Asymptotic behavior of a linear difference equation with continuous time (Q2390144)
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English | Asymptotic behavior of a linear difference equation with continuous time |
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Asymptotic behavior of a linear difference equation with continuous time (English)
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20 July 2009
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Consider the difference equation \[ x(t) = \sum_1^k b_jx(t-m_j\sigma),\;t\in \mathbb{R}^+ , \] where \[ 1\leq k\in \mathbb{Z}^+,\;b_j\in \mathbb{R},\;b_k\neq 0,\;\sigma>0,\;m_j\in \mathbb{Z}^+,\;1=m_0<m_1<\dots<m_k. \] Let the characteristic equation \[ \Delta(s) = 1 - \sum_1^k b_j\exp\{-(m_j\sigma)s\} \] have a simple real root \(\xi_0\) such that \[ \xi_0 = \sup\{\Re e\;s| \Delta(s)=0\}. \] Then any solution of the Cauchy problem with initial data on \((-m_k\sigma,0)\) has the asymptotic representation \[ x(t) = p(t)\exp\{\xi_0t\} + O(\exp\{(\xi_0-\epsilon)t\} \] for \(t\rightarrow\infty\) with \(p(t)\) \(\sigma\)-periodic and some \(\epsilon>0\). Moreover \[ p(t) = {{1}\over{q'(\exp\{\xi_0\sigma\})}}\sum_0^k\exp\{-\xi_0\sigma(1+m_j)\} \sum_{-m_j}^{-1}\phi(t+\nu\sigma)\exp\{-\xi_0(t+\nu\sigma)\}, \] \(0<t<\sigma\), where \(\phi\) is the initial condition on \((-m_k\sigma,0)\) and \(q(z)=1-\sum_0^kb_jz^{-m_j}\).
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difference equation with continuous time
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\(z\)-transform
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commensurate delays
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asymptotic behavior
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