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Original Article

A note on the stability and boundedness of solutions to non-linear differential systems of second orderFootnote

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Pages 169-175 | Received 31 Aug 2016, Accepted 25 Dec 2016, Published online: 27 Mar 2018

Abstract

In this work, we are concerned with the investigation of the qualitative behaviors of certain systems of non-linear differential equations of second order. We make a comparison between applications of the integral test and Lyapunov’s function approach on some recent stability and boundedness results in the literature. An example is furnished to illustrate the hypotheses and main results in this paper.

1 Introduction and main results

It is well-known that the investigation of stability and boundedness of solutions plays an important role in qualitative theory and applications of differential equations. Besides, the qualitative behaviors of solutions of differential equations of second order, stability, boundedness, etc., play an important role in many real world phenomena related to the sciences and engineering technique fields. However, we would not like to give here the details of applications done in the literature.

Figure. 1 Trajectory of x1(t) for Example 1.

Figure. 2 Trajectory of x2(t) for Example 1.

Figure. 3 Trajectory of x1(t) for Example 1.

Figure. 4 Trajectory of x2(t) for Example 1.

In this paper, motivated by the results and method used in (Kroopnick, Citation2013, Citation2014; Tunç, Citation2010, Citation2016; Tunç and Tunç, Citation2015, Citation2016), we obtain some new results on the stability and boundedness problems of certain systems of non-linear differential equations of second order by means of Lyapunov’s direct method. The technique of proofs here involves Lyapunov’s function approach instead of the integral test used in (Kroopnick, Citation2013, Citation2014; Tunç and Tunç, Citation2015, Citation2016). We make a comparison between the applications of these methods on the same problems and their conditions. We also extend and improve some results obtained in these sources from linear case to the non-linear case (see, Kroopnick, Citation2013, Citation2014; Tunç and Tunç, Citation2015, Citation2016). Our aim is to do a contribution to the topic and literature. The results to be established here may be useful for researchers working on the qualitative theory of differential equations. These are the novelty and originality of this paper.

In CitationKroopnick (2013) considered the second order scalar linear differential equation of the form(1)

CitationKroopnick (2013) gave two new and elementary proofs proving the stability of solutions and the boundedness of solutions when for the well-known linear differential equation, Eq. (1), where it is given various constraints on While the results of (CitationKroopnick, 2013) are not new, the proofs in there are less complex and quite general.

The results of (CitationKroopnick, 2013) are the following two theorems, respectively.

Theorem A

(CitationKroopnick, 2013; Theorem I). Let such that

Then all solutions of Eq. (1) are bounded as and the absolute values of the amplitudes form a non-increasing sequence.

Theorem B

(CitationKroopnick, 2013; Theorem II). Let be a continuous function on such thatwhere and are some positive constants.

Then all solutions of Eq. (1) are bounded as , stable and the absolute values of the amplitudes form a non-increasing sequence.

Remark 1

Benefited from the integral test, CitationKroopnick (2013) proved both of Theorems A and B.

Later, CitationTunç and Tunç (2015) considered the following vector linear differential equation of the second order(2) where and are continuous functions.

It follows that Eq. (2) represents the system of real second order linear differential equations like

This shows that Eq. (1) is a special case of Eq. (2).

Throughout this paper the symbol corresponding to any pair in stands for the usual scalar product and for any , we define the scalar quantity and call it the norm of , the usual Euclidean norm.

CitationTunç and Tunç (2015) proved the following two theorems, respectively.

Theorem C

We assume that the following assumptions hold:

Let such thatand

Then all solutions of Eq. (2) are bounded as . If in Eq. (2), then all solutions of Eq. (2) are bounded as and the absolute values of the amplitudes form a non-increasing sequence.

Theorem D

Let and be continuous functions on such thatwhere and are some positive constants, and

Then all solutions of Eq. (2) are bounded as . If in Eq. (2), then all solutions of Eq. (2) are stable and the absolute values of the amplitudes form a non-increasing sequence.

Remark 2

By means of the integral test, CitationTunç and Tunç (2015) proved Theorems C and D.

In this paper, instead of Eqs. (1) and (2), we consider the vector non-linear differential equation of the second order(3) or its equivalent differential system(4) where and are continuous functions.

The continuity of the functions and is a sufficient condition to guarantee the existence of solutions of Eq. (3). In addition, we assume that the function satisfies a Lipschitz condition with respect to . In this case, the uniqueness of solutions of Eq. (3) is guaranteed. In particular, for the existence and uniqueness of solutions and some qualitative properties of solutions, we can refer to (Tunç, Citation2010, Citation2017; Song et al., Citation2011; Wang et al., Citation2010a,Citationb).

It is obvious that Eq. (3) represents the system of real second order non-linear differential equations like

This shows that Eqs. (1) and (2) are special cases of Eq. (3). That is, our equation, Eq. (3), includes the equations discussed by CitationKroopnick (2013) and CitationTunç and Tunç (2015), Eqs. (1) and (2), respectively.

Our first main result is the following theorem.

Theorem 1

We assume that the following assumptions hold:

Let such thatand there exists a non-negative and continuous function such thatandwhere denotes the space of Lebesgue integrable functions.

Then all solutions of Eq. (3) are bounded as . If in Eq. (3), then all solutions of Eq. (3) are bounded as and the zero solution of Eq. (3) is asymptotically stable.

Proof

We define a continuous differentiable function by

It is clear thatandwhen and .

The time derivative of along any solution of (4), is given by

By the assumptions of Theorem 1 and the inequality , it follows that

The integration of the last estimate from to , , gives that

Let Using the Gronwall inequality, we obtain

In view of the Lyapunov function , it follows that

In addition, since for all then it is clear for some positive constant that

Then, we haveso thatwhere .

This inequality verifies the boundedness of the solutions as .

In addition, if in Eq. (3), for the time derivative of the function we have

This inequality guarantees the stability of the zero solution of Eq. (3).

On the other hand, consider the set defined by

When we apply the well-known LaSalle’s invariance principle, we observe that implies that and hence is a constant vector). From the last estimate and (4), we have which necessarily implies that since for all . Therefore,

In fact, this result implies that the largest invariant set contained in is Hence, we can conclude that the zero solution of system (4) is asymptotically stable when . Thus, the zero solution of Eq. (3) is the asymptotically stable when This completes the proof of Theorem 1.

Our second main result is the following theorem concerns the boundedness of solutions when and , and the asymptotic stability of the zero solution when in Eq. (3). □

Theorem 2

Let and be continuous functions on such thatwhere and are some positive constants, and there exists a non-negative and continuous function such thatwhere denotes the space of Lebesgue integrable functions.

Then all solutions of Eq. (3) and their derivatives are bounded as . If in Eq. (3), then zero solution of Eq. (3) is asymptotically stable.

Proof

In the proof of this theorem, we will also benefit from the function used in proof of Theorem 1.

In view of the assumptions of Theorem 2, it is obvious thatandwhen and .

By following the way done in the proof of Theorem 1, it can be concluded that

The assumption implies that

Then, it follows that

Let

Thus, it is obvious thatwhere

This completes the proof of the boundedness of solutions. The remaining of the proof related to the asymptotic stability of the zero solution of Eq. (3) can be easily completed by following the procedure as that in the proof of Theorem 1. We omit here the details of the poof.

The second result proved in (CitationTunç and Tunç, 2015) is the following theorem concernings the boundedness of solutions when and and the stability of the solutions when in Eq. (2).

In addition, CitationKroopnick (2014) discussed some qualitative properties of the following scalar linear homogeneous differential equation of second order(5)

He established sufficient conditions under which all solutions of Eq. (5) are bounded, and the solution and its derivative are both elements in .

The result of (CitationKroopnick, 2014) for Eq. (5) is given as the following by Theorem E. □

Theorem E

(CitationKroopnick, 2014; Theorem I). Let such that , where and are some positive constants. Then all solutions of Eq. (5) are bounded. If any solution is non-oscillatory, then both and as . In addition, the solution and its derivative are both elements of .

Finally, more recently, in lieu of Eq. (6), CitationTunç and Tunç (2016) considered the more general form of Eq. (5) given by the second order vector linear homogenous differential equation of the form(6) where are continuous functions and and have also lower and upper positive bounds.

It is clear that Eq. (6) represents the vector version for the system of real second order linear homogeneous differential equations of the form(7)

Then, it is apparent that Eq. (5) is a special case of Eq. (6).

The result of (CitationTunç and Tunç, 2016) is given by Theorem F.

Theorem F

(CitationTunç and Tunç, 2016; Theorem I). We assume that and are positive elements in such thatwhere , , and are some positive constants. Then all solutions of Eq. (6) are bounded. If any solution of Eq. (6) is non-oscillatory, then both and hold as . Finally, the solution and its derivative are both elements of .

Remark 3

CitationKroopnick (2014) and CitationTunç and Tunç (2016) proved Theorems E and F by the integral test, respectively.

In this paper, in lieu of Eq. (6), we consider the more general vector non-linear differential equation of the second order(8) or its equivalent differential system(9) where and are continuous functions, and and have also lower and upper positive bounds.

Clearly, Eq. (7) includes the differential equations discussed by CitationKroopnick (2014) and CitationTunç and Tunç (2016), Eqs. (5) and (6), respectively.

Our third and last main result is the following theorem.

Theorem 3

Let and be positive elements in such thatwhere , , and are some positive constants, and there exists a non-negative and continuous function such thatwhere denotes the space of Lebesgue integrable functions.

Then all solutions of Eq. (7) are bounded. In addition, any solution of Eq. (7) and its derivative satisfies both and as . That is, and are asymptotically stable.

Proof

We define a continuous differentiable function by

It is clear thatandwhen and .

The time derivative of , along any solution of (8), is given by

By the assumptions of Theorem 3 and the inequality , it can be easily obtained that

The integration of both sides of the last inequality, between to , , leads that

Let

Then

By noting the Gronwall inequality, we can get

If we consider last inequality together with thatthen the rest of the proof for regarding the boundedness of the solutions when can be easily completed. In addition, the asymptotic stability of the zero solution when can be also easily completed, and hence we omit the details. □

Example 1

Let . Consider non-linear differential system of second order given by

Here,and

Then, we have

That is, .

The asymptotic stability of the zero solution and boundedness of all solutions for the considered differential system, when , is shown by the following graphs as ( and ).

The asymptotic stability of zero solution and boundedness of all solutions for the considered differential system, when , is shown by the following graphs as (EquationFigs. 3 and Equation4).

Hence, all the conditions of Theorems 1, 2 and 3 can be heldold for Eqs. (3) and (7).

Remark 4

CitationKroopnick (2013) proved Theorems A and B by the integral test to scalar linear homogenous differential equation of second order, . After that, by Theorems C and D, CitationTunç and Tunç (2015) generalized and improved the results of (CitationKroopnick, 2013), Theorems A and B, to the second order vector linear and non-homogenous differential Eq. (3), , when (3) and respectively, by utilizing the integral test.

In this paper, we first considered a more general second order vector non-linear differential equation, . This equation includes and improves the equations considered in (Kroopnick, Citation2013; Tunç and Tunç, Citation2015), respectively.

In this paper, instead of the integral test, we use Lyapunov’s function approach to prove the stability and boundedness results discussed in (Kroopnick, Citation2013; Tunç and Tunç, Citation2015). This case is a new and different approach and has a contribution to the topic, completes the results of (Kroopnick, Citation2013; Tunç and Tunç, Citation2015).

Besides, instead of the stability of the zero solution in (Kroopnick, Citation2013; Tunç and Tunç, Citation2015), we prove the asymptotic stability of the zero solution. This case improves the stability results of (Kroopnick, Citation2013; Tunç and Tunç, Citation2015) to the asymptotic stability of the zero solution of equation , when . Moreover, it is worth mentioning that our assumptions which are established on the stability and boundedness of solutions reduce to that of (CitationKroopnick, 2013) for the cases and and that of (CitationTunç and Tunç, 2015), when , despite we did a different approach.

Finally, CitationKroopnick (2014) proved Theorem E to the scalar linear homogenous differential equation of second order, , and, by Theorem F, CitationTunç and Tunç (2016) generalized the result of (CitationTunç and Tunç, 2016) to the second order vector linear and homogenous differential equation , respectively. The technique of the proofs in (Kroopnick, Citation2014; Tunç and Tunç, Citation2016) involves the integral test. In this paper, we are concerned with a more general second order vector non-linear differential equation, . This equation includes and improves the equations discussed in (Kroopnick, Citation2014; Tunç and Tunç, Citation2016), respectively. Here, instead of the integral test, we use Lyapunov’s function approach to extend and improve boundedness results discussed in (Kroopnick, Citation2014; Tunç and Tunç, Citation2016), and we give an additional result like asymptotic stability of the zero solution of Eq. (7), when . Hence, our result, Theorem 3 includes, improves and completes the boundedness results of (Kroopnick, Citation2014; Tunç and Tunç, Citation2016). The obtained asymptotic stability has an additional contribution to the results of (Kroopnick, Citation2014; Tunç and Tunç, Citation2016) and that in the literature.

2 Conclusion

A class of non-linear differential systems of second order is considered. Certain sufficient conditions are established which guarantee the boundedness and asymptotic stability of solutions. To prove the main results here, we put to use Lyapunov’s function approach instead of the integral test. The results obtained essentially complement, extend and improve some well-known results in the literature from the linear cases to the non-linear cases. An example is furnished to illustrate the hypotheses and main results in this paper.

Acknowledgement

The authors of this paper would like to express their sincere appreciation to the anonymous referees for their valuable comments and suggestions which have led to an improvement in the presentation of the paper.

Notes

Peer review under responsibility of University of Bahrain.

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