Professional Documents
Culture Documents
MATEMATICKI
FAKULTET
STABILNOST RESENJA
DIFERENCIJALNIH
DOKTORSKA DISERTACIJA
BEOGRAD, 2015
UNIVERSITY OF BELGRADE
FACULTY OF MATHEMATICS
DOCTORAL DISSERTATION
BELGRADE, 2015
Abstract
This thesis has been written under the supervision of my mentor Prof. dr. Julka
Knezevic-Miljanovic at the University of Belgrade in the academic year 2014-2015.
The aim of this study is to investigate Hyers-Ulam stability of some types of
dierential equations, and to study a generalized Hyers-Ulam stability and as
well as a special case of the Hyers-Ulam stability problem, which is called the
superstability. Therefore, when there is a dierential equation, we answer the
three main questions:
1- Does this equation have Hyers -Ulam stability?
2- What are the conditions under which the dierential equation has stability ?
3- What is a Hyers-Ulam constant of the dierential equation?
The thesis is divided into three chapters. Chapter 1 is divided into 3 sections. In
this chapter, we introduce some sucient( conditions
) under which each solution
of the linear dierential equation u (t) + 1 + (t) u(t) = 0 is bounded. Apart
from this we prove the Hyers-Ulam stability of it and the nonlinear dierential
equations of the form u (t) + F (t, u(t)) = 0, by using the Gronwall lemma and
we prove the Hyers-Ulam stability of the second-order linear dierential equations
with boundary conditions. In addition to that we establish the superstability
of linear dierential equations of second-order and higher order with continuous
coecients and with constant coecients, respectively. Chapter 2 is divided into
2 sections. In this chapter, by using the Laplace transform method, we prove
n1
has the generalized Hyers-Ulam stability. And we prove also the Hyers-UlamRassias stability of the second-order linear dierential equations with initial and
boundary conditions, as well as linear dierential equations of higher order in the
form of y (n) (x) + (x)y(x) = 0, with initial conditions. Furthermore, we establish
the generalized superstability of dierential equations of nth-order with initial
conditions and investigate the generalized superstability of dierential equations
of second-order in the form of y (x)+p(x)y (x)+q(x)y(x) = 0. Chapter 3 is divided
into 2 sections. In this chapter, by applying the fixed point alternative method,
we give a necessary and sucient condition in order that the first order linear
Alqifiary
Abstract
ii
Podaci o mentoru i
clanovima
komisije:
MENTOR:
redovni profesor dr Julka Knezevic-Miljanovic
Matematicki fakultet,
Univerzitet u Beogradu
CLANOVI
KOMISIJE :
redovni profesor dr Bosko Jovanovic
Matematicki fakultet,
Univerzitet u Beogradu
Datum odbrane:
Acknowledgements
I would like to express my special appreciation and thanks to my supervisor
Professor Julka Knezevic-Miljanovic, for all the help she has given over the last
three years. Her advice on my research has been priceless.
I would like to acknowledge those who have shaped my mathematical education.
The sta of professors at the department of mathematics.
A special thanks to my family and friends, for their full support, patience and
understanding.
To each of the above, I express my deepest gratitude.
Qusuay Alqifiary
Introduction
This subject dates back to the talk given by the Polish-American mathematician
Ulam at the University of Wisconsin in 1940 (see [40]). In that talk, Ulam asked
whether an approximate solution of a functional equation must be near an exact
solution of that equation. This asking of Ulam is stated as follows:
Theorem 0.0.1. Let G1 be a group and let G2 be a metric group with a metric
d(., .). Given > 0, does there exist a > 0 such that if a function h : G1 G2
satisfies the inequality d(h(xy).h(x)h(y)) < for all x, y G1 , then there is a
homomorphism H : G1 G2 with d(h(x), H(x)) < for all x G1 ?
One year later, a partial answer to this question was given by D. H. Hyers [5] for
additive functions defined on Banach spaces:
Theorem 0.0.2. Let f : X1 X2 be a function between Banach spaces such that
f (x + y) f (x) f (y) ,
for some > 0 and for all x, y X1 . Then the limit
A(x) = limn 2n f (2n x)
exists for each x X1 , and A : X1 X2 is the unique additive function such that
f (x) A(x)
for every x X1 . Moreover, if f (tx) is continuous in t for each fixed x X1 , then
the function A is linear.
This result is called the Hyers-Ulam Stability of additive Cauchy equation g(x +
y) = g(x)+g(y). After Hyerss result, many mathematicians have extended Ulams
Alqifiary
Introduction
vi
2
xp
2 2p
Alqifiary
Introduction
vii
Those previous results were extended to the Hyers-Ulam stability of linear dierential equations of first order [3337, 42, 43].
Rus investigated the Hyers-Ulam stability of dierential and integral equations
using the Gronwall lemma and the technique of weakly Picard operators (see [13,
14]). Recently, The results given in [36, 42, 45] have been generalized by Cimpean
and Popa [10] and by Popa and Rasa [8, 9] for the linear dierential equations.
In 1979, J.Baker, J. Lawrence and F. Zorzitto[16] proved a new type of stability
of the exponential equation f (x + y) = f (x)f (y). More precisely, they proved
that if a complex-valued mapping f defined on a normed vector space satisfies
the inequality |f (x + y) f (x)f (y)| for some given > 0 and for all x, y,
then either f is bounded or f is exponential. Such a phenomenon is called the
superstability of the exponential equation, which is a special kind of Hyers-Ulam
stability. It seems that the results of P. Gavruta, S. Jung and Y. Li [23] are the
earliest one concerning the superstability of dierential equations.
This thesis is about stability of some types of dierential equations, where we
introduce this thesis in three chapters.
Chapter one is titled by Hyers-Ulam stability of Dierential Equations. This
chapter consists of three sections. In section 1.1, we introduce some sucient
conditions under which each solution of the linear dierential equation (1.1.2) is
bounded. As well as we prove the Hyers-Ulam stability of the linear dierential
equations of the form (1.1.2). In section 1.2, we prove the Hyers-Ulam stability
of the nonlinear dierential equations of the form (1.2.1) by using the Gronwall
lemma. In section 1.3, we prove the Hyers-Ulam stability of the second-order linear
dierential equations with boundary conditions. Furthermore, the superstability
of linear dierential equations with constant coecients.
Chapter two is titled by Generlaized Hyers-Ulam stability of Dierential equations. This chapter consists of two sections. In section 2.1, by using the Laplace
transform method, we prove that the linear dierential equation of the nth-order
y (n) (t) +
n1
k=0
has the generalized Hyers-Ulam stability, where k is a scalar, y and f are n times
continuously dierentiable and of exponential order, respectively. In section 2.2,
we establish the generalized superstability of dierential equations of nth-order
with initial conditions and investigate the generalized superstability of dierential equations of second-order in the form of y (x) + p(x)y (x) + q(x)y(x) = 0.
In additional, we prove the Hyers-Ulam-Rassias stability of the second-order linear dierential equations with initial and boundary conditions as well as linear
dierential equations of higher order in the form of
y (n) (x) + (x)y(x) = 0,
Alqifiary
Introduction
viii
Contents
Abstract
Acknowledgements
Introduction
i
iv
v
29
29
40
40
43
47
Alqifiary
3.1
3.2
Contents
47
47
50
54
56
57
58
List of papers
62
Bibliography
63
Chapter 1
Hyers-Ulam Stability of
Dierential Equations
1.1
1.1.1
In this subsection, we first introduce and prove a lemma which is a kind of the
Gronwall inequality.
Lemma 1.1.1. [28] Let u, v : [0, ) [0, ) be integrable functions, c > 0 be a
constant, and let t0 0 be given. If u satisfies the inequality
t
u(t) c +
u( )v( )d
t0
u(t) c exp
v( )d
t0
for all t t0 .
Proof. It follows from (1.1.1) that
u(t)v(t)
v(t)
t
c + t0 u( )v( )d
(1.1.1)
Alqifiary
for all t t0 . Integrating both sides of the last inequality from t0 to t, we obtain
)
(
t
t
u( )v( )d ln c
v( )d
ln c +
t0
t0
or
u( )v( )d c exp
c+
t0
v( )d
t0
for all t t0 .
1 2 1
1
1 t
2
2
u (t) + u(t) + (t)u(t)
( )u( )2 d = c2
2
2
2
2 t0
for any t t0 . Then it follows from (1.1.3) that
)
1
1 1
1
1(
1
u(t)2 u (t)2 + u(t)2 u (t)2 + 1 + (t) u(t)2
4
2
2
2
2 2
1 t
= c2 +
( )u( )2 d
2 t0
(1.1.3)
Alqifiary
2
u(t) 4c2 + 2
( )u( ) d 4|c2 | + 2
| ( )|u( )2 d
t0
(1.1.4)
t0
for any t t0 .
In view of Lemma 1.1.1, (1.1.4) and our hypothesis, there exists a constant M1 > 0
such that
( t
)
2
for all t t0 . On the other hand, since u is continuous, there exists a constant
M2 > 0 such that |u(t)| M2 for all 0 t t0 , which completes the proof.
Corollary 1.1.3. [28] Let : [0, ) R be a dierentiable function satisfying
(t) 1 as t . Every solution u : [0, ) R of the linear dierential
equation
u (t) + (t)u(t) = 0
is bounded provided
1.1.2
(1.1.5)
| (t)|dt < .
Given constants L > 0 and t0 0, let U (L; t0 ) denote the set of all functions
u : [t0 , ) R with the following properties:
(i) u is twice continuously dierentiable;
(ii) u(t0 ) = u (t0 ) = 0;
(iii) t0 |u ( )|d L.
We now prove the Hyers-Ulam stability of the linear dierential equation (1.1.2)
by using the Gronwall inequality.
Theorem 1.1.4. [28] Given constants L > 0 and t0 0, assume that
(1.1.6)
Alqifiary
for all t t0 and for some 0, then there exist a solution u0 U (L; t0 ) of the
dierential equation (1.1.2) and a constant K > 0 such that
|u(t) u0 (t)| K
for any t t0 , where
K :=
(1.1.7)
)
(
2L
C
.
exp
1+
2(1 + )
( )u( )2 d L
t0
for all t t0 .
Since 1 + > 0 holds for all t t0 , it follows from (1.1.8) that
)
1+
1
1+
1
1(
u(t)2 u (t)2 +
u(t)2 u (t)2 + 1 + (t) u(t)2
2
2
2
2
2
1 t
L +
( )u( )2 d
2 t0
1 t
L +
| ( )|u( )2 d
2 t0
or
2L
1
u(t)
+
1+ 1+
| ( )|u( )2 d
t0
for any t t0 .
Applying Lemma 1.1.1, we obtain
(
)
(
)
t
1
2L
C
2L
2
exp
| ( )|d
exp
u(t)
1+
1 + t0
1+
1+
(1.1.8)
Alqifiary
(
|u(t)| exp
C
2(1 + )
2L
1+
for any t t0 . Obviously, u0 (t) 0 satisfies the equation (1.1.2) and the conditions
(i), (ii), and (iii) such that
|u(t) u0 (t)| K
(
)
2L
C
exp 2(1+)
.
for all t t0 , where K = 1+
If we set (t) := 1+(t), then the following corollary is an immediate consequence
of Theorem 1.1.4.
Corollary 1.1.5. [28] Given constants L > 0 and t0 0, assume that
|u(t) u0 (t)| K
( C ) 2L
for any t t0 , where K := exp 2
.
|u(t) u0 (t)|
2L
Alqifiary
for any t 0.
Indeed, if we define a function u : [0, ) R by
u(t) :=
where we set =
2
sin at ,
cos at +
2
2
(t + 1)
a(t + 1)
L,
a+ a+2
of this example, as we see in the following. It follows from the definition of u that
)
(
(
)
2
a
4
2
cos at
+
u (t) =
sin at
2
3
2
3
(t + 1)
(t + 1)
(t + 1)
a(t + 1)
and hence, we get u(0) = u (0) = 0. Moreover, we obtain
(
)
2
+
a
4
u (t)
+ 2
2
(t + 1)
(t + 1)3
a
and
4
2+ a
d
+
2
d
( + 1)2
( + 1)3
a
0
0
(
)
(
)
2
= 2+ a + 1
a
u ( )d =
= L.
For any given > 0, if we choose the constant such that 0 <
,
a a+4a+2 a+12
8
6
+
cos at
3
4
(t + 1)
(t + 1)
)
(
4 a
1
12
+
+
sin
at
a
(t + 1)3
a (t + 1)4
)
(
)
(
6
4 a
1
8
12
+
+
+ a
(t + 1)3 (t + 1)4
(t + 1)3
a (t + 1)4
a a + 4a + 2 a + 12
for any t 0.
Alqifiary
|u(t) u0 (t)|
2L
(t0 )
(1.1.9)
for any t t0 .
Proof. We multiply (1.1.6) with |u (t)| to get
|u (t)| u (t)u (t) + u(t)u (t) + (t)u(t)u (t) |u (t)|
for all t t0 . If we integrate each term of the last inequalities from t0 to t, then
it follows from (ii) that
t
t
t
1 2 1
2
1
1 t
1 2 1
2
2
( )u( )2 d L
L u (t) + u(t) + (t)u(t)
2
2
2
2 t0
for all t t0 . Then we have
t
1
1 t
( )
( )
2
2
(t)u(t)
u( )2
d
( )u( ) d + L L +
2
2 t0
2
t0 ( )
for any t t0 .
Applying Lemma 1.1.1, we obtain
1
(t)u(t)2 L exp
2
t0
( )
d
( )
)
= L
(t)
(t0 )
2L
|u(t)|
(t0 )
for any t t0 . Obviously, u0 (t) 0 satisfies the equation (1.1.2), u0 U (L; t0 ),
as well as the inequality (1.1.9) for all t t0 .
Alqifiary
2L
for any t t0 .
If we set (t) := (t), then the following corollary is an immediate consequence
of Theorem 1.1.6.
Corollary 1.1.8. [28] Given constants L > 0 and t0 0, assume that
: [t0 , ) (, 0) is a monotone decreasing and dierentiable function with
(t0 ) = 1. If a function u U (L; t0 ) satisfies the inequality
(
)
u (t) + 1 (t) u(t)
for all t t0 and for some > 0, then there exists a solution u0 U (L; t0 ) of the
dierential equation
(
)
u (t) + 1 (t) u(t) = 0
such that
|u(t) u0 (t)|
2L
for any t t0 .
Example 1.1.2. [28] Let : [0, ) (, 0) be a monotone decreasing function
defined by (t) := et 2 for all t 0. Then, we have (0) = 1. Assume that a
twice continuously dierentiable function u : [0, ) R satisfies u(0) = u (0) = 0,
|u ( )|d L, and
0
)
(
)
(
u (t) + 1 (t) u(t) = u (t) + 3 et u(t)
Alqifiary
for all t 0 and for some > 0 and L > 0. According to Corollary 1.1.8, there
exists a solution u0 : [0, ) R of the dierential equation,
(
)
y (t) + 3 et y(t) = 0, such that
|u(t) u0 (t)| 2L
for any t 0.
Indeed, if we define a function u : [0, ) R by
sin
t
+
cos
t
,
(t + 1)3
2 (t + 1)2
2
u(t) :=
2
,
43
in the first part of this example, as we see in the following. It follows from the
definition of u that
u (t) =
3
1
sin t
sin t
4
(t + 1)
2 (t + 1)2
u ( )d
3||
d +
( + 1)4
1 ||
d =: L < .
2 ( + 1)2
3 et
+
cos t
2 (t + 1)2
2
3||
4||
||
3
12||
+
+
+
+
||
for any t 0.
Alqifiary
1.2
10
(1.2.1)
Theorem 1.2.1. [28] Given constants L > 0 and t0 0, assume that F : [t0 , )
R (0, ) is a function satisfying F (t, u(t))/F (t, u(t)) > 0 and F (t, 0) = 1 for
all t t0 and u U (L; t0 ). If a function u : [t0 , ) [0, ) satisfies u U (L; t0 )
and the inequality
u (t) + F (t, u(t))
(1.2.2)
for all t t0 and for some > 0, then there exists a solution u0 : [t0 , ) [0, )
of the dierential equation (1.2.2) such that
|u(t) u0 (t)| L
for any t t0 .
Proof. We multiply (1.2.2) with |u (t)| to get
|u (t)| u (t)u (t) + F (t, u(t))u (t) |u (t)|
for all t t0 . If we integrate each term of the last inequalities from t0 to t, then
it follows from (ii) that
t
t
t
1 2
|u ( )|d u (t) +
F (, u( ))u ( )d
|u ( )|d
2
t0
t0
t0
for any t t0 .
Integrating by parts and using (iii), the last inequalities yield
t
1 2
L u (t) + F (t, u(t))u(t)
F (, u( ))u( )d L
2
t0
for all t t0 . Then we have
F (t, u(t))u(t) L +
F (, u( ))u( )d
0t
L +
t0
F (, u( ))
F (, u( ))u( )d
F (, u( ))
Alqifiary
11
for any t t0 .
Applying Lemma 1.1.1, we obtain
(
F (, u( ))
d
F (, u( ))
)
= LF (t, u(t))
for all t t0 . Hence, it holds that |u(t)| L for any t t0 . Obviously, u0 (t) 0
satisfies the equation (1.2.1) and u0 U (L; t0 ) such that
|u(t) u0 (t)| L
for all t t0 .
In the following theorem, we investigate the Hyers-Ulam stability of the EmdenFowler nonlinear dierential equation of second order
u (t) + h(t)u(t) = 0
(1.2.3)
(1.2.4)
for all t t0 and for some > 0, then there exists a solution u0 : [t0 , ) [0, )
of the dierential equation (1.2.3) such that
(
|u(t) u0 (t)|
L
h(t0 )
)1/
h( )u( ) u ( )d
|u ( )|d
|u ( )|d u (t) +
2
t0
t0
t0
Alqifiary
12
for any t t0 .
Integrating by parts and using (iii), the last inequalities yield
t
1 2
u(t)+1
u( )+1
L u (t) + h(t)
h ( )
d L
2
+1
+1
t0
for all t t0 . for all t t0 . Then we have
t
u(t)+1
u( )+1
h(t)
L +
h ( )
d
+1
+1
t0
t
h ( )
u( )+1
L +
h( )
d
+1
t0 h( )
for any t t0 .
Applying Lemma 1.1.1, we obtain
u(t)+1
h(t)
L exp
+1
t0
h ( )
d
h( )
)
L
h(t)
h(t0 )
( + 1)L
h(t0 )
L
h(t0 )
)1/
L
h(t0 )
)1/
Given constants L 0, M > 0, and t0 0, let U (L; M ; t0 ) denote the set of all
functions u : [t0 , ) R with the following properties:
(i ) u is twice continuously dierentiable;
(ii ) u(t0 ) = u (t0 ) = 0;
Alqifiary
13
(1.2.5)
(1.2.6)
for all t t0 and for some > 0, then there exists a solution u0 : [t0 , ) R of
the dierential equation (1.2.5) such that
CL1
+1
for any t t0 .
Proof. We multiply (1.2.6) with |u (t)| to get
|u (t)| u (t)u (t) + u(t)u (t) + h(t)u(t) u (t) |u (t)|
for all t t0 . If we integrate each term of the last inequalities from t0 to t, then
it follows from (ii ) that
t
t
t
1 2 1
h ( )u( )+1 d M
M u (t) + u(t) + h(t)
2
2
+1
+ 1 t0
Alqifiary
14
2L1 t 1
M +
u( )2 h ( )d
+ 1 t0 2
for any t t0 .
Applying Lemma 1.1.1, we obtain
)
( t 1
)
(
1
2L
2CL1
2
u(t) M exp
|h ( )|d M exp
2
+1
t0 + 1
for all t t0 . Hence, it holds that
|u(t)|
(
2M exp
CL1
+1
CL1
|u(t) u0 (t)| 2M exp
+1
for all t t0 .
1.3
Lemma 1.3.1. [29] Let I = [a, b] be a closed interval with < a < b < . If
y C 2 (I, R) and y(a) = 0 = y(b), then
max |y(x)|
xI
(b a)2
max |y (x)|.
xI
8
Alqifiary
15
Proof. Let M := max |y(x)|. Since y(a) = 0 = y(b), there exists x0 (a, b) such
xI
y
()
y(b) = y(x0 ) + y (x0 )(b x0 ) +
(b x0 )2
2
for some , [a, b]. Since y(a) = y(b) = 0 and y (x0 ) = 0, we get
|y ()| =
2M
,
(a x0 )2
|y ()| =
(
]
If x0 a, (a + b)/2 , then we have
2M
.
(b x0 )2
2M
2M
8M
( )2 =
.
2
ba
(a x0 )
(b a)2
2
[
)
If x0 (a + b)/2, b , then we have
2M
2M
8M
=
.
(
)
2
ba
(b x0 )2
(b a)2
2
Hence, we obtain
max |y (x)|
xI
8M
8
=
max |y(x)|.
2
(b a)
(b a)2 xI
Therefore,
max |y(x)|
xI
(b a)2
max |y (x)|,
xI
8
Lemma 1.3.2. [29] Let I = [a, b] be a closed interval with < a < b < . If
y C 2 (I, R) and y(a) = 0 = y (a), then
max |y(x)|
xI
(b a)2
max |y (x)|.
xI
2
y ()
(x a)2
2
Alqifiary
16
for some [a, b]. Since y(a) = y (a) = 0 and (x a)2 (b a)2 , we get
|y(x)|
|y ()|
(b a)2
2
(1.3.1)
y(a) = 0 = y(b)
(1.3.2)
y(a) = 0 = y (a)
(1.3.3)
where I = [a, b], y C 2 (I, R), C(I, R), and < a < b < .
Theorem 1.3.3. [29] Given a closed interval I = [a, b], let C(I, R) be a
function satisfying max |(x)| < 8/(b a)2 . If a function y C 2 (I, R) satisfies
xI
the inequality
|y (x) + (x)y(x)| ,
(1.3.4)
for all x I and for some 0, as well as the boundary conditions in (1.3.2),
then there exist a constant K > 0 and a solution y0 C 2 (I, R) of the dierential
equation (1.3.1) with the boundary conditions in (1.3.2) such that
|y(x) y0 (x)| K
for any x I.
Alqifiary
17
(b a)2
max |y (x)|.
xI
8
+
max |(x)| max |y(x)|.
xI
xI
8
8
max |y(x)|
xI
C
and K := 1C max
. Obviously, y0 0 is a solution of (1.3.1)
Let C := (ba)
8
|(x)|
with the boundary conditions in (1.3.2) and
|y(x) y0 (x)| K
for any x I.
the inequality (1.3.4) for all x I and for some 0 as well as the initial
conditions in (1.3.3), then there exist a solution y0 C 2 (I, R) of the dierential
equation (1.3.1) with the initial conditions in (1.3.3) and a constant K > 0 such
that
|y(x) y0 (x)| K
for any x I.
Proof. On account of Lemma 1.3.2, we have
max |y(x)|
xI
(b a)2
max |y (x)|.
xI
2
+
max |(x)| max |y(x)|.
xI
xI
2
2
max |y(x)|
xI
Alqifiary
18
C
Let C := (ba)
and K := 1C max
. Obviously, y0 0 is a solution of (1.3.1)
2
|(x)|
with the initial conditions in (1.3.3) and
|y(x) y0 (x)| K
for all x I.
In the following theorems, we investigate the Hyers-Ulam stability of the dierential equation
y (x) + p(x)y (x) + q(x)y(x) = 0
(1.3.5)
(1.3.6)
y(a) = 0 = y (a)
(1.3.7)
where y C 2 (I, R), p C 1 (I, R), q C(I, R), and I = [a, b] with < a < b <
.
Let us define a function : I R by
1
1
(x) := q(x) p (x) p(x)2
2
4
for all x I.
Theorem 1.3.5. [29] Assume that there exists a constant L 0 with
x
L
p( )d L
(1.3.8)
for any x I and max |(x)| < 8/(b a)2 . If a function y C 2 (I, R) satisfies
xI
the inequality
|y (x) + p(x)y (x) + q(x)y(x)|
(1.3.9)
for all x I and for some 0 as well as the boundary conditions in (1.3.6),
then there exist a constant K > 0 and a solution y0 C 2 (I, R) of the dierential
equation (1.3.5) with the boundary conditions in (1.3.6) such that
|y(x) y0 (x)| KeL
for any x I.
Alqifiary
19
Proof. Suppose y C 2 (I, R) satisfies the inequality (1.3.9) for all x I. Let us
define
u(x) := y (x) + p(x)y (x) + q(x)y(x),
)
( x
1
p( )d
z(x) := y(x) exp
2 a
(1.3.10)
(1.3.11)
p( )d
z (x) + q(x) p (x) p(x) z(x) = u(x) exp
2
4
2 a
for all x I.
Now, it follows from (1.3.8) and (1.3.9) that
(
)
( x
)
z (x) + q(x) 1 p (x) 1 p(x)2 z(x) = u(x) exp 1
p( )d eL/2 ,
2
4
2 a
that is,
|z (x) + (x)z(x)| eL/2
for any x I. Moreover, it follows from (1.3.11) that
z(a) = 0 = z(b).
In view of Theorem 1.3.3, there exists a constant K > 0 and a function z0
C 2 (I, R) such that
(
)
1
1
2
z0 (x) + q(x) p (x) p(x) z0 (x) = 0,
(1.3.12)
2
4
z0 (a) = 0 = z0 (b)
and
|z(x) z0 (x)| KeL/2
for all x I.
We now set
1
y0 (x) := z0 (x) exp
2
)
p( )d .
(1.3.13)
(1.3.14)
Alqifiary
20
Then, since
(
)
1
1 x
p( )d p(x)z0 (x) exp
p( )d ,
2
2 a
a
(1.3.15)
(
)
(
)
x
x
1
1
y0 (x) = z0 (x) exp
p( )d p(x)z0 (x) exp
p( )d
(1.3.16)
2 a
2 a
(
)
1
1 x
p (x)z0 (x) exp
p( )d
2
2 a
(
)
1
1 x
2
+ p(x) z0 (x) exp
p( )d ,
4
2 a
y0 (x)
= z0 (x) exp
1
1
1 x
2
p( )d
= z0 (x) + q(x) p (x) p(x) z0 (x) exp
2
4
2 a
=0
for all x I. Hence, y0 satisfies (1.3.5) and the boundary conditions in (1.3.6).
Finally, it follows from (1.3.8) and (1.3.13) that
(
)
(
)
1 x
1 x
|y(x) y0 (x)| = z(x) exp
p( )d z0 (x) exp
p( )d
2 a
2 a
(
)
x
1
= |z(x) z0 (x)| exp
p( )d
2 a
(
)
1 x
L/2
Ke exp
p( )d
2 a
KeL
for all x I.
Theorem 1.3.6. [29] Assume that there exists a constant L 0 such that (1.3.8)
holds for all x I. Assume moreover that max |(x)| < 2/(b a)2 . If a function
xI
y C 2 (I, R) satisfies the inequality (1.3.9) for all x I and for some 0 as
well as the initial conditions in (1.3.7), then there exist a constant K > 0 and a
solution y0 C 2 (I, R) of the dierential equation (1.3.5) with the initial conditions
in (1.3.7) such that
|y(x) y0 (x)| KeL
Alqifiary
21
for any x I.
Proof. Suppose y C 2 (I, R) satisfies the inequality (1.3.9) for any x I. Let
us define u(x) and z(x) as in (1.3.10) and (1.3.11), respectively. By (1.3.10) and
(1.3.11), we obtain
(
)
( x
)
1
1
1
2
z (x) + q(x) p (x) p(x) z(x) = u(x) exp
p( )d
2
4
2 a
for all x I.
Now, it follows from (1.3.8) and (1.3.9) that
(
( x
)
)
1
1
1
2
z (x) + q(x) p (x) p(x) z(x) = u(x) exp
eL/2 ,
p(
)d
2
4
2 a
that is,
|z (x) + (x)z(x)| eL/2
for all x I. Furthermore, in view of (1.3.11), we have
z(a) = 0 = z (a).
By Theorem 1.3.4, there exists a constant K > 0 and a function z0 C 2 (I, R)
such that
(
)
1
1
2
z0 (x) + q(x) p (x) p(x) z0 (x) = 0,
2
4
z0 (a) = 0 = z0 (a)
and
|z(x) z0 (x)| KeL/2
for any x I.
We now set
1
y0 (x) := z0 (x) exp
2
)
p( )d .
Moreover, since
(
y0 (x)
z0 (x) exp
p( )d
a
(
)
1
1 x
p(x)z0 (x) exp
p( )d
2
2 a
Alqifiary
and
(
y0 (x)
22
= z0 (x) exp
(
p(x)z0 (x) exp
p( )d
(
)
1 x
1
p( )d
p (x)z0 (x) exp
2
2 a
(
)
1
1 x
2
+ p(x) z0 (x) exp
p( )d ,
4
2 a
a
p( )d
a
we have
y0 (x) + p(x)y0 (x) + q(x)y0 (x)
)
(
)
(
(
)
1
1
1 x
2
p( )d
= z0 (x) + q(x) p (x) p(x) z0 (x) exp
2
4
2 a
=0
for any x I. Hence, y0 satisfies (1.3.5) along with the initial conditions in (1.3.7).
Finally, it follows that
)
(
)
(
x
x
1
1
|y(x) y0 (x)| = z(x) exp
p( )d z0 (x) exp
p( )d
2 a
2 a
(
)
x
1
= |z(x) z0 (x)| exp
p( )d
2 a
)
(
1 x
L/2
p( )d
Ke exp
2 a
KeL
for all x I.
k (x)
l(x)
y (x) +
y(x) = 0
k(x)
k(x)
(1.3.17)
(1.3.18)
y(a) = 0 = y (a)
(1.3.19)
Alqifiary
23
where y C 2 (I, R), k C 1 (I, R\{0}), l C(I, R), and < a < b < .
Given a closed interval I = [a, b], we set
(
)2
1 d k (x) 1 k (x)
l(x)
(x) :=
k(x) 2 dx k(x)
4 k(x)
for all x I.
Theorem 1.3.7. [29] Assume that there exists a constant L 0 with
x
k ( )
L
d L
a k( )
(1.3.20)
for any x I and max |(x)| < 8/(b a)2 . If a function y C 2 (I, R) satisfies
xI
the inequality
y (x) + k (x) y (x) + l(x) y(x) ,
k(x)
k(x)
(1.3.21)
u(x) := y (x) +
(1.3.22)
(1.3.23)
z (x) +
l(x)
1
1
1
k
(
)
d
k
(x)
k
(x)
z (x) +
d
z(x) = u(x) exp
k(x) 2 dx k(x)
4 k(x)
2
k( )
( x a
)
1
k ( )
exp
d
2 a k( )
eL/2 ,
Alqifiary
24
that is,
|z (x) + (x)z(x)| eL/2
for all x I. Moreover, it follows from (1.3.18) and (1.3.23) that
z(a) = 0 = z(b).
By Theorem 1.3.3, there exists a constant K > 0 and a function z0 C 2 (I, R)
such that
(
(
)2 )
l(x) 1 d k (x) 1 k (x)
z0 (x) +
z0 (x) = 0,
k(x) 2 dx k(x)
4 k(x)
z0 (a) = 0 = z0 (b)
and
|z(x) z0 (x)| KeL/2
for any x I.
We now set
1
y0 (x) := z0 (x) exp
2
Then, since
y0 (x)
and
z0 (x) exp
k ( )
d
k( )
)
k ( )
d .
k( )
(
)
1 k (x)
1 x k ( )
z0 (x) exp
d
2 k(x)
2 a k( )
y0 (x)
)
(
)
1 x k ( )
k (x)
1 x k ( )
d
z (x) exp
d
2 a k( )
k(x) 0
2 a k( )
(
)
(
)
1 k (x)
1 x k ( )
z0 (x) exp
d
2 k(x)
2 a k( )
(
)2
(
)
1 k (x)
1 x k ( )
+
z0 (x) exp
d ,
4 k(x)
2 a k( )
= z0 (x) exp
we have
k (x)
l(x)
y0 (x) +
y0 (x) +
y0 (x)
k(x)
k(x)
(
)
(
(
)
(
)2 )
)
(
l(x)
1 k (x)
1 k (x)
1 x k ( )
d
= z0 (x) +
z0 (x) exp
k(x) 2 k(x)
4 k(x)
2 a k( )
= 0.
Alqifiary
25
1 x k ( )
L/2
Ke exp
d
2 a k( )
KeL
for all x I.
constant L 0 for which the inequality (1.3.20) holds for all x I. If a function
y C 2 (I, R) satisfies the inequality (1.3.21) for all x I and for some 0
as well as the boundary conditions in (1.3.19), then there exist a constant K > 0
and a solution y0 C 2 (I, R) of the dierential equation (1.3.17) with the boundary
conditions in (1.3.19) such that
|y(x) y0 (x)| KeL
for any x I.
Now, we give the definition of superstability with initial and boundary conditions.
Definition 1.3.9. [18] Assume that for any function y C n [a, b], if y satisfies
the dierential inequality
(
)
f, y, y , . . . , y (n)
for all x [a, b] and for some 0 with initial(or boundary) conditions, then
either y is a solution of the dierential equation
(
)
f, y, y , . . . , y (n) = 0
(1.3.24)
Alqifiary
26
or |y(x)| K for any x [a, b], where K is a constant not depending on y explicitly. Then, we say that Eq.(1.3.24) has superstability with initial(or boundary)
conditions.
In the following theorem, we investigate the stability of dierential equation of
higher order in the form of
y (n) (x) + (x)y(x) = 0
(1.3.25)
(1.3.26)
n!
.
(ba)n
Proof. For every > 0, y C 2 [a, b], if y (n) (x) + (x)y(x) and y(a) =
y (n1) (a)
y (n) ()
(x a)n1 +
(x a)n .
(n 1)!
n!
(n)
y ()
(b a)n
n
|y(x)| =
(x a) max y (n) (x)
n!
n!
Thus
+
max |(x)| max |y(x)|.
n!
n!
Let =
(ba)n
n!
max |(x)|, K =
(ba)n
.
n!(1)
|y(x)| K.
Hence (1.3.25) has superstability with initial condtions (1.3.26).
(1.3.28)
where y C n (I, C), ai R(i = 0, 1, , n 1), I = [a, b], < a < b < +.
Alqifiary
27
1
}.
ba
If
|y (x) Cy(x)|
with y(a) = 0, then there exists a constant K > 0 such that
|y(x)| K.
Proof. Let y(x) = A(x)+iB(x), where i denotes imaginary unit and A(x), B(x)
C 1 (I, R). Since y(a) = 0, we have
A(a) = 0 and B(a) = 0;
By Taylor formula, we obtain
max |A(x)| (b a) max |A (x) CA(x)| + |C| (b a) max |A(x)|
(b a) max |y (x) Cy(x)| + |C| (b a) max |A(x)|
(b a) + |C| (b a) max |A(x)|
and
max |B(x)| (b a) + |C| (b a) max |B(x)| .
Since C {z C| |z| <
1
},
ba
Theorem 1.3.12. [19] If all the roots of the characteristic equation are in the disc
{z C||z| <
1
},
ba
Alqifiary
28
By an argument similar to the above and by induction, we can show that there
exists a constant K > 0 such that
|y(x)| K.
This completes the proof of our theorem.
Chapter 2
Generlaized Hyers-Ulam Stability
of Dierential Equations
2.1
Throughout this section, F will denote either the real field R or the complex field
C. A function f : (0, ) F is said to be of exponential order if there are
constants A, B R such that
|f (t)| AetB
for all t > 0. For each function f : (0, ) F of exponential order, we define the
Laplace transform of f by
F (s) =
f (t)est dt.
0
There exists a unique number < such that this integral converges
if (s) > and diverges if (s) < , where (s) denotes the real part of the
(complex) number s. The number is called the abscissa of convergence and
denoted by f . It is well known that |F (s)| 0 as (s) . Furthermore, f is
analytic on the open right half plane {s C : (s) > } and we have
d
F (s) =
test f (t)dt ((s) > ).
ds
0
The Laplace transform of f is sometimes denoted by L(f ). It is well known that
L is linear and one-to-one.
Alqifiary
30
Conversely, let f (t) be a continuous function whose Laplace transform F (s) has
the abscissa of convergence f , then the formula for the inverse Laplace transforms
yields
+iT
1
1
st
f (t) =
lim
F (s)e ds =
e(+iy)t F ( + iy)dy
2i T iT
2
for any real constant > f , where the first integral is taken along the vertical line
(s) = and converges as an improper Riemann integral and the second integral
is used as an alternative notation for the first integral (see [1]). Hence, we have
L(f )(s) =
f (t)est dt ((s) > f )
0
1
1
L (F )(t) =
e(+iy)t F ( + iy)dy ( > f ).
2
The convolution of two integrable functions f, g : (0, ) F is defined by
t
(f g)(t) :=
f (t x)g(x)dx.
0
k sk and Q(s) =
k=0
k sk , where m, n are
k=0
nonnegative integers with m < n and k , k are scalars. Then there exists an
infinitely dierentiable function g : (0, ) F such that
L(g) =
{
and
g (i) (0) =
Q(s)
P (s)
((s) > P )
m /n (for i = n m 1)
L(f )
P (s)
Alqifiary
31
Let F denote either R or C. In the following theorem, using the Laplace transform method, we investigate the generalized Hyers-Ulam stability of the linear
dierential equation of first order
y (t) + y(t) = f (t).
(2.1.1)
(2.1.2)
for all t > 0, then there exists a solution y : (0, ) F of the dierential
equation (2.1.1) such that
()t
|y(t) y (t)| e
e()x (x)dx
(2.1.6)
Alqifiary
32
for all t > 0, and it follows from the definition of convolution, (2.1.5), and (2.1.6)
that
|y(t) y (t)| = |(E z)(t)|
t
= E (t x)z(x)dx
0
t
(tx)
e
(x)dx
0
t
()t
e
e()x (x)dx
for all t > 0. (We remark that
an integrable function.)
t
0
(2.1.7)
for all t > 0 and for some positive real constant K. If a continuously dierentiable
function y : (0, ) F satisfies the inequality (2.1.2) for all t > 0, then there
exists a solution y : (0, ) F of the dierential equation (2.1.1) such that
|y(t) y (t)| K(t)
for any t > 0.
In the following remark, we show that there exists an integrable function :
(0, ) (0, ) satisfying the condition (2.1.7).
Remark 2.1.5. [30] Let be a constant in F with () > 1. If we define
(t) = Aet for all t > 0 and for some A > 0, then we have
t
t
()(xt)
e
(x)dx =
e()(xt) Aex dx
0
( t
)
1
Ae Ae()t
1 + ()
1
(t)
1 + ()
=
Alqifiary
33
Now, we apply the Laplace transform method to the proof of the generalized
Hyers-Ulam stability of the linear dierential equation of second order
y (t) + y (t) + y(t) = f (t).
(2.1.8)
Theorem 2.1.6. [30] Let and be constants in F such that there exist a, b F
with a + b = , ab = , and a = b. Assume that : (0, ) (0, ) is an
integrable function. If a twice continuously dierentiable function y : (0, ) F
satisfies the inequality
|y (t) + y (t) + y(t) f (t)| (t)
(2.1.9)
for all t > 0, then there exists a solution yc : (0, ) F of the dierential equation
(2.1.8) such that
e(a)t
|y(t) yc (t)|
|a b|
e
0
(a)x
e(b)t
(x)dx +
|a b|
e(b)x (x)dx
(2.1.12)
If we set
aeat bebt
+ [y(0) + y (0)]Ea,b (t) + (Ea,b f )(t),
yc (t) := y(0)
ab
where Ea,b (t) :=
eat ebt
,
ab
(2.1.13)
a2 eat b2 ebt
aeat bebt
d
= y(0)
+ [y(0) + y (0)]
+ (Ea,b f )(t),
ab
ab
dt
t
bt t
eat
e
(Ea,b f )(t) =
eax f (x)dx
ebx f (x)dx,
ab 0
ab 0
yc (t)
Alqifiary
34
we have
a 2 b2
ab
+ [y(0) + y (0)]
ab
ab
yc (0) = y(0)
(2.1.14)
Now, (2.1.11) and (2.1.14) imply that yc is a solution of (2.1.8). Applying (2.1.12)
and (2.1.14) and considering the facts that
L(z)
yc (0) = y(0), yc (0) = y (0), and L(Ea,b z) = (sa)(sb)
, we obtain
L(y) L(yc ) = L(Ea,b z) or equivalently, y(t) yc (t) = (Ea,b z)(t).
In view of (2.1.9), it holds that |z(t)| (t), and it follows from the definition of
the convolution that
|y(t) yc (t)| = |(Ea,b z)(t)|
t
t
e(a)t
e(b)t
(a)x
e
(x)dx +
e(b)x (x)dx
|a b| 0
|a b| 0
t
t
for any t > 0. We remark that 0 e(a)x (x)dx and 0 e(b)x (x)dx exist for any
t > 0 provided is an integrable function.
Corollary 2.1.7. [30] Let and be constants in F such that there exist a, b F
with a + b = , ab = , and a = b. Assume that : (0, ) (0, ) is an
integrable function for which there exists a positive real constant K with
t
( (a)(tx)
)
e
+ e(b)(tx) (x)dx K(t)
(2.1.15)
0
K
(t)
|a b|
Alqifiary
35
We now show that there exists an integrable function : (0, ) (0, ) which
satisfies the condition (2.1.15).
Remark 2.1.8. [30] Let and be constants in F such that there exist a, b F
with a + b = , ab = , (a) < 1, (b) < 1, and a = b. If we define (t) = Aet
for all t > 0 and for some A > 0, then we get
t
( (a)(tx)
)
e
+ e(b)(tx) (x)dx
0
t
( (a)(tx)
)
=
e
+ e(b)(tx) Aex dx
0
( t
)
( t
)
A
A
e e(a)t +
e e(b)t
1 (a)
1 (b)
)
(
1
1
+
(t)
1 (a) 1 (b)
=
(n)
(t) +
n1
(2.1.16)
k=0
(n)
k y (k) (t) f (t) (t)
y (t) +
(2.1.17)
k=0
for all t > 0, then there exist real constants M > 0 and g and a solution yc :
(0, ) F of the dierential equation (2.1.16) such that
t
|y(t) yc (t)| M
e(tx) (x)dx
0
Alqifiary
36
L y
(k)
= s L(y)
k
j=1
for any integer k > 0. Using this formula, we can prove that a function y0 :
(0, ) F is a solution of (2.1.16) if and only if
L(f ) =
=
k=0
n
k sk L(y0 )
k sk L(y0 )
k=0
= Pn,0 (s)L(y0 )
(j1)
skj y0
j=1
k=1
n
n
(j1)
k skj y0
j=1 k=j
n
(j1)
Pn,j (s)y0
(0)
(0)
(0),
(2.1.18)
j=1
k=j
(n)
(t) +
n1
(2.1.19)
k=0
j=1
Hence, we get
1
L(y)
Pn,0 (s)
j=1
)
Pn,j (s)y (j1) (0) + L(f )
L(z)
.
Pn,0 (s)
(2.1.20)
1
(j1)
Pn,j (s)y
(0) + L(f ) .
(2.1.21)
G(s) :=
Pn,0 (s) j=1
Alqifiary
37
f0 (0) = 0
(2.1.23)
k sk
Pn,j (s)
1
k=0
= j j
Pn,0 (s)
s
s Pn,0 (s)
(2.1.24)
for every s with (s) > max{0, P }. Applying Lemma 2.1.1 for the case of
j1
Q(s) =
k sk and P (s) = sj Pn,0 (s), we can find an infinitely dierentiable
k=0
j1
L(gj ) =
k=0
sj P
k sk
n,0 (s)
(2.1.25)
(k)
(2.1.26)
If we define
yc (t) :=
(2.1.27)
j=1
(2.1.28)
Alqifiary
38
for every i {0, 1, . . . , n 1}. Moreover, it follows from (2.1.21) to (2.1.28) that
L(yc ) =
j=1
n
)
1
L(f )
y
(0) j L(gj ) +
=
s
Pn,0 (s)
j=1
( n
)
1
Pn,j (s)y (j1) (0) + L(f )
=
Pn,0 (s) j=1
(j1)
(2.1.29)
1
Pn,0 (s)
(2.1.31)
1
Pn,0 (s)
1
=
2
e(+iy)t
1
dy
Pn,0 ( + iy)
e(tx)
dy
2
|Pn,0 ( + iy)|
1 (tx)
1
e
dy
2
|Pn,0 ( + iy)|
M e(tx)
for all > g , where
1
M=
2
1
dy < ,
|Pn,0 ( + iy)|
(2.1.32)
Alqifiary
39
because n is an integer larger than 1. By (2.1.17) and (2.1.19), it also holds that
|z(t)| (t) for all t > 0.
In view of (2.1.30), (2.1.31), and (2.1.32), we get
L(y) L(yc ) = L(g)L(z) = L(g z).
Consequently, we have y(t) yc (t) = (g z)(t) for any t > 0. Hence, it follows
from (2.1.17), (2.1.19), and (2.1.32) that
t
t
e(tx) (x)dx
|g(t x)||z(x)|dx M
|y(t) yc (t)| = |(g z)(t)|
0
for all t > 0 and for any real constant > g , which completes the proof.
for all t > 0. Moreover, assume that the constant g given in Theorem 2.1.9 is less
than . If an n times continuously dierentiable function y : (0, ) F satisfies
the inequality (2.1.17) for all t > 0, then there exist a real constants M > 0 and a
solution yc : (0, ) F of the dierential equation (2.1.16) such that
|y(t) yc (t)| KM (t)
for all t > 0.
Remark 2.1.11. [30] Assume that < 1. If we define (t) = Aet for all t > 0
and for some A > 0, then we get
t
t
(tx)
e
(x)dx =
e(tx) Aex dx =
0
)
1
A ( t
e et
(t)
1
1
Alqifiary
2.2
40
2.2.1
(2.2.1)
(2.2.2)
(2.2.3)
or |y(x)| (x) for any x [a, b], where : I [0, ) is a function not depending on y explicitly. Then, we say that Eq.(2.2.3) has generalized superstability
with initial(or boundary) conditions.
In this subsection, given the closed interval I = [a, b], we assume that : I
[0, ) and let M (p(x)) denote max [a,x] |p( )| for every p C(I, R).
Alqifiary
41
Theorem 2.2.2. [19] If |(x)| < n!/(b a)n for every x I, then Eq.(2.2.1) has
generalized superstability with initial conditions (2.2.2).
Proof. Suppose that a function y C n (I, R) satisfies the inequality
(n)
y (x) + (x)y(x) (x),
(2.2.4)
for all x I,
By Taylor formula, we have
y(x) = y(a) + y (a)(x a) + +
Therefore,
y (n1) (a)
y (n) ()
(x a)n1 +
(x a)n .
(n 1)!
n!
(n)
y ()
(x a)n
n
|y(x)| =
(x a) M(y (n) (x))
n!
n!
(
)
(x a)n
(n)
M (y(x)) M M(y (x))
n!
)
(
(
)
(x a)n
(n)
M M(y (x)) M
n!
n
(x a)
= M(y (n) (x))
n!
Thus
(x a)n
n!
) (x a)n
(x a)n ( (n)
M y (x) + (x)y(x) +
M |(x)| M(y(x))
n!
n!
(x a)n
(b a)n
M ((x)) +
max |(x)|M (y(x)) .
n!
n!
Let C1 = 1
(ba)n
n!
(x a)n
M ((x)) .
n!C1
In the following theorem, we investigate the generalized superstability of the differential equation
Alqifiary
42
y(a) = 0 = y (a),
(2.2.6)
where y C 2 [a, b], p C[a, b], q C 0 [a, b], < a < b < +.
Theorem 2.2.3. [19] If max{q(x) 12 p (x) p 4(x) } < 2/(b a)2 , then (2.2.5) has
generalized superstability with initial conditions (2.2.6).
Proof. Suppose that y C 2 [a, b] satisfies the inequality
y (x) + p(x)y (x) + q(x)y(x) (x).
Let
(2.2.7)
(2.2.8)
x
p( )d ).
(2.2.9)
x
p( )d ).
a
(x)exp(
1
2
p( )d )
a
(2.2.10)
It follows from Theorem 2.2.2 that there exists a constant C1 > 0 such that
x
n
1
(x a)
M (x)exp(
p( )d ) .
|z(x)|
n!C1
2
a
Alqifiary
43
(x a)
1
|y(x)|
M (x)exp(
n!C1
2
n
1
p( )d ) exp(
2
x
p( )d ).
a
2.2.2
Lemma 2.2.4. [24] Let y C n [a, b] and satisfies the initial conditions
(2.2.11)
y (n1) (a)
y (n) ()
(x a)n1 +
(x a)n .
(n 1)!
n!
y (x) + (x)y(x) = 0
(2.2.12)
y(a) = 0 = y(b)
(2.2.13)
y(a) = 0 = y (a)
(2.2.14)
where I = [a, b], y C 2 (I, R), C(I, R), < a < b < +.
Given the closed interval I and a function : I R, define a function f : I R
by
Alqifiary
44
(2.2.16)
for all x I, with boundary conditions (2.2.13) such that the function (2.2.15) is
increasing (decreasing) function then there exist a constant K > 0 and a solution
y0 C 2 (I, R) of the dierential equation (2.2.12) with boundary conditions (2.2.13)
such that
|y(x) y0 (x)| K(x)
(2.2.17)
for any x I.
Proof. We have by Lemma 1.3.1 that
max |y(x)|
Thus
(b a)2
max y (x) .
8
(b a)2
(b a)2
max y (x) + (x)y(x) +
max |(x)| max |y(x)|
8
8
(b a)2
(b a)2
(x) +
max |(x)| max |y(x)| .
8
8
max |y(x)|
C
Let C = (ba)
, K = 1C max|(x)|
. Obviously, y0 (x) = 0 is a solution of (2.2.12)
8
with boundary conditions (2.2.13) and
(2.2.18)
Alqifiary
45
(b a)2
max y (x) .
2
Thus
(b a)2
(b a)2
max y (x) + (x)y(x) +
max |(x)| max |y(x)|
2
2
(b a)2
(b a)2
(x) +
max |(x)| max |y(x)| .
2
2
max |y(x)|
C
Let C = (ba)
, K = 1C max|(x)|
. Obviously, y0 (x) = 0 is a solution of (2.2.12)
2
with initial conditions (2.2.14) and |y(x) y0 (x)| K (x).
In the following theorems investigate the Hyers-Ulam-Rassias stability of linear
dierential equation of nth - order
(2.2.19)
(2.2.21)
for all x I, with initial conditions (2.2.11) such that the function (2.2.20) is
increasing (decreasing) then there exist a solution y0 C n (I, R) of the dierential
equation (2.2.19) and a constant K > 0 such that
|y(x) y0 (x)| K(x)
for any x I.
(2.2.22)
Alqifiary
46
(b a)n
max |y n (x)| .
n!
Thus
(b a)n
(b a)n
max |y n (x) + (x)y(x)| +
max |(x)| max |y(x)|
n!
n!
(b a)n
(b a)n
(x) +
max |(x)| max |y(x)| .
n!
n!
max |y(x)|
C1
Let C1 = (ba)
, K = 1C1 max|(x)|
. Obviously, y0 (x) = 0 is a solution of (2.2.19)
n!
with initial conditions (2.2.11) and |y(x) y0 (x)| K (x).
Chapter 3
Hyers-Ulam Stability of System
of Dierential Equations
3.1
In this section, by applying the fixed point alternative method, we give a necessary
and sucient condition in order that the first order linear system of dierential
equations z(t)
+ A(t)z(t) + B(t) = 0 has the Hyers-Ulam-Rassias stability and
find Hyers-Ulam stability constant under those conditions. In addition to that, we
apply this result to a second order dierential equation
y(t) + f (t)y(t)
+ g(t)y(t) + h(t) = 0.
Also, we apply to dierential equations with constant coecient in the same sense
of proofs.
3.1.1
(3.1.1)
|zi (t)|, if there exists a real constant K > 0 such that for each solution s
i=1
Alqifiary
48
C 1 (I, Rn ) of inequality
z(t)
+ A(t)z(t) + B(t) (t)
there exists a solution z C 1 (I, Rn ) of equation (3.1.1) with
s(t) z(t) K(t)
, t I.
Definition 3.1.2. For a nonempty set X, a function d : X X [0, ] is called
a generalized metric on X if and only if d satisfies :
(i) d(x, y) = 0 if and only if x = y;
(ii) d(x, y) = d(y, x) for all x,y X ;
(iii) d(x, z) d(x, y) + d(y, z) for all x,y,z X.
Theorem 3.1.3. (The fixed point alternative) [15] Let (X, d) be a generalized
complete metric space. Assume that : X X is a strictly contractive operator
with Lipschitz constant L < 1. If there exists a nonnegative integer k such that
d(k+1 x, k x) < for some x X, then the followings are true :
(a) The sequence {n x} convergens to a fixed point x of ;
(b) x is the unique fixed point of in
{
}
X = y X/d(k x, y) < ;
(c) If y X , then d(y, x )
1
d(y, y).
1L
Lemma 3.1.4. [26] For given real numbers a and b with a < b, let I = [a, b] be a
closed interval and let be
X = {f : I Rn , is continuous f unction}, and d : X X [0,] a function is
defined as follows :
d(f, g) = inf{c [0, ]/ f (t) g(t) c(t) t I}
where (t) : I (0, ) is a continuous function, then d is a generalized metric
on X.
Proof. By definition of a function d, then for all f, g X
Alqifiary
49
>
=
Lemma 3.1.5. [26] For given real numbers a and b with a < b, let I = [a, b] be a
closed interval and let
X = {f : I Rn , is continuous function }, consider a generalized metric function
on X, d : X X [0,] which is defined as follows:
d(f, g) = inf{c [0, ]/ f (t) g(t) c(t) t I}
(3.1.2)
(3.1.3)
(3.1.4)
Alqifiary
3.1.2
50
We will prove the Hyers-Ulam-Rassias stability for the equation (3.1.1) on the
intervals I = [a, b), where < a < b .
Theorem 3.1.6. [26] Let A : I Rnn and B : I Rnn be continuous matrices
functions and let for a positive constant N , such that A(t) N for all t in I.
Assume that : I [o, ) is an integrable function with the property that there
exists P in (0, 1) such that
t
A(t1 ) (t1 )dt1 P (t)
(3.1.5)
(3.1.6)
for all t in I. Then there exists a unique solution s : I Rnn of the equation
(3.1.1) which verifies the following relation:
z(t) s(t)
P
(t)
N NP
(3.1.7)
Alqifiary
51
t
d(h1 , h2 )
P (t)d(h1 , h2 )t I.
Therefore,
d(T h1 (t) T h2 (t)) P d(h1 , h2 )
Thus, the operator T is a contraction with the constant P .
By integrating the both sides of the relation (3.1.6) on [a, t] we obtain
t
z(t) z(a) + (A(t1 )z(t1 ) + B(t1 ))dt1
P (t) f or all t I.
N
(3.1.8)
(3.1.9)
P
which means d(z, T z) N
(t) < . By the fixed point alternative theorem
(3.1.3) there exists an element s = lim T n z and s is a unique fixed point of T in
n
Alqifiary
52
In the same manner it is possible to proved the following theorem of the HyersUlam-Rassias stability of the equation (3.1.1) on the interval J = (b, a] , where
b < a < .
Theorem 3.1.7. [26] Let A : J Rnn and B : J Rnn be continuous matrices functions and let for a positive constant N , such that A(t) N for all
t J.
Assume that : J [o, ) is an integrable function with the property that there
exists P (0, 1)such that
t
A(t1 ) (t1 )dt1 P (t)
(3.1.10)
(3.1.11)
for all t J, then there exists a unique solution s : J Rnn of the equation
(3.1.1) which verifies the following relation:
z(t) s(t)
P
(t)
N NP
(3.1.12)
(3.1.13)
(3.1.14)
Alqifiary
53
for all t R, then there exists a unique solution s : R Rnn of the equation
(3.1.1) which verifies the following relation:
P
(t)
N NP
(3.1.15)
(3.1.16)
z(t) s(t)
for all t R and s(0) = z(0).
Proof. By relation (3.1.13) we have
t
0
for all t 0. Applying Theorem (3.1.6), there exists a solution of equation (3.1.1),
s1 : [0, ) Rnn , which verifies relations (3.1.7) and s1 (o) = z(o) . From
relation(3.1.13) we also obtain
o
A(t1 ) (t1 )dt1 P (t)
(3.1.17)
for all t 0. Applying Theorem (3.1.7), there exists a solution of equation (3.1.1),
s2 : (, 0] Rnn which verifies relation (3.1.12) and s2 (o) = z(o). It is easy
to check if the function
{
s1 (t), t 0
(3.1.18)
s(t) =
s2 (t), t < 0
is a continuously dierentiable function on R, a solution of equation (3.1.1) on R
and it verifies relation (3.1.15).
Corollary 3.1.9. [26] Let A = 0 be n n constant matrix and B : R Rnn
be n 1 a continuous matrix function (n 1 constant matrix ). Assume that
: R [o, ) is an integrable function with the property that there exists
P (0, 1) such that
t
(t1 ) P (t)
A
(3.1.19)
(3.1.20)
Alqifiary
54
for all t R, then there exists a unique solution s : R Rnn of the equation
z(t)
+ Az(t) + B(t) = 0 (z(t)
+ Az(t) + B = 0)
which verifies the following relation:
z(t) s(t)
P
(t)
A(1 P )
(3.1.21)
3.1.3
In this section we will prove the Hyers-Ulam-Rassias stability for the following
scallar equation
y(t) + f (t)y(t)
+ g(t)y(t) + h(t) = 0
(3.1.22)
In the same manner, at first we will prove the Hyers-Ulam-Rassias stability for the
equation (3.1.22) on the intervals I = [a, b) , where < a < b .
Theorem 3.1.10. [26] Let f, g, h : I R be continuous functions and let for a
positive constant 0 < N < 1,
|f (t)| + |g(t)| N for all t I. Assume that : I [o, ) is an integrable
function with property that there exists P (0, 1) such that
t
(1 + |f (t1 )| + |g(t1 )|)(t1 )dt1 P (t)
(3.1.23)
(3.1.24)
P
(t)
N (1 P )
(3.1.25)
Alqifiary
55
Proof. Let
= y(t), z2 (t)
[ z1 (t) ]
[ = z1 (t), z2 (t)
] = f (t)z
[ 2 (t) ] g(t)z1 (t).
z1 (t)
0
1
0
Let z(t) =
, A(t) =
, H(t) =
, then equation(3.1.22)
z2 (t)
g(t) f (t)
h(t)
transfer into
z(t)
+ A(t)z(t) + H(t) = 0
(3.1.26)
for all t I. By hypotheses ,since |f (t)| + |g(t)| N , then
A(t) = 1 + |f (t)| + |g(t)| N and by relation (3.1.23) we obtain
t
A(t) (t1 )dt1 P (t).
a
Now, let
[ a function
] [y satisfy
] the relation (3.1.24), since
z1 (t)
y(t)
z(t) =
=
and
z2 (t)
y(t)
[
] [
][
] [
]
y(t)
0
1
y(t)
0
z(t)
+ A(t)z(t) + H(t) =
+
+
y(t)
g(t) f (t)
y(t)
h(t)
[
]
y(t)
y(t)
=
y(t) + f (t)y(t)
+ g(t)y(t) + h(t)
Therefore,
z(t)
+ A(t)z(t) + H(t) = |
y (t) + f (t)y(t)
+ g(t)y(t)
] (t). Hence, by
[ + h(t)|
s1 (t)
of equation (3.1.26)
Theorem (3.1.6), there exists solution such s(t) =
s2 (t)
P
and s(a) = z(a) such that z(t) s(t) N (1P
(t) for all t I.
)
Therefore, there exists s1 (t) satisfying equation (3.1.22) and s1 (a) = y(a) such
that
P
|y(t) s1 (t)| N (1P
(t) for all t I.
)
In the same manner and by Theorem (3.1.7) we can prove the Hyers-Ulam-Rassias
stability for the equation (3.1.22) on the interval J = (b, a], where b < a <
.
Theorem 3.1.11. [26] Let f, g, h : J R be continuous functions and let for a
positive constant 0 < N < 1,
|f (t)| + |g(t)| N for all t J. Assume that : J [o, ) is an integrable
function with property that there exists P (0, 1) such that
a
(1 + |f (t1 )| + |g(t1 )|)(t1 )dt1 P (t)
(3.1.27)
(3.1.28)
Alqifiary
56
P
(t)
N (1 P )
(3.1.29)
t
(1 + |f (t1 )| + |g(t1 )|)(t1 )dt1 P (t)
(3.1.30)
(3.1.31)
P
(t)
N (1 P )
(3.1.32)
3.2
In 1961, the notion of practical stability was discussed in the monograph by Lasalle
and Lefschetz [17]. In which they point out that stability investigations may not assure practical stability and vice versa. For example an aircraft may oscillate around
a mathematically unstable path, yet its performance may be acceptable. Motivated
Alqifiary
57
by this, Weiss and Infante introduced the concept of finite time stability[20]. There
are many studies about the relation between types of stability, Lyapunov stability
and practical stability (see [17],[31],[2]). With these results in mind, in this section, we give a sucient condition in order that the first order nonlinear system of
dierential equations has Hyers-Ulam stability and Hyers-Ulam-Rassias stability.
In addition, we present the relation between practical stability and Hyers-Ulam
stability and also Hyers-Ulam-Rassias stability.
3.2.1
Let (B, .) be a Banach space (real or complex), and let J = [t0 , t0 + T ) for some
T > 0, t0 0. We consider two systems: a system
x = f (t, x) , t J,
(3.2.1)
(3.2.3)
Alqifiary
58
(3.2.4)
3.2.2
(3.2.5)
x0 = x(t0 ) Q0 ,
(3.2.6)
(3.2.7)
Q0 {x B : V (t0 , x) 1}
(3.2.8)
Alqifiary
59
Theorem 3.2.6. [27] Consider two systems: the system of dierential equation
(3.2.5), (3.2.6) and the system (3.2.2) . If equilibrium of (3.2.5) (at the origin) is
(Q0 , Q, 0 )-practically stable then the system (3.2.5), (3.2.6) is generalized HyersUlam stability.
Proof. Since Q is closed and bounded set then there exists real number M > 0
such that Q = {x : x M }.
Now, let x = f (t, x0 , t0 ) satisfying (3.2.3) for arbitrary (0, 0 ], then x satisfies
(3.2.2). Since the equilibrium of (3.2.5) is (Q0 , Q, 0 )-practically stable then x in
Q, that means that x M. Since M > 0 , > 0 then there exists s > 0 such
that M = s .
Hence, x s for all t J ,lim K() = lim s = 0 . Obviously ,w(t) = 0
0
(3.2.9)
x0 = x(t0 ) Q0 ,
(3.2.10)
Alqifiary
60
Proof. Since Q is closed and bounded set then there exists real number M > 0
such that Q = {x : x M }.
Now, let x = f (t, x0 , t0 ) satisfying (3.2.9), since (t) then x satisfies (3.2.2).
Since the equilibrium of (3.2.9) is (Q0 , Q, 0 )-practically stable then x in Q, that
mean that x M . Since M > 0, 1 > 0 then there exists K > 0 such that
M = K1 .
Then, x K1 for all t J ,hence x K(t) for all t J. Obviously,
w(t) = 0 satisfies the equation (3.2.9) and
x (t) w(t) K(t) , t J.
Hence, the equation (3.2.9) with initial condition (3.2.10) has generalized HyersUlam-Rassias stability.
Corollary 3.2.9. [27] For the system (3.2.9), (3.2.10) to be generalized HyersUlam stability it sucient that there exsist a continuous nonincreasing on the system (3.2.9) solutions Lyapunov function V (t, x) such that satisfies the conditions
(3.2.7) and (3.2.8).
Proof. Suppose that conditions (3.2.7), (3.2.8) are satisfied, then by lemma 3.2.5
the system (3.2.9), (3.2.10) is (Q0 , Q, 0 )-practically stable. Hence, by theorem
3.2.8 the system has generalized Hyers-Ulam-Rassias stability.
Theorem 3.2.10. [27] Let (B, .) be a Banach space (real or complex), and let
J = [t0 , t0 + T ) for some T > 0, t0 0. Consider two systems : a system
x = f (t, x) , t J,
(3.2.11)
x(t0 ) = 0 Q0 ,
(3.2.12)
(3.2.13)
Alqifiary
61
Proof.
Let > 0,
(0, 0 ] and
let x = f (t, x0 , t0 ), x0 Q0 be a so.
lution of (3.2.13), i.e.
x f (t, x )
. Since the system (3.2.11), (3.2.12)
has Hyers-Ulam stability
with constant
K > 0 then there exists y a solution
of (3.2.11), (3.2.12) with
x y
K. By uniqueness of solution then y=0.
Hence
x
K K0 . Thus the equilibrium of (3.2.11), (3.2.12) is (Q0 , Q, 0 )practically stable.
List of Papers
Published papers
(1) Qusuay.H. Alqifiary, S.M. Jung, On the Hyers-Ulam stability of dierential
equations of second order, Hindawi Publ. Corp. J. Abstract and Applied
Analysis , Article ID 483707(2014),8 pages.
(2) Qusuay.H. Alqifiary, S.M. Jung, Hyers-Ulam stability of second-order linear
dierential equations with boundary conditions, SYLWAN. , 158(5),(2014),289301 pages.
(3) Qusuay.H. Alqifiary, S.M. Jung, Laplace transform and generalized HyersUlam stability of linear dierential equations, Electronic Journal of Dierential Equations. 2014 (2014), no. 80, 1-11.
(4) Jinghao Huang,Qusuay.H. Alqifiary, Yongjin Li, Superstability of dierential
equations with boundary conditions, Electronic Journal of Dierential Equations. 2014 (2014), no. 215, 1-8.
(5) Qusuay.H. Alqifiary, Some properties of second order dierential equations,
Mathematica Moravica, Vol. 17-1 (2013), pp. 89-94.
(6) Qusuay.H. Alqifiary, Note on the stability for linear systems of dierential
equations, International Journal of Applied Mathematical Research, 3 (1)
(2014) pp.15-22.
(7) Qusuay.H. Alqifiary, J. Kneevi-Miljanovi, Note on the stability of system of
dierential equations x = f(t; x(t)), Gen. Math. Notes.,Vol. 20, No. 1,
January 2014, pp. 27-33.
Alqifiary
List of papers
63
Accepted papers
(1) Jinghao Huang,Qusuay.H. Alqifiary, Yongjin Li, On the generalized superstability of nth-order linear dierential equations with initial conditions, Publications de lInstitut Mathematique.
(2) Qusuay.H. Alqifiary, On Hyers-Ulam-Rassias stability of linear dierential
equations with boundary conditions, Southeast Asian Bulletin of Mathematics.
Bibliography
[1] B. Davies, Integral Transforms and Their Apllications, Springer, New York,
2001.
[2] B.N. Chakip, B.M. Walid and G. Germain, Finite time stability by solving
LMIs problem: Application on four tanks system, Int. Conference on Control,
Engineering and Information Technology, 1(2013), 1-6.
[3] C.Alsina and R.Ger, On some inequalities and stability results related to the
exponential function, J.of Inequal and Appl.. 2, (1998),373-380.
[4] D. G. Bourgin, Classes of transformations and bordering transformations,
Bull. Amer. Math. Soc. 57 (1951), 223237.
[5] D.H. Hyers, On the stability of the linear functional equation, Proc. Natl.
Soc. USA 27, pp. 222224, 1941.
[6] D.H. Hyers, G. Isac and Th.M. Rassias, Stability of Functional Equations in
Several Variables, Birkhauser, Boston, 1998.
[7] D. Popa, Hyers-Ulam-Rassias stability of a linear recurrence, J. Math. Anal.
Appl., 309(2005), 591-597.
[8] D. Popa and I. Rasa, On the Hyers-Ulam stability of the linear dierential
equation, J. Math. Anal. Appl. 381, pp. 530537, 2011.
[9] D. Popa and I. Rasa, Hyers-Ulam stability of the linear dierential operator
with non-constant coecients, Appl. Math. Comput. 219, pp. 15621568,
2012.
[10] D.S. Cimpean and D. Popa, On the stability of the linear dierential equation
of higher order with constant coecients, Appl. Math. Comput. 217, pp.
41414146, 2010.
Alqifiary
Bibliography
65
Alqifiary
Bibliography
66
Alqifiary
67
Bibliography
[36] S.-M. Jung, Hyers-Ulam stability of linear dierential equations of first order,
III, J. Math. Anal. Appl. 311, pp. 139146, 2005.
[37] S.-M. Jung, Hyers-Ulam stability of linear dierential equations of first order,
II, Appl. Math. Lett. 19, pp. 854858, 2006.
[38] S.-M. Jung, Hyers-Ulam-Rassias Stability of Functional Equations in Nonlinear Analysis, Springer, New York, 2011.
[39] S.-M. Jung, Hyers-Ulam stability of first order linear dierential equations
with constant coecients ,Math.Anal.Appl., 320 (2006),549-561.
[40] S.M. Ulam, Problems in Modern Mathematics, Chapter VI, Scince Editors,
Wiley, New York, 1960.
..
Alqifiary
68
Prilog 1.
Izjava o autorstvu
Potpisani Qusuay Hatim Eghaar Alqifiary
broj indeksa 2001/2011
Izjavljujem
da je doktorska disertacija pod naslovom
HYERS-ULAM STABILITY OF THE SOLUTIONS OF
DIFFERENTIAL EQUATIONS
drugih lica.
Potpis doktoranda
U Beogradu,
Alqifiary
69
Prilog 2.
Izjava o istovetnosti
stampane i elektronske
verzije doktorskog rada
Ime i prezime autora: Qusuay Hatim Eghaar Alqifiary
Broj indeksa: 2001/2011
Studijski program:
Naslov rada:
HYERS-ULAM STABILITY OF THE SOLUTIONS OF
DIFFERENTIAL EQUATIONS
Mentor: redovni Prof. dr. Julka Knezevic-Miljanovic
Potpisani Qusuay Hatim Eghaar Alqifiary
Alqifiary
70
Prilog 3.
Izjava o kori
s
cenju
Ovlascujem Univerzitetsku biblioteku Svetozar Markovic da u Digitalni repozitorijum Univerziteta u Beogradu unese moju doktorsku
disertaciju pod naslovom:
HYERS-ULAM STABILITY OF THE SOLUTIONS OF
DIFFERENTIAL EQUATIONS
koja je moje autorsko delo.
Disertaciju sa svim prilozima predao sam u elektronskom formatu
pogodnom za trajno arhiviranje.
Moju doktorsku disertaciju pohranjenu u Digitalni repozitorijum Univerziteta u Beogradu mogu da koriste svi koji postuju odredbe sadrzane
u odabranom tipu licence Kreativne zajednice (Creative Commons)
za koju sam se odlucio.
1. Autorstvo
2. Autorstvo - nekomercijalno
3. Autorstvo - nekomercijalno - bez prerade
4. Autorstvo - nekomercijalno - deliti pod istim uslovima
5. Autorstvo - bez prerade
6. Autorstvo - deliti pod istim uslovima
Alqifiary
71
Alqifiary
72
Alqifiary
73