Journal of Dynamics and Differential Equations

, Volume 25, Issue 4, pp 843–905 | Cite as

Tensor Products, Positive Linear Operators, and Delay-Differential Equations

Article

Abstract

We develop the theory of compound functional differential equations, which are tensor and exterior products of linear functional differential equations. Of particular interest is the equation
$$\begin{aligned} \dot{x}(t)=-\alpha (t)x(t)-\beta (t)x(t-1) \end{aligned}$$
with a single delay, where the delay coefficient is of one sign, say \(\delta \beta (t)\ge 0\) with \(\delta \in \{-1,1\}\). Positivity properties are studied, with the result that if \((-1)^k=\delta \) then the \(k\)-fold exterior product of the above system generates a linear process which is positive with respect to a certain cone in the phase space. Additionally, if the coefficients \(\alpha (t)\) and \(\beta (t)\) are periodic of the same period, and \(\beta (t)\) satisfies a uniform sign condition, then there is an infinite set of Floquet multipliers which are complete with respect to an associated lap number. Finally, the concept of \(u_0\)-positivity of the exterior product is investigated when \(\beta (t)\) satisfies a uniform sign condition.

Keywords

Delay-differential equation Tensor product Floquet theory Positive operator Compound differential equation Lap number 

Mathematics Subject Classification (2010)

Primary 34K08 46B28 47B65 Secondary 34K06 47G10 

Notes

Acknowledgments

John Mallet-Paret was partially supported by NSF DMS-0500674 and by The Center for Nonlinear Analysis at Rutgers University and Roger D. Nussbaum was partially supported by NSF DMS-0701171 and by The Lefschetz Center for Dynamical Systems at Brown University.

References

  1. 1.
    Babin, A.V., Vishik, M.I.: Attractors of evolution equations, Studies in mathematics and its applications, vol. 25. North-Holland Publishing Co., Amsterdam (1992). Original publication by Nauka, Moscow (1989)Google Scholar
  2. 2.
    Bélair, J., Mackey, M.C.: Consumer memory and price fluctuations in commodity markets: an integro-differential model. J. Dynam. Differ. Equ. 1, 299–325 (1989)Google Scholar
  3. 3.
    Bellman, R., Danskin, J.M., Jr.: A Survey of the Mathematical Theory of Time-Lag, Retarded Control, and Hereditary Processes. The Rand Corporation, Santa Monica, CA (1954)Google Scholar
  4. 4.
    Bonsall, F.F.: Linear operators in complete positive cones. Proc. Lond. Math. Soc. 8, 53–75 (1958)MathSciNetCrossRefGoogle Scholar
  5. 5.
    Browder, F.E.: On the spectral theory of elliptic differential operators. I. Math. Ann. 142, 22–130 (1961)MathSciNetCrossRefMATHGoogle Scholar
  6. 6.
    Chow, S.-N., Diekmann, O., Mallet-Paret, J.: Stability, multiplicity and global continuation of symmetric periodic solutions of a nonlinear Volterra integral equation. Jpn. J. Appl. Math. 2, 433–469 (1985)MathSciNetCrossRefMATHGoogle Scholar
  7. 7.
    Chow, S.-N., Walther, H.-O.: Characteristic multipliers and stability of symmetric periodic solutions of \(\dot{x}(t)=g(x(t-1))\). Trans. Am. Math. Soc. 307, 127–142 (1988)MathSciNetMATHGoogle Scholar
  8. 8.
    Defant, A., Floret, K.: Tensor Norms and Operator Ideals, North-Holland Mathematical Studies, vol. 176. North-Holland Publishing Co., Amsterdam (1993)Google Scholar
  9. 9.
    Deimling, K.: Nonlinear Functional Analysis. Springer, Berlin (1985)CrossRefMATHGoogle Scholar
  10. 10.
    Diekmann, O., van Gils, S.A., Verduyn Lunel, S.M., Walther, H.-O.: Delay Equations. Functional-, Complex-, and Nonlinear Analysis, Applied Mathematical Sciences, vol. 110. Springer, New York (1995)Google Scholar
  11. 11.
    Eveson, S.P., Nussbaum, R.D.: Applications of the Birkhoff-Hopf theorem to the spectral theory of positive linear operators. Math. Proc. Camb. Philos. Soc. 117, 491–512 (1995)MathSciNetCrossRefMATHGoogle Scholar
  12. 12.
    Glass, L., Mackey, M.C.: Pathological conditions resulting from instabilities in physiological control systems. Ann. N.Y. Acad. Sci. 316, 214–235 (1979)CrossRefGoogle Scholar
  13. 13.
    Hale, J.K.: Asymptotic behavior and dynamics in infinite dimensions, Nonlinear Differential Equations (Granada, 1984). Res. Notes in Math., vol. 132, pp. 1–42. Pitman, Boston, MA (1985)Google Scholar
  14. 14.
    Hale, J.K.: Asymptotic Behavior of Dissipative Systems, Mathematical Surveys and Monographs, vol. 25. American Mathematical Society, Providence, RI (1988)Google Scholar
  15. 15.
    Hale, J.K., Verduyn Lunel, S.M.: Introduction to Functional Differential Equations, Applied Mathematical Sciences, vol. 99. Springer, New York (1993)CrossRefGoogle Scholar
  16. 16.
    Henry, D.B.: Geometric Theory of Semilinear Parabolic Equations, Lecture Notes in Math., vol. 840. Springer, Berlin (1981)Google Scholar
  17. 17.
    Henry, D.B.: Topics in analysis. Publ. Sec. Mat. Univ. Autònoma Barcelona 31, 29–84 (1987)Google Scholar
  18. 18.
    Hopf, F.A., Kaplan, D.L., Gibbs, H.M., Shoemaker, R.L.: Bifurcations to chaos in optical bistability. Phys. Rev. A 25, 2172–2182 (1982)MathSciNetCrossRefGoogle Scholar
  19. 19.
    Hoppensteadt, F.C.: Mathematical Theories of Populations: Demographics, Genetics and Epidemics, Regional Conference Series in Applied Mathematics, vol. 20. Society for Industrial and Applied Mathematics, Philadelphia, PA (1975)Google Scholar
  20. 20.
    Ichinose, T.: On the spectra of tensor products of linear operators in Banach spaces. J. Reine Angew. Math. 244, 119–153 (1970)MathSciNetMATHGoogle Scholar
  21. 21.
    Ichinose, T.: Spectral properties of tensor products of linear operators. I. Trans. Am. Math. Soc. 235, 75–113 (1978)MathSciNetCrossRefMATHGoogle Scholar
  22. 22.
    Ikeda, K.: Multiple-valued stationary state and its instability of the transmitted light by a ring cavity system. Opt. Commun. 30, 257–261 (1979)CrossRefGoogle Scholar
  23. 23.
    Ikeda, K., Daido, H., Akimoto, O.: Optical turbulence: chaotic behavior of transmitted light from a ring cavity. Phys. Rev. Lett. 45, 709–712 (1980)CrossRefGoogle Scholar
  24. 24.
    Kato, T.: Perturbation Theory for Linear Operators (second edition), Grundlehren der Mathematischen Wissenschaften, vol. 132. Springer, Berlin (1976)Google Scholar
  25. 25.
    Krasnosel’skiĭ, M.A.: Positive Solutions of Operator Equations. P. Nordhoff Ltd., Groningen, 1964. (Translated by R.E. Flaherty.) Original publication by Gosudarstv. Izdat. Fiz.-Mat. Lit., Moscow (1962)Google Scholar
  26. 26.
    Krasnosel’skij, M.A., Lifshits, Je.A., Sobolev, A.V.: Positive Linear Systems. The Method of Positive Operators, Sigma Series in Applied Mathematics, vol. 5. Heldermann Verlag, Berlin, 1989. (Translated by J. Appell.) Original publication by Nauka, Moscow (1985)Google Scholar
  27. 27.
    Kreĭn, M.G., Rutman, M.A.: Linear operators leaving invariant a cone in a Banach space (in Russian), Uspehi Matem. Nauk (N.S.) 3 1(23) (1948), pp. 3–95. English translation in American Math. Soc. Translations 26 (1950)Google Scholar
  28. 28.
    Li, Y., Muldowney, J.S.: On Bendixson’s Criterion. J. Differ. Equ. 106, 27–39 (1993)MathSciNetCrossRefMATHGoogle Scholar
  29. 29.
    Mackey, M.C.: Commodity price fluctuations: price dependent delays and nonlinearities as explanatory factors. J. Econ. Theory 48, 497–509 (1989)MathSciNetCrossRefMATHGoogle Scholar
  30. 30.
    Mackey, M.C., Glass, L.: Oscillation and chaos in physiological control systems. Science 197, 287–289 (1977)CrossRefGoogle Scholar
  31. 31.
    Mallet-Paret, J.: Morse decompositions for delay-differential equations. J. Differ. Equ. 72, 270–315 (1988)MathSciNetCrossRefMATHGoogle Scholar
  32. 32.
    Mallet-Paret, J., Nussbaum, R.D.: Generalizing the Krein-Rutman theorem, measures of noncompactness and the fixed point index. J. Fixed Point Theory Appl. 7, 103–143 (2010)MathSciNetCrossRefMATHGoogle Scholar
  33. 33.
    Mallet-Paret, J., Sell, G.R.: Systems of differential delay equations: Floquet multipliers and discrete Lyapunov functions. J. Differ. Equ. 125, 385–440 (1996)Google Scholar
  34. 34.
    Mallet-Paret, J., Sell, G.R.: The Poincaré-Bendixson theorem for monotone cyclic feedback systems with delay. J. Differ. Equ. 125, 441–489 (1996)MathSciNetCrossRefMATHGoogle Scholar
  35. 35.
    Mallet-Paret, J., Smith, H.L.: The Poincaré-Bendixson theorem for monotone cyclic feedback systems. J. Dynam. Differ. Equ. 2, 367–421 (1990)MathSciNetCrossRefMATHGoogle Scholar
  36. 36.
    Muldowney, J.S.: Compound matrices and ordinary differential equations. Rocky Mountain J. Math. 20, 857–872 (1990)MathSciNetCrossRefMATHGoogle Scholar
  37. 37.
    Myschkis, A.D.: Lineare Differentialgleichungen mit Nacheilendem Argument. Deutscher Verlag der Wissenschaften, Berlin (1955). Original publication by Gosudarstv. Izdat. Tehn.-Teor. Lit., Moscow-Leningrad (1951)Google Scholar
  38. 38.
    Nussbaum, R.D.: Eigenvectors of nonlinear positive operators and the linear Kreĭn-Rutman theorem, Fixed Point Theory (Sherbrooke, Que., 1980), Lecture Notes in Math., vol. 886, pp. 309–330. Springer, Berlin (1981)Google Scholar
  39. 39.
    Nussbaum, R.D., Walsh, B.: Approximation by polynomials with nonnegative coefficients and the spectral theory of positive operators. Trans. Am. Math. Soc. 350, 2367–2391 (1998)MathSciNetCrossRefMATHGoogle Scholar
  40. 40.
    Schaefer H.H., Wolff, M.P.: Topological Vector Spaces (second edition), Graduate Texts in Mathematics, vol. 3. Springer, New York (1999)Google Scholar
  41. 41.
    Schechter, M.: On the spectra of operators on tensor products. J. Functl. Anal. 4, 95–99 (1969)Google Scholar
  42. 42.
    Smith, H.L.: Reduction of structured population models to threshold-type delay equations and functional-differential equations: a case study. Math. Biosci. 113, 1–23 (1993)MathSciNetCrossRefMATHGoogle Scholar
  43. 43.
    Volterra, V.: Sulle equazioni integro-differenziali della teoria dell’elasticità. Rend. Accad. Lincei 18, 295–301 (1909)MATHGoogle Scholar
  44. 44.
    Volterra, V.: Sur la théorie mathématique des phénomènes héréditaires. J. Math. Pures Appl. 7, 249–298 (1928)MATHGoogle Scholar
  45. 45.
    Volterra, V.: Leçons sur la Théorie Mathématique de la Lutte pour la Vie. Gauthier-Villars, Paris, 1931. Reprinted by Jacques Gabay, Sceaux (1990)Google Scholar
  46. 46.
    Wang, Q.: Compound Operators and Infinite Dimensional Dynamical Systems, Ph.D. thesis, University of Alberta (2008)Google Scholar
  47. 47.
    Wolf, F.: On the essential spectrum of partial differential boundary problems. Comm. Pure Appl. Math. 12, 211–228 (1959)MathSciNetCrossRefMATHGoogle Scholar
  48. 48.
    Wright, E.M.: A non-linear difference-differential equation. J. Reine Angew. Math. 194, 66–87 (1955)MathSciNetMATHGoogle Scholar
  49. 49.
    Wu, J.: Theory and Applications of Partial Functional-Differential Equations, Applied Mathematical Sciences, vol. 119. Springer, New York (1996)CrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Division of Applied MathematicsBrown UniversityProvidenceUSA
  2. 2.Department of MathematicsRutgers UniversityPiscatawayUSA

Personalised recommendations