ETNA Electronic Transactions on Numerical Analysis. Volume 27, pp. 51-70, 2007. Copyright 2007, Kent State University. ISSN 1068-9613. Kent State University etna@mcs.kent.edu RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES LYNN ERBE AND ALLAN PETERSON Abstract. We discuss a number of recent results for second order linear and nonlinear dynamic equations on time scales. Key words. measure chains, Riccati equation, oscillation, nonoscillation, time scales AMS subject classification. 34B10, 39A10 1. Introduction and Preliminary Results. In this paper we will study certain linear and nonlinear dynamic equations. In sections 2 and 3 we study the second order nonlinear dynamic equation (1.1) "!# # where and are real–valued, right–dense continuous functions on a time scale $%'& with ,/. '0 ()+* In sections 2 and 3 we also assume is continuously differentiable $ &213& and satisfies 8 9 54 76 (1.2) ! for : <" ; !. Although in section 2 we shall assume is a positive function we do not make any explicit sign assumptions on in contrast to most know results on nonlinear oscillations. In sections 4 and 5 we consider (1.1) under slightly different hypotheses. In section 6 we consider an example with damping and in section 7 we study comparison theorems for linear dynamic equations. Finally, in section 8 we are concerned with the oscillation of an Euler–Cauchy dynamic equation. For completeness, we recall the following concepts related to the notion of time scales; see [4], [5] for more details. A time scale $ is an arbitrary nonempty closed subset of the real numbers & and, since boundedness and> oscillation of solutions is our primary concern, we ,/. make the blanket assumption that (=)* $ We assume throughout that $ has the topology . that it inherits from the standard topology on the real numbers & The forward and backward jump operators are defined by: ? @TACUV0W 70/@BACEDGFIH LKM#ON70 : UXY@TAC # (=)* U DGFJH #PFRQSLKM# $ ZH # $ $ and (=)* where denotes the empty set. A point N9[\]# RQ I\]# ()+* ? : $ $ isN9said to be left–dense if right–dense if and left– ^Q_ ]. 0 : $\1a& scattered if and right–scattered if ? A function ` is said to be right–dense continuous# (rd–continuous) provided ` is continuous at right–dense points and at left–dense points in $ left hand limits exist and are finite. The set of all such rd–continuous ]. functions is denoted by b7cLd $ The graininess function e for a time scale $ 8 is defined by 70 gfh i0 . ? ? e , and for any function $<1j& the notation denotes The assumption (1.2) allows to be of superlinear growth, say where @TAC (1.3) # (=)* 0JF $ $ 8 / kPlnmon#aph6"qr. s Received May 1, 2003. Accepted for publication November 25, 2003. Recommended by A. Ruffing. This work was supported by NSF Grant 0072505. Department of Mathematics and Statistics, University of Nebraska-Lincoln, Lincoln, NE 68588-0323 (lerbe, apeterso@math.unl.edu). 51 ETNA Kent State University etna@mcs.kent.edu 52 L. ERBE AND A. PETERSON In sections 4 and 5 we assume the nonlinearity has the property 8 9 (1.4) ! : and 8 6Su t t t v ; !+# for t for some u !. : This essentially says that the equation is, in some sense, not too far from being linear. We shall see that one may relate oscillation and boundedness of solutions of the nonlinear equation (1.1) to the linear equation yx w (1.5) z Sz+ /!# ! where : , for which many oscillation criteria are known (see e.g. [1],[3], [4], [6], [8], [11], [18], and [20]). In particular, we will obtain the time scale analogues of the results & . We shall restrict attention to solutions of due to Erbe [10] for the continuous case $ #],. H $ where |5} may depend on the (1.1) which exist on some interval of the form { |~} particular solution. # On an arbitrary time scale $ the usual chain rule from calculus is no longer valid (see Bohner and Peterson [4], pp 31). One form of the extended chain rule, due to S. Keller [26] and generalized to measure chains by C. Pötzsche [31], is as follows. (See also Bohner and Peterson [4], pp 32.) 0 $Y1& is delta differentiable on $ . Assume further that L EMMA 1.1. Assume ` v0 0 &13& ` $1O& is continuously differentiable. Then is delta differentiable and satisfies o (1.6) g ` 4 S ` e ` ]. ` We shall also need the following integration by parts formula (cf. [4]), which is a simple consequence of the product rule and which we formulate as follows: #P[H # H $ ` b cPd . Then L EMMA 1.2. Let and assume (1.7) S 8 ? R ` 8 { ` S f 9I ]. ` 2. A Nonlinear Dynamic Equation. Before stating our next results, we recall that a #L,S solution of equation (1.1) is said to be oscillatory on { in case it is neither eventually positive nor eventually negative. Otherwise, the solution is said to be nonoscillatory. Equation ! : (1.1) is said to be oscillatory in case all of its solutions are oscillatory. Since we shall consider both cases q S (2.1) g, and q (2.2) Q/,v. We also introduce the following condition: (2.3) @T@BAC FGF6! ¡ and ¢ ; ! ETNA Kent State University etna@mcs.kent.edu RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES for all large | . It can be shown that (2.3) implies either £ FGF¤>R, 53 or that S FGFI @T ¡ FGF ¡ F¥=FJ6'! exists and satisfies £ ¡ for all large | . We have the following lemma which describes the behavior of a nonoscillatory solution of (1.1) for the case when (2.1) and (2.3) hold. The following results in this section appear in [17]. L EMMA 2.1. Let be a nonoscillatory solution of (1.1) and assume conditions (2.1) 6 | and (2.3) hold. Then there exists | o such that ! 6 for : o | . The first result is a boundedness result for (1.1). z ! : T HEOREM 2.2. Let and assume that Equation (1.5) is oscillatory. Assume that. ! 6 : (1.2) holds and let be a nonoscillatory solution of (1.1) with for all | Then 8 @T (2.4) 0Wv¦¨§z. z ! C OROLLARY 2.3. Let : and assume that Equation (1.5) is oscillatory and (2.1) and (2.3) hold. Suppose that is a nonoscillatory solution of the generalized Emden–Fowler equation (2.5) w x k=lrmo "!. Then @B t v¦i§zª«© ¬ t . z T HEOREM 2.4. Assume that Equation (1.5) is oscillatory for all (1.2), (2.1), and (2.3) hold. Then all solutions of (1.1) oscillate. The next theorem deals with the case when (2.2) holds. z T HEOREM 2.5. Assume that Equation (1.5) is oscillatory for all (1.2), (2.2), and (2.3) hold. In addition, assume that ! and suppose that : ! : and suppose that q (2.6) S­ FG ¡ ®®F¤,/. ¡ Then every solution of (1.1) is either oscillatory or converges to zero on #],. { 3. Examples. Clearly, equation (1.5) is oscillatory iff equation ¯ (3.1) q ° "! z is oscillatory. It was shown in Erbe [11, Corollary 7] (see also Bohner and Peterson [4]) that (3.2) hS "! ETNA Kent State University etna@mcs.kent.edu 54 L. ERBE AND A. PETERSON is oscillatory if there exists a sequence that D¥P±MK ¯+³ @T ± (3.3) ³ R0 @T^± with %/$ ±², and e ±n ! : such ±r ±n8f (=)* >,/# ° ± e FGFM. where We can therefore conclude that all solutions of (1.1) oscillate in £ ´ case (1.4), (2.1), and (2.3) hold along with ¯+³ @T ± (3.4) z ± ° ± z ,/# e !. ±nf (=)* We note that there is no assumption on the boundedness of and e . If (1.2), for all : (2.2), and (2.3) hold along with (3.4), then every solution on (1.1) oscillates or converges to zero. One may also apply averaging techniques or the telescoping principle to give some more sophistcated results (see Erbe, Kong, and Kong [13] and Erbe [10]). ]±H $ As a second example, suppose that $ #Pu is such that there exists a sequence of points ± , P±n§ ±n¶6u 1 µ µ e with and positive numbers such that and . Then if ±r±r^¸, (1.2) and (2.3) hold and · o e it follows from results of Erbe, Kong, and z ! Kong [13, Corollary 4.1] that all solutions of (1.5) are oscillatory for : . Consequently, all solutions of (1.1) are oscillatory. º¹ As a third example, we consider a particular example for the » case# when $ . If 8 y k=lrmo q y ¢ ¼ ½ has the form of (1.3) (i.e., ), , and then it is known that § o # o . ¿ ¿ equation (3.2) is oscillatory if ¾ : and is nonoscillatory if ¾ Since in this case (2.3) holds trivially, it follows from Theorem 2.2 that all nonoscillatory solutions of (1.1) satisfy § o © @B «¬ À ¿ t t . R EMARK 3.1. From Theoremz 4.64! in [4] (Leighton–Wintner Theorem) it follows that equation (1.5) is oscillatory for all : if q S (3.5) S g >R,/. Since the second condition in (3.5) implies that (2.3) holds, Theorem 2.4 implies that all solutions of the Emden–Fowler equation (2.5) are oscillatory. That is, the Leighton–Wintner Theorem is valid for (2.5) and more generally for (1.1) if (1.2) holds. We note again that "¹ there are no explicit sign conditions on . For the special case when $ and (1.1) is kÁ (3.6) where à HÅÄ l l kPÂ7moy"!# lnmo , it follows that (3.6) is oscillatory if Æ (3.7) R,/. l lnÇo That is (3.7) implies that the linear equation ¶kE (3.8) z Sz+ l l lnmo /! ! is oscillatory for all : and z soÈ oscillation of (3.6) is a consequence of Theorem 2.4. If qr# we consider equation (3.8) with6q then Theorem 4.51 of [4] (see also [18]) implies that 6 É (3.6) is oscillatory if for any É there exists É o such that Æ l @T Ê Ç l ± © Ê 6>qM. ETNA Kent State University etna@mcs.kent.edu RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES 55 Consequently, by Corollary 2.3, all nonoscillatory solutions of (3.6) satisfy @B §"qM. l t l t 4. Nonlinear Dynamic Equation with Positive . In this section we shall consider the nonlinear dynamic equation (1.1) under some different hypotheses. We assume that both #¥ ¨0 are positive, real–valued right–dense continuous functions, and is continuous &'1Ë& and satisfies (1.4), and we shall again consider the two cases (2.1) and (2.2). InzvDošlý and Hilger [8], the authors consider the second order linear dynamic equation Ìq (1.5) and give necessary and sufficient conditions for oscillation of all solutions on unbounded time scales. Often, however, the oscillation criteria require additional assumptions on the unknown solutions, which may not be easy to check. same equation and suppose that there In Erbe and Peterson [18], the authors consider the H # #L,S v@TACED 0rH #L,SLK !# : $ e { exists such that is bounded above on { , and showed via Riccati techniques that = >,v. Í #L,S]. implies that every solution is oscillatory on { <Î! It is clear that the results given in [18] <ÏÁÐ9Ñ qr. cannot be applied when is unbounded, e and when Ò : The papers [18] and [9] also give additional linear oscillation criteria, and also treat more general situations. Recently Bohner and Saker [6] considered (1.1) and used Riccati techniques to give some sufficient conditions for oscillation when (2.1) or (2.2) hold. They obtain some sufficient conditions which guarantee that every solution oscillates or converges to zero. We use a generalized Riccati transformation technique to obtain several oscillation criteria for (1.1) when (2.1) or (2.2) holds. Our results in this section improve the results given in Došlý and Hilger [8] and Erbe and Peterson [18] and complement the results in Bohner and Saker [6]. Applications to equations to which previously known criteria for oscillation are not applicable are given. In section 6, we will apply our results to linear or nonlinear dynamic equations of the form (4.1) g Ó Ò Á /! ¾ to give some sufficient conditions for oscillation of all their solutions.ÖT# We shall first need to briefly discuss the exponential function Ô¥Õ to be the unique solution of the IVP ' #a ]# which is defined ²qr# where it is assumed that ×HØÙ0W²DGi0 is rd-continuous and regressive $<1Ë& KM. We define ØZmS0W²DGiHZØÙ0q =8 !#H KM. : e $ For properties of this exponential function, see Bohner and Peterson [4]. One such property that we will use is the formula Ô Õ ? # q { e ]#= Ô Õ . ETNA Kent State University etna@mcs.kent.edu 56 L. ERBE AND A. PETERSON hHXØ ]#LFG <H¨Ø , then ÔÁÕ is real-valued and nonzero on $ . If Also if is always positive. The following results in this section appear in [19]. L EMMA 4.1. Assume that (2.1) holds, and solves (1.1) with V+ . Define Ú Then we have # m ! then ÔÁÕ for all : ]# : . (4.2) Q'! !¶§ and Ú § #a Ú : ½ Õ ¼ ­ ­ £ Í and !§ (4.3) q § #a HØ , assume that Ö is a differentiable function, and define the auxiliary Û ³ ]# b b Ü ]# ³ Ü y0W²q e 70 ÔGc ]#= o 0 e Û ]#= ÔGc ½ Õ ¼ ­ ­ q ¤Ýu¨ q o =V k # Û 2à ß Û Þ # b ³ # ? ³ # £ Í . ½ Õ ¼ ­ ­ £ Í Next suppose Û functions : q ]# 0WÈf Û e Û # Û b for . : We also introduce the following condition á[ There exists ! such that : µ Û ]# ã7§ Ôâc µ for all large ]. Our first oscillation result in this section is T HEOREM 4.2. Assume that (1.4), (2.1), and (A) hold. Furthermore, assume that there HvØ ×Ö 6 m Û Û exists such that is differentiable and such that for any there exists a o : so that @B (4.4) (=)* FGFI>,/# ©ä where ³ ä for ]#= Ü k 8f ß ä . #],. ³ o b # Then equation (1.1) is oscillatory on { ³ From Theorem 4.2, we can obtain different sufficient conditions for oscillation of all . ^å!# ^æ!# solutions of (1.1) by different choices of For instance, let then Û Û ]#= Èqr# /uX Ü Ô c and and we get the following well–known result. C OROLLARY 4.3 (Leighton–Wintner Theorem). Assume that (1.4) and (2.1) hold. If : (4.5) then equation (1.1) is oscillatory on S FGF¤>,v# #L,S]. { ETNA Kent State University etna@mcs.kent.edu 57 RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES ]# o , then Ô c Í and it follows that condition (A) holds, provided is If Û bounded above, and so Theorem 4.2 yields the following result: C OROLLARY 4.4. Assume is bounded above, that (1.4) and (2.1) hold, and for any 6 : there is a o such that @T (4.6) ¯ (=)* FG ? á FG ° F k ß FG k f F Þ ©ç FG u¨FG FGâè ßMé F¥ b FGêè FI",/# b ç where ¯ fRq q áFG70 F q F FG8f FG F FG ° e # FG e F k FG FG70 é b b . #L,S]. Then (1.1) is oscillatory on { ²q 8 9 ' If and , then equation (1.1) reduces to the linear dynamic equation g (4.7) H v!+# #],. for { From Theorem 4.2 we have the following oscillation criterion for equation (4.7) which improves some of the results in Bohner and Saker [6] and Erbe and Peterson [14]. 6 : there is a o C OROLLARY 4.5. Assume that (1.4) and (2.1) hold and for any such that @T (4.8) (=)* ¯ Ý q °S Þ F ? k f FG F k ß © á q Ý FG8f FG ? o b FG o b FG à ßMé o o F¥ FG FI",/# à where ¯ fRq á q F F e F¥ ° o b FG e FfX FG FG o FG8f FG o b F7 é q FG o # e F k o b FG ²q . #],. Then equation (4.7) is oscillatory on { E XAMPLE 4.6. Consider the Euler–Cauchy dynamic equation ¦ g< (4.9) for "!# H #L,S]. { Here (4.10) @T ()* If $ & equation # ë . ¼ ½ Then (4.8) in Corollary 4.5 reads ¦ q ÝìÝ ? f F Þ FG ? F ß F k © á k b f o FG à F¥ o b ßMé o o FG F¥ F¤>,/. à then the dynamic equation (4.9) is the second order Euler–Cauchy differential ¦ í í (4.11) and in this case rewritten as "!#g6"q k FGJî!# e ? FGîFr# b o F¥Jåq and á o FGJ!. Therefore (4.10) can be ETNA Kent State University etna@mcs.kent.edu 58 L. ERBE AND A. PETERSON @B ¦ ()+* q Ý F F f F[ F Þ à F k ß @T ¿ Ý © ¦Zf (=)* F[,v. © . ¦ o à F # ¦ o o provided that : ¿ Hence every solution of (4.11) oscillates if : ¿ which agrees with the well–known oscillatory behavior of (4.11), (see Li [29]). "¹ If $ , then (4.11) is the second order discrete Euler–Cauchy difference equation ¦ ¶kÁ (4.12) FG and we have e ²qM# FG "FvqM# ? Ð FG o b v!#g mo ~/q¥ ­ Ð qM# Þ Í m o Í #Á.T.B. # ­ á k é k F¥ o FG o F k . F/q¥ÁFªfX /q¥ k Therefore (4.10) can be rewritten as @B ÝÝ @T f © o F k ß F F7/q¥Fyfh ÁFªfX /q¥ à q F[,v. F Þ F ß à © ¦ q f F k f à F¥ï ß ¦ Ý fSq F Þ (=)* F k F q ¦ ()+* . ¦ o # provided that : ¿ Hence every solution of (4.12) oscillates if : ¿ which agrees with the well–known oscillatory behavior of (4.12). It is known in Zhang and Cheng [32] that §\qGð ß when e , (4.12) has a nonoscillatory solution. Hence, Theorem 4.2 and Corollary 4.5 are sharp. Note that the results in Došlý and Hilger [8] and Erbe and Peterson [18] cannot be applied to (4.12). T HEOREM 4.7. Assume that (1.4) and (2.1) hold. Furthermore, assume that there exists HØ ñÖ 6 m a function Û such that there is a o : Û is differentiable and given any such that ³ q @T (4.13) ()*  © FG ³ FG o b F[,v# FG à is a positive integer. Assume further that ¯ (4.14) k F¥gf ß where Ã Ý Ü 8f<FG °   q FM# Ô c ã5FG ~FG Ð o Æ Û ò Ç © ? FG8fX ò FfX Рò Ð oÁF #L,S is bounded above. H Then every solution of equation (1.1) is oscillatory on { . Ø y§!# "!# m Note that if Û and Û then (4.14) holds. When Û then (4.13) reduces to q (4.15) @T ()* 8f<FG   F¥=F¤>,v# © which can be considered as an extension of Kamenev type oscillation criteria for second order differential equations, (see Kamenev [24]). & , then (4.15) becomes When $ q (4.16) @T (=)* fFG   © FGìFI",/# ETNA Kent State University etna@mcs.kent.edu RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES and when $ /¹ 59 , then (4.15) becomes Ð q @T (4.17) (=)* o Æ fF¥ÂIFG Â Ç >,/# © ­ We next give some sufficient conditions for the case when (2.2) holds, which guarantee #],. that every solution of the dynamic equation (1.1) oscillates or converges to zero on { The next result removes a monotonicity assumption on in Bohner and Saker [6].H¨Ø m T HEOREM 4.8. Assume that (1.4) and (2.2) hold and assume there exists Û such Ö that Û is differentiable and such that (4.4) holds. Furthermore, assume q (4.18) FGFG >,/. and let (A)#L,S hold. Then every solution of equation (1.1) is either oscillatory or converges to zero on { . In a similar manner, one may establish the following theorem. T HEOREM 4.9. Let all of the conditions of Theorem 4.8 hold with condition (4.13) replacing (4.4). Then every solution of equation (1.1) is oscillatory or converges to zero on #],. { 5. Application to equations with damping. Our aim is to apply the results in section 4, to give some sufficient conditions for oscillation of all solutions of the dynamic equation (4.1) with damping terms. We note that all of the results in section 4, are true in the linear case. Before stating our main results in this section we will need the following Lemmas, (see Bohner and Peterson [4]). # H b cPd and L EMMA 5.1. If Ò ¾ qyf (5.1) k e Ò I/ ; !#aH e $ then the second order dynamic equation (4.1) with form (1.5), where (5.2) ]#= Ô ë #ó with 8 9 v q Ò qyf f e e ¾ e can be written in the self-adjoint ¦8 { ¦g (5.3) # ¾ . ¾ k Ò e ¾ L8EMMA 5.2. If Ò is a regressive function, then the second order dynamic equation (4.1) / can be written in the self-adjoint form (5.4) = V "!# where (5.5) ]#= Ô Ñ and ¾ Now, by using the results in section 3 and Lemma 5.1 we have the following results immediately. The following results appear in [19]. #= T HEOREM 5.3. Let be defined as in (5.5) and ssume that (2.1) holds. Furthermore, HØ assume that there exists a Û with Û differentiable such that (4.4) holds with q (5.6) Ü Ô c ? ]# ¤Ý = Þ Û k . Û ß b à ETNA Kent State University etna@mcs.kent.edu 60 L. ERBE AND A. PETERSON 8 / #],. is oscillatory on { Then equation (4.1) with C OROLLARY 5.4. Assume8that (2.1) and (3.5) hold, where and are as defined in / #],. (5.5). Then equation (4.1) with is oscillatory on { u¨ C OROLLARY 5.5. Assume that (2.1) and (4.6) hold except that the term 8 ² is re]# placed by where and are as defined in (5.5). Then equation (4.1) with is #L,S]. oscillatory on { H<Ø T HEOREM 5.6. Assume that (2.1) holds. Furthermore, assume that there exists Û #Á Ü with Û differentiable such that (4.10) holds, where 8 and are as defined by (5.5) and (5.6) v #L,S]. respectively, and à is odd integer. Then (4.1) with is oscillatory on { T HEOREM 5.7. Assume that all the assumption of Theorem 5.3 hold except that the condition (2.1) is replaced by (2.2). If (4.18) holds,#L,S then every solution of equation (4.1) with 8 9 ' ]. is oscillatory or converges to zero on { T HEOREM 5.8. Assume that all the assumption of Theorem 5.6 hold except that the condition (1.3) is replaced by (2.2). If (4.18) holds,#L,S then every solution of equation (4.1) with 8 9 ' ]. is oscillatory or converges to zero on { Oscillation criteria for equation (4.1) are now elementary consequences of the oscillation results in Theorems 5.3-5.8. The details are left to the reader. 6. Linear Second Order Dynamic Equations. In this section we shall be interested in obtaining comparison theorems for the second order linear equations RôV ~ (6.1) "!# { (6.2) (6.3) Iô< Ú õ { { ! 5 Ú õ ~ "!# "!# #¥ . : where and , are right-dense continuous on $ D EFINITION 6.1. We say that a solution of (6.1) has a generalized zero at in case "!. ]# ªQS! ! ? : We say has a generalized zero in ? in case and e . #=r We say that (6.1) is disconjugate on the interval { ö , if there is no nontrivial solution of #Pn. (6.1) with two (or more) generalized zeros in { ö #L,S D EFINITION 6.2. Equation (6.1) is said to be nonoscillatory on { ÷ if there exists H #L,S #=r : ö { ÷ { ö ö . In the opposite such that this equation is disconjugate on for every #L,S . Oscillation of (6.1) may equivalently be defined case (6.1) is said to be oscillatory on { ÷ as follows. A nontrivial solution Ú of (6.1) is called oscillatory if it has infinitely many #L,S (isolated) generalized zeros in { ÷ . By the Sturm type separation theorem, one solution of (6.1) is (non)oscillatory iff every solution of (6.1) is (non)oscillatory. Hence we can speak about oscillation or nonoscillation of equation (6.1). Basic oscillatory properties of (6.1) are described by the so-called Reid Roundabout Theorem which is proved e.g. in [4, Theorem 4.53, Theorem 4.57]. T HEOREM 6.3 (Reid Roundabout Theorem). The following statements are equivalent: #=r (i) Equation (6.1) is disconjugate on { ö . #Pn (ii) Equation (6.1) has a solution without generalized zeros on { ö . (iii) The Riccati dynamic equation (6.4) ø k [V /! ø e ! : has a solution ø with for e ø is left-dense and right-scattered at which ø ªH #Pnù (except for the case when may be nonpositive). { ö e5ø ETNA Kent State University etna@mcs.kent.edu 61 RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES ú (iv) The quadratic functional ûü #=ì w ûnI x k fhûn~=kÿ[ ýþ û¶H is positive definite for d ö #P , where #P ö o ²DEûH ö b #=rJ0gû vû /!K. { ö Õ ö This result makes it therefore clear that there are at least two methods of investigation of (non)oscillation of (6.1). The first one – the variational method – is based on the equivalence of (i) and (iv) and its basic statement can be reformulated as#], follows: H !S; ûXH { ÷ | L EMMA 6.4 (Variational method). If for any | there exists ¢ , where g²DEû¶H o | b Õ #L,S^0gû /! { | ú ú ûü #],g û# # for H # { ÷ | and # | such that | : ? û "! ]# | for H { ? | #L,SLK# 7§'! ? | | | such that , then (6.1) is oscillatory. Another method of investigation for the oscillation theory of (6.1) is based on the equivalence of (i) and (iii) in Proposition 6.3. This is usually referred to as the Riccati technique and by virtue of the Sturm Comparison Theorem implies that for nonoscillation of (6.1), it is sufficient to find a solution of the Riccati-type inequality as given in the next lemma. A proof may be found in [12] or [4]. L EMMA 6.5 (Riccati technique). Equation (6.1) is nonoscillatory if and only if there H #], exists | and a function ø satisfying the Riccati dynamic inequality { ÷ k V ø §S! ø e with ~ ! H ø #], { | for . For completeness, we recall the following (see [4]) L EMMA 6.6 (Sturm-Picone Comparison Theorem). Consider the equation e ø : where § Rã< (6.5) 5 /!+# { §Ù and satisfy the same assumptions as and . Suppose that and #L,S #L,S on { | for all large | . Then (6.5) is nonoscillatory on { ÷ implies (6.1) is #],. nonoscillatory on { ÷ We mention first a few background details which serve to motivate the results in this !#LR,S section which may be found in [20]. Suppose that $ is the real interval { so that (6.1) becomes 4ô4V "!# (6.6) { !#LR,S where is continuous and positive and is continuous on . It was shown in { [9] that if (6.6) is oscillatory, then multiplying the coefficient by a function where 6q 4 and is nonincreasing preserves oscillation; i.e., (6.7) { 4 4 /!# is also oscillatory. Of course, if is nonnegative, these results follow immediately from the usual Sturm-Picone Comparison Theorem, but when changes sign on each half line, ETNA Kent State University etna@mcs.kent.edu 62 L. ERBE AND A. PETERSON obvious if (6.6) is oscillatory. One may also notice that if (6.6) is oscillation of (6.7) is not pFE\z6\q ö oscillatory and if then oscillation of (6.7) follows immediately from z the Sturm-Picone Theorem by dividing the equation by (for the case when may change sign). This result, i.e., the statement that says that if (6.6) is oscillatory, then so is 4T4Sz+ Ú /! Ú z/6îq for any constant , was also observed by Fink and St.Mary [21]. Kwong in [26] then showed that the result of [9] may be strengthened to a larger class of functions by relax 4 ing somewhat the monotonicity assumption on as given in [9]. We present below three different comparison theorems along with their corresponding corollaries, and show by examples, that they are all independent. In addition to extending the results of [26] and [9] in the case of equations (6.6) and (6.7) in the continuous case, the results we obtain are new in the discrete case and the more general time scales case. It should also be noted that because of the techniques of proof used, both (6.2) and (6.3) may be viewed as the time-scales ex obtained when multiplying by (which is the same as when tensions of (6.1), $ & .) is more positive than negative, then the Our first result shows that if, “on average”, assumptions on are quite mild. To be precise, we have H o b cLd and T HEOREM 6.7. Assume B @ B @ A C ¥ F = J F 6 ! ; ! (i) £ ¡ but ¢ for all large | , F¤>,/# o ½ (ii) £ ´ Õ ¼ !Q ­ 7§"qM# y§!+. (iii) Then (6.1) is nonoscillatory implies (6.3) is nonoscillatory. The corresponding “oscillation” result is H o C OROLLARY 6.8. Assume b cPd and B @ B @ A C G F G F F 6 ! ; ! £ ¡ (i) but ¢ for all large | , F¤>,/# o ½ (ii) £ ´ Õ ¼ ­ qr# 6 76!. (iii) Then (6.1) is oscillatory implies (6.3) is oscillatory. Ifwe strengthen the assumptions on somewhat, then we may relax the assumptions on and in this case, we consider the relation between (6.1) and (6.2). For convenience, we state first the “oscillation” result. H o b cLd and T HEOREM 6.9. Assume 6qr# (i) 76S!+# (ii) e w x §'!. (iii) Then (6.1) is oscillatory implies (6.2) is oscillatory. In this case, the analogous “nonoscillation” result becomes o H # o C OROLLARY 6.10. If b cPd !Q 7§"qM# (i) 7§S!+# (ii) e ¯ (iii) o ½ ¼ ° §'!. Then (6.1) is nonoscillatory on implies (6.2) is nonoscillatory. In the following theorem we let denote the characteristic function of the set of rightscattered points $ defined by $ 0²DE H 0 $ e !K. : ETNA Kent State University etna@mcs.kent.edu RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES That is, qr#OH y0W $ !+#ORðH $ H 63 . # o T HEOREM 6.11. Assume and that the following conditions hold: b cLd ! ~ 7§ Þ Þ : and e ! H # o e : (ii) for! some o : and for all $ (iii) there is an : such that the function 70 Í x k 58f e w Iã=x w Þ f for all large , where @T (=)* 8f !# : f[,/# e FGF 6S! : £ ´ (iv) ! ã7§ # H . (v) there exists a constant µ : such that for µe $ Then (6.1) is nonoscillatory implies (6.2) is nonoscillatory. Again, we have a corresponding “oscillation” result: w o x H o C OROLLARY 6.12. Assume b cLd and that the following conditions hold: ¼ ½ Ó k (i) (ii) there is an (iii) there exists ¼ ½ ¼ ½ o : 6>q ! ! : for all large , H o for : such that e such that the function Í 70 Þ for all large , where 8f e @T !# k # F¥FGF ° §!# q fg ¯ and where : 0 8f e ä , $ f[, (=)* : £ ´ (iv) , ! ã7§ (v) there is an µ : such that µe for all large . Then (6.1) is oscillatory, implies that (6.2) is oscillatory. We notice in the last two results how the graininess function is!+involved in thecriteria #LR,S ! ¢ for oscillation/nonoscillation. In particular, for the case when $ , then e , { so conditions (ii), (iv), and (v) of Corollary 6.12 hold trivially, and it may be shown that (iii) reduces to the condition of Kwong in [26]. The nonoscillation result Theorem 6.11 is new in all cases. It turns out that Lemma 2.1 is useful in proving the above results. 7. Examples and Remarks. We begin this section with several examples showing the independence of the above criteria. q E XAMPLE 7.1. Let Û : . Consider the time scale Í $ ]# \ ± 0 Û 0 Û fq¥ ? Û e Û In this case, for all Í scale Û is called an r-difference equation. Let q H # $ ¦ # v k H×Ä É and Û fq¥ . and any dynamic equation on the time A Û A 7 "! zfRq¥ A Û Ay ¼ ½ # ETNA Kent State University etna@mcs.kent.edu 64 L. ERBE AND A. PETERSON ¦8#Pz are real constants and where zh" ; ! Ay of one sign for . Since as Ay=ð $% q ¯ Û F o Ay is not eventually , A 1 Û (' q fSqG F[ FG & H×Ä . Observe that , it follows that we have c ½ o ã ¼ c Ð and so (2.1) holds. Further, 1 A Û FI" o , 0 q # ° È /q¥ k ! : Û *) + ¶H $ , so condition (iii) of Corollary 6.10 fails to hold. Note that this condition is not for v]Ð ! even satisfied for any , : . On the other hand, we have for I x w Þ gf !¶Q e §"qâð Þ { fq¥ Iã x k w f vqG k Û qyf ¿¥¿ Þ { fq¥ Û Û 6! , and condition (iii) of Theorem 6.11 is satisfied, and Û vq f Q'!# Û k ï Û !Q QqGð fqG7§ yQh§ o so (iii) of Theorem 6.7 holds. If , then o e for Û µ µe 7H all $ , so conditions (ii) and (v) of Theorem 6.11 hold. Breaking up the integral and using ¼ ½ 8FGF[ =8 the identity £ we get e ¦ / FGFI Ay fq¥=zfRq¥ Û ! q ¼ ½ q Ý q f Ay A fS.E.Á. A Û Û Hence ¦Zf fq¥=z×Q Ay+S Û FGFJQ¦" fSqGz. Û In [30] it was proved that equation (6.1) is nonoscillatory provided (7.1) -, f o £ ´ and o ½ Õ ¼ e @T Õ ¼ "! F ½ ­ q Q ß @B@TAC 7§ /. @T (=)* . Q # ß where ¯ . 0 ¯ q FE° FG o We have o ½ Õ ¼ e £ o o Õ ¼ ­ ½ F A Û Ay FGFE°. k . à ETNA Kent State University etna@mcs.kent.edu RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES 65 and so condition (7.1) is satisfied. Further, fSq fSq ¦Zf' Û A fq¥zQ { . Û Û Set ¦8 Û Ò A { fq¥=z. Û Û z fq¥ k and A Û ! ¦/ Û fq¥ 6 yQ Û . A ¾ Û QqGð ß : ¾ ¾ If Ò and Ò , then (6.1) is nonoscillatory and Theorem 6.7 or Theorem 6.11 !Q Q²f ¾ Ò can bef appliedf toð show that (6.3) and (6.2), respectively, are nonoscillatory. If ß : ¾ and Ò , then (2.3) fails to hold, equation (6.1) is nonoscillatory and in this case, only Theorem 6.11 can be applied. E XAMPLE 7.2. ÈqGð v¹ ] ~vq (i) Let $ , and . Then condition (v) of Theorem 6.11 fails to hold since is unbounded. Theorem 6.7 (for satisfying (2.3)) or Corollary 6.12 can be applied since , 10 20 q Æ 0 Æ Ç Ç ´ ´ 0 3 and ¯ ¯ 54 0 q " °° 0 0 5 0 8f q ",/# 5/q 5/q QS! vqG 0 0 ~/q " Ð ¹ _ Þ /qG Ð k (ii) Let $ , and ! 1 fails to hold since as 1 lary 6.12 can be applied since q Æ Ç ´ /!+. Þ k ,v# ´ fRq7f o Þ 5/q¥ Ç 0 *6 . Thencondition (ii) of Theorem 6.11 . Theorem 6.7 (for satisfying (2.3)) or Corol- , Æ 5/qyf Q! 5/q¥ k and ¯ ¯ q = w Þ 5/q¥ Ð °°"> on Þ ~/q¥x[/!+. -¹ R2¦Ð ¦ q I-z zH>!#Eq¥ (iii) Let $ , , : and , . Then condition (ii) of ! , Theorem 6.11 and condition (ii) of Theorem 6.7 fail to hold since as 1 and 1 q Æ Æ z Ç ´ Ç ´ Ð >,/# ETNA Kent State University etna@mcs.kent.edu 66 L. ERBE AND A. PETERSON respectively. On the other hand, the assumptions of Corollary 6.12 are satisfied provided ¦~zÅHh!#Eq since we have Ð Èqyf¨¦~¦ Ð o Q! and ¯ ¯ q °°"\ã¦Zfq¥Áã¦~zfq¥¦5z = Q'!. Notice that only Corollary 6.12 can be applied in this case. Following the idea of the above examples, it is not difficult to find examples showing the independence of Theorem 6.9 and Corollary 6.12. "¹R#] ²q E XAMPLE 7.3. Let $ , q It is easy to see that f Þ 5 Þ ~/q¥ zh/ ; ! changes sign for and Þ ~/fRq¥ zfRq¥ ¦ . and Þ fRqG §'!. f'fRq¥ Þ /fRq¥ Þ It can also be shown that conditions (iii) from Corollary 6.12 and (iii) from Theorem 6.11 fail to hold since ¯ ¯ q °ª°/ = ß fRq¥ Þ qªf 8fv k k and is equal to a fraction with a positive denominator and k a numerator such that the coefficient in the numerator of the highest power changes sign. Further we have ¦f<ziQ Æ FG7QV¦z. Ç ­ ¦26¸z ! ¦¨zÈQjqâð ß : Hence, if and , then equation (6.1) is nonoscillatory and (2.3) holds, so only Theorem 6.7 can be applied. We may obtain the same conclusion for the [ ¦×fz qâð ß Þ 8fRq¥ : corresponding oscillatory counterparts provided and with z ! : . & ) (i) In this case, with the assumption that the expression R4 EMARK 7.4. (Case $ is differentiable, condition (iii) of Theorem 6.11 is equivalent to Þ 4 4 fñ 4 =kJ6!# while condition (iii) of Corollary 6.12 takes the form Á 4 = 4 f Þ 4 =kJ6!. This shows that Corollary 6.12 is a consequence of Theorem 6.11 in this case. This remark holds also for the oscillatory counterparts if $ & , see [26]. (ii) Theorem 6.9 (and Corollary 6.12)do not require to be nondecreasing (resp. ¶åqIfqGðâ f"qG k nonincreasing) on $ and we have an & . Indeed, with ETNA Kent State University etna@mcs.kent.edu 67 RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES , where Corollary 6.12 can be applied. This, however, has no example of an increasing “discrete” counterpart since conditions (ii) from Corollary 6.12 and (v) from Theorem6.11 2¹ fail to hold when $ . Note that in Theorem 6.7 (and Corollary 6.8) the function is required to be nonincreasing (resp. nondecreasing) on any time scale. R EMARK 7.5. (Repeated application) (i) A repeated application of Theorem 6.9 (resp. Corollary 6.12) gives the following more general result: Let equation (6.1) be oscillatory (resp. nonoscillatory), and let the functions # ]#E.Á.E.Á# satisfy the assumptions of Theorem 6.9 (resp. of Corollary 6.12) and o k l l [ Ço let . Then equation (6.2) is oscillatory (resp. nonscillatory). It is easy to ¹ 7 7LÐ o 7 see that this result is indeed more general; e.g., let , and $ o k q # . The functions o satisfy all the assumptions of Corollary 6.12, but condition k h LÐ k (iii) fails to hold for . Therefore, an iteration (repeated application) gives a better result. Note that the (weaker) assumption (iii) of Theorem 6.11 is satisfied directly for [2LÐ k , however, but to apply this theorem directly, one needs an additional restriction . on (ii) Theorem 6.11 can also be applied repeatedly for monotonic functions but we must show that 9 87 9 @B (=)* + FG=¶F f[, ´ @B implies : (=)* + FGF f[,/. : ´ By the time scale version of the second mean value theorem of integral calculus, see [30], H | $ there exists | such that @B (=)* + 6 @T ¡ ()* FGF ´ ÷ FG=¶F7 + ´ ç ¼ ½ FGF ¡ . è ¼ ½ f[, The expression on the right-hand side is greater than since is bounded and both integrals are of the same type as that in the assumptions. Additional comments may be made to extend the results to dynamic equations of the form (7.2) (7.3) (7.4) : : : <; ãõI ; Ú õ5 /!# ; Ú /!# /!. Ú Ú We leave this to the interested reader. 8. Euler–Cauchy Dynamic Equation. In this section we are concerned with the socalled Euler–Cauchy dynamic equation (8.1) ? g L Åv!# on a time scale $ (see [23] for these results), where we assume assume throughout the regressivity condition (8.2) ? gf S e kM[" ; ! e Y@TAC ! $ : . We will ETNA Kent State University etna@mcs.kent.edu 68 for L. ERBE AND A. PETERSON H ù. $ The equation z (8.3) k zSyv! is called the characteristic equation of the Euler–Cauchy dynamic equation (8.1) and the roots of (8.3) are called the characteristic roots of (8.1). We have then z #Lz z ; T HEOREM 8.1. Assume o k are solutions of the chacteristic equation (8.3). If o z k , then is a general solution of (8.1). If => ö o Ô z => ö o Ô >z o ]# © k ]#= ö k Ô ]# « , then ?= > © => ö k Ô ]#= © q F FSz Í FG o e is a general solution of (8.1). Next we would like to show that if our characteristic roots are complex, then there is a nice form for all real-valued solutions of the Euler–Cauchy dynamic equation in terms of the generalized exponential and trigonometric functions. Even in the difference equations case the complex roots are not considered (see Kelley and Peterson [27]). z T HEOREM 8.2. Assume that the characteristic roots of (8.1) are complex, that is o k Ñ # » !+# HñØi. : and m Ñ ¼ ½ Then Ò ¾ , where ¾ BA ?C > ö o Ô ]#= EDGF @ >JI CGH KGL >NM ( ]#= C> ö k Ô ]# >JI CGH KGL >NM @BA ( ]#= is a general solution of the Euler–Cauchy dynamic equation (8.1). In the remainder of this section we will be concerned with the oscillation of the Euler– Cauchy dynamic equation (8.1). We assume throughout this section that $ is now unbounded above. We now show if the characteristic roots of (8.1) are complex how a general solution can be written in terms of the classical exponential function and classical trigonometric functions. z !# : L EMMA 8.3. If the characteristic roots are complex, that is o k Ò ¾ , where ¾ then O@ "á~ where é ( Í Ô ¯ = ¯ û ´ 5# é # Ò ¼ ´ ½ Í @TA ( ö k > T IXW H RQ > ?S KGLVU M C U Z Y á é DF ö o PA °°¨ ¾ ÷ ÷ is a general solution of the Euler–Cauchy dynamic equation (8.1). If, in addition, every point H in $ is isolated, then for $ , á \[] ¼ ½ q ´ Ç Í ÷ 3 = ÷ e ÷ Ò k ¾ k e k # ETNA Kent State University etna@mcs.kent.edu 69 RECENT RESULTS CONCERNING DYNAMIC EQUATIONS ON TIME SCALES é Æ [ ¼ ½ ´ Ç ¯ á p Ûâö Í ¾~e ° ÷ ÷ Òe . ÷ D EFINITION 8.4. If the characteristic roots of (8.1) are complex, then we say the Euler– é Cauchy dynamic equation (8.1) is oscillatory iff is unbounded. qr#L,S As a well-known example note that if $ is the real interval { and the Euler–Cauchy equation has complex roots, then the Euler–Cauchy equation is oscillatory. This follows from what we said here because in this case by (1.1) é ¾ Ï Í ÷ o F1^ q ¾ ÷ q é which is unbounded. If $ , where : , then one can again show that is Í unbounded and hence the Euler–Cauchy dynamic equation on is oscillatory when $ /Ä the characteristuc roots are complex. If $ , then Ð é Æ ± o ¯ á Ûâö p °# ¾ É Ço Ò which can be shown to be unbounded and hence the Euler–Cauchy dynamic equation on æÄ $ is oscillatory when the characteristuc roots are complex. These last two examples were shown in Bohner and Saker [6], Erbe, Peterson, and Saker [19], and Erbe and Peterson [14], but here we established these results directly. 0D¥ # #ÁÖEÖÁÖ]K 0WDGF #LF #ÁÖEÖÁÖK o o T HEOREM 8.5 (Comparison Theorem). Let $ o and $ k , D¥ K DâF K , where l and l are strictly increasing sequences of positive numbers with limit . If ¬ § f Q pS6²! ¬ ¼­ ¬ ½ ¼ ¬ ½ , for the Euler–Cauchy equation (8.1) on $ o is oscillatory and Ò , ­ then the Euler–Cauchy equation (8.1) on $ k is oscillatory. @B ¼ ½ T HEOREM 8.6. Assume every point in the time scale $ is isolated and exists as a finite number, then the Euler–Cauchy equation in the complex characteristic roots case is oscillatory on $ . , @T Theorem 8.6 does not cover the case when $ is a time scale where . ¼ ½ >, @T The next theorem considers a time scale where . ¼ ½ \qr#= i6v! 0WÈDE 0M " K. o #p<HiÄ l n l m o l ¬ T HEOREM 8.7. Let and let $8Õ In the complex characteristic roots case, the Euler–Cauchy dynamic equation (8.1) is oscillatory on $ Õ . One might think that one could use the argument in theD¥ proof of Theorem 8.7 to show K o , then that if there is an increasing unbounded sequence of points Ê in $ with e Ê the Euler–Cauchy equation (8.1) is oscillatory on $ in the complex characteristic roots case. The following example shows that the same type of argument does not work. E XAMPLE 8.8. Assume that the Euler–Cauchy dynamic equation (8.1) has complex ! 0 pIfñqG k ¨qM#p k # ln : ¾ , ¾ Ço { characteristic roots Ò and $ then (8.1) is oscillatory. J_ _` PA 2a REFERENCES [1] E. A KIN , L. E RBE , B. K AYMAKÇALAN , AND A. P ETERSON , Oscillation results for a dynamic equation on a time scale, J. Diff. Equations Appl., 7 (2001), pp. 793–810. [2] B. AULBACH AND S. 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