8

Intro

On previous questions where I am trying to understand ODEs that have solutions that stop moving in finite time (example 1, example2), due other users answers (@md2perpe, @RollenS.D'Souza), I realized that maybe is not necessarily to start from a solution achieve rest at zero in finite time and integrate it in order to have something that stop moving at a place different from zero.

As example, let think in a 2nd order linear ODE with real-valued positive constant coefficients:

$$\begin{array}{c} y''+a y'+by+c = 0, \\ y[0]=y_0,\, y'[0]=y'_0 \end{array} \tag{Eq. 1}\label{Eq. 1}$$

I want to know if it is valid to define a solution for some finite extinction time $0<T<\infty$ where the solution $y(t)$ behaves like $y'[T]=0$ to redefine the ODE into something that stop moving there, like: $$\boxed{h(t) = y[T]-\left(y[T]-y(t)\right)\theta(T-t)}\quad \Rightarrow \quad h(0)\equiv y(0)\quad\wedge\quad h(T)\equiv y(T)\tag{Eq. 2}\label{Eq. 2}$$ which should be fulfilling the differential equation: $$\begin{array}{c} h''+ah'+bh+c-\left(bh[T]+c\right)\theta(t-T)=0,\\ h'[T]=y'[T]=0,\, h[0]=h_0=y_0,\,h'[0]=h'_0=y'_0 \end{array} \tag{Eq. 3}\label{Eq. 3}$$

where $\theta(t)$ is the Heaviside step function.

Main analysis

To visualize if this is working I tried the following example: $$y''+\frac12 y'+\frac{65}{16}y = 0,\quad y[0]=2,\, y'[0]=0 \tag{Eq. 4}\label{Eq. 4}$$ which leads to the solution: $$y(t) = \dfrac{e^{-\frac{t}{4}}}{4}\left(8\cos(2t)+\sin(2t)\right) \tag{Eq. 5}\label{Eq. 5}$$ This is an oscillatory solution, so analyzing its derivative $y'(t) = -\dfrac{65 e^{-\frac{t}{4}}}{16}\sin(2t)$ which have zeros associated the the local maxima at $n\pi$, and zeros associated the the local minima at $n\pi\pm\frac{\pi}{2}$, $n$ integer. For the following example I arbitrarily choose to have $T = 5\pi$, which leads to $h[T] = h[5\pi] = 2e^{-\frac{5\pi}{4}}$ so \eqref{Eq. 3} takes the form: $$\begin{array}{c} h''+\frac12 h'+\frac{65}{12} h-\frac{65}{8}e^{-\frac{5\pi}{4}}\theta(t-5\pi)=0,\\ h[0]=2,\,h'[0]=0\end{array} \tag{Eq. 6}\label{Eq. 6}$$ When I tried the differential equation in Wolfram-Alpha it do delivers the answer corresponding to \eqref{Eq. 2}:

$$h(t) = 2e^{-\frac{5\pi}{4}}-\left(2e^{-\frac{5\pi}{4}}-\dfrac{e^{-\frac{t}{4}}}{4}\left(8\cos(2t)+\sin(2t)\right)\right)\theta(5\pi-t)\tag{Eq. 7}\label{Eq. 7}$$ which can be seen is working as intended in Desmos.

Example plot

As you can see in the image, the solution to \eqref{Eq. 6} do behave as the oscillating decaying solution of \eqref{Eq. 5} but it stops moving at time $t=5\pi\approx 15.7$.

Question

How these kind of ODEs named? I want to know if these are valid ODEs, if their solutions are unique, why they work, where they have been applied, among others: Are they Filippov's?

PS: I already realized that the same analysis don't work for first order linear ODEs with real-valued constant coefficients since their solutions are non-oscillatory exponentials, which don't have a finite time were $y'[T]=0$ could happen.


How I get \eqref{Eq. 3} (just in case is needed) - Not mandatory reading

First I started by differentiating \eqref{Eq. 2}: $$\begin{array}{r c l} h'(t) & = & \underbrace{\require{cancel}\cancel{y[T]}}_{\text{constant term}}-\underbrace{\left(y[T]-y(t)\right)\delta(T-t)(-1)}_{\text{only nonzero when }t=T}-\left(\underbrace{\require{cancel}\cancel{y[T]}}_{\text{constant term}}-y'(t)\right)\theta(T-t) \\ & = & \require{cancel}\cancel{\underbrace{\left(y[T]-y[T]\right)}_{=\,0\,\text{at time }t=T}\delta(0)}+y'(t)\theta(T-t)\\ \Rightarrow h'(t) & = & y'(t)\theta(T-t) \quad \Rightarrow\quad h'(0)\equiv y'(0) \tag{Eq. 8}\label{Eq. 8} \end{array}$$ where $\delta(x)$ it is the Dirac Delta Function. Then, by differentiating again \eqref{Eq. 8}: $$\begin{array}{r c l} h''(t) & = & y''(t)\theta(T-t)+\underbrace{y'(t)\delta(T-t)(-1)}_{\text{only nonzero when }t=T}\\ & = & y''(t)\theta(T-t)-\require{cancel}\cancel{\underbrace{y'[T]}_{=\,0\,\text{by assumption}}\delta(0)}\\ \Rightarrow h''(t) & = & y''(t)\theta(T-t) \tag{Eq. 9}\label{Eq. 9} \end{array}$$ where $y'[T]=0$ by the assumption we picked $T$ such $\exists\, T\, /\, y'[T]=0$.

With these, I think of a 2nd order ODE in general form: $$y''(t) = F\left(y(t),y'(t)\right)\tag{Eq. 10}\label{Eq. 10}$$ and multiplied it by $\theta(T-t)$ such I make appear the term $h''(t)$: $$\underbrace{y''(t)\theta(T-t)}_{\displaystyle{h''(t)}} = F\left(y(t),y'(t)\right)\theta(T-t)\tag{Eq. 11}\label{Eq. 11}$$ then I isolate $y(t)$ in terms of $h(t)$ in \eqref{Eq. 2} and also isolated $y'(t)$ in terms of $h'(t)$ in \eqref{Eq. 2} and I replaced on \eqref{Eq. 11} finding a general formula in terms of the change of variable: $$h''(t) = F\left(h[T]+\frac{(h(t)-h[T])}{\theta(T-t)},\frac{h'(t)}{\theta(T-t)}\right)\theta(T-t)\tag{Eq. 12}\label{Eq. 12}$$ and ignoring that $1/\theta(T-t)$ is undefined for $t\geq T$ (which is not an issue since I cared only for the solution before a singular point when the solution stops moving), I applied \eqref{Eq. 12} to the equation of \eqref{Eq. 1} and it becomes \eqref{Eq. 3}, showing exactly the Non-Lipschitz term I need to subtract to make a differential equation with a solution that stops moving: $$h''+ah'+bh+c-\underbrace{\left(bh[T]+c\right)\theta(t-T)}_{\text{extra Non-Lipschitz term}}=0 \tag{Eq. 13}\label{Eq. 13}$$

and I also tested it and only works if the time $T$ is choose such $h'[T]=0$: if you pick just some random $0<\hat{T}$ such $h'[\hat{T}]\neq 0$ you get some weird $h(t)$ that keeps moving.

Also, coincidentally I tested it on a differential equation I knew beforehand it stops moving at zero (details here): $y''(t) = -\text{sgn}(g'(t))$ and it just become after applying \eqref{Eq. 12} $h''(t) = -\text{sgn}(h'(t))$ as it should, but I believe is just because $y''(t)$ was independent of $y(t)$ in this case (later I will try it with something that includes $y(t)$ to see if I could learn something from it).

Last comment: notice in \eqref{Eq. 2} that since $\theta(t-T)+\theta(T-t)=1$ we have the equivalence: $$h(t) = y[T]-\left(y[T]-y(t)\right)\theta(T-t)\equiv y(t)\theta(T-t) +y[T]\theta(t-T) \tag{Eq. 14}\label{Eq. 14}$$

Joako
  • 2,237
  • Isn’t the function non-analytic at t=T? – d ds Jun 28 '25 at 03:56
  • @dds Don't really know, but been analytic is not a problem so far I know to be a solution for an differential equation, in this answer I found an example of a DDE solution with is nowhere analytic were is non-zero but still continuous and $C_c^\infty$ – Joako Jun 28 '25 at 04:07
  • @dds as a 2nd thought, it is indeed not analytic since it becomes zero, even more, it must be non-analytic in order to stop moving, since no non-piecewise power series could become constant in a non-zero measure interval or it would violate the Identity Theorem... but it don't stop it from been a valid solution so far I know, check this – Joako Jun 28 '25 at 04:14

1 Answers1

3

I am not sure to understand but the ODE is Lipschitz in $h$, just not in time. However, bounded piecewise continuous functions of time are allowed and do not destroy the uniqueness of the solution.

What you have is non-homogeneous second order linear differential equations. Due to the nature of the time-varying function, this system can be considered as a switched system, in fact, a piecewise affine system since the discontinuous term is at the level of the constant term. Those systems take the form

$$ \dot{x}(t)=A_{\sigma(t)}x(t)+b_{\sigma(t)},\ x(0)=x_0 $$ where $\sigma:[0,\infty)\mapsto\{1,\ldots,N\}$ is a switching signal and $A_i,b_i$, $i=1,\ldots,N$ are matrices/vectors of appropriate dimensions. Solutions are usually interpreted as mild solutions, that is, absolutely continuous solutions.

In your case, $x=(h,h')$ and $$ A_1=A_2=\begin{bmatrix} 0 & 1\\ -b & -a \end{bmatrix},\ b_1=\begin{bmatrix} 0\\ -c \end{bmatrix},\ b_2=\begin{bmatrix} 0\\ bh_T \end{bmatrix} $$ where $$ h_T=\begin{bmatrix}1 & 0\end{bmatrix}\exp(A_1T)\begin{bmatrix}h(0) \\h'(0)\end{bmatrix} $$ where $\sigma(t)=1$ if $t\le T$ and 2 otherwise.

KBS
  • 7,973
  • Thanks for the answer. I was no aware of switching systems (actually, I was not able to find a dedicated Wikipedia page in Google - I found this instead Differential inclusion). Let me see if I followed you: these ODEs I found are just linear ODEs under the influence of a jump-like Forcing term? Then, they are fundamentally different from something like $y''=-\text{sgn}(y')$, right? – Joako Jul 03 '25 at 18:22
  • 2
    Yes, a dynamical system $\dot{y}=F(t,y)$, there is a strong difference between the case where $F(y,t)$ which is just discontinuous in the time variable $t$ (and not in the state variable $y$) and the case where is discontinuous in $y$. The former is a just a standard ODE assuming the function is e.g. Lipschitz in $y$. In the latter case, we have a discontinuous function of the state and differential inclusions or regularizations should be used. – KBS Jul 03 '25 at 18:36
  • From what I see in Wiki, these methods you mentioned are quite more general that the application of having ODEs with finite extinction times: Do you know about some text book reference that focused specifically on systems that stop moving by themselves? – Joako Jul 05 '25 at 20:58
  • 2
    There is nothing conceptually peculiar in systems that are stabilized at a certain value in finite time as this can be achieved using (optimal) control theory or other approaches. You asked many questions about those topics but it is unclear what you are looking after. So, it is not easy to guide you but there are two ways: changing the ODE when you reach a certain state value (like here) or having a non-Lipschitz ODE that converges in finite-time to a certain state-value (like in some of your other posts). – KBS Jul 06 '25 at 13:31
  • I am trying to understand why aren't widely applied in engineering, since a system that stops moving do have differences from the average Lipschitz ODE: a system that stops moving and $L_2$ is tied to the Riemann-Lebesgue lemma (thinking in the ultraviolet catastrophe could be a limitant), they are tight to the Paley-Wiener theorem so all the aemonics decomposition widely used in electricity shouldn't happen since the spectrum will be an entire function, (...) – Joako Jul 06 '25 at 15:43
  • (...) and also in discrete control you got FIR and IIR systems, but in continuous systems only are infinite response and now I understand is because LIT systems are Lipschitz, and I think now I could make a Non-Lipschitz version of a 2nd order system, which could be useful, but I am self teaching myself these systems by making examples because I don't find textbooks about it where they are treated without solving them piecewise or by linearizarion which murder all the mentioned properties. I don't know if it is stupid (yet) but I think science is missing accuracy without understanding it (...) – Joako Jul 06 '25 at 15:47
  • (...) I have seen some situations were it could be relevant, as example in quantum mechanics, the time independent Schrödinger equation get quantizied because the need of been normalizable, but since is linear, all solutions are never-ending in space and time. Also, when using examples for the Kramers-Krönig relations for studying causality, always it is used a function that vanishes at infinity (gaussian or alike), but it is not possible to make a train of two function like these without violating causallity, if they never starts/end, the 2nd one will start always just with the first one. – Joako Jul 06 '25 at 15:56
  • 2
    Alright, then in this case, you may look at what we call "finite time stability" or "finite time convergence". In control theory, for instance, some people are developing control strategies that steer a system to a specific target state in finite time. You may have a look at this as a starting point: https://haddad.gatech.edu/journal/Finite_Time_TV.pdf – KBS Jul 06 '25 at 17:17
  • I read the article, very interesting indeed. Do you know any similar article about systems of 2nd order $y''=F(y',y,t)$ that stop moving in finite time? I wonder if same is hold, since differently from the case of the paper $y'=F(y,t)$, solutions of 2nd order ODEs do could stop moving outside equilibrium, meaning here that if stops at $T<\infty$ could have $y[T]\neq 0$: their derivative $z=y'$ could be following a Non-Lipschitz ODE as those $z'=F(z,t)$ from the text, but it is also possible to have systems like the one of this question, where the state variables are still Lipschitz. – Joako Jul 17 '25 at 03:19
  • 1
    I do not know any article but yes some systems of higher order can converge in finite time. Just pick a first-order system that converges to zero in finite-time and integrate its state, which will also converge in finite time. This system would be an example of a second-order system that converges in finite-time. – KBS Jul 27 '25 at 16:29