Wtransform for exponential stability of second order delay differential equations without damping terms
Domoshnitsky et al. Journal of Inequalities and Applications
Wtransform for exponential stability of second order delay differential equations without damping terms
Alexander Domoshnitsky 0 1 3
Abraham Maghakyan 0 1 3
Leonid Berezansky 0 2
0 University , Ariel , Israel
1 Department of Mathematics , Ariel
2 Department of Mathematics, BenGurion University of the Negev , BeerSheva, 84105 , Israel
3 Department of Mathematics, Ariel University , Ariel , Israel
In this paper a method for studying stability of the equation x (t) + not exponentially stable, the delay equation can be exponentially stable. τi(t)) = 0 not including explicitly the first derivative is proposed. We demonstrate that although the corresponding ordinary differential equation x (t) + im=1 ai(t)x(t) = 0 is m m i= where W (t, s) is the Cauchy function for some known exponentially stable equation.
second order delay differential equations; Wmethod; exponential

MSC: 34K20; 34K06; 34K25
1 Introduction
In this paper we apply the Wmethod to obtain explicit conditions for exponential stability
of linear second order delay differential equations. The method consists in a
transformation of a given differential equation to an operator equation by the substitution
x(t) =
W (t, s)z(s) ds,
bi(t)x t – θi(t) = f (t), t ∈ [, +∞),
with a corresponding initial function defining what should be put in the equation instead
loss of generality we can consider the zero initial function
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x : [, +∞) → (–∞, +∞) with absolutely continuous on every finite interval derivative x
and essentially bounded second derivative x which satisfies this equation almost
everywhere.
Various applications of equation (.) and its generalizations can be found, for example,
in the theory of selfexcited oscillations, in oscillation processes in a vacuum tube, in
dynamics of an autogenerator, in description of processes of infeed grinding and cutting
(see []); on position control in mechanical engineering, on electromechanical systems,
and on combustion engines []. The problem of stabilizing the rolling of a ship by the
activated tanks method in which ballast water is pumped from one position to another was
reduced in [] to analysis of stability of the second order delay equation.
Asymptotic properties of second order equations without damping term were studied
in ([], Chapter III, Section , pp.), where instability of the equation
for every pair of positive constants b and τ was obtained. Conditions of unboundedness
of solutions to the equation
with variable coefficients and delays were obtained in []. The condition ∞ τ (t) dt < ∞ is
necessary and sufficient for the boundedness of all solutions to the equation
(see []). Results as regards the boundedness of solutions for vanishing delays (τi(t) →
for t → ∞) and as regards asymptotic representations of solutions were obtained in [, ],
see also [], Chapter III, Section . Boundedness of solutions for equations with advanced
arguments (τi(t) ≤ ) was studied in []. First results on the exponential stability for the
equation x (t) + ax(t) – bx(t – τ ) = with constant coefficients and delay were obtained in
[–]. First results on the exponential stability of the second order equation (.) without
damping term and with variable coefficients and delays were obtained recently in []. All
results of [] concern only the case of a nonoscillation equation,
bi(t)x t – θi(t) = , t ∈ [, +∞),
and cannot be efficiently applied to the oscillation case. Our present paper fills this gap.
Our method reduces the study of stability of equations without damping term to the
study of stability of corresponding equations with damping term. The stability of
autonomous delay differential equations of the second order with damping terms was
studied in [, , ], which in the case of delay differential equations apply quasipolynomials
and not polynomials as in the case of ordinary differential equations. That is why a special
approach for the analysis of the characteristic equations is used []. The technique of the
Lyapunov functions was used in the works [–] and the technique of the fixed point
theorems in []. The technique of nonoscillation and positivity of the Cauchy functions
for studying stability of delay equations was proposed [] and then developed in [].
The general solution of equation (.), (.) can be represented in the form []
x(t) =
C(t, s)f (s) ds + x(t)x() + x(t)x (),
x() = ,
x() = ,
x() = ,
x() = ,
where x(t), x(t) are two solutions of homogeneous equation (.), (.) satisfying the
conditions
the kernel C(t, s) in this representation is called the Cauchy function (fundamental
function in other terminology) of equation (.).
Consider equation (.) with the following initial conditions:
x(t) = x,
x (t) = x.
Let us formulate several definitions concerning stability.
Definition Equation (.) is uniformly exponentially stable if there exist N > and α > ,
such that the solution of (.), (.) satisfies the estimates
x (t) ≤ Ne–α(t–t) sup ϕ(ξ ) , t ≤ t < +∞,
t<t
Definition We say that the Cauchy function C(t, s) of equation (.) satisfies the
exponential estimate if there exist positive N and α such that
≤ s ≤ t < +∞.
It is well known that for equation (.) with bounded delays these two definitions are
equivalent [].
The paper is built as follows. In the first section we describe known results on asymptotic
properties of second order delay equations. In Section , we formulate the main results
of the paper and compare them with known results. Auxiliary assertions can be found in
Section . The proofs of the assertions, formulated in Section , can be found in Section .
2 Formulation of main results
Let us consider the following ordinary differential equation:
x (t) + Ax (t) + Bx(t) = , t ∈ [, +∞),
with constant positive coefficients A and B. We demonstrate that the exponential stability
of this equation, under corresponding conditions on coefficients and delays, implies the
where ηi are corresponding measurable functions satisfying inequalities θi(t) ≥ ηi(t) ≥
τi(t),
Bi(t) = ai(t) – bi(t).
Let us denote by
the average values of Ai(t) and Bi(t), respectively,
Ai(t) = Ai – Ai(t),
Bi(t) = Bi – Bi(t),
To connect (.) and (.) we suppose that the constants A and B are such that
exponential stability of delay differential equation (.). If x is a solution of equation (.)
satisfying (.), we can write the equality
A =
B =
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
Ai(t) √
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
Let us formulate corollaries for the equation
f is a measurable essentially bounded function.
b(θ – τ ) – (a – b)
b(θ – τ ) – (a – b)
b(θ – τ ) – (a – b)
b(θ – τ ) – (a – b)
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
Example Let us set a = ., b = , θ – τ = .. In this case we have b(θ – τ ) = (a – b)
and condition (.) is fulfilled if θ < .
exp[– √(a–bb(θ)––bτ)(θ–τ) (π + arctan
– exp[– √(a–bb(θ)––bτ)(θ–τ) π ]
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
Example Let us set a = , b = ., θ – τ = .. In this case we have b(θ – τ ) < (a – b)
and condition (.) is fulfilled if θ < ..
Remark Results as regards an exponential stability of equation (.), only in the case
τ = , were obtained in [–], but as far as we know, there are no other results in the case
of positive delay τ and oscillating solutions to equation (.).
3 Estimates of integrals of the Cauchy functions for auxiliary equations
Let us consider the following auxiliary equation:
where A, B are positive constants. Denote by W (t, s) the Cauchy function of equation (.)
according to the following rule: for every fixed s the function W (t, s), as a function of the
variable t, satisfies the equation (.) and the initial conditions
Lemma Let A > , B > , A > B, then
x(s) = ,
x (s) = .
For equation (.) with constant coefficients, we can construct the Cauchy function W (t, s)
and get the following integrals:
W (t, s) ds,
Wt (t, s) ds and
Wtt (t, s) ds,
≤ t < +∞.
t
t
Wt (t, s) ds =
Wtt (t, s) ds =
Lemma Let A > , B > , A = B, then
Lemma Let A > , B > , A < B, then
The proofs of these lemmas can be found in [], Lemmas ...
4 Proofs of main theorems
The following result, which we formulate here for equation (.), is known as the
BohlPerron theorem.
A – √A – B
A + √A – B A + √A – B
A – √A – B
A + √A – B A + √A – B
W (t, s) ds =
Wt (t, s) ds = √
Wtt (t, s) ds =
Lemma Suppose the solution of equation (.) with the zero initial conditions,
is bounded on [, ∞) for any essentially bounded on the semiaxes righthand side f . Then
equation (.) is uniformly exponentially stable.
Let us consider the ordinary differential equation
x (t) + Ax (t) + Bx(t) = z(t), t ∈ [, +∞),
with constant positive coefficients A and B.
It is clear that the solution of equation (.) which satisfies the initial conditions
then the Cauchy function C(t, s) of equation (.) and the fundamental system x(t), x(t)
of equation (.), (.) satisfy an exponential estimate.
Remark It is clear from inequality (.) that in the case, when the coefficients ai(t) – bi(t)
and bi(t)(θi(t) – τi(t)) ( = , . . . , m) are close to constants, the second and fourth terms are
small, and in the case of small delays θi(t) and τi(t) ( = , . . . , m), the first and the third
terms are small. We can draw the conclusion that in this case equation (.) preserves an
exponential stability of equation (.).
x() = ,
x () = ,
can be written in the form
x(t) =
W (t, s)z(s) ds,
Let us denote
W (t, s) ds,
Wt (t, s) ds,
where W (t, s) is the Cauchy function of equation (.). Its derivatives are the following:
x (t) =
Wt (t, s)z(s) ds,
x (t) =
Wtt (t, s)z(s) ds + z(t).
Wtt (t, s) ds.
t ∈ [, +∞),
Let us rewrite equation (.) in the following forms:
= f (t),
Proof Consider the equation
x (s) ds +
t ∈ [, +∞),
t ∈ [, +∞),
t ∈ [, +∞),
and then in the form
= f (t),
We have to prove that, for every essentially bounded function f (t), the solution x(t) is
also bounded on the semiaxis t ∈ [, +∞). To prove exponential stability of (.) we
assume the existence of an unbounded solution x(t) and demonstrate that this is impossible.
There exist measurable delay functions ηi, τi(t) ≤ ηi(t) ≤ θi(t) such that equality (.)
can be written as
x (t) + Ax (t) – Ax (t) +
x (t) + Ax (t) + Bx(t) =
x (s) ds +
and Ai(t), Ai, Bi(t), Bi are defined by equations (.)(.).
Let us make a socalled W transform, substituting x(t) = t W (t, s)z(s) ds, where z ∈ L∞
(L∞ is the space of essentially bounded functions z : [, ∞) → (–∞, +∞)), into equation
(.). It is clear that the derivatives x (t) and x (t) are defined by equalities (.). We get
the following equation:
z(t) = (Kz)(t) + f (t),
x (s) ds +
Bi(t)x t – τi(t) + f (t), t ∈ [, ∞),
(Kz)(t) =
The inequality (.) implies that the norm K of the operator K : L∞ → L∞ is less than
one. In this case, there exists the bounded operator (I – K )–. For every bounded
righthand side the solution z of equation (.) is bounded.
In the case A > and B > , the Cauchy function W (t, s) and its derivative Wt (t, s)
satisfy exponential estimates. The boundedness of the solution x of equation (.) and its
derivative x follow now from the boundedness of z.
We have got a contradiction with our assumption that the solution x(t) is unbounded
on the semiaxis.
To prove Theorems  we set the norms of W , Wt and Wtt obtained in
Lemmas  into Theorem .
The proofs of Corollaries  are results of substitution of W , Wt and Wtt into
Theorems , when we take into account that A = b(θ – τ ), B = a – b, A = B = .
5 Conclusion
In this paper to obtain exponential stability conditions we use the substitution
x(t) = (Wz)(t) :=
Y (t, s)z(s) ds,
z = Tz + f
where Y (t, s) is the fundamental function of exponentially stable autonomous ordinary
differential equation of the second order and then analyze the operator equation
in some functional Banach spaces on semiaxes. This method is usually called the
Wmethod and used in many problems for FDE such as stability, oscillation and
nonoscillation, and boundary value problems. To apply this method in our research we need
integral estimations of a fundamental function and its first and second derivative. Such
estimates were obtained recently and allow us to obtain here new stability results for a
wide class of delay differential equations of the second order. In particular we obtain new
stability results for delay equations with positive and negative coefficients. Such equations
without delay are unstable so the results obtained here one can use to stabilize
mathematical models described by ordinary differential equations of the second order.
6 Discussion and some topics for future research
The idea of applications of Wtransform for second order delay differential equations first
appeared in paper []. Lemmas and were taken from []. All other results in the paper
are new and have not been published before.
Explicit integral estimates of the fundamental function and its derivatives we obtain here
only for the simplest equation: ordinary differential equation with constant coefficients. It
is interesting to obtain such estimates for the ordinary differential equation with variable
coefficients or for delay differential equation with constant coefficients. It will allow one
to improve the results obtained in this paper.
We did not study here nonlinear equations. It is interesting to consider the
Wtransformation method for nonlinear equations such that
x¨(t) + f t, x˙ r(t) + G t, x h(t) = .
The next problem is to apply the Wtransformation method for the instability of delay
differential equations of the second order.
We suppose that the Wtransformation method can also be applied for a vector delay
differential equation
X¨ (t) + A(t)X˙ g(t) + B(t)X h(t) = ,
where A and B are n × n matrixfunctions. To apply this method it is necessary to obtain
explicit integral estimations for the fundamental matrix and its derivative of the following
vector ordinary differential equation with constant coefficients:
X¨ (t) + AX˙ (t) + BX(t) = .
Competing interests
The authors declare that they have no competing interests.
Authors’ contributions
All authors worked and obtained the results together.
Acknowledgements
The authors express their sincere gratitude to the referees for careful reading of the manuscript and valuable suggestions,
which helped to improve the paper.
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