In this paper we give criteria on the uniform boundedness of the solutions to linear difference equations (LEs) with periodic forcing functions. First, we give a necessary and sufficient condition that the sequence {Ln} of a square matrix L is bounded, from which a criterion on the uniform boundedness of the solutions to LEs is obtained. Second, a criterion on the uniform boundedness of the solutions for LEs with periodic forcing functions is given by applying a certain representation of solutions. In connection with LEs with delay, we give the characteristic equation of a matrix under the commuting condition.
Citation: Rinko Miyazaki, Dohan Kim, Jong Son Shin. Uniform boundedness of solutions to linear difference equations with periodic forcing functions[J]. AIMS Mathematics, 2023, 8(10): 24116-24131. doi: 10.3934/math.20231229
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In this paper we give criteria on the uniform boundedness of the solutions to linear difference equations (LEs) with periodic forcing functions. First, we give a necessary and sufficient condition that the sequence {Ln} of a square matrix L is bounded, from which a criterion on the uniform boundedness of the solutions to LEs is obtained. Second, a criterion on the uniform boundedness of the solutions for LEs with periodic forcing functions is given by applying a certain representation of solutions. In connection with LEs with delay, we give the characteristic equation of a matrix under the commuting condition.
Let C be the set of all complex numbers and R the set of all real numbers. We set N={1,2,⋯}, N0=N∪{0} and Z={0,±1,±2,⋯}. We denote by Cp the set of all p dimensional complex column vectors, and by Mp(C) the set of all p×p complex matrices.
In this paper we consider periodic linear difference equations of the forms
x(n+1)=Hx(n), | (1.1) |
x(n+1)=Hx(n)+b(n) | (1.2) |
where n∈Z,H∈Mp(C), x(n)∈Cp and b(n)∈Cp is a vector valued function with period ρ∈N.
The purpose of this paper is to give criteria of the uniform boundedness of the solutions to the above equations. Criteria of the boundedness of solutions were given in [1,2,3,4,5]. Some related one-dimensional results can be found in [6] (see also the references therein).
First, we give a necessary and sufficient condition for the sequence {Ln} of a square matrix L to be bounded, from which the criterion on the uniform boundedness of the solutions to the Eq (1.1) is obtained immediately.
Second, a criterion on the uniform boundedness of the solutions for the Eq (1.2) is given by applying a certain representation of solutions developed in [3]. It seems that its proof is not easy to obtain from the usual representation of the solution by the variation of constants formula.
Finally, in connection with the Eq (1.2) with delay, we give the characteristic equation of a matrix under the commuting condition. In more details, making use of the simultaneous diagonalization theorem under the commuting condition AB=BA, we can apply the preceding results to the periodic linear difference equation with delay of the form
x(n+1)=Ax(n)+Bx(n−ρ)+f(n), | (1.3) |
where A, B∈Mp(C), x(n)∈Cp and f(n)∈Cp is a vector-valued function with period ρ∈N. But we only consider the characteristic equation of the matrix M in a reduced equation y(n+1)=My(n)+g(n) derived from the Eq (1.3).
We define (n)k as follows.
(n)k={1,(k=0),n(n−1)(n−2)⋯(n−k+1),(k=1,2,⋯,n),0,(k=n+1,n+2,⋯). |
Denoting by (nk) a binomial coefficient, we have
(n)kk!=(nk), (n)n=n! and (n)k=0 (k>n). |
E or Ep is the identity matrix in Mp(C). We denote by O and 0 the zero matrix and the zero vector, respectively.
Moreover, we denote by σ(L) the set of all eigenvalues of a matrix L∈Mp(C) and by hη(L) the index of η∈σ(L). Then Gη(L)=N((L−ηE)hη(L)) is the generalized eigenspace of η∈σ(L), where N(L)={x∈Cp : Lx=0}. Clearly, Cp is decomposed as Cp=⨁η∈σ(L)Gη(L). We denote by Qη(L) the projection from Cp to Gη(L). Then Q2η(L)=Qη(L) and LQη(L)=Qη(L)L.
Now, we state the spectral decomposition theorem for the matrix L∈Mp(C), which plays an important role in this paper.
Lemma 1. [1] Let η∈σ(L). If η≠0, then
Ln=∑η∈σ(L)hη(L)−1∑j=0(nj)ηn−j(L−ηE)jQη(L), n=0,1,2,⋯. | (2.1) |
In particular, operating Qη(L) to (2.1), we have
LnQη(L)=hη(L)−1∑j=0(nj)ηn−j(L−ηE)jQη(L). | (2.2) |
If η=0∈σ(L), then
LnQη(L)={O, n≥hη(L),LnQη(L), n≤hη(L)−1. |
We discuss the asymptotic behavior of Ln as n→∞ using Lemma 1. For L∈Mp(C) we take the operator norm ‖L‖=sup‖x‖≤1‖Lx‖. Then we have
‖Lx‖≤‖L‖‖x‖. |
Clearly, if limn→∞‖Lnu‖=∞ for some u∈Cp∖{0}, then limn→∞‖Ln‖=∞.
For λ∈σ(L), we set Pλ=Qλ(L). We also set
σS(L)={η∈σ(L):|η|<1}, σU(L)={η∈σ(L):|η|>1} |
and
σN(L)={η∈σ(L):|η|=1}. |
The following lemma, which slightly modifies 1) and 2) of Theorem 6.1 in [3], is the most probably known. We give a proof of it for completeness.
Lemma 2. Let λ∈σ(L).
1) If λ∈σS(L), then
‖LnPλ‖≤(n)hλ(L)−1|λ|n−hλ(L)C(λ)‖Pλ‖, n≥hλ(L) |
where C(λ)=hλ(L)max0≤j≤hλ(L)−1‖(L−λE)j‖, hence
limn→∞‖LnPλ‖=0. |
2) If λ∈σU(L), then
limn→∞‖LnPλu‖=∞ |
for all u∈Cp satisfying Pλu≠0.
Proof. 1) Let λ∈σS(L).
(a) The case λ≠0: Since limn→∞(n)jrn=0,(r>1), it follows from Lemma 1 that for a sufficiently large n,
‖LnPλ‖≤hλ(L)−1∑j=0|(nj)λn−j|‖(L−λE)jPλ‖≤hλ(L)−1∑j=0(n)jj!|λ|n−j1hλ(L)C(λ)‖Pλ‖≤(n)hλ(L)−1|λ|n−hλ(L)C(λ)‖Pλ‖ ⟶0 as n→∞. |
Thus limn→∞‖LnPλ‖=0.
(b) The case λ=0: Clearly, λ0=1,λn=0 (n≠0) and hence LnP0=O.
Combining (a) and (b), we conclude that limn→∞LnPλ=O holds.
2) Let λ∈σU(L).
For every u∈Cp satisfying Pλu≠0, there is a d, 1≤d≤hλ(L) such that
(L−λE)d−1Pλu≠0, (L−λE)dPλu=0, |
and hence,
LnPλu=(n)d−1(d−1)!λn−d+1(L−λE)d−1Pλu+o((n)d−1λn) (n→∞). |
Since |λ|>1, we have limn→∞‖LnPλu‖=∞. Therefore, the proof is complete.
The following lemma is certainly known, but we also give a proof.
Lemma 3. Let λ∈σN(L). If hλ(L)>1, then there exists a u∈Cp such that Pλu≠0 and limn→∞‖LnPλu‖=∞.
Proof. Since hλ(L)>1, there exists a v≠0 such that
(L−λE)v≠0, (L−λE)2v=0. |
It follows by induction that
Lnv=nλn−1Lv−(n−1)λnv, n=2,3,⋯. |
Hence we obtain
limn→∞‖Lnvn‖=limn→∞‖Lv−λv+1nλv‖=‖Lv−λv‖≠0. |
Thus there exists a u∈Cp such that v=Pλu. Therefore, limn→∞‖LnPλu‖=∞ holds.
Now we consider the case when λ∈σN(L) with hλ(L)=1.
Theroem 1. Let L∈Mp(C) and λ∈σN(L). Then the following statements are equivalent:
1)hλ(L)=1.
2) ‖LnPλu‖=‖Pλu‖ for all u∈Cp and n∈N.
3) ‖LnPλ‖=‖Pλ‖ for all n∈N.
Proof. 1)⟹2). For any vector u∈Cp we have LnPλu=λnPλu by using (2.2). Thus
‖LnPλu‖=‖λnPλu‖=|λ|n‖Pλu‖=‖Pλu‖. |
2)⟹1). Assume that 1) does not hold. Then we have hλ(L)>1. It follows from Lemma 3 that there exists a u∈Cp such that limn→∞‖LnPλu‖=∞. Thus we obtain that supn∈N‖LnPλu‖=∞ holds, which contradicts the assertion 2).
1)⟹3). It follows from (2.2) that LnPλ=λnPλ. Hence ‖LnPλ‖=‖Pλ‖ holds.
3)⟹2). This is obvious from the property of the operator norm.
The following result is easily derived from Theorems 1–3.
Proposition 1. Let σ(L)=σS(L)∪σN(L). Then the following statements are equivalent:
1) hλ(L)=1 for all λ∈σN(L).
2)supn∈N‖Ln‖<∞.
3)supn∈N‖Lnu‖<∞ for all u∈Cp.
Proof. 1)⟺ 2). Assume that 1) holds. Since σ(L)=σS(L)∪σN(L), we have E=∑λ∈σ(L)Pλ. Thus Ln=∑λ∈σ(L)LnPλ. It follows from Lemma 2 and Theorem 1 that ‖LnPλ‖<∞ for all n∈N and all λ∈σ(L). Therefore, we have
‖Ln‖≤∑λ∈σ(L)‖LnPλ‖<∞. |
Conversely, we assume that 2) holds. Since supn∈N‖Ln‖<∞, we have ‖LnPλ‖≤‖Ln‖‖Pλ‖<∞ for λ∈σN(L). On the other hand, if λ∈σN(L) with hλ(L)>1, then limn→∞‖LnPλ‖=∞ by Lemma 3, which leads to a contradiction. Hence 1) holds.
2)⟹ 3) is obvious. 3)⟹ 2) follows from the principle of uniform boundedness in Functional Analysis ([7, p.249]).
A spectral radius rσ(L) of a matrix L∈Mp(C) is defined by rσ(L)=max{|λ| : λ∈σ(L)} and the spectral radius rσ(L) of L is given as follows:
rσ(L)=limn→∞‖Ln‖1n. | (2.3) |
Clearly, rσ(L)≤‖L‖.
The following results follow from Theorems 1–3.
Lemma 4. The following statements are equivalent:
1)rσ(L)<1.
2)limn→∞‖LnPλ‖=0 for all λ∈σ(L) and n∈N.
3)limn→∞‖Ln‖=0 for all n∈N.
Lemma 5. Let rσ(L)>1. Then there exists a λ∈σU(L) such that limn→∞‖LnPλu‖=∞ for all u∈Cp satisfying Pλu≠0.
The following proposition gives a relationship between the spectral radius of a square matrix L and limn→∞Ln.
Proposition 2. Let rσ(L)=1. Then the following statements hold.
(1)limn→∞‖LnPλ‖=0 for all λ∈σS(L).
(2)supn∈N‖LnPλ‖=‖Pλ‖<∞ for all λ∈σN(L) with hλ(L)=1.
(3) If λ∈σN(L) with hλ(L)>1, then there exists a v∈Cp such that Pλv≠0 and limn→∞‖LnPλv‖=∞.
We denote by x(n;τ,w,b(⋅)) the solution of the Eq (1.2) through the point (τ,w)∈Z×Cp. Then x(n;τ,w):=x(n;τ,w,0) is the solution of the Eq (1.1) through the point (τ,w).
Definition 1. [8] The solutions to the Eq (1.2) are said to be uniformly bounded if for any α>0 there exists a β(α)>0 such that ‖x(n;τ,w,b(⋅))‖<β(α) for all (τ,w)∈Z×Bα and n≥τ, where Bα={w∈Cp : ‖w‖<α}.
The solution of the Eq (1.1) through the point (τ,w)∈Z×Cp is expressed as x(n;τ,w)=Hn−τw. Therefore, the following result, which is concerned with [9, Theorem 4.9 and Theorem 4.13], follows immediately from Proposition 1.
Proposition 3. The solutions to the Eq (1.1) are uniformly bounded if and only if every eigenvalue η of H satisfies either |η|<1 or |η|=1 with the index hη(H)=1.
The following result is easily derived from Proposition 1 and Proposition 3.
Corollary 1. Let σ(H)=σS(H)∪σN(H). Then the following statements are equivalent:
1) hη(H)=1 for all η∈σN(H).
2) All the solutions of the Eq (1.1) are bounded.
3) The solutions of the Eq (1.1) are uniformly bounded.
In this section, we give a criterion on the uniform boundedness of the solutions for the Eq (1.2), namely, we state and prove the main result in the paper.
Theroem 2. The solutions to the Eq (1.2) are uniformly bounded if and only if every eigenvalue η of H satisfies either |η|<1 or |η|=1,ηρ≠1 with the index hη(H)=1.
To prove this theorem, we prepare some results and lemmas.
First, we give a representation of solutions to the Eq (1.2), which was given in [3]. Hereafter, we abbreviate Qη=Qη(H). We denote by x(n;τ,w,b(⋅)) the solution of the Eq (1.2) satisfying the initial condition x(τ)=w∈Cp, while by x(n;τ,w) if b(n)=0. Any n∈N can be written as n=k(n)ρ+r(n), k(n)=[nρ], 0≤r(n)≤ρ−1, where the symbol [a] stands for the largest integer which is not greater than a∈R. Set Sn(H)=∑n−1k=0Hk, S0(H)=O, and
Sn(H,b(τ+⋅))=n−1∑i=0Hn−1−ib(τ+i), S0(H,b(τ+⋅))=0. |
Then the unique solution x(n;τ,w,b(⋅)), n≥τ of the equation (1.2) with x(τ)=w is expressed as follows:
x(n;τ,w,b(⋅))=Hn−τw+Hn−τ−1b(τ)+Hn−τ−2b(τ+1)+⋯+Hb(n−2)+b(n−1)=Hn−τw+Hr(n−τ)Sk(n−τ)(Hρ)Sρ(H,b(τ+⋅))+Sr(n−τ)(H,b(τ+⋅)). |
To obtain the representation of solutions to the Eq (1.2), we define the characteristic quantities γη(τ,w,b(⋅)) and δη(τ,w,b(⋅)) as in [3].
For k,m,n∈N0, p(k,m,n) stands for the set of all finite sequences α:=(α1,α2,⋯,αk), αi∈N0(i=1,2,⋯,k):
α1+α2+⋯+αk=m, α1+2α2+⋯+kαk=n. |
For k,m∈N0 and j∈N we define
{km}j:=k!∑α∈p(k,m,k)k∏i=1((j)i)αi(αi!)(i!)αi and {k0}j={0(k≠0)1(k=0). |
Let f(k)(t) be the k-th derivative of a function f(t) and f(0)(t)=f(t). If a(w)=(w−1)−1, (w≠1) and w=zρ, then the k-th derivative of the composite function c(z)=a(zρ) is given as follows:
By using Faaˊ di Bruno's formula [10] the k -th derivative c^{(k)}(z) at \eta is expressed as
\begin{eqnarray} \eta^kc^{(k)}(\eta) = \sum\limits_{i = 0}^k \left\{ \begin{array}{c} k \\ i \end{array} \right\}_{\rho}\eta^{i\rho}a^{(i)}(\eta^{\rho}) \ \ (\eta \not = 0, \ \eta^{\rho} \not = 1). \end{eqnarray} | (3.1) |
For an \eta \in \sigma(H) we set
\begin{eqnarray*} \label{wmub} Z_{\eta}^0(H) = \left\{ \begin{array}{ll} {\sum\limits_{i = 0}^{h_{\eta}(H)-1} \frac{1}{i!}c^{(i)}(\eta)(H-\eta E)^i} & (\eta \not = 0),\\ {-\sum\limits_{i = 0}^{[\frac{h_{\eta}(H)-1}{\rho}]}H^{\rho i}} & (\eta = 0). \end{array} \right. \end{eqnarray*} |
Then we define Z_{\eta}(H, b(\tau+\cdot)) by
Z_{\eta}(H,b(\tau+\cdot)) = Z_{\eta}^0(H)S_{\rho} (H,Q_{\eta}b(\tau+\cdot)). |
Based on this, we can define the characteristic quantities \gamma_{\eta}(\tau, w, b(\cdot)) and \delta_{\eta}(\tau, w, b(\cdot)) for the Eq (1.2) as follows:
\gamma_{\eta}(\tau,w,b(\cdot)): = \gamma_{\eta}(\tau,w,b(\cdot);H) = Q_{\eta}w+Z_{\eta}(H,b(\tau+\cdot)) \ (\eta^{\rho} \not = 1), |
\begin{align*} \delta_{\eta}(\tau,w,b(\cdot))&: = \delta_{\eta}(\tau,w,b(\cdot);H)\\ & = (H^{\rho}-E)Q_{\eta}w+S_{\rho}(H,Q_{\eta}b(\tau+\cdot))\\ & = \sum\limits_{i = 1}^{h_{\eta}(H)-1}\frac{1}{\eta^i} {\rho \choose i} (H-\eta E)^iQ_{\eta}w +S_{\rho}(H,Q_{\eta}b(\tau+\cdot)), \ (\eta^{\rho} = 1). \end{align*} |
Furthermore, we set H_{[k, \eta]} = \frac{1}{k!\eta^k}(H-\eta E)^k, \ (\eta \not = 0) and
\begin{align*} B_\eta(r(n-\tau);\tau,b(\cdot))& = -H^{r(n-\tau)}Z_{\eta}(H,b(\tau+\cdot))+S_{r(n-\tau)}(H,Q_{\eta}b(\tau+\cdot)), \; (\eta^{\rho}\not = 1), \end{align*} |
B_\eta(r(n-\tau);\tau,w,b(\cdot)) = H^{r(n-\tau)}Q_{\eta}w+S_{r(n-\tau)}(H,Q_{\eta}b(\tau+\cdot)), \ (\eta^{\rho} = 1). |
Clearly, B_\eta(r(n); \tau, w, b(\cdot)) is a function with period \rho .
A representation of solutions to the Eq (1.2) is given by the following lemma.
Lemma 6. [3] Let \eta\in \sigma(H) . Then the component Q_{\eta}x(n, \tau, w, b(\cdot)) of the solution x(n; \tau, w, b(\cdot)) to the Eq \mathrm (1.2) is expressed as follows \mathrm :
\mathrm 1) If \eta^\rho \neq 1 , then
\begin{eqnarray*} \label{r-wn} Q_{\eta}x(n;\tau,w,b(\cdot)) = H^{n-\tau}\gamma_{\eta}(\tau,w,b(\cdot)) +B_\eta(r(n-\tau);\tau,b(\cdot)). \end{eqnarray*} |
In particular,
\begin{align*} Q_{\eta}x(n;\tau,w,b(\cdot))& = \sum\limits_{j = 0}^{h_{\eta}(H)-1}(n-\tau)_j\eta^{n-\tau} H_{[j,\eta]}\gamma_{\eta}(\tau,w, b(\cdot)) +B_\eta(r(n-\tau);\tau,b(\cdot)), \; (\eta\neq 0). \end{align*} |
\mathrm 2) If \eta^\rho = 1 , then
\begin{align*} &Q_{\eta}x(n;\tau,w,b(\cdot))\\ & = \left( \sum\limits_{j = 0}^{h_{\eta}(H)-1}\frac{\left( \left[ \frac{n-\tau}{\rho} \right] \right)_{j+1}}{j+1} \sum\limits_{i = j}^{h_{\eta}(H)-1}\left\{ \begin{array}{c} i \\ j \end{array} \right\}_{\rho} H_{[i,\eta]} \right)H^{r(n-\tau)}\delta_{\eta}(\tau,w,b(\cdot))+B_\eta(r(n-\tau);\tau,w,b(\cdot)). \end{align*} |
Next, we give some lemmas.
We set b = \max_{0\leq n\leq\rho}\|b(n)\| . Then by the definition of Z_\eta^0(H) there exists a constant K(\eta) > 0 such that \|Z_\eta^0(H)\|\leq K(\eta) . We also set S(b) = \sum_{k = 0}^{\rho}\|H\|^kb .
Lemma 7. Let \eta\in \sigma(H) . Then the following inequalities hold \mathrm :
\mathrm 1) \; \max_{0\leq n\leq\rho}\|S_{n}(H, Q_{\eta}b(\tau+\cdot))\|\leq S(b) .
\mathrm 2) \; \|Z_\eta (H, b(\tau+\cdot))\|\leq K(\eta)S(b) .
\mathrm 3) \; \|\gamma_\eta(\tau, w, b(\cdot))\|\leq \|Q_\eta\| \|w\|+K(\eta)S(b), \ (\eta^\rho \not = 1) .
\mathrm 4) \; \|\delta_\eta(\tau, w, b(\cdot))\|\leq\|H^\rho-E\|\|Q_\eta\| \|w\|+S(b), \ (\eta^\rho = 1) .
Proof. The proof follows from the definitions of S_{n}(H, Q_{\eta}b(\tau+\cdot)), Z_\eta (\tau, H, b(\cdot)) , \gamma_\eta(\tau, w, b(\cdot)) and \delta_\eta (\tau, w, b(\cdot)) .
Lemma 8. Let \eta\in \sigma(H) . Then the following statements hold.
\mathrm 1) There exists a \beta_\eta > 0 such that
\max\limits_{0\leq n\leq\rho}\{\|B_\eta(r(n-\tau);\tau,b(\cdot))\|\} < \beta_\eta |
holds for all \tau \in \mathbb{Z} and n\ge\tau .
\mathrm 2) There exists a \beta_\eta(\alpha) > 0 such that
\max\limits_{0\leq n\leq\rho}\{\|B_\eta(r(n-\tau);\tau,w,b(\cdot))\| \} < \beta_\eta(\alpha) |
holds for all \tau \in \mathbb{Z} , n\ge\tau and w\in B_\alpha .
Proof. Note that for any \eta\in \sigma(H) , we have, by Lemma 7,
\|S_{r(n-\tau)}(H,Q_{\eta}b(\tau+\cdot))\|\leq S(b). |
\mathrm 1) Let \eta^{\rho}\not = 1 . Since \|Z_{\eta}^0(H)\|\leq K(\eta) and \|Z_{\eta}(H, b(\tau+\cdot))\|\leq K(\eta)S(b) , we obtain that
\begin{align*} &\|B_\eta(r(n-\tau);\tau,b(\cdot))\|\\ &\leq \|H^{r(n)}\|\|Z_{\eta}(H,b(\tau+\cdot))\|+\|S_{r(n-\tau)}(H,Q_{\eta}b(\tau+\cdot))\|\\ &\leq K(\eta)\max\limits_{0\leq k\leq \rho}\|H\|^kS(b)+S(b)\\ & = \left(K(\eta)\max\limits_{0\leq k\leq \rho}\|H\|^k+1\right)S(b) = : \beta_\eta. \end{align*} |
\mathrm 2) Let \eta^{\rho} = 1 . If \|w\| < \alpha , then it follows that for any n\ge\tau
\begin{align*} \|B_\eta(r(n);\tau,w,b(\cdot))\|&\leq \|H^{r(n)}\|\|Q_{\eta}\|\|w\|+\|S_{r(n)}(H,Q_{\eta}b(\tau+\cdot))\|\\ &\leq \max\limits_{0\leq k\leq \rho-1}\|H\|^{k}\|Q_{\eta}\|\alpha+\sum\limits_{k = 0}^{\rho-1}\|H\|^kb = :\beta_\eta(\alpha). \end{align*} |
Since the remainder is obvious, the proof is complete.
Lemma 9. Let \eta\in \sigma(H) .
\mathrm 1) If \eta\in \sigma_S(H) , then
\begin{equation} \|Q_\eta x(n;\tau,w,b(\cdot))\|\leq T(\eta)\left(\|Q_\eta\|\|w\|+K(\eta)S(b)\right)+\beta_\eta, \end{equation} | (3.2) |
where T(\eta) = \max_{\tau\leq n < \infty}(n-\tau)_{h_{\eta}(H)}|\eta|^{n-\tau-h_{\eta}(H)}C(\eta) .
\mathrm 2) If \eta\in \sigma_U(H) , then \lim_{n \to \infty}\|Q_\eta x(n; \tau, w, b(\cdot))\| = \infty if \gamma_{\eta}(\tau, w, b(\cdot))\not = 0 .
Proof. 1) Let \eta\in \sigma_S(H) . Then it follows from Lemma 2 and Lemma 7 that
\begin{align*} &\|H^{n-\tau}\gamma_{\eta}(\tau,w, b(\cdot))\|\\ &\leq\|H^{n-\tau}Q_\eta\|\|\gamma_{\eta}(\tau,w, b(\cdot))\|\\ &\leq (n-\tau)_{h_{\eta}(H)}|\eta|^{n-\tau-h_{\eta}(H)}C(\eta)\|Q_\eta\|\left(\|Q_\eta\|\|w\|+K(\eta)S(b)\right), \end{align*} |
where C(\eta) = h_{\lambda}(H)\max_{0\leq j\leq h_{\eta}(H)-1}\|(H-\eta E)^j\| . Since
\lim\limits_{n \to \infty} (n-\tau)_{h_{\eta}(H)}|\eta|^{n-\tau-h_{\eta}(H)}C(\eta) = 0, |
we have
(n-\tau)_{h_{\eta}(H)}|\eta|^{n-\tau-h_{\eta}(H)}C(\eta)\leq T(\eta). |
Thus for all n\ge\tau we obtain
\|Q_{\eta}x(n;\tau,w,b(\cdot))\|\leq T(\eta)\left(\|Q_\eta\|\alpha+K(\eta)S(b)\right)+\beta_\eta. |
2) Let \eta\in \sigma_U(H) .
If \gamma_{\eta}(\tau, w, b(\cdot))\not = 0 , then there is a d\geq 1 such that
(H-\eta E)^{d-1}\gamma_{\eta}(\tau,w,b(\cdot))\not = 0, \ (H-\eta E)^{d}\gamma_{\eta}(\tau,w,b(\cdot)) = 0; |
It follows from Lemma 6 and Lemma 8 that if \gamma_{\eta}(\tau, w, b(\cdot))\not = 0 , then
\begin{align*} H^{n-\tau}\gamma_{\eta}(\tau,w, b(\cdot)) = {n-\tau \choose j}Q_\eta\gamma_{\eta}(\tau,w, b(\cdot)) \ \to \infty \ {\rm as} \ n \to \infty. \end{align*} |
Thus Q_\eta x(n; \tau, w, b(\cdot))\to \infty as n \to \infty . Therefore, the proof is complete.
We are now in a position to prove Theorem 2.
We set
\sigma_{N_0}(H) = \{\eta\in \sigma(H) : |\eta| = 1, \eta^\rho\not = 1\}, |
and
\sigma_{N_1}(H) = \{\eta\in \sigma(H): |\eta| = 1, \eta^\rho = 1\}. |
Then \sigma_{N}(H) = \sigma_{N_0}(H)\cup \sigma_{N_1}(H) .
For any (\tau, w)\in {\mathbb Z}\times {\mathbb C}^p the component Q_\eta x(n; \tau, w, b(\cdot)) of the solution to the Eq (1.2) is given by Lemma 6.
I. First we prove "if" part of Theorem 2.
If |\eta| < 1 , then (3.2) holds.
Let \eta\in \sigma_{N_0}(H) with h_\eta(H) = 1 . Then it follows from Lemma 6 that
\begin{equation} H^{n-\tau}\gamma_{\eta}(\tau,w, b(\cdot)) = \eta^{n-\tau} \gamma_{\eta}(\tau,w, b(\cdot)). \end{equation} | (3.3) |
Applying Lemma 7 and Lemma 8, we obtain that if w\in B_\alpha , then
\begin{equation} \|Q_{\eta}x(n;\tau,w,b(\cdot))\| \leq \|Q_\eta\|\alpha+K(\eta)S(b)+\beta_\eta. \end{equation} | (3.4) |
Indeed, we have
\begin{align*} &\quad \|Q_{\eta}x(n;\tau,w,b(\cdot))\| \\ &\le |\eta|^{n-\tau}\| \gamma_{\eta}(\tau,w, b(\cdot)) \| +\|B_\eta(r(n-\tau);\tau,b(\cdot))\|\\ &\le\| \gamma_{\eta}(\tau,w, b(\cdot)) \|+\beta_\eta \\ &\leq \left(\|Q_\eta\|\|w\|+K(\eta)S(b)\right)+\beta_\eta\\ &\leq \|Q_\eta\|\alpha+K(\eta)S(b)+\beta_\eta. \end{align*} |
Since the hypothesis yields
\sigma(H) = \sigma_S(H)\cup \sigma_{N_0}(H), \ \ \mathbb {C}^p = (\oplus_{\eta \in\sigma_S(H)}G_\eta(H))\bigoplus(\oplus_{\eta \in \sigma_{N_0}(H)}W_\eta(H)), |
any vector w\in \mathbb {C}^p can be represented as
w = \sum\limits_{\eta\in \sigma_S(H)}Q_\eta w+\sum\limits_{\eta\in \sigma_{N_0}(H)}Q_\eta w. |
Set
\beta(\alpha) = p(T+1)(q\alpha+KS(b))+2p\beta, |
where
q = \sum\limits_{\eta\in \sigma_S(H)\cup \sigma_{N_0}(H)} \|Q_\eta\|, \ K = \max\limits_{\eta\in \sigma_S(H)\cup\sigma_{N_0}(H)}K(\eta), |
and
\beta = \max\limits_{\eta\in \sigma_S(H)\cup\sigma_{N_0}(H)}\beta_\eta, \ T = \max\limits_{\eta\in \sigma_S(H)\cup\sigma_{N_0}(H)}L(\eta). |
If w\in B_\alpha , then it follows from Lemma 9 and (3.4) that
\begin{align*} \|x(n;\tau,w,b(\cdot))\|&\leq\sum\limits_{\eta\in \sigma_S(H)}\|Q_\eta x(n;\tau,w,b(\cdot))\|+\sum\limits_{\eta\in \sigma_N(H)}\|Q_\eta x(n;\tau,w,b(\cdot))\| \\ &\leq \sum\limits_{\eta\in \sigma_S(H)}[T(\eta)\left(\|Q_\eta\|\alpha+K(\eta)S(b)\right)+\beta_\eta]\\ &{} \quad +\sum\limits_{\eta\in \sigma_N(H)} [\|Q_\eta\|\alpha+K(\eta)S(b)+\beta_\eta]\\ &\leq \sum\limits_{\eta\in \sigma_S(H)}[T\left(q\alpha+KS(b)\right)+\beta]\\ &{} \quad +\sum\limits_{\eta\in \sigma_{N_0}(H)} [q\alpha+KS(b)+\beta]\\ & = p(T+1)(q\alpha+KS(b))+2p\beta = \beta(\alpha). \end{align*} |
This implies that x(n; \tau, w, b(\cdot)) is uniformly bounded.
II. Next, we prove "only if" part of Theorem 2.
It suffices to prove that if the solutions of the Eq (1.2) are uniformly bounded, then
\mathbb {C}^p = \oplus_{\eta \in\sigma(H)}G_\eta(H) = (\oplus_{\eta \in\sigma_S(H)}G_\eta(H))\bigoplus(\oplus_{\eta \in \sigma_{N_0}(H)}W_\eta(H)). |
Since \sigma(H) = \sigma_S(H)\cup\sigma_U(H)\cup \sigma_{N_0}(H)\cup \sigma_{N_1}(H) , any vector w\in \mathbb {C}^p can be represented as
w = \sum\limits_{\eta\in \sigma_S(H)}Q_\eta w+\sum\limits_{\eta\in \sigma_U(H)}Q_\eta w+\sum\limits_{\eta\in \sigma_{N_0}(H)}Q_\eta w+\sum\limits_{\eta\in \sigma_{N_1}(H)}Q_\eta w. |
The uniform boundedness of the solutions is equivalent to the uniform boundedness of the components Q_\eta x(n; \tau, w, b(\cdot)) of solutions for every \eta\in \sigma(H) .
(1) The case \eta\in \sigma_U(H) : It follows from Lemma 9 that Q_\eta x(n; \tau, w, b(\cdot))\to \infty as n \to \infty if \gamma_{\eta}(\tau, w, b(\cdot))\not = 0 , which is a contradiction. If \gamma_{\eta}(\tau, w, b(\cdot)) = 0 , then Q_\eta w = -Z_\eta(H, b(\tau+\cdot)) . Thus Q_\eta x(n; \tau, w, b(\cdot)) is bounded, but it is not uniformly bounded, which is a contradiction. Therefore, \sigma_U(H) = \emptyset , hence \oplus_{\eta \in\sigma_U(H)}G_\eta(H) = \{0\} .
(2) The case \eta\in \sigma_S(H) : It follows from Lemma 9 that
\sum\limits_{\eta \in\sigma_S(H)}Q_\eta x(n;\tau,w,b(\cdot)) |
is uniformly bounded.
(3) The case \eta\in \sigma_{N_0}(H) : It suffices to prove G_\eta(H) = W_\eta(H) . Assume h_\eta(H)\geq 2 . By Lemma 6 we have
H^{n-\tau}\gamma_{\eta}(\tau,w, b(\cdot)) = \sum\limits_{j = 0}^{h_{\eta}(H)-1}(n-\tau)_j\eta^{n-\tau}H_{[j,\eta]}\gamma_{\eta}(\tau,w, b(\cdot)) \to \infty \ {\rm as } \ n \to \infty, |
which is a contradiction. Also, h_\eta(H) = 0 yields a contradiction. If h_\eta(H) = 1 , then (3.3) holds, which is uniformly bounded.
(4) The case \eta\in \sigma_{N_1}(H) : Assume G_\eta(H) = W_\eta(H) . Then using the same argument as in (1), we have G_\eta(H) = \{0\} . Indeed, we obtain from Lemma 6
\begin{align*} &Q_{\eta}x(n;\tau,w,b(\cdot))-B_\eta(r(n-\tau);\tau,w,b(\cdot))\\ & = \left( \sum\limits_{j = 0}^{h_{\eta}(H)-1}\frac{\left( \left[ \frac{n-\tau}{\rho} \right] \right)_{j+1}}{j+1} \sum\limits_{i = j}^{h_{\eta}(H)-1}\left\{ \begin{array}{c} i \\ j \end{array} \right\}_{\rho} H_{[i,\eta]} \right)H^{r(n-\tau)}\delta_{\eta}(\tau,w,b(\cdot))\\ & = \left[ \frac{n-\tau}{\rho} \right] H^{r(n-\tau)}\delta_{\eta}(\tau,w,b(\cdot)) \ \to \infty \ {\rm as} \ n \to \infty. \end{align*} |
It follows from Lemma 8 that Q_{\eta}x(n; \tau, w, b(\cdot))\to \infty \ {\rm as} \ n \to \infty . This is a contradiction. Therefore, the proof is complete.
Making use of the simultaneous diagonalization theorem under the commuting condition AB = BA , we can apply the preceding results to the Eq (1.3). But we only consider the characteristic equation of the matrix M in a reduced equation
\begin{equation} y(n+1) = My(n)+g(n), \end{equation} | (4.1) |
derived from the Eq (1.3). Indeed, making a change of variables y_i(n) = x(n-\rho+i), \ i\in \{0, 1, \cdots, \rho\} , we have
\begin{align*} y_{i-1}(n+1)& = x(n-\rho+i) = y_i(n), \ i = 1,2,\cdots, \rho,\\ y_\rho(n+1)& = x(n+1) = Ay_\rho(n)+By_0(n)+f(n). \end{align*} |
Therefore, the Eq (1.3) is transformed to the Eq (4.1), where
y(n) = \begin{pmatrix} y_0(n) \\ y_1(n) \\ \vdots \\ y_{\rho-1}(n) \\ y_\rho(n) \end{pmatrix}, \ M = \begin{pmatrix} O & E & O & \ldots & O \\ O & O & E & \ldots & O \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ O & O & O & \ldots & E \\ B & O & O & \ldots & A \end{pmatrix}, \ g(n) = \begin{pmatrix} 0 \\ 0 \\ \vdots \\ 0 \\ f(n) \end{pmatrix}, \ E = E_p. |
We denote by M_{mn}(\mathbb{C}) the set of all m\times n complex matrices.
First, we give the characteristic equation \det(zE-M) = 0 of the matrix M in the Eq (4.1) in the following proposition.
Proposition 4. The characteristic equation of M is given by
\begin{equation} \det (zE-M) = \det (z^{\rho+1}E-z^\rho A-B) = 0. \end{equation} | (4.2) |
Proof. Let z\not = 0 . Then we have
\begin{align*} \det (zE-M)& = \det\begin{pmatrix} zE & -E & \\ & zE & -E& & \smash{\hbox{ 0}}\\ & & & \ddots \\ & \smash{\hbox{ 0}} & & & -E \\ & & & & zE & -E \\ -B & & & & & zE-A \\ \end{pmatrix}\\ & = \det(zE)\det\left( \begin{pmatrix} zE & -E & \\ & zE & -E & & \smash{\hbox{ 0}}\\ & & & \ddots \\ & \smash{\hbox{ 0}} & & & -E \\ & & & & zE & -E \\ & & & & & zE-A \\ \end{pmatrix}\right.\\ &\left. \quad - \begin{pmatrix} O \\ \vdots \\ O \\ -B \end{pmatrix} (zE)^{-1} \begin{pmatrix} -E & O & \ldots & O \end{pmatrix} \right) \\ & = z^p\det\begin{pmatrix} zE & -E & \\ & zE & -E & & \smash{\hbox{ 0}} \\ & & & \ddots \\ & \smash{\hbox{ 0}} & & & -E \\ & & & & zE & -E \\ -\frac{1}{z}B & & & & & zE-A \\ \end{pmatrix}.\\ \end{align*} |
Repeating this procedure we have
\begin{align*} \det (zE-M)& = z^{2p}\det\begin{pmatrix} zE & -E & \\ & zE & -E & & \smash{\hbox{ 0}} \\ & & & \ddots \\ & \smash{\hbox{ 0}} & & & -E \\ & & & & zE & -E \\ -\frac{1}{z^2}B & & & & & zE-A \\ \end{pmatrix} \\ &{} \quad \vdots \\ & = z^{(\rho-1)p}\det\begin{pmatrix} zE & -E \\ -\frac{1}{z^{\rho-1}}B & zE-A \end{pmatrix}\\ & = z^{(\rho-1)p}\det(zE)\det\left( (zE-A)-\left( -\frac{1}{z^{\rho-1}}B(zE)^{-1}(-E) \right) \right) \\ & = z^{\rho p}\det\left( zE-A-\frac{1}{z^\rho}B \right) \\ & = \det\left(z^{\rho+1}E-z^\rho A-B\right). \end{align*} |
Thus the characteristic equation of M becomes
\det(z^{\rho+1}E-z^\rho A-B) = 0. |
If z = 0 , then \det (zE-M) = \det(-M) = \det(-B) .
Corollary 2. The matrix M is nonsingular if and only if the matrix B is nonsingular.
Next, we find the eigenvalues of M under the commuting condition (C): AB = BA.
Definition 2. Let two matrices A and B be semisimple matrices in M_p({\mathbb{C}}) . Then two matrices A and B are said to be simultaneously diagonalizable if there exists a nonsingular matrix P \in M_p({\mathbb{C}}) such that P^{-1}AP, P^{-1}BP are diagonal matrices.
Let \alpha_1, \ldots, \alpha_p (not necessarily distinct) be all the eigenvalues of A and \mu_1, \ldots, \mu_p (not necessarily distinct) all the eigenvalues of B . By the assumption (C) the simultaneous diagonalization theorem holds, that is, there exists a nonsingular matrix P\in M_p(\mathbb{C}) such that
\begin{equation} \begin{array}{l} P^{-1}AP = D_A = \begin{pmatrix} \alpha_1 &\cdots&0\\ \vdots & \ddots&\vdots \\ 0&\cdots & \alpha_p \end{pmatrix} {\rm and} \ P^{-1}BP = D_B = \begin{pmatrix} \mu_1 &\cdots&0 \\ \vdots & \ddots &\vdots\\ 0&\cdots & \mu_p \end{pmatrix}. \end{array} \end{equation} | (4.3) |
Proposition 5. Let A, B be semisimple matrices in M_p({\mathbb{C}}) and satisfy the commuting condition \mathrm (C) . Then
\det(zI-M) = \prod\limits_{i = 1}^p (z^{\rho+1}-\alpha_i z^\rho-\mu_i). |
Proof. Using Proposition 4, we obtain
\begin{align*} \det(zE-M)& = \det (z^{\rho}(zE-A)-B)\\ & = \det(z^\rho(zE-PD_AP^{-1})-PD_BP^{-1}) \\ & = \det(P(z^\rho(zE-D_A)-D_B)P^{-1}) \\ & = \det(z^\rho(zE-D_A)-D_B) \\ & = \prod\limits_{i = 1}^p (z^{\rho+1}-\alpha_i z^\rho-\mu_i). \end{align*} |
Therefore, the proof is complete.
We have given a criterion on the uniform boundedness of the solutions to linear difference equations (LEs) with periodic forcing functions. In particular, we have shown a subtle difference on the uniform boundedness of the solutions between the nonhomogenuous equation (1.2) and the corresponding homogenuous equation (1.1).
The authors declare that they have not used artificial intelligence tools in the creation of this article.
Dohan Kim was supported by the National Research Foundation of Korea(NRF) grant funded by the Korean Government(MSIT) (No. 2021R1A2C1092945).
All authors declare no conflicts of interest that could affect the publication of this paper.
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