Preface

Differential equations are widely used by mathematicians, physicists, engineers, biol-

ogists, chemists, and scientists who work in relevant fields. They encounter the use of
differential equations in the study of Newton’s law of cooling, Maxwell’s equations,
Newton’s laws of motion, fluid dynamics equations, equations in plasma dynamics,
equations in stellar dynamics, Hook’s law, Schrödinger’s equation, acoustic wave
equation, equations in chemical kinetics, equations in thermodynamics, Einstein’s
equations for general relativity, population models, epidemics, and so on. For many
years, the author has been encouraged by the graduate students at the University of
Dayton to write a concise and reader-friendly book on the subject of advanced dif-
ferential equations. So this book grew out of lecture notes that the author has been
constantly revising and using for a graduate course in differential equations. The
book should serve as a two-semester graduate textbook in exploring the theory and
applications of ordinary differential equations and differential equations with delays.
It is intended for students who have basic knowledge of ordinary differential equa-
tions and real analysis. While writing this book, the author tried to balance rigor
and presenting the most difficult material in an elementary format by adopting easier
and friendlier notations that make the book accessible to a wide audience. It was the
author’s main intention to provide many examples to illustrate the theory conveyed
in the theorems. The author made every effort to include contemporary topics such
as the use of fixed point theory in several places to prove the existence and unique-
ness, various notions of stability, and the existence of positive periodic solutions on
Banach spaces. What makes the book appealing and distinguished from other books
is the addition of Chapters 8 and 9 on delay differential equations with advanced
topics. The author is convinced that any student who completes the whole book, es-
pecially Chapters 8 and 9, should be ready to carry on with meaningful research in
delay differential systems.
Much of the pedagogical and mathematical development of this book is influ-
enced by the author’s style of presentation. The literature on differential equations is
vast and well established, and some of the ideas found their way into this book.
Since stability is the central part of this book, namely by the Lyapunov method,
we must mention some history. Lyapunov functions are named after Alexander
Lyapunov, a Russian mathematician, who in 1892 published his book The General
Problem of Stability of Motion. Lyapunov was the first to consider the modifications
necessary in nonlinear systems to the linear theory of stability based on lineariz-
ing near a point of equilibrium. His work, initially published in Russian and then
translated to French, received little attention for many years. Interest in Lyapunov
stability started suddenly during the Cold War period when his method was found to
be applicable to the stability of aerospace guidance systems, which typically contain

xi
xii Preface

strong nonlinearities not treatable by other methods. More recently, the concept of
the Lyapunov exponent related to Lyapunov’s first method of discussing stability has
received wide interest in connection with chaos theory.
Chapter 1 deals with various introductory topics, including variation of parame-
ters formula, metric spaces, and Banach spaces.
In Chapter 2 we introduce Gronwall’s inequality that we make use of to prove the
uniqueness of solutions. We introduce theorems on the existence and uniqueness of
solutions, their dependence on initial data, and their continuation on maximal inter-
val.
In Chapter 3 we introduce systems of differential equations. We briefly discuss
how the existence and uniqueness theorems of Chapter 2 are extended to suit systems.
Then we develop the notion of the fundamental matrix as a solution and utilize it to
write solutions of non-homogeneous systems so that they can be analyzed.
Stability theory is the central part of this book. Chapters 4–8 are totally devoted
to stability. In Chapter 4 we are mainly concerned with the stability of linear systems
via the variation of parameters. The chapter also includes a nice section of Floquet
theory with its application to Mathieu’s equation.
Chapters 5 and 6 are deeply devoted to the study of the stability of linear systems,
near-linear systems, perturbed systems, autonomous systems in the plane, and stabil-
ity by linearization. Chapter 5 is ended with the study of Hamiltonians and gradient
systems. We begin Chapter 6 by looking at stability diagrams in scalar equations and
move into the study of bifurcations as it naturally arises while looking at stability.
Bifurcation occurs when the dynamics abruptly change as certain parameters move
across certain values. We end Chapter 6 by considering stable and unstable man-
ifolds, which then delves into the Hartman–Grobman theorem. The theorem says
that the behavior of a dynamical system in the domain near a hyperbolic equilibrium
point is qualitatively the same as the behavior of its linearization near this equilibrium
point, where hyperbolicity means that no eigenvalue of the linearization has a zero
real part.
Chapter 7 delves deeply into the stability of general systems using Lyapunov
functions. We prove general theorems regarding the stability of autonomous and non-
autonomous systems by assuming the existence of such Lyapunov function. We touch
on the notion of ω-limit set and its correlation to Lyapunov functions. The chapter is
concluded with a detailed discussion on exponential stability.
Chapter 8 is solely devoted to the study of delay differential equations. It con-
tains recent development in the research of delay differential equations. We begin
the chapter by pointing out how basic results from ordinary differential equations
are easily extended to delay differential equations. We introduce the method of steps
and show how to piece together a solution. The transition of moving from ordinary
differential equations to delay differential equations was made simple through the
extension of Lyapunov functions to Lyapunov functionals. Then we move on to
 Preface xiii

a whole new concept, fixed point theory. The use of fixed point theory alleviates
some of the difficulties that arise from the use of Lyapunov functionals when study-
ing stability. Later on, we apply fixed point theory to the study of stability and the
existence of positive periodic solutions of neutral differential equations and neutral
Volterra integro-differential equations, respectively. We end the chapter with the use
of Lyapunov functionals to obtain necessary conditions for the exponential stability
of Volterra integro-differential equations with finite delay.
Chapter 9 deals with current research concerning the use of a new variation of
parameters formula. The objective is to introduce a new method for inverting first-
order ordinary differential equations with time-delay terms to obtain a new variation
of parameters formula that we use to study the stability, boundedness, and periodicity
of general equations in ordinary and delay differential equations.
A combination of Chapters 1–3, 6, and 7 can be used to deliver a course on non-
linear systems for engineers.
The author has not attempted to give the historical origin of the theory, except
in very rare cases. This resulted in the situation that not every reference listed in
References is mentioned in the text or the body of the book.
Exercises play an essential learning tool of the course and accompany each chap-
ter. They range from routine calculations to solving more difficult problems to open-
ended ones. Students must read the relevant material before attempting to do the
exercises.
I am indebted to Dr. Mohamed Aburakhis, who fully developed all the codes
for all the figures in the book. I like to thank the hundreds of graduate students
at the University of Dayton whom the author taught for the last 20 years and who
helped the polishing and refining of the lecture notes, most of which have become
this book.
A heartfelt appreciation to Jeff Hemmelgarn from the University of Dayton for
carefully reading the whole book and pointing out many typos.

Youssef N. Raffoul
University of Dayton
Dayton, Ohio
June 2021