Convergence and Divergence of the Solutions of a Neutral Difference Equation
Abstract
We investigate the asymptotic behavior of the solutions of a neutral type difference equation of the form Δ[x(n) + cx(τ(n))] + p(n)x(σ(n)) = 0, where τ(n) is a general retarded argument, σ(n) is a general deviated argument (retarded or advanced), c ∈ ℝ, (p(n)) n≥0 is a sequence of positive real numbers such that p(n) ≥ p, p ∈ ℝ+, and Δ denotes the forward difference operator Δx(n) = x(n + 1) − x(n). Also, we examine the asymptotic behavior of the solutions in case they are continuous and differentiable with respect to c.
1. Introduction
Neutral type differential equations are differential equations in which the highest-order derivative of the unknown function appears in the equation both with and without delays (or delays advanced). See Driver [1], Bellman and Cooke [2], and Hale [3] for questions of existence, uniqueness, and continuous dependence.
It is to be noted that, in general, the theory of neutral differential equations presents extra complications, and basic results which are true for delay differential equations may not be true for neutral equations. For example, Snow [4] has shown that, even though the characteristic roots of a neutral differential equation may all have negative real parts, it is still possible for some solutions to be unbounded.
The discrete counterparts of neutral differential equations are called neutral difference equations, and it is a well-known fact that there is a similarity between the qualitative theories of neutral differential equations and neutral difference equations.
Besides its theoretical interest, strong interest in the study of the asymptotic and oscillatory behavior of solutions of neutral type equations (difference or differential) is motivated by the fact that they arise in many areas of applied mathematics, such as circuit theory [5, 6], bifurcation analysis [7], population dynamics [8, 9], stability theory [10], and dynamical behavior of delayed network systems [11]. See, also, Driver [12], Hale [3], Brayton and Willoughby [13], and the references cited therein. This is the reason that during the last few decades these equations are in the main interest of the literature.
By a solution of the neutral type difference equation (E), we mean a sequence of real numbers (x(n)) n≥−k which satisfies (E) for all n ≥ 0. It is clear that, for each choice of real numbers c−k, c−k+1, …, c−1,c0, there exists a unique solution (x(n)) n≥−k of (E) which satisfies the initial conditions x(−k) = c−k, x(−k + 1) = c−k+1, …, x(−1) = c−1, x(0) = c0.
A solution (x(n)) n≥−k of the neutral type difference equation (E) is called oscillatory if for every positive integer n there exist n1, n2 ≥ n such that x(n1)x(n2) ≤ 0. In other words, a solution (x(n)) n≥−k is oscillatory if it is neither eventually positive nor eventually negative. Otherwise, the solution is said to be nonoscillatory.
The search for the asymptotic behavior and, especially, for oscillation criteria and stability of neutral type (difference or differential) equations has received a great attention in the last few years. Hence, a large number of related papers have been published. See [4, 9, 10, 14–52] and the references cited therein. Most of these papers are concerning the special case of the delay difference equations (E1) and (E3) where the algebraic characteristic equation gives useful information about oscillation and stability.
The purpose of this paper is to investigate the convergence and divergence of the solutions of (E) in the case of a general delay argument τ(n) and of a general deviated (retarded or advanced) argument σ(n).
2. Some Preliminaries
The following lemma provides some tools which are useful for the main results.
Lemma 2.1. Assume that (x(n)) n≥−k is a positive solution of (E). Then, one has the following.
- (i)
If c ≠ 0 and
()then() - (ii)
If
()then() - (iii)
If c ≥ −1, then
() - (iv)
If c < −1, then
()
Proof. Summing up (2.3) from n0 to n, we obtain
Assume that (2.15b) holds. Then, by taking limits on both sides of (2.14) we obtain
Assume that −1 ≤ c < 0, and suppose, for the sake of contradiction, that . Then, in view of part (ii), we have z(n) < 0 eventually. Thus,
If c = −1, by (2.28) we obtain
Assume that c ≥ 0 and that . In view of part (ii), (2.10) holds, that is, z(n) < 0 eventually. This contradicts z(n) = x(n) + cx(τ(n)) > 0. Therefore . The proof of part (iii) of the lemma is complete.
In the remainder of this proof, it will be assumed that c < −1.
If (2.15a) holds, that is, , then, in view of part (i), (2.8) is satisfied, that is,
Hence,
If L = 0, then
The proof of the lemma is complete.
3. Main Results
The asymptotic behavior of the solutions of the neutral type difference equation (E) is described by the following theorem.
Theorem 3.1. For (E) one has the following.
- (I)
Every nonoscillatory solution is unbounded if c < −1.
- (II)
Every solution oscillates if c = −1.
- (III)
Every nonoscillatory solution tends to zero if −1 < c < 1.
- (IV)
Every nonoscillatory solution is bounded if c ≥ 1.
- (V)
Every solution is zero if c ≤ −1.
- (VI)
Every solution tends to zero if −1 < c ≤ 1.
- (VII)
If, additionally, any solution of (E) has continuous derivatives of any order and convergent Taylor series for every c ∈ ℝ, then the solution is zero.
Proof. Assume that (x(n)) n≥−k is a nonoscillatory solution of (E). Then it is either eventually positive or eventually negative. As (−x(n)) n≥−k is also a solution of (E), we may (and do) restrict ourselves only to the case where x(n) > 0 for all large n. Let n1 ≥ −k be an integer such that x(n) > 0 for all n ≥ n1. Then, there exists n0 ≥ n1 such that
Assume that c < −1. Then, in view of part (iv) of Lemma 2.1, we have , and, consequently, in view of part (ii) of Lemma 2.1, z(n) < 0 eventually. Therefore,
Assume that c = −1. Then, in view of part (iii) of Lemma 2.1, we have , and, therefore, in view of part (i) of Lemma 2.1, we obtain
Assume that −1 < c < 0.
Assume that L > 0. Then there exists a natural number nλ such that z(n) < 0 for every n ≥ nλ, and therefore
Assume that c ≥ 1. In view of Part (iii) of Lemma 2.1, it is clear that which combined with (2.14) implies that (z(n)) is bounded and, therefore (x(n)) is bounded. The proof of part (IV) of the theorem is complete.
In the remainder of this proof, it will be assumed that x(n) is a continuous function with respect to c, and, therefore, instead of x(n) we will write x(c, n).
Let c = −1. Then, in view of part (II), (x(−1, n)) oscillates. On the other hand, since x(c, n) is continuous, we have
Let c < −1. In view of part (I) we have (x(c, n)) is unbounded, and therefore x(c, τ(n)) → ∞. Let M > 0, then there exists an index n5 such that, for every n ≥ n5, x(c, τ(n)) > M. Since the function x(c, n) is continuous, x(c, τ(n)) is continuous, and therefore
Assume that −1 < c ≤ 1. Taking into account part (III), it is enough to show part (VI) only for c = 1. In view of parts (iii) and (i) of Lemma 2.1, we have
Finally, since x(c, n) has convergent Taylor series, we have
The proof of the theorem is complete.
By way of illustration and for purely pedagogical purposes, the asymptotic behavior of nonoscillatory solutions of (E) is presented in Figure 1.

Corollary 3.2. For (E1) one has the following.
- (i)
Every nonoscillatory solution tends to ±∞ if c < −1.
- (ii)
Every solution oscillates if c = −1.
- (iii)
Every nonoscillatory solution tends to zero if c > −1.
- (iv)
Every solution is zero if c ≤ −1.
- (v)
If, additionally, any solution of (E1) has continuous derivatives of any order and convergent Taylor series for every c ∈ ℝ, then the solution is zero.
Proof. In part (I) of Theorem 3.1 we have proved that
Part (ii) is direct from part (II) of Theorem 3.1.
As we have proved in parts (III) and (IV) of Theorem 3.1, if c > −1, then
Parts (iv) and (v) are direct from parts (V) and (VII) of Theorem 3.1.
The proof of the corollary is complete.