This paper develops global solvability criteria for certain nonlinear second order ODEs using Riccati equations, proving oscillation theorems and applying results to Emden-Fowler and Van der Pol equations.
Contribution
It introduces new global solvability criteria for classes of nonlinear second order ODEs using Riccati methods, with proven oscillation theorems and applications.
Findings
01
Established global solvability criteria for specific nonlinear second order ODEs.
02
Proved two oscillation theorems relevant to these equations.
03
Applied results to Emden-Fowler and Van der Pol equations.
Abstract
The Riccati equation method is used to establish some global solvability criteria for some classes of second order nonlinear ordinary differential equations. Two oscillation theorems are proved. The results are applied to the Emden - Fowler equation and to the Van der Pol type equation.
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TopicsAdvanced Mathematical Physics Problems · Nonlinear Waves and Solitons · Computational Fluid Dynamics and Aerodynamics
Abstract. The Riccati equation method is used to establish some global solvability criteria for some classes of second order nonlinear ordinary differential equations. Two oscillation theorems are proved. The results are applied to the Emden - Fowler equation and to the Van der Pol type equation.
Key words:Riccati equation, global solvability, oscillation, singular oscillation, Emden - Fowler equation, conditional stability, Van der Pol type equation.
§1. Introduction
Due to numerous applications the nonlinear ordinary differential equations occupy an important place in the theory of differential equations and numerous works are devoted to them ([1 - 8] and cited works therein). Except in rare cases these equations cannot be integrated explicitly. Therefore, an important role plays study of conditions of their global solvability, qualitative study of their solutions (e.g. such characteristics of their solutions as oscillation, asymptotic behavior, stability and so on).
Let p0(t;w),aq0(t;w) and r0(t;w) be continuous on [t0;+∞)×(−∞;+∞) real valued functions, and let p0(t;w)>0,at≥t0,aw∈(−∞;+∞). Consider the equation
[TABLE]
Like the linear differential equations of the second order, this equation can be interpreted as a system of nonlinear differential equations of the first order (see [3], p. 381):
[TABLE]
By Peano’s theorem (see [3], p. 21, 22) for every
ϕ(0) and ϕ(1) (here and henceforth ϕ(0) and ϕ(1) are real numbers) and t1≥t0 the system (1.2) has a solution (ϕ(t),ψ(t)) in the neighborhood of the point t1 (in the case t1=t0 in some right neighborhood of t0),
satisfying the initial conditions: ϕ(t1)=ϕ(0),aψ(t1)=ϕ(1).
Therefore, for any ϕ(0),aϕ(1) and t1≥t0 eq. (1.1) has a solution
in some neighborhood of the point t1, satisfying the initial conditions:
ϕ(t1)=ϕ(0),aϕ′(t1)=ϕ(1).
Remark 1.1. The solution ϕ(t) of eq. (1.1), satisfying the initial conditions: ϕ(t1)==ϕ(0),aϕ′(t1)=ϕ(1) in general, is not the unique. However, under additional restrictions on the functions p0(t;w),q0(t;w) and r0(t;w) it is the unique.
For example, due to (1.2), if the functions f1(t;u;v)≡p0(t;u)v,af2(t;u;v)≡r0(t;u)u+p0(t;u)q0(t;u)v satisfy the Lipschitz condition jointly u,v
in the region O≡{(t;u;v):∣t−t1∣≤δ,a∣u−ϕ(0)∣≤M,a∣v−ϕ(1)∣≤≤N},aδ>0,aM>0,aN>0 (see [3]. p. 13), then by virtue of the Picard - Lindellef’s theorem (see [3], p. 19) the solution ϕ(t) of eq. (1.1) with
ϕ(t1)=ϕ(0),aϕ′(t1)=ϕ(1) exists on the interval [t1;t2] and is the
unique, where t2≡min{δ,M0M2+N2},M0≡≡(t;u;v)∈Omaxf12(t;u;v)+f22(t;u;v)
(as far as the solution (ϕ(t),ψ(t))
of the system (1.2) with ϕ(t1)=ϕ(0),aψ(t1)=ϕ(1) exists on the interval [t1;t2]).
Example 1.1. For p0(t;u)≡∣u∣σ,σ>0,aq0(t;u)≡0,ar0(t;u)≡∣u∣ν,aν<0 the functions fj(t;u;v),aj=1,2, satisfy the Lipschtz condition in the region $|t-t_{1}|\leq\delta,\phantom{a}\delta>\
Example 1.2. For p0(t;u)≡1+t2+u4,aq0(t;u)≡t+u3,ar0(t;u)≡t3−u the functions
fj(t;u;v),aj=1,2, satisfy the Lipschtz condition in the region ∣t−t1∣≤δ,a∣u∣≤≤M,a∣v∣≤N,aδ>0,aM>0,aN>0.
In this paper the Riccati equation method is applied to establish some global existence criteria for Eq. (1.1). Two oscillatory theorems are proved. The obtained results are applied to Emden - Fowler’s equation and to the Van der Pol type equation.
§2.Auxiliary propositions
Throughout of this paragraph we will assume that ϕ0(t) is a solution of Eq.(1.1) on the interval [t0;T)a(T≤+∞); y0(t)≡p0(t;ϕ0(t))ϕ0(t)ϕ0′(t). Consider the Riccati equation
[TABLE]
Assume ϕ0(t)=0,at∈[t1;t2)(⊂[t0;T)).
It is not difficult to check, that the function y0(t) is a solution of Eq. (2.1) on the interval [t1;t2). We have:
[TABLE]
Consider the linear equation
[TABLE]
By virtue of the Cauchy’s formula the general solution of this equation on the interval [t1;t2) is given by the formula
[TABLE]
[TABLE]
By (2.1) y0(t) is a solution of (2.3). Therefore from (2.4) it follows:
[TABLE]
[TABLE]
By (1.1) the equality
[TABLE]
is satisfied. Therefore
[TABLE]
[TABLE]
Dividing both sides of this equality on p0(t;ϕ0(t)) and integrating from t1 to t we obtain:
[TABLE]
[TABLE]
Let p1(t;w),aq1(t;w) and r1(t;w) be real valued continuous functions on the [t0;+∞)×(−∞;+∞), and let p1(t;w)>0,at≥0,aw∈(−∞;+∞). Along with the (1.1) consider the equation
[TABLE]
Throughout of this paragraph we will assume that ϕ1(t) is a solution of Eq.(2.8) on the interval [t0;T)a(T≤+∞); y1(t)≡p1(t;ϕ1(t))ϕ1(t)ϕ1′(t).
Consider the Riccati equation
[TABLE]
Let ϕ1(t)=0,at∈[t1;t2)a(⊂[t0;T). Then as in the case of Eq. (2.1) the function
y1(t)
is a solution of Eq. (2.9) on the interval [t1;t2) and
[TABLE]
Since y0(t) and y1(t) are solutions of Eq. (2.1) and Eq. (2.9) respectively, we have:
[TABLE]
Therefore,
[TABLE]
[TABLE]
[TABLE]
By (2.5) from (2.11) we have:
[TABLE]
[TABLE]
[TABLE]
Lemma 2.1. Assume y0(t1)≥0, and the inequality
[TABLE]
is satisfied where Y0(t)≡ξ∈[t1;t]max∣ϕ0(ξ)∣. Then
[TABLE]
Moreover if y0(t1)>0, then
[TABLE]
Proof. It follows from (2.13), that
r0(t,ϕ(t))≤0,at∈[t1;t2). Then
[TABLE]
From here, from (2.5) and from the inequality y0(t1)≥0 (y0(t1)>0) it follows (2.14) ((2.15)).
The lemma is proved.
Definition 2.1. The set [t1;t2) is called the
maximum existence interval for the solution
ϕ0(t)(y0(t),aϕ1(t),ay1(t)),
if ϕ0(t)(y0(t),aϕ1(t),ay1(t)) exists on the interval [t1;t2)
and cannot be continued to right from t2 as a solution of Eq. (1.1) ((2.1), (2.8), (2.9)).
Lemma 2.2. Assume y0(t)≥0,at∈[t1;t2), and the inequality
[TABLE]
is fulfilled. Then [t1;t2) is not the maximum existence interval for y0(t).
Proof. Since y0(t) is nonnegative, it follows from (2.2) and (2.16) that there exists a finite limit
[TABLE]
By (2.6) from here and from the continuity of p0(t;w),aq0(t;w),ar0(t;w)
it follows the existence of a finite limit t→t2−0limϕ0′(t).
Therefore, [t1;t2) is not the maximum existence interval for ϕ0(t), and hence
by (2.17) the function p0(t;ϕ0(t))ϕ0(t)ϕ0′(t) is defined on the interval [t1;t2+ε) for some ε>0. It follows from here that [t1;t2) is not the maximum existence interval for y0(t). The proof of the lemma is completed.
Let u=u(t)a(=0),av=v(t),ax=x(t),[t0;+∞),aP(t),Q(t) and R(t) be real valued continuous functions on the interval [t0;+∞), and let P(t)>0,at≥t0. Assume
[TABLE]
Set:
[TABLE]
Lemma 2.3. Assume y0(t)≥0,at∈[t1;t2), and for some ε>0 the following inequalities are satisfied:
[TABLE]
for ∣w∣≤F(t1;t;c1;c2)+ε,at∈[t1;t2), where c1≡ϕ0(t1)=0,ac2≡y0(t1).
Then
[TABLE]
Proof. Suppose for some t3∈(t1;t2) the inequality (2.19) is false. Then because this inequality holds for t=t1, then taking into account (2.2) we get that there exists t4∈\leavevmode(t1;t3) such, that
[TABLE]
[TABLE]
From the last inequality and from (2.20) it follows, that
[TABLE]
By virtue of nonnegativity of y0(t) from here and from (2.5) it follows:
[TABLE]
Integrating this inequality from t1 to t4 we obtain:
[TABLE]
Consequently, ∣ϕ0(t4)∣≤F(t1;t4;c1;c2) which contradicts (2.20). The obtained contradic-
tion proves (2.19). The lemma is proved.
Set G_{x}(t_{1};t;c_{1};c_{2})\equiv|c_{1}|\exp\biggl{\{}c_{2}I^{+}_{P,Q}(t_{1};t)+\int\limits_{t_{1}}^{t}\frac{x(\tau)}{P(\tau)}d\tau\biggr{\}}.
Lemma 2.4. Let y0(t)≥0,at∈[t1;t2),
and let for some ε>0 the following inequalities be satisfied:
[TABLE]
≤GM(t1;t;c1;c2)+ε,at∈[t1;t2), where Q(t) is a continuous function on the interval [t1;t2), M(t)≡ξ∈[t1;t]max{Q(ξ)},ac1=ϕ0(t1),ac2=y0(t1). Then
[TABLE]
This lemma can be proved by analogy of Lemma 2.3. In its proof can be used the following easily verifiable inequality
[TABLE]
Lemma 2.5. Let the following conditions be satisfied:
c1)ap0(t;w)≤p1(t;w1),ar0(t;w)≥r1(t;w1)*, for *t∈[t1;t2),a∣w∣≤∣w1∣,aw,a
aaaaw1∈(−∞;+∞);
d1)ap0(t;w)≥p1(t;w1)* for t∈[t1;t2),∣w∣≥∣w1∣,w,w1∈(−∞;+∞);*
e1)ap0(t;w)q0(t;w)≤p1(t;w1)q1(t;w1); y1(t)≥0 or y0(t)≥0 for t∈[t1;t2),∣w∣≤∣w1∣,
w,w1∈(−∞;+∞).
Then
[TABLE]
Proof. Suppose (2.23) is false. Then from a1) it follows:
[TABLE]
[TABLE]
for some t3∈(t1;t2). From b1) it follows:
[TABLE]
for some t4∈[t1;t3]. Let us show, that
[TABLE]
Suppose, it is not true. Then it follows from (2.24), that
[TABLE]
[TABLE]
where t5=sup{t∈[t1;t3):∣ϕ0(t)∣≤∣ϕ1(t)∣}∈(t1;t3). On the strength of (2.2) and (2.10) from d1), (2.23), (2.26) and (2.27) it follows:
[TABLE]
t∈[t5;t3), which contradicts (2.27). The obtained contradiction proves (2.25).
By (2.12) from c1), e1) and (2.25) it follows, that y1(t3)>y0(t3),
which contradicts (2.23). The obtained contradiction proves (2.21). The lemma is proved.
Remark 2.1. It follows from the conditions c1) and d1), that p0(t;w)=p1(t;w),at∈∈[t1;t2),aw∈(−∞;+∞) and p0(t;w) increases (in the wide sense) by w on the interval [0;+∞) and decreases (in the wide sense) by w on the interval (−∞;0] for every t∈[t1;t2), in particular when p0(t;w)=p1(t;w)=p(t),at∈[t1;t2), then the conditions в1) and г1) are satisfied.
Consider the Riccati equation
[TABLE]
Lemma 2.6. Let the following conditions be satisfied:
Then the solution y2(t) of Eq. (2.28), satisfying the condition y2(t1)≥y0(t1),
exists on the interval [t1;t2).
Proof. Let [t1;t3) be the maximum existence interval for y2(t).
We must show that t3≥t2. Suppose t3<t2. Then taking into account the inequality y2(t1)≥y0(t1),
and (2.120) we conclude: it follows from a2) and b2), that for p1(t;w)≡P(t), q1(t;w)≡Q(t),a r1(t;w)≡R(t) the inequality y2(t)≥y0(t),at∈[t1;t3), holds.
Since y0(t) is continuous on the interval [t1;t3], it follows from the last inequality,
that the function f(t)≡t1∫tP(τ)y2(τ)dτ
is bounded from below on the interval [t1;t3). It follows from here (see [9, p. 3, Lemma 2.2]) that [t1;t3) is not the maximum existence interval for y2(t). The obtained contradiction shows, that t3≥t2.
The lemma is proved.
Lemma 2.7. Assume r0(t;w)≥0,at∈[T0;T),aw∈(−∞;+∞)(t0≤T0<T≤\leavevmode+∞),\linebreakϕ0(T1)=0 for some T1∈[T0;T), and t∈[T0;T)sup∣ϕ0(t)∣>0. Then ϕ0(t) changes sign on the interval [T0;T).
Proof. Since t∈[T0;T)sup∣ϕ0(t)∣>0,
there exists T2∈[T0;T) such, that ϕ0(T2)=0. Let T2<T1
(the proof in the case T2>T1 by analogy). Then there exists T3∈(T2;T1] such, that
[TABLE]
[TABLE]
By Lagrange’s mean value theorem it follows from (2.29) the existence of a ξ∈(T2;T3) such, that ϕ0′(ξ)=−T3−T2ϕ0(T2). Hence
[TABLE]
To complete the proof of the lemma it is enough to show, that
[TABLE]
It follows from (2.30) that y0(t) exists on the interval [T2;T3). Therefore, by (2.5) it follows from the nonnegativity of r0(t;w), that signy0(T3)=signy0(ξ). From here and (2.31) it follows (2.32). The lemma is proved.
§3. Some global solvability and oscillatory criteria
Let P(t),aQ(t) and R(t) be the same functions as in the previous paragraph.
Theorem 3.1. Assume ϕ(0)=0,aϕ(0)ϕ(1)≥0,
and let for some ε>0 the following inequalities are satisfied
[TABLE]
for |w|\leq F\bigl{(}t_{0};t;\phi_{(0)};p(t_{0};\phi_{(0)})\frac{\phi_{(1)}}{\phi_{(0)}}\bigr{)}+\varepsilon,\phantom{a}t\geq t_{0}. Then the solution ϕ0(t) of Eq. (1.1), satisfying the initial value conditions: ϕ0(t0)=ϕ(0),aϕ0(t0)=ϕ(1), exists on the interval [t0;+∞).
The function ∣ϕ0(t)∣ is positive, nondecreasing and satisfies the estimate
[TABLE]
In this case if ϕ(1)=0, then
[TABLE]
Proof. Suppose ϕ(0)>0 (the proof in the case
ϕ(0)<0 by analogy), ϕ0(t) is the solution of Eq. (1.1),
satisfying the initial value conditions: ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1) (existence of ϕ0(t) follows from the connection between (1.1) and (1.2) and from the Peano’s theorem; see [3, p. 21, Theorem 2.1]).
Let [t0;T) be the maximum existence interval for y0(t)≡p0(t;ϕ0(t))ϕ0(t)ϕ0′(t) (it assumes, that ϕ0(t)
exists on the interval [t0;T) and does not vanish on it). Show that
[TABLE]
Suppose, that it is false. Then since y0(t0)=p0(t0;ϕ(0))ϕ(0)ϕ(1)≥0 there exists t0,at1 such that
[TABLE]
[TABLE]
By (3.1) for c1=ϕ(0),ac2=p0(t0;ϕ(0))ϕ(0)ϕ(1),at1=t0 the inequalities
(2.20) of Lemma 2.3 hold. Therefore taking into account (2.2) we have
[TABLE]
By (2.2) from here and from (3.6) it follows
[TABLE]
Then taking into account the third of the inequalities (3.1) we get r0(t;w)≤0 for 0<w≤M(t),at∈[t0;t1).
On the strength of Lemma 2.1 we conclude from here, that y0(t)≥0 for t∈[t0;t1) which contradicts (3.6). The obtained contradiction proves (3.4).
Show, that T=+∞. Suppose T<+∞. By virtue of Lemma 2.3 from (3.1) and (3.3) it follows:
[TABLE]
Therefore, t0∫Tp0(τ;ϕ0(τ))y0(τ)dτ<+∞. On the strength of Lemma 2.2 it follows from here that [t0;T) is not the maximal existence interval for y0(t). The obtained contradiction shows that T=+∞. Hence (3.7) is valid for all t≥t0. Therefore, by (2.2) the inequality (3.2) is valid.
Since ϕ0(t0)=ϕ(0)>0, and y0(t) is nonnegative by (2.2) the function ϕ0(t) is positive and nondecreasing on the interval [t0;+∞). And if ϕ(1)>0,
then by (2.2) and Lemma 2.1 the inequality (3.3) is fulfilled. The theorem is proved.
Remark 3.1. A solution ϕ∗(t) of the equation
[TABLE]
such that ϕ∗(t)=0,at∈[t1;t2), is connected with the function F by the following relation
[TABLE]
[TABLE]
where K - is the integral operator
[TABLE]
Indeed, since y∗(t)≡P(t)ϕ∗(t)ϕ∗′(t) is a solution of eq. (2.8) on the interval [t1;t2), by the Cauchy’s formula
[TABLE]
[TABLE]
Multiplying both sides of this equality on \frac{1}{P(t)}\exp\biggl{\{}\int\limits_{t_{1}}^{t}\frac{y_{*}(\tau)}{P(\tau)}d\tau\biggr{\}} and integrating from t1 to t taking into account the equality
\phi_{*}(t)=\phi_{*}(t_{1})\exp\biggl{\{}\int\limits_{t_{1}}^{t}\frac{y_{*}(\tau)}{P(\tau)}d\tau\biggr{\}},\phantom{a}t\in[t_{1};t_{2}), we obtain:
[TABLE]
After making the first iteration in this equality, taking its exponential and multiplying by ∣ϕ∗(t1)∣ we come to (3.8). The question of an applicability of the equality (3.8) for establishing effective criteria of global solvability of Eq (1.1) is an issue of separate study.
Using Lemma 2.4 in place of Lemma 2.3 by analogy it can be proved
Theorem 3.2. Let ϕ(0)=0,aϕ(0)ϕ(1)≥0, and let for some ε>0 the following inequalities be satisfied:
[TABLE]
for |w|\leq G_{M}\biggl{(}t_{0};t;\phi_{(0)};p_{0}(t_{0};\phi_{(0)})\frac{\phi_{(1)}}{\phi_{(0)}}\biggr{)}+\varepsilon,\phantom{a}t\geq t_{0}. Then the solution ϕ0(t) of Eq. (1.1),
satisfying the initial value conditions ϕ0(t0)=ϕ(0),aϕ′(t0)=ϕ(1),
exists on the interval [t0;+∞). The function ∣ϕ0(t)∣ is positive, nondecreasing and satisfies the inequality
Let in addition the following conditions be satisfied:
C1)ap0(t;w)≡p1(t;w)* is a non increasing by w on the interval (−∞;0] and non decreasing by w on the interval [0;+∞) function;*
D1)ar1(t;w1)≤r0(t;w)≤0* for t≥t0,a∣w∣≤∣w1∣,aw,aw1∈(−∞;+∞);*
E1)ap0(t;w)q0(t;w)≤p1(t;w1)q1(t;w1)* for t≥t0,a∣w∣≤∣w1∣,aw,aw1∈(−∞;+∞).*
*Then ϕ0(t) exists on the interval [t0;+∞), and the function ∣ϕ0(t)∣ is positive and non decreasing.
*
Proof. Let [t0;T) be the maximum existence interval for ϕ0(t). Show, that
[TABLE]
Suppose this relation is false. Then it follows from А1) that for some T1∈(t0;T)
[TABLE]
[TABLE]
It follows from (3.10) that y0(t)≡p0(t;ϕ0(t))ϕ0(t)ϕ0′(t)
exists at least on the interval [t0;T1). It follows from A1), that
y0(t)≥0,at∈[t0;T1). By (2.2) from here and A1) it follows ϕ0(T1)=0, which contradicts (3.11). The obtained contradiction proves (3.9).
It follows from (3.9) that y0(t) exists on the interval [t0;T).
Then since y0(t0)≥0 by (2.5) it follows from D1) that
[TABLE]
Since by condition of the theorem ϕ1(t)=0,at≥t0, y1(t)≡p1(t;ϕ1(t))ϕ1(t)ϕ1′(t) exists on the interval [t0;+∞).
It follows from B1), that y1(t0)>y0(t0). On the strength of Lemma 2.5 it follows from here, from A1) and C1) - E1), that
[TABLE]
Let us show, that T=+∞. Suppose T<+∞.Then from В1) and (3.13) it follows:
[TABLE]
Using Lemma 2.2 from here we conclude, that [t0;T)
is not the maximum existence interval for y0(t).
But in the other hand since [t0;T) is the maximum existence interval for ϕ0(t) the set [t0;T) is the maximum existence interval for y0(t).
We came to the contradiction. The obtained contradiction shows that T=+∞. Thus ϕ0(t) exists on the interval [t0;+∞).
Due to (2.2) it follows from А1) and (3.12)
that the function ∣ϕ0(t)∣ is positive and nondecreasing. The theorem is proved.
Definition 3.1. A solution ϕ0(t) of Eq. (1.1) is called
singular oscillatory of second kind, if the existence domain of the function ϕ0(t) is a bounded set, and if ϕ0(t) infinitely many times changes sign.
Theorem 3.4. Let the following conditions be satisfied:
*Then for each ϕ(0) and ϕ(1) a non-extendable on the interval [t0;+∞)
solution ϕ0(t) of Eq. (1.1),
satisfying the initial value conditions ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1), is singular oscillatory of second kind.
*
Proof. Let [t0;T)a(T<+∞) be the maximum existence interval for ϕ0(t). Then it is evident that
[TABLE]
(otherwise ϕ0(t) will be extended by zero, i.e. ϕ0(t)≡0)
Let us show, that for each T1∈[t0;T) the function ϕ0(t) has a zero on the interval [T1;T).
Suppose, that for some T0∈[t0;T) the function ϕ0(t) has no zero on the interval [T0;T).
Suppose then ϕ0(t)>\leavevmode0,at∈[T0;T) (the proof in the case ϕ0(t)<0,at∈[T0;T), by analogy). By (2.6) it follows from here, from A2) and B2) that
[TABLE]
Therefore, ϕ0(t) is bounded. Then due to (2.6) and (2.7)
there exists finite limits t→T−0limϕ0(t), t→T−0limϕ0′(t). It follows from here that [t0;T) is not the maximum existence interval for ϕ0(t). The obtained contradiction shows that for every T1∈[t0;T) the function ϕ0(t) has a zero on the interval [T1;T). On the basis of Lemma 2.7 we conclude that from here, from B2) and (3.14) it follows that
ϕ0(t) is a singular oscillatory solution of second kind. The theorem is proved.
Definition 3.2. A solution of Eq. (1.1) is called oscillatory, if it exists on the interval [t0;+∞) and in every neighborhood of +∞ changes sign.
Definition 3.3. A solution ϕ(t) of Eq. (1.1) is called singular oscillatory of first kind, if it exists on the interval [t0;+∞), suppϕ(t) is bounded and ϕ(t) infinitely many times changes sign.
Let for every ε>0
the functions pε(t),aqε(t) and rε(t) be real valued and continuous on the interval [t0;+∞), and let
pε(t)>0,at≥t0,aε>0. Consider the family of equations.
[TABLE]
Theorem 3.5. Let the following conditions hold:
A3)ar(t;w)≥0,at≥t0,aw∈(−∞;+∞);
B3)* there exists ε0>0 such,
that for every ε∈(0;ε0]*
[TABLE]
and Eq. (3.15ε) is oscillatory;
C3)* there exists N>0 such, that*
C31)* ap0(t;w)≤P(t),ap0(t;w)q0(t;w)≤Q(t) for ∣w∣≤N,at≥t0 and*
[TABLE]
C32)* for every ε≥N the following inequalities hold: p0(t;w)≤pε(t),ap0(t;w)q0(t;w)≤qε(t),ar0(t;w)≥rε(t) for N≤∣w∣≤ε and*
[TABLE]
*Then each existing on the interval [t0;+∞) nontrivial solution of Eq. (1.1) either oscillatory, or singular oscillatory of first kind.
*
Proof. Let ϕ0(t) be a solution of Eq. (1.1) such that suppϕ0(t) is unbounded
on the interval [t0;+∞). Let us show that ϕ0(t) has arbitrarily large zeros.
Suppose, that it is not so, i. e. there exists t1≥t0 such that ϕ0(t)=0,at≥t1. Suppose then ϕ0(t)>0,at≥t1 (the proof in the case ϕ0(t)<0,at≥t1 by analogy). Due to (2.6) it follows from A3), that there can be one of the following three cases.
α)aϕ0′(t)≥0,aaat≥t1;
β) there exists t2≥t1 such,
that ϕ0(t)≤N,at≥t2,aϕ0′(t2)<0;
γ) there exists t2≥t1 such,
that ϕ0(t)≥N,at≥t2,aϕ0′(t2)<0.
Let the case α) be satisfied and let 0<ε<min{ϕ0(t1);ε0}. Then y0(t)≡p0(t;ϕ0(t))ϕ0(t)ϕ0′(t) is a solution of Eq. (2.1) on the interval [t2;+∞), and y0(t)≥0,at≥t1. By virtue of Lemma 2.6 it follows from here and from B3), that the Riccati’s equation
[TABLE]
has a solution on the interval [t1;+∞). Consequently, corresponding equation (3.15ε) is not oscillatory, which contradicts C3). The obtained contradiction shows, that ϕ0(t) has arbitrary large zeroes. Let the condition β) holds. Then it follows from C31), that
[TABLE]
It is easy to show that from (3.16) it follows equality
\int\limits_{t_{2}}^{+\infty}\exp\biggl{\{}-\int\limits_{t_{2}}^{\tau}Q(s)ds\biggr{\}}\frac{d\tau}{P(\tau)}=+\infty.
By (2.7) from here, from A3) and (3.18) it follows: t→+∞limϕ0(t)=−∞, which contradicts the supposition: ϕ0(t)>0,at≥t1.
The obtained contradiction shows that ϕ0(t) has arbitrary large zeroes.
Let the case γ) be satisfied. Then from C32) it follows:
[TABLE]
[TABLE]
By (2.7) from here and from(3.17) it follows: t→+∞limϕ0(t)=−∞, which contradicts the supposition ϕ0(t)>0,at≥t1. The obtained contradiction shows, that ϕ0(t) has arbitrary large zeroes. Thus we showed that a solution of Eq. (1.1),
existing on the interval [t0;+∞) and supp of which is an unbounded set, has arbitrary large zeroes.
Due to Lemma 2.7 it follows from here and from A3) that ϕ0(t) is oscillatory.
Let ϕ0(t) be a solution of Eq. (1.1) with the bounded support on the interval [t0;+∞), and let ϕ0(t)=0,at≥T;
[TABLE]
Show that for each T1∈[t0;T) the function ϕ0(t) has a zero on the interval [T1;T). Suppose it is not so, i .e. there exists T0∈[t0;T) such, that ϕ0(t) does not vanish on the interval [T0;T). Since ϕ0(T)=0 on the strength of Lagrange’s mean value theorem there exists ξ∈[T0;T) such that ϕ0′(ξ)=0, and signϕ0(T0)=−signϕ0′(ξ).
By (2.6) it follows from here and from A3), that ϕ0′(T)=0. But, in the other hand,
since ϕ0(t)=0 for t≥T we have ϕ0′(T)=0.
We came to the contradiction. Consequently for every T1∈[t0;T) the function ϕ0(t) has a zero on the interval [T1;T).
Due to Lemma 2.7 it follows from here, from A3) and (3.19), that ϕ0(t) is a singular oscillatory solution of first kind for Eq. (1.1). The theorem is proved.
Remark 3.2. If the solution ϕ0(t) of Eq. (1.1),
satisfying the initial value conditions ϕ0(t0)=ϕ0′(t0)=0a is unique, (ϕ0(t)≡0),
in particular, if p0(t;w),aq0(t;w) and r0(t;w) satisfy the conditions of the remark 1.1, then eq. (1.1) has no singular oscillatory solutions of first kind.
Theorem 3.6. Let the following conditions be satisfied:
A4)ar0(t;w)≥0* for t≥t0,aw∈(−∞;+∞);*
B4)ap0(t;w),p0(t;w)q0(t;w),a−r0(t;w)* are non increasing by w on the interval (−∞;0] and nondecreasing by w on the interval [0;+∞) functions.*
Then for every ϕ(0) and ϕ(1) the solution ϕ0(t) of Eq. (1.1),
satisfying the initial conditions:
[TABLE]
exists on the interval [t0;+∞).
Proof. Let ϕ0(t) be a solution of Eq. (1.1),
satisfying the initial conditions (3.19),and let [t0;T) be the maximum interval of existence for ϕ0(t). We should show, that T=+∞.
Suppose T<+∞. Two cases are possible:
α) there exists t1∈[t0;T) such, that ϕ0(t)=0,at∈[t1;T);
β) there exists infinite sequence t0<t0<t2<...<T such, that k→+∞limtk=T,aϕ0(tk)=\leavevmode0,\linebreakk=1,2,....
Suppose the case α) holds, and ϕ0(t)>0,at∈[t1;T) (the proof in the case ϕ0(t)<0,\linebreakt∈\leavevmode[t1;T), by analogy). If ϕ0′(t)≤0, then by virtue of (2.7) it follows from A4), that ϕ0(t) has finite (nonnegative) limit when t→T−0. Then by virtue of (2.6) the function ϕ0′(t)
also has finite limit when t→T−0. Therefore, ϕ0(t)
is continuable to the right at T, so [t0;T)
is not the maximum existence interval for ϕ0(t).
The obtained contradiction shows that T=+∞. Suppose ϕ0′(t1)>0.
Two subcases are possible:
α1)aϕ0′(t)≥0,at∈[t1;T);
β1)aϕ0′(t)≥0,a for t∈[t1;T1],aϕ0′(t)<0, for at∈(T1;T), for some T1∈(t1;T) (by virtue of (2,2) and (2.5) it follows from A4), that if ϕ0′(t1)<0 for some t1∈(t1;T], then ϕ0′(t)<0,at∈[t1;T]).
In the case α1) the function ϕ0(t) is nondecreasing on the interval (t1;T).
Then (2.6) it follows from A4) and B4), that
[TABLE]
Therefore, ϕ0(t) has a finite limit when t→T−0.
It is evident that the same we have in the case β1). Then by (2.6) ϕ0′(t) has a finite limit when t→T−0. So, [t0;T) is not the maximum existence interval for ϕ0(t).
The obtained contradiction shows that T=+∞.
Assume the case β) takes place. If ϕ0(t) is bounded, then, it is evident, that the functions p0(t,ϕ0(t))1,ap0(t,ϕ0(t))q0(t,ϕ0(t)),ar0(t,ϕ0(t))
are bounded in the interval [t0;T).
By (2.7) it follows from here, that ϕ0(t) has finite limit when t→T−0.
Then arguing similarly to the above (when we are dealing with the cases α1) and β1)) we conclude, that T=+∞. Assume ϕ0(t) is not bounded. Two subcases are possible:
α2)at→T−0limϕ0(t)=+∞;
β2)at→T−0limϕ0(t)=−∞.
Let the case α2) be satisfied (the proof in the case β2) by analogy).
Let ϕ1(t) be the solution of Eq. (1.1) with ϕ1(T)=1,aϕ1′(T)=−1.
Then there exists ζ∈[t1;T) such that ϕ1(t) exists on the interval [ζ;T], and
[TABLE]
It follows from β) and α2) that there exists a point ζ1(∈[ζ;T))
of local maximum for ϕ0(t) such that ϕ0(ζ1)>ξ∈[ζ;T]maxϕ1(ξ) and ζ<tm<ζ1 for some m.
Since tm<ζ1<<tn for some n>m and ϕ0(tm)=ϕ0(tn)=0<min{ϕ1(tm),aϕ1(tn)}, but ϕ0(ζ1)>\linebreak>max{ϕ1(tm),aϕ1(tn)},
there exist ξ1 and ξ2 such that ϕ0(ξk)=ϕ1(ξk),ak=1,2
and
[TABLE]
(see pict. 1).
Let yj(t)≡p0(t;ϕj(t))ϕj(t)ϕj′(t),aj=0,1.
Then by virtue of (2.121) the following equality holds:
[TABLE]
[TABLE]
[TABLE]
T$$t_{0}$$tpict. 1...........................................................................................................................................................................................................................................................................................................................................................................................................................................................\xi_{1}$$\zeta_{1}$$\xi_{2}$$\phi_{0}(t)$$\phi_{1}(t)$$\small{\small\mbox{An illustration to the part of proof of Theorem 3.6, related to the case}\hskip 4.0pt\alpha_{2}).\hskip 4.0pt\mbox{Here}}\hskip 4.0pt[t_{0};T)$$\small\mbox{is the maximum existence interval for}\hskip 4.0pt\phi_{0}(t).\hskip 4.0pt\mbox{The "cap"\hskip 4.0ptin this picture is a part of the}$$\small\mbox{graph of}\hskip 4.0pt\phi_{0}(t).\mbox{The decreasing curve is a part of the graph of}\hskip 4.0pt\phi_{1}(t);\hskip 4.0pt\xi_{1}\hskip 4.0pt\mbox{and}\hskip 4.0pt\xi_{2}\hskip 4.0pt\mbox{are}$$\small\mbox{points of intersection of graph of}\hskip 4.0pt\hskip 4.0pt\phi_{0}(t)\hskip 4.0pt\mbox{and}\hskip 4.0pt\phi_{1};\hskip 4.0pt\zeta_{1}\hskip 4.0pt\mbox{is a local maximum point of}\hskip 4.0pt\phi_{0}(t).
It is evident that
[TABLE]
Since ϕ0(t)≥ϕ1(t)>0 on the interval [ζ1;ξ2] it follows from the conditions of the theorem that
[TABLE]
Then since y1(t)<0 on the interval [ζ1;ξ2] it follows from (3.23) and (3.24),
that y1(ξ2)<y0(ξ2). Then ϕ1′(ξ2)<ϕ0′(ξ2).
It follows from here that ϕ1′(t)<ϕ0′(t),at∈[ξ3;ξ2], for some ξ3∈(ζ1;ξ2). Therefore ξ3∫ξ2(ϕ1(τ)−ϕ0(τ))′dτ<0
or, which is the same, $\phi_{1}(\xi_{3})>\
\phi_{0}(\xi_{3})(since\phi_{1}(\xi_{2})=\phi_{0}(\xi_{2}),\phantom{a}see\hskip 4.0ptpict.1)whichcontradicts(3.22).Theobtainedcontradictionshows,thatT=+\infty$. The theorem is proved.
§4. Some applications
Consider the Emden - Fowler equation (see [2], p. 171):
[TABLE]
Along with this equation consider the equation
[TABLE]
Here p0(t;w)≡tρ,aq0(t;w)≡0,ar0(t;w)≡−tσ∣w∣n−1. Set: P(t)≡tρ,aQ(t)≡≡0,aR(t)≡−tσ. Assume ρ>1. Then
[TABLE]
It follows from here that if −1<σ<ρ−1, then
[TABLE]
and if σ<−1, then
[TABLE]
It is not difficult to see, that if
[TABLE]
or
[TABLE]
then for Eq. (4.2) the conditions of Theorem 3.1 are satisfied.
Therefore, for every ϕ(0),aϕ(1),
satisfying the conditions ϕ(0)=0,aϕ(0)ϕ(1)≥0
and one of the conditions (4.3) or (4.4), the solution ϕ0(t)
of Eq. (4.2) with ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1),
exists on the interval [t0;+∞), and if takes place (4.3), then
[TABLE]
and if takes place (4.4), then
[TABLE]
the function ∣ϕ0(t)∣ is positive and nondecreasing.
It is evident, that if ϕ(0)>0, then ϕ0(t) is a solution of Eq. (4.1) too.
Remark 4.1. If ϕ(t) is a positive (negative) solution of Eq. (4.2) (and n=n2n1, where n1 and n2 are odd), then ϕ(t) is a solution of Eq. (4.1) too. Note that equations (4.1) and (4.2) are not equivalent for all n, e. g. the equation ϕ′′(t)−t1ϕ2(t)=0 is not equivalent to the equation ϕ′′(t)−t1∣ϕ(t)∣ϕ(t)=0,
since the function ϕ0(t)≡−t2 is a solution of the last equation on the interval [1;+∞), but not of the first one.
Assume ρ=0,aaaσ+n+1<0. Then (see [2], p. 173)
the function
ϕB(t)≡≡[(n−1)2(σ+2)(σ+n+1)]n−11t−n−1σ+2
is a solution of Eq. (4.2). It is not difficult to see that for
p(t;w)=p1(t;w)≡1,aq(t;w)=q1(t;w)≡0,ar(t;w)=r1(t;w)=−tσ∣w∣n−1,at≥t0,w∈(−∞;+∞),aρ=0,aσ+n+1<0
for equations (2.8)and (4.2) the conditions C1) -
E1) of Theorem 3.3 are satisfied.
Therefore, the solution ϕ0(t) of Eq. (4.2) with ϕ0(t0)==0,aϕ0(t0)ϕ0′(t0)≤ϕB(t0)ϕB′(t0),
exists on the interval [t0;+∞), and ∣ϕ0(t)∣ is positive and nondecrea-
sing.
It is evident that if ϕ0(t0)>0 then ϕ0(t) is a solution of Eq. (4.1). For ϕ0(t0)<0 the function ϕ0(t) will be a solution of Eq. (4.1) if n=n2n1, where n1 and n2 are odd.
If ρ=1 then by invertible transformation
[TABLE]
Eq. (4.2) converts in (see [2], pp. 171, 172)
[TABLE]
where
[TABLE]
This transformation establishes a one-to-one correspondence between solutions of equations (4.2) and (4.7), and existing on the interval [t0;+∞) solutions of Eq. (4.2) transform in solutions of Eq. (4.7), existing on the interval [s0;+∞). By already proved above for σ1+n+1<0 Eq. (4.7) has two - parameter family of solutions on the interval [s0;+∞). Therefore from (4.8) it follows, that in the cases ρ>max{1,σ+2} and nσ−1+1<ρ<1 Eq. (4.2) has two - parameter family of solutions on the interval [t0;+∞).
Definition 4.1. A solution (ϕ0(t),ψ0(t)) of Eq. (1.2) is called
conditionally stable for t→+∞,
if there exists one dimensional manifold S∋(ϕ0(t0),ψ0(t0)) such,
that for every ε>0 and for every solution (ϕ(t),ψ(t)) of the system (1.2) there exists δ>0 such,
that ∣ϕ(t)−ϕ0(t)∣+∣ψ(t)−ψ0(t)∣<ε for t≥t0,
as soon as (ϕ(t0),ψ(t0))∈S and ∣ϕ(t0)−ϕ0(t0)∣+∣ψ(t0)−ψ0(t0)∣<δ (see [10], p. 314).
Definition 4.2. A solution ϕ0(t) of Eq. (1.1) is called conditionally stable for t→+∞, if the corresponding solution (ϕ0(t),p0(t;ϕ0(t))ϕ0′(t)) of the system (1.2)
is conditionally stable for t→+∞.
Show that if ρ>1,aσ<−1, then the solution ϕ0(t)≡0
of Eq. (4.1) is conditionally stable for t→+∞.
Let S=\bigl{\{}(\phi_{(0)},\phi_{(1)}):0\leq\phi_{(0)}\leq\exp\bigl{\{}\frac{t_{0}^{\sigma+2-\rho}}{(\sigma+1)(\rho-1)}\bigr{\}},\phi_{(1)}=\\
=0\bigr{\}}, and let ϕ(t) be a solution of Eq.
(4.1) with (ϕ(t0),t0ρϕ0′(t0))∈S,aϕ(t0)=0. Then B(t0;ϕ(t0);0)<1.
By virtue of Theorem 3.1 it follows from here and from (4.4) that ϕ(t) exists on the interval
[t0;+∞) and satisfies the inequality
[TABLE]
By (4.1) it follows from her that
[TABLE]
Let ε>0 be fixed. Set:
[TABLE]
Let ∣ϕ(t0)∣+∣t0ρϕ′(t0)∣<δ. Then it follows from (4.9) and (4.10) that
[TABLE]
If ϕ(t0)=0, then by virtue of Remark 1.1 ϕ(t)≡0 and, therefore,
in this case the relation (4.11) also takes place.
Consequently, the solution (ϕ0(t),ψ0(t))≡(0,0) of the system
[TABLE]
is conditionally stable for t→∞. Then the solution ϕ0(t)≡0
of Eq. (4.1) is conditionally stable for t→∞.
Taking into account Remark 4.1 we summarize the obtained result in the following form.
Theorem 4.1. The following assertions are valid.
I). Let ρ>1, and let ϕ(0) and ϕ(1) satisfy the conditions: ϕ(0)=0,aϕ(0)ϕ(1)≥0
and one of the conditions (4.3), (4.4).
Then the solution ϕ0(t) of Eq. (4.2),
satisfying the initial value conditions: ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1),
exists on the interval [t0;+∞).
The function ∣ϕ0(t)∣ is positive and nondecreasing,
and if (4.3) holds, then the estimate (4.5) is valid,
and if (4.4) holds, then the estimate (4.6) is valid.
If ϕ(0)>0 or if ϕ(0)<0,an=n2n1,
where n1 and n2 are odd, then ϕ0(t) is a solution of (4.1).
II). Let ρ=0,aσ+n+1<0. Then the solution ϕ0(t)
of Eq. (4.2) with ϕ0(t0)=0,a0≤≤ϕ0(t0)ϕ0′(t0)<ϕB(t0)ϕB′(t0), exists on the interval [t0;+∞),
and ∣ϕ0(t)∣ is positive and nondecreasing.
If ϕ0(t0)>0 or if ϕ0(t0)<0,an=n2n1,
where n1 and n2 are odd, then ϕ0(t) is a solution of Eq. (4.1).
III). In the cases ρ>max{1,σ+2} and nσ−1+1<ρ<1 Eq. (4.1) has two - parameter family of solutions on the interval [t0;+∞).
IV). If ρ>1 and σ<−1, then ϕ0(t)≡0
of eq. (4.1) is conditionally stable for t→+∞.
Remark 4.2. In the case ρ=0 the existence of global solutions of Eq. (4.1), which are different by their properties from described in assertion II of theorem 4.1 (the Kneser’s solutions) follows from theorem 16.1 of book [1] (see [1], p. 371).
Let us compare theorem 4.1 with the following result (see [11], p. 8).
Theorem*. The following assertions hold:
i). There exists ε>0 such, that every solution of Eq. (4.7) with Cauchy initial conditions
∣ψ(s)∣≤ε,a∣ψ′(s∣≤ε exists on the interval [s0;+∞) if and only if σ1<−n−1.
ii). If σ1≥−n−1, then every solution ψ(s) of Eq. (4.7), satisfying ψ(τ)ψ′(τ)>0 at some τ≥s0 is non continuable on the interval [s0;+∞).
In the assertions I) and II) of Theorem 4.1 the region of the initial values ϕ(t0),ϕ′(t0) (ψ(s0),aψ′(s0)) for which the solution ϕ(t) (ψ(s)) of Eq. (4.2) (of Eq. (4.7)) exists on the interval [t0;+∞) ([s0;+∞)) is describes by well - defined relationships, whereas from the assertion i) of Theorem* we can not see exactly for which initial conditions ψ(s0),aψ′(s0) (except the trivial case ψ(s0)=ψ′(s0)=0)
the solution ψ(s) of Eq. (4.7) exists on the interval [s0;+∞). From the assertion ii) of the theorem* it follows, that in the assertion II) of Theorem 4.1 the condition σ+n+1<0 can not be replaced by weaker condition σ+n+1≤0. In this sense theorem 3.3 (which implies II)) is sharp. From the assertion ii) of Theorem* and from (4.8) it follows, that in the assertion III) of Theorem 4.1 the condition ρ>max{1,σ+2} (nσ−1+1<1) can not be replaced by weaker condition ρ≥max{1,σ+2} (nσ−1+1≤1). In this sense Theorem 3.1 (which is used in proof of III)) is sharp.
Let λ(t),aμ(t) and ν(t) be continuous functions on the interval [t0;+∞)
and let $\lambda(t)>\
0,\phantom{a}\mu(t)\geq 0,\phantom{a}\nu(t)\geq 0,\phantom{a}t\geq t_{0}$.
Consider the following Van der Pol’s type equation (see [12]).
[TABLE]
Here p0(t;w)≡λ(t),aq0(t;w)≡μ(t)(w2−1),ar0(t;w)≡ν(t)
satisfy all of the conditions of Theorem 3.6.
Therefore, for each ϕ(0) and ϕ(1) the solution ϕ0(t) of Eq. (4.12), satisfying the initial value conditions: ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1),
exists on the interval [t0;+∞). We put:
[TABLE]
t≥t0,aε>0,aN=1.
It is not difficult to check, that if the following conditions hold:
[TABLE]
\mboxb∘). a for a 0<ε≤ε0
the equations
[TABLE]
are oscillatory,
then for Eq. (4.12) with (4.13) the conditions A3) - B3) of Theorem 3.5 hold.
Then due to Theorem 3.5 the solution ϕ0(t) either is oscillatory or is singular oscillatory of first kind. Since, it is evident, the functions
p0(t;w)≡λ(t),aq0(t;w)≡≡μ(t)(w2−1),ar0(t;w)≡ν(t) satisfy the conditions of Remark 1.1, the solution ϕ0(t), satisfying the initial value conditions ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1), is exactly one, and consequently, due to Remark 3.2 cannot be singular oscillatory of first kind. The obtained result we summarize in the following form.
Theorem 4.2. *Let λ(t)>0,aμ(t)≥0,aν(t)≥0 for t≥t0.
Then for each ϕ(0) and ϕ(1) the solution ϕ0(t) of Eq. (4.12), satisfying the initial value conditions:
ϕ0(t0)=ϕ(0),aϕ0′(t0)=ϕ(1),
exists on the interval [t0;+∞). Moreover if in addition the conditions \mboxa∘) and \mboxb∘) hold, then ϕ0(t) is oscillatory.*
Conclusion
We have used the Riccati equation method to investigate some classes of second order nonlinear ordinary differential equations. This method have made possible us to establish four new global existence criteria for the mentioned classes of equations. We have proved two new oscillatory criteria for them as well. These criteria were used to the Emden - Fowler equation, having applications in the astrophysics, and to the Wan der Pole type equation, which is applicable for studying the dynamics of dusty grain charge in dusty plasmas.
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