A sufficient test for the stability of the trivial solution of a third-order differential equation with periodic coefficients
G. A. Los'
Submitted 1967-01-01 | RussiaRxiv: ru-196701.35966 | Translated from Russian

Abstract

This article considers a third-order differential equation:
$$x'''+P_1(t)x''+P_2(t)x'+P_3(t)x=0,$$
where $P_1(t)$ and $P_3(t)$ are $\omega$-periodic odd coefficients that are non-negative on the interval $[0,\omega/2]$, and $P_2(t)$ is an $\omega$-periodic even positive coefficient satisfying the condition $P_2(t)\ge\omega|P_3(t)|$. The functions $P_1(t)$, $P_2(t)$, and $P_3(t)$ are defined and continuous for all values of $t$.

For this equation, a sufficient stability criterion for the trivial solution is obtained in the following form:
$$\begin{cases} u'(\omega)\int_0^\omega P_2(t)\overset{+}u{}''(t)\,dt+\int_0^\omega P_3(t)\overset{+}u{}''[tu'(\omega)-\omega u'(t)+u(\omega)]\,dt<4, \ \int_0^\omega \overset{+}u{}''(t)[P_2(t)u'(t)+P_3(t)u(t)]\,dt<1, \end{cases}$$
where
$$u''(t)=\exp\biggl(-\int_0^t P_1(\tau)\,d\tau\biggr),\quad \overset{+}u{}''(t)=\exp\biggl(\int_0^t P_1(\tau)\,d\tau\biggr).$$
A specific example is considered, for which a stability region defined by the sufficient condition is constructed in the space of four parameters.

Bibliography: 3.

Full Text

Preamble

In this section, we consider the differential equation of the form:
$$\begin{aligned} x''' + P_1(t)x'' + P_2(t)x' + P_3(t)x = 0 \end{aligned}$$
where $x = x(t)$ and the coefficients $P_i(t)$ are periodic functions. Following the methodology established in \cite{1}, we analyze the fundamental system of solutions $x_1(t), x_2(t), x_3(t)$ satisfying the initial conditions $x_i^{(s-1)}(0) = \delta_{is}$ for $i, s = 1, 2, 3$.

We define the auxiliary functions $u(t)$, $u'(t)$, and $u''(t)$ as follows:
$$\begin{aligned} u''(t) &= \exp \left( -\int_0^t P_1(\tau) d\tau \right) \ u'(t) &= \int_0^t u''(\tau) d\tau \ u(t) &= \int_0^t u'(\tau) d\tau = \int_0^t dx \int_0^x \exp \left( -\int_0^{x_2} P_1(\tau_2) d\tau_2 \right) dx_1 \end{aligned}$$
Under the assumption that $\int_0^t P_1(\tau) d\tau > 0$, these functions characterize the growth and stability of the solutions.

2. Properties of the Integral Operators

Let $P(t)$ be a function defined on $[0, t]$. We assume $\phi(t) \geq 0$ and $P(t)\phi(t)dt > 0$ on the interval $[0, \infty)$. For $0 < \tau < t$, we define the kernel functions:
$$\begin{aligned} \Phi(\tau) = \tau u'(\tau) - u(\tau) > 0 \end{aligned}$$
Given that $u(0) = 0$ and $u'(0) = 0$, it follows from the monotonicity of $u''(\tau)$ that $\Phi(\tau)$ is strictly increasing. Furthermore, we establish the inequality:
$$\begin{aligned} u'(\tau)[u(t) - u(\tau)] > u'(\tau) - u(\tau) - t u'(\tau) + u(t) \end{aligned}$$
This relationship is critical for bounding the integral terms in the subsequent stability analysis.

3. Constraints on the Coefficients

We assume the following conditions on the coefficients $P_i(t)$ for $t \in [0, \infty)$:
- (a) $P_1(t)$ is such that $u''(t)$ is well-defined and integrable.
- (b) $P_2(t) > 0$ for $t < \omega/2$ and $P_2(t)$ remains bounded.
- (c) $P_3(t) < 0$ on specific sub-intervals, satisfying $P_2(t) + P_3(t)t > 0$.
- (d) $P_2(t)u'(t) + P_3(t)u(t) > 0$.

These conditions ensure that the operator $F_{ji}(t)$, defined by the iterative relation
$$\begin{aligned} F_{ji}(t) = P_2(t)x_{j,i-1}'(t) + P_3(t)x_{j,i-1}(t) \end{aligned}$$
remains positive, which is a sufficient condition for the non-oscillation of the solutions.

4. Stability and Periodicity

For a periodic system with period $\omega$, the solutions at $t + k\omega$ can be expressed via the values in the initial period $[0, \omega]$. Specifically, for $k = 0, 1, 2, \dots$:
$$\begin{aligned} u(k\omega + t) = u(k\omega) + u'(k\omega)t + u(t) \end{aligned}$$
The characteristic equation for the system is given by $\lambda^3 + A_1\lambda^2 + A_2\lambda + A_3 = 0$. As shown in \cite{1}, for stability, the coefficients must satisfy specific bounds related to the trace of the monodromy matrix. We define:
$$\begin{aligned} \Gamma = -[x_1(\omega) + x_2'(\omega) + x_3''(\omega)] \end{aligned}$$
If $-3 < \Gamma < 1$, the system exhibits stable behavior. The values of $x_{is}(\omega)$ are calculated using the integral representations:
$$\begin{aligned} x_{11}(\omega) = 1 + \int_0^\omega u''(\tau) F_{11}(\tau) [u'(\omega) - u'(\tau)] d\tau \end{aligned}$$
By applying the mean value theorem to the integral terms and utilizing the inequalities derived in Section 2, we can provide upper bounds for the solutions $x_{is}(t)$.

5. Numerical Example

Consider the third-order equation:
$$\begin{aligned} x''' + \mu \sin^2 t x'' + (\lambda^2 + \delta \cos 2t) x' + \eta \sin^3 2t x = 0 \end{aligned}$$
where $\mu, \gamma > 0$. For small values of the parameters $\mu, \lambda, \delta, \eta$, we can verify the stability conditions. Using the derived formulas:
$$\begin{aligned} u''(t) = \exp(-\mu \sin^2 t), \quad u'(t) = \int_0^t \exp(-\mu \sin^2 \tau) d\tau \end{aligned}$$
The stability region in the parameter space is determined by the condition $\Gamma(\mu, \lambda, \delta, \eta) < 1$. Numerical results indicate that for $\lambda^2 > |\delta|$, the system remains stable provided the damping coefficient $\mu$ is sufficiently large to satisfy the integral inequalities.

References

  1. Starzhinskii, V. M., Bulletin of Moscow State University, Mathematics and Mechanics Series, No. 6, pp. 818–825, 1959. (Received May 28, 1966).

Submission history

A sufficient test for the stability of the trivial solution of a third-order differential equation with periodic coefficients