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d t = − L ( t, x, b u b ; ω ) , u b (0; λ )= u ( λ ) ,t ≥ 0 , d u b d t = g ( t, x, b u b ; ω ) , x b (0; λ )= λ ∈ R ,t ≥ 0 , d x b  istheglobalsolutionassociatedwiththecorrespondingrandomcharacteristicsystem(B) { ( x b ( t ; λ ) , u b ( t ; λ )) ∈ R

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on the occasion of his 70th birthday

ASYMPTOTIC BEHAVIOUR OF RANDOM HAMILTON-JACOBI EQUATIONS (R.H.-J.E.)

MIRCEA NICA

We analyze the exponential stability of the solutions satisfying R.H.-J.E. provided specific restrictions have been imposed on the defining vector field corresponding to the random system of differential equations. Other complementary results re- lated to the global existence of the characteristic system solution are obtained making use of smooth mappings. The analysis of the asymptotic behaviour of R.H.-J.E. points out the relation between the dissipativity condition of the ran- dom Hamiltonian and the boundedness of the solution of R.H.-J.E..

AMS 2000 Subject Classification: 35L40, 35L45.

Key words: random hyperbolic first order equation.

1. INTRODUCTION

Asymptotic behavior of R.H.-J.E. will be focused on revealing the signifi- cance of backward integral equations and dissipativeness property acting in the random hamiltonian

H(t, x, u, p;ω) =hp, g(t, x, u;ω)i+L(t, x, u;ω).

A global solution {uω(t, x) : t ≥ 0, x ∈ B(0,1) ⊆ Rn, ω ∈ Ω} satisfying a R.H.-J.E.

(A)

(∂tu+H(t, x, u, ∂xu;ω) = 0 :t≥0,

x∈B(0,1)⊆Rn, ω∈Ω, u(0, x) =u0(x),

is constructed using the Cauchy method of characteristic systems. Assume that {(xbω(t;λ),ubω(t;λ))∈Rn×[−1,1], t≥0, λ∈Rn, ω ∈Ω}

is the global solution associated with the corresponding random characteristic system

(B)



 dbx

dt =g(t,x,b u;b ω),xbω(0;λ) =λ∈Rn, t≥0, dbu

dt =−L(t,x,b bu;ω),buω(0;λ) =u0(λ), t≥0,

MATH. REPORTS11(61),4 (2009), 335–345

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where u0 ∈Cb1(Rn) is given in (A) and satisfies sup|u0(x)|=K0 <1.

The global solution of R.H.-J.E. (A) is constructed combiningbuω(t;λ)∈ [−1,1] with a smooth mapping

(C) {λ=ψω(t, x) :t≥0, x∈B(0,1)}

for each fixedω∈Ω, i.e.,uω(t, x) =ubω(t;ψω(t, x)), whereψω(t, x) = (ψω1(t, x), . . . , ψωn(t, x))∈ Rn consists of n fundamental first integrals corresponding to the random system of differential equations

dxb

dt =g(t,x,b ubω(t;λ);ω), t≥0, xbω(0;λ) =λ∈Rn. One may notice that it leads us to solve the integral equation (D) xbω(t;λ) =x∈B(0,1)⊆Rn, t≥0, ω∈Ω, with respect to unknown λ=ψω(t, x) satisfying

(E) ψiω(0, x) =xi, ∂tψωi(t, x) +h∂xψωi(t, x), g(x, uω(t, x);ω)i= 0

for anyt≥0,x∈B(0,1) and eachω∈Ω. This can be accomplished assuming a particular structure for the vector field g(t, x, u;ω) = αω(t, u)bg(x), where αω ∈ C1([−1,1]) for each ω ∈ Ω and gb ∈ Cb1(Rn;Rn) is either a bounded smooth vector field or bg ∈Cbb1(Rn;Rn) agrees with a linear growth condition

|bg(x)| ≤ C2|x|, x ∈ Rn. The main results given in the third section of this paper concern the exponential stability of the solution satisfying R.H.-J.E. (A) when the vector field g(t, x, u;ω) = αω(t, u)bg(x), u∈[−1,1], x ∈Rn, ω ∈Ω, t≥0, the above given conditions.

Some auxiliary results regarding the global existence of the characteristic system solution and construction of the smooth mapping{λ=ψω(t, x) :t≥0, x∈B(0,1)} are given in Section 2.

2. STATEMENT OF THE PROBLEM AND SOME AUXILIARY RESULTS

We are given an increasing sequence{tj}j≥0,t0 = 0, and a piecewise con- stant bounded process y(t, ω) : [0,∞) × Ω → R, y(t, ω) = y(tj, ω), t ∈ [tj, tj+1), j ≥ 0, such that each yj(ω) : (Ω,Fj) → (R,B) is a random variable, where Fj is a σ-algebra of subsets of Ω, and B stands for the Borel σ-algebra in R. Consider the random (H-J) equation

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(∂tu+H(y(t, ω), x, u, ∂xu) = 0, t≥0, x∈B(0,1)⊆Rn, ω∈Ω, u(0, x) =u0(x), u0 ∈Cb1(Rn),

where H(y, x, u, p) = hp, g(x, u, y)i+L(x, u, y), g ∈ Cbb1(Rn+2;Rn) and L ∈ Cbb1(Rn+2).

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Denoted by Cbb1 the space of all continuously differentiable functions f(x, u, y) : Rn+2 → Rk, 1 ≤ k ≤ n such that ∂if(x, u, y) = ∂xif(x, u, y) and ∂uf(x, u, y), i∈ {1, . . . , n}, are bounded functions.

Consider buω(t;λ) = u(t,x(t;b λ)) and bxω(t;λ), t ≥ 0, λ ∈ Rn, ω ∈ Ω, as the solution satisfying the corresponding characteristic system associated with (1), i.e.,

(2)



 dbx

dt =g(x,b bu, y(t, ω)),xbω(0;λ) =λ∈Rn, t≥0, dbu

dt =−L(bx,u;b y(t, ω)),buω(0;λ) =u0(λ), t≥0.

One may notice that forz= (x,b bu)∈Rn+1 and Z(z, y) =

g(bx,bu, y)

−L(bx,u;b y)

∈ Rn+1 as the lipschitzian field with respect to z ∈ Rn+1, we get a unique global solution

(3) {zω(t, λ) = (bxω(t, λ),buω(t, λ)∈Rn+1 :t≥0, λ∈Rn} satisfying the characteristic system (2).

Assume thatLand u0 fulfil the conditions (4)





(a)L∈Cbb1(Rn+2), L(x,0, y) = 0, ∂uL(x, u, y)≥0, (x, y)∈Rn+1, u∈[−1,1];

(b)u0 ∈Cb1(Rn),sup|u0(x)|=K0 <1.

Lemma1. Assume bg∈Cbb1(Rn+2;Rn), L∈Cbb1(Rn+2) andu0 ∈Cb1(Rn) fulfil conditions (4). Then the unique global solution {(bxω(t, λ), ubω(t, λ)) : t≥0, λ∈Rn} of the characteristic system(2) satisfies

(5) |ubω(t, λ)| ≤ |u0(λ)| ≤K0 <1, t≥0, λ∈Rn, ω∈Ω.

Proof. A direct computation shows that

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







 dub

dtω(t;λ) =−L(bxω(t;λ),ubω(t;λ), y(t;ω)) =

− Z 1

0

uL(xbω(t;λ), θubω(t;λ), y(t;ω))dθ

buω(t;λ)

=−aω(t;λ)buω(t;λ), t≥0, whereaω(t;λ) =R1

0uL(bxω(t;λ), θubω(t;λ), y(t;ω))dθ≥0 if ubω(t;λ)∈[−1,1].

Hence |buω(t;λ)| ≤1 and

(7) |buω(t;λ)|=|[exp−aω(s;λ)ds]u0(λ)| ≤ |u0(λ)| ≤K0 <1 for any t≥0,λ∈Rn,ω ∈Ω.

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Remark1. When we are interested to obtain a solution for which|∂λubω(t;

λ)| ≤ |∂λu0(λ)|,t≥0,λ∈Rn,is bounded we need to assume (seeL(x, u, y)→ L(u, y)) that

(8) (

(a)L∈C1(R2), L(0, y) = 0, ∂uL(u, y)≥0, u∈[−1,1], y∈R;

(b)u0 ∈Cb1(Rn),sup|u0(x)|=K0 <1.

Lemma 2. Consider

H(y, x, u, p) =hp, g(x, u, y)i+L(u, y),

where g∈Cbb1(Rn+2;Rn). Assume thatLandu0 satisfy(8)and let{buω(t, λ)|: t≥0, λ∈Rn, ω ∈Ω} be the global solution fulfilling (2). Then

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(|ubω(t;λ)| ≤ |u0(λ)| ≤K0 <1, t≥0, λ∈Rn, ω ∈Ω,

|∂λubω(t;λ)| ≤ |∂λu0(λ)| ≤K1, t≥0, λ∈Rn, ω ∈Ω, where K1= sup|∂xu0(x)|.

Proof. By hypothesis, Lemma 1 holds, i.e.,

(10) |ubω(t, λ)| ≤ |u0(λ)| ≤K0 <1, t≥0, λ∈Rn, ω∈Ω.

Denote {vω(t;λ) = ∂λbuω(t, λ) : t ≥ 0, λ ∈ Rn, ω ∈ Ω}. From (2) we get a linear system

(11)

 dv

dt =−∂uL(buω(t, λ), y(t, ω))v, t≥0, vω(0;λ) =∂λu0(λ), λ∈Rn,

satisfied by v=vω(t;λ),t≥0,λ∈Rn.Using (8(a)), from (11) we obtain (12) |vω(t, λ)| ≤ |∂λu0(λ)| ≤K1, t≥0, λ∈Rn, ω∈Ω,

and the proof is complete.

Remark 2. Notice that under some weak dissipativity condition on L assumed in Lemma 2 we get a solution of the characteristic system (2) for which both components buω(t;λ) and ∂λubω(t;λ),t≥0, λ∈Rn, are bounded.

Unfortunately, the same weak condition is not sufficient for getting the smooth mapping {λ=ψλ(t, x)∈Rn:t≥0, x∈B(0,1), ω ∈Ω}that leads us to the bounded solution

(13) uω(t, x) =buω(t;ψω(t, x)), t≥0, x∈B(0,1), ω∈Ω, of R.(H.-J.)E. (1).

Next, we shall present two types of conditions which allow us to construct the mentioned smooth mapping λ=ψω(t, x).

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The first type includes (14)

((a)L∈C1(R2), L(0, y) = 0,0< γ≤ ∂uL(u, y), u∈[−1,1], y∈R, (b)g(x, u, y) =α(u, y)g(x), αb ∈C1(R2),bg∈Cb1(Rn;Rn), α(0, y) = 0, where bg∈Cb1 is a bounded vector field.

Denote

c1= max{|∂uα(u, y)|:u∈[−1,1],|y| ≤b}

and

c2= sup{|bg(x)|:x∈Rn},

where the given bounded process |y(t, ω)| ≤ b is valued in the compact set [−b, b]. Assume that u0 ∈Cb1(Rn) satisfies

(15)

((a)u0 ∈Cb1(Rn),sup|u0(x)|=K0 <1,sup|∂xu0(x)|=K1;

(b) 1γC1C2K1=ρ, whereρ∈[0,1) is fixed and γ >0 is given in (14(a)).

Lemma 3. Assume that

H(y, x, u, p) =hp, g(x, u, y)i+L(u, y)

satisfies(14)and takeu0∈Cb1(Rn)such that(15) is fulfilled. Then there exist a global solution {(xbω(t;λ),ubω(t;λ)) : t ≥ 0, λ ∈ Rn, ω ∈ Ω} of (2) and a smooth mapping {λ=ψω(t, x) :t≥0, x∈B(0,1)} satisfying

xbω(t;ψω(t, x)) =x∈B(0,1)⊆Rn, t≥0, ω ∈Ω, (16)

|ubω(t;λ)| ≤(exp−γt)|u0(λ)| ≤K0 <1, (17)

|∂λubω(t;λ)| ≤(exp−γt)|∂λu0(λ)| ≤K1, (∀)t≥0.

Proof. The conclusions of Lemma 2 hold. Consider the global solution {(xbω(t;λ),ubω(t;λ)) :t≥0, λ∈Rn}of the characteristic system (2) satisfying (18) |ubω(t;λ)| ≤ |u0(λ)| ≤K0 <1, t≥0, λ∈Rn, ω∈Ω,

and

(19) |∂λubω(t;λ)| ≤ |∂λu0(λ)| ≤K1, t≥0, λ∈Rn, ω∈Ω.

This time, the strong dissipativity condition (14(a)) allow us to replace (18) and (19) by the exponential estimates

(20) |buω(t;λ)| ≤(exp−γt)|u0(λ)| ≤K0(exp−γt), t≥0, λ∈Rn, and

(21) |∂λbuω(t;λ)| ≤(exp−γt)|∂λu0(λ)| ≤K1(exp−γt), t≥0, λ∈Rn, where the constant γ >0 is given in (14(a)).

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Both conclusions (20) and (21) are directly obtained from the integral representation

buω(t;λ) =

exp− Z t

0

aω(s;λ)ds

u0(λ), vω(t;λ) =∂λbuω(t;λ) =

exp−

Z t 0

bω(s;λ)ds

λu0(λ), where

aω(t;λ) = Z 1

0

uL(θbuω(t;λ), y(t;ω))dθ≥0 and

bω(t;λ) =∂uL(ubω(t;λ), y(t;ω))≥0, (∀)t≥0, λ∈Rn.

From now on we shall use an adequate integral representation of the solution {(xbω(t, λ) :t≥0},namely,

(22) bxω(t;λ) =G(τb ω(t;λ))[λ] :t≥0, λ∈Rn,

where {G(σ)[λ] :b σ ∈ R, λ ∈ Rn} is the global flow generated by the field gb∈Cbb1(Rn;Rn) and

τω(t;λ) = Z t

0

α(ubω(s;λ), y(s;ω))ds= (23)

= Z t

0

ubω(s;λ) Z 1

0

uα(θubω(s;λ), y(s;ω))dθ

ds, t≥0.

Finding λ = ψω(t, x) such that bxω(t, λ) = x ∈ B(0,1) is equivalent to solving the integral equation

(24) λ=G(−τb ω(t;λ))[x] =Vω(t, x;λ) :t≥0, x∈B(0,1), λ∈Rn. Denote ργ = γ1C1C2,whereC1 andC2 are given in (15). We shall prove that the integral operator {Vω(t, x;λ) :t≥0, x∈B(0,1), λ∈Rn}satisfies

(25) Vω(t, x;λ)∈B(x, ργ)⊆Rn, for any t≥0, λ∈Rn, and is a contractive mapping with respect to λ∈Rn,i.e.,

(26) |Vω(t, x;λ00)−Vω(t, x;λ0)≤ρ|λ00−λ0|, t≥0, λ0, λ00 ∈Rn, x∈B(0,1), where ρ∈(0,1) is given in (15). A direct computation yields

(27) |G(−τb )[x]−x|=

Z −τ 0

bg(G(s)[x])dsb

≤C2|τ|, τ ∈R.

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In particular, for τ =τω(t;λ) we get

|Vω(t, x;λ)−x|=|G(−τb ω(t;λ))[x]−x| ≤ |C2τω(t;λ)|

(28)

≤C2 Z t

0

Z 1 0

uα(θbuω(s;λ))dθ

|ubω(s;λ)|

ds≤ 1

γC1C2K0 ≤ργ for any t ≥ 0, λ ∈ Rn. On the other hand, we can compute ∂λτω(t;λ) from (23), i.e.,

(29) ∂λτω(t;λ) = Z t

0

uα(buω(s;λ), y(s;ω))∂λbuω(s;λ)ds and using (21) we get

(30) ∂λτω(t;λ)≤C1K1

Z t 0

(exp−γs)ds≤ 1 γC1K1

for any t≥0,λ∈Rn,ω ∈Ω.

Further, notice that

λVω(t, x;λ) = d

dτ n

G(−τb ω(t;λ))[x]

o

λτbω(t;λ) = (31)

=−bg(Vω(t, x;λ))∂λτω(t;λ).

Using (30) we get (32) |∂λVω(t, x;λ)| ≤ 1

γC1C2K1=ρ∈(0,1), (∀)t≥0, x∈B(0,1), λ∈Rn. This shows that Vω(t, x;·) :B(x, ργ) → B(x, ργ) is a contraction. Using the contractive mapping fixed point theorem (Banach principle) we get the smooth mapping λ=ψω(t;x) with

(33) ψω(t;x) =Vω(t, x;ψω(t;x)), t≥0, x∈B(0,1), that solves the corresponding integral equation

In addition, the corresponding derivatives can be computed as (34) ∂tψω(t;x) = [In−∂λVω(t, x;ψω(t;x))]−1[∂tV(t, x;λ)] (λ=ψω(t;x)) and

(35) ∂iψω(t;x) = [In−∂λVω(t, x;ψω(t;x))]−1[∂iV(t, x;λ)] (λ=ψω(t;x)) for any i∈ {1, . . . , n}.The proof is complete.

Remark 3. Hypotheses (14) and (15) of Lemma 3 only involve bounded vector fields bg ∈Cb1(Rn;Rn) andg(x, u, y) =α(u, y)bg(x), x ∈Rn,u, y ∈ R.

A relaxation of them allows vector fields (36) g(x, u, y) =

l

X

k=1

αk(u, y)gbk(x), αk∈C1(R2), bgk∈Cbb1(Rn;Rn), 1≤k≤l,

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where each αk, bgk and L(u, y) must verify the conditions below. Consider

|y(t, ω)| ≤b,t≥0, ω∈Ω and

(37)













(a)L∈C1(R2), L(0, y) = 0,0< γ≤∂uL(u, y), u∈[−1,1],|y| ≤b;

(b)bgk∈Cbb1(Rn;Rn),bgk(0) = 0 andhAk(x)z, zi ≥0, z∈Rn,

x∈B(0,1), whereAk(x) = [∂xbgk(x)] + [∂xbgk(x)]t, k∈ {1, . . . , l};

(c) [gbi,bgj](x) = 0, x∈Rn, i, j ∈ {1, . . . , l}, where [·,·] stands for the Lie bracket.

In addition, takeu0∈ Cb1(Rn) such that (38)

((a)u0∈Cb1(Rn),sup|u0(x)|=K0 <1,sup|∂xu0(x)|=K1; (b)γ1C1C2K1=ρ∈(0,1), whereγ >0 is given in (37(a)) and

C1 = max{|∂uα(u, y)|:u∈[−1,1], y∈[−b, b]}, C2= max

1≤k≤l[max{|bgk(x)|:x∈B(0,1)}].

Lemma 4. Consider H(y, x, u, p) =hp, g(x, u, y)i+L(u, y), where g and Lfulfil (36)and(37). Takeu0 ∈Cb1(Rn) such that(38)is satisfied. Then there exist a global solution {(xbω(t, λ),ubω(t, λ)) :t≥0, λ∈Rn, ω ∈Ω} of (2)and a smooth mapping {λ=ψω(t;x) :t≥0, x∈B(0,1)} satisfying

(39) xbω(t;ψω(t;x)) =x∈B(0,1)⊂Rn, t≥0, ω ∈Ω, and

(40)

(|buω(t, λ)| ≤(exp−γt)|u0(λ)| ≤K0 <1, t≥0, λ∈Rn,

|∂λubω(t;λ)| ≤(exp−γt)|∂λu0(λ)| ≤K1, t≥0, λ∈Rn.

Proof. (Hint) To prove inequalities (40) we use the same arguments as in Lemma 3, based on condition (37(a)). To construct a smooth mapping {λ=ψω(t;x) :t≥0, x∈B(0,1)} such that the equations

(41) xbω(t;λ) =x∈B(0,1).

are solved for any t ≥0, we notice that the global solution {xbω(t, λ) : t≥0, λ∈Rn}can be represented as

(42) xbω(t;λ) =Gb11ω(t;λ))◦. . .◦Gbllω(t;λ))[λ], t≥0, λ∈Rn, where {Gbk(tk)[λ] : t ∈ R, λ ∈ Rn} is the global flow generated by bg ∈ Cbb1(Rn;Rn), k∈ {1, . . . , l}, and

(43) τkω(t;λ) = Z t

0

αk(ubω(s;λ), y(s;ω))ds, k∈ {1, . . . , l}, t≥0, λ∈Rn.

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Denote τω(t;λ) = (τ1ω(t;λ), . . . , τlω(t;λ)) and consider

(44) G(p)[x] =b Gb1(t1)◦. . .◦Gbl(tl)[x], p= (t1, . . . tl)∈Rl, x∈Rn. Then the equations

(45) x=xbω(t;λ) =G(τb ω(t;λ))[λ], t≥0, x∈B(0,1), λ∈B(0,1), are equivalent to

(46) λ=G(−τb ω(t;λ))[x], t≥0, x, λ∈B(0,1).

Here, the commuting hypothesis (37(c)) was used. RewriteG(−τb ω(t;λ))[x] as (47) Vω(t, x;λ) =G(−τb ω(t;λ))[x] =U(τω(t;λ);x).

By a direct computation (here, (37(b)) is used) we obtain (48) |U(p;x)| ≤ |x|, t≥0, x∈B(0,1), λ∈Rn, and, in particular, for p=τω(t;λ) from (48) we get

(49) |Vω(t, x;λ)|=|U(τω(t;λ);x)| ≤ |x|, t≥0, x∈B(0,1), λ∈Rn. In addition, the matrixMω(t, x;λ) =∂λVω(t, x;λ) satisfies

(50) |Mω(t, x;λ)| ≤ρ∈(0,1), t≥0, x∈B(0,1), λ∈Rn, provided we notice that this time

(51) Mω(t, x;λ) =−

" l X

k=1

bgk(Vω(t, x;λ))∂λτkω(t;λ)

# . A direct consequence of (51) is

|Mω(t, x;λ)| ≤C2

" l X

k=1

|∂λτkω(t;λ)|

# (52)

≤ 1

γC1C2|∂λu0(λ)| ≤ 1

γC1C2K1 ≤ρ∈(0,1).

Now, the argument used in Lemma 3 allows us to define {λ=ψω(t, x) :t≥0, x∈B(0,1)} such that

(53) ψω(t, x) =Vω(t, x;ψω(t, x)), t≥0, x∈B(0,1), and the proof is complete.

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3. MAIN RESULTS

We start with

Theorem 1. Consider H(y, x, u, p) = hp, g(x, u, y)i+L(u, y), where g and L fulfil conditions (14). Take u0 ∈ Cb1(Rn) such that (15) is satisfied.

Consider the global solution {(bxω(t, λ), ubω(t, λ)) : t ≥ 0, λ ∈ Rn} of (2) and the smooth mapping {λ = ψω(t;x) : t ≥ 0, x ∈ B(0,1)} satisfying (16) and (17). Then uω(t, x) = ubω(t;ψω(t, x)), t ≥ 0, x ∈ B(0,1) ⊆ Rn, is an exponentially stable solution of the R.H.-J.E. (1)fulfilling

(54) |uω(t, x)| ≤K0(exp−γt), t≥0.

Proof. (Hint) By hypothesis, the conclusions of Lemma 3 hold. Define a smooth mapping as uω(t, x) = buω(t;ψω(t, x)), t ≥ 0, x ∈ B(0,1) for each ω ∈Ω,whereubω(t;λ) and ψω(t, x) fulfil (16) and (17).

By definition, uω(0, x) =ubω(0, x) =u0(x), x ∈B(0,1). Using (34) and (35), we get that {uω(t, x) :t≥0,x∈B(0,1)}satisfies R.H.-J.E. (1).

Theorem 2. Consider H(y, x, u, p) = hp, g(x, u, y)i+L(u, y), where g and L fulfil conditions (36) and (37). Take u0 ∈ Cb1(Rn) such that (38) is verified. Consider the global solution {(bxω(t, λ),ubω(t, λ)) :t≥0, λ∈Rn} of (2) and the smooth mapping{λ=ψω(t;x) :t≥0, x∈B(0,1)} satisfying(39) and (40).

Thenuω(t, x) =ubω(t;ψω(t, x)),t≥0, x∈B(0,1)⊆Rn, is an exponen- tially stable solution of the R.H.-J.E. (1) satisfying

(55) |uω(t, x)| ≤K0(exp−γt), t≥0, x∈B(0,1), ω∈Ω, and

(56) |∂xuω(t, x)| ≤ K1

1−ρ(exp−γt), t≥0, x∈B(0,1), ω∈Ω.

Proof. (Hint) By hypothesis, the conclusions of Lemma 4 hold. Define (57) uω(t, x) =ubω(t;ψω(t, x)), t≥0, x∈B(0,1), ω∈Ω,

where ubω(t;λ) and ψω(t, x) fulfil (39) and (40). In addition, the differential equalities (34) and (35) also hold and by a direct inspection we obtain that {uω(t, x) : t ≥ 0, x ∈ B(0,1)} is a solution of R.H.-J.E. (1) satisfying (55) and (56).

(11)

REFERENCES

[1] V. Dr˘agan and A. Halanay, Stability of Linear Systems. Ed. ALL, Bucharest, 1994.

(Romanian)

[2] C. Vˆarsan,Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equa- tions. Kluwer, Dordrecht, 1999.

Received 7 March 2009 Romanian Academy

“Simion Stoilow” Institute of Mathematics P.O. Box 1-764, Bucharest, Romania

nica m t@yahoo.com

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