Research Article Exponential Stability of Impulsive Delay Differential Equations

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Hindawi Publishing Corporation
Abstract and Applied Analysis
Volume 2013, Article ID 938027, 6 pages
http://dx.doi.org/10.1155/2013/938027
Research Article
Exponential Stability of Impulsive Delay Differential Equations
G. L. Zhang, M. H. Song, and M. Z. Liu
Department of Mathematics, Harbin Institute of Technology, Harbin 150001, China
Correspondence should be addressed to M. H. Song; songmh@lsec.cc.ac.cn
Received 8 September 2012; Revised 3 January 2013; Accepted 8 January 2013
Academic Editor: Xinan Hao
Copyright © 2013 G. L. Zhang et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The main objective of this paper is to further investigate the exponential stability of a class of impulsive delay differential equations.
Several new criteria for the exponential stability are analytically established based on Razumikhin techniques. Some sufficient
conditions, under which a class of linear impulsive delay differential equations are exponentially stable, are also given. An Euler
method is applied to this kind of equations and it is shown that the exponential stability is preserved by the numerical process.
1. Introduction
Impulsive differential equations arise widely in the study of
medicine, biology, economics, engineering, and so forth. In
recent years, theory of impulsive differential delay equations
(IDDEs) has been an object of active research (see [1–18]
and references therein). The results about the existence and
uniqueness of IDDEs have been studied in [2, 7]. The stability
of IDDEs has attracted increasing interest in both theoretical
research and practical applications (see [1, 3, 5–18] and
references therein). In particular, special attention has been
focused on exponential stability of IDDEs (see [1, 3, 8, 9, 15])
because it has played an important role in many areas.
There is a little work done on exponential stability for
IDDEs by the Lyapunov-Razumikhin method. Wang and Liu
[15] have extended Lyapunov-Razumikhin method to IDDEs
and established some exponential stability criteria. In this
paper we restrict the length of each impulsive interval instead
of some conditions in [15]. As a result, several new criteria on
exponential stability are analytically derived.
There are a few papers on numerical methods of impulsive differential equations. In [19], Covachev et al. obtained a
convergent difference approximation for a nonlinear impulsive ordinary system in a Banach space. In [20, 21], the
authors studied the stability of Runge-Kutta methods for
linear impulsive ordinary differential equations. In [4], Ding
et al. studied the convergence property of an Euler method
for IDDEs. In [18], asymptotic stability of numerical solutions
and exact solutions of a class of linear IDDEs was studied
by the property of DDEs without impulsive perturbations.
The convergence of the numerical methods for this kind of
equations was studied. In this paper, we study exponential
stability of the numerical solutions of linear IDDEs.
The rest of the paper is organized as follows. In Section 2,
we obtained two criteria on exponential stability for IDDEs
by the Lyapunov-Razumikhin method. The results obtained
are applied to a class of linear IDDEs. In the last section, we
prove that the Euler method for the linear IDDEs preserves
the analytic exponential stability.
2. Stability of Analytic Solutions
Consider the impulsive delay differential system
π‘₯σΈ€  (𝑑) = 𝑓 (𝑑, π‘₯𝑑 ) ,
Δπ‘₯ (𝑑) = πΌπ‘˜ (𝑑, π‘₯𝑑− ) ,
𝑑 ∈ [π‘‘π‘˜−1 , π‘‘π‘˜ ) , π‘˜ = 1, 2, 3, . . . ,
𝑑 = π‘‘π‘˜ , π‘˜ = 1, 2, 3, . . . ,
(1)
where 𝑓 : 𝑅+ × PC([−𝜏, 0], 𝑅𝑑 ) → 𝑅𝑑 ; πΌπ‘˜ : PC([−𝜏, 0], 𝑅𝑑 ) →
𝑅𝑑 ; 0 ≤ 𝑑0 < 𝑑1 < 𝑑2 < ⋅ ⋅ ⋅ < π‘‘π‘˜ < ⋅ ⋅ ⋅, with π‘‘π‘˜ → ∞ as π‘˜ →
∞; PC([−𝜏, 0], 𝑅𝑑 ) is a set of piecewise continuous functions
𝑔(𝑑) which have a finite number of points of discontinuity in
a finite interval and 𝑔(𝑑) = 𝑔(𝑑+ ) for all 𝑑. We assume that
𝑓(𝑑, 0) ≡ 0, πΌπ‘˜ (𝑑, 0) ≡ 0, so that π‘₯ ≡ 0 is a solution of (1) as
π‘₯𝑑0 = Φ ≡ 0, which we call the zero solution.
2
Abstract and Applied Analysis
Definition 1 (see [15]). A function 𝑉: 𝑅+ × π‘…π‘‘ → 𝑅+ is said
to belong to the class 𝑣0 if
(i) 𝑉 is continuous in each of the sets [π‘‘π‘˜−1 , π‘‘π‘˜ ) × π‘…π‘‘ and
for each π‘₯ ∈ 𝑅𝑑 , 𝑑 ∈ [π‘‘π‘˜−1 , π‘‘π‘˜ ), lim(𝑑,𝑦) → (π‘‘π‘˜− ,π‘₯) 𝑉(𝑑, 𝑦) =
𝑉(π‘‘π‘˜− , π‘₯) exists, π‘˜ = 1, 2, . . .;
(ii) 𝑉(𝑑, π‘₯) is locally Lipschitzian in all π‘₯ ∈ 𝑅𝑑 , and for all
𝑑 ≥ 𝑑0 , 𝑉(𝑑, 0) ≡ 0.
Definition 2 (see [15]). Given a function 𝑉: 𝑅+ × π‘…π‘‘ → 𝑅+ ,
the upper right-hand derivative of 𝑉 with respect to system
(1) is defined by
𝐷+ 𝑉 (𝑑, Ψ(0))
1
= lim sup [𝑉 (𝑑 + β„Ž, Ψ (0) + β„Žπ‘“ (𝑑, Ψ)) − 𝑉 (𝑑, Ψ (0))] ,
β„Ž → 0+ β„Ž
(2)
for (𝑑, Ψ) ∈ 𝑅+ × PC([−𝜏, 0], 𝑅𝑑 ).
Definition 3 (see [15]). The zero solution of (1) is said to be
exponentially stable, if there exist constants πœ† > 0 and 𝑀 ≥ 1,
such that for any initial data π‘₯𝑑0 = Φ ∈ PC([−𝜏, 0], 𝑅𝑑 ),
σ΅„©σ΅„©
σ΅„©
−πœ†(𝑑−𝑑0 )
(3)
,
𝑑 ≥ 𝑑0 .
σ΅„©σ΅„©π‘₯ (𝑑, 𝑑0 , Φ)σ΅„©σ΅„©σ΅„© ≤ 𝑀‖Φβ€–πœ 𝑒
Theorem 4. Assume that there exist a function 𝑉 ∈ 𝑣0 ;
constants π‘‘π‘˜ > −1, π‘˜ = 1, 2, . . .; positive constants 𝐢1 , 𝐢2 , πœ†, 𝑙1 ;
and a function π‘š(𝑑) ∈ 𝑃𝐢([𝑑0 −𝜏, ∞), 𝑅+ ) with inf 𝑑≥𝑑0 −𝜏 π‘š(𝑑) ≥
πœ†, such that for any Ψ(𝑑) ∈ 𝑃𝐢([−𝜏, 0], 𝑅𝑑 ) with Ψ(0− ) = Ψ(0)
the following conditions hold:
Remark 5. Theorem 3.1 in [15] requires that 𝑑𝑖 ≥ 0, and
∑∞
𝑖=0 𝑑𝑖 < ∞, which implies limπ‘˜ → ∞ π‘‘π‘˜ = 0. In our
Theorem 4, we require π‘‘π‘˜ − π‘‘π‘˜−1 ≥ 𝑙1 for π‘˜ = 1, 2, . . .,
and supπ‘˜ {1 + π‘‘π‘˜ } < π‘’πœ†π‘™1 instead. This means that the
impulsive effects are bounded instead of tending to zero (see
Example 13).
Theorem 6. Assume that there exist a function 𝑉 ∈ 𝑣0 ;
constants π‘‘π‘˜ ∈ (−1, 0), π‘˜ = 1, 2, . . .; positive constants 𝑙1 , 𝑙2 ,
𝐢1 , 𝐢2 , πœ†; and a function π‘š(𝑑) ∈ PC([𝑑0 − 𝜏, ∞), 𝑅+ ) with
sup𝑑≥𝑑0 −𝜏 π‘š(𝑑) ≤ πœ†, such that for any Ψ(𝑑) ∈ PC([−𝜏, 0], 𝑅𝑑 )
with Ψ(0− ) = Ψ(0), the following conditions hold:
(i) 𝐢1 β€–π‘₯β€– ≤ 𝑉(𝑑, π‘₯) ≤ 𝐢2 β€–π‘₯β€– for all 𝑑 ∈ 𝑅+ , π‘₯ ∈ 𝑅𝑑 ;
(ii) 𝐷+ 𝑉(𝑑, Ψ(0)) ≤ π‘š(𝑑)𝑉(𝑑, Ψ(0)) for all 𝑑 ∈ [π‘‘π‘˜ , π‘‘π‘˜+1 ),
π‘˜ = 1, 2, . . ., whenever 𝑉(𝑑, Ψ(0)) ≥ 𝛾𝑉(𝑑 + 𝑠, Ψ(𝑠))
for 𝑠 ∈ [−𝜏, 0], where 𝛾 is a constant and 0 < 𝛾 <
π‘ž
𝐻2 , 𝐻2 = inf π‘˜ {1 + π‘‘π‘˜ } and π‘ž is the smallest integer
larger than or equal to 𝜏/𝑙1 ;
(iii) 𝑉(π‘‘π‘˜ , Ψ(0) + πΌπ‘˜ (π‘‘π‘˜ , Ψ)) ≤ (1 + π‘‘π‘˜ )𝑉(π‘‘π‘˜− , Ψ(0)), π‘˜ =
1, 2, . . .;
(iv) 𝑙1 ≤ π‘‘π‘˜ − π‘‘π‘˜−1 ≤ 𝑙2 for π‘˜ = 1, 2, . . ., and 0 < 𝐻2 ≤ 𝐻1 <
𝑒−πœ†π‘™2 , where 𝐻1 = supπ‘˜ {1 + π‘‘π‘˜ }, 𝐻2 = inf π‘˜ {1 + π‘‘π‘˜ }.
Then the zero solution of (1) is exponentially stable.
Proof. Let π‘₯(𝑑) = π‘₯(𝑑, 𝑑0 , Φ) be the solution of system (1) and
𝑉(𝑑) = 𝑉(𝑑, π‘₯(𝑑)). We will prove
(i) 𝐢1 β€–π‘₯β€– ≤ 𝑉(𝑑, π‘₯) ≤ 𝐢2 β€–π‘₯β€– for all 𝑑 ∈ 𝑅+ , π‘₯ ∈ 𝑅𝑑 ;
(ii) 𝐷+ 𝑉(𝑑, Ψ(0)) ≤ −π‘š(𝑑)𝑉(𝑑, Ψ(0)) for all 𝑑 ∈ [π‘‘π‘˜ , π‘‘π‘˜+1 ),
π‘˜
𝑑
whenever 𝑉(𝑑, Ψ(0)) ≥ 𝑉(𝑑 + 𝑠, Ψ(𝑠))𝑒− ∫𝑑−𝜏 π‘š(𝑠)𝑑𝑠 for 𝑠 ∈
[−𝜏, 0];
(iii) 𝑉(π‘‘π‘˜ , Ψ(0) + πΌπ‘˜ (π‘‘π‘˜ , Ψ(0))) ≤ (1 + π‘‘π‘˜ )𝑉(π‘‘π‘˜− , Ψ(0)) for
π‘˜ = 1, 2, . . .;
(iv) π‘‘π‘˜ − π‘‘π‘˜−1 ≥ 𝑙1 for π‘˜ = 1, 2, . . ., and −πœ†π‘™1 + ln 𝐻1 < 0,
where 𝐻1 = supπ‘˜ {1 + π‘‘π‘˜ }.
Then the zero solution of (1) is exponentially stable.
Proof. Similar to the proof of Theorem 3.1 in [15], we obtain
that
π‘˜
𝑑
− ∫𝑑 π‘š(𝑠)𝑑𝑠
𝑉 (𝑑, π‘₯) ≤ 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒
0
,
𝑖=1
(4)
𝑑 ∈ [π‘‘π‘˜ , π‘‘π‘˜+1 ) , π‘˜ = 1, 2, . . . .
Since −πœ†π‘™1 + ln 𝐻1 < 0, there exists 𝛼 such that 0 < 𝛼 < πœ† and
−(πœ† − 𝛼)𝑙1 + ln 𝐻1 < 0. So
𝐢1 β€–π‘₯β€– ≤ 𝑉 (𝑑, π‘₯) ≤ 𝐢2 𝐻1π‘˜ β€–Φβ€–πœ 𝑒−πœ†(𝑑−𝑑0 )
≤ 𝐢2 β€–Φβ€–πœ 𝑒−πœ†(𝑑−𝑑0 )+π‘˜ ln 𝐻1
< 𝐢2 β€–Φβ€–πœ 𝑒−πœ†(𝑑−𝑑0 )+(πœ†−𝛼)π‘˜π‘™1 ≤ 𝐢2 β€–Φβ€–πœ 𝑒−𝛼(𝑑−𝑑0 ) .
Hence the zero solution of (1) is exponentially stable.
(5)
𝑑
∫ π‘š(𝑠)𝑑𝑠
𝑉 (𝑑) ≤ 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
,
𝑖=1
(6)
𝑑 ∈ [π‘‘π‘˜ , π‘‘π‘˜+1 ) , π‘˜ = 1, 2, . . . .
Let
π‘˜
𝑑
∫ π‘š(𝑠)𝑑𝑠
{
{
,
𝑉 (𝑑) − 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
{
{
𝑖=1
{
{
{
{
{
{
𝑑 ∈ [π‘‘π‘˜ , π‘‘π‘˜+1 ) , π‘˜ = 1, 2, . . . ,
{
𝑄 (𝑑) = {
{
𝑑
{
∫𝑑 π‘š(𝑠)𝑑𝑠
{
{
0
𝑉
−
𝐢
𝑒
, 𝑑 ∈ [𝑑0 , 𝑑1 ) ,
(𝑑)
β€–Φβ€–
{
2
𝜏
{
{
{
{
{
{𝑉 (𝑑) − 𝐢2 β€–Φβ€–πœ , 𝑑 ∈ [𝑑0 − 𝜏, 𝑑0 ] .
(7)
We need to show that 𝑄(𝑑) ≤ 0 for all 𝑑 ≥ 𝑑0 . It is clear that
𝑄(𝑑) ≤ 0 for 𝑑 ∈ [𝑑0 − 𝜏, 𝑑0 ], since 𝑄(𝑑) = 𝑉(𝑑) − 𝐢2 β€–Φβ€–πœ ≤ 0
by condition (i).
Next we shall show 𝑄(𝑑) ≤ 0, for 𝑑 ∈ [𝑑0 , 𝑑1 ). Suppose
this is not true. Then there is a 𝑑∗ such that 𝑑∗ ≤ inf{𝑑 ∈
[𝑑0 , 𝑑1 ), 𝑄(𝑑) > 0}, 𝑄(𝑑∗ ) ≤ 0, 𝑄(𝑑∗ ) ≥ (𝛾 − 1)𝐢2 β€–Φβ€–πœ , and
𝐷+ 𝑄 (𝑑∗ ) > 0.
(8)
Abstract and Applied Analysis
3
∫
𝑑∗
Note that 𝑉(𝑑∗ ) = 𝑄(𝑑∗ ) + 𝐢2 β€–Φβ€–πœ 𝑒 𝑑0
𝑑∗
∫𝑑
0
π‘š(𝜎)π‘‘πœŽ
. Then 𝑉(𝑑∗ +
𝑑∗
∫𝑑
0
π‘š(𝜎)π‘‘πœŽ
π‘š(𝜎)π‘‘πœŽ
𝑠) ≤ 𝐢2 β€–Φβ€–πœ 𝑒
≤ 𝛾−1 (𝑄(𝑑∗ ) + 𝐢2 β€–Φβ€–πœ 𝑒
) =
−1
∗
+
∗
𝛾 𝑉(𝑑 ) for 𝑠 ∈ [−𝜏, 0]. By condition (ii), 𝐷 𝑉(𝑑 ) ≤
π‘š(𝑑∗ )𝑉(𝑑∗ ). So
+
∗
+
∗
)
(9)
π‘š
𝑑∗
∫
π‘š(𝑠)𝑑𝑠
)
= 0,
(13)
which contradicts (11). Hence 𝑄(𝑑) ≤ 0 for all 𝑑 ∈ [π‘‘π‘š , π‘‘π‘š+1 ).
By induction, 𝑄(𝑑) ≤ 0 for all 𝑑 ≥ 𝑑0 . In view of π‘š(𝑑) ≤ πœ† for
all 𝑑 ≥ 𝑑0 − 𝜏, we obtain
= 0,
which contradicts (8). Hence 𝑄(𝑑) ≤ 0, for all 𝑑 ∈ [𝑑0 , 𝑑1 ).
Assume that 𝑄(𝑑) ≤ 0, for 𝑑 ∈ [𝑑0 , π‘‘π‘š ), π‘š ≥ 1. We shall
show that 𝑄(𝑑) ≤ 0, for 𝑑 ∈ [𝑑0 , π‘‘π‘š+1 ). Obviously, by condition
(iii)
π‘š
𝑑
𝑖=1
π‘š
π‘˜
𝑑
∫ π‘š(𝑠)𝑑𝑠
𝑉 (𝑑) ≤ 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
𝑖=1
𝑑
∫ π‘š(𝑠)𝑑𝑠
≤ 𝐢2 β€–Φβ€–πœ 𝐻1π‘˜ 𝑒 𝑑0
𝑑
∫𝑑 π‘š
0
−
≤ (1 + π‘‘π‘š ) 𝑉 (π‘‘π‘š
) − 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒
π‘š(𝑠)𝑑𝑠
𝑖=1
for 𝑑 ∈ [π‘‘π‘˜ , π‘‘π‘˜+1 ), π‘˜ = 1, 2, . . .. Since 𝐻1 < 𝑒−πœ†π‘™2 , there exists 𝛼
such that 0 < 𝛼 < πœ† and πœ†π‘™2 + ln 𝐻2 < −𝛼𝑙2 . By condition (i)
𝐢1 β€–π‘₯β€– ≤ 𝑉 (𝑑, π‘₯)
−
π‘‘π‘š ) 𝑄 (π‘‘π‘š
)
≤ 𝐢2 𝐻1π‘˜ β€–Φβ€–πœ π‘’πœ†(𝑑−𝑑0 ) ≤ 𝐢2 β€–Φβ€–πœ π‘’πœ†(𝑑−𝑑0 )+π‘˜ ln 𝐻1
≤ 0.
(10)
Suppose that there exists a 𝑑 such that 𝑑 ∈ [π‘‘π‘š , π‘‘π‘š+1 ) and
𝑄(𝑑) > 0. There is a 𝑑∗ such that 𝑑∗ ≤ inf{𝑑 ∈ [π‘‘π‘š , π‘‘π‘š +
−π‘ž
1), 𝑄(𝑑) > 0}, 𝑄(𝑑∗ ) ≤ 0, 𝑄(𝑑∗ ) ≥ (𝛾𝐻2 − 1)𝐢2 ∏π‘š
𝑖=1 (1 +
𝑑𝑖 )β€–Φβ€–πœ , and
𝐷+ 𝑄 (𝑑∗ ) > 0.
(11)
𝑑∗
∫
𝑑0
Since 𝑉(𝑑∗ ) = 𝑄(𝑑∗ ) + 𝐢2 ∏π‘š
𝑖=1 (1 + 𝑑𝑖 )β€–Φβ€–πœ 𝑒
for any 𝑠 ∈ [−𝜏, 0], we have
π‘š−π‘ž
π‘š(𝑠)𝑑𝑠
𝑑∗ +𝑠
∫𝑑
0
𝑉 (𝑑∗ + 𝑠) ≤ 𝑄 (𝑑∗ + 𝑠) + 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒
, then
π‘š(𝜎)π‘‘πœŽ
𝑑∗
∫
≤ 𝐻2 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
Remark 7. Theorem 6 says that the delay differential equation
is unstable and the suitable impulse effects are given, then
it will become stable (see Example 14). Compared with the
Theorem 3.1 in [16], we do not require that 𝜏 ≤ π‘‘π‘˜ − π‘‘π‘˜−1 . For
example, by Theorem 6 we know that the zero solution of the
following system is exponentially stable:
1
1
π‘₯σΈ€  (𝑑) = π‘₯ (𝑑) + π‘₯ (𝑑 − 1) ,
2
8
π‘‘π‘˜ =
π‘˜
, π‘˜ = 1, 2, . . . ,
2
(16)
π‘˜
, π‘˜ = 1, 2, . . . .
2
In the following we consider
𝑖=1
π‘š
where 𝑀 = 𝐢2 𝑒(πœ†+𝛼)𝑙2 . Hence the zero solution of (1) is
exponentially stable.
1
π‘₯ (π‘‘π‘˜ ) = π‘₯ (π‘‘π‘˜− ) ,
3
π‘š(𝜎)π‘‘πœŽ
(15)
≤ 𝐢2 β€–Φβ€–πœ π‘’πœ†(𝑑−𝑑0 )−(πœ†+𝛼)π‘˜π‘™2 ≤ 𝑀‖Φβ€–πœ 𝑒−𝛼(𝑑−𝑑0 ) ,
𝑑 ≥ 0, 𝑑 =ΜΈ π‘‘π‘˜ , π‘‘π‘˜ =
𝑖=1
π‘š
(14)
≤ 𝐢2 𝐻1π‘˜ β€–Φβ€–πœ π‘’πœ†(𝑑−𝑑0 ) ,
∫ π‘š π‘š(𝑠)𝑑𝑠
𝑄 (π‘‘π‘š ) = 𝑉 (π‘‘π‘š ) − 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
−π‘ž
π‘š(𝑠)𝑑𝑠
𝑖=1
= π‘š (𝑑∗ ) 𝑄 (𝑑∗ )
= (1 +
𝑑∗
= π‘š (𝑑∗ ) 𝑄 (𝑑∗ )
π‘š(𝑠)𝑑𝑠
≤ π‘š (𝑑∗ ) (𝑉 (𝑑∗ ) − 𝐢2 β€–Φβ€–πœ 𝑒
∫
𝑖=1
π‘š(𝑠)𝑑𝑠
𝐷 𝑄 (𝑑 ) = 𝐷 𝑉 (𝑑 ) − π‘š (𝑑 ) 𝐢2 β€–Φβ€–πœ 𝑒
𝑑∗
∫𝑑
0
π‘š
𝐷+ 𝑄 (𝑑∗ ) = 𝐷+ 𝑉 (𝑑∗ ) + π‘š (𝑑∗ ) 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
≤ π‘š (𝑑∗ ) (𝑉 (𝑑∗ ) − 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒 𝑑0
𝑑∗
∫𝑑
0
∗
Thus by condition (ii), 𝐷+ 𝑉(𝑑∗ ) ≤ π‘š(𝑑∗ )𝑉(𝑑∗ ), then
𝑑∗
∫𝑑
0
≤ 𝛾−1 (𝑄 (𝑑∗ ) + 𝐢2 ∏ (1 + 𝑑𝑖 ) β€–Φβ€–πœ 𝑒
π‘š(𝜎)π‘‘πœŽ
π‘₯σΈ€  (𝑑) = π‘Žπ‘₯ (𝑑) + 𝑏π‘₯ (𝑑 − 𝜏) ,
)
𝑖=1
𝑑 ≥ 0, 𝑑 ∈ [(π‘˜ − 1) 𝜏, π‘˜πœ) π‘˜ = 1, 2, . . . ,
π‘₯ (π‘‘π‘˜ ) = (1 + π‘π‘˜ ) π‘₯ (π‘‘π‘˜− ) ,
≤ 𝛾−1 𝑉 (𝑑∗ ) .
(12)
π‘‘π‘˜ = π‘˜πœ, π‘˜ = 1, 2, . . . ,
where 𝜏 > 0, and π‘‘π‘˜ , π‘Ž, 𝑏 ∈ 𝑅 are constants.
(17)
4
Abstract and Applied Analysis
Theorem 8. Assume that π‘π‘˜ =ΜΈ − 1, π‘˜ = 1, 2, . . ., and there is a
constant πœ† > 0 such that π‘Ž + |𝑏|π‘’πœ†πœ ≤ −πœ† and 0 < 𝐻1 < π‘’πœ†πœ ,
where 𝐻1 = supπ‘˜ {|1 + π‘π‘˜ |}. Then the zero solution of (17) is
exponentially stable.
where β„Ž = 𝜏/π‘š. Let 𝑛 = π‘˜π‘š + 𝑙, then π‘₯𝑛 = π‘₯π‘˜π‘š+𝑙 = π‘₯π‘˜,𝑙 is
an approximation for the exact solution π‘₯((π‘˜π‘š + 𝑙)β„Ž) for π‘˜ =
0, 1, 2, . . . , 𝑙 = 0, 1, 2, . . . , π‘š − 1, and π‘₯π‘˜,π‘š is an approximation
for π‘₯((π‘˜ + 1)𝜏− ).
Proof. Assume that 𝑉(π‘₯) = 𝑉(𝑑, π‘₯) = |π‘₯|.
Definition 10. The Euler method for (11) is said to be exponentially stable if there exist positive constants πœ†, 𝑀, and 𝑀1 ,
for any Φ ∈ PC([−𝜏, 0], 𝑅), such that β€–π‘₯𝑛 β€– ≤ 𝑀‖Φβ€–πœ 𝑒−π‘›πœ†β„Ž for
β„Ž = 𝜏/π‘š, π‘š ≥ 𝑀1 , and 𝑛 = 1, 2, . . ..
(i) Obviously, there exist 𝐢1 = 𝐢2 = 1, such that 𝐢1 |π‘₯| ≤
𝑉(π‘₯) ≤ 𝐢2 |π‘₯|.
(ii) Assume that π‘š(𝑑) = πœ† for all 𝑑 ≥ −𝜏. For any Ψ ∈
PC([−𝜏, 0], 𝑅), if
𝑑
− ∫𝑑−𝜏
𝑉 (𝑑, Ψ (0)) ≥ 𝑉 (𝑑 + 𝑠, Ψ (𝑠)) 𝑒
π‘š(𝑠)𝑑𝑠
= 𝑉 (𝑑 + 𝑠, Ψ (𝑠)) 𝑒−πœ†πœ ,
(18)
Theorem 11. Under the conditions of Theorem 8, the Euler
method for (17) is exponentially stable.
we have |Ψ(−𝜏)| ≤ π‘’πœ†πœ |Ψ(0)|. For 𝑠 ∈ [−𝜏, 0], we have
Proof. If π‘Ž < 0, then 𝑀1 = −π‘Žπœ. (i) If 𝐻1 > 1, we want to
prove that
𝐷+ 𝑉 (𝑑, Ψ (0)) ≤ π‘Ž |Ψ (0)| + |𝑏| |Ψ (−𝜏)|
≤ π‘Ž |Ψ (0)| + |𝑏| π‘’πœ†πœ |Ψ (0)|
πœ†πœ
= (π‘Ž + |𝑏| 𝑒 ) |Ψ (0)|
(19)
= − π‘š (𝑑) 𝑉 (𝑑, Ψ (0)) .
󡄨
󡄨
= (1 + π‘‘π‘˜ ) 󡄨󡄨󡄨π‘₯ (π‘‘π‘˜− )󡄨󡄨󡄨 = (1 + π‘‘π‘˜ ) 𝑉 (π‘₯ (π‘‘π‘˜− )) .
󡄨
󡄨󡄨 󡄨󡄨 󡄨󡄨
󡄨󡄨π‘₯0,1 󡄨󡄨 = 󡄨󡄨π‘₯0,0 + β„Žπ‘Žπ‘₯0,0 + β„Žπ‘π‘₯−1,0 󡄨󡄨󡄨
󡄨 󡄨
󡄨
󡄨
≤ (1 + β„Žπ‘Ž) 󡄨󡄨󡄨π‘₯0,0 󡄨󡄨󡄨 + β„Ž |𝑏| 󡄨󡄨󡄨π‘₯−1,0 󡄨󡄨󡄨
(20)
(iv) Obviously, 𝑙1 = 𝜏 = π‘‘π‘˜ − π‘‘π‘˜−1 and −πœ†π‘™1 + ln 𝐻1 < 0.
By Theorem 4, the zero solution of (11) is exponentially stable.
Similarly, by Theorem 6 we have the following theorem.
Theorem 9. Assume that 0 < |1 + π‘π‘˜ | < 1, π‘˜ = 1, 2, . . ., and
there are constants πœ† and 𝛾 such that πœ† > 0, 0 < 𝛾 < 𝐻2 ≤ 𝐻1 <
𝑒−πœ†πœ , and π‘Ž + |𝑏|𝛾−1 ≤ πœ†, where 𝐻1 = supπ‘˜ {|1 + π‘π‘˜ |}, 𝐻2 =
inf π‘˜ {|1 + π‘π‘˜ |}. Then the zero solution of (17) is exponentially
stable.
In this section, we consider the exponential stability of the
Euler method for (17). The convergence property can be
proved similarly to [4]. The Euler method for (17) with initial
function Φ ∈ PC([−𝜏, 0], 𝑅) is given by
π‘₯π‘˜, 𝑙+1 = π‘₯π‘˜, 𝑙 + β„Žπ‘Žπ‘₯π‘˜, 𝑙 + β„Žπ‘π‘₯π‘˜−1, 𝑙 ,
𝑙 = 0, 1, . . . , π‘š − 1, π‘˜ = 0, 1, . . . ,
π‘˜ = 0, 1, 2, . . . ,
π‘₯−1, 𝑙 = Φ (−𝜏 + π‘™β„Ž) ,
(22)
≤ (1 + β„Žπ‘Ž) β€–Φβ€–πœ + β„Ž |𝑏| β€–Φβ€–πœ
(23)
≤ (1 + β„Žπ‘Ž + β„Ž |𝑏| π‘’πœ†πœ ) β€–Φβ€–πœ .
Because π‘Ž + |𝑏|π‘’πœ†πœ ≤ −πœ†, we have |π‘₯0,1 | ≤ (1 − β„Žπœ†)β€–Φβ€–πœ . By the
inequality 𝑒−π‘₯ ≥ 1 − π‘₯ holding for all π‘₯ ∈ 𝑅, we get |π‘₯0,1 | ≤
β€–Φβ€–πœ 𝑒−πœ†β„Ž .
Assume that |π‘₯0,𝑝 | ≤ β€–Φβ€–πœ 𝑒−πœ†π‘β„Ž for 𝑝 < 𝑙 ≤ π‘š. Then
󡄨󡄨 󡄨󡄨 󡄨󡄨
󡄨
󡄨󡄨π‘₯0,𝑙 󡄨󡄨 = 󡄨󡄨π‘₯0,𝑙−1 + β„Žπ‘Žπ‘₯0, 𝑙−1 + β„Žπ‘π‘₯−1, 𝑙−1 󡄨󡄨󡄨
󡄨
󡄨
󡄨
󡄨
≤ (1 + β„Žπ‘Ž) 󡄨󡄨󡄨π‘₯0, 𝑙−1 󡄨󡄨󡄨 + β„Ž |𝑏| 󡄨󡄨󡄨π‘₯−1, 𝑙−1 󡄨󡄨󡄨
≤ (1 + β„Žπ‘Ž) β€–Φβ€–πœ 𝑒−πœ†(𝑙−1)β„Ž + β„Ž |𝑏| β€–Φβ€–πœ
3. The Euler Method for Linear IDDEs
π‘₯(π‘˜+1), 0 = (1 + π‘π‘˜+1 ) π‘₯π‘˜,π‘š ,
󡄨󡄨 󡄨󡄨
π‘˜ −(π‘˜π‘š+𝑙)πœ†β„Ž
,
󡄨󡄨π‘₯π‘˜,𝑙 󡄨󡄨 ≤ β€–Φβ€–πœ 𝐻1 𝑒
for π‘˜ = 0, 1, 2, . . ., 𝑙 = 0, 1, 2, . . . , π‘š. Obviously, |π‘₯0,0 | =
|Φ(0)| ≤ β€–Φβ€–πœ . Firstly, we consider the case π‘˜ = 0 and 𝑙 = 1.
Because β„Ž = 𝜏/π‘š and π‘š ≥ 𝑀1 , so 1 + β„Žπ‘Ž ≥ 0. Hence we have
≤ − πœ† |Ψ (0)|
(iii) Suppose that 1 + π‘‘π‘˜ = |(1 + π‘π‘˜ )|. Hence
󡄨
󡄨 󡄨
󡄨󡄨
󡄨
𝑉 (π‘₯ (π‘‘π‘˜ )) = 󡄨󡄨󡄨π‘₯ (π‘‘π‘˜ )󡄨󡄨󡄨 = 󡄨󡄨󡄨(1 + π‘π‘˜ )󡄨󡄨󡄨 󡄨󡄨󡄨π‘₯ (π‘‘π‘˜− )󡄨󡄨󡄨
The following theorem indicates that the Euler method
preserves the property of exact solutions which was obtained
above.
(21)
≤ (1 + β„Žπ‘Ž + β„Ž |𝑏| π‘’πœ†πœ ) β€–Φβ€–πœ 𝑒−πœ†(𝑙−1)β„Ž
(24)
≤ (1 − β„Žπœ†) β€–Φβ€–πœ 𝑒−πœ†(𝑙−1)β„Ž
≤ β€–Φβ€–πœ 𝑒−πœ†π‘™β„Ž .
So (22) holds for π‘˜ = 0, 𝑙 = 0, 1, 2, . . . , π‘š. Suppose that (22)
holds for 𝑛 < π‘˜, 𝑙 = 0, 1, 2, . . . , π‘š. Next, we shall prove (22)
holds, when 𝑛 = π‘˜, 𝑙 = 0, 1, 2, . . . , π‘š. Hence
󡄨󡄨
󡄨
󡄨󡄨 󡄨󡄨 󡄨󡄨
π‘˜ −π‘˜π‘šπœ†β„Ž
.
󡄨󡄨π‘₯π‘˜,0 󡄨󡄨 = 󡄨󡄨1 + π‘π‘˜ 󡄨󡄨󡄨 󡄨󡄨󡄨π‘₯π‘˜−1,π‘š 󡄨󡄨󡄨 ≤ β€–Φβ€–πœ 𝐻1 𝑒
(25)
Abstract and Applied Analysis
5
1
10
0.9
9
0.8
8
0.7
7
0.6
π‘₯
0.5
π‘₯
0.4
6
5
0.3
4
0.2
3
0.1
2
0
−1
0
1
2
3
1
−1
4
𝑑
1.6
1.4
1.2
π‘₯
(26)
) β€–Φβ€–πœ 𝐻1π‘˜ 𝑒−(π‘˜π‘š+𝑙−1)πœ†β„Ž
0.2
0
−2
Hence (22) holds. Since −πœ†π‘™1 + ln 𝐻1 < 0, there exists 𝛼 such
that 0 < 𝛼 < πœ† and −(πœ† − 𝛼)𝑙1 + ln 𝐻1 < 0. Hence
≤ β€–Φβ€–πœ 𝑒
(27)
.
(ii) If 𝐻1 ≤ 1, we can prove that
󡄨󡄨 󡄨󡄨
−πœ†(π‘˜π‘š+𝑙)β„Ž
.
󡄨󡄨π‘₯π‘˜,𝑙 󡄨󡄨 ≤ β€–Φβ€–πœ 𝑒
(28)
Theorem 12. Under the conditions of Theorem 9, the Euler
method for (17) is exponentially stable.
Example 13. Consider the system
π‘₯ (𝑑) = − 4π‘₯ (𝑑) + π‘₯ (𝑑 − 1) ,
π‘₯ (π‘˜) = 2π‘₯ (π‘˜− ) ,
0
2
4
6
𝑑 ≥ 0, 𝑑 =ΜΈ π‘˜, π‘˜ = 1, 2, . . . ,
π‘˜ = 1, 2, . . . .
(29)
8
10
𝑑
Figure 3: The solutions of (31), as Φ ≡ 1, β„Ž = 1/10.
Obviously, πœ† = 1 satisfies the Theorem 8. Therefore the
zero solution of (29) is exponentially stable. By Theorem 11,
the Euler method for (29) is also exponentially stable (see
Figure 1).
Example 14. Obviously, the zero solution of the system
1
1
π‘₯σΈ€  (𝑑) = π‘₯ (𝑑) + π‘₯ (𝑑 − 1) ,
2
8
Consequently, the theorem holds.
σΈ€ 
0.8
0.4
β€–Φβ€–πœ 𝐻1π‘˜ 𝑒−(π‘˜π‘š+𝑙)πœ†β„Ž .
−𝛼(π‘šπ‘˜+𝑙)β„Ž
1
0.6
≤ (1 − β„Žπœ†) β€–Φβ€–πœ 𝐻1π‘˜ 𝑒−(π‘˜π‘š+𝑙−1)πœ†β„Ž
π‘˜
󡄨󡄨 󡄨󡄨
π‘˜ −(π‘˜π‘š+𝑙)πœ†β„Ž
≤ β€–Φβ€–πœ (𝑒ln 𝐻1 −πœ†π‘šβ„Ž ) 𝑒−πœ†π‘™β„Ž
󡄨󡄨π‘₯π‘˜,𝑙 󡄨󡄨 ≤ β€–Φβ€–πœ 𝐻1 𝑒
4
1.8
≤ (1 + β„Žπ‘Ž) β€–Φβ€–πœ 𝐻1π‘˜ 𝑒−(π‘˜π‘š+𝑙−1)πœ†β„Ž
≤
3
2
󡄨󡄨 󡄨󡄨 󡄨󡄨
󡄨
󡄨󡄨π‘₯π‘˜,𝑙 󡄨󡄨 = 󡄨󡄨π‘₯π‘˜,𝑙−1 + β„Žπ‘Žπ‘₯π‘˜,𝑙−1 + β„Žπ‘π‘₯π‘˜−1, 𝑙−1 󡄨󡄨󡄨
󡄨
󡄨
󡄨
󡄨
≤ (1 + β„Žπ‘Ž) 󡄨󡄨󡄨π‘₯π‘˜,𝑙−1 󡄨󡄨󡄨 + β„Ž |𝑏| 󡄨󡄨󡄨π‘₯π‘˜−1, 𝑙−1 󡄨󡄨󡄨
≤ (1 + β„Žπ‘Ž + β„Ž |𝑏| 𝑒
2
Figure 2: The solution of (30) as Φ(𝑑) ≡ 1, 𝑑 ∈ [−𝜏, 0].
Assume that |π‘₯π‘˜,𝑒 | ≤ β€–Φβ€–πœ 𝐻1π‘˜ 𝑒−(π‘˜π‘š+𝑒)πœ†β„Ž for 𝑒 < 𝑙 ≤ π‘š. Then
πœ†πœ
1
𝑑
Figure 1: The solutions of (29), as Φ ≡ 1, β„Ž = 1/10.
󡄨
󡄨
+ β„Ž |𝑏| ⋅ β€–Φβ€–πœ 𝐻1π‘˜−1 󡄨󡄨󡄨1 + 𝑑𝑖 󡄨󡄨󡄨 𝑒−(π‘˜π‘š−π‘š+𝑙−1)πœ†β„Ž
0
𝑑 ≥ 0,
(30)
is unstable (see Figure 2) while the zero solution of the
following system
1
1
π‘₯σΈ€  (𝑑) = π‘₯ (𝑑) + π‘₯ (𝑑 − 1) ,
2
8
1
π‘₯ (π‘˜) = π‘₯ (π‘˜− ) ,
3
𝑑 ≥ 0, 𝑑 =ΜΈ π‘˜, π‘˜ = 1, 2, . . . ,
π‘˜ = 1, 2, . . . ,
(31)
6
is exponentially stable by Theorem 9 with πœ† = 1. By
Theorem 12, the Euler method for (31) is also exponentially
stable (see Figure 3).
Acknowledgments
The authors wish to thank referees for valuable comments.
The research was supported by the NSF of China no.
11071050.
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