1. Introduction
The invariant manifold theory started with the work of Hadamard [
1] in 1901 when he constructed a manifold in the solution space of a differential equation with the property that if the trajectory of a solution starts in the manifold, it will remain in the manifold for all time
. This proved to be of great importance for analyzing complex systems as it reduces the relevant dimension significantly. Later, Perron [
2] and Lyapunov [
3] developed another method to construct the invariant manifolds for autonomous differential equations. In the 1970s, due to the fundamental works of Hirsch et al. [
4,
5], Sacker and Sell [
6], and Pesin [
7,
8], this theory became an important instrument for various fields like applied mathematics, biology, and engineering.
In the first method for constructing the invariant manifolds, Hadamard [
1] used the geometrical properties of differential equations. He constructed the manifold over the linearized stable and unstable subspaces. However, Lyapunov [
3] and Perron [
2] developed an analytical method to construct the invariant manifolds. They obtained the invariant manifolds, using the variation of constants formula of the differential equations. In his approach, Perron introduced (and assumed) the notion of (uniform) exponential dichotomy for the solution operators and proved the existence of Lipschitz stable invariant manifolds for the small nonlinear perturbation of autonomous differential equations. The smoothness of these invariant manifolds is proved by Pesin [
7]. In 1977, Pesin [
8] generalized the notion of uniform hyperbolicity to nonuniform hyperbolicity which allows the rate of expansion and contraction to depend on initial time. Later he proved the stable manifold theorem in the finite-dimensional settings for nonhyperbolic trajectories. Pugh and Shub [
9] proved a similar result for nonhyperbolic trajectories using the method developed by Hadamard. Ruelle [
10] extended the result by Pesin to the Hilbert space settings in 1982.
The exponential dichotomy played an essential role in the development of invariant manifold theory for autonomous differential equations. Barreira and Valls extended the notion of exponential dichotomy for nonautonomous differential equations and called it nonuniform exponential dichotomy. With the assumption of nonuniform exponential dichotomy, they constructed the Lipschitz invariant manifold [
11] and smooth invariant manifold [
12] for nonautonomous differential equations. They also obtained the essential conditions for the existence of the nonuniform exponential dichotomy. The book [
13] contains all the early works of Barreira and Valls.
Barreira and Valls observed that the solution operators corresponding to a class of nonautonomous differential equations show dichotomic behavior and also they have growth or decay rates of
, for some function
. They named this notion as
-nonuniform exponential dichotomy. They showed in article [
14] that the class of differential equations for which all the Lyapunov’s exponents are infinite, satisfies
-nonuniform exponential dichotomy for
. Subsequently they proved the stable manifold theorem for ordinary differential equations assuming
-nonuniform exponential dichotomy in [
15]. In the article [
16], Pan proved the existence of Lipschitz stable invariant manifold for impulsive nonautonomous differential equations with the assumption of
-nonuniform exponential dichotomy.
In this article, we consider a differential equation with the infinite delay given by,
in a Banach space
X. We assume that the solution operator associated with the corresponding linear delay differential equation
satisfies
-nonuniform exponential dichotomy and the nonlinear perturbation
is sufficiently small and smooth. With these assumptions, we prove the existence of a
stable invariant manifold for the delay differential Equation (
1) following the approach of Perron and Lyapunov. We also showed the dependence of invariant manifolds on perturbations.
Barreira and Valls used the
-nonuniform exponential dichotomy for the nonautonomous differential equations in [
17] to construct the Lipschitz stable invariant manifold and in [
18] to construct the smooth invariant manifold. Pan considered the impulsive differential equation in [
16], to construct the Lipschitz stable invariant manifold assuming
-nonuniform exponential dichotomy. In the article [
19], we considered the case of delay differential equations with nonuniform exponential dichotomy and constructed a Lipschitz invariant manifold. However, in this article, we are assuming a more general
-nonuniform exponential dichotomy for differential equation with infinite delay and we are constructing a
stable invariant manifold. In the later part of the article, we also show that a small change in perturbation gives rise to a small variation in the manifold.
The paper is arranged in the following manner. Our setup and some preliminary results are given in
Section 2. In the next section, we provide a few examples of differential equations satisfying the
-nonuniform exponential dichotomy.
Section 3 contains the proof of the existence of the
stable invariant manifold, and in
Section 4, we prove the dependency of the manifold on perturbation. In the end, we present a few more examples satisfying the assumptions of our main theorem.
2. Preliminaries
Let
be a Banach space. For any interval
, we denote
as a space of
X-valued continuous function on
J. For a function
and
, we define a function
by
for
. Furthermore, let
be a space of continuous functions defined by
for
We define a norm on the phase space
,
Finally, we consider a linear delay differential equation in the Banach space
X,
for
. The linear operator
generates a strongly continuous compact semigroup
and
is a bounded linear operator. Let the evolution operator corresponding to the above differential equation is denoted by
and for
,
is given by
One can easily see that the evolution operator defines a strongly continuous semigroup and for every
, it satisfies the semigroup property given by:
Here,
I is an identity operator on
. For a continuous function
, we consider the perturbed system of delay differential equation:
Let the solution of the above delay differential equation is denoted by
. Now, we give a representation of
depending on the evolution operator
. Let us introduce a function
given by
where
n is any positive integer and
is the identity operator on
X. It is easy to verify that for
,
The next result by Hino and Naito [
20] establishes the variation of constants formula for the delay differential Equation (
4) in the phase space
.
Proposition 1. Let be given. Then the segment of solution of non-homogeneous functional differential Equation (4) satisfies the following relation in : Definition 1. [ρ-nonuniform exponential dichotomy] Let be an increasing function with as . We say that the linear Equation (2) admits a ρ-nonuniform exponential dichotomy if for every , there exist projection maps , constants and such that : - (i)
- (ii)
is invertible, where is the complementary projection ;
- (iii)
Now, for each
, we define
We call and stable and unstable subspace respectively. Let us take examples of some differential equations which satisfy -nonuniform exponential dichotomy.
Remark 1. Here we are presenting a few examples of differential equations that satisfy the ρ-nonuniform exponential dichotomy. In the first example, we consider a case where differential equation satisfies ρ-nonuniform exponential dichotomy for .
Example 1. for .
Let be the solution operator of the above problem, then Note that and C is a constant. Hence, the differential equation satisfies ρ-nonuniform exponential dichotomy with .
In the next example, we consider a system of two differential equations which satisfies -nonuniform exponential dichotomy with .
Example 2. for some .
The evolution operator for linear system above is given by Now, for the projection map , for . Hence, the linear system satisfies ρ-nonuniform exponential dichotomy with and where .
3. Stable Manifold Theorem
This section is dedicated to the construction of the
stable invariant manifold for the delay differential Equation (
1). Let
be the space of continuous functions
such that
- (i)
and for all ;
- (ii)
There exists a positive function
such that,
for
.
Proposition 1 ensures the existence of global solution
of the differential Equation (
1) with the above mentioned properties of perturbation
. We also assume that the solution operator
satisfies
-nonuniform exponential dichotomy. Therefore, Using the projection maps, we can project the global solution
with initial condition
and it satisfy
for
, here
and
are called stable solution and unstable solution respectively.
Since we want our manifold to be in the form of a graph of some function, therefore let us consider a space of functions consisting of such that for each ,
- 1.
.
- 2.
For every
and for
,
Using the result of [
22],
is a Banach space with the norm,
Given
, we consider the graph
Furthermore, for each
let
be the semiflow generated by the autonomous equation
Given
and
we have
where
and
are solutions on stable and unstable subspaces respectively given by Equations (
10) and (
11).
Here are our assumptions to obtain the
manifold for the Equation (
1).
- (H1)
- (H2)
with .
- (H3)
with .
In the following Theorem, we give the existence of a
stable invariant manifold for the perturbed Equation (
1).
Theorem 1. Assume that the linear Equation (2) satisfies ρ-nonuniform exponential dichotomy with and the perturbation in (1) satisfies (9) with , then there exists a function such that the set , defined by the Equation (14), is forward invariant under the semiflow , in the sense that for each . Furthermore, for every ; there exists such that Outline: We want our manifold to be invariant under the semiflow, this means that the trajectory of the solutions should remain in the manifold for all time
, provided it starts in the manifold. Since our choice of manifold is graph of some
function
, therefore, in the manifold, the solution
must take the form,
with
where
satisfy
Now, we are going to prove some lemmas which will be helpful in giving the existence of
smooth manifold. In our first lemma, we establish the existence of solution in the stable direction given by Equation (
17).
Lemma 1. Given there exists a unique function with and for each . The function also satisfies Equation (17) for every and for each the segment satisfies: Proof. Let be the space of all functions such that the following properties satisfies:
- (1)
, and
for every
and for each
with the norm,
- (2)
The function
satisfies
where
. It follows from result in [
22] that
is a complete metric space with norm in (
20). Given
and
, we define an operator
as
Note that
and
for every
. Now using Equations (
5), (
7), (
9), (
12) and (
20), we have
Hence,
. Now, let
, then again using Equations (
5), (
7), (
9), (
12) and (
20),
Furthermore we can write,
Since
, therefore
L is a contraction map in
which ensures a unique fixed point function
such that
Using Equation (
23), we have,
Hence, for every
,
□
Next, we give the alternate form for our manifold map.
Lemma 2. Given , let be the stable solution given by Lemma 1 for . Then, for Φ, the following properties holds,
- 1.
If and for every then for all , - 2.
If Equation (25) holds for all , then Equation (24) holds for all and .
Proof. Let us first show the validity of the integral in (
25) for each fixed
. Using
-nonuniform exponential dichotomy and Equations (
9), (
12), (
19), we have
Hence, for each fixed
, the integral in Equation (
25) is valid. Now if Equation (
24) holds for every
, then
Using Equations (
7), (
12) and (
19),
Note that
, and taking
proves our result. Additionally, note that the Equation (
25) is obtained by operating the invertible map
on the solution
, therefore there is no issue of convergence here.
Now assume Equation (
25) holds for all
. Note that
, therefore it follows from Equation (
25),
□
The next result shows the dependency of the stable solution on the history function .
Lemma 3. Let the stable solutions be obtained using Lemma 1 for and respectively. We have the following estimates for every : Proof. Using Lemma 1 and Equations (
7), (
9), (
19) in (
17),
Hence we get the desired result,
□
Lemma 4. Let the stable solutions be obtained using Lemma 1 for and respectively. We have the following estimates for every : Proof. Using Equations (
12) and (
13), we have
Now, using above estimate and Equations (
7), (
9) and (
19) in (
17),
Since
, therefore, for every
, we get our desired result:
□
The following result proves the existence of a
smooth map
satisfying Equation (
25).
Lemma 5. Let the assumptions , and hold. Then, there exists a unique function such that Equation (25) holds for each . Proof. Consider an operator
given by,
for each
, where
is the unique function given by Lemma 1 for
. Using the Equation (
19),
. For
and
, let
denote the stable solutions obtained using Lemma 1 for
and
respectively. Now, using Equations (
7), (
9), (
12) and (
26) and Lemma 3 we have,
Hence, . For ; and are the corresponding stable solutions, then,
Since , hence, J is a contraction map which gives the existence of a unique fixed function such that □
Now we give the proof of Theorem 1 using the lemmas proved in this section.
Proof. To prove Theorem 1 we need to find a function
satisfying Equations (
24) and (
25), also, the graph of
i.e.,
, should be invariant under the semiflow
given by Equation (
15). For each
, Lemma 5 gives the existence of
satisfying Equations (
24) and (
25). Furthermore, from Lemma 1 for each
there exists a unique function
satisfying Equation (
17). Note that
, therefore
Now for each
and
by Lemma 3, Lemma 4 and Equation (
15) we have,
This completes the proof of the theorem. □