Oscillation of Nonlinear Neutral Delay Differential Equations PDF
Oscillation of Nonlinear Neutral Delay Differential Equations PDF
Oscillation of Nonlinear Neutral Delay Differential Equations PDF
99 - 118
Website: http://jamc.net
1. Introduction
In this paper, we shall consider the first order nonlinear neutral delay differ-
ential equation
(x(t) − q(t)x(t − σ))0 + f (t, x(τ (t))) = 0, t ≥ t0 , (1)
where
q, τ ∈ C([t0 , ∞), R+ ), σ ∈ (0, ∞) τ (t) < t, lim τ (t) = ∞, (2)
t→∞
and
n Y
X i
1
−→ ∞ as n −→ ∞, (3)
i=1 j=1
q(tj )
Received October 10, 2005. Revised January 16, 2006. ∗ Corresponding author.
c 2006 Korean Society for Computational & Applied Mathematics and Korean SIGCAM.
99
100 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
Z∞ Z∞
f (t, ϕ (τ (t))) dt = ∞, f (t, −ϕ (τ (t))) dt = −∞.
t0 t0
which has been studied recently by Tang and Shen [32]. The oscillatory be-
havior of various other neutral delay differential equations have been investi-
gated by many authors. For contributions we refer the reader to the papers,
[1 − 3, 6 − 12, 14 − 27, 29 − 36], and references cited therein.
Also, in a recent papers Elabbasy and Saker [6], Kubiaczyk and Saker [17] and
their references obtained an infinite integral conditions for oscillation of the linear
neutral delay differential equation
0
(x (t) − q (t) x (t − σ)) + p (t) x (t − τ ) = 0,
Our aim in this paper is to extend the results in [7, 18] and provide some new
finite and infinite integral sufficient conditions for the oscillation of all solutions
of (1). Some examples that are illustrating our main results are given.
The following notations will be used throughout this paper,
δ (t) = max {τ (t) : t0 ≤ s ≤ t} and δ −1 (t) = min {s ≥ t0 : δ (s) = t} .
Clearly, δ and δ −1 are nondecreasing and satisfy
(A) δ (t) < t and δ −1 (t) > t,
(B) δ δ −1 (t) = t and δ −1 (δ (t)) ≤ t.
Let δ −k (t) be defined on [t0 , ∞) by
δ −(k+1) (t) = δ −1 δ −k (t) , k = 1, 2, ... (5)
Oscillation of solutions 101
2. Main results
Lemma 1. Assume that (2) , (3) and (4) hold, let x (t) be an eventually positive
solution of (1) and set
z (t) = x (t) − q (t) x (t − σ) . (6)
Then z (t) is eventually nonincreasing positive function.
0
Proof. From (1) , (4) , we have z (t) = −f (t, x (τ (t))) ≤ 0 eventually. We prove
that z (t) is a positive function. If not, then there exist T ≥ t0 and α < 0 such
that z (t) < α for t ≥ T. Then from (6) , we have
x (t) < α + q (t) x (t − σ) ,
which implies that
x (t + σ) < α + q (t + σ) x (t) .
Now we choose k such that tk = t∗ +kσ > T. Then x (tk+1 ) < α+q (tk+1 ) x (tk ) .
Applying this inequality by induction it gives
X n n−i
Y n
Y
x (tn ) < α 1 +
q (tn−j ) + q (ti ) x (tk ) .
i=k+2 j=0 i=k+1
and let
X
n Y
i
1
sn = .
i=1 j=1
q (tj )
102 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
Then
k+1
X Yi
qn 1
s∗n = = sn − q (tk+1 ) ...q (t1 ) → ∞ as n → ∞,
dn i=1 j=1
q (t j )
by condition (3). Using the last inequality, one can see that
x (tk )
x (tn ) < s∗n + αdn → −∞ as n → ∞,
α
and this contradicts the assumption that x (t) > 0. Then z (t) must be positive
function. The proof is complete.
Note that the proof of Lemma 1 is similar to that of Lemma 1 in [4] and we
state it here for the sake of completeness.
Lemma 2. Assume that (2) , (3), (4) and (H) hold, let x (t) be an eventually
positive solution of 1. Then x (t) and z (t) are convergent to zero monotonically
as t → ∞.
It follows from the assumption (H) (v) that lim z (t) = −∞, which contradicts
t→∞
that z(t) being positive. Then lim z (t) = 0. Since q (t) 6= 1, we have also
t→∞
lim x (t) = 0. Then the proof is complete.
t→∞
Oscillation of solutions 103
Lemma 3. Assume that (2) , (3), (4) and (H) hold. If x (t) is a nonoscillatory
solution of equation (1), there exist A > 0, ε > 0 and T ∈ (0, ∞) such that for
t≥T
Zt
1
|x (t)| ≤ A exp − p (s) ds + ε. (7)
2
T
Lemma 4. Assume that (2) , (3), (4) and (H) hold. If equation (1) has a
nonoscillatory solution, then eventually
Zt
p (s) ds ≤ 2 and pk (t) ≤ 2k , k = 1, 2, ... (8)
τ (t)
104 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
By the decreasing nature of z (t) for large t and the increasing nature of τ (t) ,
there exists T1 ≥ T such that
Zt
1
z (t) − z (τ (t)) + z (τ (t)) p (s) ds ≤ 0 for t ≥ T1 .
2
τ (t)
Then, we have
Zt
p (s) ds ≤ 2.
τ (t)
Then, we have
δ −1
Z (t)
p1 (t) = p (s) ds ≤ 2.
t
By iteration we deduce from this that
pk (t) ≤ 2k ,
which shows that (8) holds for t ≥ T1 . The proof of Lemma 4 is complete.
Lemma 5. Assume that (2) , (3), (4) and (H) hold, and that
Zt
lim inf p(s)ds > 0. (10)
t→∞
τ (t)
z (τ (t))
If x (t) is a nonoscillatory solution of equation (1) , then , which is well
z (t)
defined for large t, is bounded.
Proof. Let us suppose that x(t) is a nonoscillatory solution of equation (1) which
we shall assume to be eventually positive [if x(t) is eventually negative the proof
is similar]. By the same argument as in the proof of Lemma 3, there exists
T > 0, such that
x (τ (t)) ≥ x (t) > 0 for t ≥ T,
0 1
(x (t) − q (t) x (t − σ)) + p (t) x (τ (t)) ≤ 0,
2
and
0 1
z (t) + p (t) z (τ (t)) ≤ 0 for t ≥ T.
2
The rest of the proof is similar to that of Lemma 5 in [24] respectively, and hence
is omitted.
Remark 1. It is clear that every solution of (1) oscillates if (14) has no even-
tually positive solutions.
It is clear that there is a gap between (11) and (12) for the oscillation of all
solutions of (1) . The problem how to fill this gap for the equation (1) when the
limit
Zt
lim P (s) ds,
t→∞
τ (t)
does not exist needs to be considered. This problem has been cleared for the
linear Eq. (14) . Let the numbers k and l be defined by
Zt Zt
k = lim inf P (s)ds, l = lim sup P (s)ds, .
t→∞ t→∞
τ (t) τ (t)
1
0<k≤ , l < 1,
e
Oscillation of solutions 107
and λ is the smallest root of the equation λ = ekλ . Then Eq. (14) will be
oscillatory if either of the following conditions is satisfied:
ln λ + 1
(C1 ) l> , [18]
λ
√
1 − k − 1 − 2k − k 2
(C2 ) l >1− , [34]
2
√
1 + ln λ 1 − k − 1 − 2k − k 2
(C3 ) l> − , [14]
λ 2
2
(C4 ) l > 2k + − 1, [19]
λ
√
ln λ − 1 + 5 − 2λ + 2kλ
(C5 ) l> , [30]
λ
e−1 1 1
(C6 ) l> k+ − , [7]
e−2 λ1 e−2
Remark 2. Theorem 1 implies that Eq. (1) will also be oscillatory if either of
the conditions (C1 ) − (C6 ) is satisfied.
Theorem 2. Assume that (2) , (3), (4) , (10) and (H) hold, and suppose that
there exists a positive integer n such that
Z∞
p (t) ln (pn (t) + 1) dt = ∞. (15)
t0
Proof. Assume that (1) has a nonoscillatory solution x (t) which will be assumed
to be eventually positive (if x (t) is eventually negative the proof is similar). By
Lemma 2 and assumption (H), there exists t∗0 ≥ t0 such that
0 < x (t) ≤ x (δ (t)) ≤ x (τ (t)) < ε0 , g (x (τ (t))) < 1, t ≥ t∗0 , (16)
where ε0 is given by assumption (H). (16) and (H) yield that for t ≥ t∗0 ,
f (t, x (τ (t))) ≥ p (t) [1 − g (x (τ (t)))] x (τ (t)) ≥ p (t) [1 − g (x (τ (t)))] z (δ (t)) ,
(17)
and it follows from (1) that
z 0 (t) z (δ (t))
+ p (t) [1 − g (x (τ (t)))] ≤ 0, t ≥ t∗0 . (18)
z (t) z (t)
108 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
By Lemmas 1 − 5, there exist T > t2 , A > 0, ε > 0 and M > 0 such that for
t ≥ T,
τZ(t)
1
x (τ (t)) ≤ A exp − p (s) ds + ε, (19)
2
T
Zt Zt
p (s) ds ≤ p (s) ds ≤ 2, pk (t) ≤ 2k , k = 1, 2, ..., (20)
δ(t) τ (t)
z (δ (t)) z (τ (t))
≤ ≤ M. (21)
z (t) z (t)
Let tk = δ −k (T ) , k = 1, 2, ...Clearly tk → ∞ as k → ∞. Set
0
−z (t)
λ (t) = , t ≥ T.
z (t)
Then
Zt
z (δ (t))
= exp λ (s) ds, t ≥ t1 ,
z (t)
δ(t)
Zt Zt
1
≥ p (t) exp λ (s) ds − M p (t) g A1 exp − p (s) ds + ε ,
2
δ(t) T (23)
Set
Zt
1
α (t) = p (s) ds, t ≥ T, (25)
2
T
and
λ0 (t) = λ (t) , t ≥ T,
Zt
λk (t) = p (t) λk−1 (s) ds, t ≥ tk , k = 1, 2, ..., n, , (26)
δ(t)
and
G0 (t) = 0, t ≥ T,
Zt
Gk (t) = p (t) Gk−1 (s) ds .
δ(t) (27)
+ M p (t) g (A1 exp (−α (t)) + ε) , t ≥ tk , k = 1, 2, ..., n,
Clearly (10) implies that α (t) is nondecreasing on [T, ∞) and α (t) → ∞ as
t → ∞. By iteration we deduce from (24) that
λ (t) ≥ λk (t) − Gk (t) , t ≥ tk , k = 1, 2, ...n − 1, (28)
and so by (23) ,
Zt Zt
λ (t) ≥ p (t) exp λn−1 (s) ds exp − Gn−1 (s) ds − G1 (t) , t ≥ tn .
δ(t) δ(t)
(29)
Z
α(t)
= 2M g A1 e−u + ε du (31)
α(δ(t))
110 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
Z
α(t)
≤ 2M g A1 e−u + ε du.
α(t)−1
Z
α(t)
≤ 2M p (t) g A1 e−u + ε du, t ≥ t2 ,
α(t)−1
Zt
G3 (t) − G2 (t) = p (t) [G2 (s) − G1 (s)] ds
δ(t)
Zt Z
α(s)
≤ 2M p (t) p (s) g A1 e−u + ε duds
δ(t) α(s)−1
Z
α(t) Zv
= 4M p (t) g A1 e−u + ε dudv
α(δ(t))v−1
Z
α(t) Zv
≤ 4M p (t) g A1 e−u + ε dudv
α(t)−1v−1
Z
α(t)
≤ 4M p (t) g A1 e−u + ε du, t ≥ t3 .
α(t)−2
and so
n−1
X
Gn−1 (t) = [Gk (t) − Gk−1 (t)]
k=1
X
n−1
≤ G1 (t) + M p (t) (2e)k−1 (k − 2)! (32)
k=2
Oscillation of solutions 111
Z
α(t)
× g A1 e−u + ε du, t ≥ tn−1 .
α(t)−(k−1)
+G1 (t) , t ≥ tn .
One can easily see that
0 ≤ 1 − e−c ≤ c, c ≥ 0. (34)
Zt n−1
X k−1 Z
α(s)
−u
× G1 (s) + M p (s) (2) (k − 2)! g A1 e + ε du ds
δ(t) k=2 α(s)−(k−1)
Z
α(t)
n−1
≤ G1 (t) + 2M p (t) exp (2) ln M g A1 e−u + ε du
α(t)−1
112 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
+M p (t) exp (2)n−1 ln M
n−1
X Zt Z
α(s)
k−1
× (2) (k − 2)! p (s) g A1 e−u + ε duds (35)
k=2 δ(t) α(s)−(k−1)
n−1
X Z
α(t)
k−1
≤ G1 (t) + M1 p (t) (2) (k − 1)! g A1 e−u + ε du, t ≥ tn ,
k=1 α(t)−k
n−1
where M1 = 2M exp (2) ln M . Let T ∗ > tn be such that α (T ∗ ) > n +
ln A1 . It follows from (36) and (H) that
Z∞ Z∞ n−1
X Z∞ Z
α(t)
k−1
D (t) dt ≤ G1 (t) dt + M1 (2) (k − 1)! p (t) g A1 e−u dudt
T∗ T∗ k=1 T∗ α(t)−k
Z∞
≤ 2M g A1 e−u du
α(T ∗ )
n−1
X Z∞ Zv
k−1
+2M1 (2) (k − 1)! g A1 e−u dudv
k=1 α(T ∗ )v−k
Z∞ n−1
X Z∞
−u
k−1
≤ 2M g A1 e du + 2M1 (2) k! g A1 e−u du
k=1
α(T ∗ ) α(T ∗ )−(k+1)
Z∞ Z∞ n−1
X Z∞
−u
k−1
D (t) dt ≤ 2M g e du + 2M1 (2) k! g e−u du < ∞.
T∗ 0 k=1 0 (36)
Since
Zt Zt
p (t) exp λn−1 (s) ds exp − Gn−1 (s) ds − G1 (t)
δ(t) δ(t)
Zt
= p (t) exp λn−1 (s) ds − D (t) , t ≥ tn ,
δ(t)
Oscillation of solutions 113
or
Zt
1
λ (t) ≥ p (t) exp pn (t) λn−1 (s) ds − D (t) , t ≥ tn .
pn (t)
δ(t)
ln (γ + 1)
One can easily show that eγx ≥ x + for all x ≥ 0 and γ > 0, and so
γ
for t ≥ tn ,
Zt
pn (t) λ (t) − p (t) λn−1 (s) ds ≥ p (t) ln (pn (t) + 1) − pn (t) D (t) .
δ(t)
(38)
ZN ZN
≥ p (t) ln (pn (t) + 1) dt − pn (t) D (t) dt. (39)
T∗ T∗
Let
δ 1 (t) = δ (t) , δ k+1 (t) = δ δ k (t) , k = 1, 2, , ..., n.
Then by interchanging the order of integration, we have
ZN Zt Z )
δ(N δ −1
Z (t)
p (t) λn−1 (s) dsdt ≥ λn−1 (t) p (s) dsdt
T∗ δ(t) T∗ t
Z )
δ(N Zt
= p (t) p1 (t) λn−2 (s) dsdt
T∗ δ(t)
δ 2Z(N ) δ −1
Z (t)
≥ λn−2 (t) p (s) p1 (s) dsdt
T∗ t
114 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
δ 2Z(N ) Zt
= p (t) p2 (t) λn−3 (s) dsdt
T∗ δ(t)
..........
δ nZ(N )
or
ZN ZN
x (δ n (N ))
ln ≥ 2−n p (t) ln (pn (t) + 1) dt − D (t) dt. (41)
x (N )
T∗ T∗
Corollary 1. Assume that (2) , (3), (4) , and (H) hold, and that there exists a
positive integer n such that
lim inf pn (t) > 0.
t→∞
Z∞
p (t) ln (p1 (t) + 1) dt
0
t+1
Z∞ Z
≥ exp (sin t − 1) ln exp (sin s) ds dt
0 t
By Jensen’s inequality,
t+1
Z∞ Z Z∞ Z
t+1
is bounded and
Z2π
exp (sin t) sin tdt > 0.
0
Thus
Z∞
p (t) ln (p1 (t) + 1) dt = ∞.
0
Note that most of the results that has been given in [3, 11] required the
conditionthat 0 ≤ q (t) ≤ 1, which cannot be applied on (43) since q (t) =
5
2 + sin t > 1.
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Elmetwally M. Elabbasy received his BS (1973) from Mansoura University and MSC
(1977) from Ain Shams University Egypt. He got his Ph. D. (1980) from Wales, UK.
His subject interest is oscillation theory of differential and difference equations and their
applications and also the nonlinear dynamical systems. Now he is teaching in Department
of Mathematics, Mansoura University.
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, 35516,
Egypt
e-mail: [email protected]
118 Elmetwally M. Elabbasy, Taher S. Hassan and Samir H. Saker
Taher S. Hassan received his BS (1997) and MSC (2003) from Mansoura University,
Egypt. His subject interest is oscillation theory of functional differential equations. Now
he is teaching in Department of Mathematics, Mansoura University.
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, 35516,
Egypt
e-mail: [email protected]
Samir H. Saker received his BS (1993) and MSC (1997) from Mansoura University, Egypt
and he got his Ph. D. from Adam Mickiewiz University, Poland (2002). His research interest
focus on the oscillation theory of differential, difference equations and their applications
and oscillation of dynamic equations on time scales which unify the oscillation of differential
and difference equations. Now he is teaching in Department of Department of Mathematics,
Mansoura University.
Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, 35516,
Egypt
e-mail: [email protected]