Existence and Lyapunov Stability of Periodic Solutions for Generalized Higher-Order Neutral Differential Equations

Existence and Lyapunov stability of periodic solutions for a generalized higher-order neutral differential equation are established.

In recent years, there is a good amount of work on periodic solutions for neutral differential equations (see [1–11] and the references cited therein). For example, the following neutral differential equations

have been studied in [1, 3, 8], respectively, and existence criteria of periodic solutions were established for these equations. Afterwards, along with intensive research on the -Laplacian, some authors [4, 11] start to consider the following -Laplacian neutral functional differential equations:

and by using topological degree theory and some analysis skills, existence results of periodic solutions for (1.2) have been presented.

In general, most of the existing results are concentrated on lower-order neutral functional differential equations, while studies on higher-order neutral functional differential equations are rather infrequent, especially on higher-order -Laplacian neutral functional differential equations. In this paper, we consider the following generalized higher-order neutral functional differential equation:

where is given by with being a constant, is a continuous function defined on and is periodic with respect to with period , that is, for all , and , are constants.

Since the neutral operator is divided into two cases and , it is natural to study the neutral differential equation separately according to these two cases. The case has been studied in [5]. Now we consider (1.3) for the case . So throughout this paper, we always assume that , and the paper is organized as follows. We first transform (1.3) into a system of first-order differential equations, and then by applying Mawhin's continuation theory and some new inequalities, we obtain sufficient conditions for the existence of periodic solutions for (1.3). The Lyapunov stability of periodic solutions for the equation will then be established. Finally, an example is given to illustrate our results.

First, we recall two lemmas. Let and be real Banach spaces and let be a Fredholm operator with index zero; here denotes the domain of . This means that is closed in and . Consider supplementary subspaces , of , , respectively, such that , . Let and denote the natural projections. Clearly, and so the restriction is invertible. Let denote the inverse of .

Let be an open bounded subset of with . A map is said to be -compact in if is bounded and the operator is compact.

Lemma 2.1 (see [12]).

Suppose that and are two Banach spaces, and suppose that is a Fredholm operator with index zero. Let be an open bounded set and let be -compact on . Assume that the following conditions hold:

(1)

(2)

(3), where is an isomorphism.

Then, the equation has a solution in .

Lemma 2.2 (see [13]).

If and , then

where is a fixed real number with and

For the sake of convenience, throughout this paper we denote by a positive real number, and for any continuous function , we write

Let be the operator on given by

Lemma 2.3.

The operator has a continuous inverse on satisfying the following:

Remark 2.4.

This lemma is basically proved in [3, 10]. For the convenience of the readers, we present a detailed proof here as follows.

Proof.

We split it into the following two cases.

Case 1 ().

Define an operator by

Clearly, and . Note also that . Therefore, has a continuous inverse with ; here . Hence,

and so

Case 2 ().

Define operators

From the definition of the linear operator , we have

Since , the operator has a bounded inverse with

and so, for any ,

On the other hand, from , we have

That is,

Now, for any , if satisfies

then we have

or

So, we have

So, exists and satisfies

This proves (1) and (2) of Lemma 2.3. Finally, (3) is easily verified.

By Hale's terminology [14], a solution of (1.3) is that such that and (1.3) is satisfied on . In general, does not belong to But we can see easily from that a solution of (1.3) must belong to . Equation (1.3) is transformed into

Lemma 2.5 (see [4]).

If , then

Now we consider (2.22). Define the conjugate index by . Introducing new variables

Using the fact that and by Lemma 2.3, (1.3) can be rewritten as

It is clear that, if is a -periodic solution to (2.25), then must be a -periodic solution to (1.3). Thus, the problem of finding a -periodic solution for (1.3) reduces to finding one for (2.25).

Define the linear spaces

with norm . Obviously, and are Banach spaces. Define

by

Moreover, define

by

Then, (2.25) can be rewritten as the abstract equation . From the definition of , one can easily see that and . So, is a Fredholm operator with index zero. Let and be defined by

It is easy to see that . Moreover, for all , if we write , we have and so . This is to say and So, is a Fredholm operator with index zero. Let denote the inverse of , then we have

where

From (2.30) and (2.33), it is clear that and are continuous, and is bounded, and so is compact for any open bounded . Hence, is -compact on . For the function defined as (2.24), we have the following.

Lemma 2.6.

If and , then

where

Proof.

From , there is a point such that . Let . Then, . From , there is a point such that . Let . Then, Continuing this way, we get from a point such that . Let . Then, From , we have , so there is a point such that ; hence, we have . Let . Then, Continuing this way, we get from that there is a point such that . Let . Then, By Lemma 2.2, we have

By Lemma 2.5 and Lemma 2.2, we have

Combining (2.35) and (2.36), we get

Similarly, we get

This completes the proof of Lemma 2.6.

Remark 2.7.

In particular, if we take , then and

In this case, (2.34) is transformed into

For the sake of convenience, we list the following assumptions which will be used repeatedly in the sequel.

There exists a constant such that

There exists a constant such that

There exist nonnegative constants such that

There exist nonnegative constants such that

for all .

Theorem 3.1.

If and hold, then (1.3) has at least one nonconstant -periodic solution.

Proof.

Consider the equation

Let . If , then

We first claim that there exists a constant such that

Integrating the last equation of (3.6) over , we have

By the continuity of , there exists such that

From assumption , we get (3.7). As a consequence, we have

On the other hand, multiplying both sides of the last equation of (3.6) by and integrating over , using assumption we have

It is easy to see that there exists a constant (independent of ) such that

From , there exists a point such that . By Hölder's inequality, we have

From , there exists a point such that , and we have

Continuing this way for , we get

Hence,

Meanwhile, from (3.10), we get

Let . Then, obviously , and .

Let . If , then , which means that and . We see that

So,

Now take . By the analysis above, it is easy to see that , , and conditions (1) and (2) of Lemma 2.1 are satisfied.

Next we show that condition (3) of Lemma 2.1 is also satisfied. Define an isomorphism as follows:

Let , . Then, for all ,

From , it is obvious that for all . Therefore,

which means that condition (3) of Lemma 2.1 is also satisfied. By applying Lemma 2.1, we conclude that equation has a solution on ; that is, (1.3) has a -periodic solution with .

Finally, observe that is not constant. For, if (constant), then from (1.3) we have , which contradicts the assumption that . The proof is complete.

Theorem 3.2.

If and hold, then (1.3) has at least one nonconstant  -periodic solution if one of the following conditions holds:

(1),

(2) and

Proof.

Let be defined as in Theorem 3.1. If then from the proof of Theorem 3.1 we have

We claim that is bounded.

Multiplying both sides of (3.23) by and integrating over , by using assumption we have

Applying Hölder's inequality, we have

Applying Lemma 2.6 and (3.26), we have

Case 1.

If and , then it is easy to see that there exists a constant (independent of ) such that

Case 2.

If , then it is easy to see that there exists a constant (independent of ) such that

From , there exists a point such that . By Hölder's inequality, we have

This proves the claim, and the rest of the proof of the theorem is identical to that of Theorem 3.1.

Remark 3.3.

If (1.3) takes the form

where and , then the results of Theorems 3.1 and 3.2 still hold.

Remark 3.4.

If , then (1.3) is transformed into

and the results of Theorems 3.1 and 3.2 still hold.

Next, we study the Lyapunov stability of the periodic solutions of (3.32).

Theorem 3.5.

Assume that holds. Then every -periodic solution of (3.32) is Lyapunov stable.

Proof.

Let

Then, system (3.32) is transformed into

Suppose now that is a -periodic solution of (3.34). Let be any arbitrary solution of (3.34). For any , write . Then, it follows from (3.34) that

and so

Let . Then,

Take , and define a function by

Let . It is obvious that and . From and Lemma 2.3, we get

Hence, is a Lyapunov function for nonautonomous (3.32) (see [15, page 50]), and so the -periodic solution of (3.32) is Lyapunov stable.

Finally, we present an example to illustrate our result.

Example 3.6.

Consider the -order delay differential equation

Here is a constant with . Comparing with (1.3), we have and

Observe that has period and satisfies

Pick . Then,

for all with . Hence, holds. On the other hand, since

assumption holds with .

Case 1.

If , then by (1) of Theorem 3.2, (3.40) has at least one nonconstant -periodic solution.

Case 2.

If , then

So by (2) of Theorem 3.2, (3.40) has at least one nonconstant -periodic solution.

This paper is partially supported by the National Natural Science Foundation of China (10971202), and the Research Grant Council of Hong Kong SAR, China (project no. HKU7016/07P).

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