Differentiability of solutions with respect to parameters in neutral differential equations with state-dependent delays
The authors deal with the following state-dependent neutral functional differential equation: \[ \frac{d}{dt}(x(t)-g(t,x(t-\eta (t))))=f(t,x_{t},x(t-\tau (t,x_{t},\sigma )),\theta ),\text{ for }t\in \left[ 0,T\right] \] with the initial condition \(x(t)=\varphi (t))\) for \(t\in \left[ -r,0\right],\) where: -- \(r>0\) and \(T>0\) is finite or \(T=\infty ,\) in which case \(\left[ 0,T\right] \) denotes the interval \(\left[ 0,\infty \right) ,\) -- \(\varphi \in W^{1,\infty }\) the space of absolutely continuous functions from \(\left[ -r,0\right] \) to \(\mathbb{R}^{n}\) with essentially bounded derivatives, -- the solution segment function \(x_{t}\) is defined by \(x_{t}(s)=x(t+s)\) for all \(s\in \left[ -r,0\right] ,\) -- \(\eta :\left[ 0,T\right] \rightarrow \mathbb{R}\) is continuous, -- \(\theta \in \Theta \) and \(\sigma \in \Sigma \) represent parameters in the equation, where \(\Theta \) and \(\Sigma \) are normed linear spaces, -- with \(C\) the space of continuous functions from \(\left[ -r,0\right] \) to \( \mathbb{R}^{n}\) and \(\Omega _{1}\subset C,\Omega _{2}\subset \mathbb{R}^{n}\) and \(\Omega _{3}\subset \Theta \) are open subsets of the respective spaces, \(f:\left[ 0,T\right] \times \Omega _{1}\times \Omega _{2}\times \Omega _{3}\rightarrow \mathbb{R}^{n}\) is continuous, -- for an open subset \(\Omega _{5}\) in \(\mathbb{R}^{n}\), \(g:\left[ 0,T\right] \times \Omega _{5}\rightarrow \mathbb{R}^{n}\) is continuously differentiable w.r.t. its both variables. Under some other appropriate assumptions, well-posedness of the equation is first discussed, then, differentiability of solutions w.r.t. parameters in a pointwise-sense and using the \(C\) and \(W^{1,\infty }\) norms is studied.
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