On the stability of stationary solutions of a linear integro-differential equation (Q5950197)

Let \(B\) be a complex Banach space, \(A\in L(B)\) a bounded linear operator on \(B\), \(E: \mathbb{R}_{+}\to L(B)\) a (norm) continuous function such that \(\|E(\cdot)\|\) is integrable over \(\mathbb{R}_{+}\), and \(\xi\) a \(B\)-valued stationary stochastic process. Here, stationary solutions to the random equation NEWLINE\[NEWLINE \varepsilon x''(t) + x^\prime(t) = Ax(t) + \int^{t}_{-\infty} E(t-s)x(s) \roman ds + \xi(t), \quad t\in\mathbb{R}, \tag{1} NEWLINE\]NEWLINE in \(B\) are studied. Conditions upon \(A\) and \(E\) are given implying that if \(\xi\) belongs to a suitable class \(S\) of stationary processes then there is a stationary solution \(x_\varepsilon\) to (1) in \(S\) for all \(\varepsilon\) in some neighbourhood of zero and \(\lim_{\varepsilon\to 0} E\sup_{t\in J} \|x_\varepsilon (s)-x_0(s)\|= 0\) for every bounded set \(J\subset\mathbb{R}\). Analogous results are derived for the boundary value problem \(\varepsilon u''_{tt}(t,x,\varepsilon) + u^\prime_{t}(t,x,\varepsilon) - u''_{xx} (t,x,\varepsilon) = Au(t,x,\varepsilon) + g(x)\xi(t)\), \(t\in\mathbb{R}\), \(x\in [0,\pi]\), \(u(t,0,\varepsilon) = u(t,\pi,\varepsilon)= 0\) in \(B\).