Systems July 7-11, 014. Observer design for a general class of triangular systems Dimitris Boskos 1 John Tsinias Abstract The paper deals
More informationInternational Publications (USA) PanAmerican Mathematical Journal
International Publications (USA) PanAmerican Mathematical Journal Volume 6(2006), Number 2, 6 73 Exponential Stability of Dynamic Equations on Time Scales M. Rashford, J. Siloti, and J. Wrolstad University
More informationLIFE SPAN OF BLOW-UP SOLUTIONS FOR HIGHER-ORDER SEMILINEAR PARABOLIC EQUATIONS
Electronic Journal of Differential Equations, Vol. 21(21), No. 17, pp. 1 9. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu LIFE SPAN OF BLOW-UP
More informationA brief introduction to ordinary differential equations
Chapter 1 A brief introduction to ordinary differential equations 1.1 Introduction An ordinary differential equation (ode) is an equation that relates a function of one variable, y(t), with its derivative(s)
More informationExistence of homoclinic solutions for Duffing type differential equation with deviating argument
2014 9 «28 «3 Sept. 2014 Communication on Applied Mathematics and Computation Vol.28 No.3 DOI 10.3969/j.issn.1006-6330.2014.03.007 Existence of homoclinic solutions for Duffing type differential equation
More information2 Statement of the problem and assumptions
Mathematical Notes, 25, vol. 78, no. 4, pp. 466 48. Existence Theorem for Optimal Control Problems on an Infinite Time Interval A.V. Dmitruk and N.V. Kuz kina We consider an optimal control problem on
More informationGeneralized Riccati Equations Arising in Stochastic Games
Generalized Riccati Equations Arising in Stochastic Games Michael McAsey a a Department of Mathematics Bradley University Peoria IL 61625 USA mcasey@bradley.edu Libin Mou b b Department of Mathematics
More informationDISCRETE GRONWALL LEMMA AND APPLICATIONS
DISCRETE GRONWALL LEMMA AND APPLICATIONS JOHN M. HOLTE Variations of Gronwall s Lemma Gronwall s lemma, which solves a certain kind of inequality for a function, is useful in the theory of differential
More informationA Second Course in Elementary Differential Equations
A Second Course in Elementary Differential Equations Marcel B Finan Arkansas Tech University c All Rights Reserved August 3, 23 Contents 28 Calculus of Matrix-Valued Functions of a Real Variable 4 29 nth
More informationMAIN ARTICLES. In present paper we consider the Neumann problem for the operator equation
Volume 14, 2010 1 MAIN ARTICLES THE NEUMANN PROBLEM FOR A DEGENERATE DIFFERENTIAL OPERATOR EQUATION Liparit Tepoyan Yerevan State University, Faculty of mathematics and mechanics Abstract. We consider
More informationPractice Problems For Test 3
Practice Problems For Test 3 Power Series Preliminary Material. Find the interval of convergence of the following. Be sure to determine the convergence at the endpoints. (a) ( ) k (x ) k (x 3) k= k (b)
More informationExponential Decay: From Semi-Global to Global
Exponential Decay: From Semi-Global to Global Martin Gugat Benasque 2013 Martin Gugat (FAU) From semi-global to global. 1 / 13 How to get solutions that are global in time? 1 Sometimes, the semiglobal
More informationChap. 3. Controlled Systems, Controllability
Chap. 3. Controlled Systems, Controllability 1. Controllability of Linear Systems 1.1. Kalman s Criterion Consider the linear system ẋ = Ax + Bu where x R n : state vector and u R m : input vector. A :
More informationOscillation by Impulses for a Second-Order Delay Differential Equation
PERGAMON Computers and Mathematics with Applications 0 (2006 0 www.elsevier.com/locate/camwa Oscillation by Impulses for a Second-Order Delay Differential Equation L. P. Gimenes and M. Federson Departamento
More informationz x = f x (x, y, a, b), z y = f y (x, y, a, b). F(x, y, z, z x, z y ) = 0. This is a PDE for the unknown function of two independent variables.
Chapter 2 First order PDE 2.1 How and Why First order PDE appear? 2.1.1 Physical origins Conservation laws form one of the two fundamental parts of any mathematical model of Continuum Mechanics. These
More informationFUZZY SOLUTIONS FOR BOUNDARY VALUE PROBLEMS WITH INTEGRAL BOUNDARY CONDITIONS. 1. Introduction
Acta Math. Univ. Comenianae Vol. LXXV 1(26 pp. 119 126 119 FUZZY SOLUTIONS FOR BOUNDARY VALUE PROBLEMS WITH INTEGRAL BOUNDARY CONDITIONS A. ARARA and M. BENCHOHRA Abstract. The Banach fixed point theorem
More informationElements of Positive Definite Kernel and Reproducing Kernel Hilbert Space
Elements of Positive Definite Kernel and Reproducing Kernel Hilbert Space Statistical Inference with Reproducing Kernel Hilbert Space Kenji Fukumizu Institute of Statistical Mathematics, ROIS Department
More information