Research Article Analytic Solutions of an Iterative Functional Differential Lingxia Liu

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Hindawi Publishing Corporation
Journal of Applied Mathematics
Volume 2013, Article ID 726076, 9 pages
http://dx.doi.org/10.1155/2013/726076
Research Article
Analytic Solutions of an Iterative Functional Differential
Equations Near Regular Points
Lingxia Liu
Department of Mathematics, Weifang University, Weifang, Shandong 261061, China
Correspondence should be addressed to Lingxia Liu; llxmath@126.com
Received 13 August 2012; Accepted 5 March 2013
Academic Editor: Juan Torregrosa
Copyright © 2013 Lingxia Liu. 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 existence of analytic solutions of an iterative functional differential equation is studied when the given functions are all analytic
and when the given functions have regular points. By reducing the equation to another functional equation without iteration of the
unknown function an existence theorem is established for analytic solutions of the original equation.
1. Introduction
Functional differential equations with state-dependent delay
have attracted the attentions of many authors in the last few
years (see [1–8]). In [6–8], analytic solutions of the statedependent functional differential equations
π‘₯σΈ€  (𝑧) = π‘₯ (π‘Žπ‘§ + 𝑏π‘₯ (𝑧)) ,
𝛼𝑧 + 𝛽π‘₯σΈ€  (𝑧) = π‘₯ (π‘Žπ‘§ + 𝑏π‘₯σΈ€  (𝑧)) ,
π‘š
π‘š−1
π‘˜
𝑓 (π‘₯) = 𝐺 ( ∑ π‘Žπ‘˜ 𝑓 (π‘₯)) + 𝐹 (π‘₯) ,
(1)
π‘š ≥ 2, π‘₯ ∈ C
π‘˜=0
are found. In this paper, we will be concerned with analytic
solutions of the functional differential equation
π‘š
𝛼𝑧 + 𝛽π‘₯σΈ€  (𝑧) = 𝐹 (∑𝑐𝑙 π‘₯𝑙 (𝑧)) + 𝐺 (𝑧) ,
𝑧 ∈ C,
(2)
a functional differential equation with proportional delay.
The existence of analytic solutions for such equation is
closely related to the position of an indeterminate constant
πœ‡ depending on the eigenvalue of the linearization of π‘₯ at its
fixed point 0 in the complex plane. For technical reasons, in
[6, 7], only the situation of πœ‡ off the unit circle in C and the
situation of πœ‡ on the circle with the Diophantine condition,
“|πœ‡| = 1, πœ‡ is not a root of unity, and log(1/|πœ‡π‘› − 1|) ≤ 𝑇 log 𝑛,
𝑛 = 2, 3, . . . for some positive constant 𝑇”, are discussed.
The Diophantine condition requires πœ‡ to be far from all roots
of unity that the fixed point 0 is irrationally neutral. In this
paper, besides the situation that πœ‡ is the inside of the unit
circle 𝑆1 , we break the restriction of the Diophantine condition and study the situations that the constant πœ‡ in (5) (or
πœ‡ = 𝑏−πœ† , 𝑏 is a complex constant, and πœ† is in (4)) is resonance
and a root of unity in the complex plane C near resonance
under the Brjuno condition.
𝑙=0
where 𝛼, 𝛽, 𝑐1 , 𝑐2 , . . . , π‘π‘š are complex numbers, 𝛽 =ΜΈ 0,
𝑙
𝑙−1
∑π‘š
𝑙=0 |𝑐𝑙 | < 1, and π‘₯ (𝑧) = π‘₯(π‘₯ (𝑧)) that denote the 𝑛th
iterate of a map π‘₯. In general, 𝐹, 𝐺 are given complex-valued
functions of a complex variable.
In this paper, analytic solutions of nonlinear iterative
functional differential equations are investigated. Existence of
locally analytic solutions and their construction is given in the
case that all given functions exist regular points. As well as
in previous work [6–8], we still reduce this problem to find
analytic solutions of a differential-difference equation and
2. Discussion on Auxiliary Equations
In this section we assume that both 𝐹 and 𝐺 are analytic
functions in a neighborhood of the origin, that is, 0 is a
regular point, and have power series expansions
∞
𝐹 (𝑧) = ∑ π‘Žπ‘› 𝑧𝑛 ,
𝑛=0
π‘Ž0 =ΜΈ 0,
∞
𝐺 (𝑧) = ∑ 𝑑𝑛 𝑧𝑛 ,
𝑑0 =ΜΈ 0,
𝑛=0
𝑧 ∈ C.
(3)
2
Journal of Applied Mathematics
If there exists a complex constant πœ† and an invertible
function πœ“(𝑧) such that πœ“(πœ“−1 (𝑧) + πœ†) is well defined, then
letting π‘₯(𝑧) = πœ“(πœ“−1 (𝑧) + πœ†), we can formally transform (2)
into the differential-difference equation
Μƒ
𝐺(𝑧)
= 󰜚𝐺(󰜚−1 𝑧), and put 𝑦 = σ°œšπ‘§, 𝛽̃ = σ°œšπ›½, 𝑒 = σ°œšπœ†, and
Μƒ = σ°œšπœ“(󰜚−1 𝑧). Then (4) can be rewritten as
πœ“(𝑧)
π‘š
π›Όπœ“Μƒ (𝑦) πœ“ΜƒσΈ€  (𝑦) + π›½Μƒπœ“ΜƒσΈ€  (𝑦 + 𝑒) = 𝐹̃ (∑𝑐𝑙 πœ“Μƒ (𝑦 + 𝑙𝑒)) πœ“ΜƒσΈ€  (𝑦)
𝑙=0
π‘š
π›Όπœ“ (𝑧) πœ“σΈ€  (𝑧) + π›½πœ“σΈ€  (𝑧 + πœ†) = 𝐹 (∑𝑐𝑙 πœ“ (𝑧 + π‘™πœ†)) πœ“σΈ€  (𝑧)
𝑙=0
+ 𝐺 (πœ“ (𝑧)) πœ“σΈ€  (𝑧) .
The indeterminate constant πœ† will be discussed in the following cases:
(I1) Rπœ† > 0;
(I2) πœ‡ = 𝑏−πœ† = 𝑒2πœ‹π‘–πœƒ , and πœƒ ∈ R \ Q is a Brjuno number
[9, 10]; that is, 𝐡(πœƒ) = ∑∞
π‘˜=0 (log(π‘žπ‘˜+1 )/π‘žπ‘˜ ) < ∞, where
{π‘π‘˜ /π‘žπ‘˜ } denotes the sequence of partial fraction of the
continued fraction expansion of πœƒ, said to satisfy the
Brjuno condition;
(I3) πœ‡ = 𝑏−πœ† = 𝑒2πœ‹π‘–π‘ž/𝑝 for some integers 𝑝 ∈ N with 𝑝 ≥ 2
and π‘ž ∈ Z \ {0}, and 𝛼 =ΜΈ 𝑒2πœ‹π‘–π‘™/π‘˜ for all 1 ≤ π‘˜ ≤ 𝑝 − 1
and 𝑙 ∈ Z \ {0}.
Take notations 𝑆𝑝 := {𝑧 ∈ C : R𝑧 > − ln 𝜌/ ln |𝑏|, −∞ <
I𝑧 < +∞}.
A change of variable further transforms (4) into the functional differential equation
σΈ€ 
π‘š
σΈ€ 
𝑙
(9)
in the same form as (4) and |π‘Žπ‘› 󰜚1−𝑛 | ≤ 1, |𝑑𝑛 󰜚1−𝑛 | ≤ 1 for
𝑛 = 2, 3, . . . by (8).
Consider a solution πœ“(𝑧) of (4) in the formal Dirichlet
−𝑛𝑧
, where 𝑏 is a complex
series (7); that is, πœ“(𝑧) = ∑∞
𝑛=1 𝑏𝑛 𝑏
constant and |𝑏| > 1. Substituting series (3) and (7) of 𝐹, 𝐺,
and πœ“ in (4) and comparing coefficients we obtain that
[𝛽𝑏−πœ† − (π‘Ž0 + 𝑑0 )] ln 𝑏 𝑏1 = 0,
𝑙=0
(5)
σΈ€ 
+ 𝐺 (πœ‘ (𝑧)) πœ‘ (𝑧) ,
where πœ‡ is a complex constant. The solution of this equation
has properties similar to those of (4). If (5) has an invertible
solution πœ‘(𝑧), which satisfies the initial value conditions
σΈ€ 
πœ‘ (0) = 𝜏 =ΜΈ 0,
(6)
then we can show that π‘₯(𝑧) = πœ‘(πœ‡πœ‘−1 (𝑧)) is an analytic solution of (2).
Theorem 1. Suppose that (I1) holds, then (5) has an analytic
solution of the form
𝑛−1
= −𝛼 ∑ 𝑖𝑏𝑖 𝑏𝑛−𝑖
𝑖=1
𝑛−1
+∑
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝑑
π‘š
π‘˜=1
𝑙=0
𝑖 [𝑑𝑑 + π‘Žπ‘‘ ∏ (∑𝑐𝑙 π‘π‘™π‘˜ π‘™πœ†)]𝑏𝑖 𝑏𝑙1 𝑏𝑙2 ⋅ ⋅ ⋅ 𝑏𝑙𝑑 ,
𝑛 ≥ 2.
(11)
If 𝑏1 = 𝜏 = 0, then (4) has a trivial solution πœ“(𝑧) = 0. Assume
that 𝑏1 = 𝜏 =ΜΈ 0, because |𝑏| > 1; from (10) we have π‘Ž0 + 𝑑0 =
𝛽𝑏−πœ† . From (11) we obtain that
𝛽𝑏−πœ† (𝑏−(𝑛−1)πœ† − 1) 𝑛𝑏𝑛
𝑛−1
= −𝛼 ∑ 𝑖𝑏𝑖 𝑏𝑛−𝑖
𝑖=1
𝑛−1
+∑
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝑑
π‘š
π‘˜=1
𝑙=0
𝑖 [𝑑𝑑 + π‘Žπ‘‘ ∏ (∑𝑐𝑙 𝑏−π‘™π‘˜ π‘™πœ†)]𝑏𝑖 𝑏𝑙1 𝑏𝑙2 ⋅ ⋅ ⋅ 𝑏𝑙𝑑 ,
𝑛 ≥ 2.
(12)
∞
πœ“ (𝑧) = ∑ 𝑏𝑛 𝑏−𝑛𝑧 ,
(7)
𝑛=1
in the half plane π‘†πœŒ for a certain constant 𝜌 > 0, which satisfies
limR𝑧 → +∞ πœ“(𝑧) = 0.
Proof. Since 𝐹 and 𝐺 are analytic in a neighborhood of the
origin and have the power series expansion (3), there exists a
positive 󰜚 such that
󡄨󡄨 󡄨󡄨
𝑛−1
σ΅„¨σ΅„¨π‘Žπ‘› 󡄨󡄨 ≤ 󰜚 ,
󡄨󡄨 󡄨󡄨
𝑛−1
󡄨󡄨𝑑𝑛 󡄨󡄨 ≤ 󰜚 ,
𝑛 = 2, 3, . . . .
(8)
Without loss of generality, we can assume that 󰜚 = 1; that is,
Μƒ = 󰜚𝐹(󰜚−1 𝑧),
|π‘Žπ‘› | ≤ 1, |𝑑𝑛 | ≤ 1 for 𝑛 = 2, 3, . . .. In fact, let 𝐹(𝑧)
(10)
[𝛽𝑏−π‘›πœ† − (π‘Ž0 + 𝑑0 )] 𝑛𝑏𝑛
σΈ€ 
π›Όπœ‘ (𝑧) πœ‘ (𝑧) + π›½πœ‡πœ‘ (πœ‡π‘§) = 𝐹 (∑𝑐𝑙 πœ‘ (πœ‡ 𝑧)) πœ‘ (𝑧)
πœ‘ (0) = 0,
Μƒ (πœ“Μƒ (𝑦)) πœ“ΜƒσΈ€  (𝑦) ,
+𝐺
(4)
The sequence {𝑏𝑛 }∞
𝑛=2 is successively determined by (12) in a
unique manner.
In what follows we need to prove that the series (7) is
convergent in a right-half plane. Since Rπœ† > 0, so we have
󡄨󡄨󡄨
󡄨󡄨󡄨
𝛼𝑖
󡄨󡄨
lim 󡄨󡄨󡄨󡄨
𝑛 → ∞ 󡄨 𝑛𝛽𝑏−πœ† (𝑏−(𝑛−1)πœ† − 1) 󡄨󡄨󡄨
󡄨
󡄨
|𝛼|
≤ lim 󡄨 −πœ† −(𝑛−1)πœ†
󡄨
𝑛 → ∞ 󡄨󡄨𝛽𝑏 (𝑏
− 1)󡄨󡄨󡄨
󡄨
|𝛼|
= 󡄨 󡄨 󡄨 −πœ† 󡄨 ,
󡄨󡄨𝛽󡄨󡄨 󡄨󡄨𝑏 󡄨󡄨
󡄨 󡄨󡄨 󡄨
Rπœ† > 0,
Journal of Applied Mathematics
3
󡄨󡄨
−π‘™π‘˜ π‘™πœ† 󡄨󡄨
󡄨󡄨 𝑖 [𝑑𝑑 + π‘Žπ‘‘ ∏π‘‘π‘˜=1 (∑π‘š
)] 󡄨󡄨
𝑙=0 𝑐𝑙 𝑏
󡄨󡄨
󡄨
lim 󡄨󡄨󡄨
󡄨󡄨
𝑛→∞ 󡄨
󡄨󡄨
𝑛𝛽𝑏−πœ† (𝑏−(𝑛−1)πœ† − 1)
󡄨󡄨
󡄨
󡄨󡄨 󡄨󡄨 󡄨󡄨 󡄨󡄨 𝑑
π‘š 󡄨󡄨 󡄨󡄨
󡄨𝑑 󡄨 + σ΅„¨σ΅„¨π‘Žπ‘‘ 󡄨󡄨 ∏π‘˜=1 (∑𝑙=0 󡄨󡄨𝑐𝑙 󡄨󡄨)
≤ lim 󡄨 𝑑󡄨󡄨 −πœ†
󡄨󡄨𝛽𝑏 (𝑏−(𝑛−1)πœ† − 1)󡄨󡄨󡄨
𝑛→∞
󡄨
󡄨
2
≤ 󡄨 󡄨 󡄨 −πœ† 󡄨 ,
󡄨󡄨𝛽󡄨󡄨 󡄨󡄨𝑏 󡄨󡄨
󡄨 󡄨󡄨 󡄨
in (18), we can determine all coefficients recursively by 𝐡1 =
|𝜏| and
𝑛−1
𝑛−1
𝑖=1
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝐡𝑛 = 𝑀 ( ∑ 𝐡𝑖 𝐡𝑛−𝑖 + ∑
Rπœ† > 0.
∑
𝐡𝑖 𝐡𝑙1 𝐡𝑙2 ⋅ ⋅ ⋅ 𝐡𝑙𝑑 ) ,
𝑛 ≥ 2.
(20)
(13)
This implies that there exists a constant 𝑀 > 0 such that
󡄨󡄨
󡄨󡄨
𝛼𝑖
󡄨
󡄨󡄨
󡄨 ≤ 𝑀,
lim 󡄨󡄨󡄨󡄨
𝑛 → ∞ 󡄨 𝑛𝛽𝑏−πœ† (𝑏−(𝑛−1)πœ† − 1) 󡄨󡄨󡄨
󡄨
󡄨
󡄨
󡄨󡄨
𝑑
π‘š
󡄨󡄨 𝑖 [𝑑𝑑 + π‘Žπ‘‘ ∏π‘˜=1 (∑𝑙=0 𝑐𝑙 π‘π‘™π‘˜ π‘™πœ† )] 󡄨󡄨󡄨
(14)
󡄨󡄨 ≤ 𝑀,
󡄨
lim 󡄨
󡄨󡄨
−πœ†
−(𝑛−1)πœ†
𝑛 → ∞ 󡄨󡄨󡄨
󡄨󡄨
𝑛𝛽𝑏 (𝑏
− 1)
󡄨󡄨
󡄨
∀𝑛 ≥ 2,
Rπœ† > 0.
𝑛−1
𝑛−1
𝑖=1
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
∑
󡄨󡄨 󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨
󡄨󡄨𝑏𝑖 󡄨󡄨 󡄨󡄨𝑏𝑙1 󡄨󡄨 󡄨󡄨𝑏𝑙2 󡄨󡄨 ⋅ ⋅ ⋅ 󡄨󡄨𝑏𝑙𝑑)
󡄨󡄨 ,
𝑛 ≥ 2.
(15)
In order to construct a majorant series of (7), we consider the
implicit functional equation
𝐻 (𝑧) = |𝜏| 𝑧 + 𝑀 [𝐻2 (𝑧) +
2
𝐻 (𝑧)
].
1 − 𝐻 (𝑧)
(16)
Define the function
πœ” (𝑧, 𝐻) := πœ” (𝑧, 𝐻, 𝜏, 𝑀) = 𝐻 − |𝜏| 𝑧 − 𝑀 (𝐻2 +
𝐻2
)
1−𝐻
(17)
for (𝑧, 𝐻) in a neighborhood of the origin. Then πœ”(0, 0) = 0,
σΈ€ 
(0, 0) = 1 =ΜΈ 0. Thus, there exists a unique function 𝐻(𝑧)
πœ”π»
analytic in a neighborhood of zero; that is, there is a constant
𝛿1 > 0, as |𝑧| < 𝛿1 , the function 𝐻(𝑧) is analytic, such that
σΈ€ 
(0, 0) = |𝜏| and πœ”(𝑧, 𝐻(𝑧)) =
𝐻(0) = 0, 𝐻󸀠 (0) = −πœ”π‘§σΈ€  (0, 0)/πœ”π»
0. Since 𝐻(0) = 0, there is a constant 𝛿2 > 0, such that
|𝐻(𝑧)| < 1 for |𝑧| < 𝛿2 . Therefore, as |𝑧| < 𝛿 := min{𝛿1 , 𝛿2 },
the function 𝐻(𝑧) satisfies the equation
πœ” (𝑧, 𝐻 (𝑧)) = 𝐻 (𝑧) − |𝜏| 𝑧 − 𝑀 [𝐻2 (𝑧) +
𝐻2 (𝑧)
] = 0.
1 − 𝐻 (𝑧)
(18)
Choosing 𝐡1 = |𝜏| and putting
∞
𝐻 (𝑧) = ∑ 𝐡𝑛 𝑏−𝑛𝑧
𝑛=1
󡄨󡄨 󡄨󡄨
󡄨󡄨𝑏𝑛 󡄨󡄨 ≤ 𝐡𝑛 ,
𝑛 = 1, 2, . . . .
(21)
It follows that the power series
∞
πœ™ (𝑧) = ∑ 𝑏𝑛 𝑧𝑛
(22)
𝑛=1
is also convergent as |𝑧| < 𝛿. So there exists 𝜌 ≤ 𝛿 such that
Dirichlet series (7) is convergent in π‘†πœŒ .
Furthermore, one has
Therefore, from (12) we obtain
󡄨󡄨 󡄨󡄨
󡄨 󡄨󡄨 󡄨
󡄨󡄨𝑏𝑛 󡄨󡄨 ≤ 𝑀(∑ 󡄨󡄨󡄨𝑏𝑖 󡄨󡄨󡄨 󡄨󡄨󡄨𝑏𝑛−𝑖 󡄨󡄨󡄨 + ∑
Moreover, it is easy to see from (15)
(19)
lim 𝑏−𝑧 =
R𝑧 → +∞
lim 𝑏−R𝑧 [(cos (I𝑧 ln 𝑏)) − 𝑖 sin (I𝑧 ln 𝑏)]
R𝑧 → +∞
= 0.
(23)
−𝑛𝑧
Thus limR𝑧 → +∞ πœ“(𝑧) = limR𝑧 → +∞ ∑∞
= 0. The
𝑛=1 𝑏𝑛 𝑏
proof is complete.
We observe that πœ‡ = 𝑏−πœ† is inside the unit circle of (I1) but
on the unit circle in the rest cases. Next we devote attention
to the existence of analytic solutions of (4) under the Brjuno
condition. To do this, we first recall briefly the definition of
Brjuno numbers and some basic facts. As stated in [11], for a
real number πœƒ, we let [πœƒ] denote its integer part, and {πœƒ} =
πœƒ − [πœƒ] its fractional part. Then every irrational number πœƒ has
a unique expression of the Gauss’ continued fraction
πœƒ = π‘Ž0 + πœƒ0 = π‘Ž0 +
1
= ⋅⋅⋅ ,
π‘Ž1 + πœƒ1
(24)
denoted simply by πœƒ = [π‘Ž0 , π‘Ž1 , . . . , π‘Žπ‘› , . . .], where π‘Žπ‘— ’s and πœƒπ‘— ’s
are calculated by the algorithm: (a) π‘Ž0 = [πœƒ], πœƒ0 = {πœƒ} and
(b) π‘Žπ‘› = [1/πœƒπ‘›−1 ], πœƒπ‘› = {1/πœƒπ‘›−1 } for all 𝑛 ≥ 1. Define the
sequences (𝑝𝑛 )𝑛∈N and (π‘žπ‘› )𝑛∈N as follows:
π‘ž−2 = 1,
π‘ž−1 = 0,
π‘žπ‘› = π‘Žπ‘› π‘žπ‘›−1 + π‘žπ‘›−2 ,
𝑝−2 = 0,
𝑝−1 = 1,
𝑝𝑛 = π‘Žπ‘› 𝑝𝑛−1 + 𝑝𝑛−2 .
(25)
It is easy to show that 𝑝𝑛 /π‘žπ‘› = [π‘Ž0 , π‘Ž1 , . . . , π‘Žπ‘› ]. Thus, for every
πœƒ ∈ R \ Q we associate, using its convergence, an arithmetical
function 𝐡(πœƒ) = ∑𝑛≥0 (log(π‘žπ‘›+1 )/π‘žπ‘› ). We say that πœƒ is a Brjuno
number or that it satisfies Brjuno condition if 𝐡(πœƒ) < +∞. The
Brjuno condition is weaker than the Diophantine condition.
For example, if π‘Žπ‘›+1 ≤ π‘π‘’π‘Žπ‘› for all 𝑛 ≥ 0, where 𝑐 > 0 is
4
Journal of Applied Mathematics
a constant, then πœƒ = [π‘Ž0 , π‘Ž1 , . . . , π‘Žπ‘› , . . .] is a Brjuno number
but is not a Diophantine number. So, the case (I2) contains
both Diophantine condition and a part of πœ‡ = 𝑏−πœ† “near”
resonance. let
𝐴 π‘˜ = {𝑛 ≥ 0 | β€–π‘›πœƒβ€– ≤
1
},
8π‘žπ‘˜
πœ‚π‘˜ =
πΈπ‘˜ = max (π‘žπ‘˜ ,
π‘žπ‘˜+1
),
4
π‘žπ‘˜
.
πΈπ‘˜
determine the sequence {𝑏𝑛 }∞
𝑛=2 recursively by (12). In fact, in
view of (I2) we see that πœ‡ = 𝑏−πœ† satisfies the conditions of
Lemma 2, and from (12) we have
𝑛−1
𝑀
󡄨 󡄨󡄨 󡄨
󡄨󡄨 󡄨󡄨
󡄨󡄨𝑏𝑛 󡄨󡄨 ≤ 󡄨󡄨 −(𝑛−1)πœ†1
󡄨󡄨 ( ∑ 󡄨󡄨󡄨𝑏𝑖 󡄨󡄨󡄨 󡄨󡄨󡄨𝑏𝑛−𝑖 󡄨󡄨󡄨
𝑏
−
1
󡄨󡄨
󡄨󡄨 𝑖=1
𝑛−1
(26)
+∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
Let 𝐴∗π‘˜ be the set of integers 𝑗 ≥ 0 such that either 𝑗 ∈ 𝐴 π‘˜ or
for some 𝑗1 and 𝑗2 in 𝐴 π‘˜ , with 𝑗2 −𝑗1 < πΈπ‘˜ , one has 𝑗1 < 𝑗 < 𝑗2
and π‘žπ‘˜ divides 𝑗 − 𝑗1 . For any integer 𝑛 ≥ 0, define
π‘™π‘˜ (𝑛) = max ((1 + πœ‚π‘˜ )
1
𝑛
− 2, (π‘šπ‘› πœ‚π‘˜ + 𝑛)
− 1) ,
π‘žπ‘˜
π‘žπ‘˜
(27)
where π‘šπ‘› = max{𝑗 | 0 ≤ 𝑗 ≤ 𝑛, 𝑗 ∈ 𝐴∗π‘˜ }. We then define the
function β„Žπ‘˜ : N → R+ as follows:
π‘šπ‘› + πœ‚π‘˜ 𝑛
− 1,
{
{
{ π‘žπ‘˜
β„Žπ‘˜ (𝑛) = {
{
{
{π‘™π‘˜ (𝑛) ,
if π‘šπ‘› + π‘žπ‘˜ ∈
𝐴∗π‘˜ ,
if π‘šπ‘› + π‘žπ‘˜ ∉
𝐴∗π‘˜ .
(28)
Let π‘”π‘˜ (𝑛) := max(β„Žπ‘˜ (𝑛), [𝑛/π‘žπ‘˜ ]), and define π‘˜(𝑛) by the
condition π‘žπ‘˜(𝑛) ≤ 𝑛 ≤ π‘žπ‘˜(𝑛)+1 . Clearly, π‘˜(𝑛) is nondecreasing.
Moreover, the function π‘”π‘˜ is nonnegative. Then we are able to
state the following result.
Lemma 2 (Davie’s lemma [12]). Let 𝐾(𝑛)
∑π‘˜(𝑛)
𝑗=0 𝑔𝑗 (𝑛) log(2π‘žπ‘—+1 ). Then
=
π‘˜(𝑛) log π‘ž
𝑗+1
𝑗=0
π‘žπ‘—
+ 𝛾) ,
󡄨󡄨 󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨
󡄨󡄨𝑏𝑖 󡄨󡄨 󡄨󡄨𝑏𝑙1 󡄨󡄨 󡄨󡄨𝑏𝑙2 󡄨󡄨 ⋅ ⋅ ⋅ 󡄨󡄨𝑏𝑙𝑑 󡄨󡄨) ,
𝑛 ≥ 2,
(30)
where 𝑀1 = max{|𝛼|/|𝛽|, 2/|𝛽|} > 0.
To construct a governing series of (7), we consider the
implicit functional equation
πœ” (𝑧, π‘ˆ, 𝜏, 𝑀1 ) = 0,
(31)
where πœ” is defined in (17). Similarly to the proof of Theorem 1,
using the implicit function theorem we can prove that (31) has
a unique analytic solution π‘ˆ(𝑧, 𝜏, 𝑀1 ) in a neighborhood of
the origin; that is, there is a constant 𝛿3 > 0, as |𝑧| < 𝛿3 , the
function π‘ˆ(𝑧, 𝜏, 𝑀1 ) is analytic such that π‘ˆ(0, 𝜏, 𝑀1 ) = 0 and
π‘ˆπ‘§σΈ€  (0, 𝜏, 𝑀1 ) = |𝜏|. Thus π‘ˆ(𝑧, 𝜏, 𝑀1 ) in (31) can be expanded
into a convergent series
∞
𝑛 log 2 +
π‘ˆ (𝑧, 𝜏, 𝑀1 ) = ∑ 𝐢𝑛 𝑧𝑛 ,
(32)
𝑛=1
(a) there is a universal constant 𝛾 > 0 (independent of 𝑛
and πœƒ) such that
𝐾 (𝑛) ≤ 𝑛 ( ∑
∑
in a neighborhood of the origin. Replacing (32) into (31) and
comparing coefficients, we obtain that 𝐢1 = |𝜏| and
(29)
(b) 𝐾(𝑛1 ) + 𝐾(𝑛2 ) ≤ 𝐾(𝑛1 + 𝑛2 ) for all 𝑛1 and 𝑛2 , and
(c) − log |𝑏−πœ†π‘› − 1| ≤ 𝐾(𝑛) − 𝐾(𝑛 − 1).
𝑛−1
𝑛−1
𝑖=1
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝐢𝑛 = 𝑀1 ( ∑ 𝐢𝑖 𝐢𝑛−𝑖 + ∑
∑
𝑛 ≥ 2.
(33)
Now we state and prove the following theorem under
Brjuno condition.
Theorem 3. Suppose that (I2) holds. Then (4) has an analytic
solution πœ“ of the form (7) in the half plane π‘†πœŒ = {𝑧 ∈ C : R𝑧 >
− ln 𝜌/ ln |𝑏|, −∞ < I𝑧 < +∞} for a certain constant 𝜌 > 0,
which satisfies limR𝑧 → +∞ πœ“(𝑧) = 0.
Proof. As in the proof of Theorem 1, we find a solution in
the form of the Dirichlet series (7). Using the same method
as above mentioned, for chosen 𝑏1 = 𝜏 we can uniquely
𝐢𝑖 𝐢𝑙1 𝐢𝑙2 ⋅ ⋅ ⋅ 𝐢𝑙𝑑 ) ,
Note that the series (32) converges in a neighborhood of the
origin. So, there is a constant 𝑇 > 0 such that
𝐢𝑛 < 𝑇𝑛 ,
𝑛 ≥ 1.
(34)
Now, we can deduce, by induction, that |𝑏𝑛 | ≤ 𝐢𝑛 𝑒𝐾(𝑛−1)
for 𝑛 ≥ 1, where 𝐾 : N → R is defined in Lemma 2. In
Journal of Applied Mathematics
5
fact |𝑏1 | = |𝜏| = 𝐢1 , for inductive proof, and we assume that
|𝑏𝑗 | ≤ 𝐢𝑗 𝑒𝐾(𝑗−1) , 𝑗 ≤ 𝑛. From (30) and Lemma 2 we obtain
󡄨󡄨
󡄨
󡄨󡄨𝑏𝑛+1 󡄨󡄨󡄨
𝑀
≤ 󡄨 −π‘›πœ† 1 󡄨
󡄨󡄨𝑏 − 1󡄨󡄨
󡄨
󡄨
𝑛
󡄨 󡄨󡄨
󡄨
× (∑ 󡄨󡄨󡄨𝑏𝑖 󡄨󡄨󡄨 󡄨󡄨󡄨𝑏𝑛−𝑖+1 󡄨󡄨󡄨
lim𝑛 → ∞ sup(|𝑏𝑛 |1/𝑛 ) ≤ lim𝑛 → ∞ sup(𝑇𝑒((𝑛−1)/𝑛)(𝐡(πœƒ)+𝛾) ) =
𝑇𝑒𝐡(πœƒ)+𝛾 , which shows that the series (7) converges for |𝑧| <
𝜌 = min{𝛿3 , (𝑇𝑒𝐡(πœƒ)+𝛾 )−1 }. So does series (22) in π‘†πœŒ . Similarly
limR𝑧 → +∞ πœ“(𝑧) = 0, as proved in Theorem 1.
The next theorem is devoted to the case of (I3), where 𝑏−πœ†
is not only on the unit circle in C but also a root of unity. In
this case the Diophantine condition and Brjuno condition are
not satisfied. The idea of our proof is acquired from [13]. Let
{𝐴 𝑛 }∞
𝑛=1 be a sequence defined by 𝐴 1 = 𝜏 and
𝑖=1
𝑛−1
𝑛−1
𝑖=1
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝐴 𝑛 = πœ‰π‘€1 ( ∑ 𝐴 𝑖 𝐴 𝑛−𝑖 + ∑
𝑛
+∑
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖+1
𝑑=1,2,...,𝑛−𝑖+1
󡄨󡄨 󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨
󡄨󡄨𝑏𝑖 󡄨󡄨 󡄨󡄨𝑏𝑙1 󡄨󡄨 󡄨󡄨𝑏𝑙2 󡄨󡄨 ⋅ ⋅ ⋅ 󡄨󡄨𝑏𝑙𝑑 󡄨󡄨)
𝑛
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖+1
𝑑=1,2,...,𝑛−𝑖+1
𝐴 𝑖 𝐴 𝑙1 𝐴 𝑙2 ⋅ ⋅ ⋅ 𝐴 𝑙𝑑 ) ,
𝑛 ≥ 2,
(38)
𝑛
𝑀
≤ 󡄨 −π‘›πœ† 1 󡄨 [∑𝐢𝑖 𝐢𝑛−𝑖+1 𝑒𝐾(𝑖−1)+𝐾(𝑛−𝑖)
󡄨󡄨𝑏 − 1󡄨󡄨
󡄨
󡄨 𝑖=1
+∑
∑
where πœ‰ = max{1, |𝛼𝑖 − 1|−1 , 𝑖 = 1, 2 . . . , 𝑝 − 1} and 𝑀1 is
defined in Theorem 3.
𝐢𝑖 𝐢𝑙1 𝐢𝑙2 ⋅ ⋅ ⋅ 𝐢𝑙𝑑
Theorem 4. Suppose that (I3) holds and 𝑝 is given as above
mentioned. Let {𝑏𝑛 }∞
𝑛=1 be determined recursively by 𝑏1 = 𝜏 and
× π‘’πΎ(𝑖−1)+𝐾(𝑙1 −1)+⋅⋅⋅+𝐾(𝑙𝑑 −1) ] .
(35)
𝛽𝑏−πœ† (𝑏−(𝑛−1)πœ† − 1) 𝑛𝑏𝑛 = Ω (𝑛, πœ†) ,
𝑛 = 2, 3, . . . ,
(39)
where
Ω (𝑛, πœ†)
Note that
𝑛−1
𝐾 (𝑖 − 1) + 𝐾 (𝑛 − 𝑖)
= −𝛼 ∑ 𝑖𝑏𝑖 𝑏𝑛−𝑖
󡄨
󡄨
≤ 𝐾 (𝑛 − 1) ≤ 𝐾 (𝑛) + log 󡄨󡄨󡄨󡄨𝑏−πœ†π‘› − 1󡄨󡄨󡄨󡄨 ,
𝐾 (𝑙1 − 1) + 𝐾 (𝑙2 − 1) + ⋅ ⋅ ⋅ + 𝐾 (𝑙𝑑 − 1)
≤ 𝐾 (𝑛 − 𝑖 + 1 − 𝑑) ≤ 𝐾 (𝑛 − 𝑖) ,
𝑖=1
𝑛−1
(36)
󡄨
󡄨
≤ 𝐾 (𝑛 − 1) ≤ 𝐾 (𝑛) + log 󡄨󡄨󡄨󡄨𝑏−πœ†π‘› − 1󡄨󡄨󡄨󡄨 ,
then
󡄨󡄨
󡄨
󡄨󡄨𝑏𝑛+1 󡄨󡄨󡄨
𝑒𝐾(𝑛−1) 𝑀1
≤ 󡄨 −π‘›πœ†
󡄨󡄨𝑏 − 1󡄨󡄨󡄨
󡄨
󡄨
𝑛
𝑛
𝑖=1
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝑑
π‘š
π‘˜=1
𝑙=0
𝑖 [𝑑𝑑 + π‘Žπ‘‘ ∏ (∑𝑐𝑙 𝑏−π‘™π‘˜ π‘™πœ†)]𝑏𝑖 𝑏𝑙1 𝑏𝑙2 ⋅ ⋅ ⋅ 𝑏𝑙𝑑 .
(40)
𝐾 (𝑖 − 1) + 𝐾 (𝑛 − 𝑖)
× (∑𝐢𝑖 𝐢𝑛−𝑖+1 + ∑
+∑
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖+1
𝑑=1,2,...,𝑛−𝑖+1
𝐢𝑖 𝐢𝑙1 𝐢𝑙2 ⋅ ⋅ ⋅ 𝐢𝑙𝑑 )
≤ 𝐢𝑛+1 𝑒𝐾(𝑛)
(37)
as desired. Moreover, from Lemma 2, we know that 𝐾(𝑛) ≤
𝑛(𝐡(πœƒ) + 𝛾) for some universal constant 𝛾 > 0. Then from
(34) we have |𝑏𝑛 | ≤ 𝐢𝑛 𝑒𝐾(𝑛−1) ≤ 𝑇𝑛 𝑒(𝑛−1)(𝐡(πœƒ)+𝛾) ; that is,
If Ω(]𝑝 + 1, πœ†) = 0 for all ] = 1, 2, . . ., then (4) has an analytic
solution πœ“(𝑧) = πœ™(𝑏−𝑧 ) in the half plane π‘†πœŒ := {𝑧 ∈ C : R𝑧 >
− ln 𝜌/ ln |𝑏|, −∞ < I𝑧 < +∞} for a certain 𝜌 > 0, where πœ™ is
an analytic function of the form (22) in π‘ˆπœŒ (0) = {𝑧 | |𝑧| < 𝜌}
such that πœ™(0) = 0, and πœ™(]𝑝+1) (0) = (]𝑝 + 1)!𝜏]𝑝+1 , for all ] =
σΈ€ 
𝑠 are arbitrary constants satisfying the
0, 1, 2, . . ., where 𝜏]𝑝+1
inequality |𝜏]𝑝+1 | ≤ 𝐴 ]𝑝+1 and the sequence {𝐴 𝑛 }∞
𝑛=1 is defined
in (38). The other derivatives at 0 satisfy that πœ™(𝑖) (0) = 𝑖!𝑏𝑖 for
𝑖 =ΜΈ ]𝑝 + 1. Otherwise, if Ω(]𝑝 + 1, πœ†) =ΜΈ 0 for some ] = 1, 2, . . .,
then (4) has no analytic solutions in the half plane π‘†πœŒ := {𝑧 ∈
C : R𝑧 > − ln 𝜌/ ln |𝑏|, −∞ < I𝑧 < +∞} for any 𝜌 > 0.
Proof. Analogously to the proof of Theorem 1, we seek for a
solution of (4) in Dirichlet (7). Without loss of generality, as
in the proof of Theorem 1 we still assume that 𝜌 = 1 in (8).
Taking (3) and (7) in (4) and defining 𝑏1 = 𝜏 =ΜΈ 0, we obtain
(12) or (39). If Ω(]𝑝 + 1, πœ†) = 0 for all natural numbers ],
then for each ], 𝑏−]π‘πœ† − 1 = 0, the corresponding 𝑏]𝑝+1 has
infinitely many choices in C; that is, the formal series solution
6
Journal of Applied Mathematics
(7) or (22) defines a family of solutions with infinitely many
parameters. Choose 𝑏]𝑝+1 = 𝜏]𝑝+1 arbitrarily such that
󡄨
󡄨󡄨
σ΅„¨σ΅„¨πœ]𝑝+1 󡄨󡄨󡄨 ≤ 𝐴 ]𝑝+1 ,
󡄨
󡄨
] = 0, 1, 2, . . . ,
Proof. Let
∞
πœ‘ (𝑧) = ∑ 𝑏𝑛 𝑧𝑛 ,
(41)
where 𝐴 ]𝑝+1 is defined by (38). In what follows, we prove that
the formal series solution (7) converges in a neighborhood of
the origin. Observe that |𝑏−π‘›πœ† − 1|−1 ≤ πœ‰ for 𝑛 =ΜΈ ]𝑝. It follows
from (12) or (39) that
𝑛=1
be the formal series of the solution πœ‘ for (5). We are going
to determine {𝑏𝑛 }∞
𝑛=1 . Substituting (3) and (46) into (5) and
comparing coefficients, we obtain
[π›½πœ‡ − (π‘Ž0 + 𝑑0 )] 𝑏1 = 0,
𝑖=1
∑
𝑖=1 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
󡄨󡄨 󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨 󡄨󡄨󡄨
󡄨󡄨𝑏𝑖 󡄨󡄨 󡄨󡄨𝑏𝑙1 󡄨󡄨 󡄨󡄨𝑏𝑙2 󡄨󡄨 ⋅ ⋅ ⋅ 󡄨󡄨𝑏𝑙𝑑 󡄨󡄨)
= −𝛼 ∑ (𝑖 + 1) 𝑏𝑖+1 𝑏𝑛−𝑖
𝑖=0
𝑛−1
+∑
∑
𝑖=0 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
for all 𝑛 =ΜΈ ]𝑝 + 1, ] = 0, 1, 2, . . ., where 𝑀1 is defined in
Theorem 3. Let
∞
𝑛
𝑉 (𝑧, 𝜏, πœ‰π‘€1 ) = ∑ 𝐴 𝑛 𝑧 ,
𝑛=1
𝐴 1 = |𝜏| .
(43)
It is easy to check that there exists a constant 𝜌 > 0, for |𝑧| < 𝜌,
and (43) satisfies the implicit functional equation
πœ” (𝑧, 𝑉, 𝜏, πœ‰π‘€1 ) = 0,
(44)
where πœ” is defined in (17). Moreover, similarly to the proof
of Theorem 1, we can prove that (44) has a unique analytic
solution 𝑉(𝑍, 𝜏, πœ‰π‘€1 ) in a neighborhood of the origin such
that 𝑉(0, 𝜏, πœ‰π‘€1 ) = 0 and 𝑉𝑧󸀠 (0, 𝜏, πœ‰π‘€1 ) = |𝜏| =ΜΈ 0. Thus (43)
converges in a neighborhood of the origin. Moreover, it is easy
to show that, by induction,
󡄨󡄨 󡄨󡄨
󡄨󡄨𝑏𝑛 󡄨󡄨 ≤ 𝐴 𝑛 ,
(47)
𝑛−1
(42)
+∑
(46)
(𝑛 + 1) [π›½πœ‡π‘›+1 − (π‘Ž0 + 𝑑0 )] 𝑏𝑛+1
𝑛−1
󡄨󡄨 󡄨󡄨
󡄨 󡄨󡄨 󡄨
󡄨󡄨𝑏𝑛 󡄨󡄨 ≤ πœ‰π‘€1 ( ∑ 󡄨󡄨󡄨𝑏𝑖 󡄨󡄨󡄨 󡄨󡄨󡄨𝑏𝑛−𝑖 󡄨󡄨󡄨
𝑛−1
𝑏1 = πœ‚
𝑛 = 1, 2, . . . .
(45)
By inequality (45) we see that the series (22) converges in
π‘ˆπœŒ (0) = {𝑧 | |𝑧| < 𝜌}. Thus series (7) converges in π‘†πœŒ . This
completes the proof.
The following theorem shows that each analytic solution
of (4) leads to an analytic solution of (5). We shall discuss (5)
in the following cases:
(H1) 0 < |πœ‡| =ΜΈ 1;
(H2) πœ‡ = 𝑒2πœ‹π‘–πœƒ , where πœƒ ∈ R \ Q is a Brjuno number, 𝐡(πœƒ) =
∑∞
π‘˜=0 (log(π‘žπ‘˜+1 )/π‘žπ‘˜ ) < ∞, where {π‘π‘˜ /π‘žπ‘˜ } denotes the
sequence of partial fraction of the continued fraction
expansion of πœƒ, said to satisfy the Brjuno condition;
(H3) πœ‡ = 𝑒2πœ‹π‘–π‘ž/𝑝 for some integers 𝑝 ∈ N with 𝑝 ≥ 2 and
π‘ž ∈ Z \ {0}, and πœ‡ =ΜΈ 𝑒2πœπ‘–π‘™/π‘˜ for all 1 ≤ π‘˜ ≤ 𝑝 − 1 and
𝑙 ∈ Z \ {0}.
Theorem 5. Suppose that (H1) holds and that π‘Ž0 =ΜΈ 0, 𝑑0 =ΜΈ 0.
Then in a neighborhood of the origin (5) has an analytic
solution πœ‘ satisfying πœ‘(0) = 0, πœ‘σΈ€  (0) = πœ‚.
𝑑
π‘š
π‘˜=1
𝑙=0
(𝑖 + 1) [𝑑𝑑 + π‘Žπ‘‘ ∏ (∑𝑐𝑙 πœ‡π‘™π‘™π‘˜ )]
× π‘π‘–+1 𝑏𝑙1 𝑏𝑙2 ⋅ ⋅ ⋅ 𝑏𝑙𝑑 ,
𝑛 ≥ 1.
(48)
If 𝑏1 = πœ‚ = 0, then (5) has a trivial solution πœ‘(𝑧) = 0. Assume
that 𝑏1 = πœ‚ =ΜΈ 0; from (47) we can choose π›½πœ‡ = π‘Ž0 + 𝑑0 , then
(48) can be changed into
(𝑛 + 1) π›½πœ‡ (πœ‡π‘› − 1) 𝑏𝑛+1
𝑛−1
= −𝛼 ∑ (𝑖 + 1) 𝑏𝑖+1 𝑏𝑛−𝑖
𝑖=0
𝑛−1
+∑
∑
𝑖=0 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
𝑑
π‘š
π‘˜=1
𝑙=0
(49)
(𝑖 + 1) [𝑑𝑑 + π‘Žπ‘‘ ∏ (∑𝑐𝑙 πœ‡π‘™π‘™π‘˜ )]
× π‘π‘–+1 𝑏𝑙1 𝑏𝑙2 ⋅ ⋅ ⋅ 𝑏𝑙𝑑 ,
𝑛 ≥ 1.
From (49) the sequence {𝑏𝑛 }∞
𝑛=2 is determined uniquely in the
recursive way.
Now we show the convergence of series (46) near zero.
Since the power series in (3) are both convergent for |𝑧| < 𝜎,
for any fixed π‘Ÿ ∈ (0, 𝜎) there exists a constant 𝑀2 > 0 such
that
󡄨󡄨 󡄨󡄨 𝑀2
σ΅„¨σ΅„¨π‘Žπ‘› 󡄨󡄨 ≤ 𝑛 ,
π‘Ÿ
󡄨󡄨 󡄨󡄨 𝑀2
󡄨󡄨𝑑𝑛 󡄨󡄨 ≤ 𝑛 .
π‘Ÿ
(50)
Note that since 1 ≤ 𝑖 ≤ 𝑛 − 1, then there exists some positive
number 𝑀3 as follows:
󡄨󡄨
π‘™π‘™π‘˜ 󡄨󡄨
󡄨󡄨 (𝑖 + 1) ∏π‘‘π‘˜=1 (∑π‘š
1
𝑙=0 𝑐𝑙 πœ‡ ) 󡄨󡄨󡄨
󡄨󡄨
󡄨󡄨 ≤ 󡄨 󡄨 󡄨 󡄨 󡄨
󡄨󡄨
󡄨 ≤ 𝑀3 ,
󡄨󡄨 (𝑛 + 1) π›½πœ‡ (πœ‡π‘› − 1) 󡄨󡄨󡄨 󡄨󡄨󡄨𝛽󡄨󡄨󡄨 σ΅„¨σ΅„¨σ΅„¨πœ‡σ΅„¨σ΅„¨σ΅„¨ σ΅„¨σ΅„¨σ΅„¨πœ‡π‘› − 1󡄨󡄨󡄨
󡄨
󡄨
󡄨󡄨
󡄨󡄨
𝑖+1
1
󡄨󡄨
󡄨󡄨
󡄨󡄨
󡄨󡄨 ≤ 󡄨 󡄨 󡄨 󡄨 󡄨
󡄨 ≤ 𝑀3 ,
󡄨󡄨󡄨 (𝑛 + 1) π›½πœ‡ (πœ‡π‘› − 1) 󡄨󡄨󡄨 󡄨󡄨󡄨𝛽󡄨󡄨󡄨 σ΅„¨σ΅„¨σ΅„¨πœ‡σ΅„¨σ΅„¨σ΅„¨ σ΅„¨σ΅„¨σ΅„¨πœ‡π‘› − 1󡄨󡄨󡄨
󡄨󡄨
󡄨󡄨
𝛼 (𝑖 + 1)
󡄨󡄨
󡄨󡄨
|𝛼|
󡄨󡄨
󡄨
󡄨󡄨 (𝑛 + 1) π›½πœ‡ (πœ‡π‘› − 1) 󡄨󡄨󡄨 ≤ 󡄨󡄨󡄨𝛽󡄨󡄨󡄨 σ΅„¨σ΅„¨σ΅„¨πœ‡σ΅„¨σ΅„¨σ΅„¨ σ΅„¨σ΅„¨σ΅„¨πœ‡π‘› − 1󡄨󡄨󡄨 ≤ 𝑀3 ,
󡄨
󡄨 󡄨 󡄨󡄨 󡄨󡄨
󡄨
(51)
Journal of Applied Mathematics
7
𝑃2 (𝑧) /π‘Ÿ
1 − (𝑃 (𝑧) /π‘Ÿ)
then we have
󡄨
󡄨󡄨
󡄨󡄨𝑏𝑛+1 󡄨󡄨󡄨
= 𝑃 (𝑧)
𝑛−1
󡄨 󡄨󡄨 󡄨
≤ 𝐿 ( ∑ 󡄨󡄨󡄨𝑏𝑖+1 󡄨󡄨󡄨 󡄨󡄨󡄨𝑏𝑛−𝑖 󡄨󡄨󡄨
(52)
∑
1
2
∞
𝑛=0
𝑛=1
∞
∞
𝑃 (𝑧) 𝑛
) )
π‘Ÿ
𝑛
1 ∞
( ∑ 𝐷𝑛 𝑧𝑛 ) )
𝑛
π‘Ÿ
𝑛=1
𝑛=1
= ( ∑ 𝐷𝑛+1 𝑧𝑛+1 ) ( ∑
1 󡄨󡄨 󡄨󡄨 󡄨󡄨 󡄨󡄨 󡄨󡄨 󡄨󡄨 󡄨󡄨 󡄨󡄨
𝑏 󡄨𝑏 󡄨 󡄨𝑏 󡄨 ⋅ ⋅ ⋅ 󡄨󡄨󡄨𝑏𝑙𝑑 󡄨󡄨󡄨) ,
𝑑 󡄨󡄨 𝑖+1 󡄨󡄨 󡄨󡄨 𝑙1 󡄨󡄨 󡄨󡄨 𝑙2 󡄨󡄨
π‘Ÿ
𝑖=0 𝑙 +𝑙 +⋅⋅⋅+𝑙 =𝑛−𝑖
+∑
∞
= ( ∑ 𝐷𝑛+1 𝑧𝑛+1 ) ( ∑ (
𝑖=0
𝑛−1
𝑃 (𝑧) /π‘Ÿ
1 − (𝑃 (𝑧) /π‘Ÿ)
𝑛=0
𝑑
𝑑=1,2,...,𝑛−𝑖
∞
∞
1
𝐷 𝐷 ⋅ ⋅ ⋅ 𝐷𝑙𝑑 𝑧𝑛 )
𝑑 𝑙1 𝑙2
𝑛=1 𝑙 +𝑙 +⋅⋅⋅+𝑙 =𝑛 π‘Ÿ
= ( ∑ 𝐷𝑛+1 𝑧𝑛+1 ) ( ∑
𝑛 ≥ 1,
𝑛=0
where 𝐿 := max{2𝑀2 𝑀3 , 𝑀3 } > 0. Let
1
∞ 𝑛−1
π‘Š2 /π‘Ÿ
󡄨 󡄨
+ π‘Š2 )
Θ (𝑧, π‘Š) = π‘Š − σ΅„¨σ΅„¨σ΅„¨πœ‚σ΅„¨σ΅„¨σ΅„¨ 𝑧 − 𝐿 (
1 − (π‘Š/π‘Ÿ)
(53)
for (𝑧, π‘Š) from a neighborhood of the origin. Since Θ(0, 0) =
0, ΘσΈ€ π‘Š(0, 0) = 1 =ΜΈ 0, there exists a unique function π‘Š(𝑧),
analytic in a neighborhood of the origin, such that π‘Š(0) = 0,
π‘ŠσΈ€  (0) = |πœ‚| =ΜΈ 0, and Θ(𝑧, π‘Š(𝑧)) = 0. Then define a sequence
{𝐷𝑛 }∞
𝑛=1 by 𝐷1 = |πœ‚| =ΜΈ 0 and
𝑛−1
𝐷𝑛+1 = 𝐿 ( ∑ 𝐷𝑖+1 𝐷𝑛−𝑖
𝑖=0
∑
2
𝑑
𝑑=1,2,...,𝑛
1
𝐷 𝐷 𝐷 ⋅ ⋅ ⋅ 𝐷𝑙𝑑 𝑧𝑛+1 .
𝑑 𝑖+1 𝑙1 𝑙2
π‘Ÿ
𝑛=1 𝑖=0 𝑙 +𝑙 +⋅⋅⋅+𝑙 =𝑛−𝑖
=∑∑
∑
1
2
𝑑
𝑑=1,2,...,𝑛−𝑖
(57)
Then we have
𝑃2 (𝑧) /π‘Ÿ
1
1∞
󡄨 󡄨
+ 𝑝2 (𝑧) = ∑ 𝐷𝑛+1 𝑧𝑛+1 = (𝑃 (𝑧) − σ΅„¨σ΅„¨σ΅„¨πœ‚σ΅„¨σ΅„¨σ΅„¨ 𝑧) ,
1 − (𝑃 (𝑧) /π‘Ÿ)
𝐿 𝑛=1
𝐿
(58)
that is
𝑛−1
󡄨 󡄨
𝑃 (𝑧) − σ΅„¨σ΅„¨σ΅„¨πœ‚σ΅„¨σ΅„¨σ΅„¨ 𝑧 − 𝐿 [
1
+∑
𝐷 𝐷 𝐷 ⋅ ⋅ ⋅ 𝐷𝑙𝑑 ) ,
∑
𝑑 𝑖+1 𝑙1 𝑙2
𝑖=0 𝑙 +𝑙 +⋅⋅⋅+𝑙 =𝑛−𝑖 π‘Ÿ
1
2
𝑑
𝑃2 (𝑧) /π‘Ÿ
+ 𝑝2 (𝑧)] = 0.
1 − (𝑃 (𝑧) /π‘Ÿ)
(59)
𝑑=1,2,...,𝑛−𝑖
𝑛 ≥ 1.
(54)
By (52) we see that
󡄨󡄨 󡄨󡄨
󡄨󡄨𝑏𝑛 󡄨󡄨 ≤ 𝐷𝑛 ,
𝑛 ≥ 1.
(55)
Let
∞
𝑃 (𝑧) = ∑ 𝐷𝑛 𝑧𝑛 ,
𝑛=1
󡄨 󡄨
𝐷1 = σ΅„¨σ΅„¨σ΅„¨πœ‚σ΅„¨σ΅„¨σ΅„¨ ,
with the recursive law of {𝐷𝑛 }∞
𝑛=1 . Then
𝑃2 (𝑧)
∞
∞
𝑛=0
𝑛=1
= ( ∑ 𝐷𝑛+1 𝑧𝑛+1 ) ( ∑ 𝐷𝑛 𝑧𝑛 )
(56)
This shows that 𝑃(0) = 0, 𝑃󸀠 (0) = |πœ‚|, and Θ(𝑧, 𝑃(𝑧)) = 0.
So we have 𝑃(𝑧) = π‘Š(𝑧). It follows that the power series
(56) converges in a neighborhood of the origin. Therefore,
from (55) we see that (46) converges in a neighborhood of
the origin. The proof is complete.
In the case (H2) we obtain similarly an analogue to
Theorem 3.
Theorem 6. Suppose that (H2) holds and that π‘Ž0 =ΜΈ 0, 𝑑0 =ΜΈ 0.
Then in a neighborhood of the origin (5) has an analytic
solution πœ‘(𝑧) satisfying πœ‘(0) = 0, πœ‘σΈ€  (0) = πœ‚ =ΜΈ 0.
In the case (H3) we also obtain similarly an analogue to
Theorem 4.
Theorem 7. Suppose that (H3) holds, π‘Ž0 =ΜΈ 0, 𝑑0 =ΜΈ 0, and 𝑝 is
given as above mentioned. Let {𝑏𝑛 }∞
𝑛=1 be determined recursively
by 𝑏1 = πœ‚ and
∞ 𝑛−1
= ∑ ∑ 𝐷𝑖+1 𝐷𝑛−𝑖 𝑧𝑛+1 ,
𝑛=1 𝑖=0
(𝑛 + 1) π›½πœ‡ (πœ‡π‘› − 1) 𝑏𝑛+1 = Ξ (𝑛 + 1, πœ‡) ,
(60)
8
Journal of Applied Mathematics
where
then from (4)
Ξ (𝑛 + 1, πœ‡)
σΈ€ 
𝛼𝑧 + 𝛽π‘₯ (𝑧) = 𝛼𝑧 +
𝑛−1
= −𝛼 ∑ (𝑖 + 1) 𝑏𝑖+1 𝑏𝑛−𝑖
𝑖=0
𝑛−1
+∑
∑
𝑖=0 𝑙1 +𝑙2 +⋅⋅⋅+𝑙𝑑 =𝑛−𝑖
𝑑=1,2,...,𝑛−𝑖
π›½πœ“σΈ€  (πœ“−1 (𝑧) + πœ†)
πœ“σΈ€  (πœ“−1 (𝑧))
π‘š
𝑑
π‘š
π‘˜=1
𝑙=0
= 𝐹 (∑𝑐𝑙 πœ“ (πœ“−1 (𝑧) + π‘™πœ†)) + 𝐺 (πœ“ (πœ“−1 (𝑧)))
(𝑖 + 1) [𝑑𝑑 + π‘Žπ‘‘ ∏ (∑𝑐𝑙 πœ‡π‘™π‘™π‘˜ )]
× π‘π‘–+1 𝑏𝑙1 𝑏𝑙2 ⋅ ⋅ ⋅ 𝑏𝑙𝑑 ,
𝑙=0
π‘š
= 𝐹 (∑𝑐𝑙 π‘₯𝑙 (𝑧)) + 𝐺 (𝑧) .
𝑙=0
𝑛 ≥ 1.
(64)
(61)
If Ξ(𝑙𝑝 + 1, πœ‡) = 0 for all 𝑙 = 1, 2, . . ., then (5) has an analytic
solution in a neighborhood of the origin such that πœ‘(0) = 0,
σΈ€ 
𝑠 are
πœ‘σΈ€  (0) = πœ‚ =ΜΈ 0, and πœ‘(𝑙𝑝+1) (0) = (𝑙𝑝 + 1)!πœ‚π‘™π‘+1 , where πœ‚π‘™π‘+1
arbitrary constants satisfying the inequality |πœ‚π‘™π‘+1 | ≤ 𝑑𝑙𝑝+1 , 𝑙 =
1, 2, . . . and the sequence {𝑑𝑛 }∞
𝑛=1 is defined as follows: 𝑑1 = |πœ‚|
and
𝑑𝑛+1
𝑛−1
𝑛−1
1
𝑑 𝑑 𝑑 ⋅ ⋅ ⋅ 𝑑𝑙𝑑) ,
𝑑 𝑖+1 𝑙1 𝑙2
𝑖=0 𝑙 +𝑙 +⋅⋅⋅+𝑙 =𝑛−𝑖 π‘Ÿ
= Γ𝐿 1 (∑ 𝑑𝑖+1 𝑑𝑛−𝑖 + ∑
𝑖=0
∑
1
2
𝑑
𝑑=1,2,...,𝑛−𝑖
𝑛 ≥ 1,
(62)
where Γ = max{1, |πœ‡π‘– − 1|−1 , 𝑖 = 1, 2 . . . , 𝑝 − 1}, and 𝐿 1 =
max{2/|𝛽|, |𝛼|/|𝛽|}. Otherwise, if Ξ(𝑙𝑝 + 1, πœ‡) =ΜΈ 0 for some 𝑙 =
1, 2, . . ., then (5) has no analytic solutions in any neighborhood
of the origin.
3. Analytic Solutions of the Original (2)
Having known analytic solutions of the auxiliary equation (4)
and (5), we can give results to the original (2).
Theorem 8. Suppose that the conditions of Theorems 1, 3,
or 4 are satisfied. Then (2) has an analytic solution π‘₯(𝑧) =
πœ“(πœ“−1 (𝑧)+πœ†) in a neighborhood of the origin, where πœ“(𝑧) is an
analytic solution of (4) in the half plane π‘†πœŒ .
Proof. In view of Theorems 1, 3, or 4, we may find a sequence
{𝑏𝑛 }∞
𝑛=1 such that the function πœ“(𝑧) of the form (7) is an
analytic solution of (4) in the half plane π‘†πœŒ . As in Theorem 1,
πœ“(𝑧) = πœ™(𝑏−𝑧 ). Since πœ™σΈ€  (0) =ΜΈ 0, the function πœ™−1 is analytic
in a neighborhood of the point πœ™(0) = 0. Thus πœ“−1 (𝑧) =
− ln πœ™−1 (𝑧)/ ln 𝑏 is analytic in a neighborhood of the origin.
Define π‘₯(𝑧) = πœ“(πœ“−1 (𝑧) + πœ†) which is analytic clearly. Note
that
π‘₯σΈ€  (𝑧) =
πœ“σΈ€  (πœ“−1 (𝑧) + πœ†)
πœ“σΈ€  (πœ“−1 (𝑧))
This shows that π‘₯(𝑧) = πœ“(πœ“−1 (𝑧) + πœ†) satisfies (2). The proof
is complete.
Under the hypothesis of Theorem 1 the origin 0 is a hyperbolic fixed point of π‘₯, but under hypotheses of Theorems
3 and 4 it is not. Actually, when the constant πœ‡ = 𝑏−πœ†
satisfies the Brjuno condition, the norm of the eigenvalue of
the linearized of π‘₯ at 0 equals 1, but the eigenvalue is not a
root of unity. Under (I3), the fixed point 0 of π‘₯ is a resonance.
When 0 < |𝑏| < 1, the same method is applicable and a
similarly result can be obtained; that is, there exists a constant
𝜌 > 0 such that (4) has an analytic solution in the left-half
plane {𝑧 ∈ C | R𝑧 < − ln 𝜌/ ln |𝑏|, −∞ < I𝑧 < +∞}.
Theorem 9. Under one of the conditions in Theorems 5, 6, or
7, (2) has an analytic solution of the form π‘₯(𝑧) = πœ‘(πœ‡πœ‘−1 (𝑧)) in
a neighborhood of the origin, where πœ‘(𝑧) is an analytic solution
of (5) in a neighborhood of the origin.
Proof. In Theorems 5–7 we have found a solution πœ‘(𝑧) of (5)
in the form (46), which is analytic near 0. Since πœ‘(0) = 0,
πœ‘σΈ€  (0) = πœ‚ =ΜΈ 0, the function πœ‘−1 is also analytic near 0. Thus
π‘₯(𝑧) = πœ‘(πœ‡πœ‘−1 (𝑧)) is analytic. Moreover,
πœ‡πœ‘σΈ€  (πœ‡πœ‘−1 (𝑧))
π‘₯σΈ€  (𝑧) =
πœ‘σΈ€  (πœ‘−1 (𝑧))
,
π‘₯𝑙 (𝑧) = πœ‘ (πœ‡π‘™ πœ‘−1 (𝑧)) , (65)
so from (5) we have
σΈ€ 
𝛼𝑧 + 𝛽π‘₯ (𝑧) = 𝛼𝑧 +
π›½πœ‡πœ‘σΈ€  (πœ‡πœ‘−1 (𝑧))
πœ‘σΈ€  (πœ‘−1 (𝑧))
π‘š
= 𝐹 (∑𝑐𝑙 πœ‘ (πœ‡π‘™ πœ‘−1 (𝑧))) + 𝐺 (πœ‘ (πœ‘−1 (𝑧)))
𝑙=0
π‘š
= 𝐹 (∑𝑐𝑙 π‘₯𝑙 (𝑧)) + 𝐺 (𝑧) .
𝑙=0
(66)
,
π‘₯π‘˜ (𝑧) = πœ“ (πœ“−1 (𝑧) + π‘˜πœ†) ,
(63)
Therefore, π‘₯(𝑧) = πœ‘(πœ‡πœ‘−1 (𝑧)) satisfies (2). The proof is
complete.
Journal of Applied Mathematics
9
4. Example
References
Example 1. Consider the equation
[1] K. Wang, “On the equation π‘₯σΈ€  (𝑑) = 𝑓(π‘₯(π‘₯(𝑑))),” Funkcialaj
Ekvacioj, vol. 33, no. 3, pp. 405–425, 1990.
[2] S. Stanck, “On global properties of solutions of functional differential equation π‘₯σΈ€  (𝑑) = π‘₯(π‘₯(𝑑)) + π‘₯(𝑑),” Dynamic Systems and
Applications, vol. 4, pp. 263–278, 1995.
[3] J.-G. Si, W.-R. Li, and S. S. Cheng, “Analytic solutions of an
iterative functional-differential equation,” Computers & Mathematics with Applications, vol. 33, no. 6, pp. 47–51, 1997.
[4] J.-G. Si and S. S. Cheng, “Smooth solutions of a nonhomogeneous iterative functional-differential equation,” Proceedings of
the Royal Society of Edinburgh Section A, vol. 128, no. 4, pp. 821–
831, 1998.
[5] J.-G. Si and X.-P. Wang, “Smooth solutions of a nonhomogeneous iterative functional-differential equation with variable
coefficients,” Journal of Mathematical Analysis and Applications,
vol. 226, no. 2, pp. 377–392, 1998.
[6] J.-G. Si and S. S. Cheng, “Analytic solutions of a functional-differential equation with state dependent argument,” Taiwanese
Journal of Mathematics, vol. 1, no. 4, pp. 471–480, 1997.
[7] J.-G. Si, X.-P. Wang, and S. S. Cheng, “Analytic solutions of a
functional-differential equation with a state derivative dependent delay,” Aequationes Mathematicae, vol. 57, no. 1, pp. 75–86,
1999.
[8] J. Si and W. Zhang, “Analytic solutions of a nonlinear iterative
equation near neutral fixed points and poles,” Journal of Mathematical Analysis and Applications, vol. 284, no. 1, pp. 373–388,
2003.
[9] A. D. Bjuno, “Analytic form of differential equations,” Transactions of the Moscow Mathematical Society, vol. 25, pp. 131–288,
1971.
[10] S. Marmi, P. Moussa, and J.-C. Yoccoz, “The Brjuno functions
and their regularity properties,” Communications in Mathematical Physics, vol. 186, no. 2, pp. 265–293, 1997.
[11] T. Carletti and S. Marmi, “Linearization of analytic and nonanalytic germs of diffeomorphisms of (C, 0),” Bulletin de la
Société Mathématique de France, vol. 128, no. 1, pp. 69–85, 2000.
[12] A. M. Davie, “The critical function for the semistandard map,”
Nonlinearity, vol. 7, no. 1, pp. 219–229, 1994.
[13] D. Bessis, S. Marmi, and G. Turchetti, “On the singularities of
divergent majorant series arising from normal form theory,”
Rendiconti di Matematica e delle sue Applicazioni, vol. 9, no. 4,
pp. 645–659, 1989.
𝑧 + π‘₯σΈ€  (𝑧) = 4𝑒(1/2)π‘₯(π‘₯(𝑧)) − 𝑒𝑧 −
17
.
6
(67)
It is in the form of (2), where 𝛼 = 𝛽 = 1, 𝑐0 = 𝑐1 = 0, 𝑐2 = 1/2,
𝑛
π‘š = 2, 𝐹(𝑧) = 4𝑒𝑧 − (13/3) = ∑∞
𝑛=1 (4𝑧 /𝑛!) − (1/3), and
∞
𝑧
𝑛
𝐺(𝑧) = (3/2) − 𝑒 = − ∑𝑛=1 (𝑧 /𝑛!) + (1/2). Clearly both 𝐺 and
𝐹 are analytic near 0, π‘Ž0 = 𝐹(0) = −1/3, 𝑑0 = 𝐺(0) = 1/2, π‘Ž1 =
𝐹󸀠 (0) = 4, and 𝑑1 = 𝐺󸀠 (0) = −1. For arbitrary |𝑏| > 1, let πœ† =
ln 6/ ln |𝑏|, the 0 < |𝑏−πœ† | < 1. By Theorem 1, there is a constant
𝜌 > 0 such that the corresponding auxiliary equation
πœ“ (𝑧) πœ“σΈ€  (𝑧) + πœ“σΈ€  (𝑧 + πœ†)
1
= 𝐹 ( πœ“ (𝑧 + 2πœ†)) πœ“σΈ€  (𝑧) + 𝐺 (πœ“ (𝑧)) πœ“σΈ€  (𝑧) ,
2
(68)
and (67) itself have an analytic solution in the half plane π‘†πœŒ =
{𝑧 | R𝑧 > −(ln 𝜌/ ln 𝑏), −∞ < I𝑧 < +∞}. In the routine in
the proofs of our theorems we can calculate the solutions
551 3
1
35
π‘₯ (𝑧) = 𝑧 − 𝑧2 −
𝑧 + ⋅⋅⋅ .
6
36
1944
(69)
Example 2. Consider the equation
1
1
1
𝑧 − π‘₯σΈ€  (𝑧) = π‘₯ (𝑧) − π‘₯ (π‘₯ (𝑧)) + 𝑒𝑧 − .
2
4
4
(70)
It is in the form of (2), where 𝛼 = 1, 𝛽 = −1, 𝑐0 = 0, 𝑐1 = −1/2,
𝑐2 = 1/4, π‘š = 2, π‘Ž0 = 1/2, π‘Ž1 = −1, π‘Žπ‘› = 0 (𝑛 ≥ 2),
𝑑0 = 1/4, 𝑑1 = 1, 𝐹(𝑧) = −𝑧 + (1/2), and 𝐺(𝑧) = 𝑒𝑧 − (3/4) =
2
𝑛
∑∞
𝑛=1 (𝑧 /𝑛!) + (1/4). Clearly, ∑𝑙=0 |𝑐𝑙 | < 1 and πœ‡ = (1/𝛽)(π‘Ž0 +
𝑑0 ) = −3/4 such that 0 < |πœ‡| < 1. By Theorem 5 the
corresponding auxiliary equation
1
1
πœ‘ (𝑧) πœ‘σΈ€  (𝑧) − πœ‡πœ‘σΈ€  (πœ‡π‘§) = ( πœ‘ (πœ‡π‘§) − πœ‘ (πœ‡2 𝑧)) πœ‘σΈ€  (𝑧)
2
4
1
+ (π‘’πœ‘(𝑧) − ) πœ‘σΈ€  (𝑧)
4
(71)
and (70) itself have an analytic solution each in a neighborhood of the origin. Proofs of our theorems provide a method
to calculate the solution
1
π‘₯ (𝑧) = πœ‡π‘§ + πœ‡ (πœ‡ − 2) 𝑧2
8
+
1 1
[ πœ‡ (πœ‡ − 1) (πœ‡ − 2) (πœ‡ + 2) − 1] 𝑧3 + ⋅ ⋅ ⋅ .
3! 16
(72)
Acknowledgments
This work was supported by the Natural Science Foundation
of Shandong Province (ZR2012AM017) and the Natural Science Foundation of Shandong Province (2011ZRA07006).
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