Abstract
In this paper, planar linear discrete systems with constant coefficients and two delays
are considered where , , are fixed integers and , and are constant matrices. It is assumed that the considered system is one with weak delays. The characteristic equations of such systems are identical with those for the same systems but without delayed terms. In this case, after several steps, the space of solutions with a given starting dimension is pasted into a space with a dimension less than the starting one. In a sense, this situation is analogous to one known in the theory of linear differential systems with constant coefficients and weak delays when the initially infinite dimensional space of solutions on the initial interval turns (after several steps) into a finite dimensional set of solutions. For every possible case, explicit general solutions are constructed and, finally, results on the dimensionality of the space of solutions are obtained.
AMS Subject Classification:39A06, 39A12.
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Introduction
Preliminary notions and properties
We use the following notation: for integers s, q, , we define , where or are admitted, too. Throughout this paper, using notation , we always assume . In this paper, we deal with the discrete planar systems
where are fixed integers, , and , are constant matrices, and . Throughout the paper, we assume that
where Θ is a zero matrix. Together with equation (1), we consider the initial (Cauchy) problem
where with . The existence and uniqueness of the solution of initial problem (1), (3) on is obvious. We recall that the solution of (1), (3) is defined as an infinite sequence
such that, for any , equality (1) holds.
The space of all initial data (3) with is obviously -dimensional. Below, we describe the fact that among systems (1), there are such systems that their space of solutions, being initially -dimensional, on a reduced interval turns into a space having a dimension less than .
Systems with weak delays
We consider system (1) and look for a solution having the form , where , with and is a nonzero constant vector. The usual procedure leads to the characteristic equation
where I is the unit matrix. Together with (1), we consider a system with the terms containing delays omitted
and the characteristic equation
Definition 1 System (1) is called a system with weak delays if characteristic equations (4), (6) corresponding to systems (1) and (5) are equal, i.e., if for every ,
We consider a linear transformation
with a nonsingular matrix . Then the discrete system for y is
with , , . We show that a system’s property of being one with weak delays is preserved by every nonsingular linear transformation.
Lemma 1 If system (1) is a system with weak delays, then its arbitrary linear nonsingular transformation (8) again leads to a system with weak delays (9).
Proof
It is easy to show that
holds since
and the equality
is assumed. □
Necessary and sufficient conditions determining the weak delays
In the below theorem, we give conditions, in terms of determinants, indicating whether a system is one with weak delays.
Theorem 1 System (1) is a system with weak delays if and only if the following seven conditions hold simultaneously:
Proof We start with computing determinant (4). We get
Expand the determinant on the right-hand side along the first column:
Expanding each of the determinants along the second column, we will have
After simplification, we get
Now we see that for (7) to hold, i.e.,
conditions (10)-(16) are both necessary and sufficient. □
Lemma 2 Conditions (10)-(16) are equivalent to
Proof We show that assumptions (10)-(16) imply (17)-(21). It is obvious that condition (17) is equivalent to (10), (12) and condition (19) is equivalent to (11), (13). Now we consider
Expanding the determinant on the right-hand side along the first column and then expanding each of the determinants along the second column, we have
Similarly, using (13) and (15), we get (20), i.e., . Now we consider
Expanding the determinant on the right-hand side along the first column and then expanding each of the determinants along the second column, we have
Now we prove that assumptions (17) and (21) imply (10) and (16). Due to equivalence (10)-(13) with (17) and (19), it remains to be shown that (18), (20) and (21) imply (14)-(16).
If (18) holds, then, from computations (22), we see that
i.e., because of (17), we get (14). Similarly, formula (15) can be proved with the aid of (20) and by (19).
Finally, we show that (21) implies (16). From (23), using (17) and (19), we get
i.e., (16) holds. □
Problem under consideration
The aim of this paper is to show that after several steps, the dimension of the space of all solutions, being initially equal to the dimension of the space of initial data (3) generated by discrete functions φ, is reduced to a dimension less than the initial one on an interval of the form with an . In other words, we will show that the -dimensional space of all solutions of (1) is reduced to a less-dimensional space of solutions on . This problem is solved directly by explicitly computing the corresponding solutions of the Cauchy problems with each of the arising cases being considered. The underlying idea for such investigation is simple. If (1) is a system with weak delays, then the corresponding characteristic equation has only two eigenvalues instead of eigenvalues in the case of systems with non-weak delays. This explains why the dimension of the space of solutions becomes less than the initial one. The final results (Theorems 7-10) provide the dimension of the space of solutions. Our results generalize the results in [1] where system (1) with is analyzed.
Auxiliary formula
For the reader’s convenience, we recall one explicit formula (see, e.g., [2]) for the solutions of linear scalar discrete non-delayed equations used in this paper. We consider the first-order linear discrete nonhomogeneous equation
with and . Then it is easy to verify that
Throughout the paper, we adopt the customary notation for the sum: , where ℓ is an integer, s is a positive integer and ‘ℱ’ denotes the function considered independently of whether it is defined for indicated arguments or not.
Note that formula (24) is many times used in recent literature to analyze asymptotic properties of solutions of various classes of difference equations, including nonlinear equations. We refer, e.g., to [3–9] and to relevant references therein.
Results
If (7) holds, then equations (4) and (6) have only two (and the same) roots simultaneously. In order to prove the properties of the family of solutions of (1) formulated in the Introduction, we will discuss each combination of roots, i.e., the cases of two real and distinct roots, a pair of complex conjugate roots and, finally, a double real root.
Jordan forms of matrix A and corresponding solutions of problem (1), (3)
It is known that for every matrix A, there exists a nonsingular matrix S transforming it to the corresponding Jordan matrix form Λ. This means that
where Λ has the following possible forms depending on the roots of characteristic equation (6), i.e., on the roots of
If (25) has two real distinct roots , , then
if the roots are complex conjugate, i.e., with , then
and, finally, in the case of one double real root , we have either
or
The transformation transforms (1) into the system
with , , , , . Together with (30), we consider the initial problem
with , where is the initial function corresponding to the initial function φ in (3).
Below, we consider all four possible cases (26)-(29) separately.
We define
Assuming that (1) is a system with weak delays, by Lemma 1, system (30) is one with weak delays again.
The case (26) of two real distinct roots
In this case, we have . The necessary and sufficient conditions (10)-(16) for (30) turn into
Since , equations (33), (37) yield and equations (34), (38) yield . Then, from (35), we get so that either or , and from (36), we get , which means that either or . In view of assumptions and , we conclude that only the following cases (I), (II) are possible:
Theorem 2 Let (1) be a system with weak delays and let (25) admit two real distinct roots , . If the conditions (I) hold, then the solution of initial problem (1), (3) is , , where has the form
If the conditions of case (II) are true, then the solution of initial problem (1), (3) is , , where has the form
Proof If the conditions (I) are true, then the transformed system (30) takes the form
and if the conditions (II) hold, then (30) takes the form
We investigate only initial problem (42), (43), (31) since initial problem (44), (45), (31) can be examined in a similar way. From (43), (31), we get
Then (42) becomes
First, we solve this equation for . This means that we consider the problem
With the aid of formula (24), we get
Now we solve equation (47) for , i.e., we consider the problem (with initial data deduced from (48))
Applying formula (24) yields (for )
Now we solve equation (47) for , i.e., we consider the problem (with initial data deduced from (49))
Applying formula (24) yields (for )
Summing up all particular cases (48), (49), (50), we have
Now, taking into account (32), formula (40) is a consequence of (46) and (51). Formula (41) can be proved in a similar way.
Finally, we note that both formulas (40), (41) remain valid for , as well. In this case, the transformed system (1) reduces to a system without delays. This possibility is excluded by conditions (2). □
The case (27) of two complex conjugate roots
The necessary and sufficient conditions (10)-(16) for (30) to take the forms (33)-(36), (39) and
and
The system of conditions (33), (35) and (52) gives , and admits only one possibility, namely,
For the system of conditions (34), (36) and (53), we have , and we get only one possibility as well, namely,
Consequently, , and , . Initial problem (1), (3) reduces to a problem without delay
and, obviously,
From this discussion, the next theorem follows.
Theorem 3 There exists no system (1) with weak delays if Λ has the form (27).
Finally, we note that assumptions (2) alone exclude this case.
The case (28) of double real root
We have . For (30), the necessary and sufficient conditions (10)-(16) are reduced to (33)-(36), (39) and
and
From (33), (35) and (55), we get . Then, from (34), (36) and (56), we have . From condition (39), we get
Multiplying (57) by , we have
Substituting , into (58) and using (33), (34), we obtain
Equation (59) can be written as
and
Now we will analyze the two possible cases: and .
For the case , we have from (33), (35) that and or . For and , condition (37) gives . Then, from (34), (36), we get and .
Now we discuss the case . From conditions (33), (35), we have and . This yields , , and from (60), we have , . By conditions (34), (36), we get , .
From the assumptions and , we conclude that only the following cases (I), (II), (III) are possible:
The case ,
Theorem 4 Let (1) be a system with weak delay, (25) admit a two-fold root , and the matrix Λ have the form (28). Then the solution of initial problem (1), (3) is , , where in the case , , has the form
If , is true, then the solution of initial problem (1), (3) is , , where has the form
Proof Case (I) means that , . Then (30) turns into the system
and if , , (30) turns into the system
System (63), (64) can be solved in much the same way as system (42), (43) if we put , and the discussion of system (65), (66) goes along the same lines as that of system (44), (45) with . Formulas (61) and (62) are consequences of (40), (41). □
The case ,
For , we define
Theorem 5 Let system (1) be one with weak delay, (25) admit two repeated roots , , and the matrix Λ have the form (28). Then the solution of initial problem (1), (3) is given by , , where has the form
Proof In this case, all the entries of , are nonzero, and from (33)-(36) and (55), (56), we get
Then system (30) reduces to
where . It is easy to see (multiplying (71) by and summing both equations) that
Equation (72) is a homogeneous equation with respect to the unknown expression
Then, using (24), we obtain
With the aid of (73), we rewrite system (70), (71) as follows:
First, we solve this system for and consider the problems
With the aid of formula (24), we get
Now we solve system (74), (75) for , i.e., we consider the problem (with initial data deduced from (76), (77))
Formula (24) yields (for )
Now we solve equations (74), (75) for , i.e., we consider the problem (with initial data deduced from (78), (79))
Applying formula (24) yields (for )
Summing up all particular cases (76), (78) and (80), we have
and from cases (77), (79) and (81), we conclude
Formula (69) is now a direct consequence of (82), (83) and (67), (68). □
The case (29) of a double real root
If the matrix Λ has the form (29), the necessary and sufficient conditions (10)-(16) for (30) are reduced to (33)-(36), (39) and
and
Then (33), (35) and (84) give , and from (34), (36) and (85), we have .
Theorem 6 Let (1) be a system with weak delay, (25) admit a double root and the matrix Λ have the form (29). Then , and the solution of initial problem (1), (3) is , and
Proof System (30) can be written as
Solving (89), we get
Then (88) turns into
Equation (91) can be solved in a way similar to that of equation (47) in the proof of Theorem 2 using (24).
First, we solve equation (91) for . This means that we consider the problem
With the aid of formula (24), we get
Now we solve equation (91) for , i.e., we consider the problem (with initial data deduced from (92))
Applying formula (24) yields (for )
Now we solve equation (91) for , i.e., we consider the problem (with initial data deduced from (93))
Applying formula (24) yields (for )
Summing up all particular cases (92), (93), (94), we get
Formulas (86) and (87) are consequences of (95), (90). □
Example
The set of matrices satisfying conditions (10)-(16) is sufficiently large. Consider, e.g., matrices A, B and C, satisfying conditions (10)-(16), defined as
and a planar linear discrete systems with weak delays
where , , are fixed integers, i.e.,
Together with (96), we consider the initial problem
where with .
Characteristic equation (6) has two real distinct roots and . Then the Jordan form Λ of the matrix A
Then
and the transformation
transforms (96) into the system
with
and
Together with (98), we consider the initial problem
with , where
is the initial function corresponding to the initial function φ in (97).
All the assumptions of Theorem 2, case (II), hold. Therefore by formula (41) we get that the solution of initial problem (96), (97) is
, where has the form
and with .
Dimension of the set of solutions
Since all the possible cases of planar system (1) with weak delay have been analyzed, we are ready to formulate results concerning the dimension of the space of solutions of (1) assuming that initial conditions (3) are variable. The below theorems remain valid if coefficients are replaced with coefficients , .
Theorem 7 Let (1) be a system with weak delay and (25) have both roots different from zero. Then the space of solutions, being initially -dimensional, becomes on only
-
(1)
-dimensional if equation (25) has
-
(a)
two real distinct roots and ;
-
(b)
a double real root, and ;
-
(c)
a double real root and .
-
(2)
2-dimensional if equation (25) has
-
(a)
two real distinct roots and ;
-
(b)
a pair of complex conjugate roots;
-
(c)
a double real root and .
Proof We will carefully go through all the theorems considered (Theorems 2-6) adding the case of a pair of complex conjugate roots and our conclusion will hold at least on (some of the statements hold on a larger interval).
-
(a)
Analyzing the statement of Theorem 2 (the case (26) of two real distinct roots), we obtain the following subcases:
(a1) If , , then the dimension of the space of solutions on equals since the last formula in (40) uses only arbitrary parameters
(a2) If , , then the dimension of the space of solutions on equals since the last formula in (41) uses only arbitrary parameters
(a3) If , then the dimension of the space of solutions on equals 2 since the last formula in (40) and in (41) uses only 2 arbitrary parameters
This means that all the cases considered are covered by conclusions (1)(a) and (2)(a) of Theorem 7.
-
(b)
In the case (27) of two complex conjugate roots, we have and formula (54) uses only 2 arbitrary parameters
for every . This is covered by case (2)(b) of Theorem 7.
-
(c)
Analyzing the statement of Theorem 4 and Theorem 5 (the case (28) of a double real root), we obtain the following subcases:
(c1) If , , then the dimension of the space of solutions on equals since the last formula in (61) uses only arbitrary parameters
(c2) If , , then the dimension of the space of solutions on equals since the last formula in (62) uses only arbitrary parameters
(c3) If , then the dimension of the space of solutions on equals 2 since the last formula in (61) and in (62) uses only 2 arbitrary parameters
(c4) If , then the dimension of the space of solutions on equals since the last formula in (69) uses only arbitrary parameters
where
The parameter cannot be seen as independent since it depends on the independent parameters and .
All the cases considered are covered by conclusions (1)(b), (1)(c) and (2)(c) of Theorem 7.
-
(d)
Analyzing the statement of Theorem 6 (the case (29) of a double real root), we obtain the following subcases:
(d1) If , , then the dimension of the space of solutions on equals since the last formula in (86) uses only arbitrary parameters
and the last formula in (87) provides no new information.
(d2) If , then the dimension of the space of solutions on equals 2 since, as follows from (86), (87), there are only 2 arbitrary parameters
Both cases are covered by conclusions (1)(b) and (2)(c) of Theorem 7.
Since there are no cases other than the above cases (a)-(d), the proof is finished. □
Theorem 7 can be formulated simply as follows.
Theorem 8 Let (1) be a system with weak delay and let (25) have both roots different from zero. Then the space of solutions, being initially -dimensional, is on only
-
(1)
-dimensional if .
-
(2)
2-dimensional if .
We omit the proofs of the following two theorems since, again, they are much the same as those of Theorems 2-6.
Theorem 9 Let (1) be a system with weak delay and let (25) have a simple root . Then the space of solutions, being initially -dimensional, is either -dimensional or 1-dimensional on .
Theorem 10 Let (1) be a system with weak delay and let (25) have a double root . Then the space of solutions, being initially -dimensional, turns into a 0-dimensional space on , namely, into the zero solution.
Concluding remarks
To our best knowledge, weak delay was first defined in [10] for systems of linear delayed differential systems with constant coefficients and in [1] for planar linear discrete systems with a single delay. The systems with weak delays analyzed in this paper can be simplified and their solutions can be found in explicit analytical forms. Consequently, analytical forms of solutions can be used directly to solve several problems for systems with weak delays, e.g., problems of asymptotical behavior of their solutions or some problems of control theory (using different methods, such problems have recently been investigated, e.g., in [11–20]). For an alternative approach to differential-difference equations using the variational iteration method, see, e.g., [21].
In the case of discrete systems of two equations investigated in this paper, to obtain the corresponding eigenvalues, it is sufficient to solve only a second-order polynomial equation rather than a polynomial equation of order 2m.
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The first author is supported by the Operational Programme Research and Development for Innovations, No. CZ.1.05/2.1.00/03.0097 (AdMaS).
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Diblík, J., Halfarová, H. Explicit general solution of planar linear discrete systems with constant coefficients and weak delays. Adv Differ Equ 2013, 50 (2013). https://doi.org/10.1186/1687-1847-2013-50
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DOI: https://doi.org/10.1186/1687-1847-2013-50