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 (π§) = π₯ (ππ§ + ππ₯ (π§)) , πΌπ§ + π½π₯σΈ (π§) = π₯ (ππ§ + ππ₯σΈ (π§)) , π π−1 π π (π₯) = πΊ ( ∑ ππ π (π₯)) + πΉ (π₯) , (1) π ≥ 2, π₯ ∈ C π=0 are found. In this paper, we will be concerned with analytic solutions of the functional differential equation π πΌπ§ + π½π₯σΈ (π§) = πΉ (∑ππ π₯π (π§)) + πΊ (π§) , π§ ∈ 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 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 off the unit circle in C and the situation of π on the circle with the Diophantine condition, “|π| = 1, π is not a root of unity, and log(1/|ππ − 1|) ≤ π log π, π = 2, 3, . . . for some positive constant π”, are discussed. The Diophantine condition requires π to be far from all roots of unity that the fixed point 0 is irrationally neutral. In this paper, besides the situation that π is the inside of the unit circle π1 , we break the restriction of the Diophantine condition and study the situations that the constant π in (5) (or π = π−π , π is a complex constant, and π is in (4)) is resonance and a root of unity in the complex plane C near resonance under the Brjuno condition. π=0 where πΌ, π½, π1 , π2 , . . . , ππ are complex numbers, π½ =ΜΈ 0, π π−1 ∑π π=0 |ππ | < 1, and π₯ (π§) = π₯(π₯ (π§)) that denote the πth iterate of a map π₯. In general, πΉ, πΊ 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 πΉ and πΊ are analytic functions in a neighborhood of the origin, that is, 0 is a regular point, and have power series expansions ∞ πΉ (π§) = ∑ ππ π§π , π=0 π0 =ΜΈ 0, ∞ πΊ (π§) = ∑ ππ π§π , π0 =ΜΈ 0, π=0 π§ ∈ C. (3) 2 Journal of Applied Mathematics If there exists a complex constant π and an invertible function π(π§) such that π(π−1 (π§) + π) is well defined, then letting π₯(π§) = π(π−1 (π§) + π), we can formally transform (2) into the differential-difference equation Μ πΊ(π§) = σ°πΊ(σ°−1 π§), and put π¦ = σ°π§, π½Μ = σ°π½, π’ = σ°π, and Μ = σ°π(σ°−1 π§). Then (4) can be rewritten as π(π§) π πΌπΜ (π¦) πΜσΈ (π¦) + π½ΜπΜσΈ (π¦ + π’) = πΉΜ (∑ππ πΜ (π¦ + ππ’)) πΜσΈ (π¦) π=0 π πΌπ (π§) πσΈ (π§) + π½πσΈ (π§ + π) = πΉ (∑ππ π (π§ + ππ)) πσΈ (π§) π=0 + πΊ (π (π§)) πσΈ (π§) . The indeterminate constant π will be discussed in the following cases: (I1) Rπ > 0; (I2) π = π−π = π2πππ , and π ∈ R \ Q is a Brjuno number [9, 10]; that is, π΅(π) = ∑∞ π=0 (log(ππ+1 )/ππ ) < ∞, where {ππ /ππ } denotes the sequence of partial fraction of the continued fraction expansion of π, said to satisfy the Brjuno condition; (I3) π = π−π = π2πππ/π for some integers π ∈ N with π ≥ 2 and π ∈ Z \ {0}, and πΌ =ΜΈ π2πππ/π for all 1 ≤ π ≤ π − 1 and π ∈ Z \ {0}. Take notations ππ := {π§ ∈ C : Rπ§ > − ln π/ ln |π|, −∞ < Iπ§ < +∞}. A change of variable further transforms (4) into the functional differential equation σΈ π σΈ π (9) in the same form as (4) and |ππ σ°1−π | ≤ 1, |ππ σ°1−π | ≤ 1 for π = 2, 3, . . . by (8). Consider a solution π(π§) of (4) in the formal Dirichlet −ππ§ , where π is a complex series (7); that is, π(π§) = ∑∞ π=1 ππ π constant and |π| > 1. Substituting series (3) and (7) of πΉ, πΊ, and π in (4) and comparing coefficients we obtain that [π½π−π − (π0 + π0 )] ln π π1 = 0, π=0 (5) σΈ + πΊ (π (π§)) π (π§) , where π is a complex constant. The solution of this equation has properties similar to those of (4). If (5) has an invertible solution π(π§), which satisfies the initial value conditions σΈ π (0) = π =ΜΈ 0, (6) then we can show that π₯(π§) = π(ππ−1 (π§)) is an analytic solution of (2). Theorem 1. Suppose that (I1) holds, then (5) has an analytic solution of the form π−1 = −πΌ ∑ πππ ππ−π π=1 π−1 +∑ ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π‘ π π=1 π=0 π [ππ‘ + ππ‘ ∏ (∑ππ πππ ππ)]ππ ππ1 ππ2 ⋅ ⋅ ⋅ πππ‘ , π ≥ 2. (11) If π1 = π = 0, then (4) has a trivial solution π(π§) = 0. Assume that π1 = π =ΜΈ 0, because |π| > 1; from (10) we have π0 + π0 = π½π−π . From (11) we obtain that π½π−π (π−(π−1)π − 1) πππ π−1 = −πΌ ∑ πππ ππ−π π=1 π−1 +∑ ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π‘ π π=1 π=0 π [ππ‘ + ππ‘ ∏ (∑ππ π−ππ ππ)]ππ ππ1 ππ2 ⋅ ⋅ ⋅ πππ‘ , π ≥ 2. (12) ∞ π (π§) = ∑ ππ π−ππ§ , (7) π=1 in the half plane ππ for a certain constant π > 0, which satisfies limRπ§ → +∞ π(π§) = 0. Proof. Since πΉ and πΊ are analytic in a neighborhood of the origin and have the power series expansion (3), there exists a positive σ° such that σ΅¨σ΅¨ σ΅¨σ΅¨ π−1 σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ σ° , σ΅¨σ΅¨ σ΅¨σ΅¨ π−1 σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ σ° , π = 2, 3, . . . . (8) Without loss of generality, we can assume that σ° = 1; that is, Μ = σ°πΉ(σ°−1 π§), |ππ | ≤ 1, |ππ | ≤ 1 for π = 2, 3, . . .. In fact, let πΉ(π§) (10) [π½π−ππ − (π0 + π0 )] πππ σΈ πΌπ (π§) π (π§) + π½ππ (ππ§) = πΉ (∑ππ π (π π§)) π (π§) π (0) = 0, Μ (πΜ (π¦)) πΜσΈ (π¦) , +πΊ (4) The sequence {ππ }∞ π=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 > 0, so we have σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ πΌπ σ΅¨σ΅¨ lim σ΅¨σ΅¨σ΅¨σ΅¨ π → ∞ σ΅¨ ππ½π−π (π−(π−1)π − 1) σ΅¨σ΅¨σ΅¨ σ΅¨ σ΅¨ |πΌ| ≤ lim σ΅¨ −π −(π−1)π σ΅¨ π → ∞ σ΅¨σ΅¨π½π (π − 1)σ΅¨σ΅¨σ΅¨ σ΅¨ |πΌ| = σ΅¨ σ΅¨ σ΅¨ −π σ΅¨ , σ΅¨σ΅¨π½σ΅¨σ΅¨ σ΅¨σ΅¨π σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨ Rπ > 0, Journal of Applied Mathematics 3 σ΅¨σ΅¨ −ππ ππ σ΅¨σ΅¨ σ΅¨σ΅¨ π [ππ‘ + ππ‘ ∏π‘π=1 (∑π )] σ΅¨σ΅¨ π=0 ππ π σ΅¨σ΅¨ σ΅¨ lim σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ π→∞ σ΅¨ σ΅¨σ΅¨ ππ½π−π (π−(π−1)π − 1) σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ π‘ π σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨π σ΅¨ + σ΅¨σ΅¨ππ‘ σ΅¨σ΅¨ ∏π=1 (∑π=0 σ΅¨σ΅¨ππ σ΅¨σ΅¨) ≤ lim σ΅¨ π‘σ΅¨σ΅¨ −π σ΅¨σ΅¨π½π (π−(π−1)π − 1)σ΅¨σ΅¨σ΅¨ π→∞ σ΅¨ σ΅¨ 2 ≤ σ΅¨ σ΅¨ σ΅¨ −π σ΅¨ , σ΅¨σ΅¨π½σ΅¨σ΅¨ σ΅¨σ΅¨π σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨ in (18), we can determine all coefficients recursively by π΅1 = |π| and π−1 π−1 π=1 π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π΅π = π ( ∑ π΅π π΅π−π + ∑ Rπ > 0. ∑ π΅π π΅π1 π΅π2 ⋅ ⋅ ⋅ π΅ππ‘ ) , π ≥ 2. (20) (13) This implies that there exists a constant π > 0 such that σ΅¨σ΅¨ σ΅¨σ΅¨ πΌπ σ΅¨ σ΅¨σ΅¨ σ΅¨ ≤ π, lim σ΅¨σ΅¨σ΅¨σ΅¨ π → ∞ σ΅¨ ππ½π−π (π−(π−1)π − 1) σ΅¨σ΅¨σ΅¨ σ΅¨ σ΅¨ σ΅¨ σ΅¨σ΅¨ π‘ π σ΅¨σ΅¨ π [ππ‘ + ππ‘ ∏π=1 (∑π=0 ππ πππ ππ )] σ΅¨σ΅¨σ΅¨ (14) σ΅¨σ΅¨ ≤ π, σ΅¨ lim σ΅¨ σ΅¨σ΅¨ −π −(π−1)π π → ∞ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ ππ½π (π − 1) σ΅¨σ΅¨ σ΅¨ ∀π ≥ 2, Rπ > 0. π−1 π−1 π=1 π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π ∑ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ σ΅¨σ΅¨ππ1 σ΅¨σ΅¨ σ΅¨σ΅¨ππ2 σ΅¨σ΅¨ ⋅ ⋅ ⋅ σ΅¨σ΅¨πππ‘) σ΅¨σ΅¨ , π ≥ 2. (15) In order to construct a majorant series of (7), we consider the implicit functional equation π» (π§) = |π| π§ + π [π»2 (π§) + 2 π» (π§) ]. 1 − π» (π§) (16) Define the function π (π§, π») := π (π§, π», π, π) = π» − |π| π§ − π (π»2 + π»2 ) 1−π» (17) for (π§, π») in a neighborhood of the origin. Then π(0, 0) = 0, σΈ (0, 0) = 1 =ΜΈ 0. Thus, there exists a unique function π»(π§) ππ» analytic in a neighborhood of zero; that is, there is a constant πΏ1 > 0, as |π§| < πΏ1 , the function π»(π§) is analytic, such that σΈ (0, 0) = |π| and π(π§, π»(π§)) = π»(0) = 0, π»σΈ (0) = −ππ§σΈ (0, 0)/ππ» 0. Since π»(0) = 0, there is a constant πΏ2 > 0, such that |π»(π§)| < 1 for |π§| < πΏ2 . Therefore, as |π§| < πΏ := min{πΏ1 , πΏ2 }, the function π»(π§) satisfies the equation π (π§, π» (π§)) = π» (π§) − |π| π§ − π [π»2 (π§) + π»2 (π§) ] = 0. 1 − π» (π§) (18) Choosing π΅1 = |π| and putting ∞ π» (π§) = ∑ π΅π π−ππ§ π=1 σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ π΅π , π = 1, 2, . . . . (21) It follows that the power series ∞ π (π§) = ∑ ππ π§π (22) π=1 is also convergent as |π§| < πΏ. So there exists π ≤ πΏ such that Dirichlet series (7) is convergent in ππ . Furthermore, one has Therefore, from (12) we obtain σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ π(∑ σ΅¨σ΅¨σ΅¨ππ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ−π σ΅¨σ΅¨σ΅¨ + ∑ Moreover, it is easy to see from (15) (19) lim π−π§ = Rπ§ → +∞ lim π−Rπ§ [(cos (Iπ§ ln π)) − π sin (Iπ§ ln π)] Rπ§ → +∞ = 0. (23) −ππ§ Thus limRπ§ → +∞ π(π§) = limRπ§ → +∞ ∑∞ = 0. The π=1 ππ π proof is complete. We observe that π = π−π 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, we let [π] denote its integer part, and {π} = π − [π] its fractional part. Then every irrational number π has a unique expression of the Gauss’ continued fraction π = π0 + π0 = π0 + 1 = ⋅⋅⋅ , π1 + π1 (24) denoted simply by π = [π0 , π1 , . . . , ππ , . . .], where ππ ’s and ππ ’s are calculated by the algorithm: (a) π0 = [π], π0 = {π} and (b) ππ = [1/ππ−1 ], ππ = {1/ππ−1 } for all π ≥ 1. Define the sequences (ππ )π∈N and (ππ )π∈N as follows: π−2 = 1, π−1 = 0, ππ = ππ ππ−1 + ππ−2 , π−2 = 0, π−1 = 1, ππ = ππ ππ−1 + ππ−2 . (25) It is easy to show that ππ /ππ = [π0 , π1 , . . . , ππ ]. Thus, for every π ∈ R \ Q we associate, using its convergence, an arithmetical function π΅(π) = ∑π≥0 (log(ππ+1 )/ππ ). We say that π is a Brjuno number or that it satisfies Brjuno condition if π΅(π) < +∞. The Brjuno condition is weaker than the Diophantine condition. For example, if ππ+1 ≤ ππππ for all π ≥ 0, where π > 0 is 4 Journal of Applied Mathematics a constant, then π = [π0 , π1 , . . . , ππ , . . .] is a Brjuno number but is not a Diophantine number. So, the case (I2) contains both Diophantine condition and a part of π = π−π “near” resonance. let π΄ π = {π ≥ 0 | βππβ ≤ 1 }, 8ππ ππ = πΈπ = max (ππ , ππ+1 ), 4 ππ . πΈπ determine the sequence {ππ }∞ π=2 recursively by (12). In fact, in view of (I2) we see that π = π−π satisfies the conditions of Lemma 2, and from (12) we have π−1 π σ΅¨ σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ σ΅¨σ΅¨ −(π−1)π1 σ΅¨σ΅¨ ( ∑ σ΅¨σ΅¨σ΅¨ππ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ−π σ΅¨σ΅¨σ΅¨ π − 1 σ΅¨σ΅¨ σ΅¨σ΅¨ π=1 π−1 (26) +∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π Let π΄∗π be the set of integers π ≥ 0 such that either π ∈ π΄ π or for some π1 and π2 in π΄ π , with π2 −π1 < πΈπ , one has π1 < π < π2 and ππ divides π − π1 . For any integer π ≥ 0, define ππ (π) = max ((1 + ππ ) 1 π − 2, (ππ ππ + π) − 1) , ππ ππ (27) where ππ = max{π | 0 ≤ π ≤ π, π ∈ π΄∗π }. We then define the function βπ : N → R+ as follows: ππ + ππ π − 1, { { { ππ βπ (π) = { { { {ππ (π) , if ππ + ππ ∈ π΄∗π , if ππ + ππ ∉ π΄∗π . (28) Let ππ (π) := max(βπ (π), [π/ππ ]), and define π(π) by the condition ππ(π) ≤ π ≤ ππ(π)+1 . Clearly, π(π) is nondecreasing. Moreover, the function ππ is nonnegative. Then we are able to state the following result. Lemma 2 (Davie’s lemma [12]). Let πΎ(π) ∑π(π) π=0 ππ (π) log(2ππ+1 ). Then = π(π) log π π+1 π=0 ππ + πΎ) , σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ σ΅¨σ΅¨ππ1 σ΅¨σ΅¨ σ΅¨σ΅¨ππ2 σ΅¨σ΅¨ ⋅ ⋅ ⋅ σ΅¨σ΅¨πππ‘ σ΅¨σ΅¨) , π ≥ 2, (30) where π1 = max{|πΌ|/|π½|, 2/|π½|} > 0. To construct a governing series of (7), we consider the implicit functional equation π (π§, π, π, π1 ) = 0, (31) where π 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(π§, π, π1 ) in a neighborhood of the origin; that is, there is a constant πΏ3 > 0, as |π§| < πΏ3 , the function π(π§, π, π1 ) is analytic such that π(0, π, π1 ) = 0 and ππ§σΈ (0, π, π1 ) = |π|. Thus π(π§, π, π1 ) in (31) can be expanded into a convergent series ∞ π log 2 + π (π§, π, π1 ) = ∑ πΆπ π§π , (32) π=1 (a) there is a universal constant πΎ > 0 (independent of π and π) such that πΎ (π) ≤ π ( ∑ ∑ in a neighborhood of the origin. Replacing (32) into (31) and comparing coefficients, we obtain that πΆ1 = |π| and (29) (b) πΎ(π1 ) + πΎ(π2 ) ≤ πΎ(π1 + π2 ) for all π1 and π2 , and (c) − log |π−ππ − 1| ≤ πΎ(π) − πΎ(π − 1). π−1 π−1 π=1 π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π πΆπ = π1 ( ∑ πΆπ πΆπ−π + ∑ ∑ π ≥ 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 of the form (7) in the half plane ππ = {π§ ∈ C : Rπ§ > − ln π/ ln |π|, −∞ < Iπ§ < +∞} for a certain constant π > 0, which satisfies limRπ§ → +∞ π(π§) = 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 π1 = π we can uniquely πΆπ πΆπ1 πΆπ2 ⋅ ⋅ ⋅ πΆππ‘ ) , Note that the series (32) converges in a neighborhood of the origin. So, there is a constant π > 0 such that πΆπ < ππ , π ≥ 1. (34) Now, we can deduce, by induction, that |ππ | ≤ πΆπ ππΎ(π−1) for π ≥ 1, where πΎ : N → R is defined in Lemma 2. In Journal of Applied Mathematics 5 fact |π1 | = |π| = πΆ1 , for inductive proof, and we assume that |ππ | ≤ πΆπ ππΎ(π−1) , π ≤ π. From (30) and Lemma 2 we obtain σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ππ+1 σ΅¨σ΅¨σ΅¨ π ≤ σ΅¨ −ππ 1 σ΅¨ σ΅¨σ΅¨π − 1σ΅¨σ΅¨ σ΅¨ σ΅¨ π σ΅¨ σ΅¨σ΅¨ σ΅¨ × (∑ σ΅¨σ΅¨σ΅¨ππ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ−π+1 σ΅¨σ΅¨σ΅¨ limπ → ∞ sup(|ππ |1/π ) ≤ limπ → ∞ sup(ππ((π−1)/π)(π΅(π)+πΎ) ) = πππ΅(π)+πΎ , which shows that the series (7) converges for |π§| < π = min{πΏ3 , (πππ΅(π)+πΎ )−1 }. So does series (22) in ππ . Similarly limRπ§ → +∞ π(π§) = 0, as proved in Theorem 1. The next theorem is devoted to the case of (I3), where π−π 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 {π΄ π }∞ π=1 be a sequence defined by π΄ 1 = π and π=1 π−1 π−1 π=1 π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π΄ π = ππ1 ( ∑ π΄ π π΄ π−π + ∑ π +∑ ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π+1 π‘=1,2,...,π−π+1 σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ σ΅¨σ΅¨ππ1 σ΅¨σ΅¨ σ΅¨σ΅¨ππ2 σ΅¨σ΅¨ ⋅ ⋅ ⋅ σ΅¨σ΅¨πππ‘ σ΅¨σ΅¨) π ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π+1 π‘=1,2,...,π−π+1 π΄ π π΄ π1 π΄ π2 ⋅ ⋅ ⋅ π΄ ππ‘ ) , π ≥ 2, (38) π π ≤ σ΅¨ −ππ 1 σ΅¨ [∑πΆπ πΆπ−π+1 ππΎ(π−1)+πΎ(π−π) σ΅¨σ΅¨π − 1σ΅¨σ΅¨ σ΅¨ σ΅¨ π=1 +∑ ∑ where π = max{1, |πΌπ − 1|−1 , π = 1, 2 . . . , π − 1} and π1 is defined in Theorem 3. πΆπ πΆπ1 πΆπ2 ⋅ ⋅ ⋅ πΆππ‘ Theorem 4. Suppose that (I3) holds and π is given as above mentioned. Let {ππ }∞ π=1 be determined recursively by π1 = π and × ππΎ(π−1)+πΎ(π1 −1)+⋅⋅⋅+πΎ(ππ‘ −1) ] . (35) π½π−π (π−(π−1)π − 1) πππ = Ω (π, π) , π = 2, 3, . . . , (39) where Ω (π, π) Note that π−1 πΎ (π − 1) + πΎ (π − π) = −πΌ ∑ πππ ππ−π σ΅¨ σ΅¨ ≤ πΎ (π − 1) ≤ πΎ (π) + log σ΅¨σ΅¨σ΅¨σ΅¨π−ππ − 1σ΅¨σ΅¨σ΅¨σ΅¨ , πΎ (π1 − 1) + πΎ (π2 − 1) + ⋅ ⋅ ⋅ + πΎ (ππ‘ − 1) ≤ πΎ (π − π + 1 − π‘) ≤ πΎ (π − π) , π=1 π−1 (36) σ΅¨ σ΅¨ ≤ πΎ (π − 1) ≤ πΎ (π) + log σ΅¨σ΅¨σ΅¨σ΅¨π−ππ − 1σ΅¨σ΅¨σ΅¨σ΅¨ , then σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ππ+1 σ΅¨σ΅¨σ΅¨ ππΎ(π−1) π1 ≤ σ΅¨ −ππ σ΅¨σ΅¨π − 1σ΅¨σ΅¨σ΅¨ σ΅¨ σ΅¨ π π π=1 ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π‘ π π=1 π=0 π [ππ‘ + ππ‘ ∏ (∑ππ π−ππ ππ)]ππ ππ1 ππ2 ⋅ ⋅ ⋅ πππ‘ . (40) πΎ (π − 1) + πΎ (π − π) × (∑πΆπ πΆπ−π+1 + ∑ +∑ ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π+1 π‘=1,2,...,π−π+1 πΆπ πΆπ1 πΆπ2 ⋅ ⋅ ⋅ πΆππ‘ ) ≤ πΆπ+1 ππΎ(π) (37) as desired. Moreover, from Lemma 2, we know that πΎ(π) ≤ π(π΅(π) + πΎ) for some universal constant πΎ > 0. Then from (34) we have |ππ | ≤ πΆπ ππΎ(π−1) ≤ ππ π(π−1)(π΅(π)+πΎ) ; that is, If Ω(]π + 1, π) = 0 for all ] = 1, 2, . . ., then (4) has an analytic solution π(π§) = π(π−π§ ) in the half plane ππ := {π§ ∈ C : Rπ§ > − ln π/ ln |π|, −∞ < Iπ§ < +∞} for a certain π > 0, where π is an analytic function of the form (22) in ππ (0) = {π§ | |π§| < π} such that π(0) = 0, and π(]π+1) (0) = (]π + 1)!π]π+1 , for all ] = σΈ π are arbitrary constants satisfying the 0, 1, 2, . . ., where π]π+1 inequality |π]π+1 | ≤ π΄ ]π+1 and the sequence {π΄ π }∞ π=1 is defined in (38). The other derivatives at 0 satisfy that π(π) (0) = π!ππ for π =ΜΈ ]π + 1. Otherwise, if Ω(]π + 1, π) =ΜΈ 0 for some ] = 1, 2, . . ., then (4) has no analytic solutions in the half plane ππ := {π§ ∈ C : Rπ§ > − ln π/ ln |π|, −∞ < Iπ§ < +∞} for any π > 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 π = 1 in (8). Taking (3) and (7) in (4) and defining π1 = π =ΜΈ 0, we obtain (12) or (39). If Ω(]π + 1, π) = 0 for all natural numbers ], then for each ], π−]ππ − 1 = 0, the corresponding π]π+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 π]π+1 = π]π+1 arbitrarily such that σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨π]π+1 σ΅¨σ΅¨σ΅¨ ≤ π΄ ]π+1 , σ΅¨ σ΅¨ ] = 0, 1, 2, . . . , Proof. Let ∞ π (π§) = ∑ ππ π§π , (41) where π΄ ]π+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 |π−ππ − 1|−1 ≤ π for π =ΜΈ ]π. It follows from (12) or (39) that π=1 be the formal series of the solution π for (5). We are going to determine {ππ }∞ π=1 . Substituting (3) and (46) into (5) and comparing coefficients, we obtain [π½π − (π0 + π0 )] π1 = 0, π=1 ∑ π=1 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ σ΅¨σ΅¨ππ1 σ΅¨σ΅¨ σ΅¨σ΅¨ππ2 σ΅¨σ΅¨ ⋅ ⋅ ⋅ σ΅¨σ΅¨πππ‘ σ΅¨σ΅¨) = −πΌ ∑ (π + 1) ππ+1 ππ−π π=0 π−1 +∑ ∑ π=0 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π for all π =ΜΈ ]π + 1, ] = 0, 1, 2, . . ., where π1 is defined in Theorem 3. Let ∞ π π (π§, π, ππ1 ) = ∑ π΄ π π§ , π=1 π΄ 1 = |π| . (43) It is easy to check that there exists a constant π > 0, for |π§| < π, and (43) satisfies the implicit functional equation π (π§, π, π, ππ1 ) = 0, (44) where π is defined in (17). Moreover, similarly to the proof of Theorem 1, we can prove that (44) has a unique analytic solution π(π, π, ππ1 ) in a neighborhood of the origin such that π(0, π, ππ1 ) = 0 and ππ§σΈ (0, π, ππ1 ) = |π| =ΜΈ 0. Thus (43) converges in a neighborhood of the origin. Moreover, it is easy to show that, by induction, σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ π΄ π , (47) π−1 (42) +∑ (46) (π + 1) [π½ππ+1 − (π0 + π0 )] ππ+1 π−1 σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ ππ1 ( ∑ σ΅¨σ΅¨σ΅¨ππ σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ−π σ΅¨σ΅¨σ΅¨ π−1 π1 = π π = 1, 2, . . . . (45) By inequality (45) we see that the series (22) converges in ππ (0) = {π§ | |π§| < π}. Thus series (7) converges in ππ . 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| =ΜΈ 1; (H2) π = π2πππ , where π ∈ R \ Q is a Brjuno number, π΅(π) = ∑∞ π=0 (log(ππ+1 )/ππ ) < ∞, where {ππ /ππ } denotes the sequence of partial fraction of the continued fraction expansion of π, said to satisfy the Brjuno condition; (H3) π = π2πππ/π for some integers π ∈ N with π ≥ 2 and π ∈ Z \ {0}, and π =ΜΈ π2πππ/π for all 1 ≤ π ≤ π − 1 and π ∈ Z \ {0}. Theorem 5. Suppose that (H1) holds and that π0 =ΜΈ 0, π0 =ΜΈ 0. Then in a neighborhood of the origin (5) has an analytic solution π satisfying π(0) = 0, πσΈ (0) = π. π‘ π π=1 π=0 (π + 1) [ππ‘ + ππ‘ ∏ (∑ππ ππππ )] × ππ+1 ππ1 ππ2 ⋅ ⋅ ⋅ πππ‘ , π ≥ 1. (48) If π1 = π = 0, then (5) has a trivial solution π(π§) = 0. Assume that π1 = π =ΜΈ 0; from (47) we can choose π½π = π0 + π0 , then (48) can be changed into (π + 1) π½π (ππ − 1) ππ+1 π−1 = −πΌ ∑ (π + 1) ππ+1 ππ−π π=0 π−1 +∑ ∑ π=0 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π‘ π π=1 π=0 (49) (π + 1) [ππ‘ + ππ‘ ∏ (∑ππ ππππ )] × ππ+1 ππ1 ππ2 ⋅ ⋅ ⋅ πππ‘ , π ≥ 1. From (49) the sequence {ππ }∞ π=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 |π§| < π, for any fixed π ∈ (0, π) there exists a constant π2 > 0 such that σ΅¨σ΅¨ σ΅¨σ΅¨ π2 σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ π , π σ΅¨σ΅¨ σ΅¨σ΅¨ π2 σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ π . π (50) Note that since 1 ≤ π ≤ π − 1, then there exists some positive number π3 as follows: σ΅¨σ΅¨ πππ σ΅¨σ΅¨ σ΅¨σ΅¨ (π + 1) ∏π‘π=1 (∑π 1 π=0 ππ π ) σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ ≤ σ΅¨ σ΅¨ σ΅¨ σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨ ≤ π3 , σ΅¨σ΅¨ (π + 1) π½π (ππ − 1) σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨π½σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ − 1σ΅¨σ΅¨σ΅¨ σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ π+1 1 σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ ≤ σ΅¨ σ΅¨ σ΅¨ σ΅¨ σ΅¨ σ΅¨ ≤ π3 , σ΅¨σ΅¨σ΅¨ (π + 1) π½π (ππ − 1) σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨π½σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ − 1σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ πΌ (π + 1) σ΅¨σ΅¨ σ΅¨σ΅¨ |πΌ| σ΅¨σ΅¨ σ΅¨ σ΅¨σ΅¨ (π + 1) π½π (ππ − 1) σ΅¨σ΅¨σ΅¨ ≤ σ΅¨σ΅¨σ΅¨π½σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ − 1σ΅¨σ΅¨σ΅¨ ≤ π3 , σ΅¨ σ΅¨ σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨ (51) Journal of Applied Mathematics 7 π2 (π§) /π 1 − (π (π§) /π) then we have σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ππ+1 σ΅¨σ΅¨σ΅¨ = π (π§) π−1 σ΅¨ σ΅¨σ΅¨ σ΅¨ ≤ πΏ ( ∑ σ΅¨σ΅¨σ΅¨ππ+1 σ΅¨σ΅¨σ΅¨ σ΅¨σ΅¨σ΅¨ππ−π σ΅¨σ΅¨σ΅¨ (52) ∑ 1 2 ∞ π=0 π=1 ∞ ∞ π (π§) π ) ) π π 1 ∞ ( ∑ π·π π§π ) ) π π π=1 π=1 = ( ∑ π·π+1 π§π+1 ) ( ∑ 1 σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ π σ΅¨π σ΅¨ σ΅¨π σ΅¨ ⋅ ⋅ ⋅ σ΅¨σ΅¨σ΅¨πππ‘ σ΅¨σ΅¨σ΅¨) , π‘ σ΅¨σ΅¨ π+1 σ΅¨σ΅¨ σ΅¨σ΅¨ π1 σ΅¨σ΅¨ σ΅¨σ΅¨ π2 σ΅¨σ΅¨ π π=0 π +π +⋅⋅⋅+π =π−π +∑ ∞ = ( ∑ π·π+1 π§π+1 ) ( ∑ ( π=0 π−1 π (π§) /π 1 − (π (π§) /π) π=0 π‘ π‘=1,2,...,π−π ∞ ∞ 1 π· π· ⋅ ⋅ ⋅ π·ππ‘ π§π ) π‘ π1 π2 π=1 π +π +⋅⋅⋅+π =π π = ( ∑ π·π+1 π§π+1 ) ( ∑ π ≥ 1, π=0 where πΏ := max{2π2 π3 , π3 } > 0. Let 1 ∞ π−1 π2 /π σ΅¨ σ΅¨ + π2 ) Θ (π§, π) = π − σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ π§ − πΏ ( 1 − (π/π) (53) for (π§, π) from a neighborhood of the origin. Since Θ(0, 0) = 0, ΘσΈ π(0, 0) = 1 =ΜΈ 0, there exists a unique function π(π§), analytic in a neighborhood of the origin, such that π(0) = 0, πσΈ (0) = |π| =ΜΈ 0, and Θ(π§, π(π§)) = 0. Then define a sequence {π·π }∞ π=1 by π·1 = |π| =ΜΈ 0 and π−1 π·π+1 = πΏ ( ∑ π·π+1 π·π−π π=0 ∑ 2 π‘ π‘=1,2,...,π 1 π· π· π· ⋅ ⋅ ⋅ π·ππ‘ π§π+1 . π‘ π+1 π1 π2 π π=1 π=0 π +π +⋅⋅⋅+π =π−π =∑∑ ∑ 1 2 π‘ π‘=1,2,...,π−π (57) Then we have π2 (π§) /π 1 1∞ σ΅¨ σ΅¨ + π2 (π§) = ∑ π·π+1 π§π+1 = (π (π§) − σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ π§) , 1 − (π (π§) /π) πΏ π=1 πΏ (58) that is π−1 σ΅¨ σ΅¨ π (π§) − σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ π§ − πΏ [ 1 +∑ π· π· π· ⋅ ⋅ ⋅ π·ππ‘ ) , ∑ π‘ π+1 π1 π2 π=0 π +π +⋅⋅⋅+π =π−π π 1 2 π‘ π2 (π§) /π + π2 (π§)] = 0. 1 − (π (π§) /π) (59) π‘=1,2,...,π−π π ≥ 1. (54) By (52) we see that σ΅¨σ΅¨ σ΅¨σ΅¨ σ΅¨σ΅¨ππ σ΅¨σ΅¨ ≤ π·π , π ≥ 1. (55) Let ∞ π (π§) = ∑ π·π π§π , π=1 σ΅¨ σ΅¨ π·1 = σ΅¨σ΅¨σ΅¨πσ΅¨σ΅¨σ΅¨ , with the recursive law of {π·π }∞ π=1 . Then π2 (π§) ∞ ∞ π=0 π=1 = ( ∑ π·π+1 π§π+1 ) ( ∑ π·π π§π ) (56) This shows that π(0) = 0, πσΈ (0) = |π|, and Θ(π§, π(π§)) = 0. So we have π(π§) = π(π§). 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 π0 =ΜΈ 0, π0 =ΜΈ 0. Then in a neighborhood of the origin (5) has an analytic solution π(π§) satisfying π(0) = 0, πσΈ (0) = π =ΜΈ 0. In the case (H3) we also obtain similarly an analogue to Theorem 4. Theorem 7. Suppose that (H3) holds, π0 =ΜΈ 0, π0 =ΜΈ 0, and π is given as above mentioned. Let {ππ }∞ π=1 be determined recursively by π1 = π and ∞ π−1 = ∑ ∑ π·π+1 π·π−π π§π+1 , π=1 π=0 (π + 1) π½π (ππ − 1) ππ+1 = Ξ (π + 1, π) , (60) 8 Journal of Applied Mathematics where then from (4) Ξ (π + 1, π) σΈ πΌπ§ + π½π₯ (π§) = πΌπ§ + π−1 = −πΌ ∑ (π + 1) ππ+1 ππ−π π=0 π−1 +∑ ∑ π=0 π1 +π2 +⋅⋅⋅+ππ‘ =π−π π‘=1,2,...,π−π π½πσΈ (π−1 (π§) + π) πσΈ (π−1 (π§)) π π‘ π π=1 π=0 = πΉ (∑ππ π (π−1 (π§) + ππ)) + πΊ (π (π−1 (π§))) (π + 1) [ππ‘ + ππ‘ ∏ (∑ππ ππππ )] × ππ+1 ππ1 ππ2 ⋅ ⋅ ⋅ πππ‘ , π=0 π = πΉ (∑ππ π₯π (π§)) + πΊ (π§) . π=0 π ≥ 1. (64) (61) If Ξ(ππ + 1, π) = 0 for all π = 1, 2, . . ., then (5) has an analytic solution in a neighborhood of the origin such that π(0) = 0, σΈ π are πσΈ (0) = π =ΜΈ 0, and π(ππ+1) (0) = (ππ + 1)!πππ+1 , where πππ+1 arbitrary constants satisfying the inequality |πππ+1 | ≤ πππ+1 , π = 1, 2, . . . and the sequence {ππ }∞ π=1 is defined as follows: π1 = |π| and ππ+1 π−1 π−1 1 π π π ⋅ ⋅ ⋅ πππ‘) , π‘ π+1 π1 π2 π=0 π +π +⋅⋅⋅+π =π−π π = ΓπΏ 1 (∑ ππ+1 ππ−π + ∑ π=0 ∑ 1 2 π‘ π‘=1,2,...,π−π π ≥ 1, (62) where Γ = max{1, |ππ − 1|−1 , π = 1, 2 . . . , π − 1}, and πΏ 1 = max{2/|π½|, |πΌ|/|π½|}. Otherwise, if Ξ(ππ + 1, π) =ΜΈ 0 for some π = 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₯(π§) = π(π−1 (π§)+π) in a neighborhood of the origin, where π(π§) is an analytic solution of (4) in the half plane ππ . Proof. In view of Theorems 1, 3, or 4, we may find a sequence {ππ }∞ π=1 such that the function π(π§) of the form (7) is an analytic solution of (4) in the half plane ππ . As in Theorem 1, π(π§) = π(π−π§ ). Since πσΈ (0) =ΜΈ 0, the function π−1 is analytic in a neighborhood of the point π(0) = 0. Thus π−1 (π§) = − ln π−1 (π§)/ ln π is analytic in a neighborhood of the origin. Define π₯(π§) = π(π−1 (π§) + π) which is analytic clearly. Note that π₯σΈ (π§) = πσΈ (π−1 (π§) + π) πσΈ (π−1 (π§)) This shows that π₯(π§) = π(π−1 (π§) + π) 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 = π−π 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 < |π| < 1, the same method is applicable and a similarly result can be obtained; that is, there exists a constant π > 0 such that (4) has an analytic solution in the left-half plane {π§ ∈ C | Rπ§ < − ln π/ ln |π|, −∞ < Iπ§ < +∞}. Theorem 9. Under one of the conditions in Theorems 5, 6, or 7, (2) has an analytic solution of the form π₯(π§) = π(ππ−1 (π§)) in a neighborhood of the origin, where π(π§) is an analytic solution of (5) in a neighborhood of the origin. Proof. In Theorems 5–7 we have found a solution π(π§) of (5) in the form (46), which is analytic near 0. Since π(0) = 0, πσΈ (0) = π =ΜΈ 0, the function π−1 is also analytic near 0. Thus π₯(π§) = π(ππ−1 (π§)) is analytic. Moreover, ππσΈ (ππ−1 (π§)) π₯σΈ (π§) = πσΈ (π−1 (π§)) , π₯π (π§) = π (ππ π−1 (π§)) , (65) so from (5) we have σΈ πΌπ§ + π½π₯ (π§) = πΌπ§ + π½ππσΈ (ππ−1 (π§)) πσΈ (π−1 (π§)) π = πΉ (∑ππ π (ππ π−1 (π§))) + πΊ (π (π−1 (π§))) π=0 π = πΉ (∑ππ π₯π (π§)) + πΊ (π§) . π=0 (66) , π₯π (π§) = π (π−1 (π§) + ππ) , (63) Therefore, π₯(π§) = π(ππ−1 (π§)) 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 (π‘) = π(π₯(π₯(π‘))),” Funkcialaj Ekvacioj, vol. 33, no. 3, pp. 405–425, 1990. [2] S. Stanck, “On global properties of solutions of functional differential equation π₯σΈ (π‘) = π₯(π₯(π‘)) + π₯(π‘),” 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 SocieΜteΜ MatheΜmatique 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. π§ + π₯σΈ (π§) = 4π(1/2)π₯(π₯(π§)) − ππ§ − 17 . 6 (67) It is in the form of (2), where πΌ = π½ = 1, π0 = π1 = 0, π2 = 1/2, π π = 2, πΉ(π§) = 4ππ§ − (13/3) = ∑∞ π=1 (4π§ /π!) − (1/3), and ∞ π§ π πΊ(π§) = (3/2) − π = − ∑π=1 (π§ /π!) + (1/2). Clearly both πΊ and πΉ are analytic near 0, π0 = πΉ(0) = −1/3, π0 = πΊ(0) = 1/2, π1 = πΉσΈ (0) = 4, and π1 = πΊσΈ (0) = −1. For arbitrary |π| > 1, let π = ln 6/ ln |π|, the 0 < |π−π | < 1. By Theorem 1, there is a constant π > 0 such that the corresponding auxiliary equation π (π§) πσΈ (π§) + πσΈ (π§ + π) 1 = πΉ ( π (π§ + 2π)) πσΈ (π§) + πΊ (π (π§)) πσΈ (π§) , 2 (68) and (67) itself have an analytic solution in the half plane ππ = {π§ | Rπ§ > −(ln π/ ln π), −∞ < Iπ§ < +∞}. In the routine in the proofs of our theorems we can calculate the solutions 551 3 1 35 π₯ (π§) = π§ − π§2 − π§ + ⋅⋅⋅ . 6 36 1944 (69) Example 2. Consider the equation 1 1 1 π§ − π₯σΈ (π§) = π₯ (π§) − π₯ (π₯ (π§)) + ππ§ − . 2 4 4 (70) It is in the form of (2), where πΌ = 1, π½ = −1, π0 = 0, π1 = −1/2, π2 = 1/4, π = 2, π0 = 1/2, π1 = −1, ππ = 0 (π ≥ 2), π0 = 1/4, π1 = 1, πΉ(π§) = −π§ + (1/2), and πΊ(π§) = ππ§ − (3/4) = 2 π ∑∞ π=1 (π§ /π!) + (1/4). Clearly, ∑π=0 |ππ | < 1 and π = (1/π½)(π0 + π0 ) = −3/4 such that 0 < |π| < 1. By Theorem 5 the corresponding auxiliary equation 1 1 π (π§) πσΈ (π§) − ππσΈ (ππ§) = ( π (ππ§) − π (π2 π§)) πσΈ (π§) 2 4 1 + (ππ(π§) − ) πσΈ (π§) 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₯ (π§) = ππ§ + π (π − 2) π§2 8 + 1 1 [ π (π − 1) (π − 2) (π + 2) − 1] π§3 + ⋅ ⋅ ⋅ . 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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