Existence and ContinuousDependenceof Solutions

of a Neutral Functional-DifferentialEquation
RODNEY D. DRIVER
Communicated by L. CESARI
Introduction
Differential equations which express x'(t) as a function of present and past
values of x and past values of x' have been called functional-differential equations
of neutral t y p e or differential equations with deviating a r g u m e n t of neutral type.
For b r e v i t y we shall refer to t h e m simply as neutral-differential equations.
The equation, or system of equations, which we shall consider is

x'(t)=/(t, x(t), x(gl(t) ) . . . . . x(g,~(t)), x'(hx(t)) . . . . . x'(hp(t)))

for

t > t o,

where x = ( x 1 . . . . . x,) is the u n k n o w n function, /----(/1 . . . . . /~); gl . . . . . g~; and

h I . . . . . hp are given functions such that, for some ~ < t o, oc<=gi (t) <=t (/'= t . . . . . m)
and 0c =< h~ (t) < t (k = 1 . . . . . p) for all t _>--t o, and where x' (h~ (t)) represents d x (s)/ds
evaluated at s = h~ (t). In case ct = -- oo all intervals of the form [~ . . . . should be
interpreted as (-- oo . . . . .
The problem, briefly stated, is as follows: Let x (t)-----9 (t), a given function, on
[ct, to], then seek a continuous extension of x (t) which satisfies the differential
equation for t > t 0.
To shorten the notation further, we introduce g (t) = (g~ (t) . . . . . gm (t)) and
h (t) = (hl(t) . . . . . hp(t)) and represent the differential equation b y
(t) x'(t)=/(t, x(t), x(g(t)), x'(h(t)))

for

t > t o with

x ( t ) = 9 ( t ) on

[~,t0].

Neutral-differential equations have been discussed b y m a n y authors. A m o n g

the more recent have been E.M. WRIGHT [23, 24, 251 and BELLMAN & COOKE [1]
in the case of constant delays (i.e., gj(t)=t-- v~ and hk(t ) =t--a~) and EL'SGOL'TS
[6, 71, KAMENSKII [11, 12], and DRIVER [3, 41 in the case of variable delays.
References to other works can be found in [11, [6], [23], [24], [25], in MYSHKIS'
classical p a p e r [151 , and in the comprehensive surveys b y HAHN [8] and b y
ZVERKIN, KAMENSKII, NORKIN, and EL'SGOL'TS [26].
I n this introduction we shall review the simplest m e t h o d of a t t a c k on these
problems and a t t e m p t to justify the more sophisticated a p p r o a c h which will be
used in this paper.
Let us assume t h a t / , g, and h are continuous functions of their a r g u m e n t s in
appropriate domains, each gi (t) < t (a strict inequality), 9 is continuous on [0c, to],
and 9'(t) is continuous on [~, to) -- a one-sided derivative being implied at the

150

RODNEY D . DRIVER :

closed end of the interval. Then a local existence t h e o r e m is readily found as

follows (cf. EL'SGOL'TS [61, Chapter 5, w
or KAMENSKII [11]).
Let t 1 > t o be the largest n u m b e r such t h a t cr <=gj(s) <=to (j -~ l . . . . . m) and
*r
o (k-----I . . . . . p) for all s~[io, tl) (possibly tl----oo ). On the interval
[to, il) the problem reduces to the solution of the ordinary differential equation

x'(t)=](t, x(t), 9(g(t)), qJ(h(t)))

with

X(to)=9(to).

The continuity of ] assures the existence of a solution in some sufficiently small

interval. If, in addition, we assume t h a t ] satisfies a Lipschitz condition with
respect to x then this solution is unique.
In spite of all these continuity assumptions, we observe that, in general, x'(t)
is not defined (let alone continuous) at t o . This results from the fact that, in general, ~'(to) :~1 (to, ~0(to), 9 (g (to)), 9'( h (to))).
Now if the procedure described above h a p p e n e d to provide a solution on the
entire interval [to, tl), we would naturally hope to extend the solution further b y
repeating the procedure, with x (t) on [a, tl) regarded as the initial function. However, difficulty would certainly arise if it happened, for example, t h a t h k (t) ------t o for
some k : 1 . . . . . or p on some interval to the right of tt, because for such t the right
h a n d side of equation (t) would be undefined. We rule out this possibility b y
requiring t h a t each equation of the form h k (t) ----c, a constant, have at most a finite
n u m b e r of solutions on any finite sub-interval of [t0, co).
We can now take t 2 > t 1 to be the largest n u m b e r such t h a t

gj(s)<=t 1 f o r a l l

s~[tl, t2],

j = l . . . . . m,

and

h~(s) 4:to

or

t 1 for

sc(tl, t~),

k=t ..... p.

Then (1) is again equivalent to a well-behaved ordinary differential equation on

It1, t2) with initial condition at t 1.
Proceeding in this manner, we can extend the solution of (t) as far as the
successive ordinary differential equations can be solved. The solution will be
unique if, say, ] satisfies a Lipschitz condition with respect to x (t).
In general, x'(t) will be only piecewise continuous (discontinuities occurring
at t 0, t 1, t~ . . . . ). Thus we might as well have generalized the problem slightly b y
allowing 9'(t) to be piecewise continuous. B y this we m e a n t h a t 9'(t) is continuous
on a n y c o m p a c t interval except at a finite n u m b e r of points at which 9'(t) m a y
have discontinuities of the first kind.
A procedure similar to the above can even be performed in the more complicated case in which g and h are functions of b o t h t and x (t) (see DRIVER [4]).
If we were to use the existence and uniqueness theorems for delay-differential
equations (see MYSI~KIS [15], EL'SGOL'TS E6~, or DRIVER [5]) instead of those for
ordinary differential equations, we could relax the condition ~<--<_gj(t)<t to
<=gj (t) <= t for j = t . . . . . m.
Now, in order to discuss continuous dependence or stability of the solutions of
(t) with respect to changes in a n y of the given functions, it is of p r i m a r y importance to select an appropriate metric. One quickly discovers t h a t if a " s m a l l "
change in 9 is to produce only a "small" change in the solution, x, then the measure
of smallness must involve the derivatives as well as the values of the functions.

A Neutral Functional-Differential Equation

151

Recent authors have used metrics which compared two solutions x and ~ b y
measuring pointwise the magnitude of their difference and the difference of their
derivatives, e.g. on an interval [a, fl~

[x(s)--:~(s)] + sup [x'(s)--~'(s)],

I ] x - - ~ l ] = sup

where

]x I = .max Ix,].

See for example KAMENSKII [12], EL'SGOL'TS [7], and BELLMAN ~: COOKE [13.
This gives results in certain cases when one varies q~CC1, provided one does not
allow to to change. However, as soon as one permits pertubations of to or of h (t),
it becomes impossible, due to the unavoidable discontinuities of x'(t), to obtain a
reasonable regularity theorem using such a metric.
To overcome this difficulty, in this paper we shall use a metric of the form

IIx- ll-- sup Ix(s)- (s)l + fl x'(s)-e'(s)l ds,

or the simpler equivalent metric,

I]

= I

+ f I
C~

l d s.

(c/. DRIVER [3].) This choice of metric is, perhaps, the most crucial point of the
paper. This metric permits two solutions to be considered close even though
their derivatives m a y differ b y large amounts, provided these large differences
occur only for brief time intervals.
Note t h a t Ix (s) -- ~ (s)] = I]x-- ~[[[~'P) for all sE [~, ill.
Now if this is the correct type of metric for neutral-differential equations,
then it appears t h a t instead of requiring x' to be piecewise continuous we should
only require that it be Lebesgue integrable. We shall, therefore, use the Carath6odory existence theory (c[. CODDINGTON& LEVINSON [21, Chapter 2) and require a
solution, x, to be an absolutely continuous function which satisfies (t) almost
everywhere.
I t should be noted that earlier authors, H . R . PITT [18, 19] and E.M. WRIGHT
[23, 24], considering linear integro-differential and difference-differential equations, allowed x'(t) to be integrable and independently obtained estimates for

f Ix'(s)[ ds ([19], Theorem 8, and [231, Theorem 3). Thus the metric chosen here
r

is not without precedent.

Note. If, for some i, the arguments of [i do not involve any of the terms
x'(hk(t)), then x~(t) will be continuous for t > t o. This situation occurs, for
example, when the first order system (t) is obtained from a higher order equation in the natural manner. Such cases m a y suggest simple modifications of
the metric.

I. Extended Existence and Uniqueness

In stating the problem precisely we shall use the following.

Notation. Let
(t, x, x , z)
= (t; x t . . . . . x~; xtl . . . . . x 1. . . . . . x~t . . . . . xm~; Zll . . . . . Zx. . . . . . zpl . . . . . zp,)

t 52

RODNEY D . DRIVER :

denote a typical vector in E l+"+nm+~p, Euclidean space of t + n + n m + n p

dimensions. Let D = D z+n+"m be a domain (a connected open set) in E 1+~+~'~,
the t, x, X-space, and let ] (t, x, X, Z)---- (]l (t, x, X, Z) ..... (t, x, X, Z) ) be a real,
n-vector-valued function over D E ~p. Thus ] is defined over a domain in
E l+n+~'~+"p whose b o u n d a r y puts no restriction on the values of the zk~
(i=t

.....

n; k =1 .....

p).

Let D 1 be the projection of D onto the t-axis. This will be an open interval
(possibly the entire t-axis or half of it). Let g(t)=(gl(t) . . . . . g,~(t)) and h(t)=
(ha(t) ..... hp(t)) be defined over D 1. Let ~ = sup {tEDX}.
In terms of this notation we can now state:
P r o b l e m P. Let 9 (t) be an absolutely continuous n-vector-valued function on
[a, to] where ~ < t o. We seek an absolutely continuous extension, x (t), of 9 (t) to
I0r
where fl > t o such that
(a) (t, x(t), x(g(t)))cD for to<=t</5,
and
(b) x'(t)=t(t, x(t), x(g(t)), x'(h(t))) for almost all tc(t 0, fl),
In the existence theorems we shall make use of some hypotheses which have
not yet been mentioned. To justify these, we consider the following examples.

Example 1. Let x'(t) = [x'(t-- t)] 3 on (0, 1). Then the absolutely continuous
initial function 99(t) = V t + t on [-- t, o] gives rise to a problem which has no
solution for any t > 0.
We can eliminate this example in either of two ways. In Theorem t we shall
require t h a t qJ(t) be essentially bounded, as it would be if it were piecewise
continuous. In T h e o r e m 2 we shall require t h a t x'(h(t)) enter the equation
linearly. The required linearity actually occurs in the more complicated equations of a two-body problem of classical electrodynamics [4].
Example 2. Let q0'(t) be a bounded measurable function on [-- t, 0] and h (t)
a continuous strictly increasing function mapping [0, 1] into I--1, 01 with the
property t h a t 9'(h(t)) is not measurable (see HALMOS [9], p. 83). Then the equation x'(t)-~x'(h(t)) on (0, t) with x(t)=9(t ) on [ - - t , 01 has no absolutely continuous solution.
We shall eliminate this example b y requiring t h a t each h E(t) be continuous and
positive on [t0, ~). In particular this makes h~l(s) absolutely continuous on
[h k (to), h k (7)) so t h a t a measurable function of h, (t) will be measurable (c]. voN
NEUMANN [161, p. 8t). An analog of the condition h'~(t)> 0 is actually satisfied
in the electrodynamics problem [4].
One might object, at this point, t h a t the assumptions t h a t ] be linear in
x'(h(t)) and t h a t h ~ ( t ) > 0 are not necessary when one only admits piecewise
continuously differentiable solutions. B y way of further justification, therefore,
we present two more examples. These show that, if one agrees on the choice of
metric given in the introduction, then without these additional assumptions the
solution will not depend continuously on the initial data, even in the case of piecewise continuously differentiable solutions.
Example 8. Let x'(t)=[x'(t--t)l 2 on (0, 1). Then 9(t)--~0 on [ - - t , 01 gives
the solution x (t) ~ 0 on [-- t, tl. However, for any ~ > 0, the initial function

A Neutral Functional-Differential Equation

t53

such that ~ (-- t) = 0 and

on [ - , , - , + 6 3)
on [ - ~ + 6 3,o),

~'(t) = / ~

[o
gives

~'(t)={~

on Eo, a3)
on [~, 1).

Thus, while }19-- ~ }lt-a' o)= t~ is being made small, IIx - ~ jlt-a, 1)__ ~ + ~t becomes
large.
Example4. Let x ' ( t ) = x ' ( t ~ - - i ) on (0, 1). Again x ( t ) = 0 on [ - - i , t] is a
solution. However, with the initial function ~ such that ~ ( - - t ) = 0 and
,'(t)=/~-~

on

[--1,--t +5')

[o on [ - ~ + a 4,o),
we again find that 119-- ~ IIt-x'~

0 while {[x- ~[[t-x'l)--0 + 3-"

t In this example

h'(to) = o.
Theorem 1 (Extended Existence for System (1)). Let/(t, x, X , Z), g(t), and
h (t) be continuous on D E "p, [to, y), and [to, Y) respectively, and let q~(t) be absolutely continuous on [~t,to]. Let o~6gi(t)<=t ( j = t . . . . . m) and o:<=h~(t)<t
(k = t . . . . . p ) / o r all te [to, y) and let h'k(t) be continuous and positive on [to, 7) /or
k = t . . . . . p. Let 9'(t) be bounded/or almost all t ~ [ct, to], and let (to, 9 (to), 9 (g (to))) ~D.
Then there exists a solution, x(t), o/problem P on [~, fl), where to<fl <----7 and
]or each compact set F ( D there is a sequence o/numbers to< ~1< ~2<""---~fl such
that
($,, x(~,), x ( g ( ~ 3 ) ) ~ D - - F /or i = i , 2 . . . . .
Remark. Actually, instead of the condition that each h~ (t) > 0, all we use for
this existence theorem is that each hk (t) is increasing and each h~1 (s) is absolutely
continuous on [hk (to), h~ (7)). Note however that example 4 shows that continuous
dependence can fail even though h~1 (t) is absolutely continuous.
Proof of Theorem 1. We shall carry out the proof in detail for the case when
a <=gi(t)< t for each j, and then point out the modifications necessary in case of
the weak inequafities.
Even though we are now allowing an integrable derivative rather than requiring piecewise continuity, it will still be convenient to give a step-by-step existence
proof similar to that outlined in the introduction. The proof is broken down into
three parts.
1. Construction and properties o / a sequence to< t l < t~ ...--~ 7
By induction, we construct a sequence t o < t l < t z < ... (possibly finite) as
follows. For v = 1, 2, ..., let
t ~ : s u p { t ~ ( t o , y):gi(s)<=t~_ I
hk(s) 4=to, t, . . . . .

or

forall

sE[to, t],

t,_ x for

j = ~ . . . . . m,

sE(t,_l,t),

and

k----I . . . . . p};

and if ever, for some v, t,----y, then terminate the sequence at that point.

154

RODNEY D . DRIVER :

Since each gi (t) < t, each h k (t) < t, and each h~ (t) is strictly increasing on [to, 7),
it follows t h a t this sequence is well defined and to<t~<t~< ... < 7 . W h e n e v e r
t~ (t~_ 1, t~), each gi (t)c [0r t~_l] and each h k (t)E (~, to), (to, t,) . . . . . or (t~_~, t~_l).
F u r t h e r m o r e we shall now show t h a t for any/~c (to, ~,) there can be at most a
finite n u m b e r of the points t~c ~t0, fl]. Since each t - - g j (t) > 0 and each t - h k ( t ) > 0
on the c o m p a c t set [t0, fl~, there exists a constant v -----v (fl) > 0 such t h a t

t>=gi(t)+z

for

to<=t<=r,

j=l

t>=hk(t)+~

for

to<=t<=r,

k=t ..... p.

..... m

and
Now for a n y / , = 0 , t, 2 , . . . consider all the t,'s such t h a t tu<t,<t u +z. At each
of these instants we have gi (t~) <=t, -- ~< tu for each j and h k (t~) _< t~ -- z < t, for
each k. Therefore it follows, from the definition of t~, t h a t for each such v

hk(t,)=to,t 1.....

or

tu_ 1 for some

k=l .....

or

p.

But, since h k (t) can take on a given value at most once, this condition can occur
at most p # times. Thus

t~>--_t~,+z whenever

v>=#+p#+l=t

+(p+t)t,.

By applying this estimate inductively for /, = 0, l, t + (p + l), I + (p + l) +

(p + l) ~. . . . . one finds t h a t for a n y integer a =>0

t,>=to+aZ

whenever

v_>l+(p+l)+(p+l)~+...+(p+t)

F r o m the last condition it follows t h a t for a n y fie (to, ~) there can be at most a
finite n u m b e r of points t,c It0, ill. Consequently the sequence {t,} converges to 7.

2. Reduction to an ordinary differential equation

Let us assume now t h a t a solution x (t) = x(,) (t) has been found on [0r t,) where
t~<7, and x('~)(t) is essentially bounded on [~, t~). These conditions are certainly
satisfied for v = 0. B y the essential boundedness of x('~)(t) we extend x(~)(t) continuously to I~, t~.
Now consider equation (t) on (t~, t~1). W i t h o u t loss of generality we can assume t~+l< 7, for in the case t~+l= V we could replace t~+1 b y a n u m b e r less t h a n
7 b u t arbitrarily close to it (or arbitrarily large if ~---- oo). Also we can assume
> - 0% since each of the continuous functions gi(t) and h~ (t) must remain
bounded in the c o m p a c t set It 0, t,+l~.
Since each hl (t) is continuous and positive on [t0, t~+lt, it follows t h a t there
is a n u m b e r ~/=W (t~+l) such t h a t
h~(t)~>0

on

[to,t~+l]

for

k = t . . . . . ~b.

This means t h a t each function h~ 1 (s) is absolutely continuous, and hence (c/.
VON NEOMANN I16], p. 81) each x(',)(hk (t)) is measurable and essentially b o u n d e d
on ~t,, t~+l]. Now, from the continuity o f / , it follows that, in a n y c o m p a c t subset
of the set {(t, x): t,~t<t~+~, (t, x, x(,)(g(t)))~O},

/(t, ~, x(~)(g (t)), x('~)(h(0))

is a measurable function of t for each fixed x (c]. MCSHANE [l~J, p. t23), a continuous function of x for almost every fixed t, and is an essentially bounded

A Neutral Functional-Differential Equation

t55

function of t and x. We can assume without loss of generality that the function is
continuous in x for every fixed t, since setting the function equal to zero on a set
of t of measure zero will only affect it on a set of measure zero in the t, x-space.
It then follows, from Carath6odory's existence theorem (c]. CODDINGTObI& LEVINSOI~ [2], p. 43) applied to the ordinary differential equation

x'(O=/(t, x(O, xc,~(g(t)), xl',~(h(O) ) on Eta,t,

that x(,)(t) can be extended absolutely continuously to a solution x(t) of (t) on
~ , fl,) where t,<15, --<t,+1 .
Suppose that /5, is maximal, i.e. the solution of the ordinary differential
equation is extended as far as possible on Its, t,+l). I f / L fulfills the requirements
for/5 in the statement of the theorem, then the proof is complete. Otherwise
there exists a compact set F ( O such that (t, x(t), x(,)(g(t)))cF for all te [to, 15,)
and thence for all t6 It,,/5,]. Now if/5, were less than t,+x, it would follow that the
function /(t, x, x(,)(g (t)), xr ) (h (t))) would satisfy the Carath6odory conditions on
a rectangle {(t, x):/5, --<_t ____15,+ a, ] x - - x (/5,)] =< b}. Thus the solution could be
extended to the right of 15~. This shows that if/5, is maximal but is not the 15 of
the theorem, then 15,=t,+ 1 and t , + l < 7. Moreover (t, x(t), x(g(t)))cF(D for
t o <--t <=t,+ 1, and the procedure can be repeated on the interval It,+1, t,+~).

3. Continuation to 15
All that remains is to show that if x(t) is a solution for cr
and if
(t, x (t), x (g (t)))6F, some compact subset of D, for t o ~ t < / 5 , then the solution can
be continued beyond/5. The compactness of F again implies that 15<7. Thus
[to, 151 contains only a finite number of points of the sequence defined in part t of
the proof, say
t o < t l < t~<. ,. < tq<15
(15 may be tq+l). The same argument as was applied to the interval It,,/5,] in part 2
of the proof can now be applied to the interval Itq, 151 to show that the solution
can be extended beyond 15.
In order to replace the condition that each gi (t) < t, on Eto, 7) with the weaker
condition gi(t)_< t, one requires a more general basic existence theorem than
Carath6odory's. One needs an existence theorem for delay-differential equations
in which the function / is allowed to be merely measurable with respect to t. As
has been pointed out by SANSONE [21~, such a theorem can be proved in a manner
exactly analogous to the proof of Carath6odory's theorem. With this available
one need consider only the effect of the h~'s when defining the sequence to< t l <
t~<...-->7 in part I of the proof of the present theorem. Q.E.D.

Remarks. This existence proof is easily modified to cover the case of piecewise
continuously differentiable functions. In that case one can replace the hypothesis that each h i (t) > 0 on It0, 7) b y the weaker requirement that each equation
of the form h~ (t) = c, a constant, has at most a finite number of solutions on any
compact subinterval of It0, 7). This then necessitates a slight modification in the
estimates in part t of the proof.
The hypothesis that 9'(0 be essentially bounded on [cr t0~ seems unnatural in
the definition and study of continuous dependence of a solution on the initial

56

I~ODNEY D . D R I V E R :

conditions. It turns out that we can avoid this difficulty by restricting ourselves
to an equation in which x' (h (t)) enters linearly,
(2)

x'(t)=fl)(t, x(t), x(g(t))) +](2)(t, x(t), x(g(t))) x'(h(t))

with

x(t)=9(t)

for
on

t>t o
[0r

Here/(1) is an n-vector-valued function over D ( E 1+*+''~, and/(*) is an n npmatrix-valued function over D. We shall still sometimes use the notation/(t, x, X,Z)
to stand for ](1)(t, x, X) +/(*)(t, x, X) Z. Here, x'(h(t)) and Z are regarded as
np-dimensional column vectors.
For a matrix, A, the norm [A] will be the maximum of the absolute values of
the elements of A.
Theorem 2 (Extended Existence for System (2)). For system (2), Theorem 1
holds without the condition that q~'(t) be essentially bounded, provided/(1) (t, x, X) and
](2)(t, x, X) are continuous on D.
Proof. The proof is the same as that of Theorem I except for the application
of the local Carath6odory-type theorem in part 2.
In the proof of Theorem t, we concluded that /(t, x, x(o (g (t)), x('~l(h (t))) was
essentially bounded from the fact that xc',l(h(t)) was essentially bounded. We
now let M~1) be the maximum of ]fi)(t, x,x(~)(g(t)))] and U~ */ be the maximum of [fi*)(t, x, x(~)(g(t)))[ on a compact subset of the set {(t, x): t,<=t<t,+ 1,
(t, x, x(~)(g(t)))cD}. Then, on that subset,

It (1)(t, x, x(.)(g (t))) + f')(t, x, x(.)(g (t)))

(t)) I

/~1) + n p M~2) Ix(') (h (t))[ = m (t).

We now use the fact that each h ' k ( t ) ~ > 0 on ~t,, t~+l] (rather than the mere
absolute continuity of h~1) to assert that each Ix(',),(h~(t))[is integrable there.
This is verified as follows:
tl,+l

tv+l

f [x~,,(hk(t))[dt g ~ f
tv

(t)) h;(t)dt

tv
h k (t~ + ~)

__

hk (tv)

tv

fl x,

<1
a

(c]. McSHANE [14], p. 214). We shall use an estimate of this type, where x('~)i is
replaced by some other integrable function, in the proof of Lemma 2.
Thus, in a suitable rectangle containing the point (t~, x(,) (t,)), m (t) serves as the
integrable function required in Carath6odory's theorem. Q.E.D.
Remarks. Other conditions, weaker than linearity in x'(h(t)), could of course
be imposed upon the function ] of equation (l) to assure the integrability of the
associated Carath6odory equations. However, the linearity indicated in equation
(2) seems the most natural, and, as mentioned earlier, it actually occurs in the
more complicated equation arising in electrodynamics.
We could allow/(1) and/(*) to be measurable with respect to t provided [/(1)I
is majorized by an integrable function of t and [](2)[ is bounded.

A Neutral Functional-Differential Equation

157

For ordinary differential equations, a well-known condition due to WINTNER [22]

assures the existence of the solution on the entire t-interval under consideration.
The following example is due to a suggestion b y T.F. BRIDGLAND that such a
result should also be possible for neutral-differential equations.

Example 5 (GlobalExistence).

Let the conditions of Theorem 2 be satisfied with

D={(t, x,X): to--a<t< r, ] x ] < q , [ X l < q } ,

aE (0, ~ ] , 7E (to, ~ ] , and QE (0, oo]. Suppose also

with constants
that there exists
a continuous positive function L (r) on 0 =<r< 0 such that, in D,

Ir
and

x,

g)l __<L(max {Ixl, Igl})

fdr/L(r)=oo.

and I/<~(t, x, X) I _--<L(max {Ixl, Igl})

Then every solution of (2) exists on the entire interval

~--__<t<7.

Pro@ Suppose (for contradiction) that fl < V, wherefl is as described inTheorem 1.

Then it must follow that lira
sup ]x (t) l -----~. This implies that for some t'E (to, fl],
t-+#7

Itx Ilt'~

~(to)] +f]x'(s)l ds=q,

to

while ]lx lilt~ < ~ for tE [to, t). Now, almost everywhere on the interval (to, ~,

I~'(t) l < L (11x IIE'o,'~)+ np L (11x IIr'o,'~) I x'(h (t)) I,

or

f L(llxlltto,
1.'<,)1~,
tl) ==7-to+nPflx'(hCt))lat.

~o

to

Changing variables in the integrals and letting z > 0 and ~ > 0 be constants such
that each h k (t)--< t - - z and each h~ (t)=>7 on [to, fl], one obtains, for arbitrary

q*c (I ~(to)l, e),

O*

f dr/L<,)<--;--t
o + n~-p
-

~--'C

This contradicts the divergence of f

on Eo, I ~ (t0) l].
o

Ix'(o)l

d~<~--t0

(11~ IIe~''~ + ~)-

+ ~" #

dr/L (r) since L (r) is bounded

away from zero

Definition. We shall say that the solution, x (t), of (1) or (2) is

solution agrees with x (t) as far as both are defined.

unique if every

Definition. We shall say

local Lipschitz condition with

that a function [ (t, x, X) defined over D satisfies a

respect to x (or with respect to x and X) in D if for
each compact set F ( D there exists a (Lipschitz) constant L such that

I/(t,x,X)--/(t,~,X)l<~LIx--~l
(or I/(t, x, g)-/(t,~,

whenever

(t,x,X)

2)1 <Z max {Ix-~1, IX-21}

and

whenever
and

(t,~,X)EF
(t, x, X)

(t,~, X) EF).

158

RODNEY D. DRIVER:

Theorem 3 (Uniqueness for System (1)). Let the condition of Theorem 1 be

saris[ted, but with each gi(t)< t, and/or every ZE E '*p let/(t, x, X, Z) satis[y a local
Lipschitz condition with respect to x in D with Lipschitz constant L (Z) where L (Z)
is a continuous [unction o / Z / o r any given compact subset o/D. Then the solution
o/(1) is unique.
Proof. On each of the intervals (t~, t~+l), the right hand side of the ordinary
differential equation considered in part 2 of the proof of Theorem t will (almost
everywhere) satisfy a local Lipschitz condition with respect to x. The Lipschitz
constant, in a given compact set, can be taken to be
e

L(,+I)---- max {L(Z): [Z[ ~ ess sup [x(.)(t)[}.

o~l~tv

Uniqueness now follows successively on each of the intervals Its, t,+l), v = O, t, 2 . . . .

(C/. CODDINGTON & LEVINSON I21, pp. 49--51).
Theorem 4 (Uniqueness for System (2)). Let the conditions o/Theorem 2 be
saris[ted, but with each gi (t)< t, and let [(1)(t, x, X) and [(~)(t, x, X) satis/y a local
Lipschitz condition with respect to x in D. Then the solution o/(2) is unique.
Proof. In a compact set, as considered for a typical interval (t,, t~+l) in the
proof of Theorem 2, let L 1 and L 2 be Lipschitz constants for/(1) and/(2) respectively.
Then

[/(t, x, x, z) - / (t, ~, x, z) [ <= (L~ + np L, [x(',)(h(t))l) Ix- ~[,

and the function L(~)(t)=L~+npL~lx(',)(h(t))[ is integrable on It,, tv+x]. The
only non-negative solution of the scalar equation u'(t)=L(o(t ) u(t) on Et,, t,+1)
with u (t,) = 0 is u (t) -~ 0. For, if ever u (t) became positive, the divergence of the
a>0

integral f du/u would contradict the integrability of L(,)(t). (This is similar to a

o
condition of Osgood, c/. KAMKE ~13], p. 100.) Hence again uniqueness follows on
the successive intervals Eta, t,+l), v ----0, 1, 2 . . . . (c[. CODDINGTON& LEVlNSON E2],
pp. 49--51).

Remarks. The basic uniqueness theorem for ordinary differential equations,

used in the proofs of Theorems 3 and 4, holds for conditions weaker than Lipschitz,
hence weaker conditions could have been used here.
If the condition gi (t) < t is weakened to gi (t) <=t in Theorem 3 or 4, then for uniqueness one needs, in general, some condition on the behavior of [ (t, x, X, Z)
with respect to x and X, e.g. a local Lipschitz condition with respect to x and X.
As a matter of fact the resulting uniqueness theorem for system (2) in this case
will follow from Theorem 5.
II. Continuous Dependence
In this section we shall show that if, in addition to the hypothesis of Theorem 2,
/(1) (t, x, X) and/(~) (t, x, X) satisfy local Lipschitz conditions with respect to x
and X, then the solution depends continuously on the functions [(1),/(~),g, h, and q0.
Moreover, we obtain quantitative estimates in the course of the proof.

A Neutral Functional-Differential Equation

159

The proof of T h e o r e m 5 - - the main result of the p a p e r -- uses two lemmas.

L e m m a 1. Let r (t) be a non-negative continuous ]unction o] t/or t o -- T <=t<--_fl < oo

such that
t

r(t) ~ F (t) + f zg(s) r(s) ds + K (t) r ( t - - T) /or

to <=t<=fl,

to

where F(t) and K(t) are non-negative, non-decreasing, continuous ]unctions on

[to, fl), z9 (t) is a non-negative integrable ]unction on each finite subinterval o/ Ito, fl),
and z is a positive constant. Then, letting r 0-- m a x {r (s) : t o -- z ~< s--< to}, we have
on

[to, 8)
t

f O(s)ds

r (t) =< [F (t) + K (t) r0] [t + K (t)] (,-,o)/, e,~

Remarks. I n case K (t)-----0 this reduces to a well-known inequality used in

ordinary differential equations, originally due to W . T . REID E20]. Simpler forms
of t h a t result date b a c k at least to laEANO [171. I n case v~(t) is bounded, the
present result can be found qualitatively as special cases of theorems given b y
PITT ([191, T h e o r e m 8) and WRIGI-IT ([28], T h e o r e m 3), in order to justify use of
the Laplace transform. In this paper, however, we wish to allow z9 to be merely
integrable.
P r o o f of L e m m a 1. I t is sufficient to prove the l e m m a for the case F(t) ~ F
and K ( t ) ~ K ,
constants. Then, to get the result stated for non-decreasing
functions, one merely inserts into the estimate the largest values of F (s) and K (s)
up to the instant t, n a m e l y F (t) and K (t).
We can now assume, without loss of generality, t h a t r (t) is non-decreasing.
This follows from the fact t h a t the non-decreasing function r* (t)----sup {r(s) :
t o -- z--< s--< t} will also satisfy the assumed inequality, and if the stated result holds
for r* (t) then it certainly holds for r (t).
We shall actually prove t h a t the stated result is a consequence of the following
inequality (weaker t h a n the given one):
t

r (t) ~ F +

oo

f,9 (s) r (s) d s +

to

K ~. u (t -- t o - - v z) r (to + v z),
v=0

where
u(s)----{~

for
for

s<0
s_-->0.

F r o m this point of view the result is similar to a l e m m a announced recently b y G. S.

JoNEs [101 . However, we shall give an independent proof, m a k i n g repeated use
of the same t y p e of calculation which one uses in proving REID'S L e m m a (for K = 0).
F o r a n y given t* c [t 0, 8) let n be the integer such t h a t t o + n z =< t* < t o + (n + t)z.
Then, on each interval t o + i z ~ t < t o + (i + t ) z (i----O, t . . . . . n), with the understanding t h a t t o + (n + t) z is to be replaced b y t*, we obtain the inequality
i

r (t) -- R (t) =<F + K ~. r (t o + v z),

v~0
t

where R ( t ) = f O ( s )

r(s) ds. Let us define O(t)=-- exp --t

ta

the last inequality through b y v~ (t) 0 (t). Integrating the result from t o + i ~ to

RODNEY D. DRIVER:

t 60

to + (i + 1) 7 gives
R (to + (i + 1) 7) 0 (to + (i + t) 7) -- R (to + i 7) @ (to + i 7)

F [0 (to + i T) -- 0 (to + (i + t) 7) ] +
i

+ K ~. r(t o +v 7) [O(t o + i 7:) -- O(t o + (i + l ) 7 ) ] .

v=0

In case i = 1, 2 . . . . . n we modify this inequality by adding to it the inequality

i--1
]
-- K R (t o + i 7) 0 (t o + i 7) <= K ,F + K ~, r (t o + v 7) O (t o + i 7) -L

v=O

-- K r (t o + i 7) @ (t o + i 7),

which results from the continuity of r (t) and R (t) at t o + i 7.

Thus, for i-- O,

R(t o + 7) O(t o + z)<=F[t - O ( t o + 7)] + K r o [ t - O ( t o + 7)],

and, for i = t . . . . . n,
R (to + (i + 1) 7) 0 (to + (i + 1) 7) -- (1 + K ) R (to + i 7) 0 (to + i 7)
~(1 + K ) F O(to + i T ) - - F O(to+(i + t) 7) +
i-i

+ K (~ + K) ~, r (to+ 9 7) e (to+ i 7) - K Z r (to+ 9 ~) e (to+ (i+ ~) 7),

v~0

v=0

Multiplying each of these inequalities by (1 + K) -i and summing from i = 0 to n,

we obtain
1

(1 + K ) -

F
R (t*) 0 (t*) <_ F - - (t + x ) . O ( t . ) + K r ~
--

~ r(to+vT) O(t.).

(1 + I,;)- , : o

Combining this with the inequality

r (t*)g R (t*) + F + K ~ r (to + v 7)
v=O

gives
r (t*) --< (F + K ro) (1 + K) ~ ~ ) -

I ~(s)ds

=< (F + K ro) (1 + K)I,*-,~l/* e,o

Q.E.D.

The second lemma which we shall use may also be known, but the proof is
included here for completeness.
L e m m a 2. Let z9(t) be Lebesgue integrable on an interval [~, fl]. Then/or each
97 > 0 and e > 0 there exists a number ~ > 0 such that
b

f I~(h(t)) - - ~(h{t))l dt <

whenever h(t) and h(t) are absolutely continuous ]unctions ]tom [a, b] into Ia, fl]
satis]ying the ]ollowing conditions:
h'(t) >=~ and

h'(t) ~ 1

(almost everywhere) on

I h(t) -- ~(t)[ <,~

/or aU t~ [a, hi.

and

~a, b],

A Neutral Functional-Differential Equation

t61

Proof. Choose a continuous function z (t) on [~,/5] such that

#

lO(O-z(t)la t < 8 9

ct

(c]. McSI-IANE [14], p. 229). Then choose (5> 0 such that

I~(O-z(61< 3(b~a)

whenever

t, Zc[cr

It-Zl<~.

with

Then, letting h (t) and h (t) satisfy the conditions of the lemma with the chosen
~, we have
b

f Iv~(h (t)) -- O (h(t)) I d r < f I 0 (h (t)) -- z (h (t)) I dt +

a
b

+ f Iz(h(t))-~(ff(t))l
at+
a

l~(#(t))-o(~(t))l
at

The first and third integrals on the right hand side are each shown to be less than
-~8 by an estimate like that used at the end of the proof of Theorem 2. The second
integral on the right is less than 89 by the uniform smallness of its integrand.
Q.E.D.
Remarks. This lemma could easily be generalized to functions #ELp (p => t)
with the Lp metric, instead of L~. M.L. GLATER has pointed out that by making
the function z (t) a polynomial and applying the mean value theorem to estimate
the second integral, one could reduce the requirement that [h ( t ) - h (t) l be small
b

to one that f [ h (t) -- /; (t) ] dt be small.

a

Theorem 5 (Continuous Dependence of Solutions on the Initial Data and

on the Right Hand Sides of the Equations). Let ]a)(t, x, X), ](2)(t, x, X), g(t),
h (t), and 9 (t) satis]y the conditions o] Theorem 2 where the interval [to, ~) is replaced
by the larger interval D 1. Let ](~) and ](~) satis]y a local Lipschitz condition with
respect to x and X in D. Let x (t) on cr t < fl, where # > t o, be a solution (which will
turn out to be unique).
Let any tic (to, ~), any ~ > O, and any e > 0 be given. Then there exist positive
numbers ~1, ~ , ~53, ~4, ~5, and ~8 with the ]ollowing property. I] ]~1), T(9,),~, ~, and
(o on [o~, to] are new ]unctions satis]ying the conditions o] Theorem 2 (with t o in place
o] t o and D 1 in place o] [t0, )~)), and i]

I]'(1)(t,
x, x)

- l.>(t, x, x) l _-<,~1 i,~ D ,

l i<~(t, x, x) - l ~ (t, x, x ) I < , ~ in D,
I~ (t) - g (t) l =<6~ on D x,

I X ( t ) - h (t) l _-< ~

and

h'~ (t) >=r1 (k = 1 . . . . . p)

on

D',

to- ~:<;0<#,
and

II~- x IIe~,*~ ~,
then any solution, ~(t), o/the new problem, P, can be extended to ~ t < - - f l and

II~-xllE=.m<,.
Arch. R a t i o n a l Mech. Anal., Vol. t 9

1 |a

t 62

:RODNEY D. DRIVER :

Remarks.

The solution o f / ~ m a y not be unique.

The uniqueness of the solution of P -- which does not follow from Theorem 4
in the case gj (t) =< t -- is an immediate corollary of the present theorem.
P r o o f of T h e o r e m 5. The proof is broken down into four parts.

1. Preliminary conventions
Let us assume, without loss of generality, t h a t e is so small t h a t the point
(t, x, X) lies in D whenever ] (t, x, X) -- (s, x (s), x (g (s))) I < ~ for some s c [to, fl].
Then we can also assume, without loss of generality, t h a t a > - - o o . This
follows from the fact t h a t each of the functions_gj(t) and h k (t) is continuous, and
therefore bounded, on the compact set [t0 - e, ill, while each gi(t) and h, (t) will
be close to the respective values of gi (t) and h k (t).
Since each h~ (t) is continuous and positive on the compact set [t o -- e, fl], each
is bounded away from zero there. Thus we can further assume, without loss of
generality, t h a t ~ > 0 is so small that each h~ (t) ~ / a s well as/~ (t) __>~/on [to -- e, fl~.

2. Definition o/61, 6s, 63, ~54,66, and 6s

Choose any numbers e1 and es such t h a t 0 < e s < e l < e. Then the set

I (t, x, X ) - (s, x(s), x(g (s))) [ =<el

D l = { ( t , x, X ) :

for some

sE[to,fll )

is a bounded domain, and its closure, D1, is a compact subset of D. We shall also
use a set D s defined in the same way as D 1 except t h a t el is replaced b y ss. This
g i v e s / ~ ( D 1.
B y the compactness of D 1 there exist constants B 1, B~, L 1, and L s such that

I/(1)(t, ~, x) I ~ B1,

[/(*)(t, x, X) l _-<Bs,

] ] (1)(t, x, X) --/(1) (t, ~, -~) ] --<L 1 m a x {] x -- ~], ] X - - X I},

and
]/(s) (t, x, X) --/(2) (t, ~, X)[ ~ Ls m a x {] x -- ~], ] X - - X I}
whenever (t, x, X), (t,~, X)cD1; and, b y the compactness of [ t o - - e l , i l l there
exists a constant z > 0 such t h a t
h~(t)s

for

t0 - e l ~ t = < f l ~

k=t ..... p.

Now choose positive numbers 81, ~2, 86, z]l, zJ2, and A s such t h a t

-}-. ~i)(Us-~ 62) A s--}-((~1-~L1A1) (~-- to) + 7 "~ (~2-]- L2 J1) f

X[l+ ~

( B s + 6~)](g-t~

Ll(fl--t6)+

~L,f[x'(a)lda

'i

}x
<es--A1.

A Neutral Functional-Differential Equation

163

Then choose 63, ~4, and 6~ such that

~--<__min (A 3, e2),
min h~ (to - 5~) -- ~ ~ ~,

/~=1,...,#
b

/1~'(~)1 d~__<~ whenever ~=_<~<~_<_to

with

(b -- a) --< max (d~, I h (to) -- h (to -- d~) + 2 d4),

I~ (~) - * (~)1 = A1 whenever ~=< ~ < ~_--<to

with

(b-- a)--< ~3 +

Ix(b)--x(a)l<=A~
with

max

t.--~ <s<t. o

whenever

Ig(to) --g(s) l

o~<--_a<bgfl

(b-- a) N (9a, and

f [x'(h'(s))--x'(h(s))] ds<_<_A, whenever

(for k = t . . . . . p) h,(s)

to

and hk(s) are absolutely continuous mappings of [to, fl] into [~, fl],

h'k(s)>~, ~;(s) >~, andl~(s)--~h(s)[<,

for all

s~[to,~].

This last requirement can be achieved by Lemma 2.

3. Existence o/a solution o / P in D 1
Let 71), fi2), ~, ~, to, and ~ satisfy the conditions stated in the theorem using the
~1 . . . . . ~, defined above. We shall show that (to,~(to),~(~(to)))~D2(D1 and
thence the existence of a solution, ~, in D1.
In case to=<to</5,

--< max {~s, ] ~ (g (~o))- x (~(t~))] + i x (~(~o))- x (g (t~)) I}

--<--~G + Al< *2.
In case t o -- ~5--<to< to,

I (to, (} (t'o), ~ (g (to))) -- (to, ~ (to), ~o(g (to))) [

=< max {~5, (~6+ max (I 9 (to) -- (i~ (to) l, [ (i~(g (70)) -- ~o(g (to)) 1)}
=< max {~5, ~6 + A 1 } < e2It follows from Theorem 2, with D 1 playing the role of D, that a solution,
(t), of the new problem exists on e--< t </~ where fi >/0- Moreover, to each compact set F ( D 1 there corresponds an infinite sequence t 0 < g l < g2< "'"---~fi such
that (gi, x(gi), x(g(~))) ED1 - - F for i = t, 2 . . . . .
tt*

t64

RODNEYD. DRIVER:
4. Pro4 that ~ > ~ and I1~-- x Ip'~<
It wm suffice to prove that I1~-- xlp'~
and (t, ~(t), ~(~r

~,

a compact

subset of D 1, for t o ~ t < min (/~,/5-). This will then rule out the possibility that

~ _ ~ and also lead to I1~-- ~ P'~----<*~<*.

Letting to = max (to, to), we must now consider the two cases to =< t < min (to,/~)

and io_-<t< min (~, hi.

In case

[o<=t< min

(to,/~), we find
t

I1~- x IIE~,'~- I1~ - 9 IP '~ + f I ~'(~) - ~' (s) l as

to

to

__ao + f E,l + al + n ( . , + a,) I~'(h (s)) I + I~'(s) l] a

--~6+(B1+~1) ~5+ ~

(B2 +02) k=l,...,pmax f I~'(o-)l a,, +A ~

~1,(to-,~)

=_~(a6 -[- A1) + (B~ +

(~1)A3+

+ n p (B2+ ~2)

I~'(r

de+

max

[ ~'(r

=<(~+ ~ (B, + e~/)(~o+~1/+ ( ~ + ~/,~ ----s < ~.

In case to=<t< min (/5./}),
t

I1~- x Ip,'>= I1~- x II~,~o>+ f I~'(s)

x'(s) I ds

~o

--<I1~- x p,~o~ + f I~> (~, ~ (s), ~ (~ <s))) -/<1> (s, ~ (s), x (g <s))) I as +
t

+ f IriSh(s,~(s), ~(g(~))) ~'(~(s)) -lC*~ 0, x(s),

x(g(s))) x'(h(s)) I a~

=<I1~- x IIc~,~.~+ / U~+ Zx max (I ~ (s) -- x (s) l, I~ (~ (s)) -- x (g Is)) I)] as +

t

+ ~# f ~(B~+ ~/I~'(~ (s)) -- x'(h (~/)1 +

+ ( ~ + L~ max (] ~ (s) -- x (s)], ]~ (~ (s)) -- x (g (s)) ]))

[x' (h (s)) ]1 ds

=<lie- x Ip,~0>+ f r~ + z ~ II~- x II~,*> -t-L 1 All ds -[r.

+~# (B~ +a,) f rle'q;(s)) - x'(fi(s)) I + I~'q;(s)) - x'(h(s))I] as +

7.

+ n p f [~,. + L~ I1~-- x p,'~ + t~ ~1] Ix'(h (s)) I d s.

A Neutral Functional-Differential Equation

Now, using t h e fact t h a t e a c h / ~ (t) --<h k (t) + z--< t - - z on

Ito, ~,

~65
we o b t a i n

II~- ~ IP '"-<- II~- x Ip ,~.~+ (al +L~ A~) (t-- io) +

+ ~_np (B~ + 82) Ill-- x [[~"-~) + n p (B~,+ 82) A2+

t--z

+ ~'P,~(,~ g,,~)fllx'(,,)lld,,+

f (g~+ ,,Pg, lx'(h(,))l)ll~-- xp,"ds.

to

O:

Therefore, by Lemm~ ~ with r(O----II~- ~ IP ''~,

t.

t--'~

ix
C4
Applying the estimate for II~'-- x II["&)obtained in the firstcase and the defining
condition for 81, 6~.,8s, At,/I~, and A~, we find

I1~- ~ IP'" <= s <

NOW from these two cases it follows that for

...

to~t< nlin (#, fl),

I~ (~(t))-- x(g(t))I-< I~ (~ (t))-- x (~(t))I+ Ix (~ (~))-- x(g(t))l<=S +zl,< ~.

Thus

(t,~(t),~(~(t)))~D~.

Q.E.D.

This work was supported b y the United States Atomic Energy Commission.
Reproduction in whole or in p a r t is permitted for any purpose of the U. S. Governm ent.

References
[1] BELLMAN, R., & K. L. COOKE, Differential-Difference Equations. New York:
Academic Press 1963.
L~] CODDINGTON, E. A., & N. LEVlNSON, Theory of Ordinary Differential Equations.
New York: McGraw-Hill 1955.
[3] DRIVER, R . D . , Stability of solutions of a functional-differential equation of
neutral type. International Congress of Mathematicians, Stockholm t96:2,
Abstracts of Short Communications, p. 71.
E~] DRIVER, R. D., A functional-differential system of neutral t y p e arising in a
two-body problem of classical electrodynamics. Internat. Sympos. Nonlinear Differential Equations and Nonlinear Mechanics, pp. 474--484. New
York : Academic Press t 963.
ES] DRIVER, R. D., Existence theory for a delay-differential system. Contributions
to Differential Equations 1, 317--336 (1963).
[6] EL'SGOL'TS, L. E. (3a~,croJILtI, 2I. 3.), Qualitative Methods in Mathematical Analysis [Russian]. Moscow 1955. English Translation: Amer. Math. Soc. Translations of Mathematical Monographs, Volume x l I , 1964.
[7] EL'SGOL'TS, L. E., Toward a theory of stability of differential equations with
retarded argument [Russian]. Vestnik Moskov. Univ. Ser. Mat. Mekh. Astr.
Fiz. Khim. 1959, no. 5, 65--71.

Arch. Rational Mech. Anal., Vol. 19

t tb

! 66

R O D N E YD. DRIVER: A Neutral Functional-Differential Equation

[8] HAHN, W,, Bericht fiber Differential-Differenzengleichungen mit festen und vergndeflichen Spannen. Jber. Deutsch. Math. Verein. 57, 55--84 (1954).
[9] HALMOS, P. R., Measure Theory. Princeton: Van Nostrand t950.
[10] JONES, G. S., A fundamental inequality for generalized Volterra integral equations. Amer. Math. Soc. Notices 10, 445 (t963).
[11] KAMENSKII, G. A. (HaMeEcmtl~, F. A.), On existence and uniqueness of solutions
of differential-difference equations of neutral t y p e [Russian]. Moskov. Gos.
Univ. Uchenye Zap. 181 Mat. 8, 83--89 (1956).
[12] KAMENSKII, G. A., Existence, uniqueness, and continuous dependence on the
initial conditions of the solutions of systems of differential equations with
deviating argument of neutral type [Russian]. Mat. Sbornik 55 (97), 363--378
(t961).
[13] KAMKE, E., Differentialgleichungen reeller Funktionen. Leipzig: Akademische
Verlagsgesellschaft t 930.
[14] McSHANE, E. J., Integration. Princeton: Princeton Univ. Press 1947.
[15] MYSHKIS, A. D. (MslmEHc, A. ~.), General theory of differential equations with
a retarded argument [Russian]. Uspekhi Mat. N a u k 4, 5 (33), 99-- 141 (t949).
I n English in Amer. Math. Soc. Translations, Series 1, vol. 4, 207--267 (1962).
Supplementary Bibliographical Materials, Uspekhi Mat. Nauk 5 (2), 148-- t 54
(1950).
[16] voN NEUMANN, J., Functional Operators, Vol. I. Annals of Math. Studies, No. 21.
Princeton : Princeton Univ. Press 1950.
[17] PEANO, G., Sull' integrabilitA delle equazioni differenziali di primo ordine.
A t t i R. Accad. Torino 21, 677--685 (1885/t886).
[18] PITT, H. R., On a class of integro-differential equations. Proc. Cambridge Philos.
Soc. 40, t99--211 (t944).
[19] PITT, H. R., On a class of linear integro-differential equations. Proc. Cambridge
Philos. Soc. 43, 153--t63 (t947).
[20] REID, W. T., Properties of solutions of an infinite system of ordinary linear
differential equations of the first order with auxiliary b o u n d a r y conditions.
Trans. Amer. Math. Soc. 32, 284--318 (1930).
[21] SANSONE,G., Teorema di esistenza di soluzioni per un sistema di equazioni
funzionali differenziali. Ann. Mat. Pura Appl. 39, 65--67 (1955).
[22] WINTNER, A., Infinities in the non-local existence problem of ordinary differential equations. Amer. J. Math. 68, t 7 3 - - t 7 8 (1946).
[23] WRIGHT, E. M., Linear difference-differential equations. Proc. Cambridge Philos.
Soc. 44, t 7 9 - - t 8 5 (1948).
[24] WRIGHT, E. M., The linear difference-differential equation with asymptotically
constant coefficients. Amer. J. Math. 70, 221--238 (1948).
[25] WRIGHT,E. M., The stability of solutions of non-linear difference-differential
equations. Proc. Royal Soc. Edinburgh, A, 63, t 8 - - 2 6 (1950).
[26] ZV]~RKIN,A. M., G. A. KAMENSKII, S. B. NORKIN, L. E. EL'SGOL'TS (3BepElaH,
A.M., F. A. HaMeHcH~, C.B. H o p ~ H , and JI. 9. Dabcro~su), Differential
equations with deviating argument [Russian]. Uspekhi Mat. N a u k 17, 2 (t04)
77--t64 (1962). In English in Russian Mathematical Surveys 17, No. 2,
61--146. P a r t I I [Russian]. T r u d y Seminara po Teorii Differentsial'nykh
Uravnenii s Otklonyayushchimsya Argumentom 2, 3--49 (1963).
Sandia L a b o r a t o r y
Albuquerque, New Mexico

(Received October 30, 1964)