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be a solution matrix of (1), on the interval
[ ( ) , ( 1 ) ] ,
k i
J k i h k i h
Note: ( ) Y t is a generic solution matrix for any t e R and
n
I is the identity matrix of order . n
The solution matrices will be obtained piece wise on successive intervals of length . h
Ukwu (2013b) obtained the following expressions for the solution matrices,
( ) o n , fo r
k
Y t J {0, , 3} : k e
A derivation of an optimal expression for solution matrices
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0
0 0 0
2
0 0 0 0 2 0 2 1 0 1
0 0 0 0 2 0 2 1 0
0
( ) ( )
1 1
( ) ( ) ( ) ( ) ( )
1 1 1 1 2 2
2
( ) ( ) ( ) ( )
1 1 1
, ; ( 2 )
, ; ( 3)
( ) , ; ( 4 )
A t
t
A t A t s A s h
h
s h t t
A t A t s A s h A t s A s s h A s h
h h h
t
A t A t s A s h A t s A s s h A
h
e t J
e e A e d s t J
Y t e e A e d s e A e A e d s d s t J
e e A e d s e A e A e
e
+ e
= + + e
+ +
}
} } }
}
2
1
3 2
0 3 0 3 2 0 2 1 0 1
( )
1 2
2
( ) ( ) ( ) ( )
1 1 1 1 2 3
3 2
3
, ( 5)
s h t
s h
h h
s h s h t
A t s A s h s A s h s A s h
h h h
d s d s
e A e A e A e d s d s t J d s
+
} }
} } }
He also interrogated some topological dispositions of the solution matrices and deduced that the solution
matrices are continuous on the interval [0,4h] but not analytic
{0, , 2 , 3 }. t h h h e These results are consistent with the existing qualitative theory on ( ). Y t See Chukwu
(1992), Hale (1977), Tadmore (1984) and Ukwu (1987, 1996). See also analytic function (2010) and Chidume
(2007) for discussions on analytical functions and topology.
The objective of this paper is to formulate and prove a theorem on the general
{ } ex p res s i o n fo r ( ) o n , fo r 0 , 1, ,
k
Y t J k e by appropriating the above expression for ( ). Y t
1. Theorem: Ukwu-Garbas Solution Matrix Formula for Autonomous, Single Delay Linear Systems:
{ }
0
0 0 0
0 0 0
0
0 1 0 1
0
( ) ( )
1 1
( ) ( )
1
( )
( ) ( )
1 1
2 , 1, , 2 1
( 1)
, ; ( 6 )
, ; ( 7 )
( )
, , 2 (8)
i
j
i i
A t
t
A t A t s A s h
h
t
A t A t s A s h
h
s h t j k
A t s
A s h s A s h
k
j i j j
j h i h
e t J
e e A e d s t J
Y t
e e A e d s
e A e A e d s t J k
= e =
+ e
=
+
(
+ e >
(
(
}
}
[ [
} }
Proof
The expressions (2) and (3) prove (6) and (7) respectively. If 2, j = in (8) we obtain:
2
0 2 1 0
0 0 0 0 1
( ) ( )
( ) ( ) ( )
1 1 1 1 2 2
2
( ) ,
j
s h t t
A s h s A t s
A t A t s A s h A s h
h h h
Y t e e A e ds e A e A e ds ds t J
= + + e
} } }
2
0 2 1
0 0 0 0 2 0 1
( )
( ) ( ) ( ) ( )
1 1 1 1 2 2
2
( ) , (9)
s h t t
A s h s
A t A t s A s h A t s A s h
h h h
Y t e e A e ds e A e A e ds ds t J
= + + e
} } }
The expression (9) agrees with (4); therefore the theorem is valid for
2
. t J e If 3, j = in (8), we get:
2
0 2 1 0 1
0 0 0 0 2
( ) ( )
( ) ( ) ( )
1 1 1 1 2
2 2
( )
s h t t
A s h s A s h
A t A t s A s h A t s
h h h
Y t e e A e ds e A e A e ds ds
= + +
} } }
3 2
0 2 1
0 3 0 3 2 0 1
( )
( ) ( ) ( )
1 1 1 1 2 3
3 2
s h s h t
A s h s
A t s A s h s A s h
h h h
e A e A e A e ds ds ds
+
} } }
A derivation of an optimal expression for solution matrices
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2
0 2 1 0 1
0 0 0 0 2
( ) ( )
( ) ( ) ( )
1 1 1 1 2
2 2
( )
s h t t
A s h s A s h
A t A t s A s h A t s
h h h
Y t e e A e d s e A e A e d s d s
= + +
} } }
3 2
0 2 1
0 3 0 3 2 0 1
( )
( ) ( ) ( )
1 1 1 1 2 3
3 2
(1 0 )
s h s h t
A s h s
A t s A s h s A s h
h h h
e A e A e A e d s d s d s
+
} } }
This result is consistent with the expression (5). Therefore the theorem is also valid for
3
. t J e The rest of the
proof is inductive. Assume the validity of the theorem on , 4
p
J p k s s for some integer . k Then on
1 k
J
+
we
have:
( )
( )
( )
( )
0 1 0
[ 1]
1 1 1
( 1)
( ) [ 1] (11)
k
t
A t s t k h
k k
k h
A
Y t e k h e A Y s h ds Y
+
+
+ +
+
= + +
}
1 1 1 k k k k
s J s h J
+ + +
e e the induction hypothesis applies to ( )
1
( ) a n d [ 1]
k
Y s h Y k h
+
+ .
Therefore:
( )
( )
0 1 0 1 0
1
([ 1] ) ( ) 1
1 1
([ 1] ) (1 2 )
k h
A k h s A s h A k h
h
Y k h e e A e d s
+
+ +
+ = +
}
{ }
( )
0
0 1 0 1
1
( [ 1] )
( ) ( )
1 1
2 , 1, , 2 1
( 1)
, , 2 (1 3)
i
j
i i
k h s h
j k
A k h s
A s h s A s h
k
j i j j
j h i h
e A e A e d s t J k
+
+
= e =
(
+ e > (
(
[ [
} }
( )
0 1 0 1
0
1
( ) ( )
1 1
( )
k h
A t s A s h
A t
h
Y t e e A e d s
+
= +
}
{ }
( )
0
0 1 0 1
1
( )
( ) ( )
1 1
2 , 1, , 2 1
( 1)
(1 4 )
i
j
i i
k h s h
j k
A t s
A s h s A s h
j i j j
j h i h
e A e A e d s
= e =
(
+ (
(
[ [
} }
( ) ( )
1
0 1 1 0 1
0 1 0 1 0 1
( ) ( )
( ) ( ) ( )
1 1 1 1 1 1 1
1 1
(1 5)
k
k
k k k
s h t t
A s h s A s h
A t s A s h A t s
k k
k h k h h
e A e d s e A A e A e d s d s
+
+
+ + +
+ +
+ +
+ +
} } }
{ }
( )
1
0 1
0 1 0 1 0 1
( )
( ) ( ) ( )
1 1 1 1 1
2 , 1, , 2 1
1 ( 1)
(16)
k i
k j
k i i
s h s h t j k
A s h s
A t s A s h s A s h
k
j i j j
k h jh i h
e A e A e A e ds ds
+
+
+
+
= e =
+
(
+ (
(
[ [
} } }
( )
( )
0 1 0 1 0 1 0 1
0
1
( ) ( ) ( ) ( )
1 1 1 1
1
( ) (1 7 )
k k
k h
t
A t s A s h A t s A s h
A t
k
h k h
Y t e e A e d s e A e d s
+ +
+
+
+
= + +
} }
{ }
( )
0
0 1 0 1
1
( )
( ) ( )
1 1
2 , 1, , 2 1
( 1)
(1 8)
i
j
i i
k h s h
j k
A t s
A s h s A s h
j i j j
j h i h
e A e A e d s
= e =
(
+ (
(
[ [
} }
{ }
( )
1
0 1
0 1 0 1 0 1
( )
( ) ( ) ( )
1 1 1 1 1
2 , 1, , 2 1
1 ( 1)
(19)
k i
k j
k i i
s h s h t j k
A s h s
A t s A s h s A s h
k
j i j j
k h jh i h
e A e A e A e ds ds
+
+
+
+
= e =
+
(
+ (
(
[ [
} } }
( )
1
0 1 1 0 1
0 1
( ) ( )
( )
1 1 1 1 1
1
( 2 0 )
k
k
k
s h t
A s h s A s h
A t s
k
k h h
e A A e A e d s d s
+
+
+
+
+
+
} }
0 1 0 1
0
( ) ( )
1 1
( )
t
A t s A s h
A t
h
Y t e e A e ds
= +
}
{ }
( )
0
0 1 0 1
1
1
( )
( ) ( )
1 1
3 , 1, , 2 1
( 1)
( 2 1)
i
j
i i
k h s h
j k
A t s
A s h s A s h
j i j j
j h i h
e A e A e d s
+
+
= e =
(
+ (
(
[ [
} }
A derivation of an optimal expression for solution matrices
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( )
2
0 2 1 0 1 0
1
( ) ( ) ( )
1 1 1 1 2
2
( 2 2 )
j
k h s h
A s h s A s h A t s
h h
e A A e A e d s d s
+
+
} }
( )
{ }
( )
1
0 1 1
0 1 0 1 0 1
1
( )
( ) ( ) ( )
1 1 1 1 1
3 1, , 2 1
1 1 ( 1)
( 23)
k i
k j
k i i
s h s h t j k
A s h s
A t s A s h s A s h
k
j i j
k h j h i h
e A e A e A e ds ds
+
+
+
+
= e =
+
(
+ (
(
[ [
} } }
( )
1
0 1 1 0 1
0 1
( ) ( )
( )
1 1 1 1 1
1
( 2 4 )
k
k
k
s h t
A s h s A s h
A t s
k
k h h
e A A e A e d s d s
+
+
+
+
+
+
} }
Note the use of change of variables in obtaining (23) and that j = k + 1 zeros out (21).
(22) and (24) add up to yield:
2
0 2 1 0 1
0 2
( ) ( )
( )
1 1 1 1 2
2
( 25)
s h t
A s h s A s h
A t s
h h
e A A e A e ds ds
} }
(23) may be rewritten in the form:
{ }
( )
0 1 0 1 0 1
( ) ( ) ( )
1 1
3 , 1, , 2 1
1 ( 1)
( 26)
i
k i i
s h t j k
A t s A s h s A s h
j i j j
k h i h
e A e A e ds
= e =
+
(
(
(
[ [
} }
Hence (21) and (26) add up to yield:
{ }
0
0 1 0 1
1
( )
( ) ( )
1 1
3 , 1, , 2 1
( 1)
( 2 7 )
i
j
i i
s h t j k
A t s
A s h s A s h
j i j j
j h i h
e A e A e d s
= e =
(
(
(
[ [
} }
Add up
0 1 0 1
0
( ) ( )
1 1
t
A t s A s h
A t
h
e e A e ds
+
}
,(25) and (27) to get:
0 0 1 0 1
( ) ( )
1 1
( )
t
A t A t s A s h
h
Y t e e A e ds
= +
}
{ }
0
0 1 0 1
1
( )
( ) ( )
1 1
2 , 1, , 2 1
( 1)
, o n . ( 2 8)
i
j
i i
s h t j k
A t s
A s h s A s h
k
j i j j
j h i h
e A e A e d s J
= e =
(
+
(
(
[ [
} }
So, the theorem is valid on
1 k
J
+
, and hence valid for all , {0, 1, 2, } .
k
J k e This completes the proof.
3.1 Corollary 1
1
If d i a g ( ) , t h e n : A b =
0
0
0
0
( )
1
, ; ( 2 9 )
( )
( )
, , 1 ( 3 0 )
!
A t
i i k
A t i h
A t
k
i
e t J
Y t
b t i h
e e t J k
i
=
e
=
+ e >
Proof
The proof follows by straight-forward successive integration, noting that
1 1
d i a g ( ) A b A = commutes
with
0
(. )
; S o ( ) r e d u c e s t o :
A
Y t e
A derivation of an optimal expression for solution matrices
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{ }
0
0 0 0 0
0 0
0 1 0
0 1
0
( ) ( )
1
( )
( ) ( )
( )
2 , 1, , 2 1
( 1)
, ; ( 3 1)
( ) , ; ( 3 2 )
( )
( )
, , 2 ( 3 3)
i
j
i i
A t
t
A t A t h A t A t h
h
A t A t h
s h t j k
A s h A t s
A s h s
k
j i j j
j h i h
e t J
e b e d s e b t h e t J
Y t
e b t h e
e b e b e d s t J k
= e =
+ = + e
=
+
+ e >
(
(
}
[ [
} }
The sum of the multiple integrals in (33) yields:
{ }
0 0 0
( ) ( ) ( )
1 2
2 2 2 , 1, , 2
( 1)
( ) ( )
(3 4 )
! !
i
s h t j i k k k
A t j h A t j h A t i h
j j i
j
j j i i j j
j h i h
t j h t i h
b e d s d s d s b e b e
j i
= = = e
= =
[
} }
Adding the expression
0 0
( )
( )
A t A t h
e b t h e
+ to the expression (3.39) yields the result:
0
0
( )
1
( )
( ) , , 2 ( 3 5)
!
i i k
A t i h
A t
k
i
b t i h
Y t e e t J k
i
=
= + e >
The expressions (31), (32) and (35) complete the proof of the corollary.
3.2 Corollary 2
0
If 0 , t h e n : A =
0
1
1
, ;
( )
( )
, , 1
!
n
i i
k
n k
i
I t J
Y t
A t i h
I t J k
i
=
e
=
+ e >
Proof
The proof follows by straight-forward successive integration, noting that
0
(.)
0 1
0
A
n
A e I A = = commutes
with
0
(.)
So ( ) reduces to ;
n
A
Y t I e = the result obtained by replacing
0
(.)
1
by and by
A
n
b A e I in corollary 1.
The desired result is precisely that stated in the conclusion of the corollary.
3.3 Corollary 3
0 1
If 1, , , t h e n : n A a A b = = =
0
( )
1
, ;
( )
( )
, , 1
!
a t
i i k
a t a t i h
k
i
e t J
Y t
b t i h
e e t J k
i
=
e
=
+ e >
Proof
Proof follows immediately by replacing
0
b y a n d d i a g ( ) b y A a b b in corollary 1.
3.4 Remarks: Please note in particular that this result is consistent with the theorem in Ukwu and Garba
(2013c). However it must be pointed out that it was that theorem that motivated our theorem and hence corollary
3.
III. CONCLUSION
This article has completely determined the structure solution matrices which are indispensible for the
determination of all solutions of single-delay autonomous differential and control systems. Moreover the
ingenious combinations of summation notations, multiple product notations, multiple integrals and change of
variable technique are unprecedented in the achievement of the desired proofs. The ideas exposed in this paper
can be exploited to extend the results to double-delay and neutral systems.
A derivation of an optimal expression for solution matrices
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[3] Chukwu, E. N. (1992). Stability and Time-optimal control of hereditary systems. Academic Press, New York.
[4] Driver, R. D. (1977). Ordinary and Delay Differential Equations. Applied Mathematical Sciences 20, Springer-Verlag, New
York.
[5] Gabasov, R. and Kirillova, F. (1976). The qualitative theory of optimal processes. Marcel Dekker Inc., New York.
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York.
[7] Manitius, A. (1978). Control Theory and Topics in Functional Analysis. Vol. 3, Int. Atomic Energy Agency, Vienna.
[8] Tadmore, G. (1984). Functional differential equations of retarded and neutral types: Analytical solutions and piecewise
continuous controls. J. Differential equations, Vol. 51, No. 2, Pp. 151-181.
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[10] Ukwu, C. (1992). Euclidean Controllability and Cores of Euclidean Targets for Differential difference systems Master of
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[11] Ukwu, C. (1996). An exposition on Cores and Controllability of differential difference systems, ABACUS Vol. 24, No. 2, pp.
276-285.
[12] Ukwu, C. (2013a). On Determining Matrices, Controllability and Cores of Targets of Certain Classes of Autonomous Functional
Differential Systems with Software Development and Implementation. Doctor of Philosophy Thesis, UNIJOS (In progress).
[13] Ukwu, C. (2013b).The structure of Solution Matrices for Certain Single Delay Systems, controllability exposition and application
instances. (Manuscript for publication).
[14] Ukwu, C. and Garba, E. J. D. (2013c). Derivation of an Optimal Expression for Solution Matrices of a Class of Single Delay
Scalar Differential Equations. (Submitted for publication).