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On the propagation of solutions of a Delay equation

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(1)

R ENDICONTI

del

S EMINARIO M ATEMATICO

della

U NIVERSITÀ DI P ADOVA

J ANET D YSON

R OSANNA V ILLELLA -B RESSAN

On the propagation of solutions of a Delay equation

Rendiconti del Seminario Matematico della Università di Padova, tome 80 (1988), p. 55-63

<http://www.numdam.org/item?id=RSMUP_1988__80__55_0>

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Propagation Delay Equation.

JANET DYSON - ROSANNA VILLELLA-BRESSAN

(*)

SUMMARY - The

propagation

of the solutions of the

delay equation x(t)

=

=

f (x(t))

+

g(x,),

x, = g, is related to that of the associated

ordinary

dif-

ferential

equation

x(t) =

f (x(t)),

x(o) =

g(0).

1. Introduction.

The purpose of this paper is to relate the

propagation

of solutions of the

delay equation

to that of the associated

ordinary

differential

equation

These

equations

are set in a Banach space

.~;

the initial

data p

is

continuous,

i.e.

g~ E ~(- r, 0 ; X )

where

0 r +

oo is the

delay,

is defined

pointwise by x,(O)

=

x(t + 0); f

is the

(*) Indirizzo

degli

AA.: J. DYSON: Mansfield

College,

Oxford; R. VIL- LELLA-BRESSAN,

Dipartimento

di Matematica Pura ed

Applicata,

Universita, Via Belzoni 7, 35100 Padova

(Italia).

(3)

56

generator

of a continuous

semigroup

of linear bounded

operators

in

X, T f(t),

and g :

C(- r, 0 ; X)

--~ .~’ is

Lipschitz

continuous.

The

hypotheses

on

f and g imply

that the

operators

in

C(- r, 0 ; X)

generate

two

semigroups

of translations in

C(- r, 0 ; X ), T,4(t)

and

TB(t),

and that and

give

the

segments

of solutions of

(FDE)

and

(DE) respectively. Hence,

in order to

study

the behavior of solutions of

(FDE)

and

(DE)

we are led to

study

the

properties

of the

semigroups

and

TB(t).

As in M. Reed

[7,

p.

49]

and R. Grimmer and Zeman

[4],

we

give

the

following

definition. Let Y be a Banach space, be a

family

of subsets of Y and

family

of

operators

in Y. We say that the

family S(t) propagates Yt

if

for all 0st.

We prove the

following

result: suppose that

T f(t) propagates

a

family

of closed

subspaces

of

X ;

then also the

semigroup T(t) generated

in X

by

the solutions of

(FDE) propagates

the

family

This result can be

compared

with those of M. Reed

[7]

and Grimmer and Zeman

[4]

on the

propagation

of solutions of the semilinear wave

equation

and of an

integrodifferential equation, respectively.

We in fact prove rather more. We associate with the

family {Xll

in

X,

a

family

of

subsets {Yt}

in

C(- r, 0 ; ~) ,

and prove that if

T f(t) propagates Xn

then

T~(t)

and

TA(t) propagate Yt .

We also

give

a new

version of the variation of

parameters

formula which clarifies the relation between the

semigroups TB(t)

and

T f(t).

2. The variation of

parameters

formula.

Let X be a Banach space with and let C =

C(- r, 0; .X),

0 r

+

00, y be the space of continuous functions in

[- r, 0]

with

values in

.X,

endowed with the sup norm.

(4)

Suppose

the

operators f and g satisfy

the

following

conditions

(H.1 )

is the

generator

of a

Co-semigroup,

y

T f(t) ;

that

is of a

strongly

continuous

semigroup

of linear bounded op- erators.

(H.2)

is

Lipschitz

continuous.

We associate

with f and g

the

following operators

in C.

It is well known

([2], [9])

that A and B are the

generators

of semi-

groups of

translations,

y

TA(t)

and

TB(t),

and that and

TB(t)q;

give

the

segments

of solutions of the functional differential

equation

and of the

ordinary

differential

equation

respectively.

The

following proposition

clarifies the relation between the op- erators

f

and B.

PROPOSITION 1. Let

T f(t)

and

T,(t)

be the

semigroups generated respectively by f

and B. Then

PROOF. We prove,

by induction,

that

(5)

58

If n =

1, (4)

follows from

Suppose

that

(4)

is true for n. Then

and so

as

required. Hence,

for A =

and

letting n

2013~ o0

However

T~(t)

is a

translation,

and so

(4)

follows.

It is now easy to prove the

following

version of the variation of

parameters

formula.

TEOREMA 1. Let

TA(t)

and be the

semigroups generated respectively by

the

operators f ,

A and B. Then

or, to be more

precise,

(6)

PROOF. We know

[2]

that if

x(t)

is the solution of

(FDE),

then

Hence,

for t

-f--

9 &#x3E;

0,

And as xt = we have

For results and comments on the variation of

parameters

formula for

(FDE)

see

[1], [3], [5], [6].

3.

Propagation

of solutions.

We want to relate the

propagation

of solutions of the functional

differential

equation (FDE)

to that of the

ordinary

differential equa- tion

(DE ) , propagation

in the sense of the

following

definition.

DEFINITION. Let Y be a Banach space, be a

family

of

subsets of

Y, family

of

operators

with domain and range in Y.

We say that the

family S(t) propagates Yt

if

for all

0 8t.

Note

that,

if in

particular Yo

is any subset of

Y, S(t)

is a semi-

group of

operators

in Y and we set

Yt

=

S(t) Yo

then

propagate Yt .

We first relate families of sets

propagated by

the

semigroups T f(t)

and

T,(t).

(7)

60

PROPOSITION 2.

Suppose

that

TB(t) propagates

the

family

of sub-

sets of

Cl

Set

then

propagates

the

family

of subsets of

X,

PROOF. Let x E

X,

and

let 99

E

Ps

such that

p(0)

= x then

and as

Viceversa, given

a

family

in X

propagated by

it is not

possible

in

general

to find a

family {Pt}t,_o

in C

propagated by TB(t)

which satisfies

(5).

We must be content with condition

Let

Po

be a subset which satisfies

(6)

for t = 0. The c smallest » fam-

ily Pt propagated by

which satisfies

(6)

is

Pt

=

TB(t)PO.

The

« largest »

is the

following.

Let

Define

Clearly

Also

PROPOSITION 3.

T f-11 propagates

the

family

PROOF. Let 99

Then p

= Ys for a 1p c- Y. We have

(8)

Set

clearly belongs

to

Y,

and as

TB(t -

_

ipt,

then E

Qt, q.e.d.

We have the

following

theorem on

propagation

of solutions.

THEOREM 2. Let be a

family

of closed linear

subspaces

of

X,

let

Po

be a subset of C such that cp E

Pol

and let

be the

family

of subsets of C defined

by (7).

Suppose

that

T f(t) propagates Xt

and that

Then

TA(t) propagated Q,. Hence,

in

particular,

if is the

solution of

(FDE) and

E

Po,

then

x(t, g~)

E

Xt,

for all

t &#x3E; 0.

PROOF. Let As in

[8],

we define a sequence of functions

~c~n~(t),

where

We known that exists

uniformly

in

[- r, T],

for

T&#x3E;O, u(t)

is continuous and it is the

unique

solution of

(FDE);

and

that ut =

We prove

by

induction that E

Y,

for all n. From the de-

finition,

we have that is

continuous,

=

also,

as

T f(t) propagates X t ,

for all

t ;

it follows that E Y.

Suppose

that

and so and as

Xt

is

closed and

linear,

y also It follows that

0

u~n&#x3E;(t)

E

X,

for

t &#x3E; 0,

and as = q E

Po

and u~n~ is

continuous,

E Y.

As

.X

is

closed,

It follows that hence

(9)

62

More

generally,

let and

let 1p E

Y be such that p = 1p,.

Set

and

then, again by induction,

we prove that v~n~ E Y and hence

that,

if

and

TA(t)

is a

translation,

and so

And

propagates Q t .

REFERENCES

[1]

O. DIECKMANN, Perturbed dual

semigroups

and

delay equations,

Centrum

voor wiskunde en

informatica,

Amsterdam,

Report AM-R8604,

1986.

[2] J. DYSON - R.

VILLELLA-BRESSAN, Semigroups of

translations associated with

functional

and

functional differential equations,

Proc.

Royal Society

of

Edinburgh,

82-A

(1979),

pp. 171-188.

[3]

W. E.

FITZGIBBON,

Semilinear

functional differential equations

in Banach

spaces, J. Differential

Equations,

29

(1978),

pp. 1-14.

[4] R. GRIMMER - M. ZEMAN, Wave

propagation for

linear

integrodifferential

equations

in Banach spaces, J. Differential

equation,

54

(1984),

pp. 274-282.

(10)

[5] J. HALE,

Theory of functional differential equations, Springer-Verlag,

Berlin, 1977.

[6] F. KAPPEL - W.

SHAPPACHER,

Nonlinear

functional differential equations

and abstract

integral equations,

Proc.

Roy.

Soc.

Edinburgh,

84-A (1979),

pp. 71-91.

[7] M. REED, Abstract nonlinear wave

equations,

Lecture Notes in Mathematics,

Springer-Verlag,

Berlin, 1976.

[8] C. C. TRAVIS - G. F. WEBB, Existence and

stability for partial functional differential equations,

Trans. Amer. Math. Soc., 200 (1974), pp. 395-418.

[9]

G. F. WEBB,

Asymptotic stability for

abstract nonlinear

functional differ-

ential

equations,

Proc. Amer. Math. Soc., 54 (1976), pp. 225-230.

Manoscritto

pervenuto

in redazione il 26

giugno

1987.

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