Theory and applications of first-order systems of Stieltjes differential equations

DOI10.1515/ANONA-2015-0158MaRDI QIDQ509183zbMATH OpenOpenAlexFDO

Authors Rodrigo L. Pouso, Marlène Frigon

Publication date 9 February 2017

Published in Advances in Nonlinear Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/anona-2015-0158

dynamic equation equations with impulses existence and uniqueness exponential function Lebesgue-Stieltjes integration Stieltjes differential equation

Mathematics Subject Classification ID

Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear ordinary differential equations and systems (34A34) Discontinuous ordinary differential equations (34A36) Ordinary differential equations with impulses (34A37)

Review text

This interesting paper introduces a new type of equations referred to as Stieltjes differential equations. Given a left-continuous nondecreasing function \(g:\mathbb R\to\mathbb R\), a Stieltjes differential equation has the form \[ x'_g(t)=f(t,x(t)),\quad t\in[a,b],\tag{1} \] where \(x\) and \(f\) take values in \(\mathbb R^n\), and \(x'_g\) is the Stieltjes derivative of \(x\) with respect to \(g\). Stieltjes derivatives and their properties were thoroughly studied in the earlier paper [the second author and \textit{A. Rodríguez}, ``A new unification of continuous, discrete, and impulsive calculus through Stieltjes derivatives, Real Anal. Exchange 40, No. 2, 319--354 (2015; \url{doi:10.14321/realanalexch.40.2.0319})]. In short, the derivative \(x'_g(t_0)\) is defined as \[ x'_g(t)=\lim_{t\to t_0}\frac{x(t)-x(t_0)}{g(t)-g(t_0)} \] if \(g\) is continuous at \(t_0\) and nonconstant in its neighborhood, while \[ x'_g(t)=\frac{x(t_0+)-x(t_0)}{g(t_0+)-g(t_0)} \] if \(g\) is discontinuous at \(t_0\); the derivative is undefined at points \(t_0\) such that \(g\) is constant near \(t_0\). Equation (1) can be also written in the integral form \[ x(t)=x(a)+\int_{[a,t)}f(s,x(s))\,\text{d}\mu_g(s),\tag{2} \] where the integral on the right-hand side is the Lebesgue-Stieltjes integral with respect to the measure generated by \(g\). The authors show that dynamic equations on time scales, as well as ordinary differential equations with impulses, can be transformed to Stieltjes differential equations by an appropriate choice of the function~\(g\). The main theoretical results contained in the paper are: 1) A Picard-type existence and uniqueness theorem for Equation (1). 2) A Peano-type existence theorem for Equation (1) in the classical setting, as well as in the Carathéodory setting. 3) The definition of a class of exponential functions that provide solutions to the scalar linear equation \(x'_g(t)=c(t)x(t)\), \(x(a)=1\). The theory of Stieltjes differential equations is illustrated on two mathematical models -- evaporating water with evaporation taking place only during the day, and dissolving salt in water with varying temperature. The paper is well written and provides a new view on the relations between differential, difference and impulsive equations. Reviewer's remarks: The theory of Stieltjes differential equations is closely related to the theory of measure differential equations of the form \[ x(t)=x(a)+\int_a^t f(s,x(s))\,\text{d}g(s),\tag{3} \] where the integral on the right-hand side is the Kurzweil-Stieltjes integral. It is known that Equation (2) implies Equation (3); under certain additional hypotheses on \(f\), the two equations are equivalent. Many results described in this paper have their counterparts in the setting of measure differential equations. For example, the relation between measure differential equations and dynamic equations was described in [the reviewer, J. Math. Anal. Appl. 385, No. 1, 534--550 (2012; Zbl 1235.34247)]; the relation between measure differential equations and impulsive equations was studied in [\textit{M. Federson} et al., Math. Nachr. 286, No. 2--3, 181--204 (2013; Zbl 1266.34115)]; exponential functions corresponding to linear measure differential equations were introduced in [\textit{G. A. Monteiro} and the reviewer, J. Math. Anal. Appl. 411, No. 2, 838--852 (2014; Zbl 1332.34024)]; a Peano-type theorem for measure differential equations can be found in [\textit{G. Antunes Monteiro} and the reviewer, J. Math. Anal. Appl. 444, No. 1, 568--597 (2016; Zbl 1356.34094)]. Although the approaches via Stieltjes derivatives and Kurzweil-Stieltjes integrals are essentially equivalent, they complement each other, and both have their advantages.

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