\documentclass[reqno]{amsart} \usepackage{hyperref} \usepackage{amssymb} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2011 (2011), No. 85, pp. 1--7.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2011 Texas State University - San Marcos.} \vspace{8mm}} \begin{document} \title[\hfilneg EJDE-2011/85\hfil Asymptotic behavior of solutions] {Asymptotic behavior of solutions to a class of linear non-autonomous neutral delay differential equations} \author[G. Chen\hfil EJDE-2011/85\hfilneg] {Guiling Chen} \address{Guiling Chen \newline Mathematical Institute, Leiden University, P.O. Box 9512, 2300 RA, Leiden, The Netherlands} \email{guiling@math.leidenuniv.nl} \thanks{Submitted May 24, 2011. Published June 29, 2011.} \subjclass[2000]{34K11, 34K40, 34K25} \keywords{Neutral delay differential equation; characteristic equation; \hfill\break\indent asymptotic behavior} \begin{abstract} We study a class of linear non-autonomous neutral delay differential equations, and establish a criterion for the asymptotic behavior of their solutions, by using the corresponding characteristic equation. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{remark}[theorem]{Remark} \newtheorem{example}[theorem]{Example} \section{Introduction} Let $\mathbb{C}$ be the complex numbers with norm $|\cdot|$. For $r\geq 0 $, let $\mathcal{C} = \mathcal{C}([-r,0],\mathbb{C})$ be the space of continuous functions taking $[-r,0]$ into $ \mathbb{C} $ with norm defined by $\|\varphi\|=\max_{-r\leq\theta\leq 0}|\varphi|$. A functional differential equation of neutral type, or shortly a neutral equation, is a system of the form \begin{equation}\label{e1.1} \frac{d}{dt}M x_t=L(t) x_t, \quad t\geqslant t_0\in\mathbb{R}, \end{equation} where $ x_t\in \mathcal{C}$ is defined by $x_t(\theta)=x(t+\theta)$, $ -r\leq\theta\leq 0 $, $M: {\mathcal{C}}\to \mathbb{C}$ is continuous, linear and atomic at zero, (see \cite[page 255]{HVL} for the concept of atomic at zero), \begin{equation}\label{e1.2} M\varphi=\varphi(0)-\int_{-r}^{0}\varphi(\theta)\,d\mu(\theta), \end{equation} where $\operatorname{Var}_{[s, 0]}\mu \to 0$, as $ s\to 0 $. For \eqref{e1.1}, $L(t)$ denote a family of bounded linear functionals on $\mathcal{C}$. By the Riesz representation theorem, for each $t\geqslant t_0$, there exists a complex valued function of bounded variation $\eta(t,\cdot)$ on $[-r,0]$, normalized so that $\eta(t,0)=0$ and $\eta(t,\cdot)$ is continuous from the left in $(-r,0)$ such that \begin{equation}\label{e1.3} L(t) \varphi = \int_{-r}^{0}\varphi(\theta)\,d_\theta\eta(t,\theta) . \end{equation} For any $ \varphi\in\mathcal{C}$, $ \sigma\in [t_0, \infty) $, a function $ x=x(\sigma, \varphi) $ defined on $[\sigma-r, \sigma+A) $ is said to be a solution of \eqref{e1.1} on $ (\sigma,\sigma+A)$ with initial $ \varphi $ at $ \sigma $ if $ x $ is continuous on $[\sigma-r, \sigma+A) $, $x_{\sigma}=\varphi $, $ M x_t $ is continuously differentiable on $ (\sigma,\sigma+A)$, and relation \eqref{e1.1} is satisfied on $ (\sigma,\sigma+A)$. For more information on this type of equations, see \cite{HVL}. The initial-value problem (IVP) is stated as \begin{equation}\label{e1.4} \begin{gathered} \frac{d}{dt} Mx_t=L(t) x_t \quad t\geqslant \sigma,\\ x_{\sigma}=\varphi. \end{gathered} \end{equation} For $ \mu=0 $ in \eqref{e1.2}, $ M\varphi=\varphi(0) $ and equation \eqref{e1.1} becomes the retarded functional differential equation \begin{equation}\label{e1.5} x'(t) = L(t) x_t. \end{equation} Consider the \textit{characteristic equation} associated with \eqref{e1.5}, \begin{equation}\label{e1.6} \lambda(t) = \int_0^r\exp\Big({-\int_{t-\theta}^t} \lambda(s)ds\Big)\,d_\theta \eta(t,\theta) \end{equation} which is obtained by looking for solutions to \eqref{e1.5} of the form \begin{equation}\label{e1.7} x(t) = \exp\Big[\int_{0}^t \lambda(s)\,ds\Big]. \end{equation} The solutions of \eqref{e1.6} are continuous functions $\lambda(\cdot)$ defined in $[t_0-r,\infty)$ which satisfy \eqref{e1.5}. Cuevas and Frasson \cite{CF} studied the asymptotic behavior of solutions of \eqref{e1.5} with initial condition $ x_{\sigma}=\varphi $, and obtained the following result. \begin{theorem}\label{thm1.1} Assume that $\lambda(t)$ is a solution of \eqref{e1.6} such that \[ \limsup_{t\to\infty} \int_0^r \theta |e^{-\int_{t-\theta}^t \lambda(s)ds}| d_\theta|\eta|(t,\theta) < 1. \] Then for each solution $x$ of \eqref{e1.5}, we have that the limit \[ \lim_{t\to\infty} x(t) e^{-\int_{t_0}^t \lambda(s)ds} \] exists, and \[ \lim_{t\to\infty} \Big[ x(t) e^{-\int_{t_0}^t \lambda(s)ds}\Big]' =0. \] Furthermore, \[ \lim_{t\to\infty} x'(t) e^{-\int_{t_0}^t \lambda(s)ds} = \lim_{t\to\infty} \lambda(t) x(t) e^{-\int_{t_0}^t \lambda(s)ds}, \] if $ \lim_{t\to\infty} \lambda(t) x(t) e^{-\int_{t_0}^t \lambda(s)ds} $ exists. \end{theorem} Motivated by the work in \cite{CF}, we provide a generalization of \cite{CF}, and consider the asymptotic behavior of solutions to \eqref{e1.4}. The method for the proving our main result is similar to the one in \cite{CF, DixPP06}. In Section 2, we state the main results. In Section 3, some examples will be shown as applications of the main results of this paper. \section{Main results} For equation \eqref{e1.1}, the characteristic equation is \begin{equation}\label{e2.1} \lambda(t) = \int_{-r}^{0} d\mu(\theta)\lambda(t+\theta) \exp\Big({-\int_{t+\theta}^t} \lambda(s)ds\Big)+\int_{-r}^{0} d_\theta \eta(t,\theta) \exp\Big({-\int_{t+\theta}^t} \lambda(s)ds\Big), \end{equation} which is obtained by looking for solutions of \eqref{e1.1} of the form \eqref{e1.7} and the solutions of \eqref{e2.1} are continuous functions defined in $ [\sigma-r, \infty) $ satisfying \eqref{e2.1}. For autonomous neutral functional differential equations (NFDEs), the constant solutions of \eqref{e2.1} are the roots of the so called characteristic equation, for detailed discussion of this type, refer to \cite{M, MVL, HVL}. \begin{theorem}\label{thm2.1} Assume that $\lambda(t)$ is a solution of \eqref{e2.1} such that \begin{equation} \label{e2.2} \limsup_{t\to \infty}\chi_{\lambda, t}< 1, \end{equation} where \begin{align*} \chi_{\lambda, t} &=\int_{-r}^{0} |e^{-\int_{t+\theta}^t \lambda(s)\,ds}|\, d|\mu|(\theta)\\ &\quad + \int_{-r}^{0}(-\theta)|e^{-\int_{t+\theta}^t \lambda(s)\,ds}| \Big(|\lambda(t+\theta)|\,d|\mu|(\theta) +\,d_\theta|\eta|(t,\theta)\Big). \end{align*} Then for each solution $x$ of \eqref{e1.4}, we have that the limit \begin{equation} \label{e2.3} \lim_{t\to\infty} x(t) e^{-\int_{t_0}^t \lambda(s)\,ds} \end{equation} exists, and \begin{equation} \label{e2.4} \lim_{t\to\infty} \Big[ x(t) e^{-\int_{t_0}^t \lambda(s)\,ds}\Big]' = 0. \end{equation} Furthermore, \begin{equation} \label{e2.5} \lim_{t\to\infty} x'(t) e^{-\int_{t_0}^t \lambda(s)\,ds} = \lim_{t\to\infty} \lambda(t) x(t) e^{-\int_{t_0}^t \lambda(s)\,ds} \end{equation} if the limit in the right-hand side exists. \end{theorem} \begin{proof} From \eqref{e2.2}, there exists $ t_{1}\geq t_{0} $, such that \[ \sup_{t\geq t_{1}}\chi_{\lambda, t}< 1. \] Hence without loss of generality, we assume that $t_{0}=0 $ and define \[ \Gamma_{\lambda}:=\sup_{t\geq 0}\chi_{\lambda, t}< 1. \] For solutions $ x $ of \eqref{e1.4}, we set \[ y(t) = x(t) e^{-\int_{0}^t \lambda(s)\,ds}, \quad t\geqslant -r. \] Then \eqref{e1.4} becomes \begin{equation} \begin{aligned} & y'(t)+\lambda(t)y(t)-\int_{-r}^{0}\,d\mu(\theta)y'(t+\theta)e^{-\int_{t+\theta}^t \lambda(s)\,ds} \\ =&\int_{-r}^{0}y(t+\theta)e^{-\int_{t+\theta}^t \lambda(s)\,ds}\Big(\lambda(t+\theta)\,d\mu(\theta)+\,d_\theta \eta(t,\theta)\Big) \label{e2.6} \end{aligned} \end{equation} and the initial condition is equivalent to \begin{equation}\label{e2.7} y(t)=\varphi(t)e^{-\int_{0}^t \lambda(s)\,ds}, \quad -r\leq t\leq 0. \end{equation} Combining \eqref{e2.7} with \eqref{e2.1}, for $ t\geq -r $, we have \begin{equation} \begin{aligned} y'(t)&=\int_{-r}^{0}\,d\mu(\theta)y'(t+\theta)e^{-\int_{t+\theta}^t \lambda(s)\,ds} \\ &-\int_{-r}^{0}e^{-\int_{t+\theta}^t\lambda(s)\,ds}\int_{-r}^{0}y'(s)\,ds\Big(\lambda(t+\theta)\,d\mu(\theta)+\,d_\theta \eta(t,\theta)\Big). \label{e2.8} \end{aligned} \end{equation} From the definition of the solutions to \eqref{e1.4}, we know that $ y'(t) $ is continuous, Let \[ M_{\varphi, \lambda_{0}}=\max\{|\varphi'(t)e^{-\int_{0}^t \lambda(s)\,ds}-\lambda(t)\varphi(t)e^{-\int_{0}^t \lambda(s)\,ds}|:-r\leq t\leq 0 \}. \] We shall show that $M_{\varphi} $ is also a bound of $ y' $ on the whole interval $ [-r, \infty) $; i.e., \begin{equation}\label{e2.9} |y'(t)|\leq M_{\varphi, \lambda_{0}}, \quad t\geq -r. \end{equation} For this purpose, let us consider an arbitrary number $ \varepsilon >0 $. Then \begin{equation} \label{e2.10} |y'(t)|< M_{\varphi, \lambda_{0}} + \varepsilon \quad \text{for } t\geq -r. \end{equation} Indeed, in the opposite case, we suppose there exists a point $ t^*>0 $ such that \begin{equation} \label{e2.11} \begin{gathered} |y'(t)|< M_{\varphi, \lambda_{0}} + \varepsilon \quad\text{for } -r\leq t0 $, it follows that $ |y'(t)|\leq M_{\varphi, \lambda_{0}}$, for all $t\geq -r $. By using \eqref{e2.8} and \eqref{e2.9}, for $t\geq 0 $ we have \begin{equation} \begin{aligned} |y'(t)| &\leq\Big|\int_{-r}^{0}y'(t+\theta)e^{-\int_{t+\theta}^t \lambda(s)ds}\,d\mu(\theta)\Big| \\ &\quad +\Big|\int_{-r}^{0}e^{-\int_{t+\theta}^t\lambda(s)\,ds}\int_{-r}^{0}y'(s)\,ds \Big(\lambda(t+\theta)\,d\mu(\theta)+\,d_\theta \eta(t,\theta)\Big)\Big|\\ &\leq M_{\varphi, \lambda_{0}}\Big\{\int_{-r}^{0} |e^{-\int_{t+\theta}^t \lambda(s)\,ds}| \,d|\mu|(\theta)\\ &\quad + \int_{-r}^{0}(-\theta)|e^{-\int_{t+\theta}^t \lambda(s)\,ds}| \Big(|\lambda(t+\theta)|\,d|\mu|(\theta)+\,d_\theta|\eta|(t,\theta)\Big)\Big\}\\ &=M_{\varphi, \lambda_{0}}\Gamma_{\lambda}, \\ \label{e2.13} \end{aligned} \end{equation} which means, for $t\geq 0 $, \[ |y'(t)|\leq M_{\varphi, \lambda_{0}}\Gamma_{\lambda_{0}}. \] One can show by induction, that $y'(t) $ satisfies \begin{equation} \label{e2.14} |y'(t)|\leq M_{\varphi, \lambda_{0}}(\Gamma_{\lambda})^{n} \quad\text{for } t \geq nr-r,\quad (n=0,1,2,3,\dots). \end{equation} Since $0\leq \chi_{\lambda, t}< 1$, it follows that $ y'(t) $ tends to zero as $ t\to \infty $. So we proved \eqref{e2.4}. In the following, we will show \eqref{e2.3} holds. To prove that $ \lim_{t\to \infty}y(t) $ exists, we consider \eqref{e2.14}. For an arbitrary $ t\geq 0 $, we set $ n=[t/r]+1 $ (the greatest integer less than or equal to $ t/r+1 $), then from $ n=[t/r]+1\leq t/r+1\leq[t/r]+2=n+1 $, we have $t/r\leq n$. From \eqref{e2.14}, \begin{equation} \label{e2.15} |y'(t)|\leq M_{\varphi, \lambda_{0}}(\Gamma_{\lambda})^{n} \leq M_{\varphi, \lambda_{0}}(\Gamma_{\lambda})^{t/r}\quad\text{for } t \geq nr-r. \end{equation} Now we use the Cauchy convergence criterion, for $ t>T\geq 0$, from \eqref{e2.15}, we have \begin{equation} \begin{aligned} |y(t)-y(T)| &\leq \int_{T}^{t}|y'(s)|\,ds\leq \int_{T}^{t}M_{\varphi, \lambda_{0}}(\Gamma_{\lambda})^{s/r}\,ds\\ &=M_{\varphi, \lambda_{0}}\frac{r}{\ln\Gamma_{\lambda}}\Big[(\Gamma_{\lambda})^{s/r}\Big]_{s=T}^{s=t}\\ &=M_{\varphi, \lambda_{0}}\frac{r}{\ln\Gamma_{\lambda}}\Big[(\Gamma_{\lambda})^{t/r}-(\Gamma_{\lambda})^{T/r}\Big]. \end{aligned} \label{e2.16} \end{equation} Let $ T\to \infty $, we have $ t\to \infty $, and by \eqref{e2.16}, we have \[ M_{\varphi, \lambda}\frac{r}{\ln\Gamma_{\lambda}} \Big[(\Gamma_{\lambda})^{t/r}-(\Gamma_{\lambda})^{T/r}\Big]\to 0; \] and $ \lim_{T\to \infty}|y(t)-y(T)|=0 $. The Cauchy convergence criterion implies the existence of $\lim_{t\to \infty} y(t) $. We obtain \eqref{e2.5} by a straight forward application of \eqref{e2.4}. \end{proof} \begin{remark}\label{rem2.1} \rm Under the conditions of Theorem \ref{thm2.1}, a solution of \eqref{e1.4} can not grow faster than the exponential function; i.e., there exists a constant $ M>0 $, such that \begin{equation} \label{e2.17} |x(t)|\leq M e^{\int_{0}^t \lambda(s)\,ds}, \quad\text{for } t\geq 0. \end{equation} From \eqref{e2.17}, it is not difficult to show that: \begin{itemize} \item Every solution of \eqref{e1.4} is bounded if and only if $\limsup_{t\to \infty}\int_{0}^t \lambda(s)\,ds<\infty$; \item Every solution of \eqref{e1.4} tends to zero if and only if $\limsup_{t\to \infty}\int_{0}^t \lambda(s)\,ds\to -\infty$. \end{itemize} \end{remark} \begin{remark} \label{rem2.2} \rm If the characteristic equation \eqref{e2.1} has a constant solution $ \lambda(t)=\lambda_{0} $, then from Theorem \ref{thm2.1}, $\lim_{t\to \infty}x(t)e^{-\lambda_{0}t}$ exists. \end{remark} \section{Examples} \begin{example}\label{exmp3.1}\rm Consider the linear differential equation with distributed delay \begin{equation} \label{e3.1} x'(t)-\frac{1}{2}x'(t-1) = \int_{-1}^0 \frac{x(t+\theta)}{2(t+\theta)}\,d\theta,\quad t>1. \end{equation} This equation can be written in the form \eqref{e1.1} by setting $ \mu(\theta)=-1/2 $ for $ \theta\leq -1 $, $ \mu(\theta)=0$ for $ \theta >-1 $, $\eta(t,\theta) = \ln t + \frac{1}{2}\ln(t+\theta)$ for $t>1$ and $\theta\in[-1,0]$. Since both $\theta\mapsto \eta(t,\theta)$ and $\theta\mapsto \mu(\theta)$ are increasing functions, $|\mu|=\mu, |\eta| = \eta$. The characteristic equation associated with \eqref{e3.1} is \begin{equation}\label{e3.2} \lambda(t) = \frac{\lambda(t-1)}{2}\exp\Big[{-\int_{t-1}^t} \lambda(s)\,ds\Big]+ \int_{-1}^0 \frac{1}{2(t+\theta)} \exp\Big[{-\int_{t+\theta}^t} \lambda(s)\,ds\Big] \,d\theta, \end{equation} which has a solution \begin{equation} \label{eq:lambda ex distrib} \lambda(t) = 1/t. \end{equation} For this $\lambda(t)$ and for $t>1$, using the expression of $ \chi_{\lambda, t} $, we have \[ \frac{1}{2}\big(1-\frac{1}{t}\big)+\frac{1}{4t}+ \int_{-1}^0 \frac{-\theta}{2(t+\theta)} \exp\Big[{-\int_{t+\theta}^t} \frac{ds}{s}\Big]\, d\theta =\frac{1}{2}<1\quad \text{as } t\to\infty. \] Hence the hypothesis \eqref{e2.2} of Theorem \ref{thm2.1} is fulfilled. So we obtain that \begin{equation} \label{eq:ex var distrib - resultados teo} \lim_{t\to\infty} \frac{x(t)}{t}\text{ exists},\quad \lim_{t\to\infty} \Big[\frac{x(t)}{t}\Big]' =0\quad \text{and}\quad \lim_{t\to\infty} \frac{x'(t)}{t} =0. \end{equation} \end{example} \begin{example}\label{exmp3.2} \rm Consider the equation with variable delay \begin{equation} \label{e3.5} x'(t)-\frac{2}{3}x'(t-1)= \frac{x(t-\tau(t))}{3(t+c-\tau(t))}, \quad t\geqslant t_0. \end{equation} where $c\in\mathbb{R}$ and $\tau:[0,\infty)\to [-1,0]$ is a continuous function such that $t+c-\tau(t)>0$ for $ t\geqslant t_0$. Equation \eqref{e3.5} can be written in the form \eqref{e1.1} by letting $ \mu(\theta)=-2/3$ for $ \theta\leq -1 $, $ \mu(\theta)=0$ for $ \theta >-1 $, $\eta(t,\theta)=0$ for $\theta<\tau(t)$, $\eta(t,\theta)=(t+c-\tau(t))/3$ for $\theta\geqslant\tau(t)$. Since both $\theta\mapsto \eta(t,\theta)$ and $\theta\mapsto \mu(\theta)$ are increasing functions, we have that $|\mu|=\mu, |\eta| = \eta$. The characteristic equation associated with \eqref{e3.5} is \begin{equation}\label{e3.6} \lambda(t) = \frac{2\lambda(t-1)}{3}\exp\Big[{-\int_{t-1}^t} \lambda(s)ds\Big]+ \frac{1}{3(t+c-\tau(t))} \exp\Big[{-\int_{t-\tau(t)}^t} \lambda(s)ds\Big] \end{equation} and we have that a solution of \eqref{e3.6} is \begin{equation}\label{e3.7} \lambda(t) = \frac{1}{t+c}. \end{equation} For \eqref{e3.7}, the left hand side of~\eqref{e2.2} reads as \begin{align*} &\limsup_{t\to\infty}\Big[\frac{2}{3}\Big(1-\frac{1}{t+c}\Big) +\frac{1}{6(t+c)}+\int_{-1}^0 (-\theta) |e^{-\int_{t-\theta}^t \lambda(s)ds}| d_\theta|\eta|(t,\theta)\Big]\\ &=\limsup_{t\to\infty} \Big[\frac{2}{3}-\frac{\tau(t)}{3(t+c)}\Big]=\frac{2}{3}<1. \end{align*} and hence hypothesis \eqref{e2.2} of Theorem \ref{thm2.1} is fulfilled and therefore, for all solutions $x(t)$ of \eqref{e3.5}, we have that \begin{equation}\label{e3.8} \lim_{t\to\infty} \frac{x(t)}{t+c}\text{ exists, and } \lim_{t\to\infty} \Big[\frac{x(t)}{t+c}\Big]' =0. \end{equation} Manipulating further the limits in \eqref{e3.5}, we are able to establish that $x(t) = O(t)$ and $x'(t) =o(t)$ as $t\to\infty$. \end{example} \subsection*{Acknowledgements} I express my thanks to my supervisors Sjoerd Verduyn Lunel and Onno van Gaans who have provided me with valuable guidance in every stage of my research. 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