Asymptotic and oscillatory solutions of N-th order linear differential equations by Gerald Edwin Bendixen A Thesis submitted to the Graduate Faculty in partial sulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY in Mathematics Montana State University © Copyright by Gerald Edwin Bendixen (1973) Abstract: In this thesis asymptotic solutions of the n-th order, linear, homogeneous differential equation (x^n)(t) + A1(t)(x^(n-1))(t)+...+An(t)x(t)=0 are obtained, where the Aj(t) are continuous complex-valued functions on [a ,∞). The solutions are found by transforming the given equation into a vector-matrix differential system for which the result of N. Levinson, Duke Math. J. 15 (1948), pp. 111 - 126, is applicable. To apply his result, asymptotic estimates for the zeros of related characteristic polynomials are obtained. The special case where n = 3 is treated in detail. The oscillatory nature and boundedness properties of solutions of the given equation are also investigated. The results generalize those of G. W. Pfeiffer, J. Diff. Equations 11 (1972), pp. 138 - 144 and pp. 145 - 155. ASYMP T O T I C A N D O S C I L L A T O R Y SOLUTIONS O F N - T H O R D E R L I N E A R D I F F E R E N T I A L EQUATIONS by GERALD E D W I N BE N D I X E N A Thesis s u b m itted to the Gr a d u a t e Fac u l t y in partial sulfillment of the requirements for the degree of D O C T O R OF P H I L O S O P H Y in Mathematics Approved: "EJU-f P F/»y, H e a d , M a j o r Department airman, E x a m i n i n g Committee Graduate^ Dean M O N T A N A STATE U N I V E R S I T Y Bozeman, M o n t a n a June, 1973 iii ACKNOWLEDGMENT The author w ishes m a j o r professor, Dr. to express his sincere a p p r e c i a t i o n to his Louis C. Barrett, for his c o n t i n u e d i n terest and h e l p f u l suggestions d uring the p r e p a r a t i o n of this dissertation. iv TABLE' O F CONTENTS VITA .............. ACKNOWLEDGMENT ii ............ ^ ^ . iii A B S T R A C T ................................... ■........... .. INTRO D U C T I O N v . . .................................... CHAPTER I FUNDAM E N T A L L E M M A S vi . . .......................... I \ CHAPTER 2 . A S Y M P T O T I C S O L U T I O N S ......... '.................. 21 C H APTER 3 O S C I L L A T O R Y AND B O U N D E D N E S S PROPER T I E S . O F SOLUTIONS CHAPTER 4 ................. . S U MMARY AND E X A M P L E S . '. . . . . . . . . . , . • ......... . . . 46 53 A P P E N D I X I ...................................... ■ . . . . ■ ............. 61 A P P E N D I X 2 . ............ .. REFERE N C E S . ...................................... •. ........................................ 63 68 V ABSTEACT In this thesis asymptot i c solutions of the n - t h o r d e r , linear, homogeneous d i fferential equation (t) + A 1 C O x ^ n 1 ^Ct) +.. .+ A (t)x(t) = O are obtained, w h e r e the A . (t) are continuous co m p l e x - v a l u e d functions on [a ,co) . The solutions ^re found b y transforming the g i v e n equa­ tion into a v e c t o r - m a t r i x di f f e r e n t i a l s y s t e m for w h i c h the result of -N. Levinson, D u k e Math. J. 15 (1948), p p . Ill - 126, is appli­ cable. To apply his result, a s y m p t o t i c estimates for the zeros of related chara c t e r i s t i c p o lyn o m i a l s are obtained. Th e special case w h e r e n = 3 is treated in detail. T he osci l l a t o r y n a t u r e and bounde d n e s s properties of solutions of the g i v e n e q u a t i o n are also investigated. The r e sults g e n e r a l i z e those of G. W. Pfeiffer, J. D i f f . Equations 11 (1972), pp. 138 - 144 and pp. 145 - 155. ' vi INTRODUCTION In this thesis w e inves t i g a t e the a symptotic b e h a v i o r of solutions of ordinary linear h o m o g e n e o u s d i f f e r e n t i a l equations (t) + (t)x^n 0 (t) '+...+ A n (t)x(t) (I) w h e r e the A^ (t) are continuous c o m p l e x ^ v a l u e d functions on fa.,ro ). Several authors have considered p a r t i c u l a r cases of this problem. Coppel [2] determ i n e d asymptotic solutions of c e rtain restrictions on p and q. ( r y !)' + py = .0 under To o b tain his s o l u t i o n s , he trans­ f o r m e d b o t h the dependent and the inde p e n d e n t v a r i a b l e s so that the resulting equation could be compared w i t h either z(t) + z(t) = 0 or z(t) - z(t) = 0. He used a fund a m e n t a l result of L e v i n s o n [53 to d e t e r m i n e the asymptotic solutions. In a similar fashion, H i n t o n d i f ferential e q u ation [4j studied the t w o - t e r m (ry^m ^ ) ^ ^ + qy = 0. His c o nclusions are b a s e d u p o n a c omparison of the trans f o r m e d system w i t h a system w i t h constant coefficients w h o s e charac t e r i s t i c p o l y n o m i a l is given b y either A 0I + X = 0 or An - A = 0. tions of y ' '' + Pfeiffer [6] d i s c u s s e s solu­ py' + qy = 0 by f o l l owing the same p r o c e d u r e s ’and u l t i m a t e l y comparing the tra nsformed e q uation w i t h o ne w h o s e c h a r a cteristic p o l y n o m i a l is either A 3 + A = O or A 3 - A = 0 . vii To study the solutions of e q u a t i o n techniques ( I ) , w e e m ploy the same as those of the p r e v i o u s l y m e n t i o n e d authors. However, w e a l l o w the transformed equ a t i o n to-be compared w i t h a system w h o s e c h a r a cteristic p o l y n o m i a l is given by Xn + a X^ w h e r e the a. are comple x - v a l u e d constants. +. . .+ a ^ , In order to apply the f u n d a m e n t a l r esult of Levinson, w e d e rive a symptotic estimates for the zeros of the c h a r acteris t i c p o l y n o m i a l . of Chapter I i n c lude these estimates. L e m m a 1.2 and L e m m a 1.5 T he other lemmas of Chapter I are u s e d to p r o v e the central theorems of Chapter 2. These theorems p r e s e n t specific as y m p t o t i c solutions of e q u a t i o n The case n = 3 is treated in d e tail (I). b e c a u s e the al g e b r a i c cal c u l a ­ tions are not so tedious. Chapter 3 contains several resu l t s descr i b i n g the oscil l a t o r y n a t u r e and bounde d n e s s p r o p e r t i e s of solutions of (I). illus t r a t i v e examples of the theory appear in Chap t e r 4. Some CHAPTER I FUN D A M E N T A L L E MMAS T h e p r i m a r y p u rpose of this thesis is to i n v e s t i g a t e the asymp­ totic b e h a v i o r of solutions of ordinary, linear, h o m o g e n e o u s diff e r ­ ential equations. the t r a n s formations T h e p r e se n t chapter is devoted to a deriva t i o n of and lemmas used to p r o v e the Central theorems given in Chapter 2. W e b e g i n w i t h the n - t h order eq u a t i o n (t) + A 1 C t y x cn and assume that continuous (t) +. . .+ A n (t)x(t) = 0 the coefficient functions A_. (t) j = l , 2 ,...,n, (I) are comple x - v a l u e d functions of the real v a r i a b l e t on an i n t erv al a < t < oo . Equation (I) m a y b e replaced b y the equivalent, first order v e c t o r - m a t r i x d i f f e r e n t i a l s y s t e m (2) y' (t) =. a y ( t ) w h e r e y(t) = [x, x ' , . . . , x Cn and 0 I 0 0 0 0 1 0 0 0 0 I A A-I A-2 1 2 U p o n changing the dependent v a r i a b l e fr o m y to z(t) , b y setting z(t) = T ( t ) y ( t ) , w h e r e T is the n o n s i n g u l a r diagonal m a t r i x T = dia[cp(t) , I, Cp \t),.... , Cp^ n (t)], continuously d i f f erentiable function and cp(t) is any positive, on a _< t < oo , s y stem (2) becomes z'(t) [T CL T-1 + T ' T ™ 1 ] z(t). = W e t r a n s f o r m this system, (3) in turn, b y intro d u c i n g a n e w inde­ pendent v a r iable s g iven by t s (t) = / 'Cp(T) dr a (4) To ensure that the function s(t) has a u n i q u e continuous inverse t = iJ j(s ) , defined on 0 s < co , w e further require cp(t) to b e non- integrable on a _< t < °o . In terms of the n e w v a r i a b l e s, (3) may b e w r i t t e n as z(*(s)) w h e r e B(ip(s)) = [cp 1 T Q T "*" + cp 1T 1T ^ ] . (5) It is i m p o rtant to note -I that ip(s), and n o t s, is the argument of each of the functions'Cp , T , G, T and T' o c c u r i n g in this expression. ture of the m a t r i x B is indi c a t e d by T h e e x p l i c i t struc­ ■3 ' . —2 cp'cp I O O . O O O . / . . . O I . . . O , -2 -cp’cp . . . O (6) . . . O O - A cp"11 n . . . - A 1Cp- 1 + ( 2-n)cp'cp-2 I A - Z n - A n-l<pl" n I The central theorems of C h a p t e r 2 are applications of a funda­ m e n t a l result of L e v i n s o n [5] to s y s t e m (5). F or c o n venience of r e f e rence this r e s u l t , taken w i t h o u t c h ange of n o t a t i o n fr o m C o d d i n g t o n and L e v i n s o n T h e o r e m 1.1. Cp 1 J T , G (5). j [1], p a g e 92, is r e p r o d u c e d n e x t as O b s e r v e that the d e p e ndent v a r i a b l e z , as we l l as T ^ and 'T' , are all c o m p o s i t e functions of s in system O n the o ther hand, the dependent v a r i a b l e x and the n x n m a t r i c e s V and R, in s y s t e m (7) h a v e the i n d ependent v a r i a b l e t as their arguments. The n o t a t i o n [v| and E is the n x n i d e ntity matrix. is u s e d to denote the n o r m of V, 4 T h e o r e m 1.1 Consi d e r the linear system x ' (t) = (A + V(t) + R ( t ) ) x(t) L e t A b e a constant m a t r i x w i t h c h a r a c t e r i s t i c roots j=l,2,...,n, all of w h i c h are distinct. (7) , L e t the m a t r i x V b e d i f f e r e n t i a b l e and satisfy CO ■ f |v' (t) I dt < CO G and let V(t) ->0 as t -> co . Let the m a t r i x R be integr.able and let CO / |'R(t) I dt < co 0 L e t the roots of d e t (A + V(t) - XE) = 0 b e denoted by X .(t) , j=l,2,...,n. J I i m X . (t). = y .. t ->oo Clearly, by reord e r i n g the y. if necessary, J For a g i v e n k, let D k;.(t) = R e ( X k (t) - X_.(t)) Suppose all j , I j< j ^ n, fall into one of two classes j e if / D (t ) dr n, Kj It. j e 1 2 if f *2 D co as t D co and .(t ) dr > - K kj (t ) dr < K and ' (t0 > t ' 2 - 1 (t2 >. t1 ^ 0) > 0) 5 w h e r e k is fixed and K is a constant.v e c t o r of A associated w i t h L et be a charac t e r i s t i c 80 that Then there is a solution (j)^ of (7) and a t^, 0 <_ < co , such that t Iim <f>k (t) exp t-5-OO [.- / Xk Cr) dr] o If the hypoth e s i s is satisfi e d for all k, I <_ k <_ n , and if $ is the m a t r i x w i t h columns <j> , • I 2. <j) , t h e n is a f u n d a m e n t a l m a t r i x n b e c a u s e det$(t) f 0 for large t since the p_. are independent. The l e ngthy form of the h y p o t h e s i s of T h e o r e m 1.1, concerning the real p a r t of the d i f f e r e n c e of the e i g e n v a l u e s , s u ggests the f o l l owing convention. W e shall, henceforth, say that afu n c t i o n D ( t ) , d e fined on a <_ t < co , satisfies C o n d i t i o n I iff either CO (i) ' J D(t) dt - co and a f 2 D(t) dt > - K , a < t]_ < tg f 2 D(t) dt < K , a for some constant K or else (ii) for some c onstant K 6 By the same t o k e n , a f u n c t i o n D(s) , defined on 0 <_ s < co , satisfies C o n d i t i o n I iff (i) or (ii) is fu l f i l l e d w i t h a = 0 and t = s. Once the d omain of D is understood, w e shall s i mply say that D satisfies C o n d ition I. To m o t i v a t e m u c h of wha t follows, T h e o r e m 1.1. let us e x a m i n e , for a moment, Since X .(t) denotes a zero of an n - t h d e g r e e p o l y n o m i a l 3 in X, if n > 5 it w i l l u s u a l l y be i m p o s s i b l e to express X ^ (t) explic i t l y in terms of the coef f i c i e n t s of the polynomial. nately, Fortu­ exact expres s i o n s for these zeros are not n e e d e d to m a k e use of T h e o r e m 1.1. F o r , suppose each X .(t) admits of an appro x i m a t e 3 r e p r e s e n t a t i o n of the form X^. (t) = X^ (t) i ntegra ble on [0,oo) . R e t n 1 (t) - n.(t)]. k J + ry (t) , w h e r e ry(t) is T h e n Re[X^.(t) - X^ (t) ] = Re[X^.(t) - X^ (t) ] + It follow s that D 1 .(t) = R e t X 1 (t) - X .(t) ] kj k J . satisfies C o n d ition I , w i t h k fixed, . • ~ and for e very j , iff (t) = R e [X^(t) - X _ (t)] does also. As for the concl u s i o n of the theorem, relation it entails the asymp t o t i c t I i m cp (t) exp f - X 1 (t ) dr = P 1 w h i c h beco m e s t -> co k . k k M • Iim cp (t) exp t -> co k B u t , a nonzero f -X k (x) dx = p k w h e r e M is a n o n z e r o constant. constant times a c h a r a c t e r i s t i c v e c t o r is also a 7 c h a r a c t e r i s t i c vector. Hence, the c o n c l u s i o n of the t h e o r e m remains v a l i d if X.('t) is replaced b y any a p p r o x i m a t i o n d i f f e r e n c e A_. (t) - X_. (t) is integrable, Now, on X . (t) su c h that the 3 [ t ^ ,c°) . let us r e t u r n to the m a t r i x B(^(s)) of s y s t e m (5). Sup­ p o s e its charac t e r i s t i c p o l y n o m i a l is g i v e n by P(X) = Xn + B ^ ( s ) X n ^ + . . . + B^(s) zeros. Suppose that the Iim B .(s) = a., g _>oo I I constants. h a v i n g X ^ ( s ) , k-l , 2 , . . . , n , as its (s) are c ontinuous and that for j=l,2,...,n, w h e r e the a. are comple x - v a l u e d ^ Set p (X) = Xn + a^Xn ^ + . . . + a^ and i m p o s e the condition that the zeros p^, k=l,2,... , n , of this p o l y n o m i a l shall b e distinct. By R o u c h e 's T h e o r e m , and a r e o r d e r i n g of the indices if n ecessary, w e have that X^(s) is contin u o u s on [O ,o°) , and w e m a y take Iim X..(s) = V1 , k=l,2,...,n. bo K CO K . S3 T h e r a t e at w h i c h e a c h d i f f e r e n c e X^(s) - v^. c o n v e r g e s to zero is d e p e n d e n t upon h o w fast the d i f f e r e n c e s Ey(s) - a_. of the r e s p e c ­ tive c o efficients in P(X) assumptions, B and p(X) con v e r g e to z e r o . U n d e r our., (s ) - a^ and X^(s) - v^ b e l o n g to the class of com­ p l e x - v a l u e d f u n c tions f (s) that a re c ontinuous on IO ,co) , and w h i c h converge to zero as s b e come s infinite. that . It can be r e a d i l y ve r i f i e d (Lemma I, A p p e n d i x I) any su c h f u n c t i o n that is a-iiiember of [O , co) is also a m e m b e r of L r [O,00) f or r j>_ q. and g(s) are two such funct i o n s w i t h f(s) F u r t h ermore, e L ^ f 0,=”) and if f(s) 8 g(s) e L r [0,oo) , an applicat i o n of H o l d e r ’s inequ a l i t y A p p e n d i x I) shows that the pro d u c t m e m b e r of L m [0,co) w h e r e m = m a x As has b e e n mentioned, f ( s ) *g(s) of these functions is a (I, qr/ (q+r)) . exact formulas for the zeros of an arbitrary n - t h degree polyn o m i a l cannot be found, it b e comes n e c e s s a r y to resort to such zeros. (Lemma 2, in general. Thus, to meth o d s that y i e l d approximations W e n o w p r o c e e d to e s t a b l i s h five im p o r t a n t lemmas. Two of these give useful set forth sufficient ap p r oximations to A1 (s) .' K conditions for Re[A^(s) The other three - A (s) ], defined on [0,c?), to s a tisfy C o n d ition I. L e m m a 1.2 —--- ----- • — Let P(A) = An + B n (S) An ^ +...■+ B (s) w h e r e the B .(s) . . . i ■ n j are continuous compel ex-va l u e d functions defined o n 0 < s < co . S u p p o s e that (i) limB.(s) g J = a.. J j=l,2,...,n, w h e r e the a. are complexI v a l u e d constants, (ii) p (A) = An + a^An +. . .+ a^ has distinct zeros p^ , I I , 2 , . . . ,n, e\ (iii) (a ■- B^ (s)) e L [0,oo), j=l,2,...,n. 9 Then the zeros A^(s-) , k = l , 2 ,. . ,n, of P(X) are given by n Ik (S) - Vk + (P1(Vk))-1 J h a j - B ^ ( s ) ] p ^ ^ + nk (s) w h e r e nk (s) is some integrable function on P(X) w h i c h converges to ambiguity of notation, Xfc(s) = ( P 1 (O)) Proof: [0,co), and w h e r e X^(s) as s bec o m e s infinite. To avoid 1 Ean - B n (s)l + nk (s>, i f Mfc = 0. . As has b e e n p o i n t e d out, as s becomes infinite. I i m o (s) = 0. that zero of let it be u n d e r s t o o d that hypothesis ensure that X^(s) - Mk is continuous on S —> OO pC is (i) m a k e s it p o ssible to [0,oo) and converges to zero Hence, w e m a y set X^(g) = Mk + ^k (s) w h e r e Since X (s) is a zero of P(X), P ( m i + a . (s)) - 0. K. K - K t The left m e m b e r of this e q u a t i o n m a y b e v i e w e d as a p o l y n o m i a l of degree n in ak (s)- W h e n w r i t t e n as such, w e o b t a i n P 1 1 (Vk ) 2 P ( V k ) + P 1 (Vlt)Ok + — j; ak +.. .+ «k - 0 ■ w h i c h gives P ( M k ) + P 1 (Tjk ) ak Il + o(l) ] = O', w h e r e o(l) function of s that converges for a to zero as s becomes infinite. and n o t i n g that 1/[1 + o(l)] = [I + o(l)],.we ha v e P(Pk) \ (s) designates a P U T T ft + 0(1)1 K Solving 10 Now, p (M^) = 0, and P'(p^) (s) - a j=l,2,...,n, = [pT (y^.) + o(l) ], b e c a u s e the differences in P t (Pfc) - p '(Pfc) = n-1 Y ji (n-j) [ B . (s) - a .]p^ ^ ^ are all continuous on [0 ,°°) and converge j=l 3 3 k to zero as s becomes infinite. [I + o(l) ]/[p' since, b y (Pfc) + Moreover, o(l>] = [I + O(I)IZpt(Pfc)., ( i i ) , the pfc are distinct. and p ' ( p fc) + 0 Hence -P(Plr) + P ( P lr) ”k<s) = — t o o — where efc(s) = (Pt(Pfc)) Y [1 + 0<1)} = £k<s) + pk (s) ’ -J ta-j ~ Bj j=l (Pt(Pv )) -I [p(p, ) - P(p,)] and in the coefficients of P ( p fc). Iim rp(s) = 0 . S -voo Note that s appears S i n c e Afc(s) = Pfc + efc(s) + pfc( s ) , it is evident that nfc(s) has the fo r m g iven in the c o n c l u s i o n of the theorem. W e next p rove that nfc(s) is integrable. S t a r t i n g w i t h the e q u a t i o n P (pfc + efc(s) + nfc(s)) = 0,. w e express its left h a n d m e m b e r as a p o l y n o m i a l of degree n in PfcCs ) • This gives P ( p fc + efc) + P ' ( P fc + efc) fc + . . . + nfc = 0, w h i c h m a y be expressed as P ( p fc + efc) + P ' ( p fc + Efc) fc[l + o ( l ) ] = 0. F o r rea s o n s that are 11 already familiar, w e h a v e P'Cp + e^). = p' (y^) + o(l) . Thus, w e find that P ( p k + Efc) + p'(yk )nk [l + 6(1)] = 0. Now, e xpand P (pk + ek ) as a p o l y n o m i a l in ek , to o b t a i n P ( U k ) + P t (uk >ek +. . .+ T h e n u s e the d e f i n i t i o n of ek (s) e” + P 1 (uk )nk [l + o-(l) ] = 0 (8) to v e r i f y that P(Uk) + P'(Wt)Ek = [P'(uk) - p'(%%)]=& Equation (8) becomes [p'(pk) - p'<pk)]=k + i r''(;k)«k + - " + Ek “ -p' V \ [1 + 0(1,1 E a c h term on the left h a n d side of this l a s t equ a t i o n consists of b o u n d e d functions times prod u c t s of two dr mo r e factors of the type (s) - a ^ , j - 1 , 2 , . . . ,n. From hypothesis ( i i i ) , it follows that each term is an integrable fu n c t i o n on [0,°°) so that Pk Il + o(l) ] is integrable. Therefore, nk (s) is integrable, and the proof is complete. In stating our n e x t lemma, define (s) = R e f i t s ) specifies sufficient - it w i l l b,e convenient if w e first (s) ], on 0 _< s < °° . conditions for e a c h D Condit ion I w h e n k is fixed, KJ T he l emma (s) to satisfy and j=l,2,(. . . ,n. 12 L e m m a 1.3 ---------- Let P(A) are continuous, - A + B, (s)A k /■ ^ +...+ B n (s) w h e r e the B .(s) j c o m p lex-valu e d functions defined on 0 <_ s < 03 . Suppos e that the zeros of P(A) are d e n o t e d . b y A ^ ( s ) , k=l,2,...,n, and that (i) Iim B^(s) ,n, w h e r e the a. are c o m p Iex- 1 v a l u e d constants, (ii) ■ the zeros y^ , j=l , 2 ,...,n, of p(A) = An + a ^ A n ^ + . . . + a^ are distinct, (iii) a. - B .(s) , j=l,2 , . . . , n , J J are members of L 2 [0,°°), n (iv) for fixed k, Re fa m=l ■ - B (s)I ■ satisfies Conditi o n I if j is an index such that Re[p - p .] = 0. 3 K Then, D KJ (s) = Re[A K (s) - A .( s ) ] s a t isfies C o n d ition I for the J fixed k and all j-l,2,...,n. / I 13 Proof: This l e m m a w i l l be p r o v e d b y considering the s eparate cases w h e n R e [ y ^ - y^ ^ O and w h e n R e f y ^ - y^ ] = 0 . k is fixed and j is an index for w h i c h R e [ y Iim Re[A, (s) - I .(s) ] = L ^ O S —S - O O ic on J [0,oo) and converge to y ^c (s) satisfies part (ii) - y .} > k . j b e c a u s e A (s) K 0. and A . (s) J and y ., respectively. I (i) of C o n d i t i o n I. of Condition I holds. F i r s t , suppose that Then are continuous If L is positive, If L is negative, part Consequently, Re[A (s) - A .( s ) ] satisfies ''R , • ■ j C o n d ition I for fixed k, and any j su c h that R e t y 1 - y .] ^ 0. k j Next, assume that for some i ndex j , R e [ y k - y .] = 0. J Then, b y L e m m a 1.2, Re [A (s) - A . (s) ] is equal to KJ n Ke 2 m=l ( P 1 (Mj)) [am " Bm (a) 1 1 Mj m ] + R e t n k ( S ) - P j C s ) ], w h e r e b o t h P1 and p . are integ r a b l e on 0 <_ s < co . expre s s i o n v a n i s h e d if j=k, jfk.) so there is no n e e d to assume that In v i r t u e of hypothes i s C o n d ition I. Hence, (Note that this ( i v ) , R e t A k (s) - A ^ ( s ) ] fulfills the conclusion of the lemma is established. ' A n alternative, is given by: and mor e easi l y applied v e r s i o n of L e m m a 1.3 14 L e m m a 1.4 W i t h P(A), B .(s) , arid A, (s) J ■. K the same as in L e m m a 1.3, suppose that (i) Iim B.(s) s-> oo J = a., j=l,2,...,n, w h e r e the a. are complexJ J valued constants, (ii) the zeros p ^ , j=l,2,...,n, of p(A) = An + a ^ A n a n are distinct, (iii) a. - B .(s) , j=l,2,...,n, 3 3 are integrable on 0 <; s < oo , - Then Re[A^.(s) - A .(s) ] satisfies C o n d i t i o n I for k = l ,2,. . .,n , and J 1,2,'. ..,n. P r o o f : . Since, the a^ - B^ (s) are continuous on zero as s becomes infinite, [0,°°), and tend to 2 they are all members of L |0,oo). Hence. . the zeros A^(s) k = l ,2,...,n , m a y be r e p r e s e n t e d as in L e m m a 1.2. F o r any p a r t i c u l a r k, Re[A^(s) Re - A ^ ( s ) ] = R e [ p ^ - y^] + E [ a - B (s)][(p'(p )) 1 P ^ m m m k' m=l (p'(Pj)) As in the p r o o f of L e m m a 1.3, w e Re[yk - 3" -I n -m "p" 3 + R e [ n k ( s ) - n j ( s)] consider w h e n ^ 0, and when Re[pk - p^ ] - 0. If -Re.[pk - y ] f 0, it follows as b e f o r e that R e [ A1 (s) - A .(s)] satisfies C o n d ition I. • k 3 In case R e I p 1 ] = 0, (iii) and L e m m a 1.2 ensure t h a t Re[A, (s) - A . ( s ) ] is equal to a .finite sum, & 3 each term of w h i c h is 15 inte'grable on [0,00)'. Since any i n t e g r a b l e function satisfies part (ii) o f C o n d ition I, Re[A^(s) - k=l,2,...,n, as wa s and j=l,2,...,n, ( s ) ] satisfies Co n d i t i o n I for to b e shown. To i l l u s t r a t e h o w L e m m a 1.2 m a y b e rep l a c e d by an analogous result, i n v o l v i n g a m o r e general r e q u i r e m e n t than w e p r e s e n t the following lemma. F u r t h e r e x t e n s i o n s •are p o s s i b l e at the e x p e n s e of considerable additional alg e b r a i c m a n i p u l a t i o n s and a t t e nding anal­ y tical difficulties. L e m m a 1.5 Let P(A) ■ are continuous (i) = An + B 1 (s) An • . I ■ + . . . + 'B (s) w h e r e the B .(s) n j complex-valu e d functions on 0 _< s < 00 . Iim B (s) = a , j=l,2 s ->-co J J n, w h e r e the a. Suppose that are complex­ v a l u e d constants. (ii) p(A) = An + S1 An " 1 + . . . + a h as d istinct zeros p ., n 3 j—I ,2,.•.,n, (iii) Then, a J - B J (s) , j=l,2 the z e r o s ' A ^ ( s ) , k=l,2 ,...,n, of P(A) are given by Ak (s) = Pk + ek (.s) + Pk (S) w h e r e nk (s) is integrable on 0 < s < 00 , and 16 -I G^(S) Zt^ (?'(%%)) + m=l ZU ( p ' (;%)) *m=l I Proof: tti m ,Z [am- Bm (s) ](n-m)yj~in'1 - Bm (s)]yJ m m + m=l Z i am - V <p'<\»'3 p " ( V m=l s n a k" The p r o o f of this l e m m a follows along the same lines as that of L e m m a 1.2. Set A^(s) = y^ + e^(s) + n^(s), w h e r e e^fs) function already d e fined in the s t a tement of the lemma. X^.(s) satisfies the e q u a t i o n P(A^) P(y^ + + n^) = 0. =0, is that Since for e v e r y s, w e have T h e left side of this eq u a t i o n m a y b e v i e w e d as a p o l y n o m i a l in n ^ ( s ) , so that w e have P ( y k + ek ) + B 1 Cyk + Efc) nk +•..+■ nj = 0. the term e^(s) as s tends By hypotheses (i) and ( i i ) , and the differ e n c e A^(s) - y^ b o t h converge to zero to infinity. Hence, q^(s) also converges to zero, and so P ( y k + ek > + p t Cyk + eJcU k Il + o C l ) ] - 0. As s b e c o m e s infinite, E 1 Cyk + ek ) converges to the n o n z e r o value p'(y ). U s i n g this fact, w e o b t a i n p Cyk + Ek ) + P 1 Cufc) nk [l + o(l)] = 0. 17 E x p a n s i o n of P (p^ + e^), as a p o l y n o m i a l in yields ■ P(Pk) + pt(Pk)Ek +.••+ Ek + p'(Pk)nk [l + O (I)] = 0 Hypotheses (i) and (iii) , ensure that Therefore, e ™ (s ) is i ntegrab l e on 0 _< s < '(Lemma 2, A p p e n d i x I). Equation P(Pk) + P t(Pk) Ek + Y P''(Pk) 4 e^.(s) is a m e m b e r of L + fk (s) + P t(Pk)Pk El + o(l)] = O P(X) - p (X) , w e P(Pk ) + tran s f o r m e q u a t i o n Ept(Pk ) + P ( P k )] [0,co) . (9) m a y b e w r i t t e n as is some i ntegra b l e f unction on fO,co)«' = P(X) 3 , for 3 _< m _< n. w h e r e f (s) K (9) (10) Defining into. + -| P M (Pk )£k + §k (s) - - P t (Pk ) Ok El + O-(I)J w h e r e g^(s) = f^(s)r together w i t h also. (10) I ^ + -^P 2 ek " (11) ~ F r o m t^ e defin i t i o n of P(A) , . ■ 3 (iii) , it follows that P 1Cp ) is a m e m b e r of L £0,°°) - t.' -... - 1 ' ■ 3 Consequently, P t (Pfc), and P tt(Pfc),. are m e m b e r s of L EO,oo) . T h e . f u n c t i o n gfc(s) is therefore i n t e g r a b l e on 0 < s < °° . Re p l a c i n g Efc by its expression £k = “ (P'(pk))-1 F(Pk) + (Pt(Pk)) 2 p (Pk) pt(pk) + ^ (Pt(Pk))""^ Cp(Rk))2 Ptt(Rk) , w e conclude that the left side of e q u a t i o n H e n c e h 1 is an integrable function, k. (11) is integrable. and the l e m m a holds, '18 In order to introduce our final l e m m a , w e m a k e two important restrictions in the h ypothe s e s (i) and (ii) of L e m m a 1.5. r e quire that all of the coefficients a. of p(A) be real, 3 allowing them to b e complex-valued. be distinct, gate pairs, First, we instead of Since all of the p. are still to J c o m p l ex-valued zeros of p(A) m u s t h o w o c c u r in conju­ if they occur at all. Secondly, w e i m pose the condition that no m o r e than two of the y. are to h a v e real parts equal 3 same real number. I n particular, gate pairs of complex zeros, if p (A) admits ‘of d i s t i n c t conju­ the real part of one p a i r is n ot equal to the real part of any oth e r pair. the real part of a complex z e r o . l e a d to the following result. to the Neither.is a real ,zero to equal T h e s e alterations in L e m m a 1.5, 19 L e m m a 1.6 . Let P(A) = An + B_,(s)A^ ^ +. . .+ B (s) w h e r e the B .(s) x n j are c o n t i n u o u s , complex-val u e d functions defi n e d on 0 _£ s < the zeros of P(A) (i) be denoted b y A ^ ( s ) , k=l,2,...,n, co . L e t and suppose that Iim B .(s) = a., j - 1 , 2 , . . . ,n^ w h e r e the a. are reals _> co 3 I 3 v a l u e d constants, (ii) the zeros p ^ , j=l,2,...,n, are distinct; of p(A) furthermore. Rep. = An + a ^An ^ + . . . + a^ = Rep, implies that = Uk ’ (iv) for fixed k, n-m - (s) ]lt p m=l n '(Pk ) n (n - m ) p 2 ™ - r - l Z • Z l m ^ am - % m = l r=l n (s))(a - B (s)) ]lm (P'(Pk » 2 n Z E l m ^ a m - Bm ( s ))(ar - B r (s))]lm m = l r=l p'v t r * 3 ( P i(Pk ))1 satisfies Condition I for any index j such that Re [p^ — Then, Re[A,(s) • . k. J I »2,. . . 5n. P^] = O'. - - A .( s ) ] satisfies C o n d i t i o n I for the fixed, k and all J 20 Proof: As in the p r o o f of L e m m a 1.3, w e w h e n R e [ p ^ - p ] f 0, and w h e n R e [ for w h i c h Re[.y^ - y ] ^ 0, - consider the se p a r a t e cases: y -] = 0 . If j is an index the proof that Re,[A^ - A ] satisfies Con­ dition I is just the same as in the p r o o f of L e m m a 1.3. So suppose j is an index such that R e [ y ^ - y^ J = 0. since the c o e fficients of p(A) implies that and A .(s) = y. + J and e^(s) lemma. Thus, w e h a v e A^(s) e . (s) + n .(s) , w h e r e n,(s) l J = y^ + and y .(s) R s^(s) + n^.(s) are integrable, J and s_. (s) have the f o r m given in the c o n c l u s i o n of that U s i n g these expressions, w e o b t a i n Re[A a nd the fact that R e [ y ^ - y_.J = 0, (s) - A .(s) ] = R e t e 1 (s) - As w a s inferred earlier, w h e n n^(s) [Q, oo) , Re[A^(s) e .(s) ] + R e J n 1 (s) - n.-(s)]. and n (s) are i n t e g r a b l e on - A^ (s)] satisfies C o n d i t i o n I iff Re[e, (s) - e .(s) ] does. K the complex conjugate of y . restrictions on the a^ and the 'zeros of p ( A ) , L e m m a 1.5 still applies. J are real n u m b e r s , h y p o t h e s i s "(ii) , w h e r e y^ denotes U n d e r our present Then, J Hence, o ur p r o o f wi l l b e c o m p l e t e if w e can show that R e t e 1 (s) - e ( s ) ] satisfies C o n dition I w i t h y. K To this end, conjugates of e R v e rify that = y .. kz denote the i m a g inary unit b y i and the complex and e . b y e J R that R e f e 1 - e .] = R J p ’ Cbj) = P 1 (yk >. j and e ., respectively. J A l s o observe (1/2) fe, + E1 - e . - e . ], and that R R J J B y u s i n g familiar conjugation laws, w e m a y then J 21 n-m 'k n - e = 21 k Jja - B (S)Jlm m m _p'<Y m =l n 2i E (n - .m) u E f am - + 2n-m-r-l + B m .(s)][ar .- B r (S)Jl m = l r=l n i Finally, n \_2n-m-r- E E f a m - Bm fs^ f ar " B ^ ( S ) J l m = l r=l 3 . (P'(Y) add to the forgoing e x p r e s s i o n its complex conjugate. E x c e p t for a"factor of 4, hypothesis clude that, this results in the e x p r e s s i o n given in ( i v ) , w h i c h is p r e s u m e d to fulfill Co n d i t i o n I . for fixed k, Re[A^(s) - A y (s)J satisfies Co n d i t i o n I in case j is any index such that R e I p ^ - y J = 0 . the proof of the lemma. W e con­ This concludes CHAPTER 2 A S Y M P T O T I C SOLUTIONS In this chapter w e p r es e n t fi v e theorems and one c o r ollary d e s ­ cribing a symptotic solutions of l i near d i f f e r e n t i a l equations. The proofs of these results are b a s e d o n the p r e l i m i n a r y lemmas and T h e o r e m 1.1, of Chapter I. final theorem, The first two theorems, as w e l l as the are expressed in r a t h e r general terms. they a ppear to be quite complicated. Therefore, T he other theorems deal W i t h a third order l inear differ e n t i a l equation. In the case of the third order equation, it is p o s s i b l e to m a k e a n u m b e r of s i m p l i fications in the g e n e r a l theory. F or then, the order of the d i f f e r e n t i a l equ a t i o n is no longer an i n d e f i n i t e fixed "n". Thus, w i t h c o nsiderabl y less effort, we. are ab l e to o b tain sharper results w h e n n=3. .Oscillatory and bound e d n e s s p r o p e r t i e s of our a s y m p t o t i c so l u ­ tions are examined in Chapter 3. 23 T h e o r e m '2.1 Consider the linear d i f f e r e n t i a l equ a t i o n x (n)(t) + A 1 ( t ) x (n“ 1 ) (t) + . . . + A (t)x(t) = 0 a. n (i) Suppose that (i) A ( t ) , j = l s2,...,n, are continuous comple x - v a l u e d functions defin e d on (ii) cp(t) is a positive, d e f ined on (iii) [a ,<x>) , c o n t i n u o u s l y d i f f e r e n t i a b l e fun c t i o n [a,oo) , f cp(t) dt = CO , a (iv) I i m cp’ (t)cp -^(t) = 0, t->oo (v) Iim- A. (t)cp ^ (t) = a . , t-^oo 3 c 3 complex v a l u e d c o n s t a n t s , (vi) p (X) = Xn + P (vii) J ^ +....+ a^ has di s t i n c t zeros , j - 1 , 2 , . . . ,n, (cp' cP ’ and (A^cp^)', j=l,2,...,n, are integ r a b l e on [ a ,oo) , (viii) cp'cp and [a. - A.cp J ] cp 3 3 2 bers of L [ a,°°) , , j=l,2,...,n, a re all m e m - i; 24 (ix) For fixed k, . n R e ^ g [a .m=l - m Cnr H + .l)„ ^ 3 ( 11 ^ 1 1 2 [(P1 (Pfc)) m - A rp-™"^'. _ A qf™] m-lY Y ■ mY (Pf Cyj )) * 9 satisfies Condit i o n I if j is an index for w h i c h Reu.. = R e u fc. (See P a g e 5 f or the d e f i n i t i o n of C o n d i t i o n I ) .Then, a c t there exists a solut i o n x fc(t) of -O < co (I)' and a n u m b e r t^, such that x fc(t) = Cp (t)[ exp / [y + Efc(T) lcp(t) dr] [I + o(l) ] (12) where -m EfcCt) = 2 (p'(Pfc)) - A* cp - m=l (n-irri-1) -3(h-m+l) 2 Furthermore, , -m-1. "n-m m-lV 9 J ‘ \ the first n - 1 deriv a t i v e s of x fc(t) ha v e t he asympt o t i c form x ^ 3 ) (t ) = Cp3. 1 (t)[exp for j = l , 2 , . . . ,n-1. J iUfc + Efc(T) ]cp(x) dx] [ufc + o(l)] 25 If hypothesis (ix) is s a t i sfied for k=l,2,...,n, then there w i l l exist n l i n early independent s o l u tions of the type ju s t d es­ cribed. Proof: In the previ o u s chapter, w e transformed E q u a t i o n (I) into the system dZ~~d s ^ ^ The argument (5) z(\p(s)) ip(s) w a s obtain e d as the inve r s e of 'the f u nction t f (p(T)dT . s(t) = Expression (6), P a g e 2, indicates the explicit a f o r m of the m a t r i x B(tp(s)). and (iii) ensure that elements of Thus, It w a s n o t e d that h y p o t h e s i s (i) , (ii) , t = \p(s) is u n i q u e l y defined, and that the B(\p(s)) , as w e l l as i^(s) ,. are continuous on 0 the t r a n s f o r m a t i o n of (I) into (5) is possible. s < co . M o r e over, t . tends to infinity w i t h s . W i t h the addition of h y p o t h e s i s (iv) and ( v ) , it follows that B(\jj(s)) converges to the constant m a t r i x C w h o s e e lements are identi/ fied b y 26 O I O C O O O ' l 0 0 0 0 . ari an -l an-2 A direct e x p a n s i o n of det[S(^)(s)) 0. ' - ' 3 I. - AEJ s reveals that the coeffi­ cients of the c h a r acteristic p o l y n o m i a l P(A) - An + B ^ ( s ) A n +. . .+ B^(s), assoc i a t e d w i t h B(i/;(s) ) , m a y b e w r i t t e n as B j (S) = A j V j + w h e r e i n ^(s) A j_ 1cp > " j " 1 + b.(s) is the argument of A., cp, and A. of terms e a c h involving (13) and b .(s) is a sum t -2 cp cp . r a i s e d to a power m > 2, and A = I. ' 0 A g a i n , let A.(s) J p.(A) = A + a An I and y. deno t e the zeros of P(X) and J + . . . + a , respectively. n p o i n t e d but on p a g e 7 , w e m a y a s sume that As has alre a d y be e n I im A.(s) = p . , S-> OD J j=l,2,...,n. B e c a u s e of t h e r e f o r e , p'(p^) 4- 0. J (vi) , ea c h P j is a simple zero of p(A'); The rest of our proof consists of a detailed explan a t i o n of h o w T h e o r e m 1.1 m a y b e applied to s y s t e m (5). W i t h s , r a t h e r than t, v i e w e d as the indep e n d e n t v a r i a b l e , set A = C , V(s) = B (,xJj(s )) - C, and R(s) = 0. H ypothesis (vii) then 27 OO guarantees-that f 00 |V 1 ( s ) |ds = [B 1( t ) |dt < co ) a 0 Of c o u r s e , J 'f |.R(s)|ds = 0. Hence, I im V(s) s' -> oo = 0. all of the h y p o t h e s e s of 0 T h e o r e m 1.1 w i l l be satisfied, p r o v i d e d D (s)' = Re[A^.(s) .- A_. (s) ] fulfills Condi t i o n I w i t h k fixed and for all j=l,2,...,n. To a s c e rtain the b e h a v i o r of the D^. (s) , w e sh o w that the hypoth e s e s of L e m m a 1.3 are fulfilled. and using (iv) and (v) w e first v e r i f y that has a l ready b e e n mentio n e d , transformation t = thesis (viii) . R e t u r n i n g to E q u a t i o n the Iim B.'(s) = a.. s—>• oo d d are distinct. 'As N e x t , employ the ip(s) to change f r o m the v a r i a b l e t to s in h y p o ­ This reveals that cp'(i|;(s)) cp ^ O K s ) ) [a_. - A j (Tf)(S)) Cp ^ (Tf)(s)) ] are m e m b e r s of are also continuous on b e c omes infinite. (13) 0 [0,oo) . and T h e s e functions _< s- < oo , and they c o n v e r g e to zero as s Consequently, b . (s) is i n t e g r a b l e o n J 2 a. - B .(s) is a m e m b e r of L [ O,00) for q=l,2,...,n. 3 3 that every hypothesis of L e m m a 1.3 holds, it also h o l d s , in v i r t u e of (iv). [0 ,co) . W e h a v e shown except the last one. J = l , 2 ,. .. ,n. But, Therefore, L e m m a 1.3 is in force. It follows that, for fixed k, C o n d i t i o n I is satisfied b y each (s) Thus, 28 W i t h this r esult established. T h e o r e m 1.1 m a y b e applied. conclude that there exists a solution z^C^Cs)) number s , o 0 < s . - o < oo We system (5), and a such that Zk (Ks) = Iexp" J lk (5)d5][p'k + o(l)] (14) So w h e r e p k is the e igenvector of C co r r e s p o n d i n g to the e i g e n v a l u e pk . The symbolism o(l) denotes a v e c t o r w h o s e components tend to zero (but n o t n e c e s s a r i l y at the same rate) L e t us center our attention, as s bec o m e s infinite. for a m o m e n t , on E q u a t i o n (14). B y L e m m a 1.2, w e have n .V s) ■ 1V w h e r e nk (s) is integr a b l e on lent e xpres s i o n JJ l [0 ,co). IX - By(s)]pk 2 + nk (s) R e p l a c i n g B_. (s) b y its equiva- (13), we obta i n A (s) = Wk + ^ 1 I [aj " a JcP ' ~ - b.(s))p”-j + nk(s) w h e r e b . (s) is integr a b l e on 3 [O,00). C ollecting i n t e g r a b l e terms, w e m a y w r i t e this e q u ation as Ak (s) = Pk + E ^ ( K s ) ) + ^ ( s ) where S 29 £k = (P' 2' U,j=l 3 A.(p"j a . 'Cp - ^ 1 J u and ;(s) = nk (s) - is integr a b l e on C p tCyk )) ^ (s)yk 3 [0 ,oo) . Using this r e s u l t , in (14), w e have zk (ifj(s)) = [exp / [yk + e £ G K £ ) ) - ] d £ H e x p N o w set dk = exp exp J J / nk (C)dgJIpk + G(I) ] rik (s)ds, a nd o b s e r v e that pk ( £)dg = dk exp[o(l)j = ^[1 dk [l + o ( I ) ] [pk + O (I)] = IdfcP k + + o(l)]» 0 (1 )] W h a t is more. ; consequently, Zjc(Ks)) = [exp / Lvk +. Ek(^CO) dCHdkPk + o(l)] 6O 30 Note that is a scalar, w h e r e a s is an n - c o m p o n e n t v e c t o r . R e c a l l i n g that t = ^(s), and that t becomes i nfinite w i t h s, we r e w r i t e this result as t zk (t) = [exp J [ + ek (T)]cp(T)dT][dk p k + O (I)J tO w h e r e ek (t) is the same fun c t i o n of t that e* is of ^ ( s ) . Without loss of generality, w e m a y take dk pk = [l, .p^, p ^ , . . . , p ^ For, w i t h ^k Pk thus defined, it follows b y direct expansion, the fact that P(Ijk ) = 0, that [C - Pk E] ^k Pk = 0. z(t) = and S ince T (t)y(t) , w e have cp(t) Xk Ct) I : 1 V) + O(I) Cpk + 0(1) *i«> <P T. t . (t) = [exp Cpk + 0(1) / [pk + ek (T)Jcp(T)dT] t O <p2‘ n (t) X ^ - U (t) From this w e v e r i f y CPk " 1+ 0(1) that x k (t) and its first n-1 deri v a t i v e s have the properties d e s c r i b e d in the c o n c l u s i o n of our theorem. hypothesis (ix) is s a t i sfie d for k = l , 2 ,...,n, If then b y T h e o r e m 1.1, w e h a v e n linearly independ e n t s o l u tions of the type d e s c r i b e d above 31 The only p u r p o s e for w h i c h h y p o t h e s i s p r o o f of the p r e c e d i n g theorem, wa s of L e m m a 1.3. fact, it is (ix) w a s u s e d , in the to confirm the final hypot h e s i s The conclusi o n of T h e o r e m 1.1 is still.true, true for k = l , 2 ,...,n, n ative hypoth e s i s of our nex t if (ix) theorem.. and, in is rep l a c e d b y the alter­ W h e n applicable. T h e o r e m 2.2 is g e n e r a l l y e a s i e r to apply than T h e o r e m 2.1. T h e o rem 2.2 Suppose h ypoth e s e s continue to hold. In addition, (i) through (viii) of T h e o r e m 2.1 let [A.(t)cp"j (t) + Y -<Kt> be int egr a b l e on [ a, oo) for j=?l,2 ,. . . ,n. Then, k=l, there exist, n l i n e a r l y i n d e p e n d e n t solutions x ^ ( t ) , 2 ,.. . ,n, of (I) and a n u m b e r t , a <_ t^ < -I x k (t) = Cp [exp co , su c h that t / Pk Cp(T)dr] [I + o(l) ]. tO Moreover, the first n-1 derivatives of x ^ t ) ha v e the a s y m p t o t i c form x^^(t) = cp^ 1 [exp / pk cp(T)dT] [p.^ + o(I) ] tO j = l , 2 ,...,n. 32 Proof: This theorem can-be e s t a b l i s h e d b y repeating that part of the p roof given for T h eorem 1.2 w h i c h used h ypotheses (viii). H a v i n g found b.(s) J to b e integrable, (i) through continue the proof b y showing that a. - B . (s) is also i n t e g r a b l e on [0 ,oo) , u n d e r the j I additional h ypothesis of the p r e s e n t theorem. L e m m a 1.4, forms i n stead of L e m m a 1.3, to Condi t i o n I. Finally, that for k = l , 2 ,...,n, on 0 X^(s) Then, invoice to v e r i f y that every (s) con­ apply T h e o r e m 1.1 u s i n g the.fact = U1 nf*(s) w h e r e p*" n**(s) Jji s. + n**(s) is integrable _< s < oo . • As w i t h the foregoing theorem, the rest- of the theorems in this chapter are o b t a i n e d by m a k i n g a v a r i e t y of changes in the h y p o ­ thesis of T h e o r e m 2.1. Thr e e of the ne x t four theorems for the third o r d e r differe n t i a l equation, general e q u atiqn of order " n " . are stated r a ther than for the U n d e r this restr i c t i o n on order, is m u c h e a sier to find explicit formulas the characteristic polyno m i a l P(A). for the coefficients of Consequently, there is no ne e d to a p proximate the ( s ) , j=l,2,3. again concerned w i t h the n = t h o r d e r d i f f e rential equation. O u r initial theorem, pertaining comes about w h e n h y p o t h e s e s In o ur fourth theorem, w e are to the third o r d e r equation, ( i v ) , ( v ) , ( v i i i ) , and (ix) T h e o r e m 2.1 are revised as follows. allowed to converge to any Constant of The p r o d u c t cp’cp ^ in (iv) c; it the a. of (v) is are r e q u i r e d 33 to be r e a l ; the n e w functions d e s c r i b e d by (viii) n e e d only be 3 m e m b e r s of L [0,oo) ; and finally, since the a^ are all real n u m ­ bers , w e m a y algebr a i c a l l y si m p l i f y hypoth e s i s Specifically, T h e o r e m 2.3 (ix). this yields: C o n s i d e r the l i near d i f f e r e n t i a l e q uation x " '(t) + A^Ct) x" (t) + A 2 (t) x ’.(t) + A 3 Ct) x(t) = 0 (15) Suppose (i) A . ( t ) , j =1,2,3, J are continuous c o m p l e x - v a l u e d functions d e fined on a < t < co, (ii) cp(t) is a positive, con t i n u o u s l y d i f f e r e n t i a b l e function d e f i n e d on a < t < oo , (iff) (iv) (v) (00Ct)dt = a po , -2 Iim cp cp t -> CO =c, w h e r e c is a constant, D e f i n e . B 1 Ct) = A^(t)cp ^(t) ggCt) = A 2 (t)qr 2 (t) - A^(t ) ? ' ( t ) 9 ~ 3 ( t ) - (cp'(t)(p~2 (t ))2 B 3 (t) = A 3 (t)cp 3 (t) A^Ct)cp' ('t)cp 4 (t) Iim B .(t) = a., j=l,2,3, w h e r e the a. are real- v a l u e d t ->oo 1 3 I constants, 34 (vi) 3 p (A) = A + a^A 2 + a^A + a^ has dis t i n c t zeros Pi s P 2 ’ ^ 3 » and R e Pj = R e p k implies (vii) (cp'cp ^)' and (Ayp j=l,2,3, (viii) [a. - . B . ( t ) ] c p ^ ^ \ t ) , J I (ix) F o r fixed k, p^ = Pfc,. are i n t e g r a b l e on [a ,oo) , j=l,2,3, are m e m b e r s of L^[a,oo) , 3-m CpTlmB^ P 1(Pk ) 1=1 ^ 3 r (3-m)pf-m-r + m = l r=l [ ? (p 'C p , ) ) - 3 P-(Pk ) i <PZ 2 M ( % m = l r=l - U K - aj] P ^ Im (p'(pk))^ satisfies Condi t i o n I if j is an index for w h i c h R e [ p k - P j ] = 0. if pk = Then there exists It is to be u n d e r s t o o d that pP = I k 0. a solution x JcCt ) of (15) and a n u m b e r tQ , such that x k (t) = cp 1 Ct) [exp f Jpk + Ek Cx) ]cp(x)dT][l + o(l) J t where O .35 3 -i =k = ^ a_ - BraIy Lm=l 3-m m + 2- m ( p ' ( Y ) " 2[ S am V ^ k -I f Z [a„ - Bm ](3 J P=I -Itt=Fl k i 3-m % (P'(P_))""V(^) Icv I ^ i“m - Bm Iuk itt-1 Furthermore, the first and second derivatives of x^(t) have the asymptotic forms t x^.(t) = [exp / [Uk + Efc(T) ]cp(T)dT [Pk ~ c + o(l)] tO and x£(t) = cp(t) [exp / Iuk + Ek (T)J Cp(T) dr ][uk - UfcC + o(l) ] tO (16) 36' Proof: The p r o o f of this for T h e o r e m 2.1. formed into theo r e m follows the line of p r o o f given Hypotheses (i ) , ( i i ) , and (ill) a l l o w to be trans­ the system (17) where H CO Cd , - 2. cp cp 0 -3 -A^P and I 0 0 I . m -1 - A 11P -p -2 -Ag? z = [cpx, x 1 , <P "*"x"]T t T h e argument ^(s) i.s o b t a i n e d b y l e t t i n g s(t) d e n oti ng the inverse t r a n sfo r m a t i o n b y B ( 1K s ) ) , and 1 I1(S) as s tends F r o m hy p o t h e s i s to infinity, / t = ^(s). are continuous o n 0 to i n f inity w i t h s. = s < (iv) oo . and p (t ) Th e elements of Mo r e o v e r , ( v ) , w e observe that or e q u i v a l e n t l y as t tends to infinity, B ( 1K s ) ) approaches the constant m a t r i x C displayed below. 0 C w h e r e b^, b ? , b^ are constants. I t tends 37 B y direct e x p a nsion of det [ B( i|j(s ) ) - AE ], w e find that the coeffi­ cients of the charac t e r i s t i c p o l y n o m i a l P(A) = A^ + B ^ ( ^ ( s ) ) A ^ + . B g ( ^ ( S ) ) A + .B^(^(s)) B(^(s)) are those given in h y p o t h e s i s replaced by Again, lK s ) . Let A^ (s) associated with (iv) w i t h the argument t denote the zeros of P(A). u t i l i z i n g R o u c h e 1s T h e o r e m and renaming subscripts if necessary, w e m a y take Iim A .(s) = y., j = l ,2 ,3, in v i r t u e of ( v i ) . S ->03 J 3' ■ W e shall n o w apply T h e o r e m 1.1 to s y s t e m (17). L e t t i n g A = C, and V(s) that / |v'(s) |ds. < co 9 = B(\jj(s)) - C, h y p o t h e s i s (vi) shows furthermore, Q I i m V(s) = 0. In o ur case, S -> OO the m a t r i x R(s) m e n t i o n e d in T h e o r e m 1.1, is. id e n t i c a l l y zero. Hence, the hypoth e s e s of T h e o r e m 1 . 1 w i l l b e s a t i s f i e d p r o v i d e d the real p a r t of A (s) - A .(s) s a t isfies C o n d ition I. k j Hypothesis (viii) 3 are m e mbers of L (0,co). Re[A k implies that the functions (a. - B .(^(s)) J J N o w ap p l y i n g L e m m a 1.6, w e m a y v e r i f y that (s) - A . ( s ) ] satisfies C o n d i t i o n I. ' I Hence, w e m a y conclude b y T h e o r e m 1.1 that there exists a s o l u t i o n z (i|r(s)) and a n u m b e r s K such that s Zk ( M s ) ) [exp f \ ( 0 s O d^ H P k + o(l)], O ... where is the e i genvector of C corresp o n d i n g N o loss in Pk = 38 . IX generality results Pk -C, 2' ■ T Pk - Pk c ] > to the e igenvalue in assuming, that Since z(t) is of the form = T(t) y(t) , and s(t) = ^ J Cp(T)dT, a w e m a y retrace the transfor m a t i o n s b a c k to the v a r i a b l e s x and t , obtaining -I t X fcCt).= cp (t)Iexp / Xfc(s(T))cp(T)dT]Il + o(l)]. ON o w using the asymptotic f o r m of Afc(s) given b y L e m m a 1.5, w e clude that the asymptotic form of x fc(t) sion of the theorem. as that given in the conclu­ I n a s i m i l a r fashion, w e t r a n s f o r m the' other two components of the a symp t o t i c f o r m of zfc(^(s)) expressions for the drivatives of X1 (t) to o b t a i n the given in t he c o n l c u s i o n of this theorem. C o r o l l a r y 2.4 S u p p o s e that h y p o t h e s e s T h e o r e m 2.3 h o l d and, in addition, j =1,2,3, (i) through (viii) s u p p o s e that Im[A^ cp ^ are integrable on a _< t < oo . T h e o r e m 2.3 holds. con­ of ], Th e n the c o n c l u s i o n of 39' Proof: If the Im[A.cp J Im.[B cp] j = l , 2 ,3.. infinity, i=l,2,3, Since the and are continuous, are integrable, then so are ] converge to zero as s tends to p roducts of them w h e n m u l t i p l i e d by Cp(t) are also i ntegrable functions o f t on a _< t <. oo . hypot h e s i s (ix) of T h e o r e m 2.3 holds ■ L o o k i n g back, H ence and the corollary is proved. the addit i o n a l const r a i n t in h y p o t h esis.(vi) T h e o r e m 2.3 w h i c h is n o t present in h y p o t h e s i s (vi) of of T h e o r e m 2.1 was u s e d to show that the real part of the d ifference of A -(s) and Ay (s) m a y b e e x p r e s s e d as the f u nction given in h y p o t h e s i s of T h e o r e m 2.3 with (except for a m u l t i p l i e r of cp) . this additional constraint, cation for R e [A^(s) - A (;s)]. x i m a t e expressions theore m illustrates (ix) If on e dispenses there is u s u a l l y no su c h s implifi­ It is then n e c e s s a r y to use the appro­ for A^ and A this change. given b y L e m m a 1.5. The p r o o f of this that of T h e o r e m 2.-1 and is not given here. T h e following theorem follows ' 40 T h e o r e m 2.5 C o n sider the linear d i f f e rential equ a t i o n x"'(t) + A 1 Ct) x"(t) + AgCt) x'(t) + Ag(t) x(t') = 0 (15) Suppose (i) A^ ( t ) , j = l , 2 ,3, are c ontinuous defined on the i n terval (ii) cp(t) is a positive, defined on a < t < (iii) c o m p l e x - v a l u e d functions [a,oo)} cont i n u o u s l y d i f f e r e n t i a b l e function oo , 0, y cp(t)dt = oo , a . (iv) (v) Iim cp'cp ^ t-^oo = c, w h e r e c is a constant, .D e f i n e . B 1 Ct) = A 1 (t)cp 1 Ct) ( B 2 Ct) = A 2 (t)cp 2 (t) '(t)cp 3 (t) - A 2 Ct)(PrCt)Cp 4 (t) - A 1 (t)cp - (q/(t)9~2(t))2 B 3 Ct) = A 3 (t)cp and suppose limB.(t) t_»co d 3 (t) = a., j = l ,2 ,3, w h e r e the a. are 3 I c o m p l e x - v a l u e d constants, (vi) p(A) 3 2 = A + S3 A + a2A + a 3 has d istinct zeros ' M1 , M2 , h3» 2) ' and (AjCp ^)', j=l,2,3, are i n t e g r a b l e on {a,00) , (vii) Ccp1Cp (viii) [a. - B . ( t ) ] c p ^ ^ 3\ t ) , J I j:rl,2j3, are m e m b e r s of L 3 [a,oo) ,: 41 (ix) Define P (A) = (B^-a^)A + A + (B^ -a ) and suppose the re a l part of P ( P fc) P ( P 1) + P ( P k) P ' (pk ) ' P ( P 1) P t (P1) + P ' ( Y (p'(p k ))2 ( P t(Pj))Z i ?"(%%)( K y ) ^ i P--(P1) ( P ( P 1 ))Z ^ ^ (p'(w%))3 multiplied by (p'(hj))^ cp(t) , s a t i sfies Co n d i t i o n I . Then there exists a solut i o n x k (t) of (15) and a n u m b e r t , such that ^(t) = cp (t)fexp f [pk + Ek (T) ]cp(T)dT]Il + o(l) ] tO where P(Mk ) P ( M k ) P 1 (Mk ) E1 = --- TT— r + ------ r "k ' P'(*k> ( P t(Pk ))Z Furthermore, i P " ( M k ) (P(Mk ))' Z (p'(Y)3 the first and seco n d derivatives of % k (t) h a v e the asympt otic forms k(t) = and [exp / [pk + Ek (T) ]cp(T)dT [pv - c + o(l) ] 42 *£(t) = J [pk + Efc(T) ]q)(T)aT][pk - PfcC + O ( I ) J 1 C|Xt) [exp tO We conclude this chapter w i t h one mo r e theorem. as w e l l as T h e o r e m 2.1, This theorem, is used in C h a p t e r 3, to d e r i v e osci l l a t o r y and b o u n d e d n e s s properties, of s o l u tions of n - t h o r d e r linear differential equations. F o r these purposes, n e c e s s a r y to h a v e asympt o t i c e x p ressions it is not always available for the charac­ teristic v alues of the r e l a t e d d i f f e r e n t i a l system. This reflected in the hypoth e s e s of the e n s u i n g theorem. T h e y are suf­ ficiently s trong that T h e o r e m 1.1 m a y be applied, fact is e v e n in the absence of a s y m p t o t i c r e p r e s e n t a t i o n s of the c h a r a c t e r i s t i c values. 43 T h e o r e m 2.6 Consider the l i n e a r d i f f e r e n t i a l e q uation (t) + A 1 (t) x ^ n ^ \ t ) I +...+ A n (t) x (t) = 0. (I) Suppose that (i) (ii) (iii) A . ( t ) , j = 1 , 2 , . . . ,n, are c o n t i n u o u s , r e a l - v a l u e d f u nction J d e f i n e d on fa,oo) , , cp(t) is a positive, cont i n u o u s l y differentiable, function d e f i n e d on [a,co) , . ■ / cp(t)dt = oo , a -2 . (iv) (v) Iim qj'cp t -> CO = .0 , Iim A.(t)cp ^ (t) = a., j = l , 2 ,. . . ,n, w h e r e the a. are ■ t ->co 3J 3 constants, (vi) the zeros' p^ ,, j - 1 ,2 , . . . ,n, of p(:A) = An + a^.An +...'+ a^ are distinct and Rep, = R e p . implies p, = P . , R 3 R 3 (vii) (cp'cp 2 ) ' and [a,oo) . ( A 1Cpj )', j = l , 2 ,...,n, 3 are integral Ie on 44 D efine P(A) = detfB(t) - AEj w h e r e B ( t ) has the form t “2 cp cp I O ... O O O I . . . O O O , -2 -cp cp . . O .O O O ... I B(t) = . -n K t A l~n -VicP -An_2 cp^ n -. . . • -A^cp +(2-n)cp'cp Then there exist n linearly independent solutions k=l,2,.. • s s O.f (I) and a number to , a —< to - x, (t) = r cp 1 Iexp , such that Jr Ak (T)Cp(T) ’d T ] [I + o(I) ] O and (t) = cp^- 1 [exp t J A k (T)Cp(T) dT ] [pk + o(l) ] , j = l , 2 , . .. ,n-1 tQ w h e r e Afc(P) is that zero of P(A) w h i c h converges infinite. to pfc as t becomes 45 Proof: The proof of this of T h e o r e m 2.1. The m o s t important d i f f e r e n c e is that all coefficients of P(A) valued. and p(A) This observation, to v erify that R e [ A ^ - A^] or P (x) (vi), satisfies Co n d i t i o n I (as f 0, the c o n d it i o n h o l d s as before. then R e f P 1 - P .j = 0 k J o ccur as together w i t h h y p o t h e s i s functions of s) , for any indices k and j, I _< k, j _<. n. Refp^ - the are real- v a l u e d ins t e a d of complex­ H e n c e , any complex - v a l u e d zeros of P(A) conjugate p a i r s . allow us theo r e m is e s s e n t i a l l y the same as that i d enti c a l l y for all s. For, if 'If R e [ p ^ - p = 0, CHAPTER 3 O S C I L L A T O R Y A N D B OU N D E D N E S S P R O P E R T I E S OF SOLUTIONS In this chapter w e study the o s c i l l a t o r y and boun d e d n e s s p roperties of solutions of the dif f e r e n t i a l equ a t i o n (t) + A ^ ( t ) x ^ n (t) +. . .+ A^(t)x(t) w h e r e the coefficients A ^ ( t ) , j = l , 2 ,...,n, uous r eal-valued functions defined on n o n t r i v i a l solution x(t) of = 0 (I) are assumed to be contin­ [a,oo) . W e shall call a (I) o s c i l l a t o r y if and only if it has infinite n u m b e r of zeros in the i n t e r v a l it n o n o s c i l l a t o r y otherwise. Equation an [a,co) , and w e shall call (I) w i l l b e c a lled o s c i l l a t o r y if and only if it admits of some n o n t r i v i a l o s c i l l a t o r y solution. Otherwise, it w i l l h e called nonoscillatory. O u r results are b a s e d upon the theorems developed in C h a p t e r 2 concerning a symptotic solutions of ( I ) . A l t h o u g h a s y m p t o t i c solutions only provide i n f o r m a t i o n on some interval [t^,co) w h e r e tQ-_> as is done in P f e i f f e r [7], iff it is o s c i l l a t o r y on a; nevertheless, is read i l y verified, that a s o l u t i o n is o s c i l l a t o r y on [a,co) [t^,co). H a v i n g d e rived asympto t i c forms for the deriv a t i v e s of solu­ tions of (I) in C h a pter 2, w e also p r e s e n t b o u n d e d n e s s p roperties for these derivatives by em p l o y i n g o ut earlier results. 47 In addition to' the assum p t i o n that the coefficients A. (t) J are all real-valued, w e suppose that all the h y p o t h e s e s o f - T h e o r e m 2.1 hold. U n d e r these assumptions, each a^ is n e c e s s a r i l y real. ■ T he following corollaries of T h e o r e m 2.1 d e s c r i b e the o s c i l l a t o r y natu r e and b o undedness proper t i e s of s o l u tions of E q u a t i o n ( I). $ 0, then E q u a t i o n (I) is oscillatory. C o r o llary 3.1 If I m p "I K. C o r o l l a r y 3.2 If for k = l,2 , . . . , n , h y p o t h e s i s is s a t i sfied and all the p^ are real, (ix) of T h e o r e m 2.1 then E q u a t i o n (I) is n on- oscillatory. C o r o llary 3.3 solution x^(t) If R e p ^ < 0, then the m o d u l u s of the asymp t o t i c of (I), d e s c r i b e d i n the c onclusion of T h e o r e m 2.1, increases w i t h o u t b o u n d as t beco m e s infinite. T h e same is true of the first n -1 derivatives of x ^ ( t ) . C o r o llary 3.4 s o l ution x^(t) converges If R e p ^ < 0, then the m o d u l u s of the asymptotic of (I), desc ribed in the conclusion of T h e o r e m 2.1, to zero as t beco m e s infinite. The same is true of the first n -1 d erivatives of x^(t). oo C o r o l l a r y 3.5 If R e p ^ = 0 and _2 f R e [ e ^ - cp’cp ] dt < oo , then the a m o d u l u s of the solution des c r i b e d b y the conclusion of T h e o r e m 2.1. is b o u n d e d on [a,oo). 48 Corollary 3.6 If OO = 0 and ■J R e [ e ^ 'va m o dulus of the s o l u t i o n of _2 cp’cp J dt = oo , then the ( I ) , d e s c r i b e d b y the conclu s i o n of T h e o r e m 2.1 is u n b o unded on [a, oo) . To illustrate h o w these Corol l a r i e s m a y be established, we shall prove the first three. P r o o f of C o r o llary 3 . 1 : B o t h the r e a l pa r t and the i m a g i n a r y part of the a s y m p t o t i c s o l u t i o n x ^ ( t ) , given b y E q u a t i o n Theore m 2.1, are solutions of (I). (12) on T a king the real p a r t , w e have the solution x^Ct) - [exp f■R e [Pk = cp + EfcJcp dr] [cos tO Since Efc = o(l) I m p fc f 0, f , Im [ p fc + EfcJcp dr [I + o(l) ] tO and 'ep(t) • is n o n i n t e g r a b l e , it is clear that if the absolute valu e of t he a r gument of the cosine increases w i t h o u t b o u n d as t becomes infinite. oscillatory a n d , t h u s , equation function H e n c e , XfcCt) is (I) is oscillatory. -4 49 Proof of C o r o llary 3 . 2 : satisfied, If for k = l ,2,...,n , h y p o t h e s i s and all the are real, independent solutions of (I) and the factor positive. is then there are n li n e a r l y s p e c i f i e d by Each of these is nonoscillatory. (ix) (12) F or the e (t) [l + o ( l ) ] of the s o lution x^(t) of T h e o r e m 2.1. are n o w real-valued, becomes and remains W e - still m u s t show that e v e r y s o lution is nonoscillatory. n To this end, let solution of (I). which c^ f 0. = Yi- c, x, (t) . k=l x(t) L e t a denote the i ndex of the g r e a t e s t zero for Note that -i Cp x I (t) Iim denote an ar b i t r a r y n o n t r i v i a l [exp « J [p r ^ y-y = a + e ]cp dr] [I + o(l) ] t H m — ---- ---- 1------- ------ : --------------- : ^ Cp 1 Jexp / [p t + s -]cp dr] [I + o(l) ] ^ O ■ t. -= Iim [exp / [y t - > CO t K -p' +e - EJcp dr J[I + o(l) J = 0 a k « o if k Tt ot . Therefore, x(t) t^, x(t) 0 ^ = c^ x on Jt 15Oo). (t)[I + o ( l ) ] a n d , for s u f f i c i e n t l y large 50 P r o o f of Corollary 3 . 3 : os T h e o r e m 2.1 has The m o d u l u s of the s olution given by (12) the form t Ixk Ct) I = [exp J _2 ReIpk + ek - cp'cp ]cp dx][l + o(l) J tO R e c a lling that cp'cp ^ = o(l) , ek (t) = o(l) , and cp(t) is n o n i n t e g r a b l e on [a ,oo) , it is clear that the m o d u l u s 'from h y p o t h e s i s Ix k (t) I of the s o l ution infinite, if R e p k > (iv) in c r e a s e s w i t h o u t b o u n d as t becomes 0. To draw the same concl u s i o n for the d e r i v a t i v e s , express modulus of the j-th Ix£j ) (t) I = Iexp the deriva t i v e of x JcCt) .as / R e IPk + ek + (j- 1 ) cp'cp ^Jcp dr] Jpk .+ o(l) I tO for j = l , 2 , . . . ,n-1. F o r the same rea s o n s as before, the modu l u s of the j - t h deriva t i v e of the s o l u t i o n x JcCt ) increases w i t h o u t b o u n d as t b e c o m e s infinite. ■ The last three corollaries of the f o r e going list m a y be esta­ b l i s h e d b y m a k i n g only slight m o d i f i c a t i o n s in the above proof. 51 By' using T h e o r e m 2.5, I n s t e a d of The o r e m 2.1, it is p o ssible to state and prove another set of corollaries p e r t a i n i n g to the o s cillatory n a ture and b oun d e d n e s s p r o p e r t i e s of solutions of the third order l inear differential equation. I n this instance, the oscill a t o r y n a t u r e m a y be ch a r a c t e r i z e d in terms of the b e h a v i o r of the d i s c r i m i n a n t of the poly n o m i a l p(A) 3 = A + 2 a^x + ’a^A + a^. The. following corollaries are o b t a i n e d w h e n T h e o r e m 2.6 applies T h e proof of these corollaries m a y be constructed' u s i n g the same techniques emplo y e d in the proofs of the p r evious corollaries of this chapter. C o r o llary 3.7 g i n a r y part, Corollary 3.8 If one of the zeros then equation of p(A) has n o n z e r o ima­ (I) is oscillatory. If all of the zeros of p(A) are real, then e q u a t i o n (l) is n o n o s d i l a t o r y . C o r o llary 3.9 If R e p ^ > 0, then t he m o d u l u s of the so l u t i o n x^(t) of (I) d e s c r i b e d b y the con c l u s i o n of T h e o r e m 2.6 in c r e a s e s w i t h o u t , b o u n d as t b e c omes infinite. d e rivatives of X1 (t). The same is true for the first n-1 : 52 C o r o llary 3.10 If < 0, then the m o d u l u s of the sol u t i o n /• ' x ^ X t) described b y as t becomes the conclusion of T h e o r e m 2.6 converges infinite. tives of x^(t). to zero The same is true for the first' n - 1 deriva­ CHAPTER, 4 SUMM A R Y A ND E XAMPLES I n this chapter w e discuss b r i e f l y the results of the first three chapters of this thesis. C h a p t e r I contains the p r e l i m i n a r y lemmas u s e d in the proof of the theorems given in C h a p t e r 2. In C h a p t e r 2, several theorems w e r e p r e s e n t e d w h i c h gave the asymptotic form of solutions of certai n l i n e a r differential equations. These theorems are applications of T h e o r e m 1.1 to a first o r d e r differ­ ential system. The differences b e t w e e n the v a r i o u s theorems have already b e e n p o i n t e d out. In each of these theorems: an u n s p e c i f i e d function cp(t) appears. One m a y quest i o n w h e t h e r a m e t h o d exists w h i c h w i l l d e t e r m i n e an applicable function cp(t). unresolved. However, for this function. IA_.(t) The answer to this q u e s t i o n is still there are c e r t a i n l y some likely candidates A m o n g these candi d a t e s , IReAj (t) j J', and |lmAj (t) 1 are the functions , j=l,2,...,n. any such choice m u s t still b e g o v e r n e d b y the r e q u i rements cp(t) b e continuously d i f f e r e n t i a b l e , n o n i n t e g r a b l e on Of course, that [a,Co) and satisfy the other relevant h y p o t h e s e s of the a p p l i c a b l e theorem. U s i n g two of these s u g g e s t e d possibi l i t i e s , w e g e n e r a l i z e the results of P f e i f f e r [6 ]. 54 ■ Let n = 3, = 0, A^ = q, A^ = r, and cp(t) = r T h e o r e m 2.1 generalizes T h e o r e m 4 of Pfeiffer. 1/3 In this . Then c a s e , the hypotheses of T h e o r e m 2.1 are less r e s t r i c t i v e than t hose of Pfeiffer's theorem. F o r instance, T h e o r e m 2.1 does n o t require A^ 3 to b e a r e a l - v a l u e d function n or p (A) to be m a y have complex-valued coefficients. X +1. It is w o r t h m e n t i o n i n g that T h e o r e m 2.1 corrects an o v e r s i g h t b y Pfeiffer. inclu d e d the requirement that Im[q r his other hypotheses. I n fact, p(A) -1/3 H e s h ould have ] satisfy C o n d i t i o n I among It then b e c o m e s pos s i b l e to p r o v e his theorem b y constructing a p roof simi l a r to that of T h e o r e m 2.1. If n = 3, A 1 = •0, A^ = q, A^ = r , and cp(t) = q generalizes Theorems 6 and 8 of P f e i f f e r 6 1/2 , T h e o r e m 2.1 . 1/n I f A 1 = A_ = JL generalizes z ... = A = 0, A Ti“ x n a c o r o llary of H i n t o n = q, Cp = q T , T h e o r e m 2.1 [4S p . 5 9 4 J. I At the outset of Chapt e r 3 a n u m b e r of coro l l a r i e s of T h e o r e m T h e o r e m 2.1 are given w h i c h describe o s c i l l a t i o n and b o u n d e d n e s s properties of solutions of l i n e a r d i f f e rentail equations. corollaries generalize Theorems 4 and 5 of P f e i f f e r These [7j. T h e o r e m 2.1 m a y not b e a p p l i c a b l e to a d i f f e r e n t i a l equation of the f o r m [r derivative. _ q ^ u n less r possesses a continuous k- t h This e q u a t i o n is treated by H i n t o n 14], u s i n g methods 55 analogous to those of Pfeiffer. k - t h derivative, H i n ton's If 'r does n ot ha v e a continuous' t r a n s f o r m a t i o n coupled w i t h the a symptotic form of the zeros of the charac t e r i s t i c p olynomial found in Chapter I, may be e m p loyed to genera l i z e his results. Pfeiffer y + [6 ] also considers an e q u a t i o n of t he fo r m a 2 t^ 2y ' + a 2 t^2y = 0 as an example. He obt a i n e d results d e s c r i b i n g the asymptotic form of its solutions for a b r o a d range of values of and g 2 . ( 2 / 5 ) (2g 2 + 1 ) > However, if > ( 1 / 2 ) (B 2 - I),. he could dr a w no conclusions using his theorems. W e shall de s c r i b e the a s y m p t o t i c f o r m of the solutions for values of gj and g 2 w h i c h inc l u d e those that satisfy the p r e c e d i n g inequalities. . This example, also illustrates stat e d as T h e o r e m 4.1, the m a n n e r in w h i c h one m a y apply T h e o r e m 1.1 w i t h o u t determ i n i n g close a p p r o x i m a t i o n s of the ch a r a c t e r i s t i c values of the system. 56 Theorem 4.I C o n s i d e r the e q u a t i o n x"'(t) + w h e r e a^, a2 , 8 %, (Sg a ^ t ^ x ' (t) + are teal o ^ t 2x (t) = constants. (18) 0 Supp o s e one of the following h y p o t h e s e s holds. 3 U2 (i) ^ o, Sz > -3, and gg > - U 1. 3 A.3/-P1 ^ - A 2 , p 2 = A 2 (i) ' A f 0, S 1 > -2, and ^ 2 ~ y^ l yI = If «2 is equal to zero, theses c o n c e r n i n g 8% i5 I + 2 S1 > ^ /3" i Sz- y3 = D e f i n e cp(t) = t(G2/3), - A i , P3 = ./U2 2 - D e f i n e cp(t) W 2K i then that part of t h e r e l e v a n t hy p o ­ is assu m e d to hold. Similarlyif Ot2 = 0, that part of the hypoth e s i s c o n c e r n i n g Sg is assumed to hold. Then there exist three solutions of (18) and a n u m b e r t^ su c h that -I t x k (t) = cp (t) [exp /.^.(T)Cp(T) t O w h e r e !^(t) . A3 + dr] [I + o(l) ] k = l ,2,3 is that root of [Ult6V 2(I) - (cp' (t)q)~2(t))2]A + a2t3^p“3(t) - U lt 6 lCp' (t)cp ^(t) = w h i c h converges to as t tends to infinity. Mo r e o v e r , the first 0 57 two d erivatives of (t ) have the f o l lowing a s y m p t o t i c forms: t x'(t) = [exp J A (t )<p (t ) dij [p + o(l) ] and x" (t) = cp(t) [exp f A (T)cp(t ) dx] [p + o(l) ] 62 R egion I -4 -3 -2 -I 2 R e g i o n II Given that Oi1 f 0, and a 2 f 0, R e g i o n I of the above d i a g r a m depicts those values of B 1 and g 2 w h e r e h y p o t h e s i s R egion II depicts holds. His (i) holds. those values of B 1 and. B 2 w h e r e h y p o t h e s i s The u n l i n e d region has b e e n c o n s i d e r e d b y G h i z z e t t i results m a y be found in Coppel [2, P a g e 92]. (i)' [3]. 58 Proof: F o r brevity, w e shall m e r e l y sketch the p r o o f of this theorem. Suppose hypothesis (i) holds. B y following the m e t h o d of proof of T h e o r e m 2.3, w e obtain a s y s t e m m u c h like (17). the m a t r i x has only real elements. n o m i a l has real coefficients and case, H e n c e the charac t e r i s t i c po l y ­ X^(ip(s)) = A ^ ( 1K s ) ) • d ifference of any two zeros of P(A) C o n d ition I. In this Sq the real is easily s h o w n to satisfy N o w apply T h e o r e m 1.1 to the system. T h e re a m i n d e r of the p r o o f consists of tra n s f o r m i n g the result to the v a r i ables t and x. S u ppose hypoth e s i s ( i ) ' holds. B y again f o l l owing the m e t h o d of the p r o o f of T h e o r e m 2.3, w e o b t a i n a s y stem m u c h like . r ^ c h a r a cteristic polyno m i a l has on l y real coefficients. (17). The If cij < 0, the l imit of the zeros of the ch a r a c t e r i s t i c p o l y n o m i a l are real numbers. So the real part of the d i f f e r e n c e of any two tic v alues satisfies Condit i o n I. calculation, Ai(C) = ± If characteris­ > 0,. w e h a v e b y direct that E- and that ReA^(I) CXl + A l t-(B l + 2) / 2 ][i + o(l)] ^ = R e A ^ (t) = - ( 1 / 2 ) A ^ ( t ) . term is d r o p p e d from the above expression, Obs e r v e that if one o(l) the d i f f e r e n c e b e t w e e n • the resulting approx i m a t e value of A ^ ( ^(s)) and the exact value 59 of (^j(s ) ) m a y not b e integrable. In this respect, this applica/ tion of T h e o r e m 1.1 is different than the theorems o f Chap t e r 2. Now, use the n o n o t o n e prope r t i e s of the e x p r e s s i o n above to show that in terms of s, R e [ A (ij;(s)) - ' for any values of k and j-. K A.(t|>(s ))] satisfies C o n d ition I J T h e o r e m 1. 1 then applies and the proof of this t h e o r e m follows. O u r final example is an a p p l i c a t i o n of T h e o r e m 2.1 to a d i fferential equation w h i c h is not trea t e d b y any o t h e r known theorem. E x amp le 4.2 Let cp = I, and apply T h e o r e m 2.1 to the equ a t i o n . x IM(t) + t x* (t) + (I + i t "*")x(t) = T h e n there are t h r e e solutions x^(t) h a v i n g the a s y m p t o t i c repre­ sentations w h e r e p^, k=l,2,3, 0 are the three roots of -I. 60 APPENDICES APPENDIX I In this appendix w e state and p rove two lemmas concerning, i n t e g r a b i l i t y p roperties of the class of comple x - v a l u e d functions of the real v a r i a b l e s that are continuous on converge to zero as s becom e s infinite. application in the m a i n b o d y o f this Lemma I 0 _< s < oo , and w h i c h T h e s e lemmas find frequent t h e s i s , and in A p p e n d i x 2. Suppose that (i) f(s) is a continuous c o m p l e x - v a l u e d function, v a r i a b l e s, def i n e d on (ii) Iim f(s) S (iii) = 0 of a real < s < °° , 0, CO f(s) is a m e m b e r of L^ l O ,oo) , I _< q < oo s Then f(s). is a m e m b e r of L r [0 ,oo) for all r such that q < r < oo . Proof: By hypot h e s e s (i) and ( i i ) , w e m a y choose an s , 0 < S <00 — o \ such that I f (s) I< I . I — I on s o OO / S and the < s < — . 00 Hence, OO :|,f(s) |r ds <_ / If (s) Iq ds O S O conclusion follows from (iii). 62 Lemma. 2 Suppose that (i) f(s) and g(s) are c ontinuous c o m p lex-valued functions of v a real v a r i a b l e s on (ii) Iim f(s) s ->oo (iii) = 0 and s j< s < co , 0 Ii m g(s) = >-oo 0, f(s) e L q [ 0 ,oo) and g(s) e L r [0 ,co) w h e r e I £ Then the p r o d u c t function f (s) •g(s) q, f < oo , is a m e m b e r of L m [0 ,°°) w h e r e m = max(l,qr/(q+r)) . Proof: Let a = (q+r)/ r and g = (q+r)/q. Applying Holder s I n e q u a l i t y w e have /Vsl qr/(,+r> ds ll7[|f|qr/<q+r,j“dsj 1/c,l/”o |g|qT/q+r]6dBj 1/13 0 o Since the r i g h t h a n d side o f the i n e q u a l i t y is finite, b y hypoth e s i s ( i i i ) , so is the left h a n d side. Thus, the l e m m a is p r o v e d if qr/(q+r) _> I. O n the other hand, 1f •g| cIr / (Q+r) if qr/(q+r) < I, let s < i w h e n S q _< s < oo . / [f'gjds < / |f-g| be chosen so that Since qr/(q+r) ds So w e ha ve that the p r o d u c t f u nction is a memb e r of L concludes the p r o o f of the lemma* I ' f0-,po) . This APPENDIX 2 The p u r pose of this a p pendix is to present a m e t h o d of g e n e r a ­ ting a p p r o x i m a t e formulas for the zeros of a p o l y n o m i a l w h o s e coefficients are functions of a real variable. The m e t h o d is one w h i c h m a y b e i t e r a t e d to achieve c l o s e r a p p r o x i m a t i o n s at ea c h suc­ cessive stage o f the process. Let P(I) tinuous = Xn + B 1 (s) Xn ^ I - comple x - v a l u e d functions of a r e a l ■va r i a b l e s defi n e d on the interval 0 _< s < oo . w h e r e the a. J n-2 a X Supp o s e that I i m B ;(s) = a.., j=l , t -> oo -I I are c o m p lex- v a l u e d constants. +...+ a n 2 B (s) w h e r e the B . (s) are conn ] = Xn + and r e qui r e the zeros y , k=l , 2 , . . . , n , k n o m i a l to be distinct. r U s i n g R o u c h e 's Theorem, t h a t the zeros X ^ ( s ) , k = l , 2 , . . . ,n, of P(X) of s . L e t p(X) 2 n, a Xn ^ + 'I of this poly- it can be v e r i f i e d are c ontinuous functions By reorde r i n g the indices if neces s a r y , w e m a y assume that Iim X1 (s) = ]t , j “ l,2,...,n. s ->oo k k The rate at w h i c h each d i f f e r e n c e X^(s) is d e p e n d e n t u p o n h o w fast the d i f ferences tive coefficients in p(X) and P(X) converges to zero a. - B . (s) of the respec1 3 converge to zero. case of an n > 5, it is u s u a l l y i m p o s s i b l e to expr e s s citly as a function of th e c o e f ficients B ^ (s ) . I n the gen e r a l X^(s) T herefore, expli­ an exact d e t e r m i n a t i o n of X (s) - y, , in terms of a. - B .(s) , j = l , 2 ,. . . ,n, k k J 3 64 w i l l usually be out of the question. ' A s uitable ap p r o x i m a t i o n to A^(s) m a y be readily obtained, however. an a p proximate zero A^(s) A^(s) - A^(s) of P(A) is integr a b l e on To this end, set A^(s) is a zero of P(A), such that the differ e n c e [0,co). = + a^.(s). R e m e m b e r i n g that A^(s) and d r o p p i n g the s u b s cript h a v e P(y + a) = 0 . degree n in a. F or our purpose, w e seek for convenience, we Now, P(y + a) m a y b e v i ewed as a p o l y n o m i a l of W r i t i n g it as such, w e o b t a i n P (y) + P ’ (y)a +. . .+ a 11 = 0. b e c o m e s infinite, Since a(s) converges to zero as s this equa t i o n m a y be e x p r e s s e d as P(y) + P 1(y)«[l + o(l)| = 0 (19) w h e r e o(I) designates a function w h i c h v a nishes as s. beco m e s infinite infinite. As s b e comes infinite n—I P 1(y) = nyn 1 + ^ j=l converges Sq s < to p * (y) . 00 (s) (n-j)y 11 ^ W e m a y assume that P and p T (y) ^ 1 3 1(y ) , w h e n S q is s u f f i c i e n t l y large, are distinct, is n o n z e r o on for the zeros of p ( A ) 0. W i t h the u n d e r s t a n d i n g that s for a. B Sq , e q u a t i o n This yields (19) m a y be solved ^ a = P(U) P1(U) [I + o(l)] (20) 65 To m a k e the dependence of explicit, recall that p(p) a upon t he differences a. - B .(s) m o r e J 3 = 0, and w r i t e equ a t i o n « - _ P(p) ~ .P(h) P f (y) ( P ’ (y)) -I "" ^ J Since P f (y) = p'(p)[l + o(l)]j alternative form of e q u a t i o n „ _ F r o m equations A(s) = y + a(s) (20) and as (21) [I + O (I) ] [a. - B j=l (19) (s)]yn j [I + o(I) ] J and I/[I + o ( l ) ] = Jl + o ( l ) J , an (20 ) is ' P(y) [I + O(I)] p'(y) (22) (229, it is e v i d e n t that an approxi m a t i o n to is g i v e n b y either y - P(y) P ' (y) or y P(y) p' (y) T h e s econd f o r m w o u l d appear to b e p r e f e r a b l e to the first, beca u s e its denominator is independ e n t of the var i a b l e s. shall see, However, as we the first f o r m has some advantages w h e n it comes to d e t e r m i n i n g succes s i v e l y b e t t e r approx i m a t i o n s to A. IiL « 66 Let us examine how close the appr o x i m a t e zero %(s) is to the exact zero A(s) - A(s) = B(s) F o r simplicity, e(s) = • P(U) of P(A). W e shall show that if a^ A(s) M - (23) P'(w) Set A(s) = p - (s) is a m e m b e r of P t(P) + (Hs; [O,00) , then is a m e m b e r of L r [0,oo), w h e r e r = mhx(l,q/2). let P(p) _ p(p) - P(p) P'(p) P'(p) (P'W) -I Z [a, - B , ( s ) ] p n j , i=l J 'J Again, starting with P(A) = 0, and employing the same kind of reasoning as before, we develop the succession of equations: P(p) = 0 , r P(p+ e +B) = 0 PCy + e) + P 1(y + e)B [I + o(l) ] = 0 (24) P (p + e) + P 1(p) B [I + o (I) ] = 0 P(p) + P t(p) + (l/2)P"(p)e2 +...+ En = -P1(P)B [I + o(l)J U s i n g the d efinition of (l/ 2) P " (p)s 2 + B y supposition, (IZB)P i e, w e o b t a i n m (P)E 3 U (25) + o(l)J the a^ - B^ (s) are continuous on I 0 ,oo), converge to zero as s becomes infinite, L e m m a 2, E n = -p'( p ) B it follows and are m e m b e r s of L^[0,°°) . that the left h a n d side of e q u a t i o n m e m b e r of L r [0 ,co) , w h e r e r = max(l,q/2). Fr o m (25) As a special case, is a if tj 67 q = .2, w e have shown that the d i f f e r e n c e 8(s) = A(s) - A ( s ) , w i t h A (s) = y - is integrable on 10 ,op) „ To continue the procedure, w e could use e q u a t i o n (24) n e x t to define 6(s) P(p.+ e) P'(U + e) , where e P(u) P'(h) It can be v e r i f i e d that if a. - B .(s) is a m e m b e r of L q l0,oo) , then A - p - e - S i s a m e m b e r of L l0,oo) w h e r e r = max(l,q/3) , This should suffice to indicate h o w t h e s e ap p r o x i m a t i o n s m a y be extended. 68 REFERENCES 1. C o d d i n g t o n , E . A,-, and L e v i nson, N. Theory o f Ordinary Differ­ ential E q u a t i o n s . N e w York: McG r a w - H i l l , 1955. 2. C o p p e l , W . A. S t a b ility arid A s y m p t o t i c B e h a v i o r of D i f f e r e n t i a l E q u a t i o n s . Boston: D.C. H e a t h and C o . , 1965. 3. Ghizzetti, A. 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