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VOL. 17 NO. 4 (1994), 753-758

ESTIMATES FOR

THE CAUCHY MATRIX

OF

PERTURBED LINEAR IMPULSIVE

EQUATION

R S. SIMEONOVandD. D. BAINOV

P.O. Box

45 1504Sofia, Bulgaria (ReceivedMarch 24,

1992)

ABSTRACT. Estimates for the Cauchy matrix of a perturbed linear impulsive equation are obtained for given estimates for the Cauchy matrix of the corresponding unperturbed linear impulsive equation.

KEYWORDS AND PHRASES. Cauchymatrixandperturbedlinearimpulsive equations.

1991AMS SUBJECT

CLASSIFICATION

CODE. 34A39.

INTRODUCTION.

Consider the linearimpulsiveequation

,’=A(t)r, #rk,

(1.1)

A z

AkZ,

rk,

where belongs to the interval

JCR:rk <rk+l

(kl); the sequence

{rk}

has no finite

accumulation point; z

Rn., Ak Rn

x

n. Suppose

that A(t) belongstothe spcePC(J,Rnx

n),

i.e.

A(t) is nxn matrix-valued function which is continuous for J, rk, d at the points

rk J it hs discontinuities of thefirst kind d is continuousfrom the left. We recM1

[1]

that

thesolutionz(t) of

(1.1)

for J, r

ksatisfiesthe equation

z’=

A(t)z d for rk theconditions

z(rF de..=J

t--rlim z(t)

Z(rk) z(r de.=J

lira z(t)

Z(rk) +

A

C(rk) (rk) + AkX(rk).

k 0 t--*rk+0

Let z be a norm of thevector

R"

and A sup{ Az

I:

z 1} be the corresponding normof the matrix A R

nxn.

Let theCauchy matrix w(t,s) of

(1.1)

satisfyan estimateof the

form

W(t,8) _<(t)(8) (,,t J, _<t),

(1.2)

where thefunctions

, :J--.R+

continuousand positive.

Based onestimate

(1.2),

weshall seek forvarious estimates for the Cauchy matrix Q(t,s)of theperturbedlinearequation

y’=[A(t)

+

B(t)]y, :/:rk,

(1.3)

Ay [Ak

+ Bk]Y

rk,

(2)

whereB(t)E PC(J,R

nxn)

andBk

.

R

nxn.

Weshallusethefollowinglemma:

LEMMA

1.1

[2].

Letthe functionu PC(J,I

+

satisfy the inequality

s<_rk<

wherec>0andPk>0 areconstants andp(r)

_

PC(J,I

+

).

Then

s<rk<t MAIN

RESULTS.

Recall

[1]

thatif

Uk(t,s

isthe Cauchymatrixfor the equation

(s,te_J,s< t).

x’=

A(t)x

(rk-

< <

rk),

then theCauchymatrixfor equation

(1.1)

is

W(t,s

(s,t-(rk_l,rk]),

Uk+l(t,r)(E+Ak)Uk(rk

,s)

(rk_l<S<rk<t<rk+l),

,+1

Uk+l(t,r)H(E+Aj)Uj(rj, r_ll(E+Ai)Ui(ri,

s)

(ri_X<S<ri<rt<t<_rk+l).

3-k

Thenan arbitrary solutiony(t)of

(1.3)

satisfiesthe integro-summary equation

(0 (.,(.+ (..’l(.’l(.’le."

+ (. (

r<

From

(2.1)

and

(1.2)it

follows that

ly(t) (t)V(s)ly(s)l

+ fts(t)V(r)lB(r)l

ly(r)

ldr+ (t)V(rk)lBkl y(rk) srk<t

The the function u(t)= ly(t)l/(t)satisfiestheinequality

f(s)ly(s)l

+ (r)f(r)lB(r)lu(r)dr + (rk)(rk)lB

k

u(rk).

srk<t

We apply Lemma1.1andobtn the estimate

ly(t) 5 y(s) M(t,s), where

(2.1)

M(t,s) (t)b(s) (1

s<rk<t

From

(2.2)

and the equality y(t)=Q(t,s)y(s) there follow immediately the subsequent assertions:

THEOREM

2.1. LettheCauchymatrixW(t,s) of equation

(1.1)

satisfyestimate

(1.2).

Then the Cauchymatrix Q(t,s)of equation

(1.3)

satisfies theestimate

(3)

PERTURBED LINEAR IMPULSIVE EQUATION 755

Q(t,s) _< M(t,s) (s,t J,s<t), where M(t,s) isgiven by

(2.3)

COROLLARY

2.1. If

w(t,s) _<Ke(t s) (s,t J,s_<t), whereK > anda areconstants, then

s<rk<t COROLLARY

2.2.

constant8>0such that

(2.4)

(2.5)

If in the interval J

R+

estimate

(2.4)

is valid and there exists a

sup IB(r) <6, sup

Bkl

<6,

r+ rkER

+

then

O(t,s) <h’ea(t-s) K(t-s)+tn(1

+ K6)i[s,t),

wherei[s,t)isthenumberofpointsrklyingin the interval[s,t).

Moreover,

if thereexistconstants q>0ande>0such that

then

i[,,t)<_(t- ,)

+ , (2.8)

IO(t,s)l < K(I+K6) exp{[a+K$+qtn(l+K)l(t-s)} (c<s<t).

(2.9)

Takingintoaccount that

1-I

(1

+KIBkl)

<_exp K

IBkl,

weobtain

s<_rk < S<rk <

COROLLARY

2.3.

In

the interval J’

=it+

let estimate

(2.4)

be valid and let a constant

M>0exist such that

Then

0 IB(r)

ldr+ _, Bkl

<_M.

(2.10)

Q(t,s)I

<_KeKM’e

a(t-s) (O<s<t).

(2.11) REMARK

1. If equation

(1.1)

isuniformlyasymptoticallystable,i.e.,estimate

(2.4)

isvalid with a<0, then under perturbations for which

(2.6)

is satisfied with small enough equation

(1.3)

isalso uniformly asymptotically stable.

If equation

(1.1)

is uniformly stable, i.e., a=0 in

(2.4)

and condition

(2.10)

is valid, then equation

(1.3)

isalso uniformly stable.

The goalof thefollowing considerations isto obtain estimatesfor O(t,s) inwhich instead of theintegral and the sum of thenorms of B(r) and Bk thenormofthefollowingfunction should enter

D(s)

[ tB(r)dr +

Bk (s,teJ,s<t).

s<rk<t

Weshallnotethat O(s)is continuousfors

:

rk, O(t- 0and

O(r- O(rk) O(r +

Bk.

Let y(t)beanarbitrarysolutionof

(1.3).

From

(2.1),

takingintoaccountthat

(4)

and

W(t,t- )- W(t,s) (t,r)D(r)y(r)dr

+

W(t,s)D’(r)y(r)dr

+

W(t,s)D(r)y’(r)dr

sSrk<t

W(t,

r )D(r )y(r

)- W(t,

rf )n(rff

)y(rf)+W(t,

r )BkY(rk)

W(t,r

t

)[D(r

t

)(E

+

Ak

+ Bk)-

(E

+ Ak)D(r f + Bk]Y(rk)

w(t,

- )[o( )(A + )- AO(f

weobtainthat

y(t) w(t,s)[E

+

D(s)]y(s)

+

W(t,s)[D(r)(A(r)

+

B(r)) A(r)D(r)]y(r)dr

and

+

W(t,

r )[D(r

)(Ak

+ Bk)- AkD(r f )]y(rk). (2.12)

S<rk<t

If W(t,s)satisfies estimate

(1.2)

andthereexistconstantsM_>O, m>0andr/>0such that IA(t)l <M,IB(t)l <M,

IAkl

<m,

IBkl

<m

S<rk<t

(t,

rkeJ (2.13)

<_rt (s <t),

(2.14)

then from

(2.12)

weobtainthat

<o(t)(s)(1 /0) y(s) /

ItsSO(t)(r)’3Moly(r)ldr+

Y(t)

and by Lemma1.1 weobtainthat

(t)(rk)" 3moly(rk) s<rk<t

y(t) < ly(s)lN(t,s) (s,t J,s<_t),

(2.15)

where

(2.16) S<rk<t

Fromtheestimate

(2.15)

obtainedthere follows immediately.

THEOREM 2.2. Let theCauchy matrix W(t,s) of equation

(1.1)

satisfy estimate

(1.2)

and

letconditions

(2.13)

and

(2.14)

hold.

Then the CauchymatrixQ(t,s) of equation

(1.3)

satisfies theestimate Q(t,s) <N(t,s) (s,t S,s<t), where N(t,s)is givenby

(2.16).

COROLLARY

2.4. If W(t,s) <Kea(t- s) (s,t J,s<_t), then

Q(t,s) < (1

+

)Kea(t-

s).e3KMo(t-

s)

+

en(1

+

3Kmo)i[s,t)

(2.17)

fors,t J,s<t.

(5)

Moreover,

if condition

(2.8)

holds,then

Q(t,s) < (1

+

r/)(1

+

3Kmo)eK [a

+

3KMl+qtn(1

+

3Krnrl)](t- s)

(2.18)

fors,t J,s<t.

COROLLARY

2.5.

In

the assumptions of Theorem 2.2 let condition

(2.14)

bereplaced by themoregeneral condition

tB(r)

dr

+

Bk <_1 (s,teJ,s< <s

+

h),

(2.19)

$

s<rk<t

whereh>0is aconstant. Then Q(t,s) satisfiestheestimate

Q(t,s) _<K(1

+

t/) ezp{[a

+

3KMo

+ en(K +

Kt/)](t s)

+

en(1

+

3Kml)i[s,t)}

fors,t J,s<t.

Indeed,estimate

(2.20)

followsimmediatelyfrom

(2.17)

and the fact that theestimate y(t) <_ ly(s)

Lez’r(t

s)+

ri[s,t)]

(s< <s

+

h)

implies

Then

ly(t)l _< lu(s)lLezp[v

+nL)(t-

s)

+

ri[s,t] (s

<

t).

REMARK

2.

In

somecasesestimate

(2.17)

isbetter thanestimate

(2.7).

EXAMPLE

1. Letequations

(1.1)

and

(1.3)

be scalar and A(t)= 1,

B(t)=sinwt, Ak=l,

Bk=(-1)kb,

0<b<l,

rk=S=0,1,2,--.,t51+.

IW(t,s)

e-(t-

s)

+

n2i[s,t) <

Kea(t-

s)

whereK 2, a

+

en2.

In

thenotationintroduced

6=1, M=I, re=l,

I

B(T)dT

+ Z

ThenQ(t,s) is estimated:

(i)

byestimate

(2.7)

(ii)

Q(t,s) <Kea(t

S)’e2(t-

s) +/n(1

+

2)i[s,t)

byestimate

(2.17)

(O<_s<_t),

Bk <

2

+b r/.

(2.20)

(2.21)

Q(t,s) <_ (1

+

l)Kea(t

s).e6rl(t-

s) +/n(1

+

6o)i[s,t)

(2.22)

Estimate

(2.22)

is better than estimate

(2.21)

if 60<2, i.e., if

2+b

<

1/2

which is fulfilled for largewand smallb.

ACKNOWLEDGEMENT.

The present investigationis supported by the Bulgarian Ministry of Science andHigherEducationunderGrantMM-7.

(6)

REFERENCES

1.

BAINOV,

D.D.

& SIMEONOV, P.S.,

Systems with ImpulseEffect: Stability,Theoryand Applications,Ellis Horwood Limited, (1989).

2.

SAMOILENKO,

A.M.

& PERESTYUK, N.A.,

Stability of the solutions of differential equationswithimpulseeffect, Differ.

Eqns.

13

(11) (1981-1992)(in Russia.

(7)

Journal of Applied Mathematics and Decision Sciences

Special Issue on

Intelligent Computational Methods for Financial Engineering

Call for Papers

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Authors should follow the Journal of Applied Mathemat- ics and Decision Sciences manuscript format described at the journal site http://www.hindawi.com/journals/jamds/.

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