Representation of the Solutions of Linear Discrete Systems with Constant Coefficients and Two Delays
Abstract
The purpose of this paper is to develop a method for the construction of solutions to initial problems of linear discrete systems with constant coefficients and with two delays Δx(k) = Bx(k − m) + Cx(k − n) + f(k), where m, n ∈ ℕ, m ≠ n, are fixed, k = 0, …, ∞, B = (bij), C = (cij) are constant r × r matrices, f is a given r × 1 vector, and x is an r × 1 unknown vector. Solutions are expressed with the aid of a special function called the discrete matrix delayed exponential for two delays. Such approach results in a possibility to express an initial Cauchy problem in a closed form. Examples are shown illustrating the results obtained.
1. Introduction
In [1, 2], a discrete matrix delayed exponential for a single delay m ∈ ℕ was defined.
Definition 1. For an r × r constant matrix B, k ∈ ℤ, and fixed m ∈ ℕ, one defines the discrete matrix delayed exponential as follows:
Such discrete matrix delayed exponential was used in [1] to construct solutions of the initial problems (2), (3) with C ≡ Θ, where Θ is an r × r zero matrix. In these constructions, the main property (Theorem 2) of discrete matrix delayed exponential for a single delay m ∈ ℕ was utilized in [1].
Theorem 2. Let B be a constant r × r matrix. Then, for ,
The properties of delayed matrix exponential functions for their continuous and discrete variants and their applications are the topic of recent papers [1–18]. We note that the definition of the delayed matrix exponential was first defined for the continuous case in [4] and, for the discrete case, in [1, 2].
The paper is organized as follows. Discrete matrix delayed exponentials for two delays and their main property are considered in Section 2. A representation of the solution to problem (2), (3) is given in Section 3 and examples illustrating the results obtained are shown in Section 4.
2. Discrete Matrix Delayed Exponential for Two Delays and Its Main Property
In order to extend the results proved in [1, 2] to problems (2), (3), a discrete matrix delayed exponential for two delays was proposed in [3]. There is a discrete matrix delayed exponential for two delays m, n ∈ ℕ, m ≠ n, defined as follows.
Definition 3. Let B, C be constant r × r matrices with BC = CB and let m, n ∈ ℕ, m ≠ n, be fixed integers. One defines a discrete r × r matrix function called the discrete matrix delayed exponential for two delays m, n and for two r × r constant matrices B, C:
Let us show an example illustrating this special exponential function.
Example 4. For we will construct the matrix if m = 2 and n = 3. Computing particular matrices generating for , we get
Theorem 5. Let B, C be constant r × r matrices with BC = CB and let m, n ∈ ℕ, m ≠ n, be fixed integers. Then
The analysis of applicability to a representation of the solution to initial problem (2), (3) unfortunately does not lead to satisfactory results because, as we will see below, an additional condition det(B + C) ≠ 0 is necessary. A small difference in the definition results in representations of solutions of initial problems without this assumption. Now we give a second definition of a discrete matrix delayed exponential for two delays .
Definition 6. Let B, C be constant r × r matrices with BC = CB and let m, n ∈ ℕ, m < n, be fixed integers. One defines a discrete r × r matrix function called the discrete matrix delayed exponential for two delays m, n and for two r × r constant matrices B, C as follows:
Remark 7. For , it is easy to deduce that .
In order to compare both types of discrete delayed matrices for two delays and see the difference between both definitions, we consider the following example where delays are the same as in Example 4.
Example 8. For we will construct the matrix if m = 2 and n = 3. Computing particular matrices generating for , we get
The main property of is given by the following theorem.
Theorem 9. Let B, C be constant r × r matrices with BC = CB and let m, n ∈ ℕ, m < n, be fixed integers. Then
Proof. Let k ≥ 1. From (1) and (13), we can see easily that, for an integer k ≥ 0 satisfying
By the definition of the forward difference, that is,
In the first case, k is such that
In the proof, we use obvious identities
Now we consider (in parts (I)–(IV) below) all four cases and perform auxiliary computations. The proof will be finished in part (V).
(I) (p(k) − 1)(m + 1) + 1 ≤ k < p(k)(m + 1)∧(q(k) − 1)(n + 1) + 1 ≤ k < q(k)(n + 1). From (1) and (13), we get
Therefore, p(k−m) = p(k) − 1 and, by Definition 6,
Similarly, omitting details, we get, using (1) and (13), q(k−n) = q(k) − 1 and
Let q(k−m) ≥ 1. We show that
By (1),
It is easy to see that, due to (5), formula (33) can be used instead of (27) if q(k−m) < 1 too. Let p(k−n) ≥ 1. Similarly, we can show that
Due to (1), we also conclude that
Then,
Now we are able to prove that
(II) k = p(k)(m + 1)∧(q(k) − 1)(n + 1) + 1 ≤ k < q(k)(n + 1). In this case,
Then,
For k = p(k)(m + 1), i = p(k), and j ≥ 0, we have
Like with the computations performed in the previous part of the proof, (29), (34) hold. So we can substitute q(k) for q(k−m) in (43) and p(k) for p(k−n) in (44).
Accordingly, we have
It is easy to see that, due to (5), formula (48) can also be used instead of (43) if q(k−m) < 1 and formula (49) can also be used instead of (44) if p(k−n) < 1. Therefore, we see that (like in part (I)) the relation (40) must be proved.
(III) (p(k) − 1)(m + 1) + 1 ≤ k < p(k)(m + 1)∧k = q(k)(n + 1). In this case, we have (see the relevant computations in cases (I) and (II))
Like with the computations performed in cases (I) and (II), formulas (29), (34) hold and we can substitute q(k) for q(k−m) in (52) and q(k) for q(k−n) in (53). This means that
(IV) k = p(k)(m + 1)∧k = q(k)(n + 1). In this case, we have (see similar combinations in the cases (II) and (III))
As in part (III), for k = q(k)(n + 1), j = q(k), and i ≥ 0, formulas (54) hold and, for k = q(k)(m + 1), j = q(k) − 1, and i ≥ 0, formulas (55) hold. Thus we can replace q(k) by q(k) − 1 in (60) and q(k) − 1 by q(k) − 2 in (62).
As before, (29), (34) hold and we can substitute q(k) for q(k−m) in (61) and p(k) for p(k−n) in (62). Thus, we have
(V) The Proof of Formula (40). Now we prove (40). With the aid of (18), (19), (24), and (36), we get
Now, in the first and third sum, we replace the summation index i by i + 1 and, in the second and fourth sum, we replace the summation index j by j + 1. Then,
Due to (33) and (35), we conclude that formula (40) is valid.
We proved that formula (15) holds in each of the considered cases (I), (II), (III), and (IV) for k ≥ 1. If k = 0, the proof can be done directly because p(0) = q(0) = 0, p(1) = q(1) = 1,
3. Representing the Solution of an Initial Problem by Discrete Matrix Delayed Exponential for Two Delays
In this part, we prove the main results of the paper. With the aid of both discrete matrix delayed exponentials we give formulas for the solution of the homogeneous and nonhomogeneous initial problem (2), (3).
3.1. Representing the Solution of a Homogeneous Initial Problem
Theorem 10. Let B, C be constant r × r matrices such that
Proof. We are going to find the solution of the problem (70), (71) in the form
Using formula (11),
Now we conclude that, for any vj and , the equation Δx(k) = Bx(k − m) + Cx(k − n) holds. We will try to satisfy initial conditions (71). Due to (75), we have, for ,
Due to Definition 3, for . So we have
Theorem 10 is proved.
Now we express the solution of the homogeneous Cauchy problem by . In this case, the condition det(B + C) ≠ 0 is not necessary.
Theorem 11. Let B, C be constant r × r matrices with BC = CB and let m, n ∈ ℕ, m < n, be fixed integers. Then the solution of the initial Cauchy problem (70), (71) can be expressed in the form
Proof. We are going to find the solution of the problem (70), (71) in the form
We use formula (15) and we get
Now we conclude that, for any wj and , the equation Δx(k) = Bx(k − m) + Cx(k − n) holds. We will try to satisfy initial conditions (71). Due to (83), we have, for ,
By Definition 6, we have for and for . Thus, we have
We see directly that wn = φ(−n). Subtracting the neighbouring equations (E~n-1-E~n), (E~n-2-E~n-1),…,(E~n-m-E~n-m+1), we immediately get the formulas for wn−1, wn−2, …, wn−m as follows:
Further, subtracting the neighbouring equations (E~n-m-1-E~n-m), (E~n-m-2-E~n-m-1),…,(E~0-E~1), we get
The previous formulas can be written as
Theorem 11 is proved.
3.2. Representing the Solution of a Nonhomogeneous Initial Problem
We need an auxiliary lemma the proof of which is omitted.
Lemma 12. Let a function F(k, n) of two discrete variables be given. Then,
Theorem 13. The solution x = xp(k) of the initial Cauchy problem (93), (94) can be represented on in the form
Proof. We are going to find a particular solution xp(k) of problem (93), (94) in the form (95). We substitute (95) into (93). Then, we get
Combining the results of Theorems 10, 11, and 13, we get immediately the following two theorems, which describe the solution of (90), (91). The first theorem uses the delayed matrix exponential and the second one uses the delayed matrix exponential .
Theorem 14. Let B, C be constant r × r matrices with
4. Examples
Below, we show four examples to demonstrate the results achieved.
Example 16. Let us represent the solution of the scalar (r = 1) problem (70), (71) where we put m = 2, n = 3, B = b, C = c, φ(−3) = 1, φ(−2) = 2, φ(−1) = 3, and φ(0) = 4, using Theorem 10. We get
We give values of x(k) for as follows:
Example 17. Let us represent the solution of the scalar (r = 1) problem (90), (91) where we put m = 2, n = 3, B = b, C = c, φ(−3) = 1, φ(−2) = 2, φ(−1) = 3, φ(0) = 4, and f(k) = k + 1, using Theorem 11. Thus, we have
Example 18. Let us represent the solution of the scalar (r = 1) problem (70), (71) where we put m = 2, n = 3, B = b = 4, C = c = −1, φ(−3) = 1, φ(−2) = 2, φ(−1) = 3, and φ(0) = 4, using Theorem 10. Thus, we have
Example 19. Let us represent the solution of the scalar (r = 1) problem (90), (91) where we put m = 2, n = 3, B = b = 4, C = c = −1, φ(−3) = 1, φ(−2) = 2, φ(−1) = 3, φ(0) = 4, and f(k) = k + 1, using Theorem 11. Thus, we have
Conflict of Interests
The authors declare that there is no conflict of interests regarding the publication of this paper.
Acknowledgment
The first author was supported by the Grant 201/10/1032 of the Czech Grant Agency (Prague).