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The stable equilibrium of a system of piecewise linear difference equations
Advances in Difference Equations volume 2017, Article number: 67 (2017)
Abstract
In this article we consider the global behavior of the system of first order piecewise linear difference equations: \(x_{n+1} = \vert x_{n}\vert - y _{n} +b\) and \(y_{n+1} = x_{n} - \vert y_{n}\vert - d\) where the parameters b and d are any positive real numbers. We show that for any initial condition in \(R^{2}\) the solution to the system is eventually the equilibrium, \((2b + d, b)\). Moreover, the solutions of the system will reach the equilibrium within six iterations.
1 Introduction
In applications, difference equations usually describe the evolution of a certain phenomenon over the course of time. In mathematics, a difference equation produces a sequence of numbers where each term of the sequence is defined as a function of the preceding terms. For the convenience of the reader we supply the following definitions. See [1, 2]. A system of difference equations of the first order is a system of the form
where f and g are continuous functions which map \(\mathbf{R}^{2}\) into R.
A solution of the system of difference equations (1) is a sequence \(\{(x_{n},y_{n})\}_{n = 0}^{\infty}\) which satisfies the system for all \(n \geq0\). If we prescribe an initial condition
then
and so the solution \(\{(x_{n},y_{n})\}_{n = 0}^{\infty}\) of the system of difference equations (1) exists for all \(n\geq0\) and is uniquely determined by the initial condition \((x_{0}, y_{0})\).
A solution of the system of difference equations (1) which is constant for all \(n\geq0\) is called an equilibrium solution. If
is an equilibrium solution of the system of difference equations (1), then \((\bar{x},\bar{y})\) is called an equilibrium point, or simply an equilibrium of the system of difference equations (1).
Known methods to determine the local asymptotic stability and global stability are not easily applied to piecewise systems. This is why two of the most famous and enigmatic systems of difference equations are piecewise: the Lozi Map
where the initial condition \((x_{0},y_{0}) \in\mathbf{R}^{2}\) and the parameters \(a,b \in\mathbf{R}\), and the Gingerbreadman map
where the initial condition \((x_{0},y_{0}) \in\mathbf{R}^{2}\). See [3–5] for more information regarding the Lozi map and Gingerbreadman map. In the last 30 years there has been progress in determining the local behavior of such systems but only limited progress in determining the global behavior. See [1, 6].
Ladas and Grove developed the following family of 81 piecewise linear systems:
where the initial condition \((x_{0}, y_{0}) \in R^{2}\) and the parameters a, b, c, and \(d \in\{-1,0,1\}\), in the hope of creating prototypes that will help us understand the global behavior of more complicated systems such as the Lozi map and the Gingerbreadman map. See ([7–9]).
In 2013, Lapierre found in [8] that the solutions of the following system of piecewise linear difference equations:
are eventually the unique equilibrium for every initial condition \((x_{0}, y_{0}) \in\mathbf{R}^{2}\). In this paper we extend the results by examining a generalization of System (3), that is,
where the initial condition \((x_{0}, y_{0}) \in\mathbf{R}^{2}\) and the parameters b and d are any positive real numbers.
2 Main results
Set
The proof of the theorem below uses the result from the four lemmas that follow. They show that if \((x_{0}, y_{0})\in R^{2}\) then \((x_{1}, y _{1})\) is an element of Condition (1).
Theorem 1
Let \(\{(x_{n}, y_{n})\}_{n=0}^{\infty}\) be the solution of System (4).
with \((x_{0}, y_{0}) \in\mathbf{R}^{2}\) and \(b,d \in(0, \infty)\). Then \(\{(x_{n}, y_{n})\}_{n=6}^{\infty}\) is the equilibrium \((2b + d, d)\).
Proof
Suppose \((x_{0}, y_{0})\in R^{2}\). First we will show that \((x_{2}, y _{2})\) is an element of Condition (2), that is,
By Lemmas 1 through 4 we know that \((x_{1}, y_{1})\) is an element of Condition (1), so we have
Then
Therefore \((x_{2},y_{2})\) is an element of Condition (2), as required.
Next, we will show that \((x_{3}, y_{3})\) is an element of Condition (3), that is
Since \((x_{2}, y_{2})\) is an element of Condition (2), we have
and we have
Then
Therefore \((x_{3},y_{3})\) is an element of Condition (3), as required.
Next, we will show that \((x_{4}, y_{4})\) is an element of Condition (4), that is
Since \((x_{3}, y_{3})\) is an element of Condition (3) and \(x_{4}=\vert x_{3}\vert -y_{3}+b\) and \(y_{4}= x_{3} - \vert y_{3}\vert -d\), we see that \(x_{4} \geq0\) and \(y_{4} \geq0\). Also since \((x_{3}, y_{3})\) is an element of Condition (3), we have
and so
Note that
Then
Therefore \((x_{4},y_{4})\) is an element of Condition (4), as required.
Next, we will show that \((x_{5}, y_{5})\) is an element of Condition (5), that is
Since \((x_{4}, y_{4})\) is an element of Condition (4) and \(x_{5}=\vert x_{4}\vert -y_{4}+b\) and \(y_{5}= x_{4} - \vert y_{4}\vert -d\), we see that \(x_{5} \geq0 \) and \(y_{5} \geq0\). Consider
Therefore \((x_{5},y_{5})\) is an element of Condition (5), as required.
Finally, it is easy to show by direct computations that \((x_{6}, y_{6}) = (2b + d, b)\). This completes the proof of the theorem. □
The following four lemmas will show that if \((x_{0}, y_{0})\in R^{2}\) then \((x_{1}, y_{1})\) is an element of Condition (1). Set
and recall that
Lemma 1
Let \(\{ (x_{n},y_{n})\}_{n=0}^{\infty}\) be a solution of System (4) with \((x_{0}, y_{0})\) in \(\mathcal{Q}_{1}\). Then \((x_{1}, y_{1})\) is an element of Condition (1).
Proof
Suppose \((x_{0}, y_{0}) \in\mathcal{Q}_{1}\) then \(x_{0} \geq0\) and \(y_{0} \geq0\). Thus
Case 1
Suppose further \(x_{0} \geq y_{0} +d \). We have \(x_{1} = x_{0} - y_{0} + b > 0\) and \(y_{1} = x_{0} - y_{0} - d \geq0\). Note that
and
Hence \((x_{1},y_{1})\) is an element of Condition (1) and Case 1 is complete.
Case 2
Suppose \(x_{0} < y_{0} +d \) but \(x_{0} +b \geq y _{0} \). We have \(x_{1} = x_{0} - y_{o} + b \geq0\) and \(y_{1} = x_{0} - y_{0} - d < 0\). Note that
and
Case 2A
Suppose further \(2x_{0}-2y_{0}+b-2d \geq0\). Then
Since \(y_{1} = x_{0} - y_{0} - d < 0\), we have \(2x_{0}-2y_{0}-2d - b < 0\). Also note that \(\vert y_{1}\vert - y_{1} + 2b > 0\), so
Case 2A is complete.
Case 2B
Suppose \(2x_{0}-2y_{0}+b-2d < 0\). Then
Hence \((x_{1},y_{1})\) is an element of Condition (1) and Case 2 is complete.
Case 3
Finally suppose \(x_{0} < y_{0} +d \) and \(x_{0} +b < y_{0} \). We have \(x_{1} = x_{0} - y_{o} + b < 0\) and \(y_{1} = x_{0} - y_{0} - d < 0\). Note that
and
Since \(x_{0} + b < y_{0}\), we have \(y_{0} > x_{0}\). Thus \(4y_{0} - 4x _{0} > 0\). We note that \(-b < 0\). Then
Hence \((x_{1},y_{1})\) is an element of Condition (1) and Case 3 is complete.
□
Lemma 2
Let \(\{ (x_{n},y_{n})\}_{n=0}^{\infty}\) be a solution of System (4) with \((x_{0}, y_{0})\) in \(\mathcal{Q}_{2}\). Then \((x_{1}, y_{1})\) is an element of Condition (1).
Proof
Suppose \((x_{0}, y_{0}) \in\mathcal{Q}_{2}\) then \(x_{0} \leq0\) and \(y_{0} \geq0\). Thus
Case 1
Suppose further \(-x_{0} + b < y_{0}\). We have \(x_{1} = - x_{0} - y_{0} + b < 0\) and \(y_{1}= x_{0} - y_{0} - d < 0\). Note that
and
Since \(y_{0} \geq0\) and \(-b < 0\), we see that \((x_{1}, y_{1})\) is an element of Condition (1) and so Case 1 is complete.
Case 2
Suppose \(-x_{0} + b \geq y_{0}\). We have \(x_{1} = - x_{0} - y_{0} + b \geq0\) and \(y_{1} = x_{0} - y_{0} - d < 0\). Note that
and
Case 2A
Suppose further \(b \geq2y_{0}+d\). Then
Since \(y_{1} = x_{0} - y_{0} - d < 0\), we have \(2x_{0}-2y_{0}- b -3d< 0\). Hence \((x_{1}, y_{1})\) is an element of Condition (1). Case 2A is complete.
Case 2B
Finally suppose \(b < 2y_{0}+d\). Then
Since \(x_{1} = -x_{0} - y_{0} + b \geq0\), we have \(2x_{0}+2y_{0}-3b < 0\). Hence \((x_{1}, y_{1})\) is an element of Condition (1) and the proof to Lemma 2 is complete.
□
Lemma 3
Let \(\{ (x_{n},y_{n})\}_{n=0}^{\infty}\) be a solution of System (4) with \((x_{0}, y_{0})\) in \(\mathcal{Q}_{3}\). Then \((x_{1}, y_{1})\) is an element of Condition (1).
Proof
Suppose \((x_{0}, y_{0}) \in\mathcal{Q}_{3}\) then \(x_{0} \leq0\) and \(y_{0} \leq0\). Thus
Then
and
Case 1
Suppose \(b-2d \geq0\). Then
Hence \((x_{1}, y_{1})\) is an element of Condition (1) and Case 1 is complete.
Case 2
Suppose further \(b-2d < 0\). Then
Since \(-2x_{0} - 2y_{0} + 2b >0\), we have \(2x_{0} + 2y_{0} - 3b < 0\). Hence \((x_{1}, y_{1})\) is an element of Condition (1) and the proof to Lemma 3 is complete.
□
Lemma 4
Let \(\{ (x_{n},y_{n})\}_{n=0}^{\infty}\) be a solution of System (4) with \((x_{0}, y_{0})\) in \(\mathcal{Q}_{4}\). Then \((x_{1}, y_{1})\) is an element of Condition (1).
Proof
Suppose \((x_{0}, y_{0}) \in\mathcal{Q}_{4}\) then \(x_{0} \geq0\) and \(y_{0} \leq0\). Thus
Case 1
Suppose further \(y_{1} = x_{0} + y_{0} - d \geq0\). Then
and
Hence \((x_{1}, y_{1})\) is an element of Condition (1) and Case 1 is complete.
Case 2
Suppose \(y_{1} = x_{0} + y_{0} - d < 0\). Then
and
Case 2A
Suppose further \(2x_{0}+b-2d \geq0\). Then
Since \(2x_{0}+b-2d \geq0\), \(b > -2x_{0}\). Thus \(-2x_{0} -2y_{0} +2b +d > 0\). Since \(y_{1} = x_{0} + y_{0} - d < 0\), we have \(2x_{0} + 2y_{0} -3d - b <0\). Hence \((x_{1}, y_{1})\) is an element of Condition (1) and Case 2A is complete.
Case 2B
Now suppose \(2x_{0}+b-2d < 0\). Then
Since \(y_{0} \leq0\) and \(b > 0\), we see that \((x_{1}, y_{1})\) is an element of Condition (1) and the proof of Lemma 4 is complete.
□
3 Discussion and conclusion
In this paper we showed that for any initial value \((x_{0}, y_{0}) \in R^{2}\) we have the following sequence:
In addition, if we begin with an initial condition that is an element of Condition (N) for \(N \in\{1,2,3,4,5\}\), then it requires \(6-N\) iterations to reach the equilibrium point.
The generalized system of piecewise linear difference equations examined in this paper was created as a prototype to understand the global behavior of more complicated systems. We believe that this paper contributes broadly to the overall understanding of systems whose global behavior still remains unknown.
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Acknowledgements
This work was supported by the Thailand Research Fund [MRG5980053], National Research Council of Thailand and Pibulsongkram Rajabhat University. The first author is supported by the Centre of Excellence in Mathematics, CHE, Thailand.
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Tikjha, W., Lapierre, E. & Sitthiwirattham, T. The stable equilibrium of a system of piecewise linear difference equations. Adv Differ Equ 2017, 67 (2017). https://doi.org/10.1186/s13662-017-1117-2
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DOI: https://doi.org/10.1186/s13662-017-1117-2
MSC
- 39A10
- 65Q10
Keywords
- difference equations
- piecewise linear
- equilibrium
- stability