A Mathematical Journal Vol. 7, No 2, (223 - 236). August 2005. A Survey on the Oscillation of Solutions of First Order Delay Difference Equations L. K. Kikina 1 Department of Mathematics, University of Gjirokastra Gjirokaster, Albania I.P. Stavroulakis 1 Department of Mathematics, University of Ioannina 451 10 Ioannina, Greece ipstav@cc.uoi.gr ABSTRACT In this paper, a survey of the most interesting results on the oscillation of all solutions of the first order delay difference equation of the form xn+1 − xn + pnxn−k = 0, n = 0, 1, 2, ..., where {pn} is a sequence of nonnegative real numbers and k is a positive integer is presented, especially in the case when neither of the well-known oscillation conditions lim sup n→∞ n� i=n−k pi > 1 and lim inf n→∞ 1 k n−1� i=n−k pi > kk (k + 1)k+1 is satisfied. RESUMEN En este art́ıculo, hacemos una revisión de los resultados más interesantes sobre oscilaciones de las soluciones de la ecuación en diferencias de primer orden 1The authors would like to express many thanks to Professor Yuri Domshlak for useful discussions concerning this paper. Also many thanks to the referee for some helpful comments. 224 L. K. Kikina and I.P. Stavroulakis 7, 2(2005) con retardo, de la forma xn+1 − xn + pnxn−k = 0, n = 0, 1, 2, ..., en donde {pn} es una sucesión de números reales no negativos, k es un entero positivo, en especial cuando ni siquiera se satisfacen las conocidas condiciones de oscilación lim sup n→∞ n� i=n−k pi > 1 y lim inf n→∞ 1 k n−1� i=n−k pi > kk (k + 1)k+1 Key words and phrases: Oscillation, nonoscillation, delay difference equation. Math. Subj. Class.: 39A 11. 1 Introduction In the last few decades the oscillation theory of delay differential equations has been extensively developed. The oscillation theory of discrete analogues of delay differential equations has also attracted growing attention in the recent few years. The reader is referred to [1-12,14-16, 21, 22, 24-26, 29-46] and the references cited therein. In particular, the problem of establishing sufficient conditions for the oscillation of all solutions of the delay difference equation xn+1 −xn + pnxn−k = 0, n = 0, 1, 2, ..., (1.1) where {pn} is a sequence of nonnegative real numbers and k is a positive integer, has been the subject of many recent investigations. See, for example, [2-12, 14, 21, 22, 24-26, 29-39, 42-46] and the references cited therein. Strong interest in (1.1) is motivated by the fact that it represents a discrete analogue of the delay differential equation (see [13, 17-20, 23, 27, 28] and the references cited therein) x′(t) + p(t)x(t− τ) = 0, p(t) ≥ 0, τ > 0. (1.2) By a solution of (1.1) we mean a sequence {xn} which is defined for n ≥−k and which satisfies (1.1) for n ≥ 0. A solution {xn} of (1.1) is said to be oscillatory if the terms xn of the solution are not eventually positive or eventually negative. Otherwise the solution is called nonoscillatory. For convenience, we will assume that inequalities about values of sequences are satisfied eventually for all large n. In this paper, our main purpose is to present the state of the art on the oscillation of solutions to (1.1) especially in the case that the oscillation conditions (see below) lim sup n→∞ n∑ i=n−k pi > 1 and lim inf n→∞ 1 k n−1∑ i=n−k pi > kk (k + 1)k+1 are not satisfied. 7, 2(2005) A Survey on the Oscillation of Solutions of First Order ... 225 2 Oscillation criteria for Eq. (1.1) In 1981, Domshlak [7] was the first who studied this problem in the case where k = 1. Then, in 1989, Erbe and Zhang [14] established the following oscillation criteria for (1.1). Theorem 2.1.([14]) Assume that β := lim inf n→∞ pn > 0 and lim sup n→∞ pn > 1 −β (C1) Then all solutions of (1.1) oscillate. Theorem 2.2.([14]) Assume that lim inf n→∞ pn > kk (k + 1)k+1 . (C2) Then all solutions of (1.1) oscillate. Theorem 2.3.([14]) Assume that A := lim sup n→∞ n∑ i=n−k pi > 1. (C3) Then all solutions of (1.1) oscillate. In the same year 1989 Ladas, Philos and Sficas [22] proved the following theorem. Theorem 2.4.([22]) Assume that lim inf n→∞ 1 k n−1∑ i=n−k pi > kk (k + 1)k+1 . (C4) Then all solutions of (1.1) oscillate. Therefore they improved the condition (C2) by replacing the pn of (C2) by the arithmetic mean of the terms pn−k, ..., pn−1 in (C4). Concerning the constant k k (k+1)k+1 in (C2) and (C4) it should be empasized that, as it is shown in [14], if sup pn < kk (k + 1)k+1 , (N1) then (1.1) has a nonoscillatory solution. In 1990, Ladas [21] conjectured that Eq. (1.1) has a nonoscillatory solution if 1 k n−1∑ i=n−k pi ≤ kk (k + 1)k+1 holds eventually. However this conjecture is false and a counterexample was given in 1994 by Yu, Zhang and Wang [43]. 226 L. K. Kikina and I.P. Stavroulakis 7, 2(2005) It is interesting to establish sufficient conditions for the oscillation of all solutions of (1.1) when (C3) and (C4) are not satisfied. (For the equation (1.2) this question has been investigated by many authors, see, for example, [13, 17-20, 23, 27, 28] and the references cited therein.) In 1993, Yu, Zhang and Qian [42] and Lalli and Zhang [24], trying to improve (C3), established the following (false) sufficient oscillation conditions for (1.1) 0 < α := lim inf n→∞ n−1∑ i=n−k pi ≤ ( k k + 1 )k+1 and A > 1 − α 2 4 (F1) and n∑ i=n−k pi ≥ d > 0 for large n and A > 1 − d4 8 ( 1 − d 3 4 + √ 1 − d 3 2 )−1 (F2) respectively. Unfortunately, the above conditions (F1) and (F2) are not correct. This is due to the fact that they are based on the following (false) discrete version of Koplatadze- Chanturia Lemma. (See [6] and [10]). Lemma A (False). Assume that {xn} is an eventually positive solution of (1.1) and that n∑ i=n−k pi ≥ M > 0 for large n. (1.3) Then xn > M2 4 xn−k for large n. As one can see, the erroneous proof of Lemma A is based on the following (false) statement. (See [6] and [10]). Statement A (False). If (1.3) holds, then for any large N, there exists a positive integer n such that n−k ≤ N ≤ n and N∑ i=n−k pi ≥ M 2 , n∑ i=N pi ≥ M 2 . It is obvious that all the oscillation results which have made use of the above Lemma A or Statement A are incorrect. For details on this problem see the paper by Cheng and Zhang [6]. Here it should be pointed out that the following statement (see [22], [31]) is correct and it should not be confused with the Statement A. Statement 2.1.([22], [31]) If n−1∑ i=n−k pi ≥ M > 0 for large n, (1.4) 7, 2(2005) A Survey on the Oscillation of Solutions of First Order ... 227 then for any large n, there exists a positive integer n∗ with n−k ≤ n∗ ≤ n such that n∗∑ i=n−k pi ≥ M 2 , n∑ i=n∗ pi ≥ M 2 . In 1995, Stavroulakis [31], based on this correct Statement 2.1, proved the following theorem. Theorem 2.5.([31]) Assume that 0 < α ≤ ( k k + 1 )k+1 and lim sup n→∞ pn > 1 − α2 4 . (C5) Then all solutions of (1.1) oscillate. In 1999, Domshlak [10] and in 2000, Cheng and Zhang [6] established the follow- ing lemmas, respectively, which may be looked upon as (exact) discrete versions of Koplatadze-Chanturia Lemma. Lemma 2.1.([10]) Assume that {xn} is an eventually positive solution of (1.1) and that the condition (1.4) holds. Then xn > M2 4 xn−k for large n. (1.5) Lemma 2.2.([6]) Assume that {xn} is an eventually positive solution of (1.1) and that the condition (1.4) holds. Then xn > M kxn−k for large n. (1.6) Based on these lemmas the following theorem was established in [32]. Theorem 2.6.([32]) Assume that 0 < α ≤ ( k k + 1 )k+1 . Then either one of the conditions lim sup n→∞ n−1∑ i=n−k pi > 1 − α2 4 (C6) or lim sup n→∞ n−1∑ i=n−k pi > 1 −αk (C7) 228 L. K. Kikina and I.P. Stavroulakis 7, 2(2005) implies that all solutions of (1.1) oscillate. Remark 2.1.([32]) From the above theorem it is now clear that 0 < α := lim inf n→∞ n−1∑ i=n−k pi ≤ ( k k + 1 )k+1 and lim sup n→∞ n−1∑ i=n−k pi > 1 − α2 4 is the correct oscillation condition by which the (false) condition (F1) should be replaced. Remark 2.2.([32]) Observe the following: (i) When k = 1, 2, αk > α2 4 , (since, from the above mentioned conditions, it makes sense to investigate the case when α < ( k k+1 )k+1 ) and therefore condition (C6) implies (C7). (ii) When k = 3, α3 > α2 4 when α > 1 4 while α3 < α2 4 when α < 1 4 . So in this case the conditions (C6) and (C7) are independent. (iii) When k ≥ 4, αk < α2 4 , and therefore condition (C7) implies (C6). (iv) When k < 12 condition (C6) or (C7) implies (C3). (v) When k ≥ 12 condition (C6) may hold but condition (C3) may not hold. We illustrate these by the following examples. Example 2.1.([32]) Consider the equation xn+1 −xn + pnxn−3 = 0, n = 0, 1, 2, ..., where p2n = 1 10 , p2n+1 = 1 10 + 64 95 sin2 nπ 2 , n = 0, 1, 2, .... Here k = 3 and it is easy to see that α = lim inf n→∞ n−1∑ i=n−3 pi = 3 10 < ( 3 4 )4 and lim sup n→∞ n−1∑ i=n−3 pi = 3 10 + 64 95 > 1 −α3. 7, 2(2005) A Survey on the Oscillation of Solutions of First Order ... 229 Thus condition (C7) is satisfied and therefore all solutions oscillate. Observe, however, that condition (C6) is not satisfied. If, on the other hand, in the above equation p2n = 8 100 , p2n+1 = 8 100 + 746 1000 sin2 nπ 2 , n = 0, 1, 2, ..., then it is easy to see that α = lim inf n→∞ n−1∑ i=n−3 pi = 24 100 < ( 3 4 )4 and lim sup n→∞ n−1∑ i=n−3 pi = 24 100 + 746 1000 > 1 − α 2 4 . In this case condition (C6) is satisfied and therefore all solutions oscillate. Observe, however, that condition (C7) is not satisfied. Example 2.2.([32]) Consider the equation xn+1 −xn + pnxn−16 = 0, n = 0, 1, 2, ..., where p17n = p17n+1 = = p17n+15 = 2 100 , p17n+16 = 2 100 + 655 1000 , n = 0, 1, 2, .... Here k = 16 and it is easy to see that α = lim inf n→∞ n−1∑ i=n−16 pi = 32 100 < ( 16 17 )17 and lim sup n→∞ n−1∑ i=n−16 pi = 32 100 + 655 1000 = 0.975 > 1 − α 2 4 . We see that condition (C6) is satisfied and therefore all solutions oscillate. Observe, however, that A = lim sup n→∞ n∑ i=n−16 pi = 34 100 + 655 1000 = 0.995 < 1; that is, condition (C3) is not satisfied. In 1995, Chen and Yu [2], following the above mentioned direction, derived a condition which formulated in terms of α and A says that all solutions of (1.1) oscillate if 0 < α ≤ kk+1 (k+1)k+1 and A > 1 − 1 −α− √ 1 − 2α−α2 2 . (C8) 230 L. K. Kikina and I.P. Stavroulakis 7, 2(2005) In 1998, Domshlak [9], studied the oscillation of all solutions and the existence of nonoscillatory solution of (1.1) with r -periodic positive coefficients {pn},pn+r = pn. It is very important that in the following cases where {r = k},{r = k + 1}, {r = 2},{k = 1,r = 3} and {k = 1,r = 4} the results obtained are stated in terms of necessary and sufficient conditions and it is very easy to check them. In 2000, Tang and Yu [38] improved condition (C8) to the condition A > λk2 (1 −k ln λ2) − 1 −α− √ 1 −α−α2 2 , (C9) where λ2 is the greater root of the algebraic equation kλk(1 −λ) = α. In 2000, Shen and Stavroulakis [30], using new techniques, improved the previous results. Lemma 2.3.([30]) Let the number M ≥ 0 be such that k∑ i=1 pn−i ≥ M for large n. Assume that (1.1) has an eventually positive solution {xn}. Then M ≤ kk+1/(k + 1)k+1 and lim sup n→∞ xn−k xn k∏ i=1 k∑ j=1 pn−i+j ≤ [d(M)]k, where d(M) is the greater real root of the algebraic equation dk+1 −dk + Mk = 0, on [0, 1]. Note that from this lemma we obtain a better and perhaps optimal bound which essentially improves (1.6). Theorem 2.7.([30]) Assume that 0 ≤ α ≤ kk+1/(k + 1)k+1 and that there exists an integer l ≥ 1 such that lim sup n→∞ ⎧⎨ ⎩ k∑ i=1 pn−i + [d(α)] −k k∏ i=1 k∑ j=1 pn−i+j + l−1∑ m=0 [d(α/k)]−(m+1)k k∑ i=1 m+1∏ j=0 pn−jk−i ⎫⎬ ⎭ > 1, (C10) where d(α) and d(α/k) are the greater real roots of the equations dk+1 −dk + αk = 0 and dk+1 −dk + α/k = 0, 7, 2(2005) A Survey on the Oscillation of Solutions of First Order ... 231 respectively. Then all solutions of (1.1) oscillate. Notice that when k = 1, d(α) = d(α) = (1+ √ 1 − 4α)/2 (see [30]), and so condition (C10) reduces to lim sup n→∞ ⎧⎨ ⎩Cpn + pn−1 + l−1∑ m=0 Cm+1 m+1∏ j=0 pn−j−1 ⎫⎬ ⎭ > 1, (C11) where C = 2/(1 + √ 1 − 4α), α = lim infn→∞ pn. Therefore, from Theorem 2.7, we have the following corollary. Corollary 2.1.([30]) Assume that 0 ≤ α ≤ 1/4 and that (C11) holds. Then all solutions of the equation xn+1 −xn + pnxn−1 = 0 (1.7) oscillate. A condition derived from (C11) and which can be easier verified, is given in the next corollary. Corollary 2.2.([30]) Assume that 0 ≤ α ≤ 1/4 and that lim sup n→∞ pn > ( 1 + √ 1 − 4α 2 )2 . (C12) Then all solutions of (1.7) oscillate. Remark 2.2.([30]) Observe that when α = 1/4, condition (C12) reduces to lim sup n→∞ pn > 1/4 which can not be improved in the sense that the lower bound 1/4 can not be replaced by a smaller number. Indeed, by condition (N1) (Theorem 2.3 in [14]), we see that (1.7) has a nonoscillatory solution if sup pn < 1/4. Note, however, that even in the critical state where limn→∞ pn = 1/4, (1.7) can be either oscillatory or nonoscillatory. For example, if pn = 14 + c n2 then (1.7) will be oscillatory in case c > 1/4 and nonoscillatory in case c < 1/4 (the Kneser-like theorem, [8]). Example 2.2.([30]) Consider the equation xn+1 −xn + ( 1 4 + a sin4 nπ 8 ) xn−1 = 0, where a > 0 is a constant. It is easy to see that lim inf n→∞ pn = lim inf n→∞ ( 1 4 + a sin4 nπ 8 ) = 1 4 , 232 L. K. Kikina and I.P. Stavroulakis 7, 2(2005) lim sup n→∞ pn = lim sup n→∞ ( 1 4 + a sin4 nπ 8 ) = 1 4 + a. Therefore, by Corollary 2.2, all solutions oscillate. However, none of the conditions (C1) − (C9) is satisfied. The following corollary concerns the case when k > 1. Corollary 2.3.([30]) Assume that 0 ≤ α ≤ kk+1/(k + 1)k+1 and that lim sup n→∞ n−1∑ i=n−k pi > 1 − [d(α)]−kαk − k[d(α/k)]−kβ2 1 − [d(α/k)]−kβ, (C13) where d(α),d(α/k) are as in Theorem 2.7. Then all solutions of (1.1) oscillate. In 2000, Shen and Luo [29] proved the following theorems. Theorem 2.8.([29]) Assume that there exists some positive integer l such that lim sup n→∞ ⎧⎨ ⎩ k∑ i=0 pn−i + k∏ i=0 k∑ j=1 pn−i+j + l−1∑ m=0 k∑ i=1 m+1∏ j=0 pn−jk−i ⎫⎬ ⎭ > 1. (C14) Then all solutions of (1.1) oscillate. Theorem 2.9.([29]) Assume that there exists some positive integer l such that lim sup n→∞ ⎧⎨ ⎩ k∑ i=1 pn−i + k∏ i=1 k∑ j=1 pn−i+j + l−1∑ m=0 k∑ i=1 m+1∏ j=0 pn−jk−i ⎫⎬ ⎭ > 1. (C15) Then all solutions of (1.1) oscillate. From Theorem 2.8 and Theorem 2.9 the following corollaries are derived. Corollary 2.4. ([29]) Assume that A > 1 −αk+1 − kβ 2 1 −β. (C16) Then all solutions of (1.1) oscillate. Corollary 2.5. ([29]) Assume that lim sup n→∞ n−1∑ i=n−k pi > 1 −αk − kβ2 1 −β. (C17) Then all solutions of (1.1) oscillate. Following this historical (and chronological) review we also mention that in the case where 1 k n−1∑ i=n−k pi ≥ kk (k + 1)k+1 and lim n→∞ 1 k n−1∑ i=n−k pi = kk (k + 1)k+1 , 7, 2(2005) A Survey on the Oscillation of Solutions of First Order ... 233 the oscillation of (1.1) has been studied in 1994 by Domshlak [8] and in 1998 by Tang [33] (see also Tang and Yu [35]). In a case when pn is asymptotically close to one of the periodic critical states, unimprovable results about oscillation preperties of the equation xn+1 −xn + pnxn−1 = 0 were obtained by Domshlak in 1999 [11] and in 2000 [12]. Received: June 2003. Revised: October 2003. References [1] R. P. AGARWAL AND P. J. Y. 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