The existence and consistency of a maximum likelihood estimator for the joint probability distribution of random parameters in discrete-time abstract parabolic systems was established by taking a nonparametric approach in the context of a mixed effects statistical model using a Prohorov metric framework on a set of feasible measures. A theoretical convergence result for a finite dimensional approximation scheme for computing the maximum likelihood estimator was also established and the efficacy of the approach was demonstrated by applying the scheme to the transdermal transport of alcohol modeled by a random parabolic partial differential equation (PDE). Numerical studies included show that the maximum likelihood estimator is statistically consistent, demonstrated by the convergence of the estimated distribution to the "true" distribution in an example involving simulated data. The algorithm developed was then applied to two datasets collected using two different transdermal alcohol biosensors. Using the leave-one-out cross-validation (LOOCV) method, we found an estimate for the distribution of the random parameters based on a training set. The input from a test drinking episode was then used to quantify the uncertainty propagated from the random parameters to the output of the model in the form of a 95 error band surrounding the estimated output signal.
Citation: Lernik Asserian, Susan E. Luczak, I. G. Rosen. Computation of nonparametric, mixed effects, maximum likelihood, biosensor data based-estimators for the distributions of random parameters in an abstract parabolic model for the transdermal transport of alcohol[J]. Mathematical Biosciences and Engineering, 2023, 20(11): 20345-20377. doi: 10.3934/mbe.2023900
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The existence and consistency of a maximum likelihood estimator for the joint probability distribution of random parameters in discrete-time abstract parabolic systems was established by taking a nonparametric approach in the context of a mixed effects statistical model using a Prohorov metric framework on a set of feasible measures. A theoretical convergence result for a finite dimensional approximation scheme for computing the maximum likelihood estimator was also established and the efficacy of the approach was demonstrated by applying the scheme to the transdermal transport of alcohol modeled by a random parabolic partial differential equation (PDE). Numerical studies included show that the maximum likelihood estimator is statistically consistent, demonstrated by the convergence of the estimated distribution to the "true" distribution in an example involving simulated data. The algorithm developed was then applied to two datasets collected using two different transdermal alcohol biosensors. Using the leave-one-out cross-validation (LOOCV) method, we found an estimate for the distribution of the random parameters based on a training set. The input from a test drinking episode was then used to quantify the uncertainty propagated from the random parameters to the output of the model in the form of a 95 error band surrounding the estimated output signal.
It is prudential to say that mathematical modeling with delay differential equations have drawn clear significance because of their potential applications in diverse fields, which includes biological sciences, physical sciences, gas and fluid mechanics, signal processing, robotics and traffic system, engineering, population dynamics, medicine and the like (see for example [9,16,17]). It is now realized that the oscillation and asymptotic solutions of various classes of differential equation are an important field of investigation and its theory is a lot richer than the qualitative theory of differential equations (see for example [8,10,22]). The problem of oscillatory and nonoscillatory of solutions of various classes of second/third order differential equations with delayed and mixed arguments has been widely investigated in the literature (see for example [2,4,5,6,7,11,12,18,23,24,25,26,27,28,29,30,31,32,33,34]). Various types of techniques appeared for investigations of such equations.
The purpose of this work, we are concerned with third-order neutral differential equations with discrete and distributed delay
(a2(t)[(a1(t)z′(t))′]λ)′+q1(t)yλ(t−σ1)+q2(t)yλ(t+σ1)=0, |
and
(a2(t)[(a1(t)z′(t))′]λ)′+∫dc˜q1(t,ξ)yλ(t−ξ)dξ+∫dc˜q2(t,ξ)yλ(t+ξ)dξ=0, |
where z(t)=y(t)+p1(t)y(t−τ1)+p2(t)y(t+τ2), c<d and λ≥1. Now onwards, we assume that, ai(t),pi(t)∈C([t0,+∞)), ai(t)>0, pi(t)>0 for i=1,2 and 0≤pi(t)≤μi, μ1+μ2<1 where μi are constants, qi∈C([t0,+∞),R+), ~qi(t,ξ)∈C([t0,+∞)×[c,d], R+) for i=1,2, and not identically zero on [t∗,+∞)×[c,d], t∗≥t, constants τi≥0, for i=1,2, and the integral of (E2) is take in the sense of Riemann–Stieltjes.
Let us recall that, a solution y(t)∈C([Ty,∞),R) of (E1) (or (E2)) is a non-trivial or y(t)≠0 with Ty≥t0, if the functions z∈C1([Ty,∞),R), a1z′∈C2([Ty,∞),R) and a2[(a1z′)′]λ∈C1([Ty,∞),R) for certain Ty≥t0 which satisfies (E1) (or (E2)). Our attention is restricted to those solutions of (E1) (or (E2)) which exist on half-line [Ty,∞) and the condition sup{|y(t)|:t>T∗}>0 satisfies for any T∗≥ty. A solution of (E1) (or (E2)), which is nontrivial (proper) for all large t, is called oscillatory if it has no last zero, otherwise, termed nonoscillatory.
We define the operators,
L[0]z=z,L[1]z=z′,L[2]z=(a1L[1]z)′,L[3]z=a2[L[2]z]λ,L[4]z=(L[3]z)′. |
We shall consider the two cases,
π1[t0,t]=∫tt0a−1/λ2(s)ds,π2[t0,t]=∫tt0a−11(s)ds. |
π1[t0,t]=∞,π2[t0,t]=∞ as t→∞, | (1.1) |
and
π1[t0,t]<∞,π2[t0,t]=∞ as t→∞. | (1.2) |
Recently, Candan [24] investigated the oscillatory behavior of solutions of (E1) and (E2) by using the Riccati substitution techniques, he presented some new oscillation criteria for (E1) and (E2) by the assumption of condition (1.1). We notice that in [24], no criteria were found for (E1) (or (E2)) to be oscillatory for the assumption of condition (1.2). It would be interesting to improve and extend them in the condition (1.2).
However, the corresponding result for (E1) (or (E2)) under (1.2) is still missing. In this work, we fill up this gap, also we strengthen and extend the main results of Candan [24] under the condition (1.1) and (1.2) respectively. We present several oscillatory criteria for (E1) and (E2), by applying three Riccati substitution techniques, integral averaging techniques and comparison principles. We present two examples in order to illustrate the main results at the end.
In this section, we present some basic Lemmas for helping to prove the main results. We use throughout this paper the following notations for convenience and for shortening the equations:
L[0]σz(t)=z(t+σ),L[1]σz(t)=z′(t+σ),L[2]σz(t)=(a1(t+σ)z′(t+σ))′,L[3]σz(t)=a2(t+σ)[L[2]σz(t)]λ,L[4]σz(t)=(L[3]σz(t))′,A(t)=∫tt0π1[t0,s]a1(s)ds. |
Lemma 2.1. Let λ≥1, assume u≥0. Then
(u1+u2+u3)λ≤3λ−1(uλ1+uλ2+uλ3). | (2.1) |
Lemma 2.2. Let λ≤1, assume u≥0. Then
(u1+u2+u3)λ≤(uλ1+uλ2+uλ3). | (2.2) |
Lemma 2.3. If λ>0 and X,Y>0, then
Yv−Xvλ+1λ≤λλ(1+λ)1+λY1+λXλ. | (2.3) |
Lemma 2.4. Assume that (1.1) holds. Furthermore, assume that y is an eventually positive solution of (E1) (or (E2)). Then z for t1∈[t0,∞) satisfies, eventually of the following cases:
(C1):L[0]z(t)>0,L[1]z(t)>0,andL[2]z(t)>0;(C2):L[0]z(t)>0,L[1]z(t)<0,andL[2]z(t)>0; |
and if (1.2) holds, then also
(C3):L[0]z(t)>0,L[1]z(t)>0,andL[2]z(t)<0. |
Lemma 2.5. Assume that z satisfies (C1) for t≥t0. Then
z′(t)≥(L[3]z(t))1/λa1(t)π1[t0,t] | (2.4) |
and
z(t)≥(L[3]z(t))1/λA(t). | (2.5) |
Proof. Since L[4]z(t)≤0, L[3]z(t) is nondecreasing. Then we have
a1(t)z′(t)≥a1(t)z′(t)−a1(t0)z′(t0)=∫tt0a1/λ2(s)L[2]z(s)a1/λ2(s)ds≥a1/λ2(t)L[2]z(t)π1[t0,t]. |
Again integrate, we get
z(t)≥(L[3]z(t))1/λ∫tt0π1[t0,s]a1(s)ds=(L[3]z(t))1/λA(t). |
Lemma 2.6 (See [24]). Assume that z is a solution of (E1) which satisfies (C2) in Lemma 2.4. Furthermore,
∫∞t4a−11(v)∫∞va−1/λ2(u)(∫∞u(q1(s)+q2(s))ds)1/λdudv=∞. | (2.6) |
Then, there is limt→∞z(t)=0.
Lemma 2.7 (See [24]). Assume that z is a solution of (E2) which satisfies (C2) in Lemma 2.4. Furthermore,
∫∞t4a−11(v)∫∞va−1/λ2(u)(∫∞u∫ba(~q1(s,ξ)+~q2(s,ξ))dξds)1/λdudv=∞. | (2.7) |
Then, there is limt→∞z(t)=0.
In this section, we will establish several oscillation criteria for (E1). The following notations for convenience and for shortening the equations:
P1(t)=min{q1(t),q1(t−τ1),q1(t+τ2)},P2(t)=min{q2(t),q2(t−τ1),q2(t+τ2)},P(t)=P1(t)+P2(t),B(t)=∫tt0∫∞sdua1/λ2(u)a1(s)ds. |
Let S0={(t,s):a≤s<t<+∞}, S={(t,s):a≤s≤t<+∞} the continuous function H(t,s), H:S→R belongs to the class function ℜ
(ⅰ) H(t,t)=0 for t≥t0 and H(t,s)>0 for (t,s)∈S0,
(ⅱ) ∂H(t,s)∂s≤0, (t,s)∈S0 and some locally integrable function h(t,s) such that
−∂∂sH(t,s)−H(t,s)m′(s)m(s)=h(t,s)(H(t,s))λλ+1m(s)for all (t,s)∈S0. |
Theorem 3.1. Let (1.1) hold and σ1≥τ1. If there exists an m(t)∈C1([t0,∞),R+) such that (2.6) and
lim supt→∞1H(t,t3)∫tt3[H(t,s)m(s)P(s)3λ−1−1+μλ1+μλ2(λ+1)λ+1(|h(t,s)|a1(s−σ1)m(s)π1[t0,s−σ1])λ]ds=∞, | (3.1) |
then every solution y(t) of (E1) is either oscillatory or tends to 0.
Proof. Suppose that (E1) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−σ1)>0 and y(t+σ1)>0 for t≥t1≥t0. Since y(t)>0 for all t≥t1, in view of (E1), we have
L[4]z(t)=−q1(t)yλ(t−σ1)−q2(t)yλ(t+σ1)≤0. | (3.2) |
Assumption of (1.1), by Lemma 2.4 there exists two cases (C1) and (C2). If (C2) holds, then by Lemma 2.6, limt→∞z(t)=0. If (C1) holds.
L[4]z(t)+q1(t)yλ(t−σ1)+q2(t)yλ(t+σ1)+μλ1L[4]−τ1z(t)+μλ1q1(t−τ1)yλ(t−τ1−σ1)+μλ1q2(t−τ1)yλ(t−τ1+σ1)+μλ2L[4]τ2z(t)+μλ2q1(t+τ2)yλ(t+τ2−σ1)+μλ2q2(t+τ2)yλ(t+τ2+σ1)=0. | (3.3) |
Furthermore, from Lemma 2.1, we get
q1(t)yλ(t−σ1)+μλ1q1(t−τ1)yλ(t−τ1−σ1)+μλ1q1(t+τ2)yλ(t+τ2−σ1)≥P1(t)3λ−1zλ(t−σ1). | (3.4) |
Similarly, we get
q2(t)yλ(t+σ1)+μλ2q2(t−τ1)yλ(t−τ1+σ1)+μλ2q2(t+τ2)yλ(t+τ2+σ1)≥P2(t)3λ−1zλ(t+σ1). | (3.5) |
Substituting (3.4), (3.5) into (3.3), we have
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+P1(t)3λ−1zλ(t−σ1)+P2(t)3λ−1zλ(t+σ1)≤0. | (3.6) |
Using the fact of L[1]z(t)>0, we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+P(t)3λ−1zλ(t−σ1)≤0. | (3.7) |
Define
w1(t)=m(t)L[3]z(t)zλ(t−σ1). | (3.8) |
We obtain w1(t)>0, then
w′1(t)=m′(t)L[3]z(t)zλ(t−σ1)+m(t)L[4]z(t)zλ(t−σ1)−λm(t)L[3]z(t)z′(t−σ1)zλ+1(t−σ1). | (3.9) |
By Lemma (2.5), one gets z′(t−σ1)≥a1/λ2(t)a1(t−σ1)π1[t0,t−σ1]L[2]z(t). Therefore
w′1(t)≤m′(t)L[3]z(t)zλ(t−σ1)+m(t)L[4]z(t)zλ(t−σ1)−λm(t)aλ+1λ2(t)π1[t0,t−σ1]L[2]z(t)z′(t−σ1)zλ+1(t−σ1)a1(t−σ1). | (3.10) |
Using (3.8) in (3.10), we obtain
w′1(t)≤(m′(t))+m(t)w1(t)+m(t)L[4]z(t)zλ(t−σ1)−λ(w1(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1). | (3.11) |
Next, define
w2(t)=m(t)L[3]−τ1z(t)zλ(t−σ1). | (3.12) |
We obtain w2(t)>0, then
w′2(t)=m′(t)L[3]−τ1z(t)zλ(t−σ1)+m(t)L[4]−τ1z(t)zλ(t−σ1)−λm(t)L[3]−τ1z(t)z′(t−σ1)zλ+1(t−σ1). | (3.13) |
By Lemma (2.5), one gets z′(t−σ1)≥a1/λ2(t−τ1)a1(t−σ1)π1[t0,t−σ1]L[2]−τ1z(t) and using (3.12) in (3.13), we have
w′2(t)≤(m′(t))+m(t)w2(t)+m(t)L[4]−τ1z(t)zλ(t−σ1)−λ(w2(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1). | (3.14) |
Finally, define
w3(t)=m(t)L[3]τ2z(t)zλ(t−σ1). | (3.15) |
We obtain w3(t)>0, then
w′3(t)=m′(t)L[3]τ2z(t)zλ(t−σ1)+m(t)L[4]τ2z(t)zλ(t−σ1)−λm(t)L[3]τ2z(t)z′(t−σ1)zλ+1(t−σ1). | (3.16) |
By Lemma 2.5, one gets z′(t−σ1)≥a1/λ2(t+τ2)a1(t−σ1)π1[t0,t−σ1]L[2]τ2z(t) and using (3.15) in (3.16), we get
w′3(t)≤(m′(t))+m(t)w3(t)+m(t)L[4]τ2z(t)zλ(t−σ1)−λ(w3(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1). | (3.17) |
From (3.8), (3.10) and (3.15), we have
w′1(t)+μλ1w′2(t)+μλ2w′3(t)≤m(t)[L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)zλ(t−σ1)]+[(m′(t))+m(t)w1(t)−λ(w1(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)]+μλ1[(m′(t))+m(t)w2(t)−λ(w2(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)]+μλ2[(m′(t))+m(t)w3(t)−λ(w3(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)]. | (3.18) |
Using (3.7) in (3.18), we have
w′1(t)+μλ1w′2(t)+μλ2w′3(t)≤−m(t)P(t)3λ−1+[(m′(t))+m(t)w1(t)−λ(w1(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)]+μλ1[(m′(t))+m(t)w2(t)−λ(w2(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)]+μλ2[(m′(t))+m(t)w3(t)−λ(w3(t))λ+1λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)], | (3.19) |
that is,
m(t)P(t)3λ−1≤−w′1(t)−μλ1w′2(t)−μλ2w′3(t)+(m′(t))+m(t)w1(t)−λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)(w1(t))λ+1λ+μλ1[(m′(t))+m(t)w2(t)−λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)(w2(t))λ+1λ]+μλ2[(m′(t))+m(t)w3(t)−λπ1[t0,t−σ1](m(t))1/λa1(t−σ1)(w3(t))λ+1λ]. | (3.20) |
Multiply H(t,s) and integrate (3.20) from t3 to t, one can get that
∫tt3H(t,s)m(s)P(s)3λ−1ds≤−∫tt3H(t,s)w′1(s)ds−μλ1∫tt3H(t,s)w′2(s)ds−μλ2∫tt3H(t,s)w′3(s)ds+∫tt3H(t,s)(m′(s))+m(s)w1(s)ds−∫tt3H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w1(s))λ+1λds+μλ1∫tt3H(t,s)(m′(s))+m(s)w2(s)ds−μλ1∫tt3H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w2(s))λ+1λds+μλ2∫tt3H(t,s)(m′(s))+m(s)w3(s)ds−μλ2∫tt3H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w3(s))λ+1λds. | (3.21) |
Thus, we obtain
∫tt3H(t,s)m(s)P(s)3λ−1ds≤H(t,t3)w1(t3)+μλ1H(t,t3)w2(t3)+μλ2H(t,t3)w3(t3)−∫tt3[−∂∂sH(t,s)−H(t,s)m′(s)m(s)]w1(s)ds−∫tt3H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w1(s))λ+1λds−μλ1∫tt3[−∂∂sH(t,s)−H(t,s)m′(s)m(s)]w2(s)ds−μλ1∫tt3H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w2(s))λ+1λds−μλ2∫tt3[−∂∂sH(t,s)−H(t,s)m′(s)m(s)]w3(s)ds−μλ2∫tt3H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w3(s))λ+1λds. | (3.22) |
Then
∫tt3H(t,s)m(s)P(s)3λ−1ds≤H(t,t3)w1(t3)+μλ1H(t,t3)w2(t3)+μλ2H(t,t3)w3(t3)+∫tt3[|h(t,s)|(H(t,s))λλ+1m(s)w1(s)−H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w1(s))λ+1λ]ds+μλ1∫tt3[|h(t,s)|(H(t,s))λλ+1m(s)w2(s)−H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w2(s))λ+1λ]ds+μλ2∫tt3[|h(t,s)|(H(t,s))λλ+1m(s)w3(s)−H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1)(w3(s))λ+1λ]ds. | (3.23) |
Setting Y=|h(t,s)|(H(t,s))λλ+1m(s), X=H(t,s)λπ1[t0,s−σ1](m(s))1/λa1(s−σ1) and u=wi(t) for i=1,2,3. By using the Lemma 2.3, we conclude that
1H(t,t3)∫tt3[H(t,s)m(s)P(s)3λ−1−1+μλ1+μλ2(λ+1)λ+1(|h(t,s)|a1(s−σ1)m(s)π1[t0,s−σ1])λ]ds≤w1(t3)+μλ1w2(t3)+μλ2w3(t3) | (3.24) |
which contradicts condition (3.20).
Theorem 3.2. Let (1.1) hold and τ1≥σ1. If there exists an m(t)∈C1([t0,∞),R+) such that (2.6) and
lim supt→∞1H(t,t3)∫tt3[H(t,s)m(s)P(s)3λ−1−1+μλ1+μλ2(λ+1)λ+1(|h(t,s)|a1(s−τ1)m(s)π1[t0,s−τ1])λ]ds=∞, | (3.25) |
then every solution y(t) of (E1) is either oscillatory or tends to 0.
Proof. Suppose that (E1) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−σ1)>0 and y(t+σ1)>0 for t≥t1≥t0. Assumption of (1.1), by Lemma 2.4 there exists two cases (C1) and (C2). If (C2) holds, then by Lemma 2.6, limt→∞z(t)=0. We only consider (C1), by using the fact that z′(t)>0 and τ1≥σ1, we obtain that Using the fact of L[1]z(t)>0, we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+P(t)3λ−1zλ(t−τ1)≤0. | (3.26) |
Next, we categorize the functions as w1(t)=m(t)L[3]z(t)zλ(t−τ1), w2(t)=m(t)L[3]−τ1z(t)zλ(t−τ1) and w3(t)=m(t)L[3]τ2z(t)zλ(t−τ1) respectively. The rest of the proof is similar to that of Theorem 3.1, therefore, it is omitted.
Theorem 3.3. Let (1.2) hold and σ1≥τ1. If there exists an m(t)∈C1([t0,∞),R+) such that (2.6),
∫∞t3[m(s)P(s)3λ−1−(1+μλ1+μλ2)((m′(s))+(λ+1))λ+1(a1(s−σ1)m(s)π1[t0,s−σ1])λ]ds=∞, | (3.27) |
and
∫∞t3[πλ∗(s+τ2)P(s)3λ−1(∫s+σ1t2dua1(u))λ−(λ1+λ)1+λ(1+μλ1)a2(s)+μλ2a2(s+τ2+σ1)a1+1λ2(s)πλ∗(s+τ2)]ds=∞, | (3.28) |
where (m′(t))+=max{0,m′(t)}, π∗(t)=∫∞t+σ1a−1/λ2(s)ds, then every solution y(t) of (E1) is either oscillatory or tends to 0.
Proof. Suppose that (E1) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−σ1)>0 and y(t+σ1)>0 for t≥t1≥t0. Since y(t)>0 for all t≥t1. Assumption of (1.2), by Lemma 2.4 there exists three cases (C1), (C2) and (C3). If case (C1) and (C2) holds, using the similar proof of ([24], Theorem 2.1) by using Lemma 2.1, we get the conclusion of Theorem 3.3.
If case (C3) holds, z′(t−σ1)<0 for t≥t1. The facts that z′(t)<0, c+d≥0 and (3.6), we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+P(t)3λ−1zλ(t+σ1)≤0. | (3.29) |
Define
w∗(t)=L[3]z(t)(a1(t+σ1)z′(t+σ1))λ. | (3.30) |
We obtain w∗(t)<0 for t≥t2. Noting that L[3]z(t) is decreasing, we obtain
a2(s)[L[2]z(s)]λ≤a2(t)[L[2]z(t)]λ | (3.31) |
for s≥t≥t2. Dividing (3.31) by a2(s) and integrating from t+σ1 to l(l≥t), we get
a1(l)z′(l)≤a1(t+σ1)z′(t+σ1)+a1/λ2(t)[L[2]z(t)]∫lt+σ1a−1/λ2(s)ds. |
letting l→∞, we get
−1≤a1/λ2(t)[L[2]z(t)]a1(t+σ1)z′(t+σ1)π∗(t), | (3.32) |
for t≥t2. From (3.30), we have
−1≤w∗(t)πλ∗(t)≤0. | (3.33) |
By (3.2) we have a1(t+σ1)z′(t+σ1)≤a1(t)z′(t). Differentiating (3.30) gives,
w′∗(t)≤(L[3]z(t))′(a1(t+σ1)z′(t+σ1))λ−λa2(t)[L[2]z(t)a1(t+σ1)z′(t+σ1)]λ+1. | (3.34) |
Using (3.30) in (3.34), we have
w′∗(t)≤L[4]z(t)(a1(t+σ1)z′(t+σ1))λ−λw1+1λ∗(t)a1/λ2(t). | (3.35) |
Again, we define
w∗∗(t)=L[3]−τ1z(t)(a1(t+σ1)z′(t+σ1))λ. | (3.36) |
We obtain w∗∗(t)<0 and w∗∗(t)≥w∗(t) for t≥t2. By (3.33), we obtain
−1≤w∗∗(t)πλ∗(t)≤0. | (3.37) |
By (3.2) we have a1(t+σ1)z′(t+σ1)≤a1(t−τ1)z′(t−τ1). Differentiating (3.36) gives,
w′∗∗(t)≤(L[3]−τ1z(t))′(a1(t+σ1)z′(t+σ1))λ−λa2(t)[L[2]−τ1z(t)a1(t+σ1)z′(t+σ1)]λ+1. | (3.38) |
Using (3.36) in (3.38), we have
w′∗∗(t)≤L[4]−τ1z(t)(a1(t+σ1)z′(t+σ1))λ−λw1+1λ∗∗(t)a1/λ2(t). | (3.39) |
Finally, we define a function
w∗∗∗(t)=L[3]τ2z(t)(a1(t+τ2+σ1)z′(t+τ2+σ1))λ. | (3.40) |
We obtain w∗∗∗(t)<0 and w∗∗∗(t)=w∗(t+τ2) for t≥t2. By (3.33), we obtain
−1≤w∗∗∗(t)πλ∗(t+τ2)≤0. | (3.41) |
By (3.2) we have a1(t+τ2+σ1)z′(t+τ2+σ1)≤a1(t+τ2)z′(t+τ2). Differentiating (3.40) gives,
w′∗∗∗(t)≤(L[3]τ2z(t))′(a1(t+σ1)z′(t+σ1))λ−λa2(t)[L[2]τ2z(t)a1(t+τ2+σ1)z′(t+τ2+σ1)]λ+1. | (3.42) |
Using (3.40) in (3.42), we have
w′∗∗∗(t)≤L[4]τ2z(t)(a1(t+σ1)z′(t+σ1))λ−λw1+1λ∗∗∗(t)a1/λ2(t). | (3.43) |
From (3.35), (3.39), (3.43) and (3.29) which implies
w′∗(t)+μλ1w′∗∗(t)+μλ2w′∗∗∗(t)≤−P(t)3λ−1zλ(t+σ1)(a1(t+σ1)z′(t+σ1))λ−λw1+1λ∗(t)a1/λ2(t)−μλ1λw1+1λ∗∗(t)a1/λ2(t)−μλ2λw1+1λ∗∗∗(t)a1/λ2(t) | (3.44) |
In case (C3), (a1(t)z′(t))′<0 we seen that
z(t)≥a1(t)z′(t)∫tt21a1(s)ds. | (3.45) |
Using (3.45) in (3.44), we get
w′∗(t)+μλ1w′∗∗(t)+μλ2w′∗∗∗(t)≤−P(t)3λ−1(∫t+σ1t2dsa1(s))λ−λw1+1λ∗(t)a1/λ2(t)−μλ1λw1+1λ∗∗(t)a1/λ2(t)−μλ2λw1+1λ∗∗∗(t)a1/λ2(t). | (3.46) |
Multiplying πλ∗(t+τ2) and integrating from t3(t3>t2) to t, yields
πλ∗(t+τ2)w∗(t)−πλ∗(t3+τ2)w∗(t3)+πλ∗(t+τ2)μλ1w∗∗(t)−πλ∗(t3+τ2)μλ1w∗∗(t3)+πλ∗(t+τ2)μλ2w∗∗∗(t)−πλ∗(t3+τ2)μλ2w∗∗∗(t3)−λ∫tt3[πλ−1∗(s+τ2)(−w∗(s))a1/λ2(s+τ2)−πλ∗(s+τ2)(−w∗(s))1+1λa1/λ2(s)]ds−λμλ1∫tt3[πλ−1∗(s+τ2)(−w∗∗(s))a1/λ2(s+τ2)−πλ∗(s+τ2)(−w∗∗(s))1+1λa1/λ2(s)]ds−λμλ2∫tt3[πλ−1∗(s+τ2)(−w∗∗∗(s))a1/λ2(s+τ2)−πλ∗(s+τ2)(−w∗∗∗(s))1+1λa1/λ2(s)]ds+∫tt3πλ∗(s+τ2)P(s)3λ−1(∫s+σ1t2dua1(u))λds≤0. | (3.47) |
Applying Lemma 2.3, we conclude that
∫tt3[πλ∗(s+τ2)P(s)3λ−1(∫s+σ1t2dua1(u))λ−(λ1+λ)1+λ(1+μλ1)a2(s)+μλ2a2(s+τ2+σ1)a1+1λ2(s)πλ∗(s+τ2)]ds≤−[πλ∗(t+τ2)w∗(t)+μλ1πλ∗(t+τ2)w∗∗(t)+μλ2πλ∗(t+τ2)w∗∗∗(t)] | (3.48) |
Using the fact of πλ∗(t+τ2)≤πλ∗(t) in (3.33), (3.37), (3.41) and (3.48) imply that
∫tt3[πλ∗(s+τ2)P(s)3λ−1(∫s+σ1t2dua1(u))λ−(λ1+λ)1+λ(1+μλ1)a2(s)+μλ2a2(s+τ2+σ1)a1+1λ2(s)πλ∗(s+τ2)]ds≤1+μλ1+μλ2. | (3.49) |
a contradiction to (3.28).
Finally, we establish new comparison theorems for (E1) under the case when (1.2) holds.
Theorem 3.4. Let (1.2), (2.6) hold and σ1>τ1, σ1>τ2. If the first-order differential inequality
ψ′(t)+P1(t)3λ−1Aλ(t−σ1)1+μλ1+μλ2ψ(t−σ1+τ1)≤0 | (3.50) |
for t≥t0, has no positive nonincreasing solution and the first-order differential inequality
ψ′(t)−P2(t)3λ−1Bλ(t+σ1)1+μλ1+μλ2ψ(t−τ2+σ1)≥0 | (3.51) |
for t≥t0, has no positive nondecreasing solution. Then Eq. (E1) oscillatory.
Proof. Suppose that (E1) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−σ1)>0 and y(t+σ1)>0 for t≥t1≥t0. Since y(t)>0 for all t≥t1. Assumption of (1.2), by Lemma 2.4, there exists three cases (C1), (C2) and (C3). If case (C2) hold, the proof is follows from Lemma 2.6.
If case (C1) holds, we have L[2]z(t)>0, from (3.6), we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+P1(t)3λ−1zλ(t−σ1)≤0. | (3.52) |
By Lemma 2.5, one gets z(t−σ1)≥(L[3]−σ1z(t))1/λA(t−σ1) and using in (3.52), we have
(L[3]z(t)+μλ1L[3]−τ1z(t)+μλ2L[3]τ2z(t))′+P1(t)3λ−1L[3]−σ1z(t)Aλ(t−σ1)≤0. | (3.53) |
Now, set
ψ(t)=L[3]z(t)+μλ1L[3]−τ1z(t)+μλ2L[3]τ2z(t). |
Then ψ(t)>0 and the fact that L[3]z(t) is nonincreasing, we have
ψ(t)≤L[3]−τ1z(t)(1+μλ1+μλ2). | (3.54) |
Using (3.54) and (3.53), we see that ψ(t) is a nonincreasing positive solution of the first order differential inequality
ψ′(t)+P1(t)3λ−1Aλ(t−σ1)1+μλ1+μλ2ψ(t−σ1+τ1)≤0, | (3.55) |
which is contradiction to (3.50).
If case (C3) holds, we have L[2]z(t)<0, from (3.6), we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+P2(t)3λ−1zλ(t+σ1)≤0. | (3.56) |
Since L[3]z(t) is nondecreasing. Then we get
L[3]z(s)≤L[3]z(t) for all s≥t≥t1≥t0. |
Integrating above inequality from t to l, we get
a1(l)z′(l)≤a1(t)z′(t)+∫lta1/λ2(t)L[2]z(t)a1/λ2(s)ds≤a1(t)z′(t)+(L[3]z(s))1/λ∫ltdsa1/λ2(s). |
Letting l→∞, we get
−a1(t)z′(t)≤(L[3]z(s))1/λ∫∞tdsa1/λ2(s). |
Again integrating, we get
z(t)≥−(L[3]z(t))1/λ∫tt0∫∞tdua1/λ2(u)a1(s)ds=−(L[3]z(t))1/λB(t). | (3.57) |
From 3.57, one gets z(t+σ1)≥−(L[3]σ1z(t))1/λB(t+σ1) and using in (3.56), we have
(L[3]z(t)+μλ1L[3]−τ1z(t)+μλ2L[3]τ2z(t))′−P2(t)3λ−1L[3]σ1z(t)Bλ(t+σ1)≤0. | (3.58) |
Now, set
ψ(t)=L[3]z(t)+μλ1L[3]−τ1z(t)+μλ2L[3]τ2z(t). |
Then ψ(t)>0, ψ′(t)≥0 and the fact that L[3]z(t) is nondecreasing, we have
ψ(t)≤L[3]τ2z(t)(1+μλ1+μλ2). | (3.59) |
Using (3.59) and (3.58), we see that ψ(t) is a nonincreasing positive solution of the first order differential inequality
ψ′(t)−P2(t)3λ−1Bλ(t+σ1)1+μλ1+μλ2ψ(t−τ2+σ1)≥0 | (3.60) |
which is contradiction to (3.51).
Corollary 3.5. Let (1.2), (2.6) hold and σ1>τ1, σ1>τ2. If
lim inft→∞∫tt−σ1+τ1P1(s)Aλ(s−σ1)ds>3λ−1e(1+μλ1+μλ2) | (3.61) |
and
lim inft→∞∫tt−τ2+σ1P2(s)Bλ(s+σ1)ds>3λ−1e(1+μλ1+μλ2) | (3.62) |
hold, then Eq. (E1) oscillatory.
Proof. The proof follows from Theorem 3.4 and ([10], Theorem 2.1.1), and the details are omitted.
Example 3.6. Consider the third order differential equation
((((y(t)+e−23y(t−2)+e3y(t+1))′)′)3/2)′+3e−34(53)3/2y3/2(t−2)+3e34(53)3/2y3/2(t+2)=0. | (3.63) |
Compared with (E1), we can see that a1(t)=a2(t)=1, p1(t)=e−23, p2(t)=e13, q1(t)=3e−34(53)3/2, q2(t)=3e34(53)3/2, λ=3/2, τ1=2, τ2=1 and σ1=2. By taking m(t)=1, H(t,s)=(t−s)2, we obtain h(t,s)=(3s−t)(t−s)−1/5. It is easy to verify that all conditions of Theorem 3.1 are satisfied. Therefore, all the solutions of (3.63) is either oscillates or tends to 0 and y(t)=e−t is a such solution of (3.63).
Example 3.7. Consider the third order differential equation
[t2(y(t)+k1y(t−τ1)+k2y(t+τ2))′′]′+k3ty(t−σ1)+k4y(t+σ1)=0,t≥1. | (3.64) |
Compared with (E1), we can see that a1(t)=1, a2(t)=t2, p1(t)=k1, p2(t)=k2, q1(t)=k3t, q2(t)=k4, λ=1 and k1, k2, k3, k4 are nonnegative constants. It is easy to verify that all conditions of Corollary 3.5 are satisfied and hence all solutions of equation (3.64) are oscillatory.
In this section, we will establish several oscillation criteria for (E2). For convenience, we define,
Q1(t,ξ)=min{˜q1(t,ξ),˜q1(t−τ1,ξ),˜q1(t+τ2,ξ)},Q2(t,ξ)=min{˜q2(t,ξ),˜q2(t−τ1,ξ),˜q2(t+τ2,ξ)},Q(t,ξ)=Q1(t,ξ)+Q2(t,ξ). |
Theorem 4.1. Let (1.1) holds and c+d≥0, b≥τ1. If there exists an m(t)∈C1([t0,∞),R+) such that (2.7) and
lim supt→∞1H(t,t3)∫tt3[H(t,s)m(s)∫dcQ(s,ξ)dξ3λ−1−1+μλ1+μλ2(λ+1)λ+1(|h(t,s)|a1(s−d)m(s)π1[t0,s−d])λ]ds=∞, | (4.1) |
then every solution y(t) of (E2) is either oscillatory or tends to 0.
Proof. Suppose that (E2) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−ξ)>0 and y(t+ξ)>0 for t≥t1≥t0 and ξ∈[c,d]. Since y(t)>0 for all t≥t1, in view of (E2), we have
L[4]z(t)=−∫dc˜q1(t,ξ)yλ(t−ξ)dξ−∫dc˜q2(t,ξ)yλ(t+ξ)dξ≤0. | (4.2) |
Assumption of (1.1), by Lemma 2.4 there exists two cases (C1) and (C2). If (C2) holds, then by Lemma 2.7, limt→∞z(t)=0. If (C1) holds.
L[4]z(t)+∫dc˜q1(t,ξ)yλ(t−ξ)dξ+∫dc˜q2(t,ξ)yλ(t+ξ)dξ+μλ1L[4]−τ1z(t)+μλ1∫dc˜q1(t−τ1,ξ)yλ(t−τ1−ξ)dξ+μλ1∫dc˜q2(t−τ1,ξ)yλ(t−τ1+ξ)dξ+μλ2L[4]τ2z(t)+μλ2∫dc˜q1(t+τ2,ξ)yλ(t+τ2−ξ)dξ+μλ2∫dc˜q2(t+τ2,ξ)yλ(t+τ2+ξ)dξ=0. | (4.3) |
Furthermore, from Lemma 2.1, we have
˜q1(t,ξ)yλ(t−ξ)+μλ1˜q1(t−τ1,ξ)yλ(t−τ1−ξ)+μλ1˜q1(t+τ2,ξ)yλ(t+τ2−ξ)≥Q1(t,ξ)3λ−1zλ(t−ξ). | (4.4) |
Similarly, we get
˜q2(t,ξ)yλ(t+ξ)+μλ2˜q2(t−τ1,ξ)yλ(t−τ1+ξ)+μλ2˜q2(t+τ2,ξ)yλ(t+τ2+ξ)≥Q2(t,ξ)3λ−1zλ(t+ξ). | (4.5) |
Substituting (4.4), (4.5) into (4.3), we have
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+∫dcQ1(t,ξ)dξ3λ−1zλ(t−ξ)+∫dcQ2(t,ξ)dξ3λ−1zλ(t+ξ)≤0. | (4.6) |
Using the fact of L[1]z(t)>0 and c+d≥0, we have
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+∫dcQ(t,ξ)dξ3λ−1zλ(t−d)≤0. | (4.7) |
Define a function
w1(t)=m(t)L[3]z(t)zλ(t−d). | (4.8) |
We obtain w1(t)>0, then
w′1(t)=m′(t)L[3]z(t)zλ(t−d)+m(t)L[4]z(t)zλ(t−d)−λm(t)L[3]z(t)z′(t−d)zλ+1(t−d). | (4.9) |
By Lemma (2.5), one gets z′(t−d)≥a1/λ2(t)a1(t−d)π1[t0,t−d]L[2]z(t). Therefore
w′1(t)≤m′(t)L[3]z(t)zλ(t−d)+m(t)L[4]z(t)zλ(t−d)−λm(t)aλ+1λ2(t)π1[t0,t−d]L[2]z(t)z′(t−d)zλ+1(t−d)a1(t−d). | (4.10) |
Using (4.8) in (4.10), we have
w′1(t)≤(m′(t))+m(t)w1(t)+m(t)L[4]z(t)zλ(t−d)−λ(w1(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d). | (4.11) |
Next, define
w2(t)=m(t)L[3]−τ1z(t)zλ(t−d). | (4.12) |
We obtain w2(t)>0, then
w′2(t)=m′(t)L[3]−τ1z(t)zλ(t−d)+m(t)L[4]−τ1z(t)zλ(t−d)−λm(t)L[3]−τ1z(t)z′(t−d)zλ+1(t−d). | (4.13) |
By Lemma (2.5), one gets z′(t−d)≥a1/λ2(t−τ1)a1(t−d)π1[t0,t−d]L[2]−τ1z(t) and using (4.12) in (4.13), we have
w′2(t)≤(m′(t))+m(t)w2(t)+m(t)L[4]−τ1z(t)zλ(t−d)−λ(w2(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d). | (4.14) |
Finally, define
w3(t)=m(t)L[3]τ2z(t)zλ(t−d). | (4.15) |
We obtain w3(t)>0, then
w′3(t)=m′(t)L[3]τ2z(t)zλ(t−d)+m(t)L[4]τ2z(t)zλ(t−d)−λm(t)L[3]τ2z(t)z′(t−d)zλ+1(t−d). | (4.16) |
By Lemma 2.5, one gets z′(t−d)≥a1/λ2(t+τ2)a1(t−d)π1[t0,t−d]L[2]τ2z(t) and using (4.15) in (4.16), we have
w′3(t)≤(m′(t))+m(t)w3(t)+m(t)L[4]τ2z(t)zλ(t−d)−λ(w3(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d). | (4.17) |
From (4.8), (4.10) and (4.15), we have
w′1(t)+μλ1w′2(t)+μλ2w′3(t)≤m(t)[L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)zλ(t−d)]+[(m′(t))+m(t)w1(t)−λ(w1(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d)]+μλ1[(m′(t))+m(t)w2(t)−λ(w2(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d)]+μλ2[(m′(t))+m(t)w3(t)−λ(w3(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d)]. | (4.18) |
Using (4.7) in (4.18), we have
w′1(t)+μλ1w′2(t)+μλ2w′3(t)≤−m(t)∫dcQ(t,ξ)dξ3λ−1+[(m′(t))+m(t)w1(t)−λ(w1(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d)]+μλ1[(m′(t))+m(t)w2(t)−λ(w2(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d)]+μλ2[(m′(t))+m(t)w3(t)−λ(w3(t))λ+1λπ1[t0,t−d](m(t))1/λa1(t−d)], | (4.19) |
that is,
m(t)∫dcQ(t,ξ)dξ3λ−1≤−w′1(t)−μλ1w′2(t)−μλ2w′3(t)+(m′(t))+m(t)w1(t)−λπ1[t0,t−d](m(t))1/λa1(t−d)(w1(t))λ+1λ+μλ1[(m′(t))+m(t)w2(t)−λπ1[t0,t−d](m(t))1/λa1(t−d)(w2(t))λ+1λ]+μλ2[(m′(t))+m(t)w3(t)−λπ1[t0,t−d](m(t))1/λa1(t−d)(w3(t))λ+1λ]. | (4.20) |
Multiply both sides H(t,s) and integrate (4.51) from t3 to t, one can get that
∫tt3H(t,s)m(s)∫dcQ(s,ξ)dξ3λ−1ds≤−∫tt3H(t,s)w′1(s)ds−μλ1∫tt3H(t,s)w′2(s)ds−μλ2∫tt3H(t,s)w′3(s)ds+∫tt3H(t,s)(m′(s))+m(s)w1(s)ds−∫tt3H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w1(s))λ+1λds+μλ1∫tt3H(t,s)(m′(s))+m(s)w2(s)ds−μλ1∫tt3H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w2(s))λ+1λds+μλ2∫tt3H(t,s)(m′(s))+m(s)w3(s)ds−μλ2∫tt3H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w3(s))λ+1λds. | (4.21) |
Thus, we obtain
∫tt3H(t,s)m(s)∫dcQ(s,ξ)dξ3λ−1ds≤H(t,t3)w1(t3)+μλ1H(t,t3)w2(t3)+μλ2H(t,t3)w3(t3)−∫tt3[−∂∂sH(t,s)−H(t,s)m′(s)m(s)]w1(s)ds−∫tt3H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w1(s))λ+1λds−μλ1∫tt3[−∂∂sH(t,s)−H(t,s)m′(s)m(s)]w2(s)ds−μλ1∫tt3H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w2(s))λ+1λds−μλ2∫tt3[−∂∂sH(t,s)−H(t,s)m′(s)m(s)]w3(s)ds−μλ2∫tt3H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w3(s))λ+1λds. | (4.22) |
Then
∫tt3H(t,s)m(s)∫dcQ(s,ξ)dξ3λ−1ds≤H(t,t3)w1(t3)+μλ1H(t,t3)w2(t3)+μλ2H(t,t3)w3(t3)+∫tt3[|h(t,s)|(H(t,s))λλ+1m(s)w1(s)−H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w1(s))λ+1λ]ds+μλ1∫tt3[|h(t,s)|(H(t,s))λλ+1m(s)w2(s)−H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w2(s))λ+1λ]ds+μλ2∫tt3[|h(t,s)|(H(t,s))λλ+1m(s)w3(s)−H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d)(w3(s))λ+1λ]ds. | (4.23) |
Setting Y=|h(t,s)|(H(t,s))λλ+1m(s), X=H(t,s)λπ1[t0,s−d](m(s))1/λa1(s−d) and u=wi(t) for i=1,2,3. By using the Lemma 2.3, we conclude that
1H(t,t3)∫tt3[H(t,s)m(s)∫dcQ(s,ξ)dξ3λ−1−1+μλ1+μλ2(λ+1)λ+1(|h(t,s)|a1(s−d)m(s)π1[t0,s−d])λ]ds≤w1(t3)+μλ1w2(t3)+μλ2w3(t3) | (4.24) |
which contradicts condition (4.51).
Theorem 4.2. Let (1.1) holds and c+d≥0, −c≥τ1. If there exists an m(t)∈C1([t0,∞),R+) such that (2.7) and
lim supt→∞1H(t,t3)∫tt3[H(t,s)m(s)∫dcQ(s,ξ)dξ3λ−1−1+μλ1+μλ2(λ+1)λ+1(|h(t,s)|a1(s+c)m(s)π1[t0,s+c])λ]ds=∞, | (4.25) |
then every solution y(t) of (E2) is either oscillatory or tends to 0.
Proof. Suppose that (E2) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−ξ)>0 and y(t+ξ)>0 for t≥t1≥t0 and ξ∈[c,d]. Assumption of (1.1), by Lemma 2.4 there exists two cases (C1) and (C2). If (C2) holds, then by Lemma 2.7, limt→∞z(t)=0. We only consider (C1), by using the fact that z′(t)>0 and −c≥τ1, we obtain that Using the fact of L[1]z(t)>0, we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+∫dcQ(t,ξ)dξ3λ−1zλ(t+c)≤0. | (4.26) |
Next, we categorize the functions as w1(t)=m(t)L[3]z(t)zλ(t+c), w2(t)=m(t)L[3]−τ1z(t)zλ(t+c) and w3(t)=m(t)L[3]τ2z(t)zλ(t+c) respectively. The rest of the proof is similar to that of Theorem 4.1, therefore, it is omitted.
Theorem 4.3. Let (1.2) holds and b≥τ1 (or b≤τ1). If there exists an m(t)∈C1([t0,∞),R+) such that (2.7),
∫∞t3[m(s)∫dcQ(s,ξ)dξ3λ−1−(1+μλ1+μλ2)((m′(s))+(λ+1))λ+1(a1(s−d)m(s)π1[t0,s−d])λ]ds=∞, | (4.27) |
and
∫∞t3[πλ∗(s+τ2)∫dcQ(s,ξ)dξ3λ−1(∫s+dt2dua1(u))λ−(λ1+λ)1+λ(1+μλ1)a2(s)+μλ2a2(s+τ2+d)a1+1λ2(s)βλ(s+τ2)]ds=∞, | (4.28) |
where β(t)=∫∞t+da−1/λ2(s)ds, then every solution y(t) of (E2) is either oscillatory or tends to 0.
Proof. Suppose that (E1) has a nonoscillatory solution y. Without loss of generality, we may take y(t)>0, y(t−τ1)>0, y(t+τ2)>0, y(t−ξ)>0 and y(t+ξ)>0 for t≥t1≥t0 and ξ∈[c,d]. Since y(t)>0 for all t≥t1. Assumption of (1.2), by Lemma 2.4 there exists three cases (C1), (C2) and (C3). If case (C1) and (C2) holds, using the similar proof of ([24], Theorem 2.3) by using Lemma 2.1, we get the conclusion of Theorem 4.3
If case (C3) holds, z′(t−d)<0 for t≥t1. The facts that z′(t)<0, c+d≥0 and (4.6), we obtain
L[4]z(t)+μλ1L[4]−τ1z(t)+μλ2L[4]τ2z(t)+∫dcQ(t,ξ)dξ3λ−1zλ(t+d)≤0. | (4.29) |
Define
w∗(t)=L[3]z(t)(a1(t+d)z′(t+d))λ. | (4.30) |
We obtain w∗(t)<0 for t≥t2. Noting that L[3]z(t) is decreasing, we obtain
a2(s)[L[2]z(s)]λ≤a2(t)[L[2]z(t)]λ | (4.31) |
for s≥t≥t2. Dividing (4.31) by a2(s) and integrating from t+d to l(l≥t), we get
a1(l)z′(l)≤a1(t+d)z′(t+d)+a1/λ2(t)[L[2]z(t)]∫lt+da−1/λ2(s)ds. |
letting l→∞, we get
−1≤a1/λ2(t)[L[2]z(t)]a1(t+d)z′(t+d)π∗(t),t≥t2. | (4.32) |
From (4.30), we have
−1≤w∗(t)βλ(t)≤0. | (4.33) |
By (4.2) we have a1(t+d)z′(t+d)≤a1(t)z′(t). Differentiating (4.30) gives,
w′∗(t)≤(L[3]z(t))′(a1(t+d)z′(t+d))λ−λa2(t)[L[2]z(t)a1(t+d)z′(t+d)]λ+1. | (4.34) |
Using (4.30) in (4.34), we have
w′∗(t)≤L[4]z(t)(a1(t+d)z′(t+d))λ−λw1+1λ∗(t)a1/λ2(t). | (4.35) |
Next, we define
w∗∗(t)=L[3]−τ1z(t)(a1(t+d)z′(t+d))λ. | (4.36) |
We obtain w∗∗(t)<0 and w∗∗(t)≥w∗(t) for t≥t2. By (4.33), we obtain
−1≤w∗∗(t)βλ(t)≤0. | (4.37) |
By (3.2) we have a1(t+d)z′(t+d)≤a1(t−τ1)z′(t−τ1). Differentiating (4.36) gives,
w′∗∗(t)≤(L[3]−τ1z(t))′(a1(t+d)z′(t+d))λ−λa2(t)[L[2]−τ1z(t)a1(t+d)z′(t+d)]λ+1. | (4.38) |
Using (4.36) in (4.38), we have
w′∗∗(t)≤L[4]−τ1z(t)(a1(t+d)z′(t+d))λ−λw1+1λ∗∗(t)a1/λ2(t). | (4.39) |
Finally, We define a function
w∗∗∗(t)=L[3]τ2z(t)(a1(t+τ2+d)z′(t+τ2+d))λ. | (4.40) |
We obtain w∗∗∗(t)<0 and w∗∗∗(t)=w∗(t+τ2) for t≥t2. By (4.33), we obtain
−1≤w∗∗∗(t)βλ(t+τ2)≤0. | (4.41) |
By (4.2) we have a1(t+τ2+d)z′(t+τ2+d)≤a1(t+τ2)z′(t+τ2). Differentiating (4.40) gives,
w′∗∗∗(t)≤(L[3]τ2z(t))′(a1(t+d)z′(t+d))λ−λa2(t)[L[2]τ2z(t)a1(t+τ2+d)z′(t+τ2+d)]λ+1. | (4.42) |
Using (4.40) in (4.42), we have
w′∗∗∗(t)≤L[4]τ2z(t)(a1(t+d)z′(t+d))λ−λw1+1λ∗∗∗(t)a1/λ2(t). | (4.43) |
From (4.35), (4.39), (4.43) and (4.29) which implies
w′∗(t)+μλ1w′∗∗(t)+μλ2w′∗∗∗(t)≤−∫dcQ(t,ξ)dξ3λ−1zλ(t+d)(a1(t+d)z′(t+d))λ−λw1+1λ∗(t)a1/λ2(t)−μλ1λw1+1λ∗∗(t)a1/λ2(t)−μλ2λw1+1λ∗∗∗(t)a1/λ2(t) | (4.44) |
In case (C3), (a1(t)z′(t))′<0 we seen that
z(t)≥a1(t)z′(t)∫tt2dsa1(s). | (4.45) |
Using (4.45) in (4.44), we get
w′∗(t)+μλ1w′∗∗(t)+μλ2w′∗∗∗(t)≤−∫dcQ(t,ξ)dξ3λ−1(∫t+dt2dsa1(s))λ−λw1+1λ∗(t)a1/λ2(t)−μλ1λw1+1λ∗∗(t)a1/λ2(t)−μλ2λw1+1λ∗∗∗(t)a1/λ2(t) | (4.46) |
Multiplying βλ(t+τ2) and integrating from t3(t3>t2) to t, yields
βλ(t+τ2)w∗(t)−βλ(t3+τ2)w∗(t3)+βλ(t+τ2)μλ1w∗∗(t)−βλ(t3+τ2)μλ1w∗∗(t3)+βλ(t+τ2)μλ2w∗∗∗(t)−βλ(t3+τ2)μλ2w∗∗∗(t3)−λ∫tt3[βλ−1(s+τ2)(−w∗(s))a1/λ2(s+τ2)−βλ(s+τ2)(−w∗(s))1+1λa1/λ2(s)]ds−λμλ1∫tt3[βλ−1(s+τ2)(−w∗∗(s))a1/λ2(s+τ2)−βλ(s+τ2)(−w∗∗(s))1+1λa1/λ2(s)]ds−λμλ2∫tt3[βλ−1(s+τ2)(−w∗∗∗(s))a1/λ2(s+τ2)−βλ(s+τ2)(−w∗∗∗(s))1+1λa1/λ2(s)]ds+∫tt3βλ(s+τ2)∫dcQ(s,ξ)dξ3λ−1(∫s+dt2dua1(u))λds≤0. | (4.47) |
Applying Lemma 2.3, we conclude that
∫tt3[βλ(s+τ2)∫dcQ(s,ξ)dξ3λ−1(∫s+dt2dua1(u))λ−(λ1+λ)1+λ(1+μλ1)a2(s)+μλ2a2(s+τ2+d)a1+1λ2(s) βλ(s+τ2)]ds≤−[βλ(t+τ2)w∗(t)+μλ1βλ(t+τ2)w∗∗(t)+μλ2βλ(t+τ2)w∗∗∗(t)] | (4.48) |
Using the fact of βλ(t+τ2)≤βλ(t) in (4.33), (4.37), (4.41) and (4.48) imply that
∫tt3[βλ(s+τ2)∫dcQ(s,ξ)dξ3λ−1(∫s+dt2dua1(u))λ−(λ1+λ)1+λ(1+μλ1)a2(s)+μλ2a2(s+τ2+d)a1+1λ2(s)βλ(s+τ2)]ds≤1+μλ1+μλ2. | (4.49) |
a contradiction to (4.28).
Example 4.4. Consider a third-order differential equation
(12(y(t)+(1/3)y(t−π/4)+(2/3)y(t+π/2))′′)′+∫π0y(t−ξ)dξ+32∫π0y(t+ξ)dξ=0, | (4.50) |
Compared with (E2), we can see that c=0, d=π, a1(t)=1/2, a2(t)=1, p1(t)=13, p2(t)=23, ˜q1(t,ξ)=˜q2(t,ξ)=1, λ=1, τ1=π/4 and τ2=π/2. By taking m(t)=1, we obtain
12∫∞t4∫∞v∫∞u2πdsdudv=∞ |
and we take H(t,s)=(t−s)2 then h(t,s)=(3s−t)(t−s)−1/5 and 0<μ1+μ2<1, we see that
lim supt→∞1(t−t3)2∫tt3[2π(t−s)2−1+μ1+μ28((3s−t)(t−s)−1/5s−π−t0)λ]ds=∞. | (4.51) |
Since all the conditions of Theorem 4.1 hold, (4.50) is either oscillates or tends to 0.
In this paper, we have used Riccati substitution techniques, integral averaging technique and some new oscillation and asymptotic theorems for (E1) and (E2) under the conditions (1.1) and (1.2) have been established. Additionally, we established new comparison theorem that permit to study properties of (E1) regardless under the conditions (1.2). The results obtained indicated that it improved theorems reported by Candan [24]. Similar results can be presented under the assumption that λ≤1. In this case, using Lemma 2.2, one has to simply replace 3λ−1 by 1 and proceed as above. In literature, very few works has been paid in the research activities related to qualitative behavior of solutions of various types of stochastic differential equations, see the recent works [1,3,13,14,15,19,20,21]. The results of this paper could be extended to the stochastic differential equations with time delay in further research.
The authors would like to thank the anonymous reviewers for their valuable suggestions on improving the content of this article.
The authors declare there are no conflicts of interest.
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