Oscillation of second order quasilinear neutral delay differential equations

In this paper, by employing Riccati transformation technique, some new sufficient conditions for the oscillation criteria are given for the second order quasilinear neutral delay differential equations with delayed argument in the form $$\bigl(r(t)\bigl|z'(t)\bigr|^{\alpha-1}z'(t)\bigr)'+q(t)f\bigl(x\bigl(\sigma(t)\bigr)\bigr)=0,\quad t\geq t_0,$$ where z(t)=x(t)?p(t)x(??(t)), 0??p(t)??p<1, lim _t???? p(t)=p ₁<1, q(t)>0, ??>0. Two examples are considered to illustrate the main results.     

A necessary and sufficient condition for the global asymptotic stability of damped half-linear oscillators

We are concerned with the global asymptotic stability of the equilibrium of the half-linear differential equation with a damped term $$\left(\phi_p(x')\right)' + h(t)\phi_p(x') + (p-1)\phi_p(x) = 0. $$ A necessary and sufficient growth condition on h(t) is obtained by using the generalized Prüfer transformation and the generalized Riccati transformation. Equivalent planar systems to the above-mentioned equation are also considered in the proof of our main result.     

Oscillation of even order advanced type dynamic equations with mixed nonlinearities on time scales

This paper is concerned with the oscillatory properties of even order advanced type dynamic equation with mixed nonlinearities of the form $$\bigl[r(t)\varPhi_\alpha\bigl(x^{\Delta^{n-1}}(t) \bigr) \bigr]^\Delta+ p(t)\varPhi_\alpha\bigl(x\bigl(\delta(t)\bigr) \bigr) +\sum_{i=1}^kp_i(t) \varPhi_{\alpha_i} \bigl(x\bigl(\delta(t)\bigr) \bigr)=0 $$ on an arbitrary time scale $\mathbb{T}$ , where Φ _?(u)=|u|^??1 u. We present some new oscillation criteria for the equation by introducing parameter functions, establishing a new lemma, using a Hardy-Littlewood-Pólya inequality and an arithmetic-geometric mean inequality and developing a generalized Riccati technique. Our results extend and supplement some known results in the literature. Several examples are given to illustrate our main results.     

Eigenvalue problem for finite difference equations with p-Laplacian

In this paper, we consider a discrete four-point boundary value problem $$\triangle\bigl(\phi_p\bigl(\triangle u(k-1)\bigr)\bigr)+ \lambda e(k)f\bigl(u(k)\bigr)=0,\quad k\in N(1,T),$$ subject to boundary conditions $$\triangle u(0)-\alpha u(l_{1})=0,\qquad\triangle u(T)+\beta u(l_{2})=0,$$ by a simple application of a fixed point theorem. If e(k),f(u(k)) are nonnegative, the solutions of the above problem may not be nonnegative, this is the main difficulty for us to study positive solution of this problem. In this paper, we give restrictive conditions ??l ₁??1, ??(T+1?l ₂)??1 to guarantee the solutions of this problem are nonnegative, if it has, under the conditions e(k),f(u(k)) are nonnegative. We first construct a new operator equation which is equivalent to the problem and provide sufficient conditions for the nonexistence and existence of at least one or two positive solutions. In doing so, the usual restrictions $f_{0}=\lim_{u\rightarrow 0^{+}}\frac{f(u)}{\phi_{p}(u)}$ and $f_{\infty}=\lim_{u\rightarrow\infty}\frac{f(u)}{\phi_{p}(u)}$ exist are removed.     

Weak real integral characterizations for exponential stability of semigroups in reflexive spaces

Let (t _n ) be a sequence of nonnegative real numbers tending to ∞, such that 1≤t _n+1?t _n ≤α for all natural numbers n and some positive α. We prove that a strongly continuous semigroup {T(t)} _t≥0, acting on a Hilbert space H, is uniformly exponentially stable if $$\sum_{n=0}^\infty\varphi\bigl(\bigl|\bigl\langle T(t_n)x, y\bigr\rangle\bigr|\bigr)<\infty, $$ for all unit vectors x, y in H. We obtain the same conclusion under the assumption that the inequality $$\sum_{n=0}^\infty\varphi\bigl(\bigl|\bigl\langle T(t_n)x, x^\ast\bigr\rangle\bigr|\bigr)<\infty, $$ is fulfilled for all unit vectors x∈X and x ^?∈X ^?, X being a reflexive Banach space. These results are stated for functions φ belonging to a special class of functions, such as defined in the second section of this paper. We conclude our paper with a Rolewicz’s type result in the continuous case on Hilbert spaces.     

Existence of triple symmetric positive solutions for four-point boundary-value problem with one-dimensional p-Laplacian

In this paper, we consider the four-point boundary value problem for one-dimensional p-Laplacian $$\bigl(\phi_{p}(u'(t))\bigr)'+q(t)f\bigl(t,u(t),u'(t)\bigr)=0,\quad t\in(0,1),$$ subject to the boundary conditions $$u(0)-\beta u'(\xi)=0,\qquad u(1)+\beta u'(\eta)=0,$$ where φ _p (s)=|s| ^p?2 s. Using a fixed point theorem due to Avery and Peterson, we study the existence of at least three symmetric positive solutions to the above boundary value problem. The interesting point is the nonlinear term f is involved with the first-order derivative explicitly.     

Comparison and oscillatory behavior for certain second order nonlinear dynamic equations

We present some new necessary and sufficient conditions for the oscillation of second order nonlinear dynamic equation $$\bigl(a\bigl(x^{\Delta }\bigr)^{\alpha }\bigr)^{\Delta }(t)+q(t)x^{\beta }(t)=0$$ on an arbitrary time scale $\mathbb{T}$ , where α and β are ratios of positive odd integers, a and q are positive rd-continuous functions on $\mathbb{T}$ . Comparison results with the inequality $$\bigl(a\bigl(x^{\Delta }\bigr)^{\alpha }\bigr)^{\Delta }(t)+q(t)x^{\beta }(t)\leqslant 0\quad (\geqslant 0)$$ are established and application to neutral equations of the form $$\bigl(a(t)\bigl(\bigl[x(t)+p(t)x[\tau (t)]\bigr]^{\Delta }\bigr)^{\alpha }\bigr)^{\Delta }+q(t)x^{\beta }\bigl[g(t)\bigr]=0$$ are investigated.     

Asymptotic stability of a pendulum with quadratic damping

The equation considered in this paper is $$x'' + h(t)\:x'|x'| + \omega^2\sin x = 0,$$ where h(t) is continuous and nonnegative for \({t \geq 0}\) and ω is a positive real number. This may be regarded as an equation of motion of an underwater pendulum. The damping force is proportional to the square of the velocity. The primary purpose is to establish necessary and sufficient conditions on the time-varying coefficient h(t) for the origin to be asymptotically stable. The phase plane analysis concerning the positive orbits of an equivalent planar system to the above-mentioned equation is used to obtain the main results. In addition, solutions of the system are compared with a particular solution of the first-order nonlinear differential equation $$u' + h(t)u|u| + 1 = 0.$$ Some examples are also included to illustrate our results. Finally, the present results are extended to be applied to an equation with a nonnegative real-power damping force.     

Approximate Controllability of Second-Order Stochastic Distributed Implicit Functional Differential Systems with Infinite Delay

In this paper, sufficient conditions for the approximate controllability of the following stochastic semilinear abstract functional differential equations with infinite delay are established $$\begin{array}{@{}l@{}}d\bigl[x^{\prime}(t)-g(t,x_{t})\bigr]=\bigl[Ax(t)+f(t,x_{t})+Bu(t)\bigr]dt+G(t,x_{t})dW(t),\\\noalign{\vskip3pt}\quad \mbox{a.e on}\ t\in J:=[0,b],\\\noalign{\vskip3pt}x_{0}=\varphi\in {\mathfrak{B}},\\\noalign{\vskip3pt}x^{\prime}(0)=\psi \in H,\end{array}$$ where the state x(t)∈H,x _t belongs to phase space ${\mathfrak{B}}$ and the control u(t)∈L ₂ ^? (J,U), in which H,U are separable Hilbert spaces and d is the stochastic differentiation. The results are worked out based on the comparison of the associated linear systems. An application to the stochastic nonlinear wave equation with infinite delay is given.     

On the Uniqueness of the Kendall Generalized Convolution

Kendall (Foundations of a theory of random sets, in Harding, E.F., Kendall, D.G. (eds.), pp. 322?C376, Willey, New York, 1974) showed that the operation $\diamond_{1}\colon \mathcal{P}_{+}^{2}\rightarrow \mathcal{P}_{+}$ given by $$\delta_x\diamond_1\delta_1=x\pi_2+(1-x)\delta_1,$$ where x??[0,1] and ?? _?? is the Pareto distribution with the density function ?? s ^????1 on the set [1,??), defines a generalized convolution on ?₊. Kucharczak and Urbanik (Quasi-stable functions, Bull. Pol. Acad. Sci., Math. 22(3):263?C268, 1974) noticed that also the following operation $$\delta_x\diamond_{\alpha}\delta_1=x^{\alpha}\pi_{2\alpha}+\bigl(1-x^{\alpha}\bigr)\delta_1$$ defines generalized convolutions on ?₊. In this paper, we show that ? _?? convolutions are the only possible convolutions defined by the convex linear combination of two fixed measures. To be precise, we show that if ? :?²??? is a generalized convolution defined by $$\delta_x\diamond \delta_1=p(x)\lambda_1+\bigl(1-p(x)\bigr)\lambda_2,$$ for some fixed probability measures ?? ₁,?? ₂ and some continuous function p :[0,1]??[0,1], p(0)=0=1?p(1), then there exists an ??>0 such that p(x)=x ^?? , ?=? _?? , ?? ₁=?? _2?? and ?? ₂=?? ₁. We present a similar result also for the corresponding weak generalized convolution.     

A sharp equivalence between H ∞ functional calculus and square function estimates

Let (T _t ) _{t?≥ 0} be a bounded analytic semigroup on L ^p (Ω), with 1?<?p?<?∞. Let ?A denote its infinitesimal generator. It is known that if A and A ^* both satisfy square function estimates ${\bigl\|\bigl(\int_{0}^{\infty} \vert A^{\frac{1}{2}} T_t(x)\vert^2 {\rm d}t \bigr)^{\frac{1}{2}}\bigr\|_{L^p} \lesssim \|x\|_{L^p}}$ and ${\bigl\|\bigl(\int_{0}^{\infty} \vert A^{*\frac{1}{2}} T_t^*(y) \vert^2 {\rm d}t \bigr)^{\frac{1}{2}}\bigr\|_{L^{p^\prime}} \lesssim \|y\|_{L^{p^\prime}}}$ for ${x\in L^p(\Omega)}$ and ${y\in L^{p^\prime}(\Omega)}$ , then A admits a bounded ${H^{\infty}(\Sigma_\theta)}$ functional calculus for any ${\theta>\frac{\pi}{2}}$ . We show that this actually holds true for some ${\theta<\frac{\pi}{2}}$ .     

Positive solutions to singular semipositone boundary value problems of second order coupled differential systems

We establish the existence of positive solutions for the second order singular semipositone coupled Dirichlet systems $$\left\{ \begin{aligned} &x{''} +f_1 \bigl(t,y(t)\bigr)+e_1(t)=0, \\ &y{''} +f_2\bigl(t,x(t) \bigr)+e_2(t)=0, \\ &x(0)=x(1)=0,\qquad y(0)=y(1)=0. \end{aligned} \right. $$ The proof relies on Schauder’s fixed point theorem.     

Uniform Estimates of Solutions of a Nonlinear Third-Order Differential Equation

One considers the differential equation $$y{\prime\prime\prime}(x) + p\bigl(x, y(x), y{\prime}(x), y{\prime\prime}(x)\bigr) |y(x)|^{k-1} y(x) = 0,$$ where k?>?1, the function p(x, y ₀ , y ₁ , y ₂) is continuous and satisfies the inequalities $$ 0 < p_* \le p(x, y_0, y_1, y_2) \le p^* < \infty,$$ as well as the Lipschitz condition with respect to the last three arguments. Uniform estimates are obtained for the moduli of the solutions with a common domain.     

On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-identically Distributed Entries

In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in Pizzo et al. (arXiv:1103.1170) to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type conditions for the fourth moments are satisfied. In addition, we relax our conditions on the test functions and require that for some s>3 $$\int_{\mathbb{R}} \bigl(1+ 2|k|\bigr)^{2s} \bigl|\hat{f}(k)\bigr|^2 \,dk <\infty.$$      

Conditionally oscillatory half-linear differential equations

We consider a nonoscillatory half-linear second order differential equation (*) $$ (r(t)\Phi (x'))' + c(t)\Phi (x) = 0,\Phi (x) = \left| x \right|^{p - 2} x,p > 1, $$ and suppose that we know its solution h. Using this solution we construct a function d such that the equation (**) $$ (r(t)\Phi (x'))' + [c(t) + \lambda d(t)]\Phi (x) = 0 $$ is conditionally oscillatory. Then we study oscillations of the perturbed equation (**). The obtained (non)oscillation criteria extend existing results for perturbed half-linear Euler and Euler-Weber equations.     

An Integral Test on Time-Dependent Local Extinction for Super-coalescing Brownian Motion with Lebesgue Initial Measure

This paper concerns the almost sure time-dependent local extinction behavior for super-coalescing Brownian motion X with (1+β)-stable branching and Lebesgue initial measure on ?. We first give a representation of X using excursions of a continuous-state branching process and Arratia’s coalescing Brownian flow. For any nonnegative, nondecreasing, and right-continuous function g, let $$\tau:=\sup\bigl\{t\geq0: X_t\bigl(\bigl[-g(t),g(t)\bigr]\bigr )>0 \bigr \}.$$ We prove that ?{τ=∞}=0 or 1 according as the integral $\int_{1}^{\infty}\! g(t)t^{-1-1/\beta} dt$ is finite or infinite.     

Central Limit Theorems for Super Ornstein-Uhlenbeck Processes

Suppose that X={X _t :t≥0} is a supercritical super Ornstein-Uhlenbeck process, that is, a superprocess with an Ornstein-Uhlenbeck process on $\mathbb{R}^{d}$ corresponding to $L=\frac{1}{2}\sigma^{2}\Delta-b x\cdot\nabla$ as its underlying spatial motion and with branching mechanism ψ(λ)=?αλ+βλ ²+∫_(0,+∞)(e ^?λx ?1+λx)n(dx), where α=?ψ′(0+)>0, β≥0, and n is a measure on (0,∞) such that ∫_(0,+∞) x ² n(dx)<+∞. Let $\mathbb{P} _{\mu}$ be the law of X with initial measure μ. Then the process W _t =e ^?αt ∥X _t ∥ is a positive $\mathbb{P} _{\mu}$ -martingale. Therefore there is W _∞ such that W _t →W _∞, $\mathbb{P} _{\mu}$ -a.s. as t→∞. In this paper we establish some spatial central limit theorems for X. Let $\mathcal{P}$ denote the function class $$ \mathcal{P}:=\bigl\{f\in C\bigl(\mathbb{R}^d\bigr): \mbox{there exists } k\in\mathbb{N} \mbox{ such that }|f(x)|/\|x\|^k\to 0 \mbox{ as }\|x\|\to\infty \bigr\}. $$ For each $f\in\mathcal{P}$ we define an integer γ(f) in term of the spectral decomposition of f. In the small branching rate case α<2γ(f)b, we prove that there is constant $\sigma_{f}^{2}\in (0,\infty)$ such that, conditioned on no-extinction, $$\begin{aligned} \biggl(e^{-\alpha t}\|X_t\|, ~\frac{\langle f , X_t\rangle}{\sqrt{\|X_t\|}} \biggr) \stackrel{d}{\rightarrow}\bigl(W^*,~G_1(f)\bigr), \quad t\to\infty, \end{aligned}$$ where W ^? has the same distribution as W _∞ conditioned on no-extinction and $G_{1}(f)\sim \mathcal{N}(0,\sigma_{f}^{2})$ . Moreover, W ^? and G ₁(f) are independent. In the critical rate case α=2γ(f)b, we prove that there is constant $\rho_{f}^{2}\in (0,\infty)$ such that, conditioned on no-extinction, $$\begin{aligned} \biggl(e^{-\alpha t}\|X_t\|, ~\frac{\langle f , X_t\rangle}{t^{1/2}\sqrt{\|X_t\|}} \biggr) \stackrel{d}{\rightarrow}\bigl(W^*,~G_2(f)\bigr), \quad t\to\infty, \end{aligned}$$ where W ^? has the same distribution as W _∞ conditioned on no-extinction and $G_{2}(f)\sim \mathcal{N}(0, \rho_{f}^{2})$ . Moreover W ^? and G ₂(f) are independent. We also establish two central limit theorems in the large branching rate case α>2γ(f)b. Our central limit theorems in the small and critical branching rate cases sharpen the corresponding results in the recent preprint of Mi?o? in that our limit normal random variables are non-degenerate. Our central limit theorems in the large branching rate case have no counterparts in the recent preprint of Mi?o?. The main ideas for proving the central limit theorems are inspired by the arguments in K. Athreya’s 3 papers on central limit theorems for continuous time multi-type branching processes published in the late 1960’s and early 1970’s.     

On the asymptotic behavior of the solutions of semilinear nonautonomous equations

We consider nonautonomous semilinear evolution equations of the form $$\frac{dx}{dt}= A(t)x+f(t,x) . $$ Here A(t) is a (possibly unbounded) linear operator acting on a real or complex Banach space $\mathbb{X}$ and $f: \mathbb{R}\times\mathbb {X}\to\mathbb{X}$ is a (possibly nonlinear) continuous function. We assume that the linear equation (1) is well-posed (i.e. there exists a continuous linear evolution family {U(t,s)}_(t,s)∈Δ such that for every s∈?₊ and x∈D(A(s)), the function x(t)=U(t,s)x is the uniquely determined solution of Eq. (1) satisfying x(s)=x). Then we can consider the mild solution of the semilinear equation (2) (defined on some interval [s,s+δ),δ>0) as being the solution of the integral equation $$x(t) = U(t, s)x + \int_s^t U(t, \tau)f\bigl(\tau, x(\tau)\bigr) d\tau,\quad t\geq s . $$ Furthermore, if we assume also that the nonlinear function f(t,x) is jointly continuous with respect to t and x and Lipschitz continuous with respect to x (uniformly in t∈?₊, and f(t,0)=0 for all t∈?₊) we can generate a (nonlinear) evolution family {X(t,s)}_(t,s)∈Δ , in the sense that the map $t\mapsto X(t,s)x:[s,\infty)\to\mathbb{X}$ is the unique solution of Eq. (4), for every $x\in\mathbb{X}$ and s∈?₊. Considering the Green’s operator $(\mathbb{G}{f})(t)=\int_{0}^{t} X(t,s)f(s)ds$ we prove that if the following conditions hold

• the map $\mathbb{G}{f}$ lies in $L^{q}(\mathbb{R}_{+},\mathbb{X})$ for all $f\in L^{p}(\mathbb{R}_{+},\mathbb{X})$ , and
• $\mathbb{G}:L^{p}(\mathbb{R}_{+},\mathbb{X})\to L^{q}(\mathbb {R}_{+},\mathbb{X})$ is Lipschitz continuous, i.e. there exists K>0 such that $$\|\mathbb{G} {f}-\mathbb{G} {g}\|_{q} \leq K\|f-g\|_{p} , \quad\mbox{for all}\ f,g\in L^p(\mathbb{R}_+,\mathbb{X}) , $$

then the above mild solution will have an exponential decay.     

Stability in nonlinear neutral integro-differential equations with variable delay using fixed point theory

The nonlinear neutral integro-differential equation $$\frac{d}{dt}x ( t ) =-\int_{t-\tau ( t ) }^{t}a ( t,s ) g \bigl( x ( s ) \bigr) ds+\frac{d}{dt}G \bigl( t,x \bigl( t-\tau ( t ) \bigr) \bigr) , $$ with variable delay τ(t)≥0 is investigated. We find suitable conditions for τ, a, g and G so that for a given continuous initial function ψ a mapping P for the above equation can be defined on a carefully chosen complete metric space $S_{\psi }^{0}$ in which P possesses a unique fixed point. The final result is an asymptotic stability theorem for the zero solution with a necessary and sufficient condition. The obtained theorem improves and generalizes previous results due to Burton (Proc. Am. Math. Soc. 132:3679–3687, 2004), Becker and Burton (Proc. R. Soc. Edinb., A 136:245–275, 2006) and Jin and Luo (Comput. Math. Appl. 57:1080–1088, 2009).     

A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics

We consider the ordinary differential equation $$x^2 u''=axu'+bu-c \bigl(u'-1\bigr)^2, \quad x\in(0,x_0), $$ with $a\in\mathbb{R}, b\in\mathbb{R}$ , c>0 and the singular initial condition u(0)=0, which in financial economics describes optimal disposal of an asset in a market with liquidity effects. It is shown in the paper that if a+b<0 then no continuous solutions exist, whereas if a+b>0 then there are infinitely many continuous solutions with indistinguishable asymptotics near 0. Moreover, it is proved that in the latter case there is precisely one solution u corresponding to the choice x ₀=∞ which is such that 0≤u(x)≤x for all x>0, and that this solution is strictly increasing and concave.