24 Dela y Differential Equations

is uniformly asymptotically stable.

Theorem 3.2. S uppose th a t R C C i s open, D i s st a ble, a nd f : R t R"
i s co m pletel y continuous. If r+(+)i s bounded, t h e n w( + ) is n o n e m p t y ,
co m p a ct, connected a nd in v a r i a nt. If H C C is connected a nd r + ( H ) i s
bounded, t h e s a m e conclusion i s t r ue f o r w ( H ) .
Clearly, Theorem 3.1 is a special case of Theorem 3.2.

2.4. Local Stability Theory

We consider first a linear autonomous NFDE(D, L ) ,

where D, L : C --t R" are continuous linear functionals on C. For example,

where p, a , b are constants and k ( 0 ) is continuous. We assume that D is

atomic at zero (see Definition 1.2). The ch a r a cte r istic equ a tion of (4.1) is

det A(X) = 0, A(X) = X D(e " I) - L(ex'I). (4.3)

For example, the characteristic equation of (4.2) is

Note that when Dxt = x ( t ) ,(4.1) becomes an RDDE, and (4.3) reduces to

det ( X I - L ( e x ' I ) ) = 0. (4.5)

We call the roots of (4.3) the eigen w a lues (or ch a r a cte r istic r oots) of (4.1).
In order to state local stability results, we need the following definition
on stabilities. We state the definition in terms NDDE(D, f ) , since it
includes RDDE(f) as a special case.
Suppose the NDDE(D, f ) is as defined in Definition 1.3:
d
dt
-D(t,.t) = f(t,xt).

In addition, we assume that f is completely continuous (a condition almost

always satisfied in population dynamics models or other real systems), f :
(a, oa)x 52 --t R", where R is an open set in C. However, for convenience,
2. B a sic T heo r y of Delay Di ff e r enti a l Equ a tions 25

we simply assume in the following that the domain of definition of f is

taken to be R x C. We say 4 E B (0,6) if 4 E C and 11411 5 6, where

SUP l4(%
11411 = -r<@<O

Definition 4.1. Suppose f ( t , O ) = 0, (d/dt)D(t,O)= 0 for all t E R.

(i) The solution z = 0 of Eq. (4.6) is said to be st a ble if, for any
u E R, E > 0, there is a 6 = 6 ( € , 0 ) such that 4 E B (0,6) implies
q ( u ,4) E B(O,E)for t 2 a. Otherwise, we say x = 0 is unst a ble.
(ii) The solution x = 0 of Eq. (4.6) is said to be a s y m ptotic a ll y st a ble
if it is stable and there is a bo = b( a ) > 0 such that q5 E B (0,bo) implies
z ( u , + ) ( t )-+ 0 as t -+ 00.
(iii) The solution x = 0 is said to be uni f o r m l y st a ble if the number
6 in the definition of stable is independent of u.
(iv) The solution x = 0 is said to be uni f o r m l y a s y m ptotic a ll y st a ble if
it is uniformly stable and there is a bo > 0 such that, for every q > 0, there
is a t o ( q ) such that 4 E B (0,bo) implies q ( u ,4) E B (0,q)for t 2 o + to(q),
for every u E R.
If ? (t) is a solution of Eq. (4.6), then % ( t )is said to be st a ble if the
solution y ( t ) = 0 of the equation

is stable. The other stabilities are defined similarly.

Theorem 4.1. In Eq. (4.1), let D 4 = +( O ) - J!r $ ( O ) d p ( B ) , lim,,o Jf8x
ldP(e>l = 0. I f
sup{ Re X : det A(X) = 0) < 0,
w he r e A(X) is de f ined b y (4.3), t h e n the z e r o solution of Eq. (4.1) is
u n i f o r m l y a s y m ptotic a ll y st a ble. If ReX > 0 for s o m e X s a tis f y ing
detA(X) = 0, t h e n Eq. (4.1) is unst a ble. M o r eo v e r , if detA(A) = 0
h a s a nonsi m ple pu r e r oot, t h e n Eq. (4.1) is a lso unst a ble.
Consider now the perturbed equation

where D , L are as in Eq. (4.1) and F ,G : C -+ Rn are continuously

differentiable, F ( 0 ) = G(0) = 0 , F 4(0) = G4(O) = 0.
Definition 4.2. Let G : C + Rn be continuous. We say G(4) is
independent of +( O ) if there is an E E [-r,O) such that G(4) depends
only on the values of +if?) for 0 E [ - r , ~ ] .
26 Dela y Differential Equations

We present in the following the local stability theorem with respect

to the first approximation. Note that when G ( q ) = 0, Dxt = x ( t ) , (4.7)
reduces to the retarded delay differential equation. The first part of the
following theorem is proved in Theorem 12.9.1 in Hale (1977), and the
proof of the second part of it can be obtained by adjusting the proof of
Theorem 12.11.1 in Hale (1977).
Theorem 4.2. Suppose D, L : C t R" are linear and continuo w and the
z ero solution of NFDE(D, L ) is uniforml y as y mptoticall y stable. If G(4)
is independent of 4(0),then the z ero solution of Eq. (4.7) is also uniforml y
as y mptoticall y stable. If Re/\ > 0 for some X satisf y ing detA(X) = 0 ,
w here A(X) is defined b y (4.3), then the z ero solution of Eq. (4.7) is
unstable.
In other words, local uniform asymptotical stability of a steady state
solution of a nonlinear autonomous equation follows from that of its
v ariation equation (or lineari z ed equation) a t that steady state. In order
to determine the stability of an autonomous linear equation, we need to
analyze its characteristic equation, which is the subject of Chapter 3.
Theorems 4.1 and 4.2 are also true when r = 00.

2.5. The Method of Liapunov Functionals

As can be seen from the next chapter, the analysis of characteris-
tic equations of linear autonomous delay differential equations is often a
formidable task even for equations with just two discrete delays or systems
with just one discrete delay! This is in contrast to ordinary differential
equations, where one has the powerful and efficient Routh-Hurwitz crite-
rion.
However, one can often bypass this difficulty by using the method
of Liapunov functionals to obtain sufficient conditions for stability and
instability of steady states of delay differential equations in a way similar
to the second method of Liapunov for ordinary differential equations. The
stability results obtained in this way are often global, in contrast to the
local stability results obtained from the analysis of characteristic equations.
In the following, we present the method of Liapunov functionals in the
context of a general RDDE(f),
q t ) = f(4I t ) , (5.1)
where f : R x C --t Rn is completely continuous and f ( t , O ) = 0. Let
V : R x C t R be continuous and x(u,4) be the solution of (5.1) through
(u,4). We denote
2. Basic Theory of Delay Diflerentiol Equations 27

Sometimes, V ( t ,4) is replaced by the notation q 5 . 1 i ( t ,4) to emphasize the

dependence on the equation.
The next theorem contains general stability results of the method of
Liapunov functionals. Since this theorem is very important, we present a
detailed proof.
Theorem 5.1. L et u(s),v(s),w(s) : R+ -+ R+ be continuous and
nondec r e a sing, u ( s ) > 0, v(s) > O f o r s > 0, and u ( 0 ) = v(0) = w(0) = 0.
The f ollo w ing st a te m ents are t r ue :
(i) If the r e is a V : R x C -+ R such th a t

414(0)l) I V ( 44) I~(llq5ll)?

V ( t ,4) I -4?wl),
then x = 0 is uni f o r m l y stable.
(ii) If, in a ddition to (i), lim,,+, u ( s ) = +m, then solutions of(5.1)
are uni f o r m l y bounded (th a t is, ~ O Ta n y a > 0, the r e as a p = p(a ) > 0
such th a t, f o r all u E R, q5 E C , 11q511 5 a , we h a v e 1x(u, $)(t)l5 p f o r all
t 2 u.)
(iii) I f , in a ddition to (i), w(s) > 0 f o r s > 0, then x = 0 is un z f o r m l y
a s y m ptotic a ll y st a ble.
Proof. (i) (Uniform stability). For any E > 0, there is a 6 = 6 ( ~ ) ,
0 < 6 < c, such that v(6) < u ( E ) .If q5 E B (O,6),~7E R, then

v ( t , q ( u ,4)) Io for all t 2 u.

Hence, V (t, x t(o,q5))I V (o,$)5 v(6) < u(t), which leads to

4lz(a, W)l)I V ( t ,4 0 , $1) < u(t),
or, equivalently,
I x (o,$)(t)l < E for all t 2 u.
(ii) (Uniform boundedness). Since u ( s ) -+ 00 as s + 00, we have for
any a > 0 that there is a /3 = P(a) such that

.(PI = .(a).
If 11$11 5a,then the proof of part (i) implies that u ( l x ( u , $ ) ( t ) l ) 5 u ( P )
for all t 2 u,and hence 1z(u,q5)(t)l 5 /3 for all t 2 u.
(iii) (Uniform asymptotical stability). Let c = 1, 60 = 6(1), where
6(.) as defined in (i). For any 0 < E < 1, we wish to show that there is a
to = to( S o,E) > 0 such that, for 11q511 < 60, ) ) x t ( u , < E for t 2 u to. +
Let 6 = S ( E ) ; then, for 11$11 5 6, ~ ~ x ~ ( uI ) ~t ~2 u,u E R. Suppose
, E$for
28 Dela y Differential Equations

+
that a solution x = x ( a ,q5), 11q511 < 60, satisfies 11xtll 2 6 for t E [ a ,a T I,
T > 2 r . Since each interval of length r contains an s such that Ix(s)I 2 6,
there is a sequence { t k } such that I Z ( t k ) l 2 6, where
T
a + (2 k - l ) r Itk Ia + 2kr, k 5 -.
2r
Since f is completely continuous, there is a positive constant L such that
+
I k (t)l < L for t E [a,a TI. Therefore, we have

and hence
v ( t , x t ) 5 -w(%), t E Ik.
Note that t k + l - t k 2 r ; therefore, we may assume that L > 6 / r . This
ensures that I k does not overlap. Hence,

Let Ii‘ = Ii‘(60, L ) be an integer satisfying

Then, if k > 1 + I < , we have

(-) 6 6 L v (60)
V ( t k ,x t , ) < v (60) - W 2 -
L -
6 w (6/2) -
- O7
+
which is impossible. This shows that if t o = 2 r ( K l ) , then, for 11q511 < So,
+
11xt(a,q5)II < 6 for t 2 a to, proving the uniform asymptotic stability. 0

We say V : R x C + R is a L i a puno w f unction a l for Eq. (5.1) if it

satisfies Theorem 5.1, statement (i).
The following theorem gives sufficient conditions for the instability of
the solution x = 0 of Eq. (5.1).
T heo r e m 5.2. S uppose V(q5)is a co m pletel y continuous sc a l a r f unction a l
o n C a nd the r e e x ists a y > 0 a nd a n open set U in C such th a t
(i) V(q5) > 0 o n U , V(q5) = 0 o n the bound a r y o f U ; 0 E
c1(U n B(O,7 ) ) ;
(4 V ( 4 >I u
.(lq5(0)l) o n n B(O,y);
2. Basic Theor y of Dela y Differential Equations 29

and where u ( s ) , w(s) are continuous, positive, and increasing for s > 0,
u ( 0 ) = w(0) = 0. Then z = 0 i s unstable.
Proof. Let 4 E U f l B (0,y), 0 E R. Then V ( 4 ) > 0 (since U is open). By
(ii), I4(0)\ 2 u - ' ( V (+ )),and (ii) together with (iii) imply that zt = z t( 0 , 4)
satisfies

Thus,

Hence,
+
V ( x t ) 2 V ( 4 ) ~ (-ta) + +m, as t -+ +a.
Therefore, for large t , zt must reach the boundary of U n B(0,y). In fact,
V ( q ) > 0 for t 2 a implies that zt cannot reach the boundary of U ;
instead it must reach the boundary of B (O, r )in a finite time. 0
For autonomous ordinary differential equations, the Liapunov-LaSalle
theorem is a very effective tool in establishing sufficient conditions for the
(global) stability of steady states or general attractors. Such a theorem
also exists in the context of delay differential equations. Consider now

where f : C -+ Rn is completely continuous and solutions of (5.2) are

unique and continuously dependent on the initial data. We denote by
z(4) the solution of (5.2) through ( O , $ ) . For a continuous functional
V : C + R, we define

the derivative of V along a solution of (5.2). In order to state the

Liapunov-LaSalle type theorem for RDDE(f) (Eq. (5.2)), we need the
following definition.
30 Dela y Diflerential Equations

Definition 5.1. We say V : C + R is a L i a puno v f unction a l on a set G

in C for Eq. (5.2) if it is continuous on C1G (the closure of G ) and V 2 0
on G. We also define
E = { 4 E C1G : $5.21(4) = O},
M = the largest set in E which is invariant with respect to
Eq. (5.2).
The following result is the Liapunov-LaSalle type theorem for Eq.
(5.2).
Theorem 5.3. If V i s a L i a puno v f unction a l o n G and xt($) i s a bounded
solution of (5.2) th a t st a y s in G, then w ( 4 ) c M ; th a t is, zt(4) + M as
t + +oo.
Proof. Assume that xt(q5) E G, t 2 0, and bounded. Then, { x t ( d ) : t 2 0)
is a subset of a compact set in C (since f is completely continuous implies
that i ( t ) is bounded) and therefore has a nonempty w-limit set ~ ( 4 ) Since .
V is a Liapunov functional, V ( x t ( 4 ) )is nonincreasing and bounded from
below, and thus it must approach a limit V, as t + +oo. Since V is
continuous on ClG, we must have V ( $ ) = V, for every $ E ~ ( 4 ) Hence, .
V ( $ ) = 0 and w ( 4 ) c E . Since w ( 4 ) is also invariant, we must have
w ( 4 ) c M . This completes the proof. 0
Cor ol l a r y 5.1. If V is a L i a puno v f unction a l o n Ul = { 4 E C : V ( $ )<
I } f o r Eq. (5.2) and there i s a const a nt Ii'= Ii'(I) such th a t 4 in Ui i m plies
th a t I+(O)l < Ii', then, f o r 4 E 171,
w(4) C M .
Proof. For 4 E Ul, we have V 5 0; hence, x i ( $ ) E U1 for all t 2 0.
Therefore, I x (4)(t)l 2 1' for t 2 0, which is equivalent to saying that zt(4)
is bounded. The corollary now follows Theorem 5.3. 0
Corollary 5.2. A ssu m e th a t a ( . ) a nd b(.) are nonneg a ti v e continuous,
a ( 0 ) = b(0) = 0, lim,,+,a(s) = +oo, a nd th a t V : C + R is continuous
a nd s a tis f ies

T h e n the solution x = 0 of Eq. (5.2) is uni f o r m l y stable, a nd e v e r y

solution is bounded. If in a ddition, b(s) > 0 f o r s > 0, then x = 0
is globally a s y m ptotic a ll y stable; th a t is, e v e r y solution of Eq. (5.2)
a pp r o a ches x = 0 as t + +oo.
Proof. The stability follows Theorem 5.3 since (5.2) is autonomous. That
the solutions are bounded follows from
2. Basic Theor y of Dela y Differential Equations 31

and the fact that lim,,+, u ( s ) = +00.

If, in addition, b ( s ) > 0 for s > 0, then the conditions of Corollary 5.1
are satisfied for all 1 > 0. Clearly, E = { 4 : 4(0) = 0). If $ E M , then
q($)E M c El which implies that 0 = q ( $ ) ( O ) = x ($)(t), t E R; in
particular, 0 = x ( t ) = $ ( t ) for t E [-r,O]. Hence, M = {0}, proving the
corollary. 0
For NDDE(D, f ) satisfying f ( t , 0) = 0 , ( d / d t ) D ( t ,0 ) = 0 for all t E R,
Theorem 5.1 takes the following form:
Theorem 5.4. S uppose D i s st a ble, u(s),v(s),w(s): R+ 4 R+ a r e
continuous a nd nondec r e a sing, u(s),v(s) > 0 f o r s > 0, u ( 0 ) = v(0) =
w(0) = 0. T h e f ollo w ing st a te m ents a r e t r ue :
(i) If the r e is a V : R x C + R s u c h th a t

t h e n x = 0 of NDDE(D, f ) is uni f o r m l y st a ble.

(ii) I f , in a ddition t o (i), lim,,+, u ( s ) = $ 0 0 , t h e n solutions o f the
NDDE(D,f) a r e uni f o r m l y bounded.
(iii) I f , in a ddition t o (i), w(s) > 0 f o r s > 0, t h e n t h e solution x = 0
o f the NDDE(D, f ) is uni f o r m l y a s y m ptotic a ll y st a ble.
We omit the proof here, since it is similar t.0 that of Theorem 5.1. Note
that V ( t ,4) 5 -w(lD+1) can be replaced by V ( t ,4) I -w(Iq5(0)[).
Definition 5.1 applies verbatim to NDDE(D,f). Theorem 5.3 and
Corollary 5.1 can be extended as follows:
Theorem 5.5. If D is st a ble, V is a L i a puno v f unction a l o n G, G C C ,
f o r the a u t o n o m o u s NDDE(D, f), a nd xi($), t 2 0 , st a y s in G, a nd eithe r
xi($) or Dxt(4) i s bounded f o r t 2 0, t h e n xi($) M a s t -+ +00. I f

a nd the r e i s a const a nt I- = K (1) s u c h th a t 4 in Ui i m plies eithe r

I$(O)l < I - or ID+[< I-, then, f o r 4 E Ui, q ( 4 ) + M a s t + +00.
We again omit its proof since it is very similar to that of Theorem 5.3
and Corollary 5.1.
In the following, we illustrate the preceding results by several examples.
The following simple observation is frequently used in the construction of
Liapunov functionals.
Lemma 5.1. L et u ( t ) , b ( t ) be di f le r enti a ble, a nd let p ( 0 ) be a f u n c t i o n
32 Dela y Differential Equations

with bounded tot a l variation such that p ( 0 ) - p(- r ) = 1. Then

ddt lo
-r
z ( t + e ) dB = z ( t ) - z ( t - r ) , (5.3)

Proof. We know that, for a constant a,

and

whence the first part of (5.3). Note that

whence the second part of (5.3). Clearly,

J-, z ( t + e ) d p ( e ) .
0
= z ( t )-

0
Example 5.1. Consider the scalar equation

i ( t ) = - a (t) z (t) - b(t) z (t- ? -(t)), (5.5)

where a ( t ) , b ( t ) , and r ( t ) are bounded continuous functions, a ( t ) > 0,
r ( t ) > 0, + (t)< 1.
If b(t) = 0, then (5.5) becomes an ordinary differential equation; a
trivial Liapunov function is V l ( z ( t ) )= z 2 ( t ) / 2 ,or equivalently, if viewed
2. Basic Theor y of Dela y Differential Equations 33

as a functional, then V l ( + )= b 2 ( 0 ) / 2 .Its derivative along the solution of

(5.5) is
vl(.(t)) = z (t) [ - a (t) z (t)- b ( t ) z ( t - r(t))l
= - u (t) z 2 (t) - b(t) z (t) z (t- r ( t ) ) .
We cannot determine the sign of V l , since we do not know the ratio of
z ( t ) / z ( t - r ( t ) ) . In order to find a Liapunov functional V , we want to
generate a term like - z 2(t - r ( t ) )in the V(5.5).For this purpose, we make
use of Lemma 5.1. We try

or, equivalently,
1 0
v ( z t)= ~ ( t ,=~- z 2~( t )> + a J
2 -r(t)
z2(t + e ) de.
We have
V ( z t ) = -( a - a) z 2 ( t -
) b(t) z (t) z (t- r ( t ) )
- r(t)),
- a(l - + (t)) z Z (t

since Jzr(t)z 2(t+ 0 ) dB = J:-r(t) z2(6)dB and (5.3). Clearly, if

b y t ) < 4 ( a ( t ) - a)(1 - +@))a, (5.6)

then V ( z t ) < 0. Let r ( t ) 5 T , where r is a positive constant; u ( s ) = s 2 / 2 ;
+
v ( s ) = ((1/2) a r ) s 2 . Then,

.(l+(O)l) L V ( t > +L) 4"4l)*

If a > 0 satisfies (5.6), then there may be a positive constant 6 > 0 such
that
V ( q )5 - € 2 2 ( t ) .
Thus, we may take w(s) = a2. By Theorem 5.1, we know z = 0 is
uniformly asymptotically stable. Indeed, since (5.5) is linear, we see that
all solutions of (5.5)tend to z = 0 if (5.6)is true for some positive constant
a.
When a , b and r are constants, (5.6)reduces to
b2 < 4( u - a)a 5 a 2 ,
which implies that if Ib[ < a , then z = 0 is globally asymptotically stable;
i.e., limt,+,zt($) = 0 for q5 E C. Note that the length of delay r is not
restricted.
34 Dela y Differential Equations

Example 5.2. As an example for the instability result Theorem 5.2, we

consider
+
i ( t ) = a(t)2!3(t) 6 ( t ) z 3 ( t - r ) , (5.7)
where a ( t ) and b(t) are continuous and bounded with a ( t ) 2 S > 0,
Ib(t)l < q6, 0 < q < 1, and r , 6,q are constants. In order to find a functional
V satisfying Theorem 5.2, we try first &( z ) = z4/4; we have
P l( z (t))= a ( t ) z 6 ( t )+ b ( t ) z 3 ( t ) z 3 ( t - r ). (5.8)
We select &( z ) = x4/4, because z 3(t- r ) appears in (5.7) and we intend
to make V a quadratic function of z 3 ( t )and z 3(t- r ) . Clearly, we need
a term like z 6(t - r ) to complete the square of the quadratic function V l .
This suggests that we try (see Lemma 5.1)

V(4) = W4(0)) + -r 46(q d8 (5-9)

or, equivalently, V ( z 1)= z4(t)/4 + a J f rz 6 (t + 8) do. We have

Q(4) = V(5.7)(4) = b(t)
- + (.146(o) + b(t)+3(o)43(-.) - a&-.). (5.10)
Equation (5.10) is a positive definite quadratic form of 43(0), and 43(-r)
if we choose a = -6/2. With a = -S/2, we have V ( 4 )5 $4(0)/4, which
implies that it is completely continuous. Denote

then U is an open subset of C satisfying (i), (ii), and (iii); therefore, z = 0

is unstable by Theorem 5.2.
If a ( t ) 5 -S < 0, Ib(t)l < q6, we can choose

to show that z = 0 is (globally) uniformly asymptotically stable.

Example 5.3. We consider the general scalar Lotka-Volterra equation
with distributed delays

where p,( O ), i = 1,2 are nondecreasing and

J-,
0
d P i ( e ) = pi(o + ) - = 1, i = 1,2; (5.12)
2. Basic Theory of Delay Diflerenlial Equaiions 35

y, a , b, c, and r are nonnegative constants. We have the following:

Theorem 5.6. Equation (5.1 1) is globally as y mptoticall y stable for all
+
pi(e), i = 1,2, and for all initial conditions satisfying + (d) > 0, q5 E C,
if
b + c 5 a, b - c < U.
) y/(u + c - b ) .
That i s, lim++m z ( + ) ( t =
Remark 5.1. Equation (5.11) has the following discrete delay equation
as a special case:

(5.13)

which was studied by Lenhart and Travis (1986). Their main theorem
states that (5.13) is globally asymptotically stable for initial conditions qi
satisfying +( O ) 2 0 and for all rj 2 0 if and only if

cn

i=l
lbil 5 --a and cn

i=l
bi < --a.

However, the proof of “only if” part is not correct. They made use of
the false statement that “global stability of the nonlinear equation (5.13)
implies the asymptotic stability of its linearized equation”; since their
result in Lenhart and Travis (1985) applies only to asymptotic stability.
Therefore, Theorem 5.6 generalizes the main result of Lenhart and Travis
(1986).
Proof of Theorem 5.6. Since b - c < a , Eq. (5.11) has a unique positive
steady state ~t = I*,where

I* = y /( a + c - b)
refers to the constant as well as the constant function in C. Since the
equation is of Lotka-Volterra type, we can show that z ( + )(t)> 0 for t 2 0,
as long as qi(0) > 0, E C. We define

+ 2 1-; (1‘ ( x ( s )- x*)2d s) dp2(8).

t+e
(5.14)
36 Dela y Differential Equations

We have

qs.ll)(~t
- z*)= - a ( x (t > - x*12 + b ( x ( t )- x*) J ( z ( t + e ) -
0
dpl(e)
-r
2*)

- c ( x ( t )- x*)J ( x ( t + e) - z *) d p 2( e ) + 5 ( x ( t )- x * ) 2
0 b
-r

( x : (t+ e ) - . * ) 2 d p l ( e )
-iJo + ;(.(t) - ,*)2
2 -r

J
0
-C (x(t+ e) - x*)2d p2(e)
2 -r
5 -( a - b - c)(z(t)- x * ) ~
b 2
J + e ) - x*)d p l ( e ) ]
0
- -2[ ( x ( t ) - x*) - - T (+

+ J (x(t+ e) - dp2(e)] ,
C 0 2
- - [ ( x ( t )- I*) 2*)
2 -r
since, from the well-known Schwarz inequality (Hardy e t al., 1952, p. 132),
we have

[ J -,( x (t + 0)
0
- x*) d p i ( e ) ]
2
I J-r ( z ( t+ 0) - z * ) 2 d p i ( d ) J-ro d p i ( 6 )
0

+ e ) - z*12d p i ( 0 ) .
0
= J-,(x(t
Hence, V is a Liapunov functional on C. Let
G = {q5 : q5 E C, +(O) > 0).
If a - b - c > 0, then l&l)( x (t) - x*) 0 if and only if x ( t ) G x*; that
is, M = {x*} (recall that q5 E M if and only if V(q(q5)) = 0, t E R,
q5 E CIG).
+
Assume now that a = b c , but a > b - c. Then, i / ( s . l ) ( x t - x*) 0 if
0
z ( t )- 2* = / J x ( t + e ) - x*) clpl(e) (5.15)

and

x(t)- z* = - f p ( t + o) - x*) d p 2( e ). (5.16)

However, (5.15) and (5.16) and a = b + c imply that

q t ) = x ( t ) { b [ J o ( z ( t + e ) - x*) dpl(e)
-T
- ( x ( t )- .*)I
2. Basic Theor y of Delay Differential Equations 37

Hence, z ( t ) must be a constant 5 . However, (5.16) implies that

F - 2* = -(% - z*),
and hence z = z*. Therefore, we again have M = { z *} . The conclusion of
the theorem now follows from Theorem 5.3. 0
Example 5.4. For a simple example for Theorem 5.4, we consider the
neutral scalar autonomous linear equation

k ( t ) - c3(t - r ) = - a z ( t ) , (5.17)
where (cI < 1 and a > 0. For this equation, we have Di$ = d(0) - ci$(-r),
which is stable since 1. < 1. Since 3(t)now depends on i ( t - r ) , a function
of the form V(z(t)) will have its derivative q 5 . 1 7 ) involve both z ( t ) and
k ( t - r ) , which complicates the task of determining the sign of q 5 . 1 7 ) . To
get rid of 3(t - r ) , we try V l ( D z t ) = ( 0 ~ 1 =) (~ z ( t )- c z ( t - T ) ) ~ We
. have

v1(5.17) = 2 ( z ( t ) - c z (t - r ))(-- a z (t))

= -2u22(t) + 2aco(t)e(t - r ) .
Again, using Lemma 5.1, we arrive a t the following candidate:

(5.18)

We have
V(zt)= -2a22(t) + 2 a c z ( t ) z ( t - r ) + a c 2 2 ( t ) - ac222(t - r )
= - a ( z (t) - c z ( t - r ))2 - a(1 - C 2 ) 2 2 ( t ) .

It is easy to see that conditions of Theorem 5.4, part (iii) are satisfied
by V ( z t ) , and we conclude that the trivial solution is (globally) uniformly
asymptotically stable.
From the preceding examples, we see that finding a proper Liapunov
functional for a given equation (or system) involves some guessing, as we
have experienced in the ordinary differential case. The following are some
effective rules to follow.
(A) In the case of RDDE(f): (i) View first the equation as an ODE;
+
that is, set the delays to be zero, or replace z (t 0) by z ( t ) ; then, find
a Liapunov function for the resulting ODE. (ii) Next, view the Liapunov
function found in step (i) as a Liapunov functional, and find its derivative
along the solutions of the original equation RDDE(f); use Lemma 5.1 to