On oscillation of difference equations with continuous time and variable delays
Elena Braverman, William T. Johnson

TL;DR
This paper investigates the existence and non-existence of positive solutions for a class of continuous-time difference equations with variable delays, providing conditions and inequalities that characterize their oscillatory behavior.
Contribution
It introduces new criteria for the existence of positive solutions in difference equations with continuous time and variable delays, and extends the Grönwall-Bellman inequality to this context.
Findings
Positive solutions can exist even with large coefficients and certain delay conditions.
Conditions are established for the non-existence of positive non-increasing solutions.
An analogue of the Grönwall-Bellman inequality is developed for these equations.
Abstract
We consider existence of positive solutions for a difference equation with continuous time, variable coefficients and delays We prove that for a fixed , a positive solution may exist for exceeding any prescribed , as well as for constant positive with , where is arbitrary and fixed. The point is that for equations with continuous time, non-existence of positive solutions with on any bounded interval should be considered rather than oscillation. Sufficient conditions when such solutions exist or do not exist are obtained. We also present an analogue of the Gr\"{o}nwall-Bellman inequality for equations with continuous time, and examine the question when the equation has no…
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On oscillation of difference equations with continuous time and variable
delays
Elena Braverman
William T. Johnson
Dept. of Math. and Stats., University of Calgary,2500 University Drive N.W., Calgary, AB, Canada T2N 1N4
Abstract
We consider existence of positive solutions for a difference equation with continuous time, variable coefficients and delays
[TABLE]
We prove that for a fixed , a positive solution may exist for exceeding any prescribed , as well as for constant positive with , where is arbitrary and fixed. The point is that for equations with continuous time, non-existence of positive solutions with on any bounded interval should be considered rather than oscillation. Sufficient conditions when such solutions exist or do not exist are obtained. We also present an analogue of the Grönwall-Bellman inequality for equations with continuous time, and examine the question when the equation has no positive non-increasing solutions. Counterexamples illustrate the role of variable delays.
keywords:
functional equations, difference equations with continuous time, oscillation, non-oscillation, variable delays AMS subject classification: 39A21, 39B05
1 Introduction
For both delay differential
[TABLE]
and difference equations
[TABLE]
the following properties were used when studying oscillation.
If , , each non-oscillatory solution tends to zero: . 2. 2.
Any non-oscillatory solution is eventually monotone: positive solutions are eventually non-increasing, while negative solutions are non-decreasing. 3. 3.
All positive solutions on any finite non-empty segment satisfy , where in the case of difference equations the segment contains integers only.
In the present paper, we illustrate that none of these properties, generally, is relevant for difference equations with continuous time.
The main object of the present paper is the equation with several variable delays
[TABLE]
Definition 1**.**
A solution of (1.3) is oscillatory if for any there exist and such that . By a non-oscillatory we mean an eventually positive or an eventually negative solution. Equation (1.3) is non-oscillatory if it has a non-oscillatory solution and oscillatory otherwise.
For equations (1.1) and (1.2) with one delay term (),
[TABLE]
[TABLE]
the effect of non-monotonicity in variable delays leads to the conclusion that there is no and such that implies oscillation of (1.4) or guarantees oscillation of (1.5), see [2, 6]. Some mistakes in the previous results were reported in [2]. However, if we replace with and , respectively, becomes a non-decreasing function, and any or in the above inequalities will imply oscillation [8].
Some of oscillation and non-oscillation results for (1.1) and (1.2) were unified in the framework of equations on time scales, see, for example, [5, 9, 10] and references therein.
Obviously, for (1.5) the inequality leads to oscillation. In this note, we prove that for a linear difference equation with continuous time and a variable argument
[TABLE]
no limitation guarantees oscillation. Though in (1.6) the coefficient is also assumed to be variable, in the counterexamples we can even assume a constant .
Sufficient oscillation conditions for the equation with constant delays and variable coefficients
[TABLE]
claim that, for high enough lower bound for , all solutions oscillate [11, 12]. For the results on oscillation of (1.7), its partial cases and some generalizations, see [11, 12, 14] and references therein.
Lemma 1**.**
[12*]**
Let be bounded, continuous, and either*
[TABLE]
or
[TABLE]
Then all solutions of (1.7) oscillate.
In particular, by (1.8) in Lemma 1, implies oscillation of the equation
[TABLE]
with a constant delay and a variable coefficient, for which the oscillation result can be stated as follows.
Lemma 2**.**
[13*]**
Let be continuous. If for large enough the inequality*
[TABLE]
holds, (1.9) has a non-oscillatory solution.
Note that the result of Lemma 2 was proven as early as in 1997, see [16], under the additional assumption that is Lipschitz continuous.
For (1.3) with constant delays , , , the main tool to study oscillation was the Laplace Transform [11, 12], and solutions were assumed to be piecewise continuous. Here we formally do not imply any smoothness requirements on solutions but in all the examples we consider piecewise continuous solutions, following this tradition.
The paper is organized as follows. In Section 2 we illustrate first that no limitation on either magnitude of the coefficients or delays guarantees oscillation of all solutions. However, if we introduce an additional restriction that on each finite segment, a solution has a positive lower bound, it is possible to obtain sufficient oscillation conditions. Section 3 contains sufficient conditions when a non-oscillatory solution exists. In Section 4 we explore the problem of existence of a positive non-increasing (or a negative non-decreasing) solution of (1.3). Finally, Section 5 involves discussion and outlines some open problems.
2 Oscillation
First of all, let us note that does not guarantee that all solutions of (1.6) tend to zero.
Example 1**.**
Consider (1.6) with , , , where and are the integer (the maximal integer not exceeding ) and the fractional parts () of , respectively. Then is a solution satisfying , thus does not tend to zero. To check that is a solution, we notice that , , , and
[TABLE]
Next, let us note that if we consider piecewise continuous solutions, no conditions on the magnitude of or on the delay can exclude the possibility that a positive solution of (1.6) exists.
Theorem 1**.**
For any , there exist and such that (1.6) has a non-oscillatory solution, where for any . For a fixed and any , there exists such that (1.6) has a non-oscillatory solution.
Proof. First, let be given. We can always find such that . Let . Denote
[TABLE]
Then , . It is easy to check that
[TABLE]
is positive and satisfies (1.6) with as in (2.1) and .
Next, let us fix , say and choose an arbitrary . Denote
[TABLE]
then , , and defined in (2.2) is positive and satisfies (1.6) with as in (2.3) and , which concludes the proof. ∎
Thus, to study non-oscillation, we will only consider solutions that satisfy
[TABLE]
For equation (1.3), we introduce lower and upper sequences
[TABLE]
Theorem 2**.**
Let , . Assume that all solutions of the difference equation
[TABLE]
oscillate. Then there is no positive solution of (1.3) satisfying (2.4).
Proof. Assume the contrary that is a non-oscillatory solution of (1.3) satisfying (2.4). First, let be positive. Denote the sequence
[TABLE]
Let us note that, due to (2.4), this is a positive decreasing sequence. If (2.4) fails, like in Example 1 and in the proof of Theorem 1, it can be a zero sequence.
In (2.5), for we have and , leading to
[TABLE]
and the solution satisfies
[TABLE]
By the definition of in (2.7), this implies or
[TABLE]
However, the existence of a positive solution of (2.8) is equivalent to the existence of a positive solution of (2.6), see, for example, [1, Theorem 3.1]. The case of a negative solution is considered similarly, as the existence of a negative solution of the difference equation
[TABLE]
implies the existence of a non-oscillatory solution to (2.6) [1, Theorem 3.1]. The contradiction shows that all solutions of (1.3) satisfying (2.4) oscillate. ∎
Corollary 1**.**
Let , . Assume that
[TABLE]
and all solutions of the difference equation
[TABLE]
oscillate. Then there is no positive solution of (1.3) satisfying (2.4).
Making a shift from to for some , we generalize Theorem 2.
Theorem 3**.**
Let , . Assume that for some , all solutions of the difference equation
[TABLE]
oscillate, where
Then there is no positive solution of (1.3) satisfying (2.4).
Example 2**.**
Consider the equation
[TABLE]
Here and introduced in (2.5) are and . Since , the equation
[TABLE]
is oscillatory [8, Theorem 7.2.1]. By Corollary 1, there are no positive solutions of (2.9) satisfying (2.4).
3 Existence of positive solutions
Further, consider existence of non-oscillatory (positive) solutions. To this end, extend the definitions in (2.5) to lower and upper sequences for both coefficients and arguments
[TABLE]
[TABLE]
First of all, let us notice that existence of a positive solution of (1.9), even with a constant coefficient
[TABLE]
does not imply that the solution of the equation
[TABLE]
with the same initial conditions is positive.
Example 3**.**
The equation
[TABLE]
has a positive solution . Consider
[TABLE]
with the initial condition , . The solution on is
[TABLE]
while on we have
Further, we present sufficient conditions for existence of a positive solution of (1.3) satisfying (2.4). Similar conditions can be obtained for a negative solution with a negative supremum on any finite segment.
Theorem 4**.**
Suppose that there exist positive non-increasing sequences and for such that
[TABLE]
[TABLE]
[TABLE]
Then there exists a positive solution of (1.3) satisfying (2.4). Moreover, there is for which
[TABLE]
Proof. Let us consider the solution of (1.3) with the initial function , , where for . In fact we are going to verify , , which would imply (3.8) and the statement of the theorem.
We prove (3.8) by induction. We have for any , where . Further, for and , we have by (3.6)
[TABLE]
and by (3.7)
[TABLE]
Thus for .
Further, let us assume that for . Then, for , , by (3.7) we have
[TABLE]
while (3.6) implies
[TABLE]
therefore , , which concludes the induction step and the proof. ∎
Consider (1.3) with piecewise constant coefficients and arguments.
Corollary 2**.**
Suppose that , , for any , and the difference equation
[TABLE]
has a positive solution. Then there exists a positive solution of (1.3) satisfying (2.4).
Proof. Let be a positive solution of (3.9). The sequence satisfies (3.5) with for , and , , satisfy (3.6),(3.7) with the equality signs. The application of Theorem 4 concludes the proof. ∎
Let us also note that under the conditions of the corollary, the positive solution of (1.3) discussed in the proof is piecewise constant. Also, in Theorem 4, the initial point can be substituted with any .
Example 4**.**
For the equation
[TABLE]
, , . Denote , , and , . Then (3.7) is obviously satisfied, while (3.6) has the form
[TABLE]
which is also true. Thus (3.10) has a positive solution satisfying (2.4).
4 Existence of positive non-increasing solutions
Finally, consider the problem of existence of positive non-increasing and negative non-decreasing solutions. Here we consider variable and, generally, non-monotone arguments , however, we introduce non-decreasing functions
[TABLE]
For any two real numbers we introduce two functions, each describing a finite set of numbers
[TABLE]
Obviously, if , , these sets coincide . For example, if , , we have , while . Further, we assume that the sum with no terms equals zero, while the product with no factors is one. The following lemma evaluates the rate of the minimal decay of positive solutions. It can be treated as an analogue of the Grönwall-Bellman inequality for equations with continuous time.
Lemma 3**.**
Let be a positive non-increasing solution of (1.3). Then, for any ,
[TABLE]
Proof. First, let us note that for , under the assumption that is non-increasing, the inequalities in (4.3) take an obvious form . Further, since and is non-increasing, we have
[TABLE]
For any , the set consists of only, therefore
[TABLE]
Next, let us proceed to the induction step, assuming that the first inequality in (4.3) holds for . For ,
[TABLE]
by the definition of in (4.2).
The proof of the second inequality in (4.3) is similar, starting from for and proceeding further to by induction. ∎
Estimate (4.3) allows to prove the main result of this section.
Theorem 5**.**
Let
[TABLE]
where is defined in (4.1). Then (1.3) has no positive non-increasing (negative non-decreasing) solutions.
Proof. Let be a positive non-increasing solution. By (4.4), there is an infinite number of such that the expression under in (4.4) exceeds one, and can be chosen arbitrarily large. Let us assume that is such a number, and all for any . Assume that is the largest number such that . By the choice of
[TABLE]
Rewriting (1.3) at all the points , , , , , we get
[TABLE]
By Lemma 3,
[TABLE]
Summing up the equalities in (4.6) and substituting inequalities (4.7), we obtain, as and ,
[TABLE]
which by (4.5) immediately implies . This contradicts to the assumption that , hence there is no positive non-increasing solution. The case of negative non-decreasing solutions is considered similarly. ∎
Remark 1**.**
In (4.4), we can use instead of , getting another oscillation condition.
5 Discussion
Let us note that existence of a positive solution is not sufficient for existence of a positive non-increasing solution.
Example 5**.**
The equation
[TABLE]
can be rewritten as . Obviously
[TABLE]
is a positive piecewise continuous solution of (5.1). Note that it is a simple case of an equation with continuous time and integer delay, existence of positive solutions for such equations was studied in detail in the recent paper [7] in terms of the generalized characteristic equation, which in the case of (5.1) has the solution .
On the other hand, equation (5.1) has no positive non-increasing solutions. Let us assume the contrary that is a positive non-increasing solution, and denote the ratio by , . Take , then and for large enough, which contradicts to the assumption that is non-increasing.
The results of the present paper give rise to the following questions.
According to Example 5, existence of a positive solution of the generalized characteristic equation [7] guarantees existence of a positive, but not necessarily positive non-increasing solutions. Is it possible to develop sufficient conditions, in similar terms, for existence of positive non-increasing solutions of (1.3)? 2. 2.
Can the results of [15], where a linearized oscillation theory is developed for constant delays and coefficients, be extended to the equation
[TABLE]
where , and , ? 3. 3.
Will sharper than in (4.3) estimates of the rate of decay of , using the iterative procedure similar to [3, 4], lead to a substantial improvement of (4.4)?
Acknowledgment
Both authors were partially supported by the NSERC research grant RGPIN-2015-05976. The authors are grateful to anonymous reviewers whose valuable comments contributed to the presentation of the paper.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] L. Berezansky and E. Braverman, on existence of positive solutions for linear difference equations with several delays, Adv. Dynam. Syst. Appl 1 (2006), 29–47.
- 2[2] L. Berezansky and E. Braverman, On some constants for oscillation and stability of delay equations, Proc. Amer. Math. Soc. 139 (2011), 4017-–4026.
- 3[3] E. Braverman, G. E. Chatzarakis and I. P. Stavroulakis, Iterative oscillation tests for difference equations with several non-monotone arguments, J. Difference Equ. Appl. 21 (2015), 854-–874.
- 4[4] E. Braverman, G. E. Chatzarakis and I. P. Stavroulakis, Iterative oscillation tests for differential equations with several non-monotone arguments, Adv. Difference Equ. (2016), Paper No. 87, 18 pp.
- 5[5] E. Braverman and B. Karpuz, Nonoscillation of first-order dynamic equations with several delays, Adv. Difference Equ. 2010, Art. ID 873459, 22 pp.
- 6[6] E. Braverman and B. Karpuz, On oscillation of differential and difference equations with non-monotone delays, Appl. Math. Comput. 218 (2011), 3880-–3887.
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