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P. Preda - A. Pogan - C. Preda

ADMISSIBILITY AND EXPONENTIAL DICHOTOMY OF

EVOLUTIONARY PROCESSES ON HALF-LINE

Abstract. In the present paper we give a new way to characterize the ex-ponential dichotomy of evolutionary processes in terms of ”Perron-type” theorems, without the so-called evolution semigroup.

Also, there are obtained another proofs of some results gives by Van Minh, R¨abiger and Schnaubelt.

1. Introduction

Exponential dichotomy have their origins in the work of O.Perron [13]. It has been studied for the case of differential equations by several authors, whose results can be found in the monographs due to Massera-Sch¨affer [9], Hartman [4], Daleckij-Krein [3], Coppel [2], Chicone-Latushkin [1].

The case of general evolutionary-processes has been studied in [15] by P.Preda for exponential stability and in [14] by P.Preda and M.Megan for exponential dichotomy.

Recently, several results about exponential stability and exponential dichotomy which extend the result of O.Perron were obtained by N. van Minh [11], [12], F. Ra-biger [11], Y. Latushkin [6], [7], [8], T. Randolph, R. Schnaubelt [8], [18]. Argu-ments in these papers again illustrate the general philosophy of “autonomization” of nonautonomous problems by passing from evolution families to associated evolution semigroups. In contrast to this “philosophy” the present paper shows that we can char-acterize the exponential dichotomy in terms of the admissibility of some suitable pairs of spaces in a direct way, without the so-called evolution semigroup.

So the aim of this paper is to establish the connection between admissibility and exponential dichotomy in a new way, more directly, without using the evolution semi-group .

2. Preliminaries

Let X be a Banach space, B(x)the Banach algebra of all bounded linear operators acting on X andR+=[0,+∞).

The classical result of O.Perron stands that the differential system

(A) x˙(t)=A(t)x(t), t≥0.

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is exponential dichotomic if and only if for all continuous and bounded f :R+X there exists a bounded solution of the equation

(A,f) x˙(t)=A(t)x(t)+ f(t), t ≥0,

where A is an operator valued function, locally Bochner integrable and X a finite di-mensional space.

This result was extended to the case of infinite dimensional Banach spaces in a natural way.

The Cauchy problem associated to the equation(A, f)has a solution given by x(t)=U(t,t0)x(t0)+

Z t t0

U(t, τ )f(τ )dτ.

U is the evolutionary process generated by the equation (A), U(t,t0) =

8(t)8−1(t0), where8is the unique solution of the Cauchy Problem

8′(t)= A(t)8(t) 8(0)=I

The case where{A(t)}t≥0is a family of unbounded linear operators, impose an-other “kind” of solution for(A,f). So we have to deal with the so-called mild solution for(A,f)given by

x(t)=U(t,t0)x0+

Z t

t0

U(t, τ )f(τ )dτ.

DEFINITION1. A family of bounded linear operators on X ,U = {U(t,s)}ts≥0is called an evolutionary process if

1) U(t,t)=I (the identity operator on X ), for all t0; 2) U(t,s)U(s,r)=U(t,r), for all tsr0; 3) U(·,s)x is continuous on [s,∞)for all s0, xX ;

U(t,·)x is continuous on [0,t] for all t0, xX ; 4) there exist M, ω >0 such that

||U(t,s)|| ≤Meω(ts), for all ts≥0.

We use the following notations:

C= {f :R+X : f −continuous and bounded}

C0= {fC : f(0)= lim

t→∞ f(t)=0}.

We note that C and C0are Banach spaces endowed with the norm

||f|| =sup

t≥0

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DEFINITION2. An application P :R+B(X)is said to be a dichotomy projec-tion family if

i) P2(t)=P(t), for all t0; ii) P(·)xC, for all xX . We set Q(t)=IP(t),t0.

DEFINITION 3. An evolutionary processU is said to be uniformly exponentially dichotomic (u.e.d) if there exist P a dichotomy projection family and N, γ >0 such that

d1) U(t,s)P(s)=P(t)U(t,s), for all ts0;

d2) U(t,s): K er P(s)→K er P(t)is an isomorphism for all ts0; d3) ||U(t,s)x|| ≤N e−γ (ts)||x||, for all xI m P(s)and all ts≥0. d4) ||U(t,s)x|| ≥ 1

Ne

γ (ts)||x||, for all x K er P(s)and all ts0.

In what follows we will consider evolutionary processesU for which exists P a dichotomy projection family such that d1)and d2)are satisfied. In that case we will denote by

U1(t,s)=U(t,s)|I m P(s), U2(t,s)=U(t,s)|K er P(s). Let E and F be two closed subspaces of C.

DEFINITION4. The pair(E,F)is said to be admissible forU if for all fE the following statements hold

i) U2−1(·,t)Q(·)f(·)∈L1[t,∞)(X), for all t0;

ii) xf :R+→ X, xf(t)=

Z t

0

U1(t,s)P(s)f(s)ds

Z ∞

t

U2−1(s,t)Q(s)f(s)ds, lies in F.

LEMMA 1. With our assumption we have that U2−1(·,t0)Q(·)x is continuous on [t0,∞), for all(t0,x)∈R+×X .

Proof. Let tt00, h∈(0,1),xX . Then

U2(t+1,t0)=U2(t+1,r)U2(r,t0), for all r[t,t+1],and so U2−1(t+h,t0)=U2−1(t+1,t0)U2(t+1,t+h)

U2−1(t,t0)=U2−1(t+1,t0)U2(t+1,t). It results that

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= ||U2−1(t+1,t0)[U2(t+1,t+h)Q(t+h)xU2(t+1,t)Q(t)x ]|| ≤ ||U2−1(t+1,t0)|| ||U2(t+1,t+h)Q(t+h)xU2(t+1,t)Q(t)x||

= ||U2−1(t+1,t0)|| ||U(t+1,t+h)Q(t+h)xU(t+1,t)Q(t)x||

≤ ||U2−1(t+1,t0)||[||U(t+1,t+h)(Q(t+h)xQ(t)x)|| +||U(t+1,t+h)Q(t)xU(t+1,t)Q(t)x||]

≤ ||U2−1(t+1,t0)||[Meω(1−h)||Q(t+h)xQ(t)x|| +||U(t+1,t+h)Q(t)xU(t+1,t)Q(t)x||]

It’s easy to see that U2−1(·,t0)Q(·)x is right-handed continuous on [t0,∞). Consider now t >t0≥0, h ∈(0,tt0), xX . Then

U2(t,t0)=U2(t,th)U2(th,t0) and so

U2−1(th,t0)=U2−1(t,t0)U2(t,th) It results that

||U2−1(th,t0)Q(th)xU2−1(t,t0)Q(t)x||

= ||U2−1(t,t0)U2(t,th)Q(th)xU2−1(t,t0)Q(t)x|| ≤ ||U2−1(t,t0)|| ||U2(t,th)Q(th)xQ(t)x||

= ||U2−1(t,t0)|| ||U(t,th)Q(th)xQ(t)x||

≤ ||U2−1(t,t0)|| ||U(t,th)(Q(th)xQ(t)x)|| +||U(t,th)Q(t)xQ(t)x||]

≤ ||U2−1(t,t0)||[Meωh||Q(th)xQ(t)x||

+||U(t,th)Q(t)xQ(t)x||]

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3. The main result

LEMMA2. If the pair(C0,C)is admissible toUthen there exists K >0 such that

||xf|| ≤K||f||, for all fC0.

Proof. Let us definet : C0→L1[t,∞)(X),

tf =U2−1(·,t)Q(·)f(·)

for any t ≥0. It is obvious that∧t is a linear operator for all t≥0.

Consider t≥0, {fn}n≥1⊂C0, fC0, gL1[t,∞)(X)such that

fn C0

−→ f , ∧tfn

L1

−→g.

Then there exist a subsequence{fnk}k≥1of{fn}n≥1such that

tfnk−−−→k→∞g a.e. But

||(∧t fnk)(s)−(∧t f)(s)|| ≤ ||U −1

2 (s,t)Q(s)|| ||fnkf|| for all k1 and all st, and so

t fnk −→ ∧t f a.e.

It follows easily that∧t is a closed operator for all t ≥0 and hence using the Closed-Graph principle it is bounded.

Let T : C0C be the linear operator defined by

(T f)(t)=

Z t

0

U1(t,s)P(s)f(s)ds

Z ∞

t

U2−1(s,t)Q(s)f(s)ds If

{gn}n≥1⊂C0, gC0, hC, gng in C0, T gnh in C

then

||(T gn)(t)−(T g)(t)|| ≤ ||

Z t

0

U1(t,s)P(s)(gn(s)−g(s))ds||

+ ||

Z ∞

t

Ut−1(s,t)Q(s)(gn(s)−g(s))ds||

Z t

0

||U1(t,s)|| ||P(s)|| ||gn(s)−g(s)||ds + || ∧t (gng)||

t Meωtsup

s≥0

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for all t0 and all n∈N∗.

It follows that T g =h, and hence T is closed, so by closed-graph principle it is also bounded.

So

||xf|| = ||T f|| ≤ ||T|| ||f||, for all fC0.

LEMMA3. Let f :{(t,t0)∈R2 : tt0≥0} →R+,a>0 such that i) f(t,t0)≤ f(t,s)f(s,t0)for all tst00;

ii) f(t,t0)≤ L, for all t00 and all t[t0,t0+a]; iii) f(t0+a,t0)≤ 1

e for all t00, then there exist N, γ >0 such that

f(t,t0)≤ N e−γ (tt0)for all t t00.

Proof. Let tt00 and n=

tt

0 a

. Then

f(t,t0) ≤ f(t,na+t0)f(na+t0,t0)

Len

Leetat0 For N =Le, andγ = 1

a it follows that

f(t,t0)≤ N e−γ (tt0), for all tt0≥0.

LEMMA4. If there exists L>0 such that

Z ∞

t

ds

||U2(s,t0)x||

L

||U2(t,t0)x||

,

for all tt0≥0, xK er P(t0)\ {0}then the condition d4)is satisfied. Proof. Let us fix t00 and xK er P(t0)\ {0}and to define

ϕ: [t0,∞)→R+, ϕ(t)=

Z ∞

t

ds

||U2(s,t0)x||

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It is easy to see thatϕis differentiable and 1

L ≤ −

ϕ′(t)

ϕ(t), for all tt0.

By a simple integration we obtain that

ϕ(t)e1L(tr)ϕ(r), for all t r t0.

THEOREM1. The evolutionary processU is uniformly exponentially dichotomic if and only ifU is(C0,C)admissible.

Proof. Necessity. It follows easily from Definition 1 and Lemma 1 taking into account that the condition d4)is in fact equivalent with

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+

By Lemma 2 it results that

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then gC0, ||g|| ≤K1||x||and

By Lemma 2 it results that

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It follows that

By Lemma 2 it results that

||xh(t)|| ≤ ||xh|| ≤K||h|| ≤K, for all t[t0,t0+n]. Using again the fact that

1

COROLLARY1. The following assertions are equivalent i) U is u.e.d.

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iii) U is(C0,C)admissible.

Proof. i)⇒ii)It follows from Definition 4 and Lemma 1. ii)⇒iii) It is obvious.

iii)⇒iv) It is the sufficiency of Theorem 1. COROLLARY2. The following results hold: i) IfU is(C0,C0)admissible thenU is u.e.d. ii) IfU is(C,C0)admissible thenU is u.e.d.

The following example shows that there exists an evolutionary process which is exponentially dichotomic but it is not(C0,C0)or(C,C0)admissible.

EXAMPLE1. Consider

X =R2, U(t,s)(x1,x2)=(e−(ts)x1,e(ts)x2), P(t)(x1,x2)=(x1,0)

Then for f =(f1, f2)where

f1(t)= f2(t)=

          

0, t ∈[0,1)

t−1, t ∈[1,2)

1, t ∈[2,3)

4−t, t ∈[3,4)

0, t ≥4 we have that

(xf)(0)=(0,−

Z ∞

0

esf2(s)ds)and

Z ∞

0

esf2(s)ds

Z 3

2

esds>0.

Acknowledgement. The authors would like to thank the referee for thorough reading of the paper and many helpful comments.

References

[1] CHICONEC. ANDLATUSHKINY., Evolution semigroups in dynamical systems and differential equations, Mathematical Surveys and Monographs 70, Amer. Math. Soc., Providence RI 1999.

[2] COPPELW.A., Dichotomies in Stability Theory, Lect. Notes Math. 629, Springer-Verlag, New York 1978.

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[4] HARTMANP., Ordinary differential equations, Wiley, New York London Sidney 1964.

[5] KREINS.G., Linear differential equations in Banach spaces, Transl. Amer. Math. Soc. 1971.

[6] LATUSHKIN Y. AND MONTGOMERY-SMITH S., Evolutionary semigroups and Lyapunov theorems in Banach spaces, J. Funct. Anal. 127 (1995), 173–197. [7] LATUSHKINY.ANDRANDOLPHT., Dichotomy of differential equations on

Ba-nach spaces and an algebra of weighted composition operators, Integral Equa-tions Operator Theory 23 (1995), 472–500.

[8] LATUSHKINY., RANDOLPHT.AND SCHNAUBELTR., Exponential dichotomy and mild solution of nonautonomous equations in Banach spaces, J. Dynam. Diff. Eq. 3 (1998), 489–510.

[9] MASSERA J.L.AND SCHAFFER¨ J.J., Linear differential equations and function spaces, Academic Press, New York 1966.

[10] MEGAN M., SASUB. AND SASUA.L., Theorems of Perron type for evolution operators, Rendiconti di Matematica, Serie VII 21 (2001), 231–244.

[11] VANMINHN., R ¨ABIGERF.ANDSCHNAUBELTR., Exponential stability, expo-nential expansiveness and expoexpo-nential dichotomy of evolution equations on the half-line, Int. Eq. Op. Theory 32 (1998), 332–353.

[12] VAN MINHN., On the proof of characterizations of the exponential dichotomy, Proc. Amer. Math. Soc. 127 (1999), 779–782.

[13] PERRONO., Die stabilit ¨atsfrage bei differentialgeighungen, Math. Z. 32 (1930), 703–728.

[14] PREDA P. AND MEGAN M., Non-uniform dichotomy of evolutionary processes in Banach space, Bull. Austral. Math. Soc. 27 1 (1983), 31–52.

[15] PREDA P., On a Perron condition for evolutionary processes in Banach spaces, Bull. Math. de la Soc. Sci. Math. de la R.S. Roumanie, Tome 32 80 1 (1988), 65–70.

[16] RAU R., Hyperbolic evolution groups and dichotomic of evolution families, J. Dynam. Diff. Eq. 6 (1994), 107–118.

[17] SACKERR.ANDSELLG., Dichotomies for linear evolutionary equations in Ba-nach spaces, J. Diff. Eq. 113 (1994), 17–67.

[18] SCHNAUBELTR., Sufficient conditions for exponential stability and dichotomy of evolution equations, Forum Mat. 11 (1999), 543–566.

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AMS Subject Classification: 34D05, 47D06, 93D20. Petre PREDA, Alin POGAN, Ciprian PREDA Department of Mathematics

West University of Timis¸oara Bd. V.Parvan No 4

1900 Timis¸oara, ROM ˆANIA e-mail:preda@math.uvt.ro

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