On the initial value problem for functional differential...

∃! Positivity Application Differential inequalities

On the initial value problem for functionaldifferential equations

A. Ronto

Institute of Mathematics, Academy of Sciences of the Czech Republic

WDE, September 16-20, 2007, Hejnice

Cauchy problem

Question

Find a solution of an FDE possessing the prescribed properties

In the case of an ODE, the Cauchy problem is the most natural choice. ForFDE studied insufficiently even in the case of a scalar first order linearequation

IssuesThe operator of translation along the trajectories is undefinedThe notion of a local solution does not make senseThe tools of the ODE theory do not work (e. g., the classical existenceand uniqueness theorems)The non-local character of an equation complicates the application ofapproximate methods

Cauchy problem

Question

Find a solution of an FDE possessing the prescribed properties

In the case of an ODE, the Cauchy problem is the most natural choice. ForFDE studied insufficiently even in the case of a scalar first order linearequation

IssuesThe operator of translation along the trajectories is undefinedThe notion of a local solution does not make senseThe tools of the ODE theory do not work (e. g., the classical existenceand uniqueness theorems)The non-local character of an equation complicates the application ofapproximate methods

General theory of FDE

A. D. Myshkis, General Theory of Delay Differential Equations// Usp.Mat. Nauk, 1949, No. 5, 99–141.A. D. Myshkis, Linear Differential Equations with Retarded Argument[in Russian], Moscow, 1951S. B. Norkin, Second Order Differential Equations with RetardedArgument [in Russian], Nauka, Moscow, 1965.R. Bellman and K. Cooke, Differential-Difference Equations, AcademicPress, NY, 1963.Yu. A. Mitropolsky, A. M. Samoilenko, and D. I. Martynyuk, Systems ofEvolution Equations with Periodic and Quasiperiodic Coefficients,Kluwer, Dordrecht, 1993.V. B. Kolmanovsky and A. D. Myshkis, Introduction to the Theory ofFunctional Differential Equations, Kluwer, Dordrecht, 1999.J. K. Hale, Theory of Functional Differential Equations,Springer-Verlag, NY, 1977.

More recent works

N. V. Azbelev, V. P. Maximov, and L. F. Rakhmatullina, Introduction tothe Theory of Functional Differential Equations (Moscow, 1991)N. V. Azbelev, V. P. Maximov, and L. F. Rakhmatullina, Methods of theTheory of Functional Differential Equations (Izhevsk, 2000)R. Hakl, A. Lomtatidze, and J. Sremr, Some Boundary Value Problemsfor First Order Scalar Functional Differential Equations (Brno, 2002)I. Kiguradze and B. Puza, Boundary Value Problems for Systems ofLinear Functional Differential Equations (Brno, 2003)Z. Sokhadze, Cauchy Problem for Singular Functional DifferentialEquations (Kutaisi, 2005)

Cauchy problem setting

The “initial functions” and “continuous junction”

x′(t) =x(t)

t + 12

+ 4π(t + 1

)cos (4πt)

x′(t) =1− tt + 1

x(t) + x(t − 1

+4πt(t + 1

)cos (4πt)

Cauchy problem setting

The “initial functions” and “continuous junction”

x′(t) =x(t)

t + 12

+ 4π(t + 1

)cos (4πt) x′(t) =

1− tt + 1

x(t) + x(t − 1

+4πt(t + 1

)cos (4πt)

Formulation

Formulation involving initial functions

Find a u : [a, b] → R such that

u′(t) = r(t) u(η(t)) + g(t), t ∈ [a, b], (1)u(s) = ψ(s) for s 6∈ [a, b], (2)

where r : [a, b] → R, η : [a, b] → R, g : [a, b] → R and ψ : R \ [a, b] → Rare given functions.

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (3)

Formulation

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (3)

Formulation

Modern formulation ( Perm Seminar on FDE; 1980s)

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (3)

where h(t) := χη(t)r(t), ω(t) := η(t)χη(t) + a (1− χη(t)),

q(t) :=

{g(t) if η(t) ∈ [a, b],g(t) + r(t)ψ(η(t)) if η(t) 6∈ [a, b],

and χη(t) = 1 if η(t) ∈ [a, b], χη(t) = 0 if η(t) 6∈ [a, b].

Formulation

Modern formulation ( Perm Seminar on FDE; 1980s)

The “tailless” form of (1), (2)

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (3)

where ω : [a, b] → [a, b] is measurable and q ∈ L1([a, b],R).

A scalar differential equation with an argument deviation

Find an absolutely continuous u : [a, b] → R such that

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (4)

For the new equation (4) to make sense, it suffices to assume theintegrability of r and g, the measurability of η in (1), and the continuityof ψ in (2).

The function ω in (3) transforms [a, b] into itself, and thus theadditional conditions of type (2) are redundant.The Cauchy problem for Eq. (3) is posed at a single point τ ∈ [a, b]:

u(τ) = c.

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (4)

For the new equation (4) to make sense, it suffices to assume theintegrability of r and g, the measurability of η in (1), and the continuityof ψ in (2).The function ω in (3) transforms [a, b] into itself, and thus theadditional conditions of type (2) are redundant.

The Cauchy problem for Eq. (3) is posed at a single point τ ∈ [a, b]:

u(τ) = c.

u′(t) = h(t) u(ω(t)) + q(t), t ∈ [a, b], (4)

For the new equation (4) to make sense, it suffices to assume theintegrability of r and g, the measurability of η in (1), and the continuityof ψ in (2).The function ω in (3) transforms [a, b] into itself, and thus theadditional conditions of type (2) are redundant.The Cauchy problem for Eq. (3) is posed at a single point τ ∈ [a, b]:

u(τ) = c.

Initial value problem for FDE

Complications

Method of steps applies to the Volterra type equations only

Few sharp and efficient solvability conditions are knownThe majority of the results available concerns first order scalarequations

Complications

Method of steps applies to the Volterra type equations onlyFew sharp and efficient solvability conditions are known

The majority of the results available concerns first order scalarequations

Complications

Method of steps applies to the Volterra type equations onlyFew sharp and efficient solvability conditions are knownThe majority of the results available concerns first order scalarequations

The Cauchy problem for a system of n linear first order FDEs with n2

argument transformations

Find absolutely continuous uk : [a, b] → R, k = 1, 2, . . . , n, such that

u′k(t) =n∑

rkj(t) uj(ωkj(t)) + qk(t), t ∈ [a, b], k = 1, 2, . . . , n, (5)

uk(τ) = ck, k = 1, 2, . . . , n, (6)

where rkj : [a, b] → R, k, j = 1, 2, . . . , n, and qk : [a, b] → R,k = 1, 2, . . . , n, are Lebesgue integrable functions, and ωkj, k, j = 1, 2, . . . , n,are arbitrary measurable functions mapping [a, b] into itself.

Important difference from the ODE theory

Without additional assumptions, the Cauchy problem (5), (6) may not havea unique solution even in the class of scalar linear equations with constantcoefficients.

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (6)

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (6)

The terms qk, k = 1, 2, . . . , n, contain everything that does not explicitlyconcern the operator of the equation (in particular, the initial functions).

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (6)

Example

The simplest scalar equation

u′(t) =u(b)b− a

+ q(t), t ∈ [a, b], (7)

where q : [a, b] → R is such that∫ b

aq(s) ds 6= 0,

has no solutions u satisfying the condition

u(a) = 0. (8)

The coefficient (b− a)−1 in (7) becomes arbitrarily small when the length ofthe interval increases to ∞.

“Passing to the limit” leads one to the uniquely solvable problem (8) for theequation u′ = q with q ∈ L1; loc([a,+∞))? No “passing to the limit” ispossible.

Example

u′(t) =u(b)b− a

+ q(t), t ∈ [a, b], (7)

aq(s) ds 6= 0,

u(a) = 0. (8)

Example

u′(t) =u(b)b− a

+ q(t), t ∈ [a, b], (7)

aq(s) ds 6= 0,

u(a) = 0. (8)

“Passing to the limit” leads one to the uniquely solvable problem (8) for theequation u′ = q with q ∈ L1; loc([a,+∞))?

No “passing to the limit” ispossible.

Example

u′(t) =u(b)b− a

+ q(t), t ∈ [a, b], (7)

aq(s) ds 6= 0,

u(a) = 0. (8)

Theorem 1 (A. R., 2005)

Let there exist some constants {γk | k = 1, 2, . . . , n} ⊂ (0,+∞) andα ∈ [1,+∞) for which at least one of the following conditions be satisfied:

maxk=1,2,...,n

vrai maxt∈[a,b]\{τ}

γk |t − τ |α−1

n∑j=1

γj |rkj(t)| |ωkj(t)− τ |α < α, (9)

maxk=1,2,...,n

supt∈[a,b]\{τ}

sign (t − τ)γk |t − τ |α

n∑j=1

|rkj(s)| |ωkj(s)− τ |αds < 1. (10)

Then the initial value problem (5), (6) is uniquely solvable for arbitraryconstants {ck | k = 1, 2, . . . , n} ⊂ R and integrable functionsqk : [a, b] → R, k = 1, 2, . . . , n.

Theorem 1 (A. R., 2005)

maxk=1,2,...,n

γk |t − τ |α−1

n∑j=1

γj |rkj(t)| |ωkj(t)− τ |α < α, (9)

maxk=1,2,...,n

supt∈[a,b]\{τ}

n∑j=1

|rkj(s)| |ωkj(s)− τ |αds < 1. (10)

Theorem 1 (A. R., 2005)

maxk=1,2,...,n

γk |t − τ |α−1

n∑j=1

γj |rkj(t)| |ωkj(t)− τ |α < α, (9)

maxk=1,2,...,n

supt∈[a,b]\{τ}

n∑j=1

|rkj(s)| |ωkj(s)− τ |αds < 1. (10)

Optimality of conditions of the theorem

None of the non-strict inequalities assumed in Theorem 1 cannot be replacedby the corresponding non-strict inequality because after such a replacementthe corresponding assertions are lost. For example, the condition

maxk=1,2,...,n

γk |t − τ |α−1

n∑j=1

γj |rkj(t)| |ωkj(t)− τ |α ≤ α, (11)

which is a weakened version of condition (9), does not guarantee the uniquesolvability of problem (5), (6) for arbitrary forcing terms.

The conditions obtained in this way, as a rule, are optimal.

Optimality of conditions of the theorem

None of the non-strict inequalities assumed in Theorem 1 cannot be replacedby the corresponding non-strict inequality because after such a replacementthe corresponding assertions are lost. For example, the condition

maxk=1,2,...,n

γk |t − τ |α−1

n∑j=1

γj |rkj(t)| |ωkj(t)− τ |α ≤ α, (11)

which is a weakened version of condition (9), does not guarantee the uniquesolvability of problem (5), (6) for arbitrary forcing terms.

The theorem quoted is not an exceptional case:

The conditions obtained in this way, as a rule, are optimal.

Theorem 2 (A. R., 2005)

Let there exist some constants {γk | k = 1, 2, . . . , n} ⊂ (0,+∞) andα ∈ [1,+∞) such that

n∑l=1

|rkl(t)|γk |t − τ |α−1

n∑j=1

∣∣∣∣∣∫ ωkl(t)

|rlj(s)||ωlj(s)− τ |αds

∣∣∣∣∣ < α.

for all k = 1, 2, . . . , n. Then the initial value problem

u′k(t) =n∑

rkj(t) uj(ωkj(t)) + qk(t), t ∈ [a, b], (12)

uk(τ) = ck, k = 1, 2, . . . , n, (13)

is uniquely solvable for arbitrary {ck | k = 1, 2, . . . , n} ⊂ R and{qk, k = 1, 2, . . . , n} ⊂ L1([a, b],R).

Theorem 2 (A. R., 2005)

Let there exist some constants {γk | k = 1, 2, . . . , n} ⊂ (0,+∞) andα ∈ [1,+∞) such that

n∑l=1

n∑j=1

∣∣∣∣∣∫ ωkl(t)

∣∣∣∣∣ < α.

for all k = 1, 2, . . . , n. Then the initial value problem

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (13)

is uniquely solvable for arbitrary {ck | k = 1, 2, . . . , n} ⊂ R and{qk, k = 1, 2, . . . , n} ⊂ L1([a, b],R).

The strict inequality in the condition is essential:

Theorem

��

��Z

Let there exist some constants α ∈ [1,+∞) and {γk | k = 1, 2, . . . , n} ⊂(0,+∞) such that

n∑l=1

n∑j=1

∣∣∣∣∣∫ ωkl(t)

∣∣∣∣∣ ≤ α.

for all k = 1, 2, . . . , n.Then the initial value problem

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (15)

is uniquely solvable for arbitrary {ck | k = 1, 2, . . . , n} ⊂ R and {qk, k =1, 2, . . . , n} ⊂ L1([a, b],R).

Monotone dependence of a solution on perturbations

Under additional conditions, one can claim not only the unique solvability ofproblem

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (17)

but also a kind of the monotone dependence of its solution on qk,k = 1, 2, . . . , n, and ck, k = 1, 2, . . . , n.

1 Existence of Green’s operator for (16), (17)2 Positivity of Green’s operator

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (17)

In other words:

1 Existence of Green’s operator for (16), (17)

2 Positivity of Green’s operator

u′k(t) =n∑

uk(τ) = ck, k = 1, 2, . . . , n, (17)

In other words:

1 Existence of Green’s operator for (16), (17)2 Positivity of Green’s operator

Theorem 3 (A. R., 2005)

Let vrai mint∈[a,b] rkj(t) sign (t − τ) ≥ 0 for all k, j. Moreover, let there existα ∈ [1,+∞) and {γk | k = 1, 2, . . . , n} ⊂ (0,+∞) such that, for everyk = 1, 2, . . . , n, at least one of the following conditions is satisfied:

sign (t − τ)

γk |t − τ |α−1

n∑j=1

γjrkj(t) |ωkj(t)− τ |α < α, (18)

supt∈[a,b]\{τ}

1γk |t − τ |α

n∑j=1

rkj(s) |ωkj(s)− τ |αds < 1. (19)

Then the Cauchy problem (5), (6) has a unique solution for all{(ck, qk) | k = 1, 2, . . . , n} ⊂ R× L1([a, b],R). If, moreover,

mint∈[a,b]

qk(s)ds ≥ −ck (20)

for all k, then the solution u = (uk)nk=1 of problem (5), (6) is non-negative.

Theorem 3 (A. R., 2005)

sign (t − τ)

γk |t − τ |α−1

n∑j=1

supt∈[a,b]\{τ}

1γk |t − τ |α

n∑j=1

rkj(s) |ωkj(s)− τ |αds < 1. (19)

mint∈[a,b]

qk(s)ds ≥ −ck (20)

Theorem 3 (A. R., 2005)

sign (t − τ)

γk |t − τ |α−1

n∑j=1

supt∈[a,b]\{τ}

1γk |t − τ |α

n∑j=1

rkj(s) |ωkj(s)− τ |αds < 1. (19)

mint∈[a,b]

qk(s)ds ≥ −ck (20)

Theorem 3 (A. R., 2005)

sign (t − τ)

γk |t − τ |α−1

n∑j=1

supt∈[a,b]\{τ}

1γk |t − τ |α

n∑j=1

rkj(s) |ωkj(s)− τ |αds < 1. (19)

mint∈[a,b]

qk(s)ds ≥ −ck (20)

Optimality

The conditions assumed in Theorem 3 are optimal and cannot be weakened.

A counterexample: the scalar linear equation

u′(t) =α |t − τ |α−1

|θ − τ |αsign (t − τ) u(θ), t ∈ [a, b], (21)

where θ ∈ [a, b] \ {τ} and α ∈ [1,+∞).

Optimality

u′(t) =α |t − τ |α−1

|θ − τ |αsign (t − τ) u(θ), t ∈ [a, b], (21)

where θ ∈ [a, b] \ {τ} and α ∈ [1,+∞).

Optimality

u′(t) =α |t − τ |α−1

|θ − τ |αsign (t − τ) u(θ), t ∈ [a, b], (21)

where θ ∈ [a, b] \ {τ} and α ∈ [1,+∞).

The weakened versions of the conditions are satisfiedThe Cauchy problem

u(τ) = 0

for Eq. (21) has the family of solutions

u(t) = λ |t − τ |α , t ∈ [a, b],

where λ ∈ R is arbitrary.

An integral functional equation

The methods developed also allow one to study other problems

Another application

Unique solvability conditions for the equation

x(t) =∫ 1

0h(t, s) x(ω(s)) ds + q(t), t ∈ [0, 1], (22)

where q ∈ C([0, 1],R), h(t, ·) ∈ L1([0, 1],R) for all t ∈ [0, 1],h(·, s) ∈ C([0, 1],R) for a. e. s ∈ [0, 1], and ω : [0, 1] → [0, 1] is measurable.

An integral functional equation

The methods developed also allow one to study other problems

Another application

Unique solvability conditions for the equation

x(t) =∫ 1

0h(t, s) x(ω(s)) ds + q(t), t ∈ [0, 1], (22)

where q ∈ C([0, 1],R), h(t, ·) ∈ L1([0, 1],R) for all t ∈ [0, 1],h(·, s) ∈ C([0, 1],R) for a. e. s ∈ [0, 1], and ω : [0, 1] → [0, 1] is measurable.

x(t) =∫ 1

0h(t, s) x(ω(s)) ds + q(t), t ∈ [0, 1], (23)

where q ∈ C([0, 1],R), ω is measurable, h(t, ·) ∈ L1([0, 1],R) for allt ∈ [0, 1], and h(·, s) ∈ C([0, 1],R) for a. e. s ∈ [0, 1].

Theorem 4 (A. R., 2005)

Let there exist some constants τ ∈ [0, 1] and γ ≥ 0 such that

vrai maxt∈[0,1]\ω−1(τ)

1|ω(t)− τ |γ

0|ω(s)− τ |γ |h(ω(t), s)| ds < 1, (24)

vrai maxt∈[0,1]\ω−1(τ)

1|ω(t)− τ |γ

0|h(ω(t), s)| ds < +∞. (25)

In the case where mesω−1(τ) > 0, assume also that

h(τ , s) = 0 for a. e. s ∈ [0, 1]. (26)

Then Eq. (23) has a unique solution for all q ∈ C([0, 1],R).

Power argument transformation

x(t) =∫ 1

0h(t, s) x(sα) ds + q(t), t ∈ [0, 1], (27)

where α ∈ (0,+∞), q ∈ C([0, 1],R).

Corollary 5

Let the following conditions be satisfied for some τ ∈ [0, 1] andγ ∈ [0,+∞):

supt∈[0,1]\{τ}

1|t − τ |γ

0|sα − τ |γ |h(t, s)| ds < 1, (28)

supt∈[0,1]\{τ}

1|t − τ |γ

0|h(t, s)| ds < +∞. (29)

Then Eq. (27) has a unique solution for an arbitrary q ∈ C([0, 1],R).

x(t) =∫ 1

0h(t, s) x(sα) ds + q(t), t ∈ [0, 1], (27)

where α ∈ (0,+∞), q ∈ C([0, 1],R).

Corollary 6

Equation (27) is uniquely solvable for arbitrary continuous q provided thatthere exists some τ ∈ [0, 1] for which

vrai maxs∈[0,1]

supt∈[0,1]\{τ}

∣∣∣∣h(t, s)t − τ

∣∣∣∣ < α+ 1

2ατ 1+ 1α − (α+ 1) τ + 1

. (30)

Corollary 6

Equation (27) is uniquely solvable for arbitrary continuous q provided thatthere exists some τ ∈ [0, 1] for which

vrai maxs∈[0,1]

supt∈[0,1]\{τ}

∣∣∣∣h(t, s)t − τ

∣∣∣∣ < α+ 1

2ατ 1+ 1α − (α+ 1) τ + 1

. (30)

The conditions indicated cannot be weakened. A counterexample:

x(t) =(α+ 1) |t − τ |

2ατ 1+ 1α − τ (α+ 1) + 1

0x(sα) ds, t ∈ [0, 1],

where α ∈ (0,+∞) and τ ∈ [0, 1] are certain constants.

A theorem on differential inequalities

u′k(t) = (lku) (t) + qk(t), t ∈ [a, b], k = 1, 2, . . . , n;uk(τ) = ck, k = 1, 2, . . . , n,

where n ∈ N, lk : C ([a, b],Rn) → L1 ([a, b],R), k = 1, 2, . . . , n, arebounded linear operators, −∞ < a ≤ τ ≤ b < +∞, ck, k = 1, 2, . . . , n areconstants, and qk : [a, b] → R, k = 1, 2, . . . , n are Lebesgue integrable.

Definition 7

We say that p : C([a, b],Rn) → L1([a, b],R) is τ -positive if

vrai mint∈[a,b]

(pu)(t) sign (t − τ) ≥ 0

for any u = (uk)nk=1 with non-negative components.

A solution is an absolutely continuous function u = (uk)nk=1 : [a, b] → Rn

with property (6) which satisfies equations (5) almost everywhere on [a, b].

Definition 7

vrai mint∈[a,b]

(pu)(t) sign (t − τ) ≥ 0

Definition 7

vrai mint∈[a,b]

(pu)(t) sign (t − τ) ≥ 0

u′k(t) = (lku) (t) + qk(t), t ∈ [a, b], k = 1, 2, . . . , n; (31)uk(τ) = ck, k = 1, 2, . . . , n (32)

Theorem 8 (A. R., 2003)

Let lk : C([a, b],Rn) → L1([a, b],R), k = 1, 2, . . . , n be τ -positive. Let thereexists an absolutely continuous y = (yk)n

k=1 : [a, b] → Rn

yk(τ) = 0, k = 1, 2, . . . , n, (33)yk(t) > 0, t ∈ [a, b] \ {τ}, k = 1, 2, . . . , n, (34)

and a % ∈ (1,+∞) such that

mink=1,2,...,n

vrai mint∈[a,b]

(y′k(t)− % (lky)(t)) sign (t − τ) ≥ 0. (35)

Then (31), (32) is uniquely solvable for any forcing terms. If, in addition,

mink=1,2,...,n

mint∈[a,b]

qk(s)ds ≥ −ck,

then its solution is non-negative.

Thank you

On the initial value problem for functional differential...

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