Abstract
The content of the article is determined by the decisive role of a special exponent in the study of solutions to differential equations. The main result is contained in Theorem 1: If the operator $A(t)$ in equation \begin{equation}
\frac{dx}{dt}=A(t)x\tag{1}
\label{1}
\end{equation} is such that for some number $\eta>0$ there exists a sequence of numbers ${h_j}\to\infty$ as $j\to\infty$, such that in each segment of length $h_j$ there is at least one value $\tau_j$ for which \begin{gather}
\label{2}
|T_{\tau_j}A(t)-A(t)|\le\exp(-\eta h_j)\tag{2},\T_{\tau_j}A(t)=A(t+\tau_j),
\notag
\end{gather}, then the Lyapunov $\sigma_s$ and special $\sigma^*$ exponents of equation (1) coincide. Theorem 2 illustrates the application of the obtained results to the study of the uniform and asymptotic stability of the zero solution of a certain differential equation in a Hilbert space. Bibliography: 4 items.
Full Text
Preamble
In this section, we consider the linear differential equation in a Banach space $E$:
$$ \frac{dx(t)}{dt} = A(t)x(t), \quad t \in [0, +\infty) \quad \tag{0.1} $$
where $A(t)$ is a bounded linear operator such that $\sup_{t \ge 0} |A(t)| \le M$. Let $U(t, s)$ be the evolution operator (propagator) for equation (0.1), satisfying:
$$ \frac{dU(t, s)}{dt} = A(t)U(t, s), \quad U(s, s) = I \quad \tag{0.4} $$
As established in [1], the upper and lower Lyapunov exponents for the system (0.1) can be characterized by the growth rates of the norm of the evolution operator. Specifically, the upper exponent $\alpha^$ is defined as:
$$ \alpha^ = \lim_{t-s \to \infty} \frac{\ln |U(t, s)|}{t-s} \quad \tag{0.6} $$
where the limit is taken such that $0 \le s \le t < +\infty$. It is known that for any $\epsilon > 0$, there exists a constant $N_\epsilon$ such that $|U(t, s)| \le N_\epsilon \exp[(\alpha^* + \epsilon)(t-s)]$.
1. Stability and Growth Estimates
Let $\alpha_s$ denote the Bohl exponent. For any $\beta > 0$ and all $t > 0$, the following inequality holds:
$$ |U(t, 0)| \le N_\beta \exp[(\alpha_s + \beta)t] \quad \tag{1.1} $$
If we consider a solution $x(t)$ with initial condition $x_0 \in E$, we can analyze the behavior of the system in various domains $D$. Under the assumption that $\rho < 0$, the system exhibits stability. Furthermore, if there exists $A_0 > 0$ such that the conditions in (1.2) are satisfied for a non-empty set $D_1$, then according to the results in [1], we have the estimate:
$$ |U(t, s)| \le N \exp[(\alpha_s + \beta)(t-s)] \quad \tag{1.3} $$
where $N$ depends on the parameters of the operator $A(t)$. Conversely, for $s \in D_2$, the norm of the evolution operator satisfies the lower bound:
$$ |U(t, s)| \ge \exp[(\alpha_s + \rho)(t-s)] \quad \tag{1.4} $$
where $0 < \rho < \rho_0$.
2. Asymptotic Behavior and Perturbations
We assume that the operator $A(t)$ satisfies a condition of slow variation or regularity, such as:
$$ |T_{\chi_j} A(t) - A(t)| \le C \exp(-\gamma h_j) \quad \tag{2.1} $$
where $T_{\chi_j} A(t) = A(t + \chi_j)$. Under these conditions, we investigate the relationship between the spectral properties of $A(t)$ and the exponents of the system. If $\rho_0 = 0$ in (2.2), then for $t - s > T$, the evolution operator satisfies:
$$ |U(t, s)| \le \exp\left \alpha_s + \rho_0 + \epsilon \right \quad \tag{2.3} $$
As $j \to \infty$ and $t \to \infty$, we can show that for $t \in [l, l+L]$, the norm $|U(t, s)|$ is bounded from below by:
$$ |U(t, s)| \ge \exp\left \alpha_s + \beta_j - \epsilon \right \quad \tag{2.5} $$
By applying the translation operator $T_{\chi_j}$ and considering the identity (2.13):
$$ T_{\chi_j} U(t, s) - U(t, s) = \int_s^t U(t, \tau) [T_{\chi_j} A(\tau) - A(\tau)] T_{\chi_j} U(\tau, s) d\tau \quad \tag{2.13} $$
we can derive that the difference between the perturbed and original evolution operators vanishes asymptotically. Specifically, using the estimates (2.1) and (2.11), we obtain:
$$ \lim_{j \to \infty} |T_{\chi_j} U(t_j, \tau_j) - U(t_j, \tau_j)| \exp(-\alpha_s t_j) = 0 \quad \tag{2.15} $$
This implies that $\alpha_s = \alpha^*$, confirming that for operators satisfying the regularity condition (2.1), the Bohl and Lyapunov exponents coincide.
3. Numerical Ranges and Stability Criteria
Following the approach in [3], let us define the numerical range of the operator $A(t)$. Suppose there exist functions $\alpha(t)$ and $\rho(t)$ such that for all $\phi \in E$ with $|\phi| = 1$:
$$ \alpha(t) \le \text{Re}(A(t)\phi, \phi) \le \rho(t) \quad \tag{3.2} $$
Then for any solution $x(t)$ of (3.1), the growth is constrained by:
$$ \lim_{t \to \infty} \frac{1}{t} \int_0^t \alpha(s) ds \le \lim_{t \to \infty} \frac{\ln |x(t)|}{t} \le \lim_{t \to \infty} \frac{1}{t} \int_0^t \rho(s) ds \quad \tag{MATH_0003} $$
If the condition $\int_0^\infty \rho(s) ds < 0$ is satisfied, the system (3.1) is asymptotically stable. In the context of the class $Z(\nu, N)$ defined in [1], the system is exponentially stable if there exist constants $N$ and $\nu > 0$ such that:
$$ |x(t)| \le N \exp[-\nu(t-s)] |x(s)| $$
This stability is closely linked to the property $\alpha^* = \alpha_s$ under the perturbation conditions discussed above.
References
- Krein, S. G., Linear Differential Equations in Banach Space, Nauka, Moscow, 1967.
- Bylov, B. F., Vinograd, R. E., Grobman, D. M., Nemytskii, V. V., Theory of Lyapunov Exponents, Nauka, Moscow, 1966.
- Daletskii, Yu. L., Krein, M. G., Stability of Solutions of Differential Equations in Banach Space, Nauka, Moscow, 1970.
- Riesz, F., Sz.-Nagy, B., Functional Analysis, Ungar, New York, 1955.