Linear FDEs in the frame of generalized ODEs: variation-of-constants formula
Czechoslovak Mathematical Journal, Tome 68 (2018) no. 4, pp. 889-920
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

We present a variation-of-constants formula for functional differential equations of the form $$ \dot {y}={\mathcal L}(t)y_t+f(y_t,t), \quad y_{t_0}=\varphi , $$ where ${\mathcal L}$ is a bounded linear operator and $\varphi $ is a regulated function. Unlike the result by G. Shanholt (1972), where the functions involved are continuous, the novelty here is that the application $t\mapsto f(y_t,t)$ is Kurzweil integrable with $t$ in an interval of $\mathbb R$, for each regulated function $y$. This means that $t\mapsto f(y_t,t)$ may admit not only many discontinuities, but it can also be highly oscillating and yet, we are able to obtain a variation-of-constants formula. Our main goal is achieved via theory of generalized ordinary differential equations introduced by J. Kurzweil (1957). As a matter of fact, we establish a variation-of-constants formula for general linear generalized ordinary differential equations in Banach spaces where the functions involved are Kurzweil integrable. We start by establishing a relation between the solutions of the Cauchy problem for a linear generalized ODE of type $$ \frac {{\rm d}x}{{\rm d}\tau } = D[A(t)x],\quad x(t_0)=\widetilde {x} $$ and the solutions of the perturbed Cauchy problem $$ \frac {{\rm d}x}{{\rm d}\tau } = D[A(t)x+F(x,t)], \quad x(t_0)=\widetilde {x}. $$ Then we prove that there exists a one-to-one correspondence between a certain class of linear generalized ODE and the Cauchy problem for a linear functional differential equations of the form $$ \dot {y}={\mathcal L}(t)y_t, \quad y_{t_0}=\varphi , $$ where $\mathcal L$ is a bounded linear operator and $\varphi $ is a regulated function. The main result comes as a consequence of such results. Finally, because of the extent of generalized ODEs, we are also able to describe the variation-of-constants formula for both impulsive FDEs and measure neutral FDEs.
We present a variation-of-constants formula for functional differential equations of the form $$ \dot {y}={\mathcal L}(t)y_t+f(y_t,t), \quad y_{t_0}=\varphi , $$ where ${\mathcal L}$ is a bounded linear operator and $\varphi $ is a regulated function. Unlike the result by G. Shanholt (1972), where the functions involved are continuous, the novelty here is that the application $t\mapsto f(y_t,t)$ is Kurzweil integrable with $t$ in an interval of $\mathbb R$, for each regulated function $y$. This means that $t\mapsto f(y_t,t)$ may admit not only many discontinuities, but it can also be highly oscillating and yet, we are able to obtain a variation-of-constants formula. Our main goal is achieved via theory of generalized ordinary differential equations introduced by J. Kurzweil (1957). As a matter of fact, we establish a variation-of-constants formula for general linear generalized ordinary differential equations in Banach spaces where the functions involved are Kurzweil integrable. We start by establishing a relation between the solutions of the Cauchy problem for a linear generalized ODE of type $$ \frac {{\rm d}x}{{\rm d}\tau } = D[A(t)x],\quad x(t_0)=\widetilde {x} $$ and the solutions of the perturbed Cauchy problem $$ \frac {{\rm d}x}{{\rm d}\tau } = D[A(t)x+F(x,t)], \quad x(t_0)=\widetilde {x}. $$ Then we prove that there exists a one-to-one correspondence between a certain class of linear generalized ODE and the Cauchy problem for a linear functional differential equations of the form $$ \dot {y}={\mathcal L}(t)y_t, \quad y_{t_0}=\varphi , $$ where $\mathcal L$ is a bounded linear operator and $\varphi $ is a regulated function. The main result comes as a consequence of such results. Finally, because of the extent of generalized ODEs, we are also able to describe the variation-of-constants formula for both impulsive FDEs and measure neutral FDEs.
DOI : 10.21136/CMJ.2018.0023-17
Classification : 34K06, 34K40
Keywords: functional differential equation; variation-of-constants formula
@article{10_21136_CMJ_2018_0023_17,
     author = {Collegari, Rodolfo and Federson, M\'arcia and Frasson, Miguel},
     title = {Linear {FDEs} in the frame of generalized {ODEs:} variation-of-constants formula},
     journal = {Czechoslovak Mathematical Journal},
     pages = {889--920},
     year = {2018},
     volume = {68},
     number = {4},
     doi = {10.21136/CMJ.2018.0023-17},
     mrnumber = {3881886},
     zbl = {07031687},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2018.0023-17/}
}
TY  - JOUR
AU  - Collegari, Rodolfo
AU  - Federson, Márcia
AU  - Frasson, Miguel
TI  - Linear FDEs in the frame of generalized ODEs: variation-of-constants formula
JO  - Czechoslovak Mathematical Journal
PY  - 2018
SP  - 889
EP  - 920
VL  - 68
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2018.0023-17/
DO  - 10.21136/CMJ.2018.0023-17
LA  - en
ID  - 10_21136_CMJ_2018_0023_17
ER  - 
%0 Journal Article
%A Collegari, Rodolfo
%A Federson, Márcia
%A Frasson, Miguel
%T Linear FDEs in the frame of generalized ODEs: variation-of-constants formula
%J Czechoslovak Mathematical Journal
%D 2018
%P 889-920
%V 68
%N 4
%U http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2018.0023-17/
%R 10.21136/CMJ.2018.0023-17
%G en
%F 10_21136_CMJ_2018_0023_17
Collegari, Rodolfo; Federson, Márcia; Frasson, Miguel. Linear FDEs in the frame of generalized ODEs: variation-of-constants formula. Czechoslovak Mathematical Journal, Tome 68 (2018) no. 4, pp. 889-920. doi: 10.21136/CMJ.2018.0023-17

[1] Afonso, S. M., Bonotto, E. M., Federson, M., Schwabik, Š.: Discontinuous local semiflows for Kurzweil equations leading to LaSalle's invariance principle for differential systems with impulses at variable times. J. Differ. Equations 250 (2011), 2969-3001. | DOI | MR | JFM

[2] Bonotto, E. M., Federson, M., Muldowney, P.: A Feynman-Kac solution to a random impulsive equation of Schrödinger type. Real Anal. Exch. 36 (2011), 107-148. | DOI | MR | JFM

[3] Das, P. C., Sharma, R. R.: Existence and stability of measure differential equations. Czech. Math. J. 22 (1972), 145-158. | MR | JFM

[4] Federson, M., Schwabik, Š.: Generalized ODE approach to impulsive retarded functional differential equations. Differ. Integral Equ. 19 (2006), 1201-1234. | MR | JFM

[5] Federson, M., Schwabik, Š.: Stability for retarded functional differential equations. Ukr. Mat. Zh. 60 (2008), 107-126 translated in Ukr. Math. J. 60 2008 121-140. | DOI | MR | JFM

[6] Federson, M., Schwabik, Š.: A new approach to impulsive retarded differential equations: stability results. Funct. Differ. Equ. 16 (2009), 583-607. | MR | JFM

[7] Federson, M., Táboas, P.: Topological dynamics of retarded functional differential equations. J. Differ. Equations 195 (2003), 313-331. | DOI | MR | JFM

[8] Hale, J. K., Lunel, S. M. Verduyn: Introduction to Functional-Differential Equations. Applied Mathematical Sciences 99. Springer, New York (1993). | DOI | MR | JFM

[9] Henstock, R.: Lectures on the Theory of Integration. Series in Real Analysis 1. World Scientific Publishing, Singapore (1988). | MR | JFM

[10] Hönig, C. S.: Volterra Stieltjes-Integral Equations. Functional Analytic Methods; Linear Constraints. Mathematics Studies 16. North-Holland Publishing, Amsterdam (1975). | MR | JFM

[11] Imaz, C., Vorel, Z.: Generalized ordinary differential equations in Banach space and applications to functional equations. Bol. Soc. Mat. Mex., II. Ser 11 (1966), 47-59. | MR | JFM

[12] Kurzweil, J.: Generalized ordinary differential equations and continuous dependence on a parameter. Czech. Math. J. 7 (1957), 418-448. | MR | JFM

[13] Kurzweil, J.: Generalized ordinary differential equations. Czech. Math. J. 8 (1958), 360-388. | MR | JFM

[14] Kurzweil, J.: Unicity of solutions of generalized differential equations. Czech. Math. J. 8 (1958), 502-509. | MR | JFM

[15] Kurzweil, J.: Addition to my paper ``Generalized ordinary differential equations and continuous dependence on a parameter''. Czech. Math. J. 9 (1959), 564-573. | MR | JFM

[16] Kurzweil, J.: Problems which lead to a generalization of the concept of an ordinary nonlinear differential equation. Differ. Equ. Appl Publ. House Czechoslovak Acad. Sci., Prague; Academic Press, New York (1963), 65-76. | MR | JFM

[17] Monteiro, G. A., Slavík, A.: Linear measure functional differential equations with infinite delay. Math. Nachr. 287 (2014), 1363-1382. | DOI | MR | JFM

[18] Muldowney, P.: The Henstock integral and the Black-Scholes theory of derivative asset pricing. Real Anal. Exch. 26 (2000), 117-131. | DOI | MR | JFM

[19] Muldowney, P.: A Modern Theory of Random Variation. With Applications in Stochastic Calculus, Financial Mathematics, and Feynman Integration. John Wiley & Sons, Hoboken (2012). | DOI | MR | JFM

[20] Oliva, F., Vorel, Z.: Functional equations and generalized ordinary differential equations. Bol. Soc. Mat. Mex., II. Ser. 11 (1966), 40-46. | MR | JFM

[21] Schwabik, Š.: Generalized Ordinary Differential Equations. Series in Real Analysis 5. World Scientific Publishing, River Edge (1992). | MR | JFM

[22] Schwabik, Š.: Abstract Perron-Stieltjes integral. Math. Bohem. 121 (1996), 425-447. | MR | JFM

[23] Schwabik, Š.: Linear Stieltjes integral equations in Banach spaces. Math. Bohem. 124 (1999), 433-457. | MR | JFM

[24] Schwabik, Š.: Linear Stieltjes integral equations in Banach spaces II; Operator valued solutions. Math. Bohem. 125 (2000), 431-454. | MR | JFM

[25] Shanholt, G. A.: A nonlinear variation-of-constants formula for functional differential equations. Math. Syst. Theory 6 (1972), 343-352. | DOI | MR | JFM

[26] Talvila, E.: Integrals and Banach spaces for finite order distributions. Czech. Math. J. 62 (2012), 77-104. | DOI | MR | JFM

[27] Tvrdý, M.: Linear integral equations in the space of regulated functions. Math. Bohem. 123 (1998), 177-212. | MR | JFM

Cité par Sources :