() CUBO A Mathematical Journal Vol.17, No¯ 01, (01–09). March 2015 Instability to vector lienard equation with multiple delays Cemil Tunc Department of Mathematics, Faculty of Science Yüzüncü Yıl University 65080, Van, Turkey cemtunc@yahoo.com ABSTRACT By making use of a special Lyapunov-Krasovskii functional and applying Krasovskii’s properties, we prove instability of zero solution of a modified vector Lienard equa- tion with multiple constant delays that includes Van der Pol, Rayleigh and Lienard equations, widely encountered in applications. RESUMEN Usando un funcional especial de Lyapunov-Krasovskii y aplicando propiedades de Krasovskii, probamos la inestabilidad de la solución nula de una ecuación de Lienard vectorial modificada con retardos constantes múltiples que incluyen a las ecuaciones de Van der Pol, Rayleigh y Liénard ampliamente encontradas en las aplicaciones. Keywords and Phrases: Lienard, Lyapunov-Krasovskii functional, instability, delay. 2010 AMS Mathematics Subject Classification: 34K12, 34K20. 2 Cemil Tunc CUBO 17, 1 (2015) 1 Introduction In this paper, we consider the following modified vector Lienard equation with multiple constant delays, τi > 0: X ′′ (t) + F(X(t), X ′ (t)) + G(X(t)) + n∑ i=1 Hi(X(t − τi)) = 0, (1.1) where t ∈ R+, R+ = [0, ∞), X ∈ Rn , τi > 0 are fixed constant delays, t−τi ≥ 0; F : Rn×Rn → Rn is a continuous function; G : Rn → Rn and Hi : Rn → Rn are continuously differentiable func- tions; F(X, 0) = 0, G(0) = 0, Hi(0) = 0. We assume that the existence and uniqueness of the solutions hold for equation (1.1), (see [3]). Making Y = X ′ in equation (1.1), we obtain X ′ = Y, Y ′ = −F(X, Y) − G(X) − n∑ k=1 Hi(X) + t∫ t−τi JHi(X(s))Y(s)ds. (1.2) Let JG(X) and JHi(X) denote the linear operators from the vectors G and Hi to the matrices JG(X) = ( ∂gi ∂xj ) , JH1(X) = ( ∂h1i ∂xj ) , ..., JHn(X) = ( ∂hni ∂xj ) , (i, j = 1, 2, ..., n), where (x1, ..., xn), (g1, ..., gn) and (h1i, ..., hni) are the components of X, G and Hi, respectively. Besides, it is also assumed as basic throughout this paper that the Jacobian matrices JG(X) and JHi(X) exist, are symmetric and continuous. This research has been motivated by the paper of Hale [4] and the recent papers of Tunc [6 − 8] dealing with stability and instability of zero solution for certain scalar and vector differential equations of second order. First, in 1965, Hale [4] studied instability of zero solution of the scalar Lienard and Rayleigh equations with a constant delay,r(> 0), respectively: x ′′ (t) + f(x ′ (t)) + g(x(t − r)) = 0 and x ′′ (t) − ε ( 1 − x ′2 (t) 3 ) x ′ (t) + g(x(t − r)) = 0, CUBO 17, 1 (2015) Instability to vector lienard equation with multiple delays 3 where ε is a positive constant. By defining Lyapunov-Krasovskii functionals, the author gave sufficient conditions to guarantee the instability of zero solution to these equations. Later, Tunc ([6], [7]) discussed the instability of the zero solution for the following modified scalar and vector Lienard equation with multiple constant delays and constant delay, respectively: x ′′ (t) + f1(x(t), x ′ (t))x ′ (t) + f2(x(t))x ′ (t) + g0(x(t)) + n∑ i=1 gi(x(t − τi)) = 0 and X ′′ (t) + F(X(t), X ′ (t))X ′ (t) + H(X(t − τ)) = 0, where τi(> 0) and τ(> 0) are fixed constant delays. Throughout this paper, the symbol < X, Y > corresponding to any pair X and Y in Rn stands for the usual scalar product n∑ i=1 xiyi, that is, < X, Y >= n∑ i=1 xiyi; thus < X, X >= ||X|| 2, and λi(A) are the eigenvalues of the real symmetric n × n matrix A. The following preliminary result is need in the proof. Lemma(Bellman [1]). Let A be a real symmetric n × n matrix. Then for any X ∈ Rn, a ′ 〈X, X〉 ≥ 〈AX, X〉 ≥ a 〈X, X〉 and a ′ 2 〈X, X〉 ≥ 〈AX, X〉 ≥ a2 〈X, X〉 , where a ′ and a are, respectively, the least and greatest eigenvalues of the matrix A. It may also be useful to give basic information for general autonomous delay differential system with finite delay (see Burton [2]). Let r ≥ 0 be given, and let C = C([−r, 0], Rn) with ||φ(s)|| = max −r≤s≤0 |φ(s)| , φ ∈ C. For H > 0 define CH ⊂ C by CH = {φ ∈ C : ||φ|| < H} . 4 Cemil Tunc CUBO 17, 1 (2015) If x : [−r, T) → Rn is continuous, 0 < T ≤ ∞, then, for each t in [0, T), xt in C is defined by xt(s) = x(t + s), −r ≤ s ≤ 0, t ≥ 0. Let G be an open subset of C and consider the general autonomous delay differential system with finite delay ẋ = F(xt), F(0) = 0, xt = x(t + θ), −r ≤ θ ≤ 0, t ≥ 0, where F : G → Rn is continuous and maps closed and bounded sets into bounded sets. It follows from these conditions on F that each initial value problem ẋ = F(xt), x0 = φ ∈ G has a unique solution defined on some interval [0, T), 0 < T ≤ ∞. This solution will be denoted by x(φ)(.) so that x0(φ) = φ. Definition. The zero solution, x = 0, of ẋ = F(xt) is stable if for each ε > 0 there exists δ = δ(ε) > 0 such that ||φ|| < δ implies that ||x(φ)(t)|| < ε for all t ≥ 0. The zero solution is said to be unstable if it is not stable. Consider the equations of perturbed motion dxi dt = Xi(x1, ..., xn, t), (i = 1, 2, ..., n), where the functions Xi(x1, ..., xn, t) are defined and continuous in the region ||x|| < H, −∞ < t < ∞, (H=constant or H = ∞) Theorem A. Let H1 < H. Suppose that there exists a function v(x, t) which is periodic in the time or does not dependent explicitly on the time, such that (a) ν is defined in the region ||x|| < H, −∞ < t < ∞, (H=constant or H = ∞), (b) ν admits an infinitely small upper bound in the region ||x|| < H, −∞ < t < ∞, (c) dv dt ≥ 0 in the region ||x|| < H, −∞ < t < ∞,along a trajectory of dxi dt = Xi(x1, ..., xn, t), (d) the set of the points M at which the derivative dv dt is 0 contains no non-trivial half trajectory x(x0, t0, t), (t0 ≤ t < ∞). Suppose further that in every neighborhood of the point x = 0, there is a point x0 such that for arbitrary t0 ≥ 0 we have v(x0, t0) > 0. Then the null solution x = 0 is unstable, and the trajectories x(x0, t0, t) for which v(x0, t0) > 0 leave the region ||x|| < H1 as the time t increases (see Krasovskii [5, Theorem 15.1]). CUBO 17, 1 (2015) Instability to vector lienard equation with multiple delays 5 2 Main result The main result of this paper is the following. Let P(X) = G(X) + n∑ i=1 Hi(X). Theorem.Assume that there exist positive constants a, b, di such that for all X, Y ∈ R we have (i)−YT F(X, Y) ≥ a ||Y|| 2 , (a = n∑ i=1 ai), (ii)XT Jp(X)X ≥ b ||X|| 2 , (iii)JP(X) = J T P(X), (iv) √ λi(J T Hi (X)JHi(X)) ≤ di , (i = 1, 2, ..., n), (v)X 6= 0 ⇒ P(X) 6= 0. If τ < a n∑ i=1 di , then the zero solution of equation (1.1) is unstable. Proof.Introducing a Lyapunov-Krasovskii functional V = V(Xt, Yt) by the formula V = n∑ i=1 ∫1 0 〈Hi(σX), X〉dσ + ∫1 0 〈G(σX), X〉σ + 1 2 〈Y, Y〉 − n∑ i=1 µi ∫0 −τi ∫t t+s ||Y(θ)|| 2 dθds, where s is a real variable such that the integrals ∫0 −τi ∫t t+s ||Y(θ)|| 2 dθds are non-negative, and µi are certain positive constants to be determined later in the proof. We observe the existence of the following estimates: V(0, 0) = 0, ∂ ∂σ Hi(σX) = JHi(σX)X 6 Cemil Tunc CUBO 17, 1 (2015) ⇒ Hi(X) = ∫1 0 JHi(σX)Xdσ, ∂ ∂σ G(σX) = JG(σX)X ⇒ G(X) = ∫1 0 JG(σX)Xdσ. Then, ∫1 0 〈Hi(σX), X〉dσ = ∫1 0 ∫1 0 〈σ1JHi(σ1σ2X)X, X〉 dσ2dσ1 and ∫1 0 〈G(σX), X〉dσ = ∫1 0 ∫1 0 〈σ1JG(σ1σ2X)X, X〉 dσ2dσ1. By noting (ii), we have n∑ i=1 ∫1 0 〈Hi(σX), X〉dσ + ∫1 0 〈G(σX), X〉dσ = n∑ i=1 ∫1 0 ∫1 0 〈σ1JHi(σ1σ2X)X, X〉 dσ2dσ1 + ∫1 0 ∫1 0 〈σ1JG(σ1σ2X)X, X〉 dσ2dσ1 ≥ 1 2 b ||X|| 2 . Hence, V ≥ 1 2 b ||X|| 2 + 1 2 ||Y|| 2 − n∑ i=1 µi ∫0 −τi ∫t t+s ||Y(θ)|| 2 dθds. Let ξ̄ ∈ Rn and ξ̄ = (ξ11, ..., ξ1n). CUBO 17, 1 (2015) Instability to vector lienard equation with multiple delays 7 Then, the last estimate becomes V(ξ̄, 0) ≥ 1 2 b ∣ ∣ ∣ ∣ξ̄ ∣ ∣ ∣ ∣ 2 > 0 for all arbitrary ξ̄ 6= 0, ξ̄ ∈ Rn. So, the first property of Krasovskii [5] holds. Let us compute the time derivative of V along the solution (X(t), Y(t)) of system (1.2), V̇ = −〈F(X, Y), Y〉 + 〈 n∑ i=1 ∫t t−τi JHi(X(s))Y(s)ds, Y 〉 − 〈 n∑ i=1 (µiτi)Y, Y 〉 + n∑ i=1 µi ∫t t−τi ||Y(θ)|| 2 dθ. Using the assumptions of the theorem and elementary inequalities, we obtain −〈F(X, Y), Y〉 ≥ n∑ i=1 ai ||Y|| 2 , 〈 n∑ i=1 ∫t t−τi JHi(X(s))Y(s)ds, Y 〉 ≥ − ||Y|| ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∫t t−τi JHi(X(s))Y(s) ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ ds ≥ − di ||Y|| ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∫t t−τi Y(s) ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ ds ≥ − di ||Y|| ∫t t−τi | ||Y(s)|| ds ≥ − 1 2 di ∫t t−τi { ||Y(t)|| 2 + ||Y(s)|| 2 } ds = − 1 2 diτi ||Y|| 2 − 1 2 di ∫t t−τi ||Y(s)|| 2 . Therefore, V̇ ≥ n∑ i=1 ai ||Y|| 2 − ( n∑ i=1 µiτi) ||Y|| 2 − 1 2 ( n∑ i=1 diτi) ||Y|| 2 + n∑ i=1 (µi − 1 2 di) ∫t t−τi ||Y(s)|| 2 ds. Let µi = 1 2 di and τ=max{τ1, τ2, ..., τn}. Then, V̇ ≥ ( n∑ i=1 ai − n∑ i=1 diτ ) ||Y|| 2 . 8 Cemil Tunc CUBO 17, 1 (2015) If τ < an∑ i=1 di ,then V̇ ≥ α||Y||2 > 0, where α is some positive constant. Thus, the second property of Krasovskii [5] holds. Finally, it follows that V̇ = 0 ⇔ Y = 0. In view of Y = 0 and system (1.2), it follows that V̇ = 0 ⇔ G(X) + n∑ i=1 Hi(X) = 0 and Y = 0. By noting the assumptions of the theorem, X 6= 0 ⇒ P(X) 6= 0, we can conclude that G(X) + n∑ i=1 Hi(X) = 0 ⇔ X = 0. This result shows that the only invariant set of system (1.2) for which V̇ = 0 is the solution X = Y = 0. Therefore, the third property of Krasovskii [5] holds. This completes the proof of the theorem. 3 Conclusion A functional vector Lienard equation with multiple retardations has been considered. The in- stability of zero solution of that equation has been discussed by using the Lyapunov-Krasovskii functional approach. The obtained result extends and improve some well known results in the literature. Received: April 2014. Accepted: November 2014. References [1] R. Bellman, Introduction to matrix analysis. Reprint of the second (1970) edition. With a foreword by Gene Golub. Classics in Applied Mathematics, 19. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1997. [2] T. A. Burton, Stability and Periodic solutions of Ordinary and Functional Differential Equa- tions, Academic Press, Orlando, 1985. [3] L. E. Elsgolts and S. B. Norkin, Introduction to the Theory and Application of Differential Equations with Deviating Arguments. Translated from the Russian by John L. Casti. Mathe- matics in Science and Engineering, Vol. 105. Academic Press [A Subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, 1973. [4] J. Hale, Sufficient conditions for stability and instability of autonomous functional-differential equations. J. Differential Equations 1 (1965), 452-482. [5] N. N. Krasovskii, Stability of Motion. Applications of Lyapunov’s Second Method to Differential Systems and Equations with Delay, Stanford, Calif.: Stanford University Press 1963. CUBO 17, 1 (2015) Instability to vector lienard equation with multiple delays 9 [6] C. Tunc, On the instability of solutions to a Linard type equation with multiple deviating argu- ments. Afr. Mat. 25 (2014), no. 4, 1013-1021. [7] C. Tunc, Instability of solutions of vector Linard equation with constant delay. Bull. Math. Soc. Sci. Math. Roumanie, (2012), (accepted). [8] C. Tunc, Stability to vector Lienard equation with constant deviating argument. Nonlinear Dy- nam. 73(3), (2013), 1245-1251. Introduction Main result Conclusion