Stable manifolds for nonautonomous equations without exponential dichotomy

We consider nonautonomous ordinary differential equations v^′=A(t)v in Banach spaces and, under fairly general assumptions, we show that for any sufficiently small perturbation f there exists a stable invariant manifold for the perturbed equation v^′=A(t)v+f(t,v), which corresponds to the set of negative Lyapunov exponents of the original linear equation. The main assumption is the existence of a nonuniform exponential dichotomy with a small nonuniformity, i.e., a small deviation from the classical notion of (uniform) exponential dichotomy. In fact, we showed that essentially any linear equation v^′=A(t)v admits a nonuniform exponential dichotomy and thus, the above assumption only concerns the smallness of the nonuniformity of the dichotomy. This smallness is a rather common phenomenon at least from the point of view of ergodic theory: almost all linear variational equations obtained from a measure-preserving flow admit a nonuniform exponential dichotomy with arbitrarily small nonuniformity. We emphasize that we do not need to assume the existence of a uniform exponential dichotomy and that we never require the nonuniformity to be arbitrarily small, only sufficiently small. Our approach is related to the notion of Lyapunov regularity, which goes back to Lyapunov himself although it is apparently somewhat forgotten today in the theory of differential equations.     

Stable invariant manifolds for parabolic dynamics

We consider nonautonomous equations v^′=A(t)v in a Banach space that exhibit stable and unstable behaviors with respect to arbitrary growth rates ecρ(t) for some function ρ(t). This corresponds to the existence of a “generalized” exponential dichotomy, which is known to be robust. When ρ(t)≠t this behavior can be described as a type of parabolic dynamics. We consider the general case of nonuniform exponential dichotomies, for which the Lyapunov stability is not uniform. We show that for any sufficiently small perturbation f of a “generalized” exponential dichotomy there is a stable invariant manifold for the perturbed equation v^′=A(t)v+f(t,v). We also consider the case of exponential contractions, which allow a simpler treatment, and we show that they persist under sufficiently small nonlinear perturbations.     

Smooth stable invariant manifolds and arbitrary growth rates

For nonautonomous linear equations v^′=A(t)v with a generalized exponential dichotomy, we show that there is a smooth stable invariant manifold for the perturbed equation v^′=A(t)v+f(t,v) provided that f is sufficiently small. The generalized exponential dichotomies may exhibit stable and unstable behaviors with respect to arbitrary growth rates for some function ρ(t). We consider the general case of nonuniform exponential dichotomies, and the result is obtained in Banach spaces. Moreover, we show that for an equivariant system, the dynamics on the stable manifold in a certain class of graphs is also equivariant. We emphasize that this result cannot be obtained by averaging over the symmetry.     

Robustness of general dichotomies

For a linear equation v^′=A(t)v we consider general dichotomies that may exhibit stable and unstable behaviors with respect to arbitrary asymptotic rates ecρ(t) for some function ρ(t). This includes as a special case the usual exponential behavior when ρ(t)=t. We also consider the general case of nonuniform exponential dichotomies. We establish the robustness of the exponential dichotomies in Banach spaces, in the sense that the existence of an exponential dichotomy for a given linear equation persists under sufficiently small linear perturbations. We also establish the continuous dependence with the perturbation of the constants in the notion of dichotomy.     

Smooth invariant manifolds in Banach spaces with nonuniform exponential dichotomy

We establish the existence of smooth stable manifolds for semiflows defined by ordinary differential equations v^′=A(t)v+f(t,v) in Banach spaces, assuming that the linear equation v^′=A(t)v admits a nonuniform exponential dichotomy. Our proof of the Ck smoothness of the manifolds uses a single fixed point problem in the unit ball of the space of Ck functions with α-Hölder continuous kth derivative. This is a closed subset of the space of continuous functions with the supremum norm, by an apparently not so well-known lemma of Henry (see Proposition 3). The estimates showing that the functions maintain the original bounds when transformed under the fixed-point operator are obtained through a careful application of the Faà di Bruno formula for the higher derivatives of the compositions (see (31) and (35)). As a consequence, we obtain in a direct manner not only the exponential decay of solutions along the stable manifolds but also of their derivatives up to order k when the vector field is of class Ck.     

Smooth center manifolds for nonuniformly partially hyperbolic trajectories

We establish the existence of unique smooth center manifolds for ordinary differential equations v^′=A(t)v+f(t,v) in Banach spaces, assuming that v^′=A(t)v admits a nonuniform exponential trichotomy. This allows us to show the existence of unique smooth center manifolds for the nonuniformly partially hyperbolic trajectories. In addition, we prove that the center manifolds are as regular as the vector field. Our proof of the Ck smoothness of the manifolds uses a single fixed point problem in an appropriate complete metric space. To the best of our knowledge we establish in this paper the first smooth center manifold theorem in the nonuniform setting.     

Conjugacies for linear and nonlinear perturbations of nonuniform behavior

We construct topological conjugacies between linear and nonlinear evolution operators that admit either a nonuniform exponential contraction or a nonuniform exponential dichotomy. We consider evolution operators defined by nonautonomous differential equations x^′=A(t)x+f(t,x) in a Banach space. The conjugacies are obtained by first considering sufficiently small linear and nonlinear perturbations of linear equations x^′=A(t)x. In the case of linear perturbations, we construct in a more or less explicit manner topological conjugacies between the two linear flows. In the case of nonlinear perturbations, we obtain a version of the Grobman-Hartman theorem for nonuniformly hyperbolic dynamics. Furthermore, all the conjugacies that we construct are locally Hölder continuous provided that the vectors fields are of class C¹. As a byproduct of our approach, we give conditions for the robustness of strong nonuniform exponential behavior, in the sense that under sufficiently small perturbations the structure determined by the stable and unstable bundles persists up to small variations. We also show that the constants determining the nonuniform exponential contraction or nonuniform exponential dichotomy vary continuously with the perturbation. All the results are obtained in Banach spaces.     

Stability of delay equations via Lyapunov functions

The importance of Lyapunov functions is well known. In the general setting of nonautonomous linear delay equations v^′=L(t)vt, we show how to characterize completely the existence of a nonuniform exponential contraction or of a nonuniform exponential dichotomy in terms of Lyapunov functions. This includes uniform exponential behavior as a very special case, and it provides an alternative (usually simpler and particularly more direct) approach to verify the existence of exponential behavior or to obtain the robustness of the dynamics under sufficiently small perturbations.     

Center manifolds depending on a parameter

For differential equations u^′=A(t)u+f(t,u,λ) obtained from sufficiently small C¹ perturbations of a nonuniform exponential trichotomy, we establish the C¹ dependence of the center manifolds on the parameter λ. Our proof uses the fiber contraction principle to establish the regularity property. We note that our argument also applies to linear perturbations, without further changes.     

Stability of nonautonomous differential equations in Hilbert spaces

We introduce a large class of nonautonomous linear differential equations v^′=A(t)v in Hilbert spaces, for which the asymptotic stability of the zero solution, with all Lyapunov exponents of the linear equation negative, persists in v^′=A(t)v+f(t,v) under sufficiently small perturbations f. This class of equations, which we call Lyapunov regular, is introduced here inspired in the classical regularity theory of Lyapunov developed for finite-dimensional spaces, that is nowadays apparently overlooked in the theory of differential equations. Our study is based on a detailed analysis of the Lyapunov exponents. Essentially, the equation v^′=A(t)v is Lyapunov regular if for every k the limit of Γ(t)^1/t as t→∞ exists, where Γ(t) is any k-volume defined by solutions v₁(t),…,v_k(t). We note that the class of Lyapunov regular linear equations is much larger than the class of uniformly asymptotically stable equations.     

Robustness via Lyapunov functions

For nonautonomous linear equations x^′=A(t)x, we give a complete characterization of nonuniform exponential dichotomies in terms of strict quadratic Lyapunov functions. Nonuniform exponential dichotomies include as a very special case uniform exponential dichotomies. In particular, we construct explicitly strict Lyapunov functions for each exponential dichotomy. As a nontrivial application, we establish in a simple and direct manner the robustness of nonuniform exponential dichotomies under sufficiently small linear perturbations. This represents a considerable simplification of former work.     

Stable manifolds for delay equations and parameter dependence

We establish the existence of Lipschitz stable invariant manifolds for semiflows generated by a delay equation x^′=L(t)_xt+f(t,_xt,λ)$x^{\prime }=L\left(t\right)x_t+f(t,x_t,\lambda )$, assuming that the linear equation x^′=L(t)_xt$x^{\prime }=L\left(t\right)x_t$ admits a nonuniform exponential dichotomy and that f$f$ is a sufficiently small Lipschitz perturbation. We also show that the stable invariant manifolds are Lipschitz in the parameter λ$\lambda$.     

Circular spectrum and bounded solutions of periodic evolution equations

We consider the existence and uniqueness of bounded solutions of periodic evolution equations of the form u^′=A(t)u+?H(t,u)+f(t), where A(t) is, in general, an unbounded operator depending 1-periodically on t, H is 1-periodic in t, ? is small, and f is a bounded and continuous function that is not necessarily uniformly continuous. We propose a new approach to the spectral theory of functions via the concept of “circular spectrum” and then apply it to study the linear equations u^′=A(t)u+f(t) with general conditions on f. For small ? we show that the perturbed equation inherits some properties of the linear unperturbed one. The main results extend recent results in the direction, saying that if the unitary spectrum of the monodromy operator does not intersect the circular spectrum of f, then the evolution equation has a unique mild solution with its circular spectrum contained in the circular spectrum of f.     

Quadratic Lyapunov functions and nonuniform exponential dichotomies

For nonautonomous linear equations x^′=A(t)x, we show how to characterize completely nonuniform exponential dichotomies using quadratic Lyapunov functions. The characterization can be expressed in terms of inequalities between matrices. In particular, we obtain converse theorems, by constructing explicitly quadratic Lyapunov functions for each nonuniform exponential dichotomy. We note that the nonuniform exponential dichotomies include as a very special case (uniform) exponential dichotomies. In particular, we recover in a very simple manner a complete characterization of uniform exponential dichotomies in terms of quadratic Lyapunov functions. We emphasize that our approach is new even in the uniform case.Furthermore, we show that the instability of a nonuniform exponential dichotomy persists under sufficiently small perturbations. The proof uses quadratic Lyapunov functions, and in particular avoids the use of invariant unstable manifolds which, to the best of our knowledge, are not known to exist in this general setting.     

Robustness of nonuniform exponential dichotomies in Banach spaces

We give conditions for the robustness of nonuniform exponential dichotomies in Banach spaces, in the sense that the existence of an exponential dichotomy for a given linear equation x^′=A(t)x persists under a sufficiently small linear perturbation. We also establish the continuous dependence with the perturbation of the constants in the notion of dichotomy and of the “angles” between the stable and unstable subspaces. Our proofs exhibit (implicitly) the exponential dichotomies of the perturbed equations in terms of fixed points of appropriate contractions. We emphasize that we do not need the notion of admissibility (of bounded nonlinear perturbations). We also obtain related robustness results in the case of nonuniform exponential contractions. In addition, we establish an appropriate version of robustness for nonautonomous dynamical systems with discrete time.     

Positive and dead core solutions of singular BVPs for third-order differential equations

The paper discusses the existence of positive and dead core solutions of the singular differential equation (?(u^″))^′=λf(t,u,u^′,u^″) satisfying the boundary conditions u(0)=A, u(T)=A, min{u(t):t∈[0,T]}=0. Here λ is a nonnegative parameter, A is a positive constant and the Carathéodory function f(t,x,y,z) is singular at the value 0 of its space variable y.     

Almost automorphic solutions to nonautonomous semilinear evolution equations in Banach spaces

This paper is concerned with almost automorphy of the solutions to a nonautonomous semilinear evolution equation u^′(t)=A(t)u(t)+f(t,u(t)) in a Banach space with a Stepanov-like almost automorphic nonlinear term. We establish a composition theorem for Stepanov-like almost automorphic functions. Furthermore, we obtain some existence and uniqueness theorems for almost automorphic solutions to the nonautonomous evolution equation, by means of the evolution family and the exponential dichotomy. Some results in this paper are new even if A(t) is time independent.     

Stability Theory of General Contractions for Delay Equations

We study the persistence of the asymptotic stability of delay equations both under linear and nonlinear perturbations. Namely, we consider nonautonomous linear delay equations v′ = L(t)v _t with a nonuniform exponential contraction. Our main objective is to establish the persistence of the nonuniform exponential stability of the zero solution both under nonautonomous linear perturbations, i.e., for the equation v′ = (L(t) + M(t))v _t , thus discussing the so-called robustness problem, and under a large class of nonlinear perturbations, namely for the equation v′ = L(t)v _t + f(t, v _t ). In addition, we consider general contractions e ^−λρ(t) determined by an increasing function ρ that includes the usual exponential behavior with ρ(t) = t as a very special case. We also obtain corresponding results in the case of discrete time.     

Generalized exponential dichotomy and global linearization

Hartman's linearization theorem says that if all eigenvalues of matrix A have no zero real part and f(x) is small Lipschitzian, then nonlinear system x^′=Ax+f(x) and its linear system x^′=Ax are topologically equivalent. In 1970s Palmer extended the theorem to nonautonomous systems. In this paper we extend Hartman's theorem to the systems with generalized exponential dichotomy.     

Nonuniform Dichotomies via Lyapunov Functions

For a nonautonomous linear equation x′ =  A(t)x we show how to characterize a nonuniform exponential dichotomy using strict Lyapunov functions. In particular, the stable and unstable subspaces are obtained from invariant families of cones determined by each Lyapunov function. We also obtain converse theorems, constructing explicitly a family of strict Lyapunov functions for each nonuniform exponential dichotomy. We emphasize that nonuniform exponential dichotomies include as a very particular case (uniform) exponential dichotomies.