As a cooperative platform connecting universities, enterprises, and the government, national university science parks (NUSPs) have a major impact on promoting technological innovation and industrial transfer and are a key component of higher education reform and innovation-driven development strategy in China. This study utilized panel data from Chinese listed firms from 2000 to 2020 and employed a difference-in-differences approach to evaluate the impact of NUSPs, initiated by the Chinese government in 2002, on corporate green innovation. The results show that NUSPs significantly enhance corporate green innovation performance. Specifically, channels such as research and development (R&D) investment, technical talent, and alleviation of financial constraints contribute to this stimulation. The moderating analysis reveals that the positive effect of NUSP projects on corporate green innovation is more pronounced in nonstate-owned and labor-intensive firms, as well as in non-heavy polluting industries, high-tech and technology-intensive enterprises. The heterogeneity analysis indicates that NUSPs have a comparatively notable positive influence on the green innovation level of enterprises that rely on double first-class universities, have government R&D subsidies, and are subject to relatively high regional environmental supervision intensity. Theoretically, it enriches the exploration of the correlation between NUSPs and corporate green innovation, reveals its internal influence mechanism, and broadens the research vista in the field of university-industry interactive innovation. Practically, it guides government policymaking to support parks and enterprise decisions to cooperate for enhanced green innovation and sustainable development, promoting industry-academia-research integration and a good innovation ecosystem.
Citation: Yue Zhang, Shijie Ding. How do national university science parks influence corporate green innovation? Evidence from Chinese listed companies[J]. Quantitative Finance and Economics, 2024, 8(4): 757-778. doi: 10.3934/QFE.2024029
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As a cooperative platform connecting universities, enterprises, and the government, national university science parks (NUSPs) have a major impact on promoting technological innovation and industrial transfer and are a key component of higher education reform and innovation-driven development strategy in China. This study utilized panel data from Chinese listed firms from 2000 to 2020 and employed a difference-in-differences approach to evaluate the impact of NUSPs, initiated by the Chinese government in 2002, on corporate green innovation. The results show that NUSPs significantly enhance corporate green innovation performance. Specifically, channels such as research and development (R&D) investment, technical talent, and alleviation of financial constraints contribute to this stimulation. The moderating analysis reveals that the positive effect of NUSP projects on corporate green innovation is more pronounced in nonstate-owned and labor-intensive firms, as well as in non-heavy polluting industries, high-tech and technology-intensive enterprises. The heterogeneity analysis indicates that NUSPs have a comparatively notable positive influence on the green innovation level of enterprises that rely on double first-class universities, have government R&D subsidies, and are subject to relatively high regional environmental supervision intensity. Theoretically, it enriches the exploration of the correlation between NUSPs and corporate green innovation, reveals its internal influence mechanism, and broadens the research vista in the field of university-industry interactive innovation. Practically, it guides government policymaking to support parks and enterprise decisions to cooperate for enhanced green innovation and sustainable development, promoting industry-academia-research integration and a good innovation ecosystem.
When studying various applied problems related to the properties of media with a periodic structure, it is necessary to study differential equations with rapidly changing coefficients. Equations of this type are often found, for example, in electrical systems under the influence of high frequency external forces. The presence of such forces creates serious problems for the numerical integration of the corresponding differential equations. Therefore, asymptotic methods are usually applied to such equations, the most famous of which are the Feshchenko – Shkil – Nikolenko splitting method [9,10,11,12,23] and the Lomov's regularization method [18,20,21]. The splitting method is especially effective when applied to homogeneous equations, and in the case of inhomogeneous differential equations, the Lomov regularization method turned out to be the most effective. However, both of these methods were developed mainly for singularly perturbed equations that do not contain an integral operator. The transition from differential equations to integro-differential equations requires a significant restructuring of the algorithm of the regularization method. The integral term generates new types of singularities in solutions that differ from the previously known ones, which complicates the development of the algorithm for the regularization method. The splitting method, as far as we know, has not been applied to integro-differential equations. In this article, the Lomov's regularization method [1,2,3,4,5,6,7,8,13,14,15,16,17,19,24] is generalized to previously unexplored classes of integro-differential equations with rapidly oscillating coefficients and rapidly decreasing kernels of the form
Lεz(t,ε)≡εdzdt−A(t)z−εg(t)cosβ(t)εB(t)z−∫tt0e1ε∫tsμ(θ)dθK(t,s)z(s,ε)ds=h(t),z(t0,ε)=z0,t∈[t0,T], | (1.1) |
where z={z1,z2},h(t)={h1(t),h2(t)},μ(t)<0(∀t∈[t0,T]), g(t) is the scalar function, A(t) and B(t) are (2×2)-matrices, moreover A(t)=(01−ω2(t)0), ω(t)>0,β′(t)>0 is the frequency of the rapidly oscillating cosine, z0={z01,z02},ε>0 is a small parameter. It is precisely such a system in the case β(t)=2γ(t),B(t)=(0010) and in the absence of an integral term was considered in [18,20,21].
The functions λ1(t)=−iω(t), λ2(t)=+iω(t) form the spectrum of the limit operator A(t), the function λ5(t)=μ(t) characterizes the rapid change in the kernel of the integral operator, and the functions λ3(t)=−iβ′(t), λ4(t)=+iβ′(t) are associated with the presence of a rapidly oscillating cosine in the system (1.1). The set {Λ}={λ1(t),...,λ5(t)} is called the spectrum of problem (1.1). Such systems have not been considered earlier and in this paper we will try to generalize the Lomov's regularization method [18] to systems of type (1.1).
We introduce the following notations:
λ(t)=(λ1(t),...,λ5(t)),
m=(m1,...,m5) is a multi-index with non-negative components mj,j=¯1,5,
|m|=∑5j=1mj is the height of multi-index m,
(m,λ(t))=∑5j=1mjλj(t).
The problem (1.1) will be considered under the following conditions:
1)ω(t),μ(t),β(t)∈C∞([t0,T],R),ω(t)≠β′(t)∀t∈[t0,T],
g(t)∈([t0,T],C1),h(t)∈C∞([t0,T],C2),
B(t)∈C∞([t0,T],C2×2),K(t,s)∈C∞({t0≤s≤t≤T},C2×2);
2) the relations (m,λ(t))=0,(m,λ(t))=λj(t),j∈{1,...,5} for all multi-indices m with |m|≥2 or are not fulfilled for any t∈[t0,T], or are fulfilled identically on the whole segment [t0,T]. In other words, resonant multi-indices are exhausted by the following sets:
Γ0={m:(m,λ(t))≡0,|m|≥2,∀t∈[t0,T]},Γj={m:(m,λ(t))≡λj(t),|m|≥2,∀t∈[t0,T]},j=¯1,5. |
Note that by virtue of the condition ω(t)≠β′(t), the spectrum {Λ} of the problem (1.1) is simple.
Denote by σj=σj(ε) independent on t the quantities σ1=e−iεβ(t0), σ2=e+iεβ(t0) and rewrite the system (1.1) in the form
Lεz(t,ε)≡εdzdt−A(t)z−εg(t)2(e−iε∫tt0β′(θ)dθσ1+e+iε∫tt0β′(θ)dθσ2)B(t)z−∫tt0e1ε∫tsμ(θ)dθK(t,s)z(s,ε)ds=h(t),z(t0,ε)=z0,t∈[t0,T]. | (2.1) |
We introduce regularizing variables (see [18])
τj=1ε∫tt0λj(θ)dθ≡ψj(t)ε,j=¯1,5 | (2.2) |
and instead of the problem (2.1) we consider the problem
Lε˜z(t,τ,ε)≡ε∂˜z∂t+5∑j=1λj(t)∂˜z∂τj−A(t)˜z−εg(t)2(eτ3σ1+eτ4σ2)B(t)˜z |
−∫tt0e1ε∫tsμ(θ)dθK(t,s)˜z(s,ψ(s)ε,ε)ds=h(t),˜z(t,τ,ε)|t=t0,τ=0=z0,t∈[t0,T] | (2.3) |
for the function ˜z=˜z(t,τ,ε), where it is indicated (according to (2.2)): τ=(τ1,...,τ5),ψ=(ψ1,...,ψ5). It is clear that if ˜z=˜z(t,τ,ε) is the solution of the problem (2.3), then the vector function z=˜z(t,ψ(t)ε,ε) is the exact solution of the problem (2.1), therefore, the problem (2.3) is expansion of the problem (2.1). However, it cannot be considered completely regularized, since the integral term
J˜z≡J(˜z(t,τ,ε)|t=s,τ=ψ(s)/ε)=∫tt0e1ε∫tsμ(θ)dθK(t,s)˜z(s,ψ(s)ε,ε)ds |
has not been regularized in (2.3).
To regularize the integral term, we introduce a class Mε, asymptotically invariant with respect to the operator J˜z (see [18], p. 62]). We first consider the space of vector functions z(t,τ), representable by sums
z(t,τ,σ)=z0(t,σ)+∑5i=1zi(t,σ)eτi+∑∗2≤|m|≤Nzzm(t,σ)e(m,τ),z0(t,σ),zi(t,σ),zm(t,σ)∈C∞([t0,T],C2),i=¯1,5,2≤|m|≤Nz, | (2.4) |
where the asterisk ∗ above the sum sign indicates that in it the summation for |m|≥2 occurs only over nonresonant multi-indices m=(m1,...,m5), i.e. over m∉⋃5i=0Γi. Note that in (2.4) the degree of the polynomial with respect to exponentials eτj depends on the element z. In addition, the elements of the space U depend on bounded in ε>0 constants σ1=σ1(ε) and σ2=σ2(ε), which do not affect the development of the algorithm described below, therefore, henceforth, in the notation of element (2.4) of this space U, we omit the dependence on σ=(σ1,σ2) for brevity. We show that the class Mε=U|τ=ψ(t)/ε is asymptotically invariant with respect to the operator J.
The image of the operator J on the element (2.4) of the space U has the form:
Jz(t,τ)=∫tt0e1ε∫tsλ5(θ)dθK(t,s)z0(s)ds+5∑i=1∫tt0e1ε∫tsλ5(θ)dθK(t,s)zi(s)e1ε∫st0λi(θ)dθds |
+∗∑2≤|m|≤Nz∫tt0e1ε∫tsλ5(θ)dθK(t,s)zm(s)e1ε∫st0(m,λ(θ))dθds |
=∫tt0e1ε∫tsλ5(θ)dθK(t,s)z0(s)ds+e1ε∫tt0λ5(θ)dθ∫tt0K(t,s)z5(s)ds |
+5∑i=1,i≠5e1ε∫tt0λ5(θ)dθ∫tt0K(t,s)zi(s)e1ε∫st0(λi(θ)−λ5(θ))dθds |
+∗∑2≤|m|≤Nze1ε∫tt0λ5(θ)dθ∫tt0K(t,s)zm(s)e1ε∫st0(m−e5,λ(θ))dθds. |
Integrating in parts, we have
J0(t,ε)=∫tt0K(t,s)z0(s)e1ε∫tsλ5(θ)dθds=ε∫tt0K(t,s)z0(s)−λ5(s)de1ε∫tsλ5(θ)dθ |
=εK(t,s)z0(s)−λ5(s)e1ε∫tsλ5(θ)dθ|s=ts=t0−ε∫tt0(∂∂sK(t,s)z0(s)−λ5(s))e1ε∫tsλ5(θ)dθds |
=ε[K(t,t0)z0(t0)λ5(t0)e1ε∫tt0λ5(θ)dθ−K(t,t)z0(t)λ5(t)]+ε∫tt0(∂∂sK(t,s)z0(s)λ5(s))e1ε∫tsλ5(θ)dθds. |
Continuing this process further, we obtain the decomposition
J0(t,ε)=∞∑ν=0εν+1[(Iν0(K(t,s)z0(s)))s=t0e1ε∫tt0λ5(θ)dθ−(Iν0(K(t,s)z0(s)))s=t],I00=1λ5(s)⋅,Iν0=1λ5(s)∂∂sIν−10(ν≥1). |
Next, apply the same operation to the integrals:
J5,i(t,ε)=e1ε∫tt0λ5(θ)dθ∫tt0K(t,s)zi(s)e1ε∫st0(λi(θ)−λ5(θ))dθds |
=εe1ε∫tt0λ5(θ)dθ∫tt0K(t,s)zi(s)λi(s)−λ5(s)de1ε∫st0(λi(θ)−λ5(θ))dθ |
=εe1ε∫tt0λ5(θ)dθ[K(t,s)zi(s)λi(s)−λ5(s)e1ε∫st0(λi(θ)−λ5(θ))dθ|s=ts=t0−ε∫tt0(∂∂sK(t,s)zi(s)λi(s)−λ5(s))e1ε∫st0(λi(θ)−λ5(θ))dθds] |
=ε[K(t,t)zi(t)λi(t)−λ5(t)e1ε∫tt0λi(θ)dθ−K(t,t0)zi(t0)λi(t0)−λ5(t0)e1ε∫tt0λ5(θ)dθ] |
−εe1ε∫tt0λ5(θ)dθ∫tt0(∂∂sK(t,s)zi(s)λi(s)−λ5(s))e1ε∫st0(λi(θ)−λ5(θ))dθds |
=∞∑ν=0(−1)νεν+1[(Iνi(K(t,s)zi(s)))s=te1ε∫tt0λi(θ))dθ−(Iνi(K(t,s)zi(s)))s=t0e1ε∫tt0λ5(θ)dθ], |
I0i=1λi(s)−λ5(s),Iνi=1λi(s)−λ5(s)∂∂sIν−1i(ν≥1),i=¯1,4; |
Jm(t,ε)=e1ε∫tt0λ5(θ)dθ∫tt0K(t,s)zm(s)e1ε∫st0(m−e5,λ(θ))dθds |
=εe1ε∫tt0λ5(θ)dθ∫tt0K(t,s)zm(s)(m−e5,λ(s))de1ε∫st0(m−e5,λ(θ))dθ=εe1ε∫tt0λ5(θ)dθ[K(t,s)zm(s)(m−e5,λ(s))e1ε∫st0(m−e5,λ(θ))dθ|s=ts=t0 |
−ε∫tt0(∂∂sK(t,s)zm(s)(m−e5,λ(s)))e1ε∫st0(m−e5,λ(θ))dθds] |
=ε[K(t,t)zm(t)(m−e5,λ(t))e1ε∫tt0(m,λ(θ))dθ−K(t,t0)zm(t0)(m−e5,λ(t0))e1ε∫tt0λ5(θ)dθ] |
−εe1ε∫tt0λ5(θ)dθ∫tt0(∂∂sK(t,s)zm(s)(m−e5,λ(s)))e1ε∫st0(m−e5,λ(θ))dθ |
=∞∑ν=0(−1)νεν+1[(Iν5,m(K(t,s)zm(s)))s=te1ε∫tt0(m,λ(θ))dθ−(Iν5,m(K(t,s)zm(s)))s=t0e1ε∫tt0λ5(θ)dθ], |
I05,m=1(m−e5,λ(s)),Iν5,m=1(m−e5,λ(s))∂∂sIν−15,m(ν≥1),2≤|m|≤Nz. |
Here it is taken into account that (m−e5,λ(s))≠0, since by definition of the space U, multi-indices m∉Γ5. This means that the image of the operator J on the element (2.4) of the space U is represented as a series
Jz(t,τ)=e1ε∫tt0λ5(θ))dθ∫tt0K(t,s)z5(s)ds+∞∑ν=0(−1)νεν+1[(Iν0(K(t,s)z0(s)))s=t0e1ε∫tt0λ5(θ))dθ |
−(Iν0(K(t,s)z0(s)))s=t]+5∑i=1,i≠5∞∑ν=0(−1)νεν+1[(Iνi(K(t,s)zi(s)))s=te1ε∫tt0λi(θ))dθ |
−(Iνi(K(t,s)zi(s)))s=t0e1ε∫tt0λ5(θ)dθ] |
+∗∑2≤|m|≤Nz∞∑ν=0(−1)νεν+1[(Iν5,m(K(t,s)zm(s)))s=te1ε∫tt0(m,λ(θ))dθ−(Iν5,m(K(t,s)zm(s)))s=t0e1ε∫tt0λ5(θ)dθ]. |
It is easy to show (see, for example, [22], pages 291–294) that this series converges asymptotically as ε→+0 (uniformly in t∈[t0,T]). This means that the class Mε is asymptotically invariant (as ε→+0) with respect to the operator J.
We introduce the operators Rν:U→U, acting on each element z(t,τ)∈U of the form (2.4) according to the law:
R0z(t,τ)=eτ5∫tt0K(t,s)z5(s)ds, | (2.50) |
R1z(t,τ)=[(I00(K(t,s)z0(s)))s=t0eτ5−(I00(K(t,s)z0(s)))s=t] |
+4∑i=1[(I0i(K(t,s)zi(s)))s=teτi−(I0i(K(t,s)zi(s)))s=t0eτ5] | (2.51) |
+∗∑2≤|m|≤Nz[(I05,m(K(t,s)zm(s)))s=te(m,τ)−(I05,m(K(t,s)zm(s)))s=t0eτ5], |
Rν+1z(t,τ)=∞∑ν=0(−1)ν[(Iν0(K(t,s)z0(s)))s=t0eτ5−(Iν0(K(t,s)z0(s)))s=t] |
+4∑i=1∞∑ν=0(−1)ν[(Iνi(K(t,s)zi(s)))s=teτi−(Iνi(K(t,s)zi(s)))s=t0eτ5] | (2.5v+1) |
+∗∑2≤|m|≤Nz∞∑ν=0(−1)ν[(Iν5,m(K(t,s)zm(s)))s=te(m,τ)−(Iν5,m(K(t,s)zm(s)))s=t0eτ5]. |
Let now ˜z(t,τ,ε) be an arbitrary continuous function in (t,τ)∈[t0,T]×{τ:Reτj≤0,j=¯1,5} with asymptotic expansion
˜z(t,τ,ε)=∞∑k=0εkzk(t,τ),zk(t,τ)∈U | (2.6) |
converging as ε→+0 (uniformly in (t,τ)∈[t0,T]×{τ:Reτj≤0,j=¯1,5}). Then the image J˜z(t,τ,ε) of this function is decomposed into an asymptotic series
J˜z(t,τ,ε)=∞∑k=0εkJzk(t,τ)=∞∑r=0εrr∑s=0Rr−szs(t,τ)|τ=ψ(t)/ε. |
This equality is the basis for introducing an extension of the operator J on series of the form (2.6):
˜J˜z(t,τ,ε)≡˜J(∞∑k=0εkzk(t,τ))def=∞∑r=0εrr∑s=0Rr−szs(t,τ). | (2.7) |
Although the operator ˜J is formally defined, its usefulness is obvious, since in practice it is usual to construct the N-th approximation of the asymptotic solution of the problem (2.1), in which only N-th partial sums of the series (2.6) will take part, which have not formal, but true meaning. Now we can write down a problem that is completely regularized with respect to the original problem (2.1):
Lε˜z(t,τ,ε)≡ε∂˜z∂t+∑5j=1λj(t)∂˜z∂τj−A(t)˜z−εg(t)2(eτ3σ1+eτ4σ2)B˜z−−˜J˜z=h(t),˜z(t,τ,ε)|t=t0,τ=0=z0,t∈[t0,T], | (2.8) |
were the operator ˜J has the form (2.7).
Substituting the series (2.6) into (2.8) and equating the coefficients for the same powers of ε, we obtain the following iterative problems:
Lz0(t,τ)≡5∑j=1λj(t)∂z0∂τj−A(t)z0−R0z0=h(t),z0(t0,0)=z0; | (3.10) |
Lz1(t,τ)=−∂z0∂t+g(t)2(eτ3σ1+eτ4σ2)B(t)z0+R1z0,z1(t0,0)=0; | (3.11) |
Lz2(t,τ)=−∂z1∂t+g(t)2(eτ3σ1+eτ4σ2)B(t)z1+R1z1+R2z0,z2(t0,0)=0; | (3.12) |
⋯ |
Lzk(t,τ)=−∂zk−1∂t+g(t)2(eτ3σ1+eτ4σ2)B(t)zk−1+Rkz0+...+R1zk−1,zk(t0,0)=0,k≥1. | (3.1k) |
Each of the iterative problem (3.1k) can be written as
Lz(t,τ)≡5∑j=1λj(t)∂z∂τj−A(t)z−R0z=H(t,τ),z(t0,0)=z∗, | (3.2) |
where H(t,τ)=H0(t)+∑5j=1Hj(t)eτj+∑∗2≤|m|≤NHHm(t)e(m,τ) is a well-known vector-function of the space U, z∗ is a well-known constant vector of a complex space C2, and the operator R0 has the form (see (2.50))
R0z≡R0(z0(t)+5∑j=1zj(t)eτj+∗∑2≤|m|≤Nzzm(t)e(m,τ))=eτ5∫tt0K(t,s)z5(s)ds. |
In the future we need the λj(t)-eigenvectors of the matrix A(t):
φ1(t)=(1−iω(t)),φ2(t)=(1+iω(t)), |
as well as ˉλj(t)-eigenvectors of the matrix A∗(t):
χ1(t)=12(1−iω(t)),χ2(t)=12(1+iω(t)). |
These vectors form a biorthogonal system, i.e.
(φk(t),χj(t))={1,k=j,0,k≠j(k,j=1,2). |
We introduce the scalar product (for each t∈[t0,T]) in the space U:
<z,w>≡<z0(t)+5∑j=1zj(t)eτj+∗∑2≤|m|≤Nzzm(t)e(m,τ),w0(t)+5∑j=1wj(t)eτj |
+∗∑2≤|m|≤Nwwm(t)e(m,τ)>def=(z0(t),w0(t))+5∑j=1(zj(t),wj(t))+∗∑2≤|m|≤min(Nz,Nw)(zm(t),wm(t)), |
where we denote by (∗,∗) the ordinary scalar product in a complex space C2. We prove the following statement.
Theorem 1. Let conditions 1) and 2) are satisfied and the right-hand side H(t,τ)=H0(t)+∑5j=1Hj(t)eτj+∑∗2≤|m|≤NHHm(t)e(m,τ) of the system (3.2) belongs to the space U. Then for the solvability of the system (3.2) in U it is necessary and sufficient that the identities
<H(t,τ),χk(t)eτk>≡0,k=1,2,∀t∈[t0,T], | (3.3) |
are fulfilled.
Proof. We will determine the solution to the system (3.2) in the form of an element (2.4) of the space U:
z(t,τ)=z0(t)+5∑j=1zj(t)eτj+∗∑2≤|m|≤NHzm(t)e(m,τ). | (3.4) |
Substituting (3.4) into the system (3.2), we have
5∑j=1[λj(t)I−A(t)]zj(t)eτj+∗∑2≤|m|≤NH[(m,λ(t))I−A(t)]zm(t)e(m,τ) |
−A(t)z0(t)−eτ5∫tt0K(t,s)z5(s)ds=H0(t)+5∑j=1Hj(t)eτj+∗∑2≤|m|≤NHHm(t)e(m,τ). |
Equating here separately the free terms and coefficients at the same exponents, we obtain the following systems of equations:
−A(t)z0(t)=H0(t), | (3.50) |
[λj(t)I−A(t)]zj(t)=Hj(t),j=¯1,4, | (3.5j) |
[λ5(t)I−A(t)]z5(t)−∫tt0K(t,s)z5(s)ds=H5(t), | (3.55) |
[(m,λ(t))I−A(t)]zm(t)=Hm(t),2≤|m|≤Nz,m∉5⋃j=0Γj. | (3.5m) |
Due to the invertibility of the matrix A(t), the system (3.50) has the solution −A−1(t)H0(t). Since λ5(t)=μ(t) is a real function, and the eigenvalues of the matrix A(t) are purely imaginary, the matrix λ5(t)I−A(t) is invertible and therefore the system (3.55) can be written as
z5(t)=∫tt0([λ5(t)I−A(t)]−1K(t,s))z5(s)ds+[λ5(t)I−A(t)]−1H5(t). | (3.6) |
Due to the smoothness of the kernel ([λ5(t)I−A(t)]−1K(t,s)) and the heterogeneity [λ5(t)I−A(t)]−1H5(t), this Volterra integral system has a unique solution z5(t)∈C∞([t0,T],C2). Systems (3.53) and (3.54) also have unique solutions
zj(t)=[λj(t)I−A(t)]−1Hj(t)∈C∞([t0,T],C2),j=3,4, | (3.7) |
since λ3(t),λ4(t) do not belong to the spectrum of the matrix A(t). Systems (3.51) and (3.52) are solvable in the space C∞([t0,T],C2) if and only if the identities (Hj(t),χj(t))≡0∀t∈[t0,T],j=1,2 hold.
It is easy to see that these identities coincide with the identities (3.3).
Further, since multi-indices m∉⋃5j=0Γj in systems (3.5m), then these systems are uniquely solvable in the space C∞([t0,T],C2) in the form of functions
zm(t)=[(m,λ(t))I−A(t)]−1Hm(t),0≤|m|≤NH. | (3.8) |
Thus, condition (3.3) is necessary and sufficient for the solvability of the system (3.2) in the space U. The theorem 1 is proved.
Remark 1. If identity (3.3) holds, then under conditions 1) and 2) the system (3.2) has (see (3.6) – (3.8)) the following solution in the space U:
z(t,τ)=z0(t)+5∑j=1zj(t)eτj+∗∑2≤|m|≤NHzm(t)e(m,τ)≡z0(t)+2∑k=1αk(t)φk(t)eτk |
+h12(t)φ2(t)eτ1++h21(t)φ1(t)eτ2+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ), | (3.9) |
where αk(t)∈C∞([t0,T],C1) are arbitrary functions, k=1,2,z0(t)=−A−1H0(t),z5(t) is the solution of the integral system (3.6) and the notations are introduced:
h12(t)≡(H1(t),χ2(t))λ1(t)−λ2(t),h21(t)≡(H2(t),χ1(t))λ2(t)−λ1(t),Pj(t)≡[λj(t)I−A(t)]−1Hj(t), |
Pm(t)≡[(m,λ(t))I−A(t)]−1Hm(t). |
We proceed to the description of the conditions for the unique solvability of the system (3.2) in the space U. Along with the problem (3.2), we consider the system
Lw(t,τ)=−∂z∂t+g(t)2(eτ3σ1+eτ4σ2)B(t)z+R1z+Q(t,τ), | (4.1) |
where z=z(t,τ) is the solution (3.9) of the system (3.2), Q(t,τ)∈U is the known function of the space U. The right-hand side of this system:
G(t,τ)≡−∂z∂t+g(t)2(eτ3σ1+eτ4σ2)B(t)z+R1z+Q(t,τ) |
=−∂∂t[z0(t)+5∑j=1zj(t)eτj+∗∑2≤|m|≤NHzm(t)e(m,τ)] |
+g(t)2(eτ3σ1+eτ4σ2)B(t)[z0(t)+5∑j=1zj(t)eτj+∗∑2≤|m|≤NHzm(t)e(m,τ)]+R1z+Q(t,τ), |
may not belong to the space U, if z=z(t,τ)∈U. Since −∂z∂t,R1z,Q(t,τ)∈U, then this fact needs to be checked for the function
Z(t,τ)≡g(t)2(eτ3σ1+eτ4σ2)B(t)[z0(t)+5∑j=1zj(t)eτj |
+∗∑2≤|m|≤NHzm(t)e(m,τ)]=g(t)2B(t)z0(t)(eτ3σ1+eτ4σ2) |
+5∑j=1g(t)2B(t)zj(t)(eτj+τ3σ1+eτj+τ4σ2)+g(t)2(eτ3σ1+eτ4σ2)B(t)∗∑2≤|m|≤NHzm(t)e(m,τ). |
Function Z(t,τ)∉U, since it has resonant exponents
eτ3+τ4=e(m,τ)|m=(0,0,1,1,0),eτ3+(m,τ)(m3+1=m4,m1=m2=m5=0), |
eτ4+(m,τ)(m4+1=m3,m1=m2=m5=0), |
therefore, the right-hand side G(t,τ)=Z(t,τ)−∂z∂t+R1z+Q(t,τ) of the system (19) also does not belong to the space U. Then, according to the well-known theory (see [18], p. 234), it is necessary to embed ∧:G(t,τ)→ˆG(t,τ) the right-hand side G(t,τ) of the system (4.1) in the space U. This operation is defined as follows.
Let the function G(t,τ)=∑N|m|=0wm(t)e(m,τ) contain resonant exponentials, i.e. G(t,τ) has the form
G(t,τ)=w0(t)+5∑j=1wj(t)eτj+5∑j=0N∑|mj|=2:mj∈Γjwmj(t)e(mj,τ)+N∑|m|=2,m≠mj,j=¯0,5wm(t)e(m,τ). |
Then
ˆG(t,τ)=w0(t)+5∑j=1wj(t)eτj+5∑j=0N∑|mj|=2:mj∈Γjwmj(t)eτj+N∑|m|=2,m≠mj,j=¯0,5wm(t)e(m,τ). |
Therefore, the embedding operation acts only on the resonant exponentials and replaces them with a unit or exponents eτj of the first dimension according to the rule:
(e(m,τ)|m∈Γ0)∧=e0=1,(e(m,τ)|m∈Γj)∧=eτj,j=¯1,5. |
We now turn to the proof of the following statement.
Theorem 2. Suppose that conditions 1) and 2) are satisfied and the right-hand side H(t,τ)=H0(t)+∑5j=1Hj(t)eτj+∑∗2≤|m|≤NHHm(t)e(m,τ)∈U of the system (3.2) satisfies condition (3.3). Then the problem (3.2) under additional conditions
<ˆG(t,τ),χk(t)eτk>≡0∀t∈[t0,T],k=1,2, | (4.2) |
where Q(t,τ)=Q0(t)+∑5k=1Qk(t)eτk+∑∗2≤|m|≤NQQm(t)e(m,τ) is the well-known vector function of the space U, is uniquely solvable in U.
Proof. Since the right-hand side of the system (3.2) satisfies condition (3.3), this system has a solution in the space U in the form (3.9), where αk(t)∈C∞([t0,T],C1), k=1,2 are arbitrary functions so far. Subordinate (3.9) to the initial condition z(t0,0)=z∗. We obtain ∑2k=1αk(t0)φk(t0)=z∗, where is indicated
z∗=z∗+A−1(t0)H0(t0)−[λ5(t0)I−A(t0)]−1H5(t0)−4∑j=3[λj(t0)I−A(t0)]−1Hj(t0) |
−(H1(t0),χ2(t0))λ1(t0)−λ2(t0)φ2(t0)−(H2(t0),χ1(t0))λ2(t0)−λ1(t0)φ1(t0)−∗∑2≤|m|≤NHPm(t0). |
Multiplying scalarly the equality ∑2k=1αk(t0)φk(t0)=z∗ by χj(t0) and taking into account the biorthogonality of the systems {φk(t)} and {χj(t)}, we find the values αk(t0)=(z∗,χk(t0)),k=1,2. Now we subordinate the solution (3.9) to the orthogonality condition (4.2). We write in more detail the right-hand side G(t,τ) of the system (4.1):
G(t,τ)≡−∂∂t[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1 |
+h21(t)φ1(t)eτ2+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)] |
+g(t)2(eτ3σ1+eτ4σ2)B(t)[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1 |
+h21(t)φ1(t)eτ2+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)] |
+R1[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1+h21(t)φ1(t)eτ2 |
+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)]+Q(t,τ). |
Putting this function into the space U, we will have
ˆG(t,τ)≡−∂∂t[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1 |
+h21(t)φ1(t)eτ2+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)] |
+{g(t)2(eτ3σ1+eτ4σ2)B(t)(z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1 |
+h21(t)φ1(t)eτ2+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)}∧ |
+R1[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1+h21(t)φ1(t)eτ2 |
+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)]+Q(t,τ) |
=−∂∂t[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1+h21(t)φ1(t)eτ2 |
+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)] (∗∗) |
+{12g(t)B(t)(eτ3σ1z0(t)+eτ3+τ1σ1α1(t)φ1(t)+eτ3+τ2σ1α2(t)φ2(t) |
+eτ3+τ1σ1h12(t)φ2(t)+eτ3+τ2σ1h21(t)φ1(t)+eτ3+τ5σ1z5(t) |
+e2τ3σ1P3(t)+eτ3+τ4σ1P4(t)+eτ4σ2z0(t)+eτ4+τ1σ2α1(t)φ1(t) |
+eτ4+τ2σ2α2(t)φ2(t)+eτ4+τ1σ2h12(t)φ2(t)+eτ4+τ2σ2h21(t)φ1(t) |
+eτ4+τ5σ2z5(t)+eτ3+τ4σ2P3(t)+e2τ4σ2P4(t) |
+12g(t)B(t)∗∑2≤|m|≤NHPm(t)(emτ+τ3σ1+emτ+τ4σ2)}∧ |
+R1[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1+h21(t)φ1(t)eτ2 |
+z5(t)eτ5+4∑i=3Pi(t)eτi+∗∑2≤|m|≤NHPm(t)e(m,τ)]+Q(t,τ). |
Given that the expression R1(z0(t,τ)) linearly depends on α1(t) and α2(t) (see the formula (2.51)):
R1(z0(t,τ))≡R1[z0(t)+2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1+h21(t)φ1(t)eτ2 |
+z5(t)eτ5+4∑j=3Pj(t)eτj+∗∑2≤|m|≤NHPm(t)e(m,τ)]≡2∑j=1Fj(α1(t),α2(t),t)eτj+˜R1(z0(t,τ)), |
(here Fj(α1(t),α2(t),t) are linear functions of α1(t),α2(t), and the expression ˜R1(z0(t,τ)) does not contain linear terms of α1(t),α2(t)), we conclude that, after the embedding operation, the function ˆG(t,τ) will linearly depend on scalar functions α1(t) and α2(t).
Taking into account that under conditions (4.2), scalar multiplication by vector functions χk(t)eτk, containing only exponentials eτk, k=1,2, it is necessary to keep in the expression ˆG(t,τ) only terms with exponents eτ1 and eτ2. Then it follows from (**) that conditions (4.2) are written in the form
<−∂∂t(2∑k=1αk(t)φk(t)eτk+h12(t)φ2(t)eτ1+h21(t)φ1(t)eτ2) |
+(F1(α1(t),α2(t),t)+∑N|m1|=2:m1∈Γ1wm1(α1(t),α2(t),t))eτ1+(F2(α1(t),α2(t),t)∑N|m2|=2:m2∈Γ2wm2(α1(t),α2(t),t))eτ2 |
+Q1(t)eτ1+Q2(t)eτ2,χk(t)eτk>≡0,∀t∈[t0,T],k=1,2, |
where the functions wmj(α1(t),α2(t),t),j=1,2, depend on α1(t) and α2(t) in a linear way. Performing scalar multiplication here, we obtain linear ordinary differential equations with respect to the functions αk(t),k=1,2, involved in the solution (3.9) of the system (3.2). Attaching the initial conditions αk(t0)=(z∗,χk(t0)), k=1,2, calculated earlier to them, we find uniquely functions αk(t), and, therefore, construct a solution (3.9) to the problem (3.2) in the space U in a unique way. The theorem 2 is proved.
As mentioned above, the right-hand sides of iterative problems (3.1k) (if them solve sequentially) may not belong to the space U. Then, according to [18] (p. 234), the right-hand sides of these problems must be embedded into the U, according to the above rule. As a result, we obtain the following problems:
Lz0(t,τ)≡5∑j=1λj(t)∂z0∂τj−A(t)z0−R0z0=h(t),z0(t0,0)=z0; | (¯3.10) |
Lz1(t,τ)=−∂z0∂t+[g(t)2(eτ3σ1+eτ4σ2)B(t)z0]∧+R1z0,z1(t0,0)=0; | (¯3.11) |
Lz2(t,τ)=−∂z1∂t+[g(t)2(eτ3σ1+eτ4σ2)B(t)z1]∧+R1z1+R2z0,z2(t0,0)=0; | (¯3.12) |
⋯ |
Lzk(t,τ)=−∂zk−1∂t+[g(t)2(eτ3σ1+eτ4σ2)B(t)zk−1]∧+Rkz0+...+R1zk−1,zk(t0,0)=0,k≥1, | (¯3.1k) |
(images of linear operators ∂∂t and Rν do not need to be embedded in the space U, since these operators act from U to U). Such a replacement will not affect the construction of an asymptotic solution to the original problem (1.1) (or its equivalent problem (2.1)), so on the narrowing τ=ψ(t)ε the series of problems (3.1k) will coincide with the series of problems (¯3.1k) (see [18], pp. 234–235].
Applying Theorems 1 and 2 to iterative problems (¯3.1k), we find their solutions uniquely in the space U and construct series (2.6). As in [18] (pp. 63-69), we prove the following statement.
Theorem 3. Let conditions 1)–2) be satisfied for the system (2.1). Then, for ε∈(0,ε0](ε0>0 is sufficiently small) system (2.1) has a unique solution z(t,ε)∈C1([t0,T],C2); at the same time there is the estimate
||z(t,ε)−zεN(t)||C[t0,T]≤cNεN+1,N=0,1,2,..., |
where zεN(t) is the restriction on τ=ψ(t)ε of the N -th partial sum of the series (2.6) (with coefficients zk(t,τ)∈U, satisfying the iterative problems (¯3.1k)) and the constant cN>0 does not depend on ε at ε∈(0,ε0].
Using Theorem 1, we try to find a solution to the first iterative problem (¯3.10). Since the right-hand side h(t) of the system (¯3.10) satisfies condition (3.3), this system (according to (3.9)) has a solution in the space U in the form
z0(t,τ)=z(0)0(t)+2∑k=1α(0)k(t)φk(t)eτk, | (5.1) |
where α(0)k(t)∈C∞([t0,T],C1) are arbitrary functions, k=1,2,z(0)0(t)=−A−1(t)h(t). Subordinating (4.2) to the initial condition z0(t0,0)=z0, we have
2∑k=1α(0)k(t0)φk(t0)=z0+A−1(t0)h(t0). |
Multiplying this equality scalarly χj(t0) and taking into account biorthogonality property of the systems {φk(t)} and {χj(t)}, find the values
α(0)k(t0)=(z0+A−1(t0)h(t0),χk(t0)),k=1,2. | (5.2) |
For a complete calculation of the functions α(0)k(t), we proceed to the next iterative problem (¯3.11). Substituting the solution (5.1) of the system (¯3.10) into it, we arrive at the following system:
Lz1(t,τ)=−ddtz(0)0(t)−2∑k=1ddt(α(0)k(t)φk(t))eτk+K(t,t)z(0)0(t)λ5(t)eτ5−K(t,t0)z(0)0(t0)λ5(t0) |
+[g(t)2(eτ3σ1+eτ4σ2)B(t)(z(0)0(t)+2∑k=1α(0)k(t)φk(t)eτk)]∧ | (5.3) |
+2∑j=1[(K(t,t)α(0)j(t)φj(t))λj(t)eτj−(K(t,t0)α(0)j(t0)φj(t0))λj(t0)], |
(here we used the expression (2.51) for R1z(t,τ) and took into account that when z(t,τ)=z0(t,τ) in the sum (2.51) only terms with eτ1, eτ2 and eτ5 remain). We calculate
M=[g(t)2(eτ3σ1+eτ4σ2)B(t)(z(0)0(t)+2∑k=1α(0)k(t)φk(t)eτk)]∧ |
=12g(t)B(t)[α(0)1σ1φ1(t)eτ3+τ1+σ2α(0)2(t)φ1(t)eτ4+τ1 |
+σ1α(0)2(t)φ2(t)eτ3+τ2+σ2α(0)2(t)φ2(t)eτ4+τ2+eτ3σ1z0(t)+eτ4σ2z0(t))]∧. |
Let us analyze the exponents of the second dimension included here for their resonance:
eτ3+τ1|τ=ψ(t)/ε=e1ε∫tt0(−iβ′−iω)dθ,−iβ′−iω=[0,−iω,+iω,⇔∅,−iβ′−iω=[−iβ′,+iβ′,μ⇔∅; |
eτ4+τ1|τ=ψ(t)/ε=e1ε∫tt0(+iβ′−iω)dθ,+iβ′−iω=[(0),−iω,(+iω),⇔[β′=ω,β′=2ω,+iβ′−iω=[(−iβ′),+iβ′,μ,⇔2β′=ω⇒⇒[^eτ4+τ1=e0=1(β′=ω),^eτ4+τ1=eτ2(β′=2ω),^eτ4+τ1=eτ3(2β′=ω); |
eτ3+τ2|τ=ψ(t)/ε=e1ε∫tt0(−iβ′+iω)dθ,−iβ′+iω=[(0),(−iω),+iω,⇔[β′=ω,β′=2ω;−iβ′+iω=[−iβ′,(+iβ′),μ,⇔2β′=ω⇒[^eτ3+τ2=e0=1(β′=ω),^eτ3+τ2=eτ1(β′=2ω),^eτ3+τ2=eτ4(2β′=ω); |
eτ4+τ2|τ=ψ(t)/ε=e1ε∫tt0(+iβ′+iω)dθ,+iβ′+iω=[0,−iω,+iω,⇔∅,+iβ′+iω=[−iβ′,+iβ′,μ,⇔∅. |
Thus, the exponents eτ3+τ1and eτ4+τ2 are not resonant, and the exponents eτ4+τ1 and eτ3+τ2 are resonant at certain ratios between frequencies β′(t), and ω(t), moreover, their embeddings are carried out as follows:
[^eτ4+τ1=e0=1(β′=ω),^eτ4+τ1=eτ2(β′=2ω),^eτ4+τ1=eτ3(2β′=ω),[^eτ3+τ2=e0=1(β′=ω),^eτ3+τ2=eτ1(β′=2ω),^eτ3+τ2=eτ4(2β′=ω). |
So, resonances are possible only in the following cases of relations between frequencies: a) β′=2ω, b) β′=ω,c) 2β′=ω. Case b) is not considered (see condition (1)). We consider cases a) and c).
a) β′=2ω. In this case, the system (5.3) after embedding takes the form
Lz1(t,τ)=−ddtz(0)0(t)−2∑k=1ddt(α(0)k(t)φk(t))eτk+K(t,t)z(0)0(t)λ5(t)eτ5 |
−K(t,t0)z(0)0(t0)λ5(t0)+12g(t)B(t)[σ1α(0)1(t)φ1(t)eτ3+τ1+σ2α(0)1(t)φ1(t)eτ2 |
+σ1α(0)2(t)φ2(t)eτ1+σ2α(0)2(t)φ2(t)eτ4+τ2+eτ3σ1z0(t)+eτ4σ2z0(t))] |
+2∑j=1[(K(t,t)α(0)j(t)φj(t))λj(t)eτj−(K(t,t0)α(0)j(t0)φj(t0))λj(t0)]. |
This system is solvable in the space U if and only if the conditions of orthogonality are satisfied:
⟨−2∑k=1ddt(α(0)k(t)φk(t))eτk+12g(t)B(t)[σ1α(0)2(t)φ2(t)eτ1 |
+σ2α(0)1(t)φ1(t)eτ2]+2∑i=1(K(t,t)α(0)i(t)φi(t))λi(t)eτi,χj(t)eτj⟩≡0,j=1,2. |
Performing scalar multiplication here, we obtain a system of ordinary differential equations:
−dα(0)1(t)dt−(˙φ1(t),χ1(t))α(0)1(t)+12g(t)σ1(B(t)φ2(t),χ1(t))α(0)2(t)+(K(t,t),χ1(t))λ1(t)α(0)1(t)≡0,−dα(0)2(t)dt−(˙φ2(t),χ2(t))α(0)2(t)++12g(t)σ2(B(t)φ1(t),χ2(t))α(0)1(t)+(K(t,t),χ2(t)(t))λ2(t)α(0)2(t)≡0. | (5.4) |
Adding the initial conditions (5.2) to this system, we find uniquely functions α(0)k(t), k=1,2, and, therefore, uniquely calculate the solution (5.1) of the problem (¯3.10) in the space U. Moreover, the main term of the asymptotic solution of the problem (2.1) has the form
zε0(t)=z(0)0(t)+2∑k=1α(0)k(t)φk(t)e1ε∫tt0λk(θ)dθ, | (5.5) |
where the functions α(0)k(t0) satisfy the problem (5.2), (5.4), z(0)0(t)=−A−1(t)h(t). We draw attention to the fact that the system of equations (5.4) does not decompose into separate differential equations (as was the case in ordinary integro-differential equations). The presence of a rapidly oscillating coefficient in the problem (1.1) leads to more complex differential systems of type (5.4), the solution of which, although they exist on the interval [t0,T], is not always possible to find them explicitly. However, in third case this it manages to be done.
c) 2β′=ω. In this case, the system (5.3) after embedding takes the form (take into account that ^eτ4+τ1=eτ3^,eτ3+τ2=eτ4)
Lz1(t,τ)=−ddtz(0)0(t)−2∑k=1ddt(α(0)k(t)φk(t))eτk+K(t,t)z(0)0(t)λ5(t)eτ5−K(t,t0)z(0)0(t0)λ5(t0) |
+12g(t)B(t)[σ1α(0)1(t)φ1(t)eτ3+τ1+σ2α(0)1(t)φ1(t)eτ2 |
+σ1α(0)2(t)φ2(t)eτ1+σ2α(0)2(t)φ2(t)eτ4+τ2+eτ3σ1z0(t)+eτ4σ2z0(t))] |
+2∑j=1[(K(t,t)α(0)j(t)φj(t))λj(t)eτj−(K(t,t0)α(0)j(t0)φj(t0))λj(t0)]. |
This system is solvable in the space U if and only if the conditions of orthogonality
⟨−2∑k=1ddt(α(0)k(t)φk(t))eτk+2∑i=1(K(t,t)α(0)i(t)φi(t))λi(t)eτi,χj(t)eτj⟩≡0, |
j=1,2, are satisfied. Performing scalar multiplication here, we obtain a system of diverging ordinary differential equations
−dα(0)1(t)dt−(˙φ1(t),χ1(t))α(0)1(t)+(K(t,t),χ1(t))λ1(t)α(0)1(t)≡0,−dα(0)2(t)dt−(˙φ2(t),χ2(t))α(0)2(t)+(K(t,t),χ2(t)(t))λ2(t)α(0)2(t)≡0. |
Together with the initial conditions (5.2), it has a unique solution
α(0)k(t)=(z0+A−1(t0)h(t0),χk(t0))exp{∫tt0(K(θ,θ)−˙φk(θ),χk(θ))λk(θ)dθ}, |
k=1,2, and therefore, the solution (5.1) of the problem (¯3.10) will be found uniquely in the space U. In this case the leading term of the asymptotics has the form (5.5), but with functions α(0)k(t), explicitly calculated. Its influence is revealed when constructing the asymptotics of the first and higher orders.
All authors declare no conflicts of interest in this paper.
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