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21. Weakening of Conditions in the Theorem on Integral Manifold
In this section, we return to the problem on the integral manifold of the oscillation
system
dx
dτ
= a(x, τ) + _a(x, ϕ, τ) + εA(x, ϕ, τ, ε),
dϕ
dτ
= ω(τ )
ε
+ b(x, ϕ, τ, ε).
(21.1)
Note that, in Sections 12–14, we have proved the existence and established properties
of the integral manifold x = X(ϕ, τ, ε) in the case where the right-hand
234 Integral Manifolds Chapter 3
sides of Eqs. (21.1) are twice continuously differentiable with respect to x, ϕ,
and τ and the norm of the matrix P = ∂
∂x
_a(x, ϕ, τ ) is sufficiently small [inequality
(13.3)]. In what follows, we omit the condition that _P_ is small and
study analogous problems. Note that the method proposed here requires an increase
in the smoothness order by one and certain additional restrictions on the
Fourier coefficients of the function _a(x, ϕ, τ ).
Assume that
[a, b,A] ∈ C1
τ (G, σ1) ∩ C2
x,τ (G, σ1),
∂a
∂x
∈ C1
τ (G, σ1), _a ∈ C3
x,τ (G, σ1),
_
k_=0
_
_k_2 sup _bk_ + _k_
_
sup
___
∂bk
∂τ
___
+ sup
___
∂bk
∂x
___
__
≤ σ1,
_
k_=0
_
_k_2 sup _ak_ + _k_
_
sup
___
∂ak
∂τ
___
+ sup
___
∂ak
∂x
___
_
+ sup
___
∂2ak
∂x∂τ
___
+
_n
j=1
sup
___
∂2ak
∂x∂xj
___
+
1
_k_
_
sup
___
∂2ak
∂τ2
___
+
_n
j=1
sup
___∂
3ak
∂x∂xj∂τ
___
+
_n
j,s=1
sup
___
∂3ak
∂x∂xj∂xs
___
__
≤ σ1. (21.2)
Here, the supremum is taken over all (x, ϕ, τ, ε) ∈ G. Note that the notation used
in this section is the same as in Sections 12–14.
Assume that the components ων(τ ), ν = 1,m, of the frequency vector ω(τ )
and their derivatives with respect to τ up to an order p −1 (p ≥ m) are uniformly
continuous on the entire axis and
_(WT
p (τ )Wp(τ ))−1WT
p (τ )_ ≤ σ2, _ω(τ )_ +
___
d
dτ
ω(τ )
___
≤ σ2, (21.3)
where, as above, Wp(τ ) and WT
p (τ ) denote the matrix
_ ds−1
dτs−1 ων(τ )
_m,p
ν,s=1
and its transpose, respectively, and σ2 is a constant.
Section 21 Weakening of Conditions in the Theorem on Integral Manifold 235
Consider the system of equations of the first approximation for slow variables
averaged over all angular variables ϕ, namely
dx
dτ
= a(x, τ ),
and assume that there exists its solution x = x(τ ) defined for all τ ∈ R and
such that x(τ ) ∈ Dρ for certain ρ > 0 (Dρ is the set of points that belong to
the bounded domain D together with their ρ-neighborhoods). Assume that the
variational system
dz
dτ
= H(τ )z, H(τ) = ∂
∂x
a(x(τ ), τ),
is hyperbolic and the Green matrix Q(τ, t) satisfies the inequality
_Q(τ, t)_ ≤ Ke
−γ|τ−t| ∀τ, t ∈ R, (21.4)
where γ > 0 and K ≥ 1 are certain constants.
In system (21.1), we set
x = z + εu(z, ϕ, τ, μ), u=
_
k_=0
1 − hμ((k, ω(τ )))
i(k, ω(τ ))
ak(z, τ)ei(k,ϕ), (21.5)
where i is the imaginary unit, k = k
_k_,
hμ(t) =
∞ _
−∞
ν2μ(l)ωμ(t − l)dl,
ν2μ(l) ≡ 1 for |l| ≤ 2μ, ν2μ(l) ≡ 0 for |l| > 2μ, and ωμ(l) is the averaging
kernel [Mik], namely
ωμ(l) =
⎧⎪⎨ ⎪⎩
0, |l| ≥ μ,
1
μ
σ3e
− μ2
μ2−l2 , |l| < μ,
σ3 =
_1
−1
e
− 1
1−l2 dl.
We fix the averaging radius μ < 1 in what follows. The function hμ(t) thus
constructed is infinitely differentiable for all t ∈ R and finite, 0 ≤ hμ(t) ≤ 1
236 Integral Manifolds Chapter 3
for any t ∈ R, hμ(t) ≡ 1 for |t| ≤ μ, hμ(t) ≡ 0 for |t| > 3μ, and, for all
integer q ≥ 0, the following estimates are satisfied:
___
dq
dtq hμ(t)
___
≤ cqt
−qhμ(t), (21.6)
where cq are constants, hμ(t) ≡ 0 for |t| ≤ μ and |t| ≥ 3μ, and hμ(t) ≡ 1
for μ < |t| < 3μ.
If a positive ε0 is sufficiently small, then, for all ε ∈ (0, ε0], the change of
variables (21.5) reduces system (21.1) to the form
dz
dτ
= a(z, τ) + δ(z, ϕ, τ, μ) + εv(z, ϕ, τ, μ) + εA1(z, ϕ, τ, ε, μ),
dϕ
dτ
= ω(τ )
ε
+_b(z, ϕ, τ, ε, μ), (21.7)
where
_b
= b(z + εu, ϕ, τ, ε), v= −∂u
∂τ
, u= u(z, ϕ, τ, μ),
δ =
_
k_=0
ak(z, τ)hμ((k, ω(τ )))ei(k,ϕ),
A1 = B − ∂u
∂z
_
En + ε
∂u
∂z
_−1
(a(z, τ) + δ + εv + εB),
B = A(z + εu, ϕ, τ, ε) − ∂u
∂ϕ
_b
+
1
ε
[a(z + εu, τ )
− a(z, τ) + _a(z + εu, ϕ, τ ) − _a(z, ϕ, τ )].
Taking conditions (21.2), (21.3), and (21.6) into account, one can easily establish
the existence of a constant σ4 such that
_u_ +
___
∂u
∂z
___
+
___
∂u
∂ϕ
___
≤ σ4
μ
, _v_ ≤ σ4
μ2 , _A1_ ≤ σ4
μ
(1 + ε_v_) (21.8)
for all (z, ϕ, τ, ε) ∈ D1
2 ρ
× Rm × R × (0, ε0]. Note that the restriction z ∈ D1
2 ρ
and the inequality σ4εμ−1 <
1
2ρ guarantee that the point z + εu belongs to the
domain D.
Section 21 Weakening of Conditions in the Theorem on Integral Manifold 237
Lemma 21.1. Suppose that f(t) = (f1(t), . . . , fm(t)) ∈ D and θ(t) =
(θ1(t), . . . , θm(t)) ∈ Rm are arbitrary continuous (for t ∈ R ) functions and
conditions (21.2)–(21.4) are satisfied. Then there exist constants σ5 and σ6 independent
of μ and such that the following estimates hold for all τ ∈ R:
___
∞ _
−∞
Q(τ, t)δ(f(t), θ(t), t, μ)dt
___
≤ σ5μ
1
p−1 , (21.9)
___
∞ _
−∞
Q(τ, t)v(f(t), θ(t), t, μ) dt
___
≤ σ6
μ
. (21.10)
Proof. According to condition (21.3) and the results of Section 1, for arbitrary
τ ∈ R there exist Δ > 0 independent of τ and k and an integer r = r(τ, k) ∈
[0, p − 1] such that the following inequality holds for all t ∈ [τ − Δ, τ +Δ] :
___
dr
dtr (k, ω(t))
___
≥ 1
2pσ2
. (21.11)
If r ≥ 1, then the last inequality implies that the functions (k, ω(t)) + c and
d
dt
(k, ω(t)) (c = const) can take the zero value on the segment [τ−Δ, τ+Δ] at
at most 2p−1 points. Moreover, [τ−Δ, τ+Δ] can be divided into two sets M(τ )
and N(τ ) of segments such that M(τ ) consists of l1 ≤ 2p−1 − 1 segments
whose lengths do not exceed 2μ = const, and N(τ ) consists of l2 ≤ 2p−1
segments on each of which the following inequality is satisfied:
|(k, ω(t))| ≥ 1
2pσ2
μp−1. (21.12)
First, we prove estimate (21.9). We have
___
∞ _
−∞
Qδdt
___
≤
∞_
s=−∞
_
k_=0
___
τ+2_(s+1)Δ
τ+2sΔ
Qakhμ((k, ω(t))) dt
___
≤ K
∞_
s=−∞
e
−2|s|γΔ
_
k_=0
sup
G
_ak_
& _
M(τ+(2s+1)Δ)
hμ((k, ω(t)))dt
+
_
N(τ+(2s+1)Δ)
hμ((k, ω(t)))dt
'
. (21.13)
238 Integral Manifolds Chapter 3
We set μp−1 = 7pσ2μ. It follows from inequality (21.12) and the definition of the
function hμ(t) that hμ((k, ω(t))) ≡ 0 on the set N(τ +(2s+1)Δ); therefore,
___
∞ _
−∞
Qδdt
___
≤ 2K
∞_
s=0
e
−2sγΔ2p
μ
_
k_=0
sup
G
_ak_ ≤ 2p+1σ1K
1 − e−2γΔμ.
This yields estimate (21.9) with the constant
σ5 = 2p+1Kσ1
1
1 − e−2γΔ(7pσ2) 1
p−1 .
Let us prove estimate (21.10). Taking into account the definition of the function
v and relation (21.6) for q = 1, we get
___
∞ _
−∞
Qvdt
___
≤ K
∞_
s=−∞
e
−2|s|γΔ
_
k_=0
1
_k_
×
_
sup
G
___
∂ak
∂τ
___
+ sup
G
_ak_
_ τ+2_(s+1)Δ
τ+2sΔ
gμ(k, t)dt,
where
gμ(k, t) = [1 − hμ((k, ω(t)))]
_ 1
|(k, ω(t))|
+
___
d
dt
1
(k, ω(t))
___
_
+ c1hμ((k, ω(t)))
___
d
dt
1
(k, ω(t))
___
.
If inequality (21.11) holds for r = 0, then, obviously,
τ+2_(s+1)Δ
τ+2sΔ
gμ(k, t)dt ≤ 4pσ2Δ(1 + 2pσ2(1 + c1)). (21.14)
Assume that inequality (21.11) holds for r ≥ 1. According to the arguments
presented above, the segment [τ +2sΔ, τ +2(s+1)Δ] can be decomposed into
finitely many segments [αj, βj ] on each of which the functions μ − |(k, ω(t))|
and
d
dt
(k, ω(t)) do not change their signs. If μ − |(k, ω(t))| ≥ 0 ∀t ∈ [αj, βj ],
then
Section 21 Weakening of Conditions in the Theorem on Integral Manifold 239
_βj
αj
gμ(k, t)dt = 0, (21.15)
and if μ − |(k, ω(t))| ≤ 0 for t ∈ [αj, βj ], then
_βj
αj
gμ(k, t)dt ≤ βj − αj
μ
+ (1 + c1)
_βj
αj
___
d
dt
1
(k, ω(t))
___
dt
= βj − αj
μ
+ (1 + c1)
___
_βj
αj
d
dt
1
(k, ω(t))
dt
___
≤
_
βj − αj + 2(1 + c1)
_ 1
μ
. (21.16)
Combining inequalities (21.13), (21.14), and (21.16) and equality (21.15), we
obtain estimate (21.10). The lemma is proved.
We now transform system (21.7) using the change of variables z = x(τ)+y,
_y_ ≤ 1
2ρ as follows:
dy
dτ
= H(τ )y + F(y, τ) + δ(x(τ) + y, ϕ, τ, μ)
+ εv(x(τ) + y, ϕ, τ, μ) + εA1(x(τ) + y, ϕ, τ, ε, μ), (21.17)
dϕ
dτ
= ω(τ )
ε
+_b(x(τ) + y, ϕ, τ, ε, μ),
where F(y, τ) = a(x(τ)+y, τ)−a(x(τ ), τ)−H(τ )y and _F_ ≤ 1
2n2σ1_y_2.
We define the integral manifold of Eqs. (21.17) as the limit of the following
iterations as j →∞:
Yj(ψ, τ, ε, μ) =
∞ _
−∞
Q(τ, t)[F(Yj−1, t) + δ(x(t) + Yj−1, ϕt
τ,j, t, μ)
+ εv(x(t) + Yj−1, ϕt
τ,j, t, μ)
+ εA1(x(t) + Yj−1, ϕt
τ,j, t, ε, μ)]dt, j ≥ 0, (21.18)
240 Integral Manifolds Chapter 3
where Y0 ≡ 0, Yj−1 = Yj−1(ϕt
τ,j, t, ε, μ), and ϕt
τ,j = ϕt
τ,j(ψ, ε, μ) is a solution
of the Cauchy problem
d
dt
ϕt
τ,j = ω(t)
ε
+_b(x(t) + Yj−1, ϕt
τ,j, t, ε, μ), ϕτ
τ,j = ψ ∈ Rm.
Theorem 21.1. If conditions (21.2)–(21.4) are satisfied, then one can find
constants ds, s = 1, 6, independent of ε and μ = μ(ε) and such that, for
sufficiently small ε0, the functions Yj = Yj(ψ, τ, ε, μ(ε)) are 2π-periodic in
each component ψν, ν = 1,m, of the vector ψ, twice continuously differentiable
with respect to ψ and τ, and such that the following inequalities hold for
all (ψ, τ, ε) ∈ Rm × R × (0, ε0] = G1 :
_Yj_ ≤ d1ε
1
p ,
___
∂Yj
∂ψ
___
≤ d2ε
1
p ,
_m
ν=1
___
∂2Yj
∂ψ∂ψν
___
≤ d3ε
1
p , (21.19)
___
∂Yj
∂τ
___
≤ d3ε
1
p
−1,
___
∂2Yj
∂ψ∂τ
___
≤ d4ε
1
p
−1,
___
∂2Yj
∂τ2
___
≤ d6ε
1
p
−2. (21.20)
Proof. Consider iterations (21.18). The fact that the functions Yj are smooth
with respect to ψ and τ and periodic in ψν, ν = 1,m, can be established
by analogy with Section 13. Let us prove the first inequality in (21.19). Using
Lemma 21.1 and estimates (21.8), we get
sup
ψ,τ
_Yj(ψ, τ, ε, μ)_ ≤ σ1
γ
Kn2 sup
ψ,τ
_Yj−1(ψ, τ, ε, μ)_2
+ σ5μ
1
p−1 +
_
σ6 +
2
γ
Kσ4
_ ε
μ
+ σ4σ6
ε2
μ2 .
For ε < μ, this yields
sup
ψ,τ
_Yj_ ≤ σ1
γ
Kn2 sup
ψ,τ
_Yj−1_2+σ5μ
1
p−1 +
_
σ6+
2
γ
Kσ4+σ4σ6
_ ε
μ
. (21.21)
We set μ
1
p−1 = ε
μ
, i.e., μ = μ(ε) = ε
p−1
p . Taking into account that Y0 ≡ 0 and
using (21.21), for
ε0 ≤ min
__2
γ
Kn2σ1d1
_−p
;
_ ρ
2d1
_p_
,
d1 = 2
_2
γ
Kσ4 + σ5 + σ4σ6 + σ6
_
Section 21 Weakening of Conditions in the Theorem on Integral Manifold 241
we get
_Yj(ψ, τ, ε, μ(ε))_ ≤ d1ε
1
p ∀(ψ, τ, ε) ∈ G1, j ≥ 0.
Note that, for the value of μ = μ(ε) chosen above, the last estimate is the best
order estimate with respect to ε.
By analogy, using Lemmas 12.1 and 12.2, we can establish the last two estimates
in (21.19). Note that, in this case, we essentially use the restrictions imposed
on the Fourier coefficients of the functions _a(x, ϕ, τ ) and b(x, ϕ, τ, ε).
Estimates (21.20) follow from conditions (21.2), (21.3), (21.8), and (21.19) and
the identity
∂Yj
∂τ
+ ∂Yj
∂ψ
_ω(τ )
ε
+_b(x(τ) + Yj−1, ψ, τ, ε, ε
p−1
p )
_
= H(τ )Yj + F(Yj−1, τ) + δ(x(τ) + Yj−1, ψ, τ, ε
p−1
p )
+ εv(x(τ) + Yj−1, ψ, τ, ε
p−1
p ) + εA1(x(τ) + Yj−1, ψ, τ, ε, ε
p−1
p ),
where Yl = Yl(ψ, τ, ε, ε
p−1
p ) for l = j − 1, j. Theorem 21.1 is proved.
The theorem presented below solves the problem of the existence and smoothness
of the integral manifold of system (21.1). Note that, in its proof, we use Theorem
21.1 and the scheme of the proof of Theorem 14.1. The only difference lies
in the fact that the proof of the convergence of the sequences {Yj} and
_ ∂
∂ψ
Yj
_
is based not on the smallness of the norm of the matrix P, but on properties of
the functions hμ((k, ω(t))). According to Lemma 21.1, the measure of the set of
points of a time interval of length 2Δ for which hμ((k, ω(t))) _= 0 tends to zero
as μ = ε
p−1
p → 0.
Theorem 21.2. Suppose that conditions (21.2)–(21.4) are satisfied. Then, for
sufficiently small ε0 > 0, the following assertions are true:
(i) in the σ1ε
1
p -neighborhood of the curve x = x(τ ), there exists the integral
manifold x = X(ψ, τ, ε) of system (21.1), where (ψ, τ, ε) ∈ G1,
X(ψ, τ, ε) = x(τ) + Y (ψ, τ, ε) + εu(x(τ) + Y (ψ, τ, ε), ψ, τ, ε
p−1
p ),
Y (ψ, τ, ε) = lim
j→∞
Yj(ψ, τ, ε, ε
p−1
p );
242 Integral Manifolds Chapter 3
(ii) the function X(ψ, τ, ε) is 2π-periodic in ψν, ν = 1,m, continuously
differentiable with respect to ψ and τ, and such that
___
∂X
∂ψ
___
+ ε
___
∂X
∂τ
___
≤ σ2ε
1
p ∀(ψ, τ, ε) ∈ G1,
and
∂X
∂ψ
and
∂X
∂τ
satisfy the Lipschitz condition:
___
∂X(ψ, τ, ε)
∂ψ
− ∂X(ψ, τ, ε)
∂ψ
___
≤ σ3ε
1
p _ψ − ψ_ + σ3ε
1
p
−1_τ − τ_,
___
∂X(ψ, τ, ε)
∂τ
− ∂X(ψ, τ, ε)
∂τ
___
≤ σ3ε
1
p
−1_ψ − ψ_ + σ3ε
1
p
−2_τ − τ_;
(iii) on the integral manifold, system (21.1) takes the form
dϕ
dτ
= ω(τ )
ε
+ b(X(ϕ, τ, ε), ϕ, τ, ε).
Here, σ1, σ2, and σ3 are constants independent of ε.
4. INVESTIGATION OF A DYNAMICAL
SYSTEM IN A NEIGHBORHOOD OF A
QUASIPERIODIC TRAJECTORY
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