Abstract
In this paper, we will establish a theory for the power series method that can be applied to various types of linear differential equations of second order to prove the Hyers-Ulam stability.
MSC:34A05, 39B82, 26D10, 34A40.
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1 Introduction
Let X be a normed space over a scalar field , and let be an open interval, where denotes either ℝ or ℂ. Assume that and are given continuous functions. If for every n times continuously differentiable function satisfying the inequality
for all and for a given , there exists an n times continuously differentiable solution of the differential equation
such that for any , where is an expression of ε with , then we say that the above differential equation has the Hyers-Ulam stability. For more detailed definitions of the Hyers-Ulam stability, we refer the reader to [1–8].
Obłoza seems to be the first author who has investigated the Hyers-Ulam stability of linear differential equations (see [9, 10]). Thereafter, Alsina and Ger [11] proved the Hyers-Ulam stability of the differential equation . It was further proved by Takahasi et al. that the Hyers-Ulam stability holds for the Banach space valued differential equation (see [12] and also [13–15]).
Moreover, Miura et al. [16] investigated the Hyers-Ulam stability of an n th-order linear differential equation. The first author also proved the Hyers-Ulam stability of various linear differential equations of first order (ref. [17–25]).
Recently, the first author applied the power series method to studying the Hyers-Ulam stability of several types of linear differential equations of second order (see [26–34]). However, it was inconvenient that he had to alter and apply the power series method with respect to each differential equation in order to study the Hyers-Ulam stability. Thus, it is inevitable to develop a power series method that can be comprehensively applied to different types of differential equations.
In Sections 2 and 3 of this paper, we establish a theory for the power series method that can be applied to various types of linear differential equations of second order to prove the Hyers-Ulam stability.
Throughout this paper, we assume that the linear differential equation of second order of the form
for which is an ordinary point, has the general solution , where is a constant with and the coefficients are analytic at 0 and have power series expansions
for all . Since is an ordinary point of (1), we remark that .
2 Inhomogeneous differential equation
In the following theorem, we solve the linear inhomogeneous differential equation of second order of the form
under the assumption that is an ordinary point of the associated homogeneous linear differential equation (1).
Theorem 2.1 Assume that the radius of convergence of power series is and that there exists a sequence satisfying the recurrence relation
for any . Let be the radius of convergence of power series and let , where is the domain of the general solution to (1). Then every solution of the linear inhomogeneous differential equation (2) can be expressed by
for all , where is a solution of the linear homogeneous differential equation (1).
Proof Since is an ordinary point, we can substitute for in (2) and use the formal multiplication of power series and consider (3) to get
for all . That is, is a particular solution of the linear inhomogeneous differential equation (2), and hence every solution of (2) can be expressed by
where is a solution of the linear homogeneous differential equation (1). □
For the most common case in applications, the coefficient functions , , and of the linear differential equation (1) are simple polynomials. In such a case, we have the following corollary.
Corollary 2.2 Let , , and be polynomials of degree at most . In particular, let be the degree of . Assume that the radius of convergence of power series is and that there exists a sequence satisfying the recurrence formula
for any , where . If the sequence satisfies the following conditions:
-
(i)
,
-
(ii)
there exists a complex number L such that and ,
then every solution of the linear inhomogeneous differential equation (2) can be expressed by
for all , where and is a solution of the linear homogeneous differential equation (1).
Proof Let m be any sufficiently large integer. Since , and , if we substitute for k in (4), then we have
By (i) and (ii), we have
which implies that the radius of convergence of the power series is . The rest of this corollary immediately follows from Theorem 2.1. □
In many cases, it occurs that in (1). For this case, we obtain the following corollary.
Corollary 2.3 Let be a distance between the origin 0 and the closest one among singular points of , , or in a complex variable z. If there exists a sequence satisfying the recurrence relation
for any , then every solution of the linear inhomogeneous differential equation
can be expressed by
for all , where is a solution of the linear homogeneous differential equation (1) with .
Proof If we put and for each , then the recurrence relation (3) reduces to (5). As we did in the proof of Theorem 2.1, we can show that is a particular solution of the linear inhomogeneous differential equation (6).
According to [[35], Theorem 7.4] or [[36], Theorem 5.2.1], there is a particular solution of (6) in a form of power series in x whose radius of convergence is at least . Moreover, since is a solution of (6), it can be expressed as a sum of both and a solution of the homogeneous equation (1) with . Hence, the radius of convergence of is at least .
Now, every solution of (6) can be expressed by
where is a solution of the linear differential equation (1) with . □
3 Approximate differential equation
In this section, let be a constant. We denote by the set of all functions with the following properties:
-
(a)
is expressible by a power series whose radius of convergence is at least ;
-
(b)
There exists a constant such that for any , where
for all and .
Lemma 3.1 Given a sequence , let be a sequence satisfying the recurrence formula (3) for all . If and , then is a linear combination of , , and .
Proof We apply induction on n. Since , if we set in (3), then
i.e., is a linear combination of , , and . Assume now that n is an integer not less than 2 and is a linear combination of , , for all , namely,
where , , are complex numbers. If we replace m in (3) with , then
which implies
where , , are complex numbers. That is, is a linear combination of , , , which ends the proof. □
In the following theorem, we investigate a kind of Hyers-Ulam stability of the linear differential equation (1). In other words, we answer the question whether there exists an exact solution near every approximate solution of (1). Since is an ordinary point of (1), we remark that .
Theorem 3.2 Let be a sequence of complex numbers satisfying the recurrence relation (3) for all , where (b) is referred for the value of , and let be the radius of convergence of the power series . Define , where is the domain of the general solution to (1). Assume that is an arbitrary function belonging to and satisfying the differential inequality
for all and for some . Let , , be the complex numbers satisfying
for any integer . If there exists a constant such that
for all integers , then there exists a solution of the linear homogeneous differential equation (1) such that
for all , where K is the constant determined in (b).
Proof By the same argument presented in the proof of Theorem 2.1 with instead of , we have
for all . In view of (b), there exists a constant such that
for all .
Moreover, by using (7), (10), and (11), we get
for any . (That is, the radius of convergence of power series is at least .)
According to Theorem 2.1 and (10), can be written as
for all , where is a solution of the homogeneous differential equation (1). In view of Lemma 3.1, the can be expressed by a linear combination of the form (8) for each integer .
Since is a particular solution of (2), if we set , then it follows from (8), (9), and (12) that
for all . □
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Acknowledgements
Dedicated to Professor Hari M Srivastava.
This research was completed with the support of The Scientific and Technological Research Council of Turkey while the first author was a visiting scholar at Istanbul Commerce University, Istanbul, Turkey.
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Jung, SM., Şevli, H. Power series method and approximate linear differential equations of second order. Adv Differ Equ 2013, 76 (2013). https://doi.org/10.1186/1687-1847-2013-76
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DOI: https://doi.org/10.1186/1687-1847-2013-76