\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2015 (2015), No. 175, pp. 1--15.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2015 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2015/175\hfil Oscillatory solutions] {Oscillatory solutions of the Cauchy problem for linear differential equations} \author[G. Hovhannisyan, O. Ruff \hfil EJDE-2015/??\hfilneg] {Gro Hovhannisyan, Oliver Ruff} \address{Gro Hovhannisyan \newline Kent State University at Stark\\ 6000 Frank Ave. NW\\ Canton, OH 44720-7599, USA} \email{ghovhann@kent.edu} \address{Oliver Ruff \newline Kent State University at Stark\\ 6000 Frank Ave. NW\\ Canton, OH 44720-7599, USA} \email{oruff@kent.edu} \thanks{Submitted May 6, 2015. Published June 24, 2015.} \subjclass[2010]{34C10} \keywords{Linear ordinary differential equation; oscillation; \hfill\break\indent initial value problem; characteristic polynomial; characteristic roots} \begin{abstract} We consider the Cauchy problem for second and third order linear differential equations with constant complex coefficients. We describe necessary and sufficient conditions on the data for the existence of oscillatory solutions. It is known that in the case of real coefficients the oscillatory behavior of solutions does not depend on initial values, but we show that this is no longer true in the complex case: hence in practice it is possible to control oscillatory behavior by varying the initial conditions. Our Proofs are based on asymptotic analysis of the zeros of solutions, represented as linear combinations of exponential functions. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{remark}[theorem]{Remark} \newtheorem{definition}[theorem]{Definition} \newtheorem{example}[theorem]{Example} \allowdisplaybreaks \section{Introduction} A solution to a differential equation is said to be \emph{oscillatory} if it has an unbounded infinite sequence of zeros within some interval $(t_0,\infty)$, and \emph{nonoscillatory} otherwise. Since the choice of $t_0$ does not affect the determination of whether or not a solution is oscillatory, we suppress it in Definition~\ref{oscillatory} below. In the case where the equation has real coefficients, the theory of oscillatory solutions is well-developed \cite{b1,s1,e1}, and mostly based on Sturm's famous comparison theorems. However, the case in which the coefficients are complex has not been studied very much, both because there are not many immediate physical applications of such equations (except the Dirac equation) and because Sturm's comparison theorems no longer apply. In the complex coefficient case the oscillatory behavior of solutions depends not only on the roots of the characteristic equation but also on initial values. So, in applications it is possible to control the appearance of oscillatory behavior by setting appropriate initial conditions. In this article we study which initial values lead to oscillatory solutions and which do not. The main result of the manuscript is the description of the initial values and the roots of characteristic equations that produce oscillatory solutions in the complex case. We think that the analysis of the complex case, even in the simplest situation where coefficients are constant, will give us a better understanding of real coefficients case as well. For example, appearance of oscillatory solutions is connected with a new algebraic condition (see \eqref{2.17}) which does not appear anywhere obvious in the study of the real case. Proofs are based on analysis of the zeros of the linear combinations of various exponential functions. Note that asymptotic behavior of zeros of the sums of exponential functions have been studied in the classical paper of Langer and others \cite{l1, b2, s2}. Some oscillation theorems for linear differential equations with complex variable coefficients are proved in \cite{h1,h2} by using the asymptotic theory. We are grateful to the referee for several helpful observations, including pointing out Lemma~\ref{langerlemma} to us. \section{Differential equations with complex constant coefficients} \subsection{Notation and a preliminary results} For $z \in \mathbb{C}$, write $\Re[z]$ and $\Im[z]$ for (respectively) the real and imaginary parts of $z$. \begin{definition}\label{oscillatory} \rm A solution to a differential equation is said to be \emph{oscillatory} if it possesses an infinite sequence of real zeros whose limit is $\infty$. \end{definition} Since this is a fact we will use frequently, we emphasize that Definition~\ref{oscillatory} requires that an oscillatory solution must possess real zeros of arbitrarily large magnitude. Given a particular oscillatory solution $u$, we denote by $\{ t_k : k \geq 1 \}$ an unbounded increasing sequence of its zeros, so $u(t_i) = 0$ and $t_i < t_j$ for all $1 \leq i < j$. For a given linear differential equation of order $n$, write $\lambda_1,\dots,\lambda_n$ for the roots of its characteristic polynomial, and write \[ x_i = \Re[\lambda_i], \quad y_i = \Im[\lambda_i], \quad \lambda_{ij} = \lambda_i - \lambda_j, \quad x_{ij} = \Re[\lambda_{ij}], \quad y_{ij} = \Im[\lambda_{ij}] \] for all $1 \leq i, j, \leq n$. We are going to use an important general result connected to the zeros of the solutions of linear ordinary differential equation with constant complex coefficients. \begin{lemma}\label{langerlemma} A linear $n$-th order ordinary differential equation with constant complex coefficients has a nontrivial solution with infinitely many zeros if and only if it has two distinct characteristic roots with equal real parts. \end{lemma} This result follows from standard facts about the asymptotic zero distribution of exponential sums (see \cite{l1,s2}). \subsection{Second order equations} \begin{theorem}\label{secondorderthm} A nontrivial solution of the initial-value problem \begin{equation}\label{2.1} \begin{gathered} u''(t)+au'(t)+bu(t)=0,\\ u(0)=d_0,\quad u'(0)=d_1,\quad d_0, d_1 \in \mathbb{R},\quad a,b \in \mathbb{C} \end{gathered} \end{equation} is oscillatory on $(0,\infty)$ if and only if either \begin{equation}\label{2.2} x_{12}=0 ,\quad d_0\Im[\lambda_1+\lambda_2]=0, \end{equation} or the discriminant \begin{equation}\label{2.3} D_2=a^2-4b = \lambda_{12}^2 \end{equation} is real and negative and \begin{equation}\label{2.4} d_0\Im[a]=0. \end{equation} \end{theorem} If the coefficients $a$ and $b$ are real, then \eqref{2.4} is automatically satisfied and the oscillatory behavior of the solutions does not depend on the initial conditions. However, the following example shows that this is not true for general complex coefficients. \begin{example} \rm The solution of \begin{equation}\label{2.5} u''(t)+(1+2i)u'(t)+iu(t)=0,\quad u(0)=0 ,\quad u'(0)=1 \end{equation} is oscillatory but the solution of \begin{equation}\label{2.6} u''(t)+(1+2i)u'(t)+iu(t)=0,\quad u(0)=1 ,\quad u'(0)=0 \end{equation} is nonoscillatory. Specifically, \[ u_1(t)=\frac{2}{\sqrt3}e^{-\frac{t}{2}-it}\sin(t\frac{\sqrt3}{2}) \] is the oscillatory solution of \eqref{2.5} and \[ u_2(t)=\frac1{\sqrt3}e^{-\frac{t}{2}-it} \Big(\sqrt3\cos(t\frac{\sqrt3}{2})+(2i+1)\sin(t\frac{\sqrt3}{2}) \Big) \] is the nonoscillatory solution of \eqref{2.6}. \end{example} \subsection{Third order equations} Now we consider the initial-value problem \begin{equation}\label{2.7} \begin{gathered} u'''(t)+3I_1u'(t)+2I_2u(t)=0, \\ u(0)=d_0, \quad u'(0)=d_1, \quad u''(0)=d_2, \end{gathered} \end{equation} where $d_0,d_1,d_2 \in \mathbb{R}$, and $I_1,I_2\in \mathbb{C}$. Since the characteristic polynomial associated to \eqref{2.7} is reduced, it will always be the case that \begin{equation}\label{2.8} \sum_{i=1}^n \lambda_i = 0 . \end{equation} Write \begin{equation}\label{2.9} D_3=-I_1^3-I_2^2=\lambda_{12}^2\lambda_{13}^2 \lambda_{23}^2 \end{equation} for the associated discriminant, and order the roots $\lambda_1,\lambda_2,\lambda_3$ in some way so that \begin{equation}\label{2.10} x_1 \leq x_2 \leq x_3 \end{equation} \begin{theorem}\label{mainthirdorderthm} A nontrivial solution to \eqref{2.7} is oscillatory on $(0,\infty)$ if and only if one of the following conditions is satisfied: \begin{equation}\label{2.11} x_1 = x_2 < 0 < x_3, \quad d_1=d_0x_1,\quad d_2=(x_1^2-y_1^2)d_0,\quad \lambda_2=\overline{\lambda}_1, \end{equation} or \begin{equation}\label{2.12} x_1 < x_2 = x_3, \quad |\lambda_{13}k_2|=|\lambda_{12}k_3|, \end{equation} or \[ x_1 = x_2 = x_3 = 0, \] there exists a sequence of distinct natural numbers $\{m_k\}_{k=1}^{\infty}$ such that \begin{equation}\label{2.13} \frac{y_{13}}{y_{23}}\in \mathbb{Q} ,\quad \frac{y_{13}}{y_{23}} (m_k+\varphi\mp\varphi_0) -\psi\pm\psi_0\in Z, \end{equation} and \begin{equation}\label{2.14} |k_3y_{12}|+|k_2y_{13}|\ge |k_1y_{23}|,\quad - |k_1y_{23}|\le|k_3y_{12}|-|k_2y_{13}| \le |k_1y_{23}|, \end{equation} where \begin{gather*} k_1=d_2-d_1(\lambda_2+\lambda_3) +d_0\lambda_2 \lambda_3,\quad k_2=d_2-d_1(\lambda_1+\lambda_3) +d_0\lambda_1 \lambda_3, \\ k_3=d_2-d_1(\lambda_1+\lambda_2) +d_0\lambda_1 \lambda_2, \\ \varphi=\frac1{2\pi}\cos^{-1} \Big(\pm\frac{|k_1y_{23}|^2-|k_3y_{12}|^2-|k_2y_{13}|^2}{2|k_2k_3y_{12}y_{13}|}\Big),\\ \psi=\frac1{2\pi}\cos^{-1} \Big(\pm\frac{|k_2y_{13}|^2-|k_1y_{23}|^2-|k_3y_{12}|^2}{2|k_1k_3y_{12}y_{23}|}\Big), \end{gather*} \begin{equation}\label{2.15} \varphi_0=-\frac1{2\pi}\sin^{-1} \Big(\Im\big[\frac{k_3|k_2|}{k_2|k_3|}\big] \Big),\quad \psi_0=-\frac1{2\pi}\sin^{-1} \Big(\Im\big[\frac{k_3|k_1|}{k_1|k_3|}\big]\Big). \end{equation} \end{theorem} Note that condition \eqref{2.14} describes the region of initial data that produce the oscillatory solutions. Condition \eqref{2.13} is similar to the condition that the roots $\lambda_j$ are \emph{commensurable} (see \cite{l1}), that is $\lambda_j=\alpha p_j$, for some $\alpha\in \mathbb{C}, p_j\in \mathbb{Z}$. For special initial values the conditions of Theorem~\ref{mainthirdorderthm} may be simplified. \begin{theorem}\label{thirdorder01} A nontrivial solution to \eqref{2.7} with $d_0=d_1=0$ is oscillatory if and only if one of the following conditions is satisfied: \begin{equation}\label{2.16} \lambda_1=x_1<0 0, \end{equation} \begin{equation}\label{2.19} \Re[I_2]=\Im[D_3]=0,\quad \Re[D_3]<0, \quad \frac{\sqrt3\Im\big[\big(-I_2+\sqrt{I_1^3+I_2^2} \big)^{1/3}\big]} {\Re\big[\big(-I_2+\sqrt{I_1^3+I_2^2} \big)^{1/3}\big]} \in \mathbb{Q}. \end{equation} \end{theorem} \begin{example} \rm The solutions to \begin{equation}\label{2.20} u'''(t)+2I_2u(t)=0,\quad u(0)=u'(0)=0,\quad u''(0)=1,\quad I_2\neq 0 \end{equation} are nonoscillatory since $I_1=0$ and the conditions $\Re[I_2]=0$, $ \Re[I_2^2]>0$ are never satisfied. \end{example} \begin{example} \rm The solutions to \begin{equation}\label{2.21} u'''(t)+3(a+ib)u'(t)=0,\quad u(0)=u'(0)=0,\quad u''(0)=1 \end{equation} are oscillatory if \begin{equation}\label{2.22} \begin{gathered} \Im[I_1^3+I_2^2]=3a^2b-b^3=0,\quad \Re[I_1^3+I_2^2]=a^3-3ab^2>0, \\ \frac{\sqrt3 b}{a} \in \mathbb{Q}. \end{gathered} \end{equation} These conditions are satisfied if, for example, $b=0$, $I_1=a>0$ or \[ a=\sqrt3,\quad b=3,\quad I_1=\sqrt3+3i. \] \end{example} \begin{theorem}\label{thirdorder02} A nontrivial solution to \eqref{2.7} with $d_0=d_2=0$ is oscillatory if and only if one of the following conditions is satisfied \begin{equation}\label{2.23} \lambda_1=x_1<00$ then the left-hand side of \eqref{3.3} becomes unboundedly large as $t \to \infty$, so this is impossible in view of \eqref{3.4}. On the other hand, if $x_{12} < 0$ then the left-hand side of \eqref{3.3} approaches $0$ as $t \to \infty$ and this is impossible as well. Consequently $x_{12}=0$. Solving \eqref{3.3} for $t$, we obtain \[ t=\frac{\ln\frac{d_1-d_0\lambda_1}{d_1-d_0\lambda_2}}{\lambda_{12}}= \frac{\ln |\frac{d_1-d_0\lambda_1}{d_1-d_0\lambda_2}| +i\operatorname{arg}\big(\frac{d_1-d_0\lambda_1}{d_1-d_0\lambda_2}\big)}{i y_{12}} \] In order for \eqref{3.2} to be oscillatory, we need an infinite number of these t to lie in $\mathbb{R}$, which happens if and only if \begin{equation}\label{3.5} x_{12}=0 ,\quad |d_1-d_0\lambda_1|=|d_1-d_0\lambda_2|. \end{equation} So we have the following infinite sequence of zeros: \[ t_k=\frac{2ki \pi}{\lambda_{12}} =\frac{2k\pi}{\Im[\lambda_{12}]},\quad k \in \mathbb{Z}. \] Simplifying \eqref{3.5} we have \[ x_{12}=0 ,\quad d_0^2(y_1^2-y_2^2)=0. \] and hence (since $y_{12}=x_{12}=0$ would imply $D_2 = 0$, which is not the case) \begin{equation}\label{3.6} x_{12}=0 ,\quad d_0(y_1 + y_2)=0. \end{equation} Theorem \ref{secondorderthm} will now follow from the next two lemmas. \end{proof} \begin{lemma}\label{L3.1} \[ \Re\left[\sqrt{m+in}\right]=0,\quad m,n\in \mathbb{R} \] if and only if \[ n=0,\quad m\le 0. \] \end{lemma} \begin{proof} From the well known formula \begin{equation}\label{3.7} \sqrt{2(m+in)}=\sqrt{\sqrt{m^2+n^2} +m}+i\operatorname{sign}(n)\sqrt{\sqrt{m^2+n^2}-m} \end{equation} we obtain \[ \Re\left[\sqrt{m+in}\right]=\frac1{\sqrt 2} \sqrt{\sqrt{m^2+n^2} +m} \] which equals $0$ if and only if $n=0$, $m\le 0$. \end{proof} \begin{lemma} $\Re[\lambda_{12}]=0$ if and only if \begin{equation}\label{3.8} \Im[D_2]=0,\quad D_2=a^2-4b\le 0. \end{equation} \end{lemma} \begin{proof} As they are the roots of $\lambda^2+a\lambda +b=0$, $\lambda_1$ and $\lambda_2$ are given by the quadratic formula \[ \lambda_1,\lambda_2=\frac{-a\pm\sqrt{m+i n}}2,\quad \lambda_{12}=\sqrt{m+in},\quad m=\Re[D_2],\quad n=\Im[D_2]. \] Applying Lemma~\ref{L3.1} we obtain \[ x_{12}= \Re\big[\sqrt{m+in}\big]=0 \] if and only if $n=\Im[D_2]=0, \quad m=\Re[D_2]\le 0$. \end{proof} \begin{proof}[Proof of Theorem \ref{mainthirdorderthm}] First consider the case $D_3=0$. There are two possibilities: $ I_1=0$ and $I_1\neq 0.$ Since in the case \begin{equation}\label{3.9} D_3=-I_1^3-I_2^2=0,\quad I_1= 0 \end{equation} the equation $u'''(t)=0$ has nonoscillatory nontrivial solutions $u=C_1+C_2t+C_3t^2$, it is sufficient to consider the case \begin{equation}\label{3.10} D_3=\lambda_{12}^2\lambda_{13}^2 \lambda_{23}^2=0, \quad I_1\neq 0. \end{equation} In this case there is one repeated root -- for convenience, we assume $\lambda_2 = \lambda_3$. (In principle this involves a loss of generality as the $\lambda_i$ are ordered, but we will not use the ordering in what follows.) So $\lambda_2=\lambda_3\neq 0$, $ 3I_1=\lambda_2(2\lambda_1+\lambda_2)\neq 0$, and the solutions of $ u'''(t)+3I_1u'(t)+2I_2u(t)=0 $ are given by $$ u(t)=C_1e^{t\lambda_1}+C_2e^{t\lambda_2}+C_3te^{t\lambda_2}. $$ From the initial conditions \[ C_1+C_2=d_0,\quad C_1\lambda_1+C_2\lambda_2+C_3=d_1,\quad C_1\lambda_1^2+C_2\lambda_2^2+ 2C_3\lambda_2=d_2, \] we obtain \begin{gather*} C_1=\frac{d_2+d_0\lambda_2^2-2d_1\lambda_2}{\lambda_{12}^2}, \quad C_2=\frac{d_0\lambda_1^2+2d_1\lambda_2 -d_2-2d_0\lambda_1\lambda_2}{\lambda_{12}^2},\\ C_3=-\frac{k_3}{\lambda_{12}},\quad k_3=d_2-d_1(\lambda_1+\lambda_2) +d_0\lambda_1\lambda_2, \end{gather*} and hence the solution is \begin{equation}\label{3.11} u(t)= \frac{(d_2+d_0\lambda_2^2-2d_1\lambda_2) e^{t\lambda_1}+ (d_0\lambda_1(\lambda_1-2\lambda_2) +2d_1\lambda_2-d_2) e^{t\lambda_2}}{\lambda_{12}^2}- \frac{k_3te^{t\lambda_2}}{\lambda_{12}}. \end{equation} The zeros of \eqref{3.11} satisfy \[ \frac{(d_2-2d_1\lambda_2+d_0\lambda_2^2)}{t\lambda_{12}^2}e^{t\lambda_{12}} +\frac{d_0\lambda_1(\lambda_1-2\lambda_2) +2d_1\lambda_2-d_2}{t\lambda_{12}^2}=\frac{k_3}{\lambda_{12}}; \] that is, \begin{equation}\label{3.12} \frac{d_2-2d_1\lambda_2+d_0\lambda_2^2}{t\lambda_{12}} e^{t\lambda_{12}} =k_3+\frac{d_2-2d_1\lambda_2-d_0\lambda_1(\lambda_1-2\lambda_2)}{t\lambda_{12}} \end{equation} From Lemma~\ref{langerlemma} it follows that if \eqref{2.7} is oscillatory then the distinct roots $\lambda_1,\lambda_2$ have equal real parts, that is $x_{12}=0$. On the other hand, if $x_{12}= 0$ then the left-hand side of \eqref{3.12} approaches $0$ as $t \to \infty$, so for \eqref{3.11} to be oscillatory we must have $k_3=d_2-d_1(\lambda_1+\lambda_2) +d_0\lambda_1\lambda_2=0$. Further from \eqref{3.12} \[ e^{t\lambda_{12}}= \frac{d_2-2d_1\lambda_2-d_0\lambda_1(\lambda_1-2\lambda_2)} {d_2-2d_1\lambda_2 +d_0\lambda_2^2}= \frac{d_1\lambda_{12}-d_0\lambda_1 \lambda_{12}}{d_1\lambda_{12} -d_0\lambda_2\lambda_{12}}= \frac{d_1-d_0\lambda_1}{d_1-d_0\lambda_2} \] which is impossible as $t\to\infty$ unless $x_{12}=0$, that is $x_1=x_2=x_3=0.$ Since $d_0,d_1,d_2 \in \mathbb{R}$, from $k_3=0,\Im[k_3]=0$ we obtain \[ d_1(y_1]+y_2)= d_0x_1(y_1+y_2) \] and since $\lambda_1+\lambda_2+\lambda_3=0,\lambda_2=\lambda_3$, and $x_{12}=0$ it follows that $y_1+y_2\neq 0$. Then \[ d_1=d_0x_1,\quad |e^{t\lambda_{12}}|=|\frac{y_1}{y_2}|=1 \] yielding $y_1=\pm y_2$, which is a contradiction (since we know $y_1+y_2 \neq 0$ and $\lambda_{12}\neq 0$). So: there are no oscillatory solutions in the case $D_3=0,I_1\neq 0$ . In the case $D_3=\lambda_{12}^2\lambda_{13}^2 \lambda_{23}^2\neq 0$ ($\lambda_1$, $\lambda_2$, $\lambda_3$ are distinct) the solutions of \eqref{2.7} are given by $u(t)=C_1e^{t\lambda_1}+ C_2e^{t\lambda_2}+C_3e^{t\lambda_3}$, and in view of the initial conditions we have \begin{equation}\label{3.13} u(t)=\frac{k_1\lambda_{23} e^{t\lambda_1}-k_2\lambda_{13} e^{t\lambda_2}+k_3\lambda_{12} e^{t\lambda_3}}{\lambda_{12}\lambda_{13}\lambda_{23}} \end{equation} where, as in \eqref{2.15}, \begin{gather*} k_1=d_2-d_1(\lambda_2+\lambda_3) +d_0\lambda_2 \lambda_3,\quad k_2=d_2-d_1(\lambda_1+\lambda_3) +d_0\lambda_1 \lambda_3, \\ k_3=d_2-d_1(\lambda_1+\lambda_2) +d_0\lambda_1 \lambda_2 \end{gather*} The zeros of \eqref{3.13} satisfy \[ k_1\lambda_{23}e^{t\lambda_1} -k_2\lambda_{13}e^{t\lambda_2} +k_3\lambda_{12}e^{t\lambda_3}=0; \] that is, \begin{equation}\label{3.14} k_1\lambda_{23}e^{t\lambda_{13}} -k_2\lambda_{13}e^{t\lambda_{23}} +k_3\lambda_{12}=0. \end{equation} In view of assumption \eqref{2.10} it is sufficient to consider the following three cases: \begin{gather}\label{3.15} x_1 \leq x_2