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On The Lyapunov Type Inequality: A. O. Ignatiev
On The Lyapunov Type Inequality: A. O. Ignatiev
Russian Text © The Author(s), 2020, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2020, No. 6, pp. 21–29.
Introduction. A.M. Lyapunov [1] proved inequality, which enables us to estimate distance
between two consecutive zeros a and b of the solution of linear differential equation of the second
order
x (t) + q(t)x(t) = 0, (1)
where q(t) is a continuous for t ∈ [a, b] function. If x(t) is non-trivial solution of differential
equation (1) such that
x(a) = x(b) = 0 (a < b) (2)
and x(t) = 0 for t ∈ (a, b), then
b
4
|q(t)|dt ≥ . (3)
b−a
a
There are many known generalizations of the Lyapunov inequality. For instance, article [4]
contains analog of the Lyapunov inequality for differential equations in Banach space. A discrete
*
E-mail: aoignat@mail.ru
16
ON THE LYAPUNOV TYPE INEQUALITY 17
analog of this inequality is obtained in [5], [6]. In [7], it is proved for impulse differential equations of
the second order. The inequalities of Lyapunov type for equations in partial derivatives of fractional
order are obtained in [8]. Reader can find survey of papers on the Lyapunov inequality in [9].
Note that inequality
4
b−a≥
b
|q(t)|dt
a
is not useful for estimation of the length of interval (a, b), where solution x(t) of differential
equation (1) does not vanish, because the right-hand side of this inequality contains integral with
limits of integration a and b. All results given above have the same flaw. In the present paper we
obtain a bound for the length of interval (a, b) such that solution x(t) of differential equation of the
second order
x (t) + p(t)x + q(t)x = 0 (4)
does not vanish there, and the bound depends on properties of functions p(t) and q(t) only.
Theorem 1. Assume that for functions p(t) and q(t) we can find a continuously differentiable
function h(t) and constants P ≥ 0 and Q > 0 such that on the set M we have
|2h(t) − p(t)| ≤ P, |p(t)h(t) − q(t) + h (t) − h2 (t)| ≤ Q.
Then any solution of linear differential equation (4), such that
x(a) = x(b) = 0, a < b, x(t) = 0 for t ∈ (a, b),
satisfies inequality b − a ≥ 2Φ(P, Q).
ϕ (t) = − sin2 ϕ(t) + [2h(t) − p(t)] sin ϕ(t) cos ϕ(t) + [p(t)h(t) − q(t) + h (t) − h2 (t)] cos2 ϕ(t). (7)
Let t = a and t = b be such that x(a) = x(b) = 0, x(t) = 0 for t ∈ (a, b). For the certainty we assume
x(t) > 0 for t ∈ (a, b).
According to the change of variables (6) x(t) can vanish only if cos ϕ(t) = 0. By virtue of (7),
we have ϕ (t) = −1. Hence, function ϕ(t) decreases for cos ϕ(t) = 0. Therefore, we can
cos ϕ(t)=0
consider that t = a corresponds to value ϕ = π/2, and t = b to value ϕ = −π/2.
If t increases from a to b, then value ϕ(t) continuously varies from π/2 to −π/2. Consequently,
the interval (a, b) contains values t such that ϕ(t) = 0. We denote by a∗ and b∗ the least and the
most of these values correspondingly, i. e., ϕ(a∗ ) = ϕ(b∗ ) = 0, and 0 < ϕ(t) < π/2 for t ∈ (a, a∗ )
and −π/2 < ϕ(t) < 0 for t ∈ (b∗ , b). Thus, if t varies from a to a∗ , then the value of ϕ continuously
varies from π/2 to 0. On interval (a, a∗ ) we have
dϕ
≥ − sin2 ϕ − P sin ϕ cos ϕ − Q cos2 ϕ,
dt
and, consequently,
dϕ
2 ≥ −dt.
sin ϕ + P sin ϕ cos ϕ + Q cos2 ϕ
We integrate this inequality and have
0 a∗
dϕ
2 ≥− dt. (8)
sin ϕ + P sin ϕ cos ϕ + Q cos2 ϕ
π/2 a
On the time interval t ∈ (b∗ , b) function ϕ(t) varies from 0 to −π/2. Hence, there is valid bound
dϕ
≥ − sin2 ϕ + P sin ϕ cos ϕ − Q cos2 ϕ.
dt
Whence,
dϕ
2 ≥ −dt.
sin ϕ − P sin ϕ cos ϕ + Q cos2 ϕ
We integrate the obtained inequality, and obtain
−π/2
b
dϕ
2 ≥− dt. (11)
sin ϕ − P sin ϕ cos ϕ + Q cos2 ϕ
0 b∗
0
We apply equality du
u2 −P u+Q = Φ(P, Q), add the preceding inequality to inequality (10), and
−∞
obtain 2Φ(P, Q) ≤ b − b∗ + a∗ − a ≤ b − a.
Remark 1. The bound obtained in the theorem is sharp, i. e., there exist differential equations
of the form (4), where instead of non-strict inequality we can write equality. An example of such
equation is x (t) + x(t) = 0. In this equation p(t) ≡ 0, q(t) ≡ 1; h(t) is identically zero, and we
choose P = 0, Q = 1. Here Φ(0, 1) = π/2, and distance between two consecutive zeros of any
solution equals π.
Let us state corollaries from the theorem we proved. For h(t) ≡ 0, Theorem 1 turns into the
following assertion.
Corollary 1. Assume that for p(t) and q(t) we can find constants P ≥ 0 and Q > 0 such that
on the set M, the following inequalities |p(t)| ≤ P, |q(t)| ≤ Q are valid. Then any solution of linear
differential equation (4) with properties
x(a) = x(b) = 0, a < b, x(t) = 0 for t ∈ (a, b),
satisfies inequality
b − a ≥ 2Φ(P, Q). (13)
Remark 2. The comparison of inequality with the results from ([10], pp. 408, 409) shows that
differential equation (4) considered there under assumptions
a = 0, x(0) = x(b) = 0, |p(t)| ≤ P, |q(t)| ≤ Q for t ∈ [0, b],
Qb2
leads to inequality Pb
2 + 6 > 1 and stronger inequality
2P b Qb2
+ 2 ≥ 1. (14)
π2 π
Let us compare for Q = 1 the obtained from inequality (14) bound for b with the value from
Corollary 1 of the present article √
for certain values of parameter P . We√solve (14) with respect to b
for Q = 1, and obtain b ≥ −P + P 2 + π 2 . We evaluate values −P + P 2 + π 2 and 2Φ(P, 1), and
compare them. The following table contains the results of the comparison.
P 0 0.1 0.5 1 2 3 10
√
−P + P 2 + π 2 π 3.043 2.68 2.30 1.72 1.34 0.48
2Φ(P, 1) π 3.045 2.72 2.42 2.00 1.72 0.92
We see from the table that for Q = 1 and given values of parameter P the bounds for b from
inequality (14) and Corollary 1 coincide only for P = 0. For all other values of P the bound for b
from Corollary 1 is better than the bound from inequality (14).
Remark 3. If we denote in Corollary 1 P = 2m, Q = k and take into account identity
m m π
arctg √ + arcctg √ ≡
k−m 2 k−m 2 2
for k > m2 , then we obtain the result from work [11] (Corollary 3).
Proof. We put h(t) = 12 p(t) and P = 0. As a result, we conclude that the corollary is valid.
Corollary 3. If p(t) is continuously differentiable function, then b − a ≥ 2Φ(P, Q), where
P = supt∈M |p(t)|, Q = supt∈M |p (t) − q(t)|.
Proof. We put h(t) = p(t).
Corollary 4. If p(t) ≡ 0, then
2
b−a≥ t .
supt∈M, q(s)ds
t>a a
t
Proof. Let h(t) = q(s)ds. In this case as P and Q we choose
a
t ⎛ t ⎞2
P = 2 sup q(s)ds , Q = ⎝ sup q(s)ds⎠ .
t∈M, t∈M,
t>a a t>a a
◦ function F (x) monotonically increases for x > b and F (x) → +∞ for x → +∞.
◦ function f (x) has a unique positive zero x = a, and f (x) < 0 for 0 ≤ x < a, f (x) > 0 for
x > a;
◦ function − fg(x)
(x) monotonically increases in intervals (0, a) and (a, +∞);
x
◦ limx→+∞ 0 g(s)F (s)ds = +∞.
Then the amplitude Am of the unique limit cycle of system (16) has an upper bound α, which is the
unique root of equation
α
g(s)F (s)ds = 0. (17)
0
We use Theorems 1–3 for estimation of the period of the limit cycle of the Lienard equation.
Let function g(x) in this equation be such that g∗ (x) := g(x)
x is continuous for x ∈ R. We rewrite
equation (15) in the form
x (t) + f (x(t))x (t) + g∗ (x(t))x(t) = 0.
This differential equation has periodic solution xc (t) with period T . We bound the interval of time t,
where xc (t) = 0. This interval equals the half of period of the limit cycle T /2. Together with this
differential equation we consider non-autonomic linear differential equation of the second order
x (t) + f (xc (t))x (t) + g∗ (xc (t))x(t) = 0.
Obviously, this equation also has solution x(t) = xc (t). We bound T /2 by means of Theorem 1. In
this case p(t) = f (xc (t)), q(t) = g∗ (xc (t)). Let value α be found from equation (17). Then according
to Corollary 1 we can put P and Q equal to
P = sup |f (x)|, Q = sup |g∗ (x)|,
x∈[0,α] x∈[0,α]
sinusoidal, but for μ 1 the solution becomes like a meander. Van der Pol called that behavior
relaxation wobble [15].
For the van der Pol equation (19), let us write a system of differential equations of the form (16):
dx dy
= y, = −μ(x2 − 1)y − x. (20)
dt dt
As known (see [37], p. 300), the system of differential equations (20) has the unique stable limit
cycle for any μ > 0; as shown in the work [38], this limit cycle is not algebraic. In the general case, it
is not possible to find a periodic solution to the van der Pol equation, therefore, the efforts of many
scientists were aimed at finding an approximate solution. Purely analytically, equation (19) was
investigated by A.A. Dorodnitsyn [39], and an asymptotic method was developed for this. In [40]
V.F. Sudakov proposed another approach to the description of the limit cycle for the van der Pol
equation in the relaxation regime (for large μ). In paper [41], a periodic solution of equation (19)
is constructed in the form of series converging for all values of the damping coefficient μ.
An important direction in the study of the limit cycle of the van der Pol equation is evaluation
of its half-period. Let us evaluate the half-period T /2 of the limit cycle of the system (20). To do
this, we first find the value α from Theorem 3. In the case of the van der Pol equation we have
3 α 3
f (x) = μ(x2 − 1), g(x) = x, F (x) = μ( x3 − x). We solve equation 0 μ( x3 − x)xdx = 0, and obtain
√
α = 5.
√ T /2 of limit cycle satisfies the bound T /2 ≥ 2Φ(P, 1), where
According to (18), the half period
P = supx∈[0,α] |μ(x2 − 1)| and α = 5, i. e., P = 4μ. One can verify the validity of the obtained
bound by its comparison with exact values of the half period T /2 for various values of μ, which are
obtained in works [42], [43] by means of numerical integration of the van der Pol equation. These
values are shown in the following table.
μ 2Φ(4μ, 1) 2 (1)
T
2 (2)
T
2 (1) 2 (2)
T T
Here is the value of half-period found in the paper [42], and is its value evaluated in [43].
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