DISCRETE AND CONTINUOUS doi:10.3934/dcdss.2009.2.559 DYNAMICAL SYSTEMS SERIES S Volume 2, Number 3, September 2009 pp. 559–581 STABILITY OF THE HEAT AND OF THE WAVE EQUATIONS WITH BOUNDARY TIME-VARYING DELAYS Serge Nicaise and Julie Valein Universit´ede Valenciennes et du Hainaut Cambr´esis LAMAV, FR CNRS 2956 Institut des Sciences et Techniques of Valenciennes F-59313 - Valenciennes Cedex 9, France Emilia Fridman School of Electrical Engineering Tel Aviv University Tel Aviv, 69978, Israel Abstract. Exponential stability analysis via Lyapunov method is extended to the one-dimensional heat and wave equations with time-varying delay in the boundary conditions. The delay function is admitted to be time-varying with an a priori given upper bound on its derivative, which is less than 1. Sufficient and explicit conditions are derived that guarantee the exponential stability. Moreover the decay rate can be explicitly computed if the data are given. 1. Introduction. Time-delay often appears in many biological, electrical engineer- ing systems and mechanical applications, and in many cases, delay is a source of instability [5]. In the case of distributed parameter systems, even arbitrarily small delays in the feedback may destabilize the system (see e.g. [3, 9, 15, 10]). The stability issue of systems with delay is, therefore, of theoretical and practical im- portance. There are only a few works on Lyapunov-based technique for Partial Differential Equations (PDEs) with delay. Most of these works analyze the case of constant delays. Thus, stability conditions and exponential bounds were derived for some scalar heat and wave equations with constant delays and with Dirichlet boundary conditions without delay in [16, 17]. Stability and instability conditions for the wave equations with constant delay can be found in [10, 12]. The stability of linear parabolic systems with constant coefficients and internal constant delays has been studied in [6] in the frequency domain. Recently the stability of PDEs with time-varying delays was analyzed in [2, 4, 13] via Lyapunov method. In the case of linear systems in the Hilbert space, the conditions of [2, 4, 13] assume that the operator acting on the delayed state is bounded, which means that this condition can not be applied to boundary delays. These conditions were applied to PDEs without delays in the boundary conditions (to 2D Navier-Stokes and to a scalar heat equations in [2], to a scalar heat and to a scalar wave equations in [4, 13]). 2000 Mathematics Subject Classification. Primary: 93D15; Secondary: 35L05. Key words and phrases. Heat equation, wave equation, time-varying delay, stability, Lyapunov functional. 559 560 SERGE NICAISE, JULIE VALEIN AND EMILIA FRIDMAN In the present paper we analyze exponential stability of the heat and wave equa- tions with time-varying boundary delay. Our main novel contribution is an ex- tension of previous results from [10, 12] to time-varying delays. This extension is not straightforward due to the loss of translation-invariance. In the constant delay case the exponential stability was proved in [10, 12] by using the observability in- equality which can not be applicable in the time-varying case (since the system is not invariant by translation). Hence we introduce new Lyapunov functionals with exponential terms and an additional term for the wave equation, which take into account the dependence of the delay with respect to time. For the treatment of other problems with Lyapunov technique see [4, 13, 11]. Note further that to the best of our knowledge the heat equation with boundary delay has not been treated in the literature. Contrary to [10, 12], the existence results do not follow from stan- dard semi-group theory because the spatial operator depends on time due to the time-varying delay. Therefore we use the variable norm technique of Kato [7, 8]. Finally for each problem we give explicit sufficient conditions that guarantee the exponential decay and for the first time we characterize the optimal decay rate that can be explicitly computed once the data are given. The paper is mainly decomposed in two parts treating the heat equation (section 2) and the wave equation (section 3). In the first subsection, we set the problem under consideration and prove existence results by using semigroup theory. In the second subsection we find sufficient conditions for the strict decay of the energy and finally in the last subsection we show that these conditions yield an exponential decay. 2. Exponential stability of the delayed heat equation. First, we consider the system described by ut(x, t) − auxx(x, t)=0, 0 <x<π,t> 0, u(0, t)=0, t> 0, ux(π, t)= −µ0u(π, t) − µ1u(π, t − τ(t)), t> 0, (1) 0 u(x, 0) = u (x), 0 <x<π, u(π, t − τ(0)) = f 0(t − τ(0)), 0 <t<τ(0), with the constant parameter a> 0 and where µ0, µ1 ≥ 0 are fixed nonnegative real numbers, the time-varying delay τ(t) satisfies τ˙(t) < 1, ∀t> 0, (2) and ∃M > 0: 0 < τ0 ≤ τ(t) ≤ M, ∀t> 0. (3) Moreover, we assume that τ ∈ W 2, ∞([0, T ]), ∀T > 0. (4) The boundary-value problem (1) describes the propagation of heat in a homoge- neous one-dimensional rod with a fixed temperature at the left end. Here a stands for the heat conduction coefficient, u(x, t) is the value of the temperature field of the plant at time moment t and location x along the rod. In the sequel, the state dependence on time t and spatial variable x is suppressed whenever possible. STABILITY WITH TIME-VARYING DELAYS 561 2.1. Well-posedness of the problem. We aim to show that problem (1) is well- posed. For that purpose, we use semi-group theory and adapt the ideas from [10]. We introduce the Hilbert space V = {φ ∈ H1(0, π) : φ(0) = 0}. We transform our system (1) as follows. Let us introduce the auxiliary variable z(ρ,t)= u(π, t − τ(t)ρ) for ρ ∈ (0, 1) and t> 0. Note that z verifies the transport equation for 0 <ρ< 1 and t> 0 τ(t)zt(ρ, t)+(1 − τ˙(t)ρ)zρ(ρ, t)=0, z(0, t)= u(π, t), (5) 0 z(ρ, 0) = f (−τ(0)ρ). Therefore, the problem (1) is equivalent to ut(x, t) − auxx(x, t)=0, 0 <x<π,t> 0, τ(t)z (ρ, t)+(1 − τ˙(t)ρ)z (ρ, t)=0, 0 <ρ< 1,t> 0, t ρ u(0, t)=0, u (π, t)= −µ u(π, t) − µ z(1, t), t> 0, x 0 1 (6) z(0, t)= u(π, t), t> 0, u(x, 0) = u0(x), 0 <x<π, 0 z(ρ, 0) = f (−τ(0)ρ), 0 <ρ< 1. If we introduce U := (u, z)⊤, then U satisfies τ˙(t)ρ − 1 U = (u , z )⊤ = (au , z )⊤. t t t xx τ(t) ρ Consequently the problem (1) may be rewritten as the first order evolution equation U = A(t)U t (7) U(0) = (u0, f 0(−τ(0)))⊤ = U , 0 where the time dependent operator A(t) is defined by u auxx A(t) = τ˙(t)ρ−1 , z zρ τ(t) ! with domain D(A(t)) := {(u, z) ∈ (V ∩ H2(0, π)) × H1(0, 1) : z(0) = u(π), ux(π)= −µ0u(π) − µ1z(1)}. Notice that the domain of the operator A(t) is independent of the time t, i.e. D(A(t)) = D(A(0)), ∀t> 0. (8) Now, we introduce the Hilbert space H = L2(0, π) × L2(0, 1) equipped with the usual inner product u u˜ π 1 , = uudx˜ + z(ρ)˜z(ρ)dρ. z z˜ Z0 Z0 A general theory for equations of type (7) has been developed using semigroup theory [7, 8, 14]. The simplest way to prove existence and uniqueness results is to show that the triplet {A,H,Y }, with A = {A(t) : t ∈ [0, T ]}, for some fixed T > 0 and Y = D(A(0)), forms a CD-system (or constant domain system, see [7, 8]). More 562 SERGE NICAISE, JULIE VALEIN AND EMILIA FRIDMAN precisely, the following theorem gives the existence and uniqueness results and is proved in Theorem 1.9 of [7] (see also Theorem 2.13 of [8] or [1]) Theorem 2.1. Assume that (i) Y = D(A(0)) is a dense subset of H, (ii) (8) holds, (iii) for all t ∈ [0, T ], A(t) generates a strongly continuous semigroup on H and the family A = {A(t) : t ∈ [0, T ]} is stable with stability constants C and m inde- pendent of t (i.e. the semigroup (St(s))s≥0 generated by A(t) satisfies kSt(s)ukH ≤ ms Ce kukH, for all u ∈ H and s ≥ 0), ∞ (iv) ∂tA belongs to L∗ ([0, T ], B(Y, H)), the space of equivalent classes of es- sentially bounded, strongly measure functions from [0, T ] into the set B(Y, H) of bounded operators from Y into H. Then, problem (7) has a unique solution U ∈ C([0, T ], Y )∩C1([0, T ], H) for any initial datum in Y . Lemma 2.2. D(A(0)) is dense in H. Proof. Let (f, h)⊤ ∈ H be orthogonal to all elements of D(A(0)), namely u f π 1 0= , = ufdx + z(ρ)h(ρ)dρ, z h Z0 Z0 for all (u, z)⊤ ∈ D(A(0)). We first take u = 0 and z ∈ D(0, 1). As (0, z) ∈ D(A(0)), we get 1 z(ρ)h(ρ)dρ =0.