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Article

Hyers-Ulam Stability for Linear Differences with Time Dependent and Periodic Coefficients: The Case When the Monodromy Matrix Has Simple Eigenvalues

1
Department of Mathematics, Polytechnic University of Timisoara, Piaţa Victoriei, No. 2, Timisoara 300006, Romania
2
School of Mathematics, Statistics and Applied Mathematics, National University of Ireland, H91 CF50 Galway, Ireland
3
Department of Computer Science and Applied Informatics, Tibiscus University of Timisoara, Str. Lascăr Catargiu, No. 4-6, Timisoara 300559, Romania
*
Author to whom correspondence should be addressed.
Symmetry 2019, 11(3), 339; https://doi.org/10.3390/sym11030339
Submission received: 17 February 2019 / Revised: 1 March 2019 / Accepted: 1 March 2019 / Published: 7 March 2019
(This article belongs to the Special Issue Nonlinear, Convex, Nonsmooth, Functional Analysis in Symmetry)

Abstract

:
Let q 2 be a positive integer and let ( a j ) , ( b j ) and ( c j ) (with j nonnegative integer) be three given C -valued and q-periodic sequences. Let A ( q ) : = A q 1 A 0 , where A j is defined below. Assume that the eigenvalues x , y , z of the “monodromy matrix” A ( q ) verify the condition ( x y ) ( y z ) ( z x ) 0 . We prove that the linear recurrence in C x n + 3 = a n x n + 2 + b n x n + 1 + c n x n , n Z + is Hyers–Ulam stable if and only if ( | x | 1 ) ( | y | 1 ) ( | z | 1 ) 0 , i.e., the spectrum of A ( q ) does not intersect the unit circle Γ : = { w C : | w | = 1 } .

1. Introduction

Exponential dichotomy and its links with the unconditional stability of differential dynamics systems were first highlighted by O. Perron in 1930 [1]. The reader can find details on the subsequent evolution of this topic in Coppel’s monograph [2]. The history of the Ulam problem (concerning the stability of a functional equation) and of stability in the sense of Hyers–Ulam is well known. In particular, Hyers–Ulam stability for linear recurrences and for systems of linear recurrences is considered in [3,4,5,6,7,8,9,10,11,12,13,14,15,16], and the references therein.
The relationship between exponential stability and Hyers–Ulam stability has been studied in the articles [3,8,9,17,18], and this article continues these studies.

2. Notations and Definitions

By C , we denote the set complex numbers and Z + is the set of all nonnegative integers. Now, C m (with m a given positive integer) is the set of all vectors v = ( ξ 1 , , ξ m ) T with ξ j C for every integers 1 j m ; here and in as follows T denotes the transposition. The norm on C m is the well-known Euclidean norm defined by v : = ( | ξ 1 | 2 + + | ξ m | 2 ) 1 2 . In addition, C m × n (with m and n given positive integers) denotes the set of all m by n matrices with complex entries. In particular, C m × m becomes a Banach algebra when it is endowed with the (Euclidean) matrix norm defined by M : = sup v 1 M v , v C m , M C m × m . As is usual, the rows and columns of a matrix M C m × n are identified by vectors of the corresponding dimensions and in that case its norm is the vector norm. The entry m i j of a matrix M (i.e., the entry in M located at the intersection between the ith row and the jth column) is denoted by [ M ] i j . As is usual, the uniform norm of a C m -valued and bounded sequence g = ( g n ) is defined and denoted by g : = sup j Z + g j .
Let ε > 0 be given. We recall (see also [8] for the two-dimensional case) that a scalar valued sequence ( y j ) is an ε -approximative solution of the linear recurrence
x n + 3 = a n x n + 2 + b n x n + 1 + c n x n , n Z +
if
| y n + 3 a n y n + 2 b n y n + 1 c n y n | ε , n Z + .
The recurrence in Equation (1) is Hyers–Ulam stable if there exists a positive constant L such that for every ε > 0 and every ε -approximative solution y = ( y j ) of Equation (1) there exists an exact solution θ = ( θ j ) of Equation (1) such that y θ L ε .
Remark 1.
Since any ε-approximative solution of the recurrence in Equation (1) can be seen as a solution of the nonhomogeneous equation
x n + 3 a n x n + 2 b n x n + 1 c n x n = f n + 1 , n Z + ,
for some scalar valued sequence ( f n ) with f 0 = 0 and ( f k ) ε , one has that Equation (1) is Hyers–Ulam stable if and only if there exists a positive constant L such that for every ε > 0 , every sequence as above, and every initial condition Y 0 = ( z 0 , v 0 , w 0 ) T C 3 , there exists an initial condition X 0 = ( x 0 , x 1 , x 2 ) T C 3 such that
ϕ ( n , Y 0 , ( f k ) ) ϕ ( n , X 0 , ( 0 ) ) L ε .
Here, and in what follows, ( ϕ ( n , Y 0 , ( f k ) ) denotes the solution of the nonhomogeneous linear recurrence in Equation (3) initiated from Y 0 .
Proof. 
See the proof of Proposition 3.1 in [9]. □

3. Background, Previous Results and the Main Result

Proposition 1.
([19]) Let A be a 3 by 3 matrix whose spectrum (i.e., the set of its eigenvalues σ ( A ) : = { x , y , z } ) satisfies the condition
( x y ) ( x z ) ( y z ) 0 .
Then, for every nonnegative integer n, one has
A n = x n B + y n C + z n D
where
B = ( A y I 3 ) ( A z I 3 ) ( x y ) ( x z ) , C = ( A x I 3 ) ( A z I 3 ) ( y x ) ( y z )
and
D = ( A x I 3 ) ( A y I 3 ) ( z x ) ( z y ) .
Remark 2.
(i) The matrices B , C and D in Equation (6) are orthogonal projections, that is
B C = B D = C D = 0 3 ;   t h e   n u l l   m a t r i x   o f   o r d e r   t h r e e ,
and
B 2 = B , C 2 = C ,   a n d   D 2 = D .
(ii) In addition, B , C , and D are nonzero matrices.
Proof. 
Under assumption in Equation (5), the characteristic polynomial P A and the minimal polynomial m A of A coincide and P A ( λ ) = ( λ x ) ( λ y ) ( λ z ) . Thus, from the Hamilton–Cayley Theorem we have P A ( A ) = ( A x I 3 ) ( A y I 3 ) ( A z I 3 ) = 0 3 , and Equation (9) becomes clear.
To prove Equation (10), it is enough to see that
B 2 B = ( A y I 3 ) ( A z I 3 ) ( A x I 3 ) ( A ( y + z x ) I 3 ) ) ( x y ) 2 ( x z ) 2 ;
the details are clear thus omitted. Then, we apply the Hamilton–Cayley theorem and obtain Equation (10).
Finally, assuming that B = 0 3 , the polynomial
Q ( λ ) = ( λ y ) ( λ z ) ( x y ) ( x z )
is annulated by A and its degree is equal 2 and is a contradiction with the minimality of the degree of m A .  □
Let q, ( a j ) , ( b j ) , ( c j ) be as above. Recall that
A ( q ) : = A q 1 A 0 ,   where   A j : = 0 1 0 0 0 1 c j b j a j , j Z + .
Our main result reads as follows.
Theorem 1.
Assume that the eigenvalues x , y , z (of A ( q ) ) satisfy the condition in Equation (5). Then, the following two statements are equivalent:
1.The linear recurrence in C
x n + 3 = a n x n + 2 + b n x n + 1 + c n x n , n Z +
is Hyers–Ulam stable.
2.The eigenvalues of A ( q ) verify the condition
( | x | 1 ) ( | y | 1 ) ( | z | 1 ) 0 .
The proof of the implication 2 1 is covered (for the most part) in the existing literature. We present the ideas and complete the details. For unexplained terminology, we refer the reader to [8,9]. The following result is taken directly from the second section of [9].
Let X be a complex, finite dimensional Banach space and let B = { B n } n Z + and P = { P n } n Z + be two families of linear operators acting on X . Assume that:
[A1] B n + q = B n and P n + q = P n , for all n Z + and some positive integer q .
[A2] P n 2 = P n , for all n Z + , that is, P is a family of projections.
[A3] B n P n = P n + 1 B n , for all n Z + . In particular, this yields that B n x ker ( P n + 1 ) for each x ker ( P n ) .
[A4] For each n Z + , the map
x B | n x : = B n x : ker ( P n ) ker ( P n + 1 )
is invertible. Denote by ( B | n ) 1 its inverse.
We say that the family B is P -dichotomic if there exist four positive constants N 1 , N 2 , ν 1 and ν 2 such that
(i)
U B ( n , k ) P k N 1 e ν 1 ( n k ) for all n k 0 .
(ii)
U B ( n , k ) ( I P k ) N 2 e ν 2 ( n k ) for all 0 n < k .
Here, U B ( n , k ) = B n 1 B k when n > k , U B ( k , k ) = I -the identity operator on X , and U B ( n , k ) : = ( B | k ) 1 · · ( B | n 1 ) 1 when n < k .
Theorem 2.
([9]) Assume that the families B and P satisfy [A1]–[A4] above. The following four statements are equivalent:
(1) The monodromy operator B ( q ) : = B q 1 B 0 is hyperbolic (that is, the spectrum of B ( q ) does not intersect the unit circle Γ = { w C : | w | = 1 } , or equivalently (with the terminology in [9]) it possesses a discrete dichotomy.
(2) The family B is P -dichotomic.
(3) For each bounded sequence ( G n ) n Z + , G 0 = 0 (of X-valued functions) there exists a unique bounded solution (starting from ker ( P 0 ) ) of the difference equation.
x n + 1 = B n x n + G n + 1 , n Z + .
(4) The family B is Hyers–Ulam stable.
We mention that the equivalence between (2) and (3) still works when X is an infinite dimensional Banach space (see [20]). We use Theorem 2 to prove 21 in Theorem 1.
The main ingredient in the proof of the implication 1 2 in Theorem 1 is the following Lemma.
With A we denote the set of all matrices A j (with j Z + ) , where A j is given in Equation (11)) and the matrix U A ( n , k ) is defined above.
Lemma 1.
If the spectrum of A ( q ) intersects the unit circle then for each ε > 0 there exists a C -valued sequence ( f j ) j Z + with f 0 = 0 and ( f j ) ε such that for every initial condition Z 0 = ( x 0 , y 0 , z 0 ) T C 3 , the C -valued sequence
U A ( n , 0 ) Z 0 + k = 1 n U A ( n , k ) F k 11 n Z +
(with F k = ( 0 , 0 , f k ) T ) , is unbounded.

4. Proofs

Proof of Lemma 1.
We first use Proposition 1 with A ( q ) instead of A. Assume that the eigenvalue x has modulus 1. Let P x be the Riesz projection associated to A ( q ) and x; that is
P x = 1 2 π i C ( x , r ) w I 3 A ( q ) 1 d w ,
where C ( x , r ) is the circle centered at x of radius r, and r is small enough that y and z are located outside of the circle. Using Dunford calculus (see [21]), it is easy to see that P x A ( q ) n = x n B , for each n Z + . Consider the matrix B from Equation (6), of the form:
B = b 11 b 12 b 13 b 21 b 22 b 23 b 31 b 32 b 33 .
The solution of the system
X n + 1 = A n X n + F n + 1 , n Z + ,
initiated from Z 0 , where X n : = z n v n w n T C 3 , F n = 0 0 f n T and
A n : = 0 1 0 0 0 1 c n b n a n
is given by
Φ n : = Φ ( n , Z 0 , ( F k ) ) = U A ( n , 0 ) Z 0 + k = 1 n U A ( n , k ) F k .
Denote by φ ( n , Z 0 , ( f k ) the solution of Equation (1). An obvious calculation yields
φ n : = φ ( n , Z 0 , ( f k ) ) = U A ( n , 0 ) Z 0 + k = 1 n U A ( n , k ) F k 11 .
In fact, one has Φ n = φ n φ n + 1 φ n + 2 T .
Case 1.1. Let b 13 0 . Set
F k = x k / q u 0 ,   if   k = n q 0 ,   if k   is   not   a   multiple   of   q ,
where u 0 : = 0 0 c 0 T and c 0 is a randomly chosen nonzero complex scalar with | c 0 | < ε . Successively, one has
Φ n q = U A ( n q , 0 ) Z 0 + k = 1 n q U A ( n q , k ) F k
= U A ( n q , 0 ) Z 0 + U A ( n q , 0 ) F 0 + U A ( n q , q ) F q + + U A ( n q , n q ) F n q
= U A ( n q , 0 ) Z 0 + j = 1 n U A ( n q , j q ) F j q = A ( q ) n Z 0 + j = 1 n x j A ( q ) n j u 0 ,
that yields
P x U A ( n q , 0 ) Z 0 + k = 1 n q U A ( n q , k ) F k
= P x A ( q ) n Z 0 + j = 1 n x j P x A ( q ) n j u 0
= x n B Z 0 + j = 1 n x j x n j B u 0 .
= x n B Z 0 + n x n B u 0 .
Since the sequence ( x n B Z 0 ) n is bounded, it is enough to prove that the sequence ( [ n x n B u 0 ] 11 ) n is unbounded, and note
| [ n x n B u 0 ] 11 | = n b 13 c 0   as   n .
Case 1.2. Let b 23 0 . Arguing as above we can show that φ n + 1 is unbounded, that is that φ n is unbounded as well.
Case 1.3. Analogously, we can treat the case b 33 0 .
Case 2.1. Let b 13 = b 23 = b 33 = 0 and b 12 0 . Set
F k = x k / q A q 1 u 0 ,   if   k = n q 0 ,   if   k   is   not   a   multiple   of   q ,
where u 0 and c 0 are taken as above. We obtain
Φ n q = A ( q ) n Z 0 + j = 1 n x j A ( q ) n j A q 1 u 0
which leads to
φ n q = j = 1 n x j P x A ( q ) n j A q 1 u 0 11 = j = 1 n x j x n j B A q 1 u 0 11 = j = 1 n x n b 12 c 0 = n x n b 12 c 0 = n b 12 c 0   as   n .
Case 2.2. Let b 22 0 . Similar to the previous case, we can show that φ n + 1 is unbounded, that is that φ n is unbounded as well.
Case 3. Let b 12 = b 13 = 0 and b 11 0 . Then, set
F k = x k / q A q 2 A q 1 u 0 ,   if   k = n q 0 ,   if   k   is   not   a   multiple   of   q ,
with u 0 and c 0 as above.
As in the previous cases, we obtain
j = 1 n x j P x A n j A q 2 A q 1 u 0 11 = n x n b 11 c 0 = n b 11 c 0   as   n ,
therefore ( φ n ) is again unbounded.
Finally, we remark that the matrix B cannot be of the form 0 0 0 * 0 0 * * 0 . Indeed, if this is the case, all eigenvalues of B are equal to 0 and the Hamilton–Cayley Theorem yields B 3 = 0 3 . Since B 2 = B we obtain B 2 = 0 3 , that is, B = 0 3 . This contradicts the statement in Remark 2, (ii). □
Proof of Theorem 1.
12. We argue by contradiction. Suppose that σ ( A ( q ) ) intersects the unit circle. Without loss of generality, assume that x is an eigenvalue of A ( q ) and | x | = 1 . Let Y 0 and X 0 be as in the Remark 1. From Lemma 1, it follows that the sequence in Equation (14) with Y 0 X 0 instead of Z 0 is unbounded and this contradicts Equation (4).
21. From the assumption and Theorem 2, it follows that the system X n + 1 = A n X n is Hyers–Ulam stable. Thus, for a certain positive constant L , every ε > 0 , every sequence ( f n ) , every Y 0 and some X 0 one has
ϕ ( n , Y 0 , ( f k ) ) ϕ ( n , X 0 , ( 0 ) )
= U A ( n , 0 ) ( Y 0 X 0 ) + k = 1 n U A ( n , k ) F k 11
U A ( n , 0 ) ( Y 0 X 0 ) + k = 1 n U A ( n , k ) F k L ε
for all n Z + . Now, the assertion follows from Remark 1. □

5. An Example

The following example illustrates our theoretical result.
Example 1.
The linear recurrence of order three
x n + 3 = sin 2 n π 3 x n + 2 + cos 2 n π 3 x n + 1 + c n x n , n Z
(with
c n = 1 , i f   n   i s   a   m u l t i p l e   o f   3 0 , e l s e w h e r e )
is Hyers–Ulam stable. Indeed, with the above notation one has
A 0 = 0 1 0 0 0 1 1 1 0 A 1 = 0 1 0 0 0 1 0 1 2 3 2
and
A 2 = 0 1 0 0 0 1 0 1 2 3 2 .
Now, the monodromy matrix associated to Equation (21) is
A ( 3 ) = A 2 A 1 A 0 = 1 1 0 3 2 3 2 1 2 5 4 5 4 3 4
The characteristic equation associated to A ( 3 ) is
λ 3 1 + 3 3 4 λ 2 + 3 1 4 λ = 0
and the absolute value of each of its solutions is different to 1 .
Remark 3.
Reading [22], we note that an interesting question is if the spectral condition ( | x | 1 ) ( | y | 1 ) ( | z | 1 ) 0 is equivalent to Hyers–Ulam stability of the recurrence in Equation (12) with Z + replaced by Z . We thank the anonymous reviewer who made us aware of the work in [22].

Author Contributions

All the authors equally contributed in this work.

Funding

This research received no external funding.

Conflicts of Interest

The authors declare no conflict of interest.

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Buşe, C.; O’Regan, D.; Saierli, O. Hyers-Ulam Stability for Linear Differences with Time Dependent and Periodic Coefficients: The Case When the Monodromy Matrix Has Simple Eigenvalues. Symmetry 2019, 11, 339. https://doi.org/10.3390/sym11030339

AMA Style

Buşe C, O’Regan D, Saierli O. Hyers-Ulam Stability for Linear Differences with Time Dependent and Periodic Coefficients: The Case When the Monodromy Matrix Has Simple Eigenvalues. Symmetry. 2019; 11(3):339. https://doi.org/10.3390/sym11030339

Chicago/Turabian Style

Buşe, Constantin, Donal O’Regan, and Olivia Saierli. 2019. "Hyers-Ulam Stability for Linear Differences with Time Dependent and Periodic Coefficients: The Case When the Monodromy Matrix Has Simple Eigenvalues" Symmetry 11, no. 3: 339. https://doi.org/10.3390/sym11030339

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