MASARYK UNIVERSITY FACULTY OF SCIENCE HABILITATION THESIS Solution spaces of almost periodic homogeneous linear difference and differential systems Brno 2015 Michal Vesel´y Preface In this work, a problem from the qualitative theory of almost periodic difference and differential equations is solved. More precisely, using special constructions of almost periodic (and limit periodic) sequences and functions, non-almost periodic solutions of almost periodic homogeneous linear difference and differential systems are studied. The aim is to find systems, whose all solutions can be almost periodic, and to prove that, in any neighbourhood of such a system, there exists a system which does not possess an almost periodic solution other than the trivial one. All results presented in this work are due to the author and are taken from papers denoted as (2)–(5), (7), (9), (13), (18), and (21) on pages 168–169. Note that four of the papers have a co-author, namely P. Hasil. In all cases, the contributions of the both authors are equivalent. Certain parts of this work are also taken from the Ph.D. thesis of the author (see (PhD) or directly papers (2)–(5)). The history and basic motivation of the treated topic are included at the beginnings of chapters and sections. For reader’s convenience, the end of each proof, example, and remark is identified by symbol , ♦, and , respectively. The used notations are collected in sections titled Preliminaries. Definitions, theorems, lemmas, corollaries, examples, and remarks are numbered consecutively within each chapter. Brno, September 21, 2015 Michal Vesel´y Contents Abstracts 4 Abstract of Chapter 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Abstract of Chapter 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Abstract of Chapter 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Abstract of Chapter 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Abstract of Chapter 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 Abstract of Chapter 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 Abstract of Chapter 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1 Almost periodic and limit periodic sequences in pseudometric spaces 6 1.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.2 Generalizations of pure periodicity . . . . . . . . . . . . . . . . . . . . . . 8 1.2.1 Almost periodic sequences . . . . . . . . . . . . . . . . . . . . . . . 8 1.2.2 Asymptotically almost periodic sequences . . . . . . . . . . . . . . 11 1.2.3 Limit periodic sequences . . . . . . . . . . . . . . . . . . . . . . . . 12 1.3 Constructions of almost periodic and limit periodic sequences . . . . . . . 13 1.4 Application related to almost periodic difference systems . . . . . . . . . . 20 2 Solutions of almost periodic difference systems 33 2.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 2.2 General homogeneous linear difference systems . . . . . . . . . . . . . . . . 35 2.2.1 Transformable groups . . . . . . . . . . . . . . . . . . . . . . . . . . 35 2.2.2 Strongly and weakly transformable groups . . . . . . . . . . . . . . 42 2.3 Systems without almost periodic solutions . . . . . . . . . . . . . . . . . . 46 3 Values of almost periodic and limit periodic sequences 70 3.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 3.2 Sequences with given values . . . . . . . . . . . . . . . . . . . . . . . . . . 70 3.3 Applications related to almost periodic difference systems . . . . . . . . . . 78 4 Solutions of limit periodic difference systems 82 4.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 4.2 General homogeneous linear difference systems . . . . . . . . . . . . . . . . 84 4.3 Systems without asymptotically almost periodic solutions . . . . . . . . . . 87 4.4 Systems with non-almost periodic solutions . . . . . . . . . . . . . . . . . . 99 2 5 Almost periodic and limit periodic functions in pseudometric spaces 117 5.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118 5.2 Generalizations of pure periodicity . . . . . . . . . . . . . . . . . . . . . . 118 5.2.1 Almost periodic functions . . . . . . . . . . . . . . . . . . . . . . . 118 5.2.2 Limit periodic functions . . . . . . . . . . . . . . . . . . . . . . . . 122 5.3 Constructions of almost periodic functions . . . . . . . . . . . . . . . . . . 123 6 Solutions of almost periodic differential systems 129 6.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130 6.2 Skew-Hermitian systems without almost periodic solutions . . . . . . . . . 130 6.3 Skew-symmetric systems without almost periodic solutions . . . . . . . . . 146 7 Values of almost periodic and limit periodic functions 158 7.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158 7.2 Functions with given values . . . . . . . . . . . . . . . . . . . . . . . . . . 158 Author’s papers 168 References 170 3 Abstracts Chapter 1: We introduce the notions of almost periodic and limit periodic sequences in pseudometric spaces. Especially, we modify the Bochner definition of almost periodicity so that it remains equivalent with the Bohr one. We present an easily modifiable method for constructing almost periodic and limit periodic sequences with prescribed properties. We apply the method to construct an almost periodic homogeneous linear difference system which does not have any non-trivial almost periodic solution. Chapter 2: Almost periodic homogeneous linear difference systems are analysed, where the coefficient matrices belong to a group. The goal is to find such groups that the systems having no non-trivial almost periodic solution form a dense subset of the set of all considered systems. A closer examination of the used methods reveals that the problem can be treated in such a generality that the entries of the coefficient matrices are allowed to belong to any complete metric field. The concepts of transformable and weakly transformable groups of matrices are introduced and these concepts enable us to derive efficient conditions for determining matrix groups with the required property. Chapter 3: Limit periodic sequences with values in pseudometric spaces are considered. We construct limit periodic sequences with given values. For any totally bounded and countable set, we find a limit periodic sequence which attains each value from this set periodically. For any totally bounded countable set which is dense in itself, we construct a limit periodic bijective map from the integers into this set. The corresponding results about almost periodic sequences are explicitly formulated as well. As corollaries, we obtain new results about non-almost periodic solutions of complex almost periodic transformable difference systems. Chapter 4: As in Chapter 2, we study homogeneous linear difference systems, where the coefficient matrices belong to a bounded group. Now we consider limit periodic systems and we find groups of matrices with the property that the systems, which do not possess non-zero asymptotically almost periodic solutions, form a dense subset in the space of all considered systems. Since the used method is substantially different from the processes applied in Chapter 2, we obtain new results also for almost periodic systems. 4 Chapter 5: We introduce almost periodic and limit periodic functions with values in a pseudometric space X. We mention the Bohr and the Bochner definition of almost periodicity and the fundamental properties of almost periodic functions. In particular, we prove the equivalence of the Bohr and the Bochner concept and we briefly describe the connection between almost periodic functions and sequences. Similarly as in Chapter 1, we present a modifiable method for constructing almost periodic functions in X. Chapter 6: We analyse solutions of almost periodic skew-Hermitian and skew-symmetric homogeneous linear differential systems. It is known that the systems, whose all solutions are almost periodic, form an everywhere dense subset in space of all almost periodic skew-Hermitian or skew-symmetric systems (in the uniform topology). Applying a construction from Chapter 5, we prove that, in any neighbourhood of an almost periodic skew-Hermitian system, there exists a different almost periodic skew-Hermitian system which does not possess a non-trivial almost periodic solution. In addition, using a modification of the iterative process presented in Chapter 5, we obtain the same result for almost periodic skew-symmetric systems as well. Chapter 7: In pseudometric spaces, limit periodic and almost periodic functions with given values are constructed. More precisely, for an arbitrary uniformly continuous function which attains finitely many values on Z and whose range is totally bounded, we construct an almost periodic function with the same range on Z and R which attains all value periodically. In addition, if the uniformly continuous function with a totally bounded range attains a value periodically, then we prove that the resulting function can be constructed as limit periodic. 5 Chapter 1 Almost periodic and limit periodic sequences in pseudometric spaces In this chapter, we introduce the notions of limit periodicity and (asymptotic) almost periodicity for sequences in a general pseudometric space. At first, we mention the article [65] by K. Fan which considers asymptotically almost periodic sequences of elements of a metric space (based on the Fr´echet concept from [74, 75]) and the article [177] by H. Tornehave about almost periodic functions of the real variable with values in a metric space. In these papers, it is shown that many theorems which are valid for complex valued sequences and functions are no longer true. For continuous functions, it is observed that the important property is the local connection by arcs of the space of values and also its completeness. However, we do not use their results or other theorems and we introduce the considered generalizations of periodic sequences in pseudometric spaces without any additional restrictions; i.e., the definitions are similar to the classical ones, only the modulus being replaced by the distance. We can also refer to [88, 131, 132, 147, 186, 189]. We add that the concept of almost periodic functions of several variables with respect to Hausdorff metrics can be found in [165] which is an extension of [60] (see also [61], [149]). In Banach spaces, a sequence {ϕk}k∈Z is almost periodic if and only if any sequence of translates of {ϕk} has a subsequence which converges and its convergence is uniform with respect to k in the sense of the norm. In 1933, the continuous case of the previous result was proved by S. Bochner in [22], where the fundamental theorems of the theory of almost periodic functions with values in Banach spaces are proved as well (see, e.g., [6], [7, pp. 3–25] or [111], where the theorems are redemonstrated by the methods of the functional analysis). We remark that the discrete version of this result can be proved similarly as in [22] (or see directly papers [156, 179]). In pseudometric spaces, it is easy to show that the above result is not generally true. Nevertheless, by a simple modification of the Bochner proof of this result, one can verify that a necessary and sufficient condition for a sequence {ϕk}k∈Z to be almost periodic is that any sequence of translates of {ϕk} has a subsequence satisfying the Cauchy condition uniformly with respect to k. 6 1.1 Preliminaries 7 In this chapter, we also analyse systems of the form xk+1 = Ak · xk, k ∈ Z (or k ∈ N0), where {Ak} is almost periodic. The aim is to prove that there exists a system of the above form which does not have an almost periodic solution other than the trivial one (see Theorem 1.38 below). A closer examination of the method used in our construction reveals that the problem can be treated in possibly the most general setting: almost periodic sequences attain values in a pseudometric space; the entries of almost periodic matrices are elements of an infinite ring with a unit. Note that many theorems about the existence of almost periodic solutions of general almost periodic difference systems are published in [21, 83, 87, 163, 182, 186, 187, 189] and several these existence theorems are proved there in terms of discrete Lyapunov functions. Here, we can also refer to the monograph [183] and [190, Theorems 3.6, 3.7, 3.8]. For linear systems with k ∈ N0, see [5, 168]. This chapter is organized as follows. In the first section, we mention the notation which is used throughout the whole chapter. Section 1.2 presents the definitions of (asymptotically) almost periodic and limit periodic sequences in a pseudometric space, the above necessary and sufficient condition for the almost periodicity of a sequence {ϕk}k∈Z, and some basic properties of almost periodic sequences in pseudometric spaces. In Section 1.3, we show a way one can construct limit periodic and almost periodic sequences with given properties. We remark that our process is comprehensible and easily modifiable and that methods of generating almost periodic sequences are mentioned in [138, Section 4] as well. Finally, in Section 1.4, we use results from the second and the third section to obtain a theorem which plays an important role in Chapter 2, where it is proved that the almost periodic homogeneous linear difference systems which do not have any non-zero almost periodic solution form a dense subset of the set of all considered systems. Using our constructions, we obtain generalizations of results from the paper of the author denoted as (1) and from [176], where unitary and orthogonal systems are studied. 1.1 Preliminaries As usual, R+ denotes the set of all positive reals, R+ 0 the set of all non-negative real numbers, and N0 the set of all natural numbers including the zero. Let X = ∅ be an arbitrary set and let d : X × X → R+ 0 be a pseudometric on X. For given ε > 0 and x ∈ X, in the same way as in metric spaces, we define the ε-neighbourhood of x in X as the set {y ∈ X; d(x, y) < ε}. The ε-neighbourhood is denoted by Oε(x). We consider sequences in X. The scalar (and vector) valued sequences are denoted by the lower-case letters, the matrix valued sequences by the capital letters (X is a set of matrices in this case), and each one of the scalar and matrix valued sequences by symbols {ϕk}, {ψk}, {χk}. 1.2 Generalizations of pure periodicity 8 1.2 Generalizations of pure periodicity Now we introduce the concept of (asymptotically) almost periodic and limit periodic sequences in the pseudometric space X. We remark that the approach is very general and that the presented theory of almost periodic sequences does not distinguish between x ∈ X and y ∈ X if d(x, y) = 0. 1.2.1 Almost periodic sequences We begin with a “natural” generalization of almost periodicity. Definition 1.1. A sequence {ϕk} is called almost periodic if for any ε > 0, there exists a positive integer p (ε) such that any set consisting of p (ε) consecutive integers (non-negative integers if k ∈ N0) contains at least one integer l with the property that d(ϕk+l, ϕk) < ε, k ∈ Z (or k ∈ N0). The number l is called an ε-translation number of {ϕk}. For any ε > 0, the set of all ε-translation numbers of a sequence {ϕk} is denoted by T({ϕk}, ε). Remark 1.2. If X is a Banach space, then a necessary and sufficient condition for a sequence {ϕk}k∈Z to be almost periodic is it to be normal; i.e., {ϕk} is almost periodic if and only if any sequence of translates of {ϕk} has a subsequence, uniformly convergent for k ∈ Z in the sense of the norm. This result and Theorem 1.3 below are not valid if {ϕk} is defined for k ∈ N0 and if we consider only translates to the right (consider X = R, ϕ0 = 1, and ϕk = 0, k ∈ N). But, if we consider translates to the left, then the both results are valid for k ∈ N0 as well. It is seen that the result mentioned in Remark 1.2 is no longer valid if the space of values fails to be complete. Especially, in a pseudometric space (X, d), it is not generally true that a sequence {ϕk}k∈Z is almost periodic if and only if it is normal. Nevertheless, applying the methods from any one of the proofs of the results [7, Statement (ζ)], [46, Theorem 1.10], and [72, Theorem 1.14], one can easily prove that every normal sequence {ϕk}k∈Z is almost periodic. Further, we can prove the next theorem (a generalization of the theorem called the Bochner concept) which we will need later. We add that its proof is a modification of the proof of [46, Theorem 1.26]. Theorem 1.3. Let {ϕk}k∈Z be given. For an arbitrary sequence {hn}n∈N ⊆ Z, there exists a subsequence {˜hn}n∈N ⊆ {hn}n∈N with the Cauchy property with respect to {ϕk}, i.e., for any ε > 0, there exists M = M(ε) ∈ N for which the inequality d ϕk+˜hi , ϕk+˜hj < ε holds for all i, j, k ∈ Z, i, j > M, if and only if {ϕk}k∈Z is almost periodic. 1.2 Generalizations of pure periodicity 9 Proof. If any sequence of translates of {ϕk} has a subsequence which has the Cauchy property, then {ϕk} is almost periodic. It can be proved similarly as [46, Theorem 1.10], where it is not used that X is complete. To prove the opposite implication, we assume that {ϕk} is almost periodic and we use the well-known method of the diagonal extraction. Let {hn}n∈N ⊆ Z and ϑ > 0 be arbitrary. By Definition 1.1, there exists a positive integer p such that, in any set {hn − p, hn − p + 1, . . . , hn}, there exists a ϑ-translation number ln. We know that 0 ≤ hn − ln ≤ p for all n ∈ N. We put kn := hn − ln, n ∈ N. Clearly, kn = c = const. (a constant value from {0, 1, . . . , p}) for infinitely many values of n. Since d (ϕk+hn , ϕk+kn ) = d ϕ(k+hn−ln)+ln , ϕk+hn−ln < ϑ, k ∈ Z, there exists a subsequence {h1 n} of {hn} and an integer c1 such that d ϕk+h1 n , ϕk+c1 < ϑ, k ∈ Z, n ∈ N. (1.1) Consider now a sequence of positive numbers ϑ1 > ϑ2 > · · · > ϑn > · · · converging to 0. From the sequence {ϕk+hn }, we extract a subsequence {ϕk+h1 n } which satisfies (1.1) for ϑ = ϑ1. From this sequence, we extract a subsequence {ϕk+h2 n } for which an inequality analogous to (1.1) is valid. Of course, c is not same, but it depends on the subsequence. We proceed further in the same way. Next, we form the sequence {ϕk+hn n }n∈N. Assume that ε > 0 is given and that we have 2ϑm < ε for m ∈ N. As a result, for i, j > m, i, j ∈ N, we obtain d ϕk+hi i , ϕk+hj j ≤ d ϕk+hi i , ϕk+cm + d ϕk+cm , ϕk+hj j < ε, k ∈ Z, where cm is the number corresponding to the sequence {ϕk+hm n }n∈N and ϑm. Corollary 1.4. Let p ∈ N be arbitrarily given and let {ϕk}k∈Z be almost periodic. For any ε > 0, the set {lp; l ∈ N} ∩ T({ϕk}, ε) is infinite. Proof. It suffices to apply Theorem 1.3 for hn := pn, n ∈ N. Indeed, it holds sup k∈Z d ϕk+hi , ϕk+hj = sup k∈Z d ϕk+hi−hj , ϕk , i, j ∈ N. In Chapter 2, we consider almost periodic sequences in complete metric spaces. Thus, we also need the following consequence of the so-called Bochner theorem. Corollary 1.5. An arbitrary sequence {ϕk}k∈Z in a complete metric space is almost periodic if and only if, from any sequence of the form {{ϕk+hi }k∈Z}i∈N, where {hi}i∈N ⊆ Z, one can extract a subsequence converging uniformly for k ∈ Z. Many results about almost periodic sequences with values in C are extendable to sequences with values in a complete metric space (or in a pseudometric space). We mention the following results which we will need later and which can be easily proved using methods from the classical theory of almost periodic functions (see [7, 46] for the classical cases and, e.g., [13] for generalizations). We also refer to [134, 189]. 1.2 Generalizations of pure periodicity 10 Theorem 1.6. Let X1, X2 be arbitrary pseudometric spaces and Φ : X1 → X2 be a uniformly continuous map. If {ϕk} ⊆ X1 is almost periodic, then the sequence {Φ(ϕk)} is almost periodic as well. Proof. Taking ε > 0 arbitrarily, let δ(ε) > 0 be the number corresponding to ε from the definition of the uniform continuity of Φ. Now, Theorem 1.6 follows from the fact that the set of all ε-translation numbers of {Φ(ϕk)} contains the set of all δ(ε)-translation numbers of {ϕk}, i.e., from the inclusion T ({ϕk}, δ(ε)) ⊆ T ({Φ(ϕk)}, ε) . Theorem 1.7. For every sequence of almost periodic sequences {ϕ1 k}, . . . , {ϕi k}, . . . , the sequence of lim i→∞ ϕi k is almost periodic if the convergence is uniform with respect to k. Proof. The proof can be easily obtained by a modification of the proof of [46, Theorem 6.4]. Theorem 1.8. Let (X, d) be a complete metric space. For an almost periodic sequence {ϕk}k∈Z and an arbitrary sequence of integers h1, . . . , hi, . . . , there exists a subsequence {˜hi}i∈N of {hi}i∈N such that lim j→∞ lim i→∞ ϕk+˜hi−˜hj = ϕk. Proof. Since {ϕk} is normal, we know that there exists {¯hi}i∈N ⊆ {hi}i∈N for which the sequence {{ϕk+¯hi }k∈Z}i∈N converges uniformly to an almost periodic sequence (see Theorem 1.7), denoted as {ψk}. Applying Corollary 1.5 again, we obtain a subsequence {˜hi}i∈N ⊆ {¯hi}i∈N with the property that the sequence {{ψk−˜hi }k∈Z}i∈N is uniformly convergent. We denote the limit as {χk}. Now we choose ε > 0 arbitrarily. We have ψk−˜hi , χk < ε 2 , ψk, ϕk+˜hj < ε 2 , k ∈ Z, if i, j > n (i, j ∈ N) for some sufficiently large n = n(ε) ∈ N. Thus, for all k ∈ Z, it is true (ϕk, χk) ≤ ϕk, ψk−˜hi + ψk−˜hi , χk < ε. Because of the arbitrariness of ε > 0, we get the identity {ϕk} ≡ {χk}. Remark 1.9. It is possible to prove that a sequence {ϕk}k∈Z is almost periodic if and only if every pair of sequences {hi}i∈N, {li}i∈N ⊆ Z have common subsequences {˜hi}i∈N, {˜li}i∈N with the property that lim j→∞ lim i→∞ ϕk+˜hi+˜lj = lim i→∞ ϕk+˜hi+˜li pointwise for k ∈ Z. (1.2) 1.2 Generalizations of pure periodicity 11 In fact, condition (1.2) is necessary and sufficient in each one of the two modes of the convergence; i.e., in the strongest version, this condition is necessary in the uniform sense and sufficient in the pointwise sense. For almost periodic functions defined on R with values in C, the above result is due to S. Bochner and it can be found in [23]. The proof from the paper can be generalized for complete metric spaces (see [142, 143]). If this necessary and sufficient condition is applied only to the case {li} ≡ {−hi} (as in Theorem 1.8), then one gets a different class of sequences called almost automorphic sequences (for more details, see [56, 151]; concerning the linear systems treated in Chapter 2, see [35, 126]). Taking n ∈ N and using Theorem 1.3 (and Remark 1.2) n-times, one can easily prove the corollaries below. Corollary 1.10. Let sequences {ϕ1 k}, . . . , {ϕn k } be given. Then, the sequence {ψk} which is defined by ψk := ϕi+1 j for all considered k, where k = jn + i, j ∈ Z, i ∈ {0, . . . , n − 1}, is almost periodic if and only if all sequences {ϕ1 k}, . . . , {ϕn k } are almost periodic. Corollary 1.11. Let (X1, d1), . . . , (Xn, dn) be pseudometric spaces and {ϕ1 k}, . . . , {ϕn k } be arbitrary sequences with values in X1, . . . , Xn, respectively. The sequence {ψk}, with values in X1 × · · · × Xn given by ψk := ϕ1 k, . . . , ϕn k for all considered k, is almost periodic if and only if each one of sequences {ϕ1 k}, . . . , {ϕn k } is almost periodic. Corollary 1.12. Let ε > 0 be arbitrary and let the sequences {ϕ1 k}k∈Z, . . . , {ϕn k }k∈Z be almost periodic. Then, the set T({ϕ1 k}, ε) ∩ · · · ∩ T({ϕn k }, ε) is relatively dense in Z. We remark that it is possible to use Corollaries 1.10, 1.11, and 1.12 to obtain more general versions of Theorems 1.23, 1.27, and 1.29 below. 1.2.2 Asymptotically almost periodic sequences Now we mention the definition of asymptotic almost periodicity in pseudometric spaces. Definition 1.13. A sequence {ϕk}k∈Z ⊆ X (or {ϕk}k∈N0 ⊆ X) is asymptotically almost periodic if for every ε > 0, there exist positive integers r(ε) and R(ε) such that any set consisting of r(ε) consecutive integers contains at least one number l for which d (ϕk+l, ϕk) < ε, k, k + l ≥ R(ε), k ∈ N. Directly from Definition 1.13, we obtain the following theorem. 1.2 Generalizations of pure periodicity 12 Theorem 1.14. The range of any asymptotically almost periodic sequence is totally boun- ded. The Bochner theorem for asymptotically almost periodic sequences reads as follows. Theorem 1.15. Let {ϕk}k∈Z ⊆ X or {ϕk}k∈N0 ⊆ X be given. The sequence {ϕk} is asymptotically almost periodic if and only if any sequence {ln}n∈N ⊆ N satisfying limn→∞ ln = ∞ has a subsequence {¯ln}n∈N ⊆ {ln} such that, for any ε > 0, there exists L(ε) ∈ N with the property that it holds d ϕk+¯li , ϕk+¯lj < ε, i, j > L(ε), k ∈ N. Proof. See [65, Part 2]. Remark 1.16. In Banach spaces, a sequence is asymptotically almost periodic if and only if it is the sum of an almost periodic sequence and a sequence vanishing at infinity (see, e.g., [184]). 1.2.3 Limit periodic sequences Finally, we define limit periodicity in X. Definition 1.17. A sequence {ϕk}k∈Z ⊆ X (or {ϕk}k∈N0 ⊆ X) is called limit periodic if there exists a sequence of periodic sequences {ϕn k }k∈Z ⊆ X (or {ϕn k }k∈N0 ⊆ X) for n ∈ N such that limn→∞ ϕn k = ϕk uniformly with respect to k ∈ Z (or k ∈ N0). Remark 1.18. Of course, the periods of sequences {ϕn k } in Definition 1.17 do not need to be the same for considered n. Remark 1.19. In fact, limit periodic sequences coincide with the so-called semi-periodic sequences. We refer to [17] (and to [8] in the continuous case). Remark 1.20. In the literature, it is possible to find another definition of limit periodicity which leads to a larger class of sequences. See, e.g., [59, 130]. We consider Definition 1.17 because it is the standard one in the theory of almost periodic functions (and we obtain the strongest results in this case). See, e.g., [18, 46]. Theorem 1.21. There exists an almost periodic sequence {fk}k∈Z ⊂ C (with respect to the usual metric) which is not limit periodic. Proof. It suffices to consider, e.g., the sequence {eik }k∈Z (or also [46, Theorem 1.27]). Theorem 1.22. Any limit periodic sequence is almost periodic and any almost periodic sequence is asymptotically almost periodic. Proof. It suffices to consider Theorems 1.3, 1.7, and 1.15 together with Definitions 1.1, 1.13, and 1.17. 1.3 Constructions of almost periodic and limit periodic sequences 13 1.3 Constructions of almost periodic and limit periodic sequences In this section, we prove several theorems which facilitate to find almost periodic and limit periodic sequences having certain specific properties. In Theorem 1.23, we consider sequences for k ∈ N0; in Theorem 1.25 and Corollary 1.26, sequences for k ∈ Z obtained from almost periodic sequences for k ∈ N0; and, in Theorems 1.27 and 1.29, sequences for k ∈ Z. Theorem 1.23. Let ϕ0, . . . , ϕm ∈ X and j ∈ N be arbitrarily given. Let {rn}n∈N be an arbitrary sequence of non-negative real numbers such that ∞ n=1 rn < ∞. (1.3) Then, any sequence {ϕk}k∈N0 ⊆ X, where ϕk ∈ Or1 ϕk−(m+1) , k ∈ {m + 1, . . . , 2m + 1}, ϕk ∈ Or1 ϕk−2(m+1) , k ∈ {2(m + 1), . . . , 3(m + 1) − 1}, ... ϕk ∈ Or1 ϕk−j(m+1) , k ∈ {j(m + 1), . . . , (j + 1)(m + 1) − 1}, ϕk ∈ Or2 ϕk−(j+1)(m+1) , k ∈ {(j + 1)(m + 1), . . . , 2(j + 1)(m + 1) − 1}, ϕk ∈ Or2 ϕk−2(j+1)(m+1) , k ∈ {2(j + 1)(m + 1), . . . , 3(j + 1)(m + 1) − 1}, ... ϕk ∈ Or2 ϕk−j(j+1)(m+1) , k ∈ {j(j + 1)(m + 1), . . . , (j + 1)2 (m + 1) − 1}, ... ϕk ∈ Orn ϕk−(j+1)n−1(m+1) , k ∈ (j + 1)n−1 (m + 1), . . . , 2(j + 1)n−1 (m + 1) − 1 , ϕk ∈ Orn ϕk−2(j+1)n−1(m+1) , k ∈ 2(j + 1)n−1 (m + 1), . . . , 3(j + 1)n−1 (m + 1) − 1 , ... ϕk ∈ Orn ϕk−j(j+1)n−1(m+1) , k ∈ j(j + 1)n−1 (m + 1), . . . , (j + 1)n (m + 1) − 1 , ... is almost periodic. 1.3 Constructions of almost periodic and limit periodic sequences 14 Proof. Consider an arbitrary ε > 0. We need to prove that the set of all ε-translation numbers of {ϕk} is relatively dense in N0. Using (1.3), one can find n(ε) ∈ N for which ∞ n=n(ε) rn < ε 2 . (1.4) We see that ϕk+(j+1)n(ε)−1(m+1) ∈ Orn(ε) (ϕk), ϕk+2(j+1)n(ε)−1(m+1) ∈ Orn(ε) (ϕk), ... ϕk+j(j+1)n(ε)−1(m+1) ∈ Orn(ε) (ϕk) (1.5) if 0 ≤ k < (j + 1)n(ε)−1 (m + 1). Next, from (1.5) it follows (consider i ∈ {(j + 1)n , . . . , (j + 1)n+1 − 1}, n ∈ N) ϕk+(j+1)(j+1)n(ε)−1(m+1) ∈ Orn(ε)+rn(ε)+1 (ϕk), ϕk+((j+1)2−1)(j+1)n(ε)−1(m+1) ∈ Orn(ε)+rn(ε)+1 (ϕk), ... ϕk+i(j+1)n(ε)−1(m+1) ∈ Orn(ε)+rn(ε)+1+···+rn(ε)+n (ϕk), ... for k ∈ {0, . . . , (j + 1)n(ε)−1 (m + 1) − 1}. Therefore (consider (1.4)), we have ϕk+l(j+1)n(ε)−1(m+1) ∈ Oε 2 (ϕk), 0 ≤ k < (j + 1)n(ε)−1 (m + 1), l ∈ N0. (1.6) We put q(ε) := (j + 1)n(ε)−1 (m + 1). (1.7) Any p ∈ N0 can be expressed uniquely in the form p = k(p) + l(p)q(ε) for some k(p) ∈ {0, . . . , q(ε) − 1} and l(p) ∈ N0. Applying (1.6), we obtain d ϕp, ϕp+lq(ε) = d ϕk(p)+l(p)q(ε), ϕk(p)+l(p)q(ε)+lq(ε) ≤ d ϕk(p)+l(p)q(ε), ϕk(p) + d ϕk(p), ϕk(p)+(l+l(p))q(ε) < ε 2 + ε 2 = ε, (1.8) where p, l ∈ N0 are arbitrary; i.e., lq(ε) is an ε-translation number of {ϕk} for all l ∈ N0. The fact that the set {lq(ε); l ∈ N0} is relatively dense in N0 proves the theorem. 1.3 Constructions of almost periodic and limit periodic sequences 15 Remark 1.24. From the proof of Theorem 1.23 (see (1.7) and (1.8)), for any ε > 0 and any sequence {ϕk} considered there, we get the existence of n(ε) ∈ N such that the set of all ε-translation numbers of {ϕk} contains {l(j + 1)n(ε)−1 (m + 1); l ∈ N}; i.e., we have T ({ϕk}, n(ε)) := l(j + 1)n(ε)−1 (m + 1); l ∈ N ⊆ T ({ϕk}, ε) (1.9) for every ε > 0. From Remark 1.24 (see (1.9)), we immediately obtain that the resulting sequence {ϕk} in Theorem 1.23 is actually limit periodic. Theorem 1.25. Let {ϕk}k∈N0 be an almost periodic sequence and let {rn}n∈N ⊂ R+ 0 and {ln}n∈N ⊆ N be such that rnln → 0 as n → ∞. (1.10) If for any n ∈ N, there exists a set T(rn) of some rn-translation numbers of {ϕk} which is relatively dense in N0 and, for every non-zero l = l(rn) ∈ T(rn), there exists i = i(l) ∈ {1, . . . , ln + 1} with the property that ϕ(i−1)l+k ∈ Ornln (ϕil−k) , k ∈ {0, . . . , l}, (1.11) then the sequence {ψk}k∈Z, given by the formula ψk := ϕk for k ∈ N0; ψk := ϕ−k for k ∈ Z N0, (1.12) is almost periodic. If for any n ∈ N, there exists a set T(rn) of some rn-translation numbers of {ϕk} which is relatively dense in N0 and, for every non-zero m = m(rn) ∈ T(rn), there exists i = i (m) ∈ {1, . . . , ln + 1} with the property that ϕ(i−1)m+k ∈ Ornln (ϕim−k−1) , k ∈ {0, . . . , m − 1}, (1.13) then the sequence {χk}k∈Z, given by the formula χk := ϕk for k ∈ N0; χk := ϕ−(k+1) for k ∈ Z N0, (1.14) is almost periodic. Proof. We prove only the first part of Theorem 1.25. The proof of the second case (the almost periodicity of {χk}) is analogous. Let ε > 0 be arbitrarily small. Consider n ∈ N satisfying (see (1.10)) rnln < ε 3 . (1.15) We want to prove that the set T({ψk}, ε) of all ε-translation numbers of {ψk} contains the numbers {±l; l ∈ T(rn)}; i.e., we want to obtain the inequality d (ψk, ψk±l) < ε, l ∈ T(rn), k ∈ Z, (1.16) which proves the theorem because {±l; l ∈ T(rn)} is relatively dense in Z. 1.3 Constructions of almost periodic and limit periodic sequences 16 First of all we choose arbitrary l ∈ T(rn). From the theorem, we have i = i(l). Without loss of generality, we can consider only +l. (For −l, we can proceed similarly.) Because of ln ∈ N and l ∈ T(rn), from (1.12) and (1.15) it follows d (ψk, ψk+l) < ε 3 , k /∈ {−l, . . . , −1}, k ∈ Z. (1.17) Let k ∈ {−l, . . . , −1} be also arbitrarily chosen. Evidently, we have k + (1 − i)l ∈ {−il, . . . , −(i − 1)l − 1} and d (ψk, ψk+l) ≤ d ψk, ψk+(1−i)l + d ψk+(1−i)l, ψk+l = d ϕ−k, ϕ(i−1)l−k + d ϕ(i−1)l−k, ϕl+k . (1.18) The number (i − 1)l is an (ε/3)-translation number of {ϕk}. It follows from (1.15) and from i ≤ ln + 1. Therefore, we have d ϕ−k, ϕ(i−1)l−k < ε 3 . (1.19) Using (1.11) and (1.15), we get d ϕ(i−1)l−k, ϕil+k < rnln < ε 3 . Thus, it holds d ϕ(i−1)l−k, ϕl+k < 2ε 3 . (1.20) Indeed, (i − 1)l is an (ε/3)-translation number of {ϕk} (consider again (1.15) and the inequality i − 1 ≤ ln). Altogether, from (1.18), (1.19), and (1.20), we obtain d (ψk, ψk+l) < ε 3 + 2ε 3 = ε. (1.21) Since the choice of k, l is arbitrary (see (1.17)), (1.21) gives (1.16). Corollary 1.26. Let m ∈ N0, j ∈ N, the sequence {ϕk}k∈N0 be from Theorem 1.23, and M > 0 be arbitrary. If for all n > M, n ∈ N, there exists at least one i ∈ {1, . . . , j} satisfying ϕi(j+1)n(m+1)+k = ϕ(i+1)(j+1)n(m+1)−k, k ∈ {0, . . . , (j + 1)n (m + 1)}, (1.22) then the sequence {ψk}k∈Z given by (1.12) is almost periodic. If for all n > M, n ∈ N, there exists at least one i ∈ {1, . . . , j} satisfying ϕi(j+1)n(m+1)+k = ϕ(i+1)(j+1)n(m+1)−k−1, k ∈ {0, . . . , (j + 1)n (m + 1) − 1}, (1.23) then the sequence {χk}k∈Z given by (1.14) is almost periodic. 1.3 Constructions of almost periodic and limit periodic sequences 17 Proof. We put rn := 1 n , ln := 1, T(rn) := T {ϕk}, n rn 2 for all n ∈ N, where T ({ϕk}, n(ε)) is defined in (1.9). Since we can assume that n (1/2) > M − 1, it suffices to consider Theorem 1.25 and Remark 1.24 (using (1.22) and (1.23), we get (1.11) and (1.13), respectively). Theorem 1.27. Let ϕ0, . . . , ϕn ∈ X and j ∈ N be given and let {ri}i∈N ⊂ R+ 0 satisfy ∞ i=1 ri < ∞. (1.24) Then, every sequence {ϕk}k∈Z for which ϕk ∈ Or1 ϕk−(n+1) , k ∈ {n + 1, . . . , 2(n + 1) − 1}, ... ϕk ∈ Or1 ϕk−j(n+1) , k ∈ {j(n + 1), . . . , (j + 1)(n + 1) − 1}, ϕk ∈ Or2 ϕk+(j+1)(n+1) , k ∈ {−(j + 1)(n + 1), . . . , −1}, ... ϕk ∈ Or2 ϕk+j(j+1)(n+1) , k ∈ {−j(j + 1)(n + 1), . . . , −(j − 1)(j + 1)(n + 1) − 1}, ϕk ∈ Or3 ϕk−(j+1)2(n+1) , k ∈ {(j + 1)(n + 1), . . . , (j + 1)(n + 1) + (j + 1)2 (n + 1) − 1}, ... ϕk ∈ Or3 ϕk−j(j+1)2(n+1) , k ∈ {(j + 1)(n + 1) + (j − 1)(j + 1)2 (n + 1), . . . , (j + 1)(n + 1) + j(j + 1)2 (n + 1) − 1}, ϕk ∈ Or4 ϕk+(j+1)3(n+1) , k ∈ {−(j + 1)3 (n + 1) − j(j + 1)(n + 1), . . . , −j(j + 1)(n + 1) − 1}, ... ϕk ∈ Or4 ϕk+j(j+1)3(n+1) , k ∈ {−j(j + 1)3 (n + 1) − j(j + 1)(n + 1), . . . , − (j − 1)(j + 1)3 (n + 1) − j(j + 1)(n + 1) − 1}, ... 1.3 Constructions of almost periodic and limit periodic sequences 18 ϕk ∈ Or2i ϕk+(j+1)2i−1(n+1) , k ∈ {−((j + 1)2i−1 + · · · + j(j + 1)3 + j(j + 1))(n + 1), . . . , − (j(j + 1)2i−3 + · · · + j(j + 1)3 + j(j + 1))(n + 1) − 1}, ... ϕk ∈ Or2i ϕk+j(j+1)2i−1(n+1) , k ∈ {−(j(j + 1)2i−1 + · · · + j(j + 1)3 + j(j + 1))(n + 1), . . . , − ((j − 1)(j + 1)2i−1 + · · · + j(j + 1)3 + j(j + 1))(n + 1) − 1}, ϕk ∈ Or2i+1 ϕk−(j+1)2i(n+1) , k ∈ {(j + 1)(n + 1) + j(j + 1)2 (n + 1) + · · · + j(j + 1)2i−2 (n + 1), . . . , (j + 1)(n + 1) + j(j + 1)2 (n + 1) + · · · + j(j + 1)2i−2 (n + 1) + (j + 1)2i (n + 1) − 1}, ... ϕk ∈ Or2i+1 ϕk−j(j+1)2i(n+1) , k ∈ {(j + 1)(n + 1) + j(j + 1)2 (n + 1) + · · · + j(j + 1)2i−2 (n + 1) + (j − 1)(j + 1)2i (n + 1), . . . , (j + 1)(n + 1) + j(j + 1)2 (n + 1) + · · · + j(j + 1)2i (n + 1) − 1}, ... is limit periodic. Proof. Let ε > 0 be arbitrarily given and let the number i(ε) ∈ N satisfy the condition (see (1.24)) ∞ i=i(ε) ri < ε 2 . One can easily show that l(j + 1)i(ε)−1 (n + 1); l ∈ Z ⊆ T ({ϕk}, ε) . Of course, this inclusion proves the theorem. For n = 0, j = 1, we get the most important case of Theorem 1.27 which reads as follows. Corollary 1.28. Let ψ0 ∈ X and {εi}i∈N ⊂ R+ 0 satisfying ∞ i=1 εi < ∞ (1.25) be arbitrary. Then, every sequence {ψk}k∈Z for which ψk ∈ Oε1 (ψk−20 ) , k ∈ {1} = {2 − 1}, 1.3 Constructions of almost periodic and limit periodic sequences 19 ψk ∈ Oε2 (ψk+21 ) , k ∈ {−2, −1}, ψk ∈ Oε3 (ψk−22 ) , k ∈ {2, . . . , 2 + 22 − 1}, ψk ∈ Oε4 (ψk+23 ) , k ∈ {−23 − 2, . . . , −2 − 1}, ψk ∈ Oε5 (ψk−24 ) , k ∈ {2 + 22 , . . . , 2 + 22 + 24 − 1}, ... ψk ∈ Oε2i (ψk+22i−1 ) , k ∈ {−22i−1 − · · · − 23 − 2, · · · , −22i−3 − · · · − 23 − 2 − 1}, ψk ∈ Oε2i+1 (ψk−22i ) , k ∈ {2 + 22 + · · · + 22i−2 , . . . , 2 + 22 + · · · + 22i−2 + 22i − 1}, ... is limit periodic. Theorem 1.29. Let ϕ0, . . . , ϕm ∈ X be given, {ri}i∈N ⊂ R+ 0 , {ji}i∈N ⊆ N, and n ∈ N0 be arbitrary such that m + n is even and ∞ i=1 ri ji < ∞. (1.26) For any ϕm+1, . . . , ϕm+n, if one puts ψk := ϕk+m+n 2 , k ∈ − m + n 2 , . . . , m + n 2 , M := m + n 2 , N := m + n and arbitrarily chooses ψk ∈ Or1 (ψk+N+1) , k ∈ {−N − M − 1, . . . , −M − 1}, ... ψk ∈ Or1 (ψk+N+1) , k ∈ {−j1N − M − 1, . . . , −(j1 − 1)N − M − 1}, ψk ∈ Or1 (ψk−N−1) , k ∈ {M + 1, . . . , N + M + 1}, ... ψk ∈ Or1 (ψk−N−1) , k ∈ {(j1 − 1)N + M + 1, . . . , j1N + M + 1}, ... ψk ∈ Ori (ψk+pi ) , k ∈ {−pi − pi−1 − · · · − p1, . . . , −pi−1 − · · · − p1}, ... ψk ∈ Ori (ψk+pi ) , k ∈ {−jipi − pi−1 − · · · − p1, . . . , −(ji − 1)pi − pi−1 − · · · − p1}, ψk ∈ Ori (ψk−pi ) , k ∈ {pi−1 + · · · + p1, . . . , pi + pi−1 + · · · + p1}, 1.4 Application related to almost periodic difference systems 20 ... ψk ∈ Ori (ψk−pi ) , k ∈ {(ji − 1)pi + pi−1 + · · · + p1, . . . , jipi + pi−1 + · · · + p1}, ... where p1 := (j1N + M + 1) + 1, p2 := 2(j1N + M + 1) + 1, p3 := (2j2 + 1)p2, . . . pi := (2ji−1 + 1)pi−1, . . . , then the resulting sequence {ψk}k∈Z is limit periodic. Proof. Consider arbitrary ε > 0 and a positive integer n(ε) ≥ 2 for which (see (1.26)) ∞ i=n(ε) ri ji < ε 4 . One can show that {lpn(ε); l ∈ Z} ⊆ T({ψk}, ε) which completes the proof. 1.4 Application related to almost periodic difference systems Let m ∈ N be arbitrarily given. We analyse almost periodic systems of m homogeneous linear difference equations of the form xk+1 = Ak · xk, k ∈ Z (or k ∈ N0), (1.27) where {Ak} is almost periodic. Let X denote the set of all systems (1.27). An important characteristic property of linear difference systems, which makes them simple to treat, is the well-known superposition principle (see, e.g., [1, 108, 115]). In particular, since we study homogeneous systems, we obtain that every solution of a system S ∈ X can be expressed as a right linear combination of m solutions of S; i.e., any solution {xk} of S can be written as xk = Pk · xl, k ∈ Z (or k ∈ N0), (1.28) for some matrix valued sequence {Pk} and some l ∈ Z (l ∈ N0). Conversely, for any considered r1, . . . , rm, the sequence {xk} defined by the formula xk := Pk ·    r1 ... rm    , k ∈ Z (or k ∈ N0), 1.4 Application related to almost periodic difference systems 21 is a solution of S. For given S ∈ X determined by {Ak}, the sequence {Pk} is called the principal fundamental matrix if P0 is the identity matrix. We immediately obtain Pk = k−1 i=0 Ak−i−1 for all k ∈ N; Pk = −1 i=k A−1 i for all k ∈ Z N. (1.29) Our aim is to study the existence of S ∈ X which does not have any non-trivial almost periodic solution. We treat this problem in a very general setting and this motivates our requirements on the set of values of matrices Ak. We need the set of entries of Ak to be a subset of a set R with two operations and unit elements such that R with them is a ring, because the multiplication of matrices Ak has to be associative (consider the natural expression of solutions of (1.27), i.e., consider (1.28) and (1.29)). We also need the set of all considered Ak to form a set X which has the below given properties (1.33); and we need that there exists at least one of the below mentioned functions F1, F2 : [−1, 1] → X (see (1.34), (1.35)). The conditions (1.34) are common. However, the main theorem of this chapter (the existence of the above system S ∈ X) is true, e.g., for many subsets of the set of unitary or orthogonal matrices which contain matrices having eigenvalue λ = 1. Thus, we also consider the existence of F2. Let R = (R, ⊕, ) be an infinite ring with a unit and a zero denoted as e1 and e0, respectively. Symbol M(R, m) denotes the set of all m×m matrices with elements from R. If we consider the i-th column of U ∈ M(R, m), then we write Ui; and Rm if we consider the set of all m × 1 vectors with entries attaining values from R. As usual, we define the multiplication · of matrices from M(R, m) (and U ·v, U ∈ M(R, m), v ∈ Rm ) by ⊕ and . Let d be a pseudometric on R and assume that operations ⊕ and are continuous with respect to d. (1.30) In particular, we have pseudometrics on Rm and M(R, m), because M(R, m) can be expressed as Rm×m ; i.e., d in Rm and M(R, m) is the sum of m and m2 non-negative numbers given by d in R, respectively. For simplicity, we also denote these pseudometrics as d. The vector v ∈ Rm is called non-zero (or non-trivial) if d v, (e0, . . . , e0)T > 0. We say that a non-zero vector (r1, . . . , rm)T , where r1, . . . , rm ∈ R, is an e1-eigenvector of U ∈ M(R, m) if d   U ·    r1 ... rm    ,    r1 ... rm       = 0, and that V ∈ M(R, m) is regular for a non-zero vector (r1, . . . , rm)T ∈ Rm if d   V ·    r1 ... rm    ,    e0 ... e0       > 0. (1.31) 1.4 Application related to almost periodic difference systems 22 Next, we denote I :=      e1 e0 . . . e0 e0 e1 . . . e0 ... ... ... ... e0 e0 . . . e1      ∈ M(R, m). If for given U ∈ M(R, m) and X ⊆ M(R, m), there exists the unique matrix V ∈ X (we put V = W if d(V, W) = 0) for which U · V = V · U = I, then we define U−1 := V and we say that V is the inverse matrix of U in X. For any function H : [a, b] → X (a ≤ 0 < b, a, b ∈ R) and s ∈ R, we extend its domain of definition by the formula H(s) := H(σ) · (H(b))l for s ≥ 0; (H(a))l · H(σ) for s < 0 if a < 0, (1.32) where s = lb + σ for l ∈ N0, σ ∈ [0, b) or s = la + σ for l ∈ N0, σ ∈ (a, 0]. Hereafter, we restrict coefficients Ak in (1.27) to be elements of an infinite set X ⊆ M(R, m) such that I ∈ X; U, V ∈ X =⇒ U · V ∈ X, U−1 exists in X; (1.33) and either there exists a continuous function F1 : [−1, 1] → X satisfying F1(0) = I; F1(t) = F−1 1 (−t), t ∈ [0, 1]; (1.34) and matrix F1(1) has no e1-eigenvector or there exist continuous F2 : [−1, 1] → X, t1, . . . , tq ∈ (0, 1], δ > 0 such that F2(0) = I; F2 p i=1 si = p i=1 F2 (si), s1, . . . , sp ∈ [−1, 1]; (1.35) and, for any v ∈ Rm , one can find j ∈ {1, . . . , q} for which v is not an e1-eigenvector of F2(t), t ∈ (max{0, tj − δ}, min{tj + δ, 1}). Remark 1.30. A function F1 satisfying (1.34) exists, e.g., if the considered pseudometric d : X × X → R+ 0 is such that the map U → U−1 is continuous on X and if there exists a continuous function G : [0, 1] → X which satisfies that at least one of matrices G−1 (0) G(1), G(1) G−1 (0) does not have an e1-eigenvector. Similarly, the conditions in (1.35) are realized if the map U → U−1 is continuous on X and if there exist continuous functions G1, . . . , Gq : [0, 1] → X such that G−1 j (0) · Gj p i=1 si = p i=1 G−1 j (0) · Gj (si) 1.4 Application related to almost periodic difference systems 23 and Gj p i=1 si · Gj(0) −1 = p i=1 G−1 j (0) · G−1 j (si) or Gj p i=1 si · G−1 j (0) = p i=1 Gj (si) · G−1 j (0) and Gj(0) · Gj p i=1 si −1 = p i=1 G−1 j (si) · G−1 j (0), where j ∈ {1, . . . , q}, p ∈ N, s1, . . . , sp ∈ [0, 1] ; for all j1, j2 ∈ {1, . . . , q}, one can find r = r (j1, j2) ∈ (0, 1] with at least one property from G−1 j1 (0) · Gj1 (1) = G−1 j2 (0) · Gj2 (r), G−1 j2 (0) · Gj2 (1) = G−1 j1 (0) · Gj1 (r) or Gj1 (1) · G−1 j1 (0) = Gj2 (r) · G−1 j2 (0), Gj2 (1) · G−1 j2 (0) = Gj1 (r) · G−1 j1 (0); and the condition on arbitrary v ∈ Rm is the same as in (1.35), where F2(t), t ∈ (max{0, tj − δ}, min{tj + δ, 1}) , is replaced by G−1 j (0) · Gj(1) or Gj(1) · G−1 j (0). We recall that, for U1, . . . , Up ∈ X (p ∈ N), we define p i=1 Ui := U1 · U2 · · · Up, 1 i=p Ui := Up · Up−1 · · · U1. For the above function H, we also use the conventional notation (H(s))0 := I, H−1 (s) := (H(s))−1 for all considered s ∈ R. Actually, a closer examination of our process reveals that the pseudometric d can be defined “only” on the set {Fj(s1) · · · Fj(sn) · v; v ∈ Rm , s1, . . . , sn ∈ [−1, 1]} and the set {Fj(t); t ∈ [−1, 1]} can be countable for each j ∈ {1, 2}. 1.4 Application related to almost periodic difference systems 24 Remark 1.31. Now we comment our assumptions on R and X. Because of (1.30), the requirement about the existence of δ > 0 (in (1.35)) can be omitted. Note that R does not need to be commutative. Thus, the set of all solutions of (1.27) is not generally a modulus over R with the scalar multiplication given by r    x1 k ... xm k    :=    r x1 k ... r xm k    , where {(x1 k, . . . , xm k )T } is a solution of (1.27), r ∈ R, k ∈ Z (k ∈ N0). Indeed, the expression Pk ·    x1 0 ... xm 0    = x1 0 · (Pk)1 + · · · + xm 0 · (Pk)m does not need to hold for considered k and a solution {xk} of (1.27) (see (1.28)). For the main requirements, consider two results concerning the existence, the uniqueness (and the uniform asymptotic stability) of an almost periodic solution of the almost periodic real (non-)homogeneous linear system (1.27) for k ∈ Z in [188] or directly the following simple example. Let R := R, m := 2, and X1 := 0 10l 10−l 0 ; l ∈ Z , X2 := 0 10l 10−l 0 ; l ∈ Z ∪ 10l 0 0 10−l ; l ∈ Z with the usual metric on R. For X1, every S ∈ X has all solutions almost periodic; at the same time, for X2, it is easy to find a system from X which has only one almost periodic solution—the trivial one. To prove the announced result, we need a sequence {ak}k∈N0 of real numbers, which has special properties (mentioned in the below given Lemmas 1.32–1.35). We define the sequence {ak}k∈N0 by the recurrent formula a0 := 1, a1 := 0, a2n+k := ak − 1 2n , k = 0, . . . , 2n − 1, n ∈ N. (1.36) For this sequence, we have the following auxiliary results. Lemma 1.32. The sequence {ak} is almost periodic. Proof. The lemma follows from Theorem 1.23, where it suffices to put ϕk = ak (k ∈ N) and X = R, m = 0, j = 1, ϕ0 = 1, rn = 4 2n , n ∈ N. Lemma 1.33. The identity a2n+2−1−i = −a2n+1+i (1.37) holds for any n ∈ N0 and i ∈ {0, . . . , 2n − 1}. 1.4 Application related to almost periodic difference systems 25 Before proving this lemma, observe that (1.37) is equivalent to 2n+2−1−i k=2n+1+i ak = 0, n ∈ N0, i ∈ {0, . . . , 2n − 1}; i.e., to 2n+1−1+i k=0 ak = 2n+2−1−i k=0 ak, n ∈ N0, i ∈ {0, . . . , 2n − 1}. Proof of Lemma 1.33. Obviously, (1.37) is true for n ∈ {0, 1}, because a2 = −a3 = 1 2 , a4 = −a7 = 3 4 , a5 = −a6 = − 1 4 ; i.e., 1 k=0 ak = 3 k=0 ak = 7 k=0 ak = 1, 4 k=0 ak = 6 k=0 ak = 7 4 . Suppose that (1.37) is true also for 2, . . . , n − 1. We choose i ∈ {0, . . . , 2n − 1} arbitrarily. (We have 2n+2 − 1 − i ≥ 2n+1 + 2n .) From (1.36) and the induction hypothesis, it follows that a2n+2−1−i + a2n+1+2n+i = − 1 2n , a2n+1+i − a2n+1+2n+i = 1 2n . Summing up the above equalities, we get (1.37). Lemma 1.34. We have n k=0 ak ≥ 1, n ∈ N0. (1.38) Proof. Evidently, a0 = a0 + a1 = 1. It means that (1.38) is true for n = 0 and n = 1 = 21 − 1. Let it be valid for arbitrarily given 2p − 1 and all n < 2p − 1, i.e., let n k=0 ak ≥ 1, n ≤ 2p − 1, n ∈ N0. Considering the definition of {ak}, we obtain 2p+j−1 k=0 ak = 2p−1 k=0 ak + 2p+j−1 k=2p ak ≥ 1 + j−1 k=0 ak − j 1 2p ≥ 1 + 1 − 1 = 1 for any j ∈ {1, . . . , 2p }. Lemma 1.34 follows from the induction principle. Lemma 1.35. We have 2n−1 k=0 ak = 1, (1.39) 2n+i+2n−1 k=0 ak = 2 − 1 2i , (1.40) where n ∈ N0, i ∈ N. 1.4 Application related to almost periodic difference systems 26 Proof. It is possible to prove this result by means of Lemma 1.33, but we prove it directly using (1.36) and the induction principle. We have a0 = 1, a0 + a1 = 1, a0 + a1 + a2 + a3 = 1. If we assume that 2n−1−1 k=0 ak = 1, then we get (see (1.36)) 2n−1 k=0 ak = 2n−1−1 k=0 ak + 2n−1 k=2n−1 ak = 2n−1−1 k=0 ak + 2n−1−1 k=0 ak − 1 2n−1 = 2 2n−1−1 k=0 ak − 1 = 1. Therefore, (1.39) is proved. Analogously, applying (1.36) and (1.39), one can compute 2n+i+2n−1 k=0 ak = 2n+i−1 k=0 ak + 2n+i+2n−1 k=2n+i ak = 1 + 2n−1 k=0 ak − 1 2n+i = 1 + 1 − 1 2i which gives (1.40). Applying matrix valued functions F1, F2, we obtain the next lemma. Lemma 1.36. For each j ∈ {1, 2}, any n ∈ N0, and each i ∈ {0, . . . , 2n − 1}, it holds Fj(a2n+2−1−i) = F−1 j (a2n+1+i) and, consequently, 2n+2−1−i k=2n+1+i Fj(ak) = 2n+1+i k=2n+2−1−i Fj(ak) = I. Proof. Obviously, this lemma is a corollary of Lemma 1.33. Consider (1.34) and (1.35) with the fact that the multiplication of matrices is associative. From Lemma 1.35 (see (1.35)), we obtain the following formulas for F2. Lemma 1.37. The equalities 2n−1 k=0 F2 (ak) = F2(1), 2n+i+2n−1 k=0 F2(ak) = F2 2 − 1 2i hold for all n ∈ N0 and i ∈ N. 1.4 Application related to almost periodic difference systems 27 Now we can prove the main result of Chapter 1. Theorem 1.38. There exists a system of the form (1.27) which does not possess a non-zero almost periodic solution. Proof. First we suppose that the coefficients Ak belong to X so that there exists a function F1 from (1.34). Using Theorem 1.6, we get the almost periodicity of the sequence {F1(ak)}k∈N0 , where {ak} is given by (1.36). We want to show that all non-zero solutions of the system S1 ∈ X determined by {F1(ak)} are not almost periodic. By contradiction, suppose that there exist c1, . . . , cm ∈ R such that the vector valued sequence {fk} :=    Pk ·    c1 ... cm       , k ∈ N0, (1.41) where {Pk}k∈N0 is the principal fundamental matrix of S1, is non-trivial and almost periodic; i.e., suppose that S1 has a non-trivial almost periodic solution {fk}. Since {fk} is almost periodic, (c1, . . . , cm)T is non-zero, and it holds fi = Ui · F1(1) ·    c1 ... cm    for any i ∈ N and some Ui ∈ X, (1.42) we know that (see (1.31)) F1(1) is regular for c := (c1, . . . , cm)T . (1.43) Considering (1.36), the uniform continuity of F1 and the continuity of the multiplication of matrices (see (1.30)), Lemma 1.36, and (1.41), from the first part of Theorem 1.25 (see the proof of Corollary 1.26 and again Lemma 1.36), one can obtain that the sequence {gk}k∈Z, where gk := fk, k ∈ N0; gk := f−k, k ∈ Z N0, (1.44) is almost periodic as well. Now we use Theorem 1.3 for {ϕk} ≡ {gk} and {hn}n∈N ≡ {2n }n∈N (we can also consider directly {ϕk} ≡ {fk} and use Remark 1.2). Theorem 1.3 implies that, for any ε > 0, there exists an infinite set N(ε) ⊆ N such that the inequality d (gk+2n1 , gk+2n2 ) < ε, k ∈ Z, (1.45) holds for all n1, n2 ∈ N(ε). Using (1.34), we get d (c, F1(1) c) > 0 and (consider (1.43)) ϑ := d (F1(1) · c, F1(1) · F1(1) · c) > 0. (1.46) From Lemma 1.36 (for i = 0), (1.41), and (1.44) (see also (1.42)), we have g0 = c, g1 = F1(1) · c, . . . , g2n = F1(1) · c, (1.47) 1.4 Application related to almost periodic difference systems 28 where n ∈ N is arbitrary. Hence, considering (1.36), it holds d (g2i+2n , F1(1) · F1(1) · c) → 0 as n → ∞ (1.48) for every i ∈ N, because F1 is uniformly continuous and the multiplication of matrices is continuous. We also have d (g2n2 +2n1 , F1(1) · c) < ϑ 2 (1.49) for all n1, n2 ∈ N (ϑ/2). Indeed, put k = 2n2 in (1.45) and consider (1.47) for n = n2 + 1. If we choose n1 ∈ N (ϑ/2) and put i = n1 in (1.48), then there exists n0 ∈ N such that, for any n ≥ n0, it holds d (g2n1 +2n , F1(1) · F1(1) · c) < ϑ 2 . Thus, for arbitrarily given n2 ≥ n0, n2 ∈ N (ϑ/2), we obtain d (g2n2 +2n1 , F1(1) · F1(1) · c) < ϑ 2 . (1.50) Finally, applying (1.46), (1.49), and (1.50), we have ϑ ≤ d (F1(1) · c, g2n2 +2n1 ) + d (g2n2 +2n1 , F1(1) · F1(1) · c) < ϑ. This contradiction gives the proof when we consider (1.34) for k ∈ N0. Let k ∈ Z. Then, we can consider the system S1 determined by the sequence Bk := F1(ak), k ∈ N0; Bk := F1(−a−k−1), k ∈ Z N0. (1.51) Since the sequence {| ak |}k∈N0 is almost periodic (see Theorem 1.6) and has the form of {ϕk}k∈N0 from Theorem 1.23 and since it is valid (see (1.37)) | a2n+2−1−i | = | a2n+1+i |, n ∈ N0, i ∈ {0, . . . , 2n − 1}, the fact that {Bk} is almost periodic follows from the second part of Corollary 1.26, from Corollary 1.10, and Theorem 1.6. Next, the process is same as for k ∈ N0. Let {Pk}k∈Z be the principal fundamental matrix of S1 and gk := fk, k ∈ Z. Also now we have (1.45) and, consequently, we get the same contradiction. Let the coefficients Ak belong to X so that there exists a function F2 from (1.35). Consider the numbers t1, . . . , tq ∈ (0, 1] and δ > 0 from (1.35). Without loss of generality, we can assume that δ < t1 < · · · < tq and tq < 1 − δ. (1.52) Indeed, if tj = 1, then we can put tj := 1 − δ/2 and redefine δ. We repeat that any vector v ∈ Rm determines some j ∈ {1, . . . , q} (see again (1.35)) such that v is not an e1-eigenvector of F2(t) for t ∈ (tj − δ, tj + δ). From Theorem 1.6 it follows that the sequence {F2(ak)}k∈N0 is almost periodic. Thus, it determines a system of the form (1.27). We denote it as S2. Suppose that system S2 has a non-trivial almost periodic solution {xk}k∈N0 . For the principal fundamental matrix {Pk} of S2, we have xk = Pk · x0, k ∈ N0, 1.4 Application related to almost periodic difference systems 29 where the vector x0 is non-zero. Using this fact and taking into account Lemma 1.34 and (1.35), we obtain xn = F2(t) · Fi 2(1) · x0 for some i ∈ N, t ∈ [0, 1), (1.53) and for arbitrary n ∈ N. From Lemma 1.37, we also get x2n = F2(1) · x0 for all n ∈ N0 (1.54) and x2n+i+2n = F2 1 − 1 2i · F2(1) · x0 for all n ∈ N0, i ∈ N. (1.55) Analogously as for {fk}, one can extend {xk}k∈N0 by the formula xk := x−k, k ∈ Z N0, for all k ∈ Z so that the sequence {xk}k∈Z is almost periodic as well. Now we apply Theorem 1.3 for the sequences {xk}k∈Z and {2n }n∈N. For any ε > 0, there exists an infinite set M(ε) ⊆ N such that, for any n1, n2 ∈ M(ε), we have d (xk+2n1 , xk+2n2 ) < ε, k ∈ Z. (1.56) Since F2 is uniformly continuous and the multiplication of matrices is continuous, for arbitrary i ∈ N and ε > 0, we have from (1.36) and (1.54) that d (x2i+2n , F2(1) · F2(1) · x0) < ε for sufficiently large n ∈ N. (1.57) Because of the almost periodicity of {xk} and (1.53), the matrix F2(1) has to be regular for x0. Let ε > 0 be arbitrarily small and n1 ∈ M(ε) arbitrarily large. From (1.56) and (1.57), where we choose k = 2n1−j and i = 2n1−j for j ∈ {0, . . . , n1}, it follows that, for given n1, there exists sufficiently large n2 ∈ M(ε) for which d (x2n1−j+2n1 , F2(1) · F2(1) · x0) ≤ d (x2n1−j+2n1 , x2n1−j+2n2 ) + d (x2n1−j+2n2 , F2(1) · F2(1) · x0) < 2ε. (1.58) Since ε (in (1.58)) is arbitrarily small, choosing j = 0, we get d (x2n1+1 , F2(1) · F2(1) · x0) = 0 which gives (see (1.54)) that F2(1) x0 is an e1-eigenvector of F2(1), i.e., we have d (F2(1) · x0, F2(1) · F2(1) · x0) = 0. (1.59) If we choose j = 1, then we obtain (consider (1.55)) d F2 1 2 · F2(1) · x0, F2(1) · F2(1) · x0 = 0. Analogously, for any j (the number n1 is arbitrarily large), we get d F2 1 − 1 2j · F2(1) · x0, F2(1) · F2(1) · x0 = 0. 1.4 Application related to almost periodic difference systems 30 Thus, d F2 2 − 1 2j · x0, F2(2) · x0 = 0, j ∈ N, (1.60) and we have d F2 2 − 1 2j · x0, F2 2 − 1 2j−1 · x0 = 0, j ∈ N. (1.61) Because of F2 2 − 1 2j = F2 1 2j + 2 − 1 2j−1 = F2 1 2j · F2 2 − 1 2j−1 and (see (1.59) and (1.60)) d F2 2 − 1 2j−1 · x0, F2(1) · x0 = 0, from (1.61) it follows d F2 1 2j · F2(1) · x0, F2(1) · x0 = 0 for all j ∈ N, i.e., F2(1) x0 is an e1-eigenvector of F2(2−j ) for all j ∈ N. Since any number t ∈ [0, 1] can be expressed in the form ∞ i=1 ai 2i , where ai ∈ {0, 1}, for considered δ > 0, there exists n ∈ N such that, for every t ∈ [0, 1], there exist a1, . . . , an ∈ {0, 1} satisfying t − n i=1 ai 2i < δ. Thus, F2(1) x0 is an e1-eigenvector of F2(tj + sj) for some | sj | < δ and any j ∈ {1, . . . , q} which cannot be true. This contradiction shows that {xk}k∈N0 is not almost periodic. If one considers the system S2 obtained from S2 as in (1.51) (after replacing S1 by S2), then, similarly as for F1 and k ∈ N0, one can prove that S2 ∈ X and that any its non-trivial solution {xk}k∈Z is not almost periodic. Remark 1.39. Let a non-zero F1(1) v ∈ Rm not be an e1-eigenvector of matrix F1(1) from (1.34); i.e., the condition (1.34) be weakened in this way. Then, from the first part of the proof of Theorem 1.38, we obtain that the sequence {fk}, given by (1.41), is not almost periodic for (c1, . . . , cm)T = v. It means that there exists a system S1 ∈ X with the principal fundamental matrix {P1 k } such that the sequence {P1 k v}k∈N0 or {P1 k v}k∈Z is not almost periodic. Analogously, if one requires in (1.35) only that, for a non-zero vector v ∈ Rm , there exists t ∈ (0, 1] for which F2(1) v is not an e1-eigenvector of F2(t), then there exists a system S2 ∈ X satisfying that the sequence {P2 k v}k∈Z (or {P2 k v}k∈N0 ), where {P2 k }k∈Z (or {P2 k }k∈N0 ) is the principal fundamental matrix of S2 , is not almost periodic. 1.4 Application related to almost periodic difference systems 31 The condition F2 p i=1 si = p i=1 F2 (si), s1, . . . , sp ∈ [−1, 1], p ∈ N, (1.62) in (1.35) is “strong”. For example, from it follows that the multiplication of matrices from the set {F2(t); t ∈ R} is commutative. We point out that, for many subsets of unitary or orthogonal matrices, it is not a limitation and that the method in the proof of Theorem 1.38 can be simplified in many cases. We show it in two important special cases. Example 1.40. If for any non-trivial vector v ∈ Rm , there exists ε(v) > 0 with the property that F2(t) · v /∈ Oε(v)(v) for all t ≥ 1 (see (1.32)), then the fact, that the systems S2 and S2 from the proof of Theorem 1.38 do not have non-trivial almost periodic solutions, follows directly from Lemma 1.34 and (1.62). Indeed, the set T({xk}, ε(x0)) {0} is empty for any non-zero solution {xk}. ♦ Example 1.41. Let function F2, in addition to (1.35), satisfy F2(s) = F2(0) = I (1.63) for some positive irrational number s, (1.52) hold, and p ∈ N be arbitrary. Then, the system S determined by the sequence {Ak} := {F2(k/p)}, where k ∈ N0 or k ∈ Z, has no non-trivial almost periodic solution. The function F2(t/p), t ∈ R, is continuous and periodic with period ps (see (1.62), (1.63)). Using the compactness of the interval [0, ps], (1.62), and Theorem 1.3, we get that {F2(k/p)}k∈Z is almost periodic. Then, the almost periodicity of {F2(k/p)}k∈N0 is obvious. Suppose, by contradiction, that {xk} ≡ {Pk x0} is a non-trivial almost periodic solution of S. We mention that there exists δ > 0 satisfying that, for any non-zero v ∈ Rm , one can find j ∈ N such that there exists a positive number ϑ(v) for which ϑ(v) ≤ d F2 j p + t · v, v , t ∈ (−δ, δ), (1.64) because {F2(k/p); k ∈ N} is dense in {F2(t); t ∈ R}. (1.65) Evidently, (1.65) gives that {F2(k/p); k ∈ N} is dense in {F2(t); t ∈ R} (1.66) for any set N which is relatively dense in N. Since the multiplication of matrices is continuous, there exists ε > 0 which satisfies that every vector u with the property d(u, x0) < ε determines the same j in (1.64) as x0 and one can find ϑ(u) ≥ ϑ(x0) 2 . (1.67) 1.4 Application related to almost periodic difference systems 32 From (1.62), we see that xk = F2 k−1 i=0 i p · x0, k ∈ N. (1.68) Let l be an arbitrary positive (ϑ(x0)/2)-translation number of {xk}. Thus, let d(xk+l, xk) < ϑ(x0) 2 for all k ∈ N (1.69) and let N be the set of all positive ε-translation numbers of {xk}. Since k+l−1 i=0 i p = k−1 i=0 i p + kl p + l(l − 1) 2p , k ∈ N, for all k ∈ N, we have (see again (1.62)) d(xk+l, xk) = d F2 kl p + l(l − 1) 2p · F2 k−1 i=0 i p · x0, F2 k−1 i=0 i p · x0 . (1.70) From (1.66), where we replace 1/p by l/p, we get the choice of k ∈ N such that j p − kl p − l(l − 1) 2p < δ (mod s) (1.71) for j in (1.64) determined by x0. From (1.64), (1.67) (consider the definition of ε), (1.68), (1.70), and (1.71), we have d(xk+l, xk) ≥ ϑ(x0) 2 for at least one k ∈ N. But, at the same time, we have (1.69). This contradiction gives that {xk} cannot be almost periodic. See also the proof of the first part of [176, Proposition 2], where almost periodic unitary systems are studied. ♦ Chapter 2 Solutions of almost periodic difference systems In this chapter, we study almost periodic solutions of the almost periodic homogeneous linear difference systems xk+1 = Ak · xk. (2.1) Our aim is to analyse the systems (2.1) which have no non-trivial almost periodic solution. We are motivated by paper [176], where unitary systems (determined by unitary matrices Ak) are studied. One of the main results of [176] says that the systems whose solutions are not almost periodic form an everywhere dense subset in the space of all considered unitary systems. We remark that important partial cases of the theorem and the process are mentioned in [169] and [63, 104, 172], respectively. In the proof of this result, it is substantially used that the group of considered matrices is not commutative. Thus, e.g., the dimension of the systems has to be at least two. We use methods based on our general constructions, because we want to generalize the result also for commutative groups of matrices (especially, for the scalar case). It implies that we can treat the problem in a general setting. Scalar sequences attain values in a metric space on an infinite field with continuous operations with respect to the metric similarly as scalar discrete processes in [45], where the main results are proved only for real or complex entries. The almost periodicity of solutions of almost periodic linear difference equations is studied in [5] and [188] (non-homogeneous systems). We can also refer again to [45]. Explicit almost periodic solutions are obtained for a class of these equations in [83]. For other properties of (complex) almost periodic linear difference systems, see [15, 110, 148]. For difference systems of general forms, criteria of the existence of almost periodic solutions are presented in [26, 162, 186, 189]. The existence of an almost periodic sequence of solutions for an almost periodic difference equation is discussed in [93] (and [87] as in [189]). Concerning the existence theorems for almost periodic solutions of almost periodic delay difference systems, see [70] or [190] (methods and techniques from that paper are similarly used and developed in [191]). This chapter is organized as follows. We begin with notations which are used throughout this chapter. Then we introduce general homogeneous linear difference systems and 33 2.1 Preliminaries 34 a metric in the space of all considered almost periodic systems. To formulate our results in a simple and consistent form, we introduce the concepts of transformable and weakly transformable groups of matrices. One of the conditions in the definition of transformable groups means that it is possible to transform any matrix into any other using finitely many arbitrarily small “jumps” in the complex case (for usual metrics on the group of considered matrices). We show that the group of all unitary matrices, the group of all orthogonal matrices of a dimension at least two with determinant 1, and some their subgroups are transformable. In addition, examples of weakly transformable groups (which are not transformable) are given. In Section 2.3, we present a condition on weakly transformable groups ensuring that, in any neighbourhood of every considered system, there exists a system which does not possess an almost periodic solution other than the trivial one. Analogously, the corresponding Cauchy problem is explicitly solved as well. 2.1 Preliminaries We use the following notations: N0 for the set of positive integers including the zero; R+ for the set of all positive reals; R+ 0 for the set of all non-negative real numbers; and symbol i for the imaginary unit. Let F = (F, ⊕, ) be an infinite field with a unit and a zero denoted as e1 and e0, respectively; and let m ∈ N be arbitrarily given. Henceforth, we consider m as the dimension of difference systems under consideration. Symbol Mat(F, m) denotes the set of all m × m matrices with elements from F and Fm the set of all m × 1 vectors with entries attaining values from F. As usual, we define the identity matrix I and the zero matrix O. Analogously, for the trivial vector, we put o := [e0, e0, . . . , e0]T ∈ Fm . Since F is a field, we have the notion of the non-singular matrices from Mat(F, m). For any invertible matrix U, we denote the inverse matrix as U−1 . For arbitrary Uj, . . . , Uj+n ∈ Mat(F, m), j ∈ Z, n ∈ N, we define j+n i=j Ui := Uj · Uj+1 · · · Uj+n, j i=j+n Ui := Uj+n · Uj+n−1 · · · Uj. Let be a metric on F and assume that the operations ⊕ and are continuous with respect to and that the metric space (F, ) is complete. The metric induces the metric in Fm and Mat(F, m) as the sum of m and m2 non-negative numbers given by in F, respectively. We also denote these metrics as . For any ε > 0 and α from a metric space, the ε-neighbourhood of α is denoted by Oε (α). Note that the continuity of ⊕ and implies that the multiplication · of matrices from Mat(F, m) (and U · v, U ∈ Mat(F, m), v ∈ Fm ) is continuous. All considered sequences are defined for k ∈ Z (or i, j ∈ N) and attain values in one of the metric spaces F, Fm , Mat(F, m) (or C). 2.2 General homogeneous linear difference systems 35 2.2 General homogeneous linear difference systems We consider m-dimensional homogeneous linear difference equations of the form xk+1 = Ak · xk, k ∈ Z, (2.2) where {Ak} is an almost periodic sequence of non-singular matrices from a given infinite group X ⊂ Mat(F, m). We need the set of all considered Ak to form the group X which has the below given properties (see Definitions 2.1 and 2.14 below). The set of all these almost periodic systems is denoted by symbol AP (X). We identify the sequence {Ak} with the system (2.2) which is determined by {Ak}. In the space AP (X), we introduce the metric σ ({Ak}, {Bk}) := sup k∈Z (Ak, Bk) , {Ak}, {Bk} ∈ AP (X). For ε > 0, symbol Oσ ε ({Ak}) denotes the ε-neighbourhood of {Ak} in AP (X). 2.2.1 Transformable groups In this subsection, we introduce the concept of transformable groups (cf. [141, Definition 2.1]) and give illustrative examples of such groups. Definition 2.1. We say that a group X ⊂ Mat(F, m) is transformable if the following conditions are fulfilled. (i) For any L ∈ R+ and ε > 0, there exists p = p(L, ε) ∈ N with the property that, for any n ≥ p (n ∈ N) and any sequence {C0, C1, . . . , Cn} ⊂ X, L ≤ (Ci, O), i ∈ {0, 1, . . . , n}, one can find a sequence {D1, . . . , Dn} ⊂ X for which Di ∈ Oε (Ci), i ∈ {1, . . . , n}, Dn · · · D2 · D1 = C0. (ii) The multiplication of matrices is uniformly continuous on X and has the Lipschitz property on a neighbourhood of I in X. Especially, for every ε > 0, there exists η = η(ε) > 0 such that C · D, D · C ∈ Oε (C) if C ∈ X, D ∈ Oη(I) ∩ X; and there exist ζ > 0 and P ∈ R+ such that C · D, D · C ∈ OεP (C) if C ∈ Oζ (I) ∩ X, D ∈ Oε (I) ∩ X, ε ∈ (0, ζ). (iii) For any L ∈ R+ , there exists Q = Q(L) ∈ R+ with the property that, for every ε > 0 and C, D ∈ X OL(O) satisfying C ∈ Oε (D), it is valid that C−1 · D, D · C−1 ∈ OεQ(I). 2.2 General homogeneous linear difference systems 36 For simplicity, in the below mentioned examples, we consider only the complex or real case and we speak about the classical case. Henceforth, we use known results of matrix analysis which can be found, e.g., in [80, 82, 94, 106]. Let us consider ((F, ⊕, ), (·, ·)) = ((C, +, ·), | · − · |) or ((F, ⊕, ), (·, ·)) = ((R, +, ·), | · − · |)). Evidently, the multiplication of matrices satisfies the Lipschitz condition on any set OK(O). For an arbitrary matrix norm (especially, for the l1-norm) denoted by || · ||, we have A−1 − (A + E)−1 ≤ || A−1 · E || 1 − || A−1 · E || A−1 (2.3) for any matrices A, E such that A is invertible and || A−1 E || < 1. If we have a bounded group X ⊂ Mat(C, m), then from (2.3) it follows that the map C → C−1 , C ∈ X, has the Lipschitz property as well. Hence, the condition (iii) is satisfied. Thus, the conditions (ii) and (iii) are fulfilled for any bounded group X ⊂ Mat(C, m). Further, for any bounded group X, there exists ε > 0 for which X ∩ Oε (O) = ∅. At the same time, from the condition (i), we know that X ∩ O1(O) = ∅ for any transformable group X ⊂ Mat(C, m). Indeed, it suffices to consider C0 = I and the constant sequence {C1, . . . , Cn} given by a matrix C such that || C || < 1. Let ε > 0, a bounded group X ⊂ Mat(C, m), and C0, C1, . . . , Cn ∈ X be arbitrarily given. The uniform continuity of the multiplication of matrices on X implies the existence of η = η(ε) > 0 such that C D, D C ∈ Oε (C) if D ∈ Oη(I) ∩ X, C ∈ X. We define the maps H1, H2 on X × X by H1 ((C, D)) := C · D · C−1 , H2 ((C, D)) := C−1 · D · C. Since H1, H2 satisfy the Lipschitz condition, there exists R ∈ R+ such that the ranges of {C} × Oη/R(I) ∩ X in both of H1 and H2 are subsets of Oη(I) for all C ∈ X. If we replace 1 i1=n Fi1 · n i2=1 Ci2 by n i=1 Ei · Ci, where F1 = H1 ((I, E1)) , F2 = H1 ((E1 · C1, E2)) , . . . Fn = H1 ((E1 · C1 · · · En−1 · Cn−1, En)) , we see that Fi ∈ Oη/R(I) ∩ X, i ∈ {1, . . . , n}, implies Ei ∈ Oη(I), i ∈ {1, . . . , n}. Thus, from the existence of matrices F1, . . . , Fn ∈ Oη/R(I) ∩ X for which 1 i1=n Fi1 · n i2=1 Ci2 = C0, it follows the existence of matrices D1, . . . , Dn ∈ X satisfying Di ∈ Oε (Ci), i ∈ {1, . . . , n}, Dn · · · D2 · D1 = C0. 2.2 General homogeneous linear difference systems 37 It means that a bounded group X ⊂ Mat(C, m) is transformable if, for any sufficiently small ε > 0, there exists p (ε) ∈ N such that, for all n ≥ p (ε) (n ∈ N), any matrix from X can be expressed as a product of n matrices from Oε (I) ∩ X. We point out that several processes in the proofs of the below given results can be simplified in the classical case. For example, one can use that, for any ε > 0, K ∈ R+ , and n ∈ N, there exists ξ = ξ(ε, K, n) > 0 for which (M1 · M2 · · · Mn, O) < ε, M1, M2, . . . , Mn ∈ OK(O), and (M1 · · · Mn · u, o) < ε, M1, . . . , Mn ∈ OK(O), u ∈ OK(o), if we have Mi ∈ Oξ (O) for at least one i ∈ {1, . . . , n} and u ∈ Oξ (o), respectively. Now we mention important examples of transformable groups. Example 2.2. The group of all unitary matrices is transformable. Obviously, it suffices to show that, for every ε > 0, any unitary matrix can be obtained as the n-th power of some unitary matrix from the ε-neighbourhood of I for all sufficiently large n ∈ N. To show this, let ε > 0, n ∈ N, and a m × m unitary matrix U with eigenvalues exp (iλ1) , . . . , exp (iλm), where λ1, . . . , λm ∈ [−π, π), be arbitrarily given. We have U = W · J · W∗ for some unitary matrix W = W(U), where J = diag (exp (iλ1) , . . . , exp (iλm)) and W∗ denotes the conjugate transpose of W. We find a unitary matrix V for which V n = U. By W∗ · V n · W = (W∗ · V · W)n = J, we obtain V = W · diag (exp (iλ1/n) , . . . , exp (iλm/n)) · W∗ . Since the multiplication of matrices is uniformly continuous on the set of all unitary matrices, it remains to consider sufficiently large n ∈ N. ♦ Example 2.3. Let m ≥ 2 and F = R. In this example, we show that the group SO(m) of m × m orthogonal matrices with determinant 1 is transformable. Analogously as for unitary matrices, it is enough to prove that any orthogonal matrix U for which det U = 1 is products of n ≥ p (ε), n ∈ N, orthogonal matrices from the ε-neighbourhood of I for arbitrary ε > 0 and some p (ε) ∈ N. Indeed, it is seen that there exists a neighbourhood of I which contains only orthogonal matrices with determinant 1. Let m = 2. Observe that a two-dimensional orthogonal matrix has the form cos α − sin α sin α cos α , where α ∈ [−π, π), if and only if its determinant is 1. It can be easily computed that cos α1 − sin α1 sin α1 cos α1 · cos α2 − sin α2 sin α2 cos α2 = cos (α1 + α2) − sin (α1 + α2) sin (α1 + α2) cos (α1 + α2) 2.2 General homogeneous linear difference systems 38 for α1, α2 ∈ R and that, consequently, any this matrix (for some α ∈ [−π, π)) can be obtained as the n-th power of the orthogonal matrix of this type given by the argument α/n for all n ∈ N. Now we use the induction principle with respect to m. Assume that the statement is true for m − 1 ≥ 2 and prove it for m. Let U be an orthogonal m × m matrix which is not in any one of the forms 1 oT o V , V o oT 1 , (2.4) where V is an orthogonal matrix of dimension m − 1, o ∈ Fm−1 , and suppose that U has the element on the position (1, m) different from 0 (in the opposite case, we put U2 := U in the below given process). We multiply U from the left by an orthogonal matrix U1 which is in the second form from (2.4) and satisfies that U2 := U1 ·U has 0 on the position (1, m). For U2, we define an orthogonal matrix U3 so that the m-th row of U3 is the last column of U2 and so that the first column and the first row of U3 are zero except the number 1 on the position (1, 1). Obviously, the product U4 := U3 · U2 is equal to a matrix which has the second form from (2.4). Summarizing, we get U = UT 1 · UT 3 · U4. Thus, one can express any orthogonal matrix U as a product of at most three matrices of the forms given in (2.4). Further, the matrices of this product can be evidently chosen so that the determinant of all of them is 1 if the determinant of the given matrix is 1 as well. Now the induction hypothesis gives the validity of the above statement. ♦ Example 2.4. Let a unitary matrix S be given. Let XS be the set of the unitary matrices which are simultaneously diagonalizable for the single similarity matrix S, i.e., let XS = S−1 · diag (exp (iλ1) , . . . , exp (iλm)) · S; λ1, . . . , λm ∈ [−π, π) . Obviously, XS is a subgroup of the m×m unitary group (different from the group if m ≥ 2). Since diagonalizable (normal) matrices are simultaneously (unitarily) diagonalizable if and only if they commute under multiplication, XS is a commutative group. Analogously as in Example 2.2, one can show that XS is transformable. Further, XS is transformable also for arbitrary non-singular matrix S. Especially, a transformable set does not need to be a subgroup of the m × m unitary group. ♦ Example 2.5. Now we consider the set of the unitary matrices with the determinant in the form exp (ir), r ∈ Q or r ∈ Z. Evidently, these matrices form a group as well. Considering diagonalizations of unitary matrices and the uniform continuity of the multiplication of unitary matrices, we get that this group is dense in the group of all unitary matrices. Thus (see Example 2.2), it satisfies (i). Finally, it is transformable. In general, any dense subgroup of a transformable set is transformable as well. ♦ Example 2.6. Let a unitary matrix S be given. Analogously as in Examples 2.4 and 2.5, we can show that the group {S∗ · diag (exp (iλ1) , . . . , exp (iλm)) · S; λ1, . . . , λm ∈ Q} is transformable. In general, the matrices with eigenvalues in the form exp (ir), where r ∈ Q or r ∈ Z, from a given commutative transformable subgroup of the m × m unitary group 2.2 General homogeneous linear difference systems 39 form a transformable group if it is infinite. Indeed, if complex matrices A, B commute and have eigenvalues λ1, . . . , λm and µ1, . . . , µm, respectively, then the eigenvalues of A B are λ1µj1 , λ2µj2 , . . . , λmµjm for some permutation j1, . . . , jm of the indices 1, . . . , m. ♦ Now we consider a bounded group X ⊂ Mat (C, m) or X ⊂ Mat (R, m) satisfying X ∩ OL (O) = ∅ for some L > 0 and q(δ) ∈ N for any δ > 0 such that, for all C ∈ X and l ≥ q(δ), l ∈ N, there exist matrices C1, . . . , Cl ∈ X with the property that C1 ∈ Oδ (I), Cj ∈ Oδ (Cj+1) , j ∈ {1, . . . , l − 1}, Cl ∈ Oδ (C). (2.5) This implies (see (iii)) C−1 j · Cj+1 ∈ OδQ(L)(I) ∩ X, j ∈ {1, . . . , l − 1}, C−1 l · C ∈ OδQ(L)(I) ∩ X. For δ = ε/Q(L) > 0, we have C1 ∈ Oδ (I) ⊆ Oε (I), C−1 j · Cj+1 ∈ Oε (I), j ∈ {1, . . . , l − 1}, C−1 l · C ∈ Oε (I). Finally, since C1 · C−1 1 · C2 · C−1 2 · C3 · · · C−1 l−1 · Cl · C−1 l · C = C, the above mentioned condition is fulfilled (if one puts p(ε) = q(ε/Q(L)) + 1). Therefore, the group X is transformable. Example 2.7. Let us show that the special unitary group SU(m) (the group of all m×m unitary matrices with determinant 1) is transformable for m ≥ 2, applying the implication mentioned above (see (2.5)) for arbitrarily given C = I, C ∈ SU(m). There exists an unitary matrix U such that C = U∗ · D · U, D = diag (λ1, . . . , λm) , where λ1 · · · λm = 1. Let ϕ1, . . . , ϕm ∈ [0, 2π] be such that λj = eiϕj , j ∈ {1, . . . , m}. Since m j=1 eiϕj = e i m j=1 ϕj = 1, we have ϕ1 +· · ·+ϕm ≡ 0 (mod 2π), i.e., ϕ1 +· · ·+ϕm = 2kπ for some k ∈ {1, . . . , m−1}. Evidently, for an arbitrarily given δ > 0, there exists ε > 0 with the property that we can change ϕj, j ∈ {1, . . . , m}, into ϕj(εj) := ϕj + εj, where m j=1 εj = 0, ε1, . . . , εk ∈ [0, ε), εk+1, . . . , εm ∈ (−ε, 0], so that U∗ · D · U, U∗ · diag eiϕ1(ε1) , . . . , eiϕm(εm) · U < δ. (2.6) Indeed, it suffices to consider that the multiplication of matrices is uniformly continuous on the m × m unitary group. We obtain the matrix U∗ · diag eiϕ1(ε1) , . . . , eiϕm(εm) · U ∈ SU(m), 2.2 General homogeneous linear difference systems 40 because ϕ1(ε1) + · · · + ϕm(εm) = 2kπ. Let n ∈ N be such that n > 2π/ε. We put ε1 1 := 1 n (2π − ϕ1) , . . . ε1 k := 1 n (2π − ϕk) , ε1 k+1 := − 1 n ϕk+1, . . . ε1 m := − 1 n ϕm, ε2 1 := 2 n (2π − ϕ1) , . . . ε2 k := 2 n (2π − ϕk) , ε2 k+1 := − 2 n ϕk+1, . . . ε2 m := − 2 n ϕm, ... εn−1 1 := n − 1 n (2π − ϕ1) , . . . εn−1 k := n − 1 n (2π − ϕk) , εn−1 k+1 := − n − 1 n ϕk+1, . . . εn−1 m := − n − 1 n ϕm, εn 1 := 2π − ϕ1, . . . εn k := 2π − ϕk, εn k+1 := −ϕk+1, . . . εn m := −ϕm. Let us consider the matrices C1 := U∗ · diag eiϕ1(ε1 1), . . . , eiϕm(ε1 m) · U ∈ SU(m), C2 := U∗ · diag eiϕ1(ε2 1), . . . , eiϕm(ε2 m) · U ∈ SU(m), ... Cn−1 := U∗ · diag eiϕ1(εn−1 1 ), . . . , eiϕm(εn−1 m ) · U ∈ SU(m), Cn := U∗ · diag eiϕ1(εn 1 ), . . . , eiϕm(εn m) · U = I. We have (see (2.6)) C1 ∈ Oδ (C), C2 ∈ Oδ (C1) , . . . Cn−1 ∈ Oδ (I) , i.e., we can choose q(δ) > 2π/ε. To show the transformability of SU(m), it suffices to consider that the group SU(m) is connected (path-connected) and compact (totally bounded) for each m (see, e.g., [76]). Nevertheless, using the above mentioned process, one can show the transformability of other matrix groups. For example, the group of the unitary matrices with determinant eir for some r ∈ Q is transformable as well. Indeed, for any δ > 0 and an arbitrary unitary matrix C = I with determinant eir , where r ∈ Q, there exists a matrix C0 satisfying C0 ∈ Oδ (C), | C0 | = eir(C) for some r(C) ∈ Q ∩ [0, 2π) and one can analogously find n ∈ N and unitary matrices C1, . . . , Cn such that C1 ∈ Oδ (C0), C2 ∈ Oδ (C1) , . . . Cn ∈ Oδ (Cn−1) and that | C1 | = eir(C) n−1 n , | C2 | = eir(C) n−2 n , . . . | Cn | = 1. ♦ 2.2 General homogeneous linear difference systems 41 Example 2.8. We consider Hermitian symplectic matrices of dimension m = 2n, n ∈ N. At first, we recall that a complex matrix S is said to be symplectic provided S∗ · J · S = J, where J = O I −I O . The set Sp(n) of the Hermitian symplectic matrices is the intersection of the set of all 2n × 2n symplectic matrices and the set of all 2n × 2n unitary matrices. In fact (see [91]), the Hermitian symplectic matrices are the matrices of the form A −B B A with the property that A∗ A + B∗ B = I, A∗ B = B∗ A. It is known (see, e.g., [76]) that Sp(n) is a compact and simply connected group. This fact implies (2.5), i.e., Sp(n) is a transformable group. ♦ Example 2.9. Let Xj ⊂ Mat (F, mj) for j ∈ {1, . . . , n} be transformable groups. The direct sum n j=1 Xj = X1 ⊕ X2 ⊕ · · · ⊕ Xn, where M ∈ n j=1 Xj if it is of the form M =      M1 O · · · O O M2 · · · O ... ... ... ... O O · · · Mn      , M1 ∈ X1, M2 ∈ X2, . . . , Mn ∈ Xn, is a transformable group as well. Condition (i) is fulfilled, because we can choose the same p(L, ε) for all Xj; condition (ii) is obviously satisfied; to verify condition (iii), it suffices to take into account that Xj ∩ O1 (O) = ∅, j ∈ {1, . . . , n}. The importance of the direct sum of transformable groups lies, i.a., in many isomorphisms of groups with applications in physics. For example, the spin group Spin(4) (see, e.g., [178]) is isomorphic to SU(2)⊕SU(2), and H. Georgi and S. Glashow use the isomorphism of SU(3) ⊕ SU(2) ⊕ U(1) to a subgroup of SU(5) for the Georgi–Glashow model in [81]. ♦ Example 2.10. Now we show that the intersection of circulant matrices and unitary matrices form a transformable group. A complex matrix is called circulant if it has the form of        a1 a2 a3 · · · am am a1 a2 · · · am−1 am−1 am a1 · · · am−2 ... ... ... ... ... a2 a3 a4 · · · a1        . 2.2 General homogeneous linear difference systems 42 A matrix is circulant if and only if it can be written in the form of m j=1 ajBj−1 , where the permutation matrix B = (bkl) is given by b12 = b23 = · · · = b(m−1)m = bm1 = 1. Because of Bm = I, the product of two circulant matrices is a circulant matrix. The multiplication of circulant matrices is commutative and the Hermitian adjoint of any circulant matrix is circulant. Therefore, every circulant matrix is normal. A normal matrix is unitary if and only if all its eigenvalues have the absolute value of 1. Hence, the set of the circulant matrices, whose all eigenvalues have absolute value 1, is a group. We denote this group by CU(m). It is known (see, e.g., [3]) that all circulant matrices have the same eigenvectors. Thus, there exists a unitary matrix U with the property that any circulant matrix can be expressed as the product U∗ D U, where D is a diagonal matrix. It means that circulant matrices are simultaneously diagonalizable for the single similarity matrix U. (In fact, normal matrices are simultaneously diagonalizable if and only if they commute.) Furthermore, for every diagonal matrix D, the matrix U∗ D U is circulant. Altogether, we have that A ∈ CU(m) if and only if A = U∗ D U for some D = diag (d1, d2, . . . , dm) , | dj | = 1, j ∈ {1, . . . , m}. The fact that CU(m) is transformable comes from Example 2.4. Indeed, CU(m) = XU . Evidently, CU(1) = U(1). The group CU(2) is just formed by symmetric unitary matrices given by complex numbers a = a1 + a2i, b = b1 + b2i (a1, a2, b1, b2 ∈ R) in the first row for which |a|2 + |b|2 = 1, a1b1 = −a2b2. Obviously, for any a ∈ C satisfying |a| ≤ 1, one can find b so that the above equalities are fulfilled. It is seen that b can be chosen, in addition, so that the function a → b is continuous. Directly from this observation, we get condition (i). We remark that, for m > 2, the symmetric unitary matrices do not form a group, because the product of symmetric matrices is a symmetric matrix if and only if they commute under multiplication. ♦ 2.2.2 Strongly and weakly transformable groups In this subsection, we define modifications of transformable groups—strongly and weakly transformable groups. Before introducing strongly transformable groups, we mention an auxiliary result. Lemma 2.11. If X is transformable, then, for any {Li}i∈N ⊂ R+ and j ≥ 2, j ∈ N, one can find {εi}i∈N ≡ {εi({Li}, j)}i∈N ⊂ R+ satisfying ∞ i=1 εi < ∞, ji ≥ p Lg(i), εi for infinitely many i ∈ N, some g(i) ∈ N, (2.7) where g(i) → ∞ as i → ∞. Proof. The lemma follows directly from (i). Indeed, one can put εi := 2−k , i = f(k) for some k ∈ N; εi := 2−i , i /∈ {f(k); k ∈ N}, i ∈ N 2.2 General homogeneous linear difference systems 43 for arbitrarily given increasing discrete function f : N → N with the property that jf(k) ≥ p Lk, 2−k , k ∈ N, whose inverse function is considered in (2.7) as g. Of course, inequality (2.7) does not need to be true for all i ∈ N or for a set of i which is relatively dense in N. This fact motivates the following definition. Definition 2.12. A group X is strongly transformable if it is transformable and if for any L ∈ R+ , there exist j = j(L) ∈ N and a sequence {εi}i∈N ≡ {εi(L)}i∈N ⊂ R+ such that ∞ i=1 εi < ∞, (2.8) ji ≥ p (L, εi) for all i ∈ N. (2.9) Example 2.13. Since we consider only maps which satisfy the Lipschitz condition in the above examples (in the classical case) and since we can choose p (L, ε, m + 1) ≤ 3p (L, ε, m) in (i) when we use the induction principle with respect to m (see Example 2.3), all concrete transformable groups of matrices mentioned in Examples 2.2–2.10 are actually strongly transformable. ♦ Example 2.13 shows that several transformable groups used in applications are strongly transformable. Nevertheless, if we change the metric in the examples above in a neighbourhood of −1 (in R or C) so that the l−l -neighbourhood of −1 becomes the l−1 -neighbourhood of −1 for all sufficiently large l ∈ N (and the rest remains unchanged), then all mentioned groups are still transformable and none of them is strongly transformable. Since certain matrix groups (important in applications) are not transformable, although they possess transformable subgroups, we introduce the following generalization of the transformability. Definition 2.14. A matrix group X ⊂ Mat (F, m) is weakly transformable if there exist a transformable group X0 ⊆ X, matrices X1, . . . , Xl ∈ X, and δX > 0 such that (I) any U ∈ X can be expressed as U = C(U) · Xj for some C(U) ∈ X0, j ∈ {1, . . . , l}, and that (II) (C · Xi, D · Xj) > δX for all C, D ∈ X0, i = j, i, j ∈ {1, . . . , l}. Again, we give important examples of the considered type of matrix groups in the complex and real case. 2.2 General homogeneous linear difference systems 44 Example 2.15. We use the fact that the group SO(m) of all real orthogonal matrices of a dimension m ≥ 2 with determinant 1 is transformable to prove that the group O(m) of all real orthogonal matrices is weakly transformable. We put X0 := SO(m), X1 := I, X2 :=      −1 0 · · · 0 0 1 · · · 0 ... ... ... ... 0 0 · · · 1      . If U ∈ O(m) SO(m), then U = C(U) X2, where C(U) = U X−1 2 ∈ SO(m). Indeed, | U | = −1, | X−1 2 | = −1. This gives us condition (I). The mapping C → | C | is continuous on O(m). Thus, there exists δ > 0 such that (C1, C2) > δ if C1, C2 ∈ O(m), | C1 | = 1, | C2 | = −1, i.e., (C X1, D X2) > δ for any C, D ∈ X0 (consider | C X1 | = 1, | D X2 | = −1). ♦ Example 2.16. Let X1 be a weakly transformable group and let X2 be an arbitrary finite matrix group. We can directly see that the direct sum X1 ⊕ X2 is weakly transformable. Thus, the group O(2) ⊕ Ok(2), where Ok(2) = {I, T, . . . , Tk−1 , S, ST, . . . , STk−1 } and T := cos 2π k sin 2π k − sin 2π k cos 2π k , S := 0 1 1 0 , is weakly transformable for all k ∈ N. For the representation of this group, see [76]; for collections of finite groups, we refer to [16, 43]. ♦ Example 2.17. Evidently, any direct sum X1 ⊕X2 is weakly transformable if both X1 and X2 are weakly transformable. Especially, the group O(m) ⊕ O(m) is weakly transformable for m ≥ 2. This group is isomorphic to the perplectic orthogonal group which is denoted by PO(2m) and defined as PO(2m) = {P ∈ O(2m); R · P = P · R} , where R :=      0 · · · 0 1 0 · · · 1 0 ... ... ... ... 1 · · · 0 0      . Note that PO(2m) is exactly the set of all centro-symmetric orthogonal matrices. Let us show that the group PO(3) is weakly transformable. In [58], there is shown that PO(3) consists of {W(ϕ); ϕ ∈ [0, 2π]} and the components      0 0 1 0 −1 0 1 0 0   · W(ϕ); ϕ ∈ [0, 2π]    ,      1 0 0 0 −1 0 0 0 1   · W(ϕ); ϕ ∈ [0, 2π]    , 2.2 General homogeneous linear difference systems 45      0 0 1 0 1 0 1 0 0   · W(ϕ); ϕ ∈ [0, 2π]    , where W(ϕ) := 1 2   cos ϕ + 1 √ 2 sin ϕ cos ϕ − 1 − √ 2 sin ϕ 2 cos ϕ − √ 2 sin ϕ cos ϕ − 1 √ 2 sin ϕ cos ϕ + 1   . Since (W(ϕ))−1 = W(−ϕ), ϕ ∈ [0, 2π], we can express PO(3) by the following compo- nents PO1(3) = {W(ϕ); ϕ ∈ [0, 2π]} , PO2(3) =    W(ϕ) ·   0 0 1 0 −1 0 1 0 0   −1 ; ϕ ∈ [0, 2π]    , PO3(3) =    W(ϕ) ·   1 0 0 0 −1 0 0 0 1   −1 ; ϕ ∈ [0, 2π]    , PO4(3) =    W(ϕ) ·   0 0 1 0 1 0 1 0 0   −1 ; ϕ ∈ [0, 2π]    . We put (see Definition 2.14) X0 := PO1(3), X1 := I, X2 :=   0 0 1 0 −1 0 1 0 0   = X−1 2 , X3 :=   1 0 0 0 −1 0 0 0 1   = X−1 3 , X4 :=   0 0 1 0 1 0 1 0 0   = X−1 4 . The transformability of PO1(3) follows from the fact that PO1(3) is a connected matrix subgroup of O(3) (see [58]). Let us explain it in detail. For any ϕ ∈ [0, 2π] and sufficiently large n ∈ N, we consider the sequence ϕ n , 2 ϕ n , . . . (n − 1) ϕ n , ϕ. Obviously, for every δ > 0, there exists q ∈ N satisfying W ϕ l ∈ Oδ (I), W 2 ϕ l ∈ Oδ W ϕ l , . . . W (l − 1) ϕ l ∈ Oδ W (l − 2) ϕ l , W (l − 1) ϕ l ∈ Oδ (W (ϕ)) for all ϕ ∈ [0, 2π] and l ≥ q. Now it suffices to realize (2.5). It remains to show that the components have a positive distance. Let ϕ, ψ ∈ [0, 2π] and Wj(·) ∈ POj(3), j ∈ {1, 2, 3, 4}. Since the entries of these matrices are continuous functions defined on the compact set [0, 2π], the sets POj(3), j ∈ {1, 2, 3, 4}, are also compact. Therefore, it suffices to show that these components are disjoint. 2.3 Systems without almost periodic solutions 46 (1 & 2) Suppose that there exist ϕ, ψ ∈ [0, 2π] such that W1(ϕ) = W2(ψ), i.e.,   cos ϕ + 1 √ 2 sin ϕ cos ϕ − 1 − √ 2 sin ϕ 2 cos ϕ − √ 2 sin ϕ cos ϕ − 1 √ 2 sin ϕ cos ϕ + 1   =   cos ψ − 1 − √ 2 sin ψ cos ψ + 1 − √ 2 sin ψ −2 cos ψ − √ 2 sin ψ cos ψ + 1 − √ 2 sin ψ cos ψ − 1   . Considering the entries in the first row and the first column, we have ϕ = π and ψ ∈ {0, 2π}. On the other hand, from entries in the first row and the third column, we obtain ϕ ∈ {0, 2π} and ψ = π. This gives a contradiction. (1 & 3) Again by contradiction, we suppose that there exist ϕ, ψ ∈ [0, 2π] such that W1(ϕ) = W3(ψ), i.e.,   cos ϕ + 1 √ 2 sin ϕ cos ϕ − 1 − √ 2 sin ϕ 2 cos ϕ − √ 2 sin ϕ cos ϕ − 1 √ 2 sin ϕ cos ϕ + 1   =   cos ψ + 1 − √ 2 sin ψ cos ψ − 1 − √ 2 sin ψ −2 cos ψ − √ 2 sin ψ cos ψ − 1 − √ 2 sin ψ cos ψ + 1   . At first, we pay our attention to the entries on the positions (1, 2) and (2, 1). We obtain sin ϕ = − sin ψ = − sin ϕ, i.e., ϕ, ψ ∈ {0, π, 2π}. Next, the entries (3, 1) and (2, 2) give cos ϕ = cos ψ = − cos ϕ, i.e., ϕ, ψ ∈ {π/2, 3π/2} . Hence, the components PO1(3) and PO3(3) are disjoint as well. Finally, the cases (1 & 4), (2 & 3), and (3 & 4) are analogous to (1 & 2) and (2 & 4) is analogous to (1 & 3). ♦ 2.3 Systems without almost periodic solutions Now we can consider the gist of this chapter. At first, we prove an auxiliary result and a result concerning strongly transformable groups which is generalized later in this work. Lemma 2.18. If an almost periodic sequence of non-singular Ak ∈ Mat(F, m) is such that, for any ε > 0, there exists i = i(ε) ∈ Z for which (O, Ai) < ε, then the system xk+1 = Ak xk, k ∈ Z, does not have a non-trivial almost periodic solution. Proof. By contradiction, suppose that we have an almost periodic sequence {Ak}, a sequence {hi}i∈N ⊆ Z satisfying (O, Ahi ) < 1 i , i ∈ N, (2.10) and a non-trivial almost periodic solution {xk} of the system xk+1 = Ak xk. Using Corollary 1.5, we obtain uniformly convergent common subsequences {{Ak+˜hi }k∈Z}i∈N and {{xk+˜hi }k∈Z}i∈N 2.3 Systems without almost periodic solutions 47 of the sequences {{Ak+hi }k∈Z}i∈N and {{xk+hi }k∈Z}i∈N. The limits are denoted as {Bk} and {yk}. We put ε := (x0, o) /2 > 0. Because of the almost periodicity of {xk}, there exists some p (ε) from Definition 1.1. We consider the sets Ni := {i + 1, i + 2, . . . , i + p (ε)} for i ∈ Z. Any one of the sets Ni contains a number l ∈ T({xk}, ε). Thus, xl /∈ Oε (o). (2.11) From (2.10) it follows that B0 = O. Since the multiplication of matrices is continuous, one can find ϑ > 0 for which Cj · · · C0 · y ∈ Oε (o), j = 0, 1, . . . , p (ε) − 1, if y ∈ Oϑ(y0) and Ci ∈ Oϑ(Bi), i ∈ {0, . . . , j}. There exists i ∈ N such that Ak+˜hi , Bk < ϑ, xk+˜hi , yk < ϑ, k ∈ Z. Therefore, xj+˜hi ∈ Oε (o), j = 1, . . . , p (ε) . (2.12) Indeed, it is valid xj+˜hi = Aj+˜hi−1 · · · A˜hi · x˜hi , j = 1, . . . , p (ε) . This contradiction (compare (2.11) with (2.12)) gives the proof. Theorem 2.19. Let X be strongly transformable. Let {Ak} ∈ AP(X) and ε > 0 be arbitrarily given. If there exist L ∈ R+ and {Mi}i∈N such that Mi, M−1 i ∈ X OL(O), i ∈ N, (2.13) and that, for any non-zero vector u ∈ Fm , one can find i = i(u) ∈ N with the property that Mi u = u, then there exists {Bk} ∈ Oσ ε ({Ak}) which does not possess a non-trivial almost periodic solution. Proof. If {Ak} has a non-trivial almost periodic solution, then there exists K ∈ R+ such that (Ak, O) > K for all k. Indeed, it follows from Lemma 2.18. Since it suffices to consider only very small ε > 0, we can assume without loss of generality that L + ε < (I, O) , L + ε < (Ak, O) , k ∈ Z; (2.14) otherwise we can put Bk := Ak, k ∈ Z. Let η = η(ε/2), ζ, P and Q = Q(L) be from (ii) and (iii), respectively. Further, let η < ε < ζ and let {εi}i∈N ⊂ R+ , n ∈ N, and j ≥ 2 (j ∈ N) satisfy ∞ i=1 εi < η PQ , (2.15) ji (n + 1) ≥ p (L, εi) for all i ∈ N. (2.16) 2.3 Systems without almost periodic solutions 48 The inequality (2.15) follows from (2.8) if we omit finitely many values of εi, and (2.16) from the fact that n and j can be arbitrarily large and from (2.9). We remark that P, Q ≥ 1. We put Bk := Ak, Ck := I for k ∈ {0, 1, . . . , n} and we choose Bk = Ak · Ck for some Ck ∈ Oε2Q Ck−(n+1) ∩ X, k ∈ {n + 1, . . . , 2(n + 1) − 1}, ... Bk = Ak · Ck, Ck ∈ Oε2Q Ck−j4(n+1) ∩ X, k ∈ {j4 (n + 1), . . . , (j4 + 1)(n + 1) − 1}, arbitrarily such that n+1 k=(j2+1)(n+1)−1 Bk = M1, n+1 k=(j3+j2)(n+1)−1 Bk = n+1 k=(j4+1)(n+1)−1 Bk = I. For C1, . . . , Cn, D1, . . . , Dn ∈ X, Di ∈ Oϑ(Ci), where ϑ > 0, L + ϑ ≤ (Ci, O), i ∈ {1, . . . , n}, and n ≥ p (L, ϑ), we can express Dn · · · D2 · D1 = Cn · C−1 n · Dn · · · C1 · C−1 1 · D1 , where (C−1 i · Di) ∈ OϑQ (I) , i ∈ {1, . . . , n}. Using this fact and considering (2.13), (2.14), and (2.16), we get the existence of the above matrices Ck. In the second step, we put Bk := Ak · Ck+(j4+1)(n+1), k ∈ {−(j4 + 1)(n + 1), . . . , −1}, ... Bk := Ak · Ck+j4(j4+1)(n+1), k ∈ {−j4 (j4 + 1)(n + 1), . . . , −(j4 − 1)(j4 + 1)(n + 1) − 1}, and we denote Ck := A−1 k · Bk, k ∈ {−j4 (j4 + 1)(n + 1), . . . , −1}. Now we choose Bk = Ak · Ck, Ck ∈ Oε4PQ Ck−(j4+1)2(n+1) ∩ X, k ∈ {(j4 + 1)(n + 1), . . . , (j4 + 1)(n + 1) + (j4 + 1)2 (n + 1) − 1}, ... 2.3 Systems without almost periodic solutions 49 Bk = Ak · Ck, Ck ∈ Oε4PQ Ck−j4(j4+1)2(n+1) ∩ X, k ∈ {(j4 + 1 + (j4 − 1)(j4 + 1)2 )(n + 1), . . . , (j4 + 1 + j4 (j4 + 1)2 )(n + 1) − 1}, arbitrarily such that (j4+1)(n+1) k=j7(n+1)−1 Bk = M1, (j4+1)(n+1) k=(j7+j6−j0)(n+1)−1 Bk = I, (j4+1)(n+1) k=j8 (n+1)−1 Bk = M1, (j4+1)(n+1) k=(j8+j6−j3)(n+1)−1 Bk = I, (j4+1)(n+1) k=j9 (n+1)−1 Bk = M2, (j4+1)(n+1) k=(j9+j6−j0)(n+1)−1 Bk = I, (j4+1)(n+1) k=j10(n+1)−1 Bk = M2, (j4+1)(n+1) k=(j10+j6−j3)(n+1)−1 Bk = I, (j4+1)(n+1) k=(j4+1)(n+1)+j4(j4+1)2(n+1)−1 Bk = I. Such matrices Ck exist. Indeed, we can transform ˜Bk := Ak · Ck−(j4+1)2(n+1), k ∈ {(j4 + 1)(n + 1), . . . , (j4 + 1)(n + 1) + (j4 + 1)2 (n + 1) − 1}, ... ˜Bk := Ak · Ck−j4(j4+1)2(n+1), k ∈ {(j4 + 1 + (j4 − 1)(j4 + 1)2 )(n + 1), . . . , (j4 + 1 + j4 (j4 + 1)2 )(n + 1) − 1}, into Bk by Bk = Ak · Ck−(j4+1)2(n+1) · ˜Ck, k ∈ {(j4 + 1)(n + 1), . . . , (j4 + 1)(n + 1) + (j4 + 1)2 (n + 1) − 1}, ... Bk = Ak · Ck−j4(j4+1)2(n+1) · ˜Ck, k ∈ {(j4 + 1 + (j4 − 1)(j4 + 1)2 )(n + 1), . . . , (j4 + 1 + j4 (j4 + 1)2 )(n + 1) − 1}, where ˜Ck ∈ Oε4Q (I) for all considered k (see (iii)). Hence, we have (see (ii) and also the below given (2.20) and (2.21)) Ck−(j4+1)2(n+1) · ˜Ck ∈ Oε4PQ Ck−(j4+1)2(n+1) , k ∈ {(j4 + 1)(n + 1), . . . , (j4 + 1)(n + 1) + (j4 + 1)2 (n + 1) − 1}, 2.3 Systems without almost periodic solutions 50 ... Ck−j4(j4+1)2(n+1) · ˜Ck ∈ Oε4PQ Ck−j4(j4+1)2(n+1) , k ∈ {(j4 + 1 + (j4 − 1)(j4 + 1)2 )(n + 1), . . . , (j4 + 1 + j4 (j4 + 1)2 )(n + 1) − 1}. Thus, we can obtain Ck from the previous step and from the above ˜Ck. We put Bk := Ak · Ck+(j4+1)3(n+1), k ∈ {−(j4 + 1)3 (n + 1) − j4 (j4 + 1)(n + 1), . . . , −j4 (j4 + 1)(n + 1) − 1}, ... Bk := Ak · Ck+j4(j4+1)3(n+1), k ∈ {−j4 (j4 + 1)3 (n + 1) − j4 (j4 + 1)(n + 1), . . . , − (j4 − 1)(j4 + 1)3 (n + 1) − j4 (j4 + 1)(n + 1) − 1}, and we denote Ck := A−1 k · Bk, k ∈ {−j4 (j4 + 1)3 (n + 1) − j4 (j4 + 1)(n + 1), . . . , −j4 (j4 + 1)(n + 1) − 1}. We proceed further in the same way. In the (2i − 1)-th step, we choose Bk = Ak · Ck, Ck ∈ Oε2iPQ Ck−(j4+1)2i−2(n+1) ∩ X, k ∈ {(j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−4 (n + 1), . . . , (j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + · · · + j4 (j4 + 1)2i−4 (n + 1) + (j4 + 1)2i−2 (n + 1) − 1}, ... Bk = Ak · Ck, Ck ∈ Oε2iPQ Ck−j4(j4+1)2i−2(n+1) ∩ X, k ∈ {(j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−4 (n + 1) + (j4 − 1)(j4 + 1)2i−2 (n + 1), . . . , (j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−4 (n + 1) + j4 (j4 + 1)2i−2 (n + 1) − 1}, such that q(i) k=p0 1−1 Bk = M1, q(i) k=p0 1+(j3i−j0)(n+1)−1 Bk = I, q(i) k=p1 1−1 Bk = M1, q(i) k=p1 1+(j3i−j3)(n+1)−1 Bk = I, ... 2.3 Systems without almost periodic solutions 51 q(i) k=pi−1 1 −1 Bk = M1, q(i) k=pi−1 1 +(j3i−j3(i−1))(n+1)−1 Bk = I, ... q(i) k=p0 i −1 Bk = Mi, q(i) k=p0 i +(j3i−j0)(n+1)−1 Bk = I, q(i) k=p1 i −1 Bk = Mi, q(i) k=p1 i +(j3i−j3)(n+1)−1 Bk = I, ... q(i) k=pi−1 i −1 Bk = Mi, q(i) k=pi−1 i +(j3i−j3(i−1))(n+1)−1 Bk = I, and q(i) k=p(i) Bk = I, where p0 1, . . . , pi−1 1 , . . . , p0 i , . . . , pi−1 i are arbitrary positive integers for which q(i) + j2i (n + 1) ≤ p0 1 and p0 1 + (j2i + j3i )(n + 1) ≤ p1 1, . . . pi−2 1 + (j2i + j3i )(n + 1) ≤ pi−1 1 , pi−1 1 + (j2i + j3i )(n + 1) ≤ p0 2, ... p0 i + (j2i + j3i )(n + 1) ≤ p1 i , . . . pi−2 i + (j2i + j3i )(n + 1) ≤ pi−1 i , pi−1 i + (j2i + j3i )(n + 1) ≤ p(i) if q(i) = (j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−4 (n + 1), p(i) = (j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−2 (n + 1) − 1. The existence of these numbers follows from p(i) − q(i) = j4 (j4 + 1)2i−2 (n + 1) − 1 ≥ (j2i + j3i )(i2 + 1)(n + 1), i, j ≥ 2 (i, j ∈ N), n ∈ N, and the existence of the above matrices Bk follows from (2.16) and from j3i − j3(i−k) ≥ j2i , k ∈ {1, . . . , i}, i ∈ N, j ≥ 2 (j ∈ N) . 2.3 Systems without almost periodic solutions 52 In the 2i-th step, we put Bk := Ak · Ck+(j4+1)2i−1(n+1), k ∈ {−((j4 + 1)2i−1 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1), . . . , −(j4 (j4 + 1)2i−3 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1) − 1}, ... Bk := Ak · Ck+j4(j4+1)2i−1(n+1), k ∈ {−j4 ((j4 + 1)2i−1 + · · · + (j4 + 1)3 + (j4 + 1))(n + 1), . . . , −((j4 − 1)(j4 + 1)2i−1 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1) − 1}, and we denote Ck := A−1 k · Bk, k ∈ {−(j4 (j4 + 1)2i−1 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1), . . . , −(j4 (j4 + 1)2i−3 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1) − 1}. Using this construction, we obtain the sequence {Bk}k∈Z ⊆ X. We consider the system xk+1 = Bk · xk, k ∈ Z. (2.17) Suppose that there exists a non-zero vector u ∈ Fm for which the solution {xk} of (2.17) satisfying xn+1 = u is almost periodic. We know that xk = n+1 i=k−1 Bi · u for k > n + 1, k ∈ N. (2.18) If we choose {hi}i∈N ≡ {j3(i−1) (n + 1)}i∈N for {ϕk} ≡ {xk} in Corollary 1.5 (see also Theorem 1.3), then, for any ϑ > 0, we get the existence of an infinite set N = N(ϑ) ⊆ N0 such that xk+j3i1 (n+1), xk+j3i2 (n+1) < ϑ, k ∈ Z, i1, i2 ∈ N. (2.19) Thus, for every ϑ > 0, there exist infinitely many ϑ-translation numbers in the form (j3i1 − j3i2 )(n + 1), where i1 > i2 (i1, i2 ∈ N). For some i ∈ N with the property that Mi u = u, we choose ϑ < (Mi u, u) and the above i1 > i2 > i (i1, i2 ∈ N) arbitrarily. We have (see (2.19)) xk+(j3i1 −j3i2 )(n+1), xk < ϑ, k ∈ Z. From (2.18) and the construction of {Bk}, we obtain xk+(j3i1 −j3i2 )(n+1), xk > ϑ for at least one k ∈ N. This contradiction gives that {xk} cannot be almost periodic. It means that system (2.17) does not have a non-trivial almost periodic solution. Now it suffices to show that {Bk} ∈ Oσ ε ({Ak}); i.e., that Bk ∈ O˜ε (Ak) for all k and some ˜ε ∈ (0, ε) and that {Bk} is almost periodic. It is seen that Ck ∈ Oε2Q(I), k ∈ {−j4 (j4 + 1)(n + 1), . . . , 0, . . . , (j4 + 1)(n + 1) − 1}, 2.3 Systems without almost periodic solutions 53 Ck ∈ O(ε2+ε4)PQ(I), k ∈ {(j4 + 1)(n + 1), . . . , (j4 + 1 + j4 (j4 + 1)2 )(n + 1) − 1}, Ck ∈ O(ε2+ε4)PQ(I), k ∈ {−j4 (j4 + 1)3 (n + 1) − j4 (j4 + 1)(n + 1), . . . , −j4 (j4 + 1)(n + 1) − 1}, and that, for all i ≥ 3 (i ∈ N), it is valid Ck ∈ O(ε2+ε4+···+ε2i)PQ(I), k ∈ {(j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−4 (n + 1), . . . , (j4 + 1)(n + 1) + j4 (j4 + 1)2 (n + 1) + · · · + j4 (j4 + 1)2i−2 (n + 1) − 1}, Ck ∈ O(ε2+ε4+···+ε2i)PQ(I), k ∈ {−(j4 (j4 + 1)2i−1 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1), . . . , − (j4 (j4 + 1)2i−3 + · · · + j4 (j4 + 1)3 + j4 (j4 + 1))(n + 1) − 1}. Thus, we have (see (2.15)) Ck ∈ Oη(I), k ∈ Z, (2.20) and (see (iii)) Bk ∈ Oε/2(Ak), k ∈ Z. (2.21) Indeed, Bk = Ak · Ck for all k ∈ Z. (2.22) From Theorem 1.27 it follows that the sequence {Ck} is almost periodic. Using Corollary 1.12 and the almost periodicity of {Ak}, we see that the set T({Ak}, δ) ∩ T({Ck}, δ) is relatively dense in Z (2.23) for any δ > 0. Since the multiplication of matrices is uniformly continuous on X, considering (2.22), we have T({Ak}, δ(ϑ)) ∩ T({Ck}, δ(ϑ)) ⊆ T({Bk}, ϑ) (2.24) for arbitrary ϑ > 0, where δ(ϑ) > 0 is the number corresponding to ϑ from the definition of the uniform continuity of the matrix multiplication. Finally, (2.23) and (2.24) give the almost periodicity of {Bk} which completes the proof. Note that, in Theorem 2.19, condition (2.13) can be omitted (i.e., one can put L = 0). This fact follows from the below given Lemma 2.27. Now, for the later comparison, let us recall a result from [45] (see also [1, Theorem 2.10.1]) and one of its consequences. Theorem 2.20. Let (F, (·, ·)) = (C, | · − · |). If a vector valued sequence {bk} is almost periodic and a matrix A ∈ Mat(C, m) non-singular, then a solution of xk+1 = A · xk + bk, k ∈ Z, is almost periodic if and only if it is bounded. 2.3 Systems without almost periodic solutions 54 Remark 2.21. Several modifications and generalizations of Theorem 2.20 are known. The first theorem of the type as Theorem 2.20 was established by E. Esclangon (in [64]) for quasiperiodic solutions of linear differential equations of higher orders. It was extended by H. Bohr and O. Neugebauer (in [29]) to the form mentioned in Remark 2.23 below. In [152], Theorem 2.20 is proved if A ∈ Mat(R, m) and {bk} is almost periodic in various metrics. Corollary 2.22. Let (F, (·, ·)) = (C, | · − · |). Let a periodic sequence {Ak} of m × m non-singular matrices with complex elements be given. Then, a solution of the system xk+1 = Ak xk, k ∈ Z, is almost periodic if and only if it is bounded. Proof. Every almost periodic sequence is bounded. Hence, we need to show only that the boundedness of a solution implies its almost periodicity. Assume that we have a periodic system xk+1 = Ak xk, k ∈ Z, and its bounded solution {xk}. Let n ∈ N be a period of {Ak}. Applying Theorem 2.20, we get that the sequence {y1 k} ≡ {xnk}; i.e., y1 0 = x0, y1 k = 0 i=nk−1 Ai · x0, k ∈ N, y1 k = −1 i=nk A−1 i · x0, k ∈ Z N; is almost periodic. Indeed, {y1 k} is a bounded solution of the constant system yk+1 = An−1 · · · A1 · A0 · yk, k ∈ Z. Analogously, one can show that the sequences {yj k} ≡ {xnk+j−1}, j ∈ {2, 3, . . . , n}, are almost periodic as well. The almost periodicity of {xk} follows from Corollary 1.10. Remark 2.23. We add that it is possible to obtain several modifications of Corollary 2.22 for non-homogeneous systems if the non-homogeneousness is almost periodic. We mention at least the most important one—the continuous version for differential systems. If a complex matrix valued function A(t), t ∈ R, is periodic and a complex vector valued function b(t), t ∈ R, is almost periodic, then any solution of x (t) = A(t) x(t) + b(t), t ∈ R, is almost periodic if and only if it is bounded. See the introduction of Chapter 6 or, e.g., [72, Corollary 6.5]; for generalizations and supplements, see [129]. Example 2.24. Consider again (F, (·, ·)) = (C, | · − · |). We want to document that Corollary 2.22 is no longer true if {Ak} is only almost periodic. We know (see Lemma 1.32 and consider the second part of Corollary 1.26) that the real sequence {ak} defined by the recurrent formula (1.36) on N0 and by the prescription ak := −a−k−1 for k ∈ Z N0 (2.25) is almost periodic and that it satisfies (see Lemma 1.35) 2n−1 k=0 ak = 1, 2n+j+2n−1 k=0 ak = 2 − 1 2j , n ∈ N0, j ∈ N. (2.26) Let X be the set of all m × m diagonal matrices with numbers on the diagonal which has absolute value 1. (It is easily seen that, in this case, X is strongly transformable. 2.3 Systems without almost periodic solutions 55 See also Examples 2.4 and 2.13.) All solutions of the system of the form (2.2) given by the almost periodic (see Theorem 1.6) sequence {Ak} ≡ diag (exp (iak) , . . . , exp (iak)) are obviously bounded, but we will show that they are not almost periodic (except the trivial one). It suffices to consider the scalar case, i.e., m = 1. We suppose that the system has an almost periodic solution {xk}. We have xk = exp i k−1 j=0 aj · x0, k ∈ N. Especially (see (2.26)), x2n = exp (i) · x0, x2n+j+2n = exp 2i − 2−j i · x0, n ∈ N0, j ∈ N. (2.27) Using Corollary 1.5 (or Theorem 1.3) for the sequence {2j }j∈N, for any ε > 0, we get an infinite set N = N(ε) ⊆ N such that | xk+2j(1) − xk+2j(2) | < ε for all k ∈ Z, j(1), j(2) ∈ N. For some j(1) ∈ N, the choice k = 2j(1) and (2.27) give exp (i) − exp 2i − 2j(1)−j(2) i · | x0 | < ε, j(1) < j(2), j(1), j(2) ∈ N. Since ε can be arbitrarily small and j(2) > j(1) can be found for every ε > 0, we obtain x0 = 0. Thus, the system does not have a non-trivial almost periodic solution. ♦ In the above example, we see that the boundedness is necessary to the almost periodicity of solutions but not sufficient. Now we prove a more important necessary (also not sufficient, see again Example 2.24) condition about the limitation of almost periodic solutions. Lemma 2.25. Let an almost periodic sequence of non-singular Ak ∈ Mat(F, m) be given. Let {xk} be an almost periodic solution of the system xk+1 = Ak xk, k ∈ Z. Then, it is valid either xk = o, k ∈ Z, or inf k∈Z (xk, o) > 0. Proof. Suppose that an almost periodic solution {xk} of a system satisfies inf k∈Z (xk, o) = 0. Let {hi}i∈N ⊆ Z be such that lim i→∞ (xhi , o) = 0. (2.28) Considering Corollary 1.5 and Theorems 1.7 and 1.8, we get a subsequence {˜hi} of {hi} for which there exist almost periodic sequences {Bk}, {yk} satisfying lim i→∞ Ak+˜hi = Bk, lim i→∞ Bk−˜hi = Ak, lim i→∞ xk+˜hi = yk, lim i→∞ yk−˜hi = xk, where the convergences can be uniform with respect to k ∈ Z (see Remark 1.9). We have yk+1 = Bk yk, k ∈ Z, and y0 = o (see (2.28)). Thus, {yk} ≡ {o}. Consequently, xk = limi→∞ yk−˜hi = o for k ∈ Z. 2.3 Systems without almost periodic solutions 56 Example 2.26. Applying Theorem 1.27 for n = 0, ϕ0 = 2, j = 1, and ri = 3/2i , i ∈ N, we construct the everywhere non-zero almost periodic sequence b0 := 2, b1 := 2 − 1, b−2 := 2 − 1 2 , b−1 := 1 − 1 2 , ... bk := bk+22i−1 − 1 22i−1 , k ∈ {−22i−1 − · · · − 23 − 2, . . . , −22i−3 − · · · − 23 − 2 − 1}, bk := bk−22i − 1 22i , k ∈ {2 + 22 + · · · + 22i−2 , . . . , 2 + 22 + · · · + 22i−2 + 22i − 1}, ... in the space (R, | · − · |). Since lim i→∞ b20−21+22−23+···+(−2)i = 0, the equation xk+1 = bk xk, k ∈ Z, does not have a non-trivial almost periodic solution (see Lemma 2.18) and the vector valued sequence {bk u}, where u = o, u ∈ Rm , is not a solution of an almost periodic homogeneous linear difference system (see Lemma 2.25). Moreover, for any bounded countable set of real numbers, it is shown in [73] that there exists an almost periodic sequence whose range is the set. (For details, we refer to the next chapter.) It means that there exists a large class of almost periodic sequences which cannot be solutions of any almost periodic system (2.2). ♦ To improve Theorem 2.19, we need also the next lemma. Lemma 2.27. Let X be transformable and let {Ak} ∈ AP(X) and ε > 0 be arbitrary. If there exists a matrix M(ϑ) ∈ Oϑ(O)∩X for any ϑ > 0, then there exists {Bk} ∈ Oσ ε ({Ak}) which does not have an almost periodic solution other than the trivial one. Proof. We put Li := (Mi, O) for matrices Mi ∈ X, i ∈ N, such that lim i→∞ Li = 0, Li+1 < Li, i ∈ N. (2.29) Let η = η(ε/2), ζ, and P and Q = Q(L1) be from (ii) and (iii), respectively. We can assume (or choose {Bk} ≡ {Ak}) that η < ε < ζ, L1 + ε < (Ak, O) , k ∈ Z, and that (see also Lemma 2.11) we have {εi}i∈N ⊂ R+ , j ≥ 2 (j ∈ N), and n ∈ N satisfying ∞ i=1 εi < η PQ , ji (n + 1) ≥ p Lg(i), εi for infinitely many odd i ∈ N, (2.30) 2.3 Systems without almost periodic solutions 57 where g(i) is from Lemma 2.11 as well. The set of all i = 1 (i ∈ N), which are not divisible by 2 and for which (2.30) is valid, is denoted by N. Let N = {i1, i2, . . . , il, . . . }, where il < il+1, l ∈ N. Since we can redefine Li (choose other Mi), we can also assume that g(il) ≥ l, l ∈ N. We will construct sequences {Bk} and {Ck} as in the proof of Theorem 2.19 for j4 replaced by j. First of all we put pl := (j + 1 + j(j + 1)2 + · · · + j(j + 1)il−3 )(n + 1), l ∈ N, ql := (j + 1 + j(j + 1)2 + · · · + j(j + 1)il−1 )(n + 1) − 1, l ∈ N. Before the i1-th step (for k ≤ p1 − 1), we choose the matrices Ck (consequently Bk) arbitrarily. We will obtain Bk and define J1 := 0 k=p1 Bk, J2 := 0 k=p2 Bk, . . . In the i1-th step, we choose the matrices Ck arbitrarily if J1 ∈ OL1 (O), and so that 0 k=q1 Bk = M1 if J1 /∈ OL1 (O). Between the i1-th step and the i2-th step, we choose them again arbitrarily. In the i2-th step, we choose them arbitrarily if J2 ∈ OL2 (O), and so that 0 k=q2 Bk = M2 if J2 /∈ OL2 (O). If we proceed further in the same way, then we get matrices Ck, Bk for all k ∈ Z. Analogously as in the proof of Theorem 2.19, we can prove that {Bk} ∈ Oσ ε ({Ak}). We have 0 k=rl Bk, O ≤ Ll for rl ∈ {pl, ql}, l ∈ N. (2.31) Evidently, for any u ∈ Fm and µ > 0, there exists δ = δ (u, µ) > 0 with the property that (C u, o) < µ if C ∈ Oδ (O). Using this, from (2.29), (2.31), and Lemma 2.25, we get that all non-trivial solutions of the system of the form (2.2) given by {Bk} are not almost periodic. Now we can generalize Theorem 2.19 into the case of general transformable groups. Theorem 2.28. Let X be transformable. Let {Ak} ∈ AP (X) and ε > 0 be arbitrarily given. If there exists a sequence {Mi}i∈N ⊆ X such that, for any non-zero vector u ∈ Fm , one can find i = i(u) ∈ N with the property that Mi u = u, then there exists {Bk} ∈ Oσ ε ({Ak}) which does not possess a non-trivial almost periodic solution. Proof. We obtain from Lemma 2.27 that it suffices to consider the case when Oε (O) ∩ X = ∅, (2.32) 2.3 Systems without almost periodic solutions 58 because we can assume that the number ε is small enough. Let η = η(ε/2), ζ, P, and Q = Q(ε) be from Definition 2.1. Note that Q does not depend on ε (consider (2.32)) and that P, Q ≥ 1, η ≤ ε/2 (consider C = I in Definition 2.1). For simplicity, we also assume that ε ≤ ζ (the number ζ is given for X). Let n ∈ N be arbitrary such that PQ 22n ≤ η. (2.33) We will construct an almost periodic sequence of matrices Ck ∈ X, k ∈ Z, applying Corollary 1.28. Let us denote (see Definition 2.1 and also (2.32)) pi := p ε, 1 22n+i , i ∈ N, (2.34) and si := −22i−1 − 22i−3 − · · · − 23 − 2, i ∈ N, ti := 2 + 22 + · · · + 22i−2 + 22i , i ∈ N. Evidently, there exists an increasing sequence {l(i)}i∈N ⊆ N for which i2 ≤ 2l(i)−1 , pi ≤ 2l(i)−1 , i ∈ N. (2.35) In the first step of the construction of {Ck}, we put C0 := I, C1 := I, Ck := I, k ∈ {−2, −1}, Ck := I, k ∈ {2, . . . , 2 + 22 − 1}, ... Ck := I, k ∈ {tl(1)−2, . . . , tl(1)−1 − 1}, Ck := I, k ∈ {sl(1), . . . , sl(1)−1 − 1}, and define Bk := Ak, k ∈ {sl(1), . . . , tl(1)−1 − 1}. In the second step, we choose matrices Bk ∈ O2−2n−1 (Ak) , k ∈ {tl(1)−1, . . . , tl(1) − 1}, (2.36) arbitrarily so that 0 k=tl(1)−1+p1−1 Bk = I, tl(1)−1+p1 k=tl(1)−1+p1+(2l(1)−1)−1 Bk = M1. The existence of such matrices Bk follows directly from Definition 2.1 (see (2.34), (2.35)). We define Ck := A−1 k · Bk, k ∈ {tl(1)−1, . . . , tl(1) − 1}. From (iii) in Definition 2.1 and from (2.36), it follows that Ck ∈ O2−2n−1Q (I) , k ∈ {tl(1)−1, . . . , tl(1) − 1}, 2.3 Systems without almost periodic solutions 59 i.e., Ck ∈ O2−2n−1Q (Ck−22l(1) ) ∩ X, k ∈ {tl(1)−1, . . . , tl(1) − 1}. In the third step, we define Ck := Ck+22l(1)+1 , k ∈ {sl(1)+1, . . . , sl(1) − 1}, Ck := Ck−22l(1)+2 , k ∈ {tl(1), . . . , tl(1)+1 − 1}, ... Ck := Ck−22l(2)−2 , k ∈ {tl(2)−2, . . . , tl(2)−1 − 1}, Ck := Ck+22l(2)−1 , k ∈ {sl(2), . . . , sl(2)−1 − 1}, and put Bk := Ak · Ck, k ∈ {sl(2), . . . , tl(2)−1 − 1}. We remark that, before the third step, we have Bk = Ak · Ck, k ∈ {sl(1), . . . , tl(1) − 1}. In the fourth step, we choose Bk = Ak · Ck, Ck ∈ O2−2n−2PQ (Ck−22l(2) ) ∩ X, k ∈ {tl(2)−1, . . . , tl(2) − 1}, arbitrarily so that 0 k=tl(2)−1+p2−1 Bk = I, tl(2)−1+p2 k=tl(2)−1+p2+(2l(2)−1)−1 Bk = M1, 0 k=tl(2)−1+2p2+2l(2)−1 Bk = I, tl(2)−1+2p2+2l(2) k=tl(2)−1+2p2+2l(2)+(2l(2)−2l(1))−1 Bk = M1, 0 k=tl(2)−1+3p2+2·2l(2)−1 Bk = I, tl(2)−1+3p2+2·2l(2) k=tl(2)−1+3p2+2·2l(2)+(2l(2)−1)−1 Bk = M2, 0 k=tl(2)−1+4p2+3·2l(2)−1 Bk = I, tl(2)−1+4p2+3·2l(2) k=tl(2)−1+4p2+3·2l(2)+(2l(2)−2l(1))−1 Bk = M2. Note that it is valid tl(2)−1 + 4p2 + 3 · 2l(2) + 2l(2) − 2l(1) < tl(2), because tl(2) − tl(2)−1 = 22l(2) and (see (2.35)) 4p2 + 3 · 2l(2) + 2l(2) − 2l(1) < 22 2l(2)−1 + 22 2l(2) < 2 · 22 · 2l(2) ≤ 22l(2) . 2.3 Systems without almost periodic solutions 60 Now we show that the above matrices Bk, Ck for k ∈ {tl(2)−1, . . . , tl(2) − 1} exist. First, we put ˜Bk := Ak · Ck−22l(2) , k ∈ {tl(2)−1, . . . , tl(2) − 1}. (2.37) We use (i) in Definition 2.1 to transform ˜Bk into Bk ∈ O2−2n−2 ˜Bk ∩ X arbitrarily as U1, . . . , Ul into V1, . . . , Vl for l = p2, l = 2l(2) − 1, l = p2 + 2l(2) − 2l(2) − 1 , l = 2l(2) − 2l(1) , l = p2 + 2l(2) − 2l(2) − 2l(1) , l = 2l(2) − 1, l = p2 + 2l(2) − 2l(2) − 1 , l = 2l(2) − 2l(1) and U0 = tl(2)−1 k=tl(2)−1+p2−1 Bk =   0 k=tl(2)−1−1 Bk   −1 , U0 = tl(2)−1+p2 k=tl(2)−1+p2+(2l(2)−1)−1 Bk = M1, U0 = tl(2)−1+p2+(2l(2)−1) k=tl(2)−1+2p2+2l(2)−1 Bk = M−1 1 , U0 = tl(2)−1+2p2+2l(2) k=tl(2)−1+2p2+2l(2)+(2l(2)−2l(1))−1 Bk = M1, U0 = tl(2)−1+2p2+2l(2)+(2l(2)−2l(1)) k=tl(2)−1+3p2+2·2l(2)−1 Bk = M−1 1 , U0 = tl(2)−1+3p2+2·2l(2) k=tl(2)−1+3p2+2·2l(2)+(2l(2)−1)−1 Bk = M2, U0 = tl(2)−1+3p2+2·2l(2)+(2l(2)−1) k=tl(2)−1+4p2+3·2l(2)−1 Bk = M−1 2 , U0 = tl(2)−1+4p2+3·2l(2) k=tl(2)−1+4p2+3·2l(2)+(2l(2)−2l(1))−1 Bk = M2, respectively. It suffices to consider (2.32), (2.34), and the inequalities (the sequence {l(i)} is increasing) p2 ≤ 2l(2)−1 ≤ 2l(2) − 2l(1) ≤ 2l(2) − 1, p2 ≤ p2 + 2l(2) − 2l(2) − 1 ≤ p2 + 2l(2) − 2l(2) − 2l(1) . To prove the existence of the above Bk, Ck = A−1 k Bk, it remains to show that Ck ∈ O2−2n−2PQ (Ck−22l(2) ) ∩ X, k ∈ {tl(2)−1, . . . , tl(2) − 1}. (2.38) 2.3 Systems without almost periodic solutions 61 We can express Bk = Ak · Ck−22l(2) · ˜Ck, k ∈ {tl(2)−1, . . . , tl(2) − 1}, (2.39) where ˜Ck = C−1 k−22l(2) A−1 k Bk ∈ X, i.e., it is valid (consider Bk = Ak Ck) that Ck = Ck−22l(2) · ˜Ck ∈ X, k ∈ {tl(2)−1, . . . , tl(2) − 1}. (2.40) Further, we have (see (2.37) and (2.39)) ˜Ck = ˜B−1 k · Bk, k ∈ {tl(2)−1, . . . , tl(2) − 1}. We repeat that Bk ∈ O2−2n−2 ˜Bk , k ∈ {tl(2)−1, . . . , tl(2) − 1}. Using (iii) in Definition 2.1, we obtain ˜Ck ∈ O2−2n−2Q (I) , k ∈ {tl(2)−1, . . . , tl(2) − 1}, and, using condition (ii) (consider (2.33) and η ≤ ε/2 < ζ), we obtain Ck−22l(2) · ˜Ck ∈ O2−2n−2PQ (Ck−22l(2) ) , k ∈ {tl(2)−1, . . . , tl(2) − 1}. (2.41) Now (2.40) and (2.41) give (2.38). Continuing in the same manner, in the 2i-th step, we choose arbitrary matrices Bk = Ak · Ck, Ck ∈ O2−2n−iPQ (Ck−22l(i) ) ∩ X, k ∈ {tl(i)−1, . . . , tl(i) − 1}, for which 0 k=tl(i)−1+pi−1 Bk = I, tl(i)−1+pi k=tl(i)−1+pi+(2l(i)−1)−1 Bk = M1, ... 0 k=tl(i)−1+ipi+(i−1)2l(i)−1 Bk = I, tl(i)−1+ipi+(i−1)2l(i) k=tl(i)−1+ipi+(i−1)2l(i)+(2l(i)−2l(i−1))−1 Bk = M1, 0 k=tl(i)−1+(i+1)pi+i2l(i)−1 Bk = I, tl(i)−1+(i+1)pi+i2l(i) k=tl(i)−1+(i+1)pi+i2l(i)+(2l(i)−1)−1 Bk = M2, ... 0 k=tl(i)−1+2ipi+(2i−1)2l(i)−1 Bk = I, tl(i)−1+2ipi+(2i−1)2l(i) k=tl(i)−1+2ipi+(2i−1)2l(i)+(2l(i)−2l(i−1))−1 Bk = M2, ... 2.3 Systems without almost periodic solutions 62 0 k=tl(i)−1+((i−1)i+1)pi+(i−1)i2l(i)−1 Bk = I, tl(i)−1+((i−1)i+1)pi+(i−1)i2l(i) k=tl(i)−1+((i−1)i+1)pi+(i−1)i2l(i)+(2l(i)−1)−1 Bk = Mi, ... 0 k=tl(i)−1+i2pi+(i2−1)2l(i)−1 Bk = I, tl(i)−1+i2pi+(i2−1)2l(i) k=tl(i)−1+i2pi+(i2−1)2l(i)+(2l(i)−2l(i−1))−1 Bk = Mi. We remark again that it is true (see (2.35)) i2 pi + i2 − 1 2l(i) + 2l(i) − 2l(i−1) < i2 2l(i)−1 + i2 2l(i) < 22l(i) . Thus, we have tl(i)−1 + i2 pi + i2 − 1 2l(i) + 2l(i) − 2l(i−1) < tl(i). The existence of the above matrices Bk, Ck ∈ X can be shown analogously to the fourth step. In the (2i + 1)-th step, we define Ck := Ck+22l(i)+1 , k ∈ {sl(i)+1, . . . , sl(i) − 1}, Ck := Ck−22l(i)+2 , k ∈ {tl(i), . . . , tl(i)+1 − 1}, ... Ck := Ck−22l(i+1)−2 , k ∈ {tl(i+1)−2, . . . , tl(i+1)−1 − 1}, Ck := Ck+22l(i+1)−1 , k ∈ {sl(i+1), . . . , sl(i+1)−1 − 1}, and put Bk := Ak · Ck, k ∈ {sl(i+1), . . . , tl(i+1)−1 − 1}. We can construct {Ck}k∈Z ⊆ X and {Bk}k∈Z ⊆ X so that Bk = Ak · Ck, k ∈ Z. (2.42) We know that Ck = I, k ∈ {sl(1), . . . , tl(1)−1 − 1}, Ck ∈ O2−2n−1Q (Ck−22l(1) ) ⊆ O2−2n−1PQ (I) , k ∈ {tl(1)−1, . . . , tl(1) − 1}, Ck = Ck+22l(1)+1 ∈ O2−2n−1PQ (I) , k ∈ {sl(1)+1, . . . , sl(1) − 1}, Ck = Ck−22l(1)+2 ∈ O2−2n−1PQ (I) , k ∈ {tl(1), . . . , tl(1)+1 − 1}, 2.3 Systems without almost periodic solutions 63 ... Ck = Ck−22l(2)−2 ∈ O2−2n−1PQ (I) , k ∈ {tl(2)−2, . . . , tl(2)−1 − 1}, Ck = Ck+22l(2)−1 ∈ O2−2n−1PQ (I) , k ∈ {sl(2), . . . , sl(2)−1 − 1}, Ck ∈ O2−2n−2PQ (Ck−22l(2) ) ⊆ O(2−2n−1+2−2n−2)PQ (I) , k ∈ {tl(2)−1, . . . , tl(2) − 1}, ... Ck ∈ O2−2n−iPQ (Ck−22l(i) ) ⊆ O(2−2n−1+···+2−2n−i)PQ (I) , k ∈ {tl(i)−1, . . . , tl(i) − 1}, Ck = Ck+22l(i)+1 ∈ O(2−2n−1+···+2−2n−i)PQ (I) , k ∈ {sl(i)+1, . . . , sl(i) − 1}, ... Especially, we see that we can construct {Ck} as in Corollary 1.28 for the sequence of numbers εj := 2−i PQ if j = f(i) for some i ∈ N {1, . . . , 2n}; εj := 0 if j ∈ N {f(i); i ∈ N {1, . . . , 2n}}, where f : N {1, . . . , 2n} → N {1, . . . , 2n} is a given increasing discrete function. Since the sequence {εj}j∈N satisfies (1.25), {Ck} is almost periodic. Further, we see that Ck ∈ O(2−2n−1+2−2n−2+···+2−2n−j(k))PQ (I) for all k ∈ Z and some j(k) ∈ N (which depends on k); i.e., we have Ck ∈ O2−2nPQ (I) , k ∈ Z. From (2.33) it follows Ck ∈ Oη (I) for k ∈ Z and, consequently, from condition (ii) and (2.42) it follows Bk ∈ Oε/2 (Ak) , k ∈ Z, i.e., sup k∈Z (Ak, Bk) ≤ ε 2 < ε. (2.43) Now we prove the almost periodicity of {Bk}k∈Z applying the almost periodicity of {Ak} and {Ck}. Let ϑ > 0 be arbitrarily small and let δ = δ(ϑ) > 0 be such that (see (ii) in Definition 2.1) U2 · V2 ∈ Oϑ (U1 · V1) if U1, V1, U2, V2 ∈ X and U1 ∈ Oδ (U2) , V1 ∈ Oδ (V2) . (2.44) Corollary 1.11 implies that the sequence {[Ak, Ck]}k∈Z in Mat (F, m) × Mat (F, m) is almost periodic. Thus (or see directly Corollary 1.12), the set T({Ak}, δ) ∩ T({Ck}, δ) is relatively dense in Z and, from (2.42) and (2.44), we have T({Ak}, δ) ∩ T({Ck}, δ) ⊆ T({Bk}, ϑ). Because of the arbitrariness of ϑ > 0, we obtain the fact that {Bk} is almost periodic. 2.3 Systems without almost periodic solutions 64 The almost periodicity of {Bk} together with (2.43) give that {Bk} ∈ Oσ ε ({Ak}). Suppose that there exists a vector u = o, u ∈ Fm , for which the solution {xk}k∈Z of xk+1 = Bk · xk, k ∈ Z, x0 = u is almost periodic. Let i(u) ∈ N and ϑ = ϑ(u) > 0 satisfy ϑ < Mi(u) u, u . From Theorem 1.3 for h1 = 1 and hi = 2l(i−1) , i ≥ 2, i ∈ N, it follows that the inequality (xk+2l(i(1)) , xk+2l(i(2)) ) < ϑ, k ∈ Z, (2.45) is satisfied for infinitely many i(1) < i(2), i(1), i(2) ∈ N. It is easily seen that xk = 0 i=k−1 Bi · u, k ∈ N, (2.46) and that xk+2l(i(2))−2l(i(1)) = k i=k+2l(i(2))−2l(i(1))−1 Bi · xk, i(2) > i(1) ≥ i(u), k, i(1), i(2) ∈ N. (2.47) If we choose k = tl(i(2))−1 + ((i(u) − 1)i(2) + i(1) + 1) pi(2) + ((i(u) − 1)i(2) + i(1)) 2l(i(2)) , (2.48) we obtain (from (2.46) and from the construction of {Bk}) xk = 0 i=k−1 Bi · u = I · u = u and (from (2.47) and the construction) xk+2l(i(2))−2l(i(1)) = k i=k+2l(i(2))−2l(i(1))−1 Bi · xk = Mi(u) · xk = Mi(u) · u for i(2) > i(1) ≥ i(u), i(1), i(2) ∈ N. Finally, we have (xk, xk+2l(i(2))−2l(i(1)) ) = u, Mi(u) · u > ϑ, i(2) > i(1) ≥ i(u), i(1), i(2) ∈ N, where k is given in (2.48). Of course, we can rewrite (2.45) into the form (k is replaced by k − 2l(i(1)) ) of (xk, xk+2l(i(2))−2l(i(1)) ) < ϑ, k ∈ Z, which is valid for infinitely many i(1), i(2) ∈ N such that i(1) < i(2). This contradiction proves that the system {Bk} ∈ AP (X) does not have any non-trivial almost periodic solution. Now we mention preliminary results, which we need to prove our main result concerning weakly transformable groups (the main generalization of Theorem 2.19). 2.3 Systems without almost periodic solutions 65 Lemma 2.29. Let X be transformable. For any ε > 0 and C, D ∈ X, there exist matrices C1, . . . , Cj ∈ X satisfying C1 ∈ Oε (C) , Ci ∈ Oε (Ci+1) for i ∈ {1, . . . , j − 1}, Cj ∈ Oε (D) . Proof. Let ε > 0 and C, D ∈ X be given. To prove the lemma, it suffices to use (i) in Definition 2.1 for η = η(ε) ≤ ε mentioned in (ii). Let L > 0 be such that L < (I, O), L < (C, O), and L < (D, O) and let p = p (L, η) have the property mentioned in (i). Let us choose U0 = C and Ui = I, i ∈ {1, . . . , p}, in (i). There exist matrices Vi ∈ Oη(I) ∩ X, i ∈ {1, . . . , p}, for which Vp · · · V2 · V1 = C. We put M1 := V1, M2 := V2 · V1, . . . Mp := Vp · · · V2 · V1. Since Vi ∈ Oη(I) ∩ X, i ∈ {1, . . . , p}, and M1 = V1 ∈ X, M2 = V2 · M1 ∈ X, . . . Mp = Vp · Mp−1 = C ∈ X, we have M1 ∈ Oε (I) , Mi ∈ Oε (Mi+1) for i ∈ {1, . . . , p − 1}. Especially, Mp−1 ∈ Oε (C). Analogously, we can find matrices Mp+1, . . . , M2p−1 ∈ X with the property that Mp+1 ∈ Oε (I) , Mp+i ∈ Oε (Mp+i+1) for i ∈ {1, . . . , p − 2}, M2p−1 ∈ Oε (D) . For the sequence Mp−1, . . . , M1, I, Mp+1, . . . , M2p−1 as C1, . . . , Cj, we obtain the statement of the lemma. Lemma 2.30. Let X be weakly transformable and let X0 ⊆ X, X1, . . . , Xl ∈ X be from Definition 2.14. If for some C0, D0 ∈ X0 and i(1), i(2) ∈ {1, . . . , l}, the product C0 Xi(1) D0 Xi(2) can be expressed as M0 Xj for some M0 ∈ X0 and j ∈ {1, . . . , l}, then, for all C, D ∈ X0, matrix C Xi(1) D Xi(2) can be expressed in the form M Xj for some M ∈ X0. Proof. Since the multiplication of matrices is uniformly continuous on X0 (see (ii) in Definition 2.1) and since the multiplication of matrices is continuous on Mat (F, m), the multiplication of matrices is uniformly continuous on X (the set of Xj is finite). Hence, there exists δ > 0 such that C1 Xi(1) D1 Xi(2) ∈ OδX (C0 Xi(1) D0 Xi(2)) if C1 ∈ Oδ (C0) ∩ X, D1 ∈ Oδ (D0) ∩ X, for each i(1), i(2) ∈ {1, . . . , l}, where δX is from Definition 2.14. This fact implies the lemma for matrices C, D (as C1, D1) from neighbourhoods of C0, D0. The radius δ of the neighbourhoods does not depend on the choices of C0, D0. Thus, it is valid C2 Xi(1) D2 Xi(2) ∈ OδX (C1 Xi(1) D1 Xi(2)) if C2 ∈ Oδ (C1) ∩ X, D2 ∈ Oδ (D1) ∩ X, ... Cj Xi(1) Dj Xi(2) ∈ OδX (Cj−1 Xi(1) Dj−1 Xi(2)) if Cj ∈ Oδ (Cj−1) ∩ X, Dj ∈ Oδ (Dj−1) ∩ X. Now, from Definition 2.1 and Lemma 2.29, it follows the statement for all C, D ∈ X0. 2.3 Systems without almost periodic solutions 66 Lemma 2.31. Let X be weakly transformable and let X0 ⊆ X, X1, . . . , Xl ∈ X be from Definition 2.14. There exists r ∈ N with the property that C1 · Xi · C2 · Xi · · · Cr · Xi ∈ X0 for all C1, C2, . . . , Cr ∈ X0, i ∈ {1, . . . , l}. Proof. Let i ∈ {1, . . . , l} be arbitrarily given. Using Lemma 2.30 (j−1)-times (for arbitrary j ∈ N), we obtain that C1 · Xi · C2 · Xi · · · Cj · Xi ∈ X0 for all C1, C2, . . . , Cj ∈ X0 if and only if Xj i ∈ X0. Indeed, it suffices to replace C1, . . . , Cj by I, . . . , I. For all j ∈ N, one can express Xj i = C(j) · Xl(j), where l(j) ∈ {1, . . . , l} and C(j) ∈ X0. Evidently, there exist j(1) > j(2) (j(1), j(2) ∈ N) for which l(j(1)) = l(j(2)), i.e., X j(1) i = C(j(1)) · Xl(j(1)), X j(2) i = C(j(2)) · Xl(j(1)). Hence, we have X j(1)−j(2) i = C(j(1)) · (C(j(2)))−1 ∈ X0. We see that, for each i ∈ {1, . . . , l}, there exists r(i) such that X r(i) i ∈ X0. If r ∈ N is divisible by all r(i), i ∈ {1, . . . , l}, then Xr i ∈ X0, i ∈ {1, . . . , l}. The above equivalence completes the proof. Theorem 2.32. Let X be weakly transformable and let {Ak} ∈ AP (X), ε > 0 be arbitrarily given. If there exists a sequence {Mi}i∈N ⊆ X0 such that, for any non-zero vector u ∈ Fm , one can find i = i(u) ∈ N with the property that Mi u = u, then there exists {Bk} ∈ Oσ ε ({Ak}) which does not have an almost periodic solution other than the trivial one. Proof. Let ε < δX (see Definition 2.14) and let n ∈ N be an ε-translation number of {Ak}. Let us express (see again Definition 2.14) Ak = C(Ak) · Xi(k), C(Ak) ∈ X0, i(k) ∈ {1, . . . , l}, where k ∈ Z. An arbitrary system {Bk} ∈ Oσ ε ({Ak}) has the feature of Bk = C(Bk) · Xi(k), C(Bk) ∈ X0, k ∈ Z, (2.49) because (Ak, Bk) < ε < δX , k ∈ Z. We also know that i(k) = i(k + jn) for k, j ∈ Z. Indeed, we have (Ak, Ak+n) < ε < δX , k ∈ Z, i.e., Ak+jn, Ak+(j+1)n < ε < δX , k, j ∈ Z. Thus, Lemma 2.30 and (2.49) imply that there exists i ∈ {1, . . . , l} for which B(j+1)n−1 · · · Bjn = C(B(j+1)n−1 · · · Bjn) · Xi, C(B(j+1)n−1 · · · Bjn) ∈ X0, where j ∈ Z and {Bk} ∈ Oσ ε ({Ak}). Furthermore, Lemma 2.31 gives r ∈ N with the property that B(j+1)rn−1 · · · Bjrn ∈ X0, j ∈ Z, {Bk} ∈ Oσ ε ({Ak}). (2.50) 2.3 Systems without almost periodic solutions 67 The multiplication of matrices is uniformly continuous on X (see also the beginning of the proof of Lemma 2.30). Hence, for any ϑ > 0, there exists δ(ϑ) > 0 such that (C1 · · · Crn, D1 · · · Drn) < ϑ if Ci, Di ∈ X, Ci ∈ Oδ(ϑ) (Di) , i ∈ {1, . . . , rn}. (2.51) Using (2.51), we obtain the inclusion T({Ak}, δ(ϑ)) ⊆ T({Ak+rn−1 · · · Ak}, ϑ), ϑ > 0, which proves that {Ak+rn−1 · · · Ak}k∈Z is almost periodic. Thus, {A(j+1)rn−1 · · · Ajrn}j∈Z is almost periodic as well. From (2.50) it follows that {A(j+1)rn−1 · · · Ajrn} ∈ AP (X0). Theorem 2.28 says that, in any neighbourhood of {A(j+1)rn−1 · · · Ajrn}, there exists a system {B(j+1)rn−1 · · · Bjrn}j∈Z ∈ AP (X0) which does not possess non-trivial almost periodic solutions. Let {B(j+1)rn−1 · · · Bjrn} ∈ Oσ δ(ε/2)/Q {A(j+1)rn−1 · · · Ajrn} , where δ(ε/2) > 0 is from (2.51) for rn = 2 and Q > 0 is from Definition 2.1 for X0. Especially, B(j+1)rn−1 · · · Bjrn ∈ Oδ(ε/2)/Q A(j+1)rn−1 · · · Ajrn ∩ X0, j ∈ Z. (2.52) For all j ∈ Z, we can express B(j+1)rn−1 · · · Bjrn = A(j+1)rn−1 · · · Ajrn · ˜Aj, i.e., ˜Aj = A(j+1)rn−1 · · · Ajrn −1 · B(j+1)rn−1 · · · Bjrn ∈ X0. (2.53) We have (see also (2.52) and (iii) in Definition 2.1) ˜Aj ∈ Oδ(ε/2)(I), i.e., Ajrn · ˜Aj ∈ Oε/2 (Ajrn) , j ∈ Z. (2.54) Now we show that the sequence {Bk}k∈Z, given by Bjrn = Ajrn · ˜Aj, Bjrn+i = Ajrn+i, j ∈ Z, i ∈ {1, . . . , rn − 1}, (2.55) is almost periodic. Applying Corollary 1.10, we get that {Bk} is almost periodic if and only if all sequences {Ajrn · ˜Aj}j∈Z, {Ajrn+i}j∈Z, i ∈ {1, . . . , rn − 1}, are almost periodic. Of course, the almost periodicity of each {Ajrn+i} and {Ajrn} is obvious. The sequence {[Ajrn, ˜Aj]}j∈Z in Mat (F, m) × Mat (F, m) is almost periodic (consider Corollary 1.11) if { ˜Aj} is almost periodic. Since we have T({[Ajrn, ˜Aj]}, δ(ϑ)) ⊆ T({Ajrn · ˜Aj}, ϑ) for ϑ > 0 from (2.51) if rn ≥ 2, the sequence {Ajrn · ˜Aj} is almost periodic if { ˜Aj} is almost periodic. The fact that we can assume the almost periodicity of { ˜Aj}j∈Z follows from the proof of Theorem 2.28. There is constructed {Bk}k∈Z as Bk = Ak ·Ck, k ∈ Z, for an almost periodic sequence {Ck}k∈Z. If (2.32) is fulfilled, then it suffices to consider (2.53) as Ck = A−1 k · Bk, 2.3 Systems without almost periodic solutions 68 i.e., B(j+1)rn−1 · · · Bjrn as Bk and A(j+1)rn−1 · · · Ajrn as Ak. If (2.32) is not valid for any ε > 0, then it suffices to use Lemma 2.27. Let us consider the general system xj+1 = C(j+1)rn−1 · · · Cjrn · xj, j ∈ Z. (2.56) Clearly, if {xk}k∈Z is a solution of xk+1 = Ck xk, k ∈ Z, then {xjrn}j∈Z is a solution of (2.56). Indeed, it is valid that xk+rn = k i=k+rn−1 Ci · xk, k ∈ Z, i.e., x(j+1)rn = C(j+1)rn−1 · · · Cjrn · xjrn, j ∈ Z. One can easily show that {xk}k∈Z cannot be almost periodic if {xjrn}j∈Z is not almost periodic. Non-trivial solutions of {A(j+1)rn−1 · · · Ajrn · ˜Aj}j∈Z are not almost periodic. Thus, the system {Bk} (defined in (2.55)) does not have an almost periodic solution other than the trivial one. Note that {Bk} ∈ Oσ ε ({Ak}) follows from (2.54). The most important case is covered by the following corollary. Corollary 2.33. Let X be weakly transformable and have a dense countable subset. Let {Ak} ∈ AP (X) and ε > 0 be arbitrarily given. If for any vector u = o, u ∈ Fm , there exists M(u) ∈ X0 for which M(u) u = u, then there exists {Bk} ∈ Oσ ε ({Ak}) which does not possess almost periodic solutions. Proof. Let X be a dense countable subset of X. Since the operations ⊕ and are continuous with respect to , the multiplication of matrices and vectors on Mat (F, m) and Fm is continuous as well. Thus, if (M u, u) > 0 for some M ∈ X and u ∈ Fm , then (MX u, u) > (M u, u) /2 for some MX ∈ X from a neighbourhood of M. Now it suffices to use Theorem 2.32. Example 2.34. All concrete transformable and weakly transformable matrix groups, mentioned in Examples 2.2–2.10 and 2.15–2.17 (except O(2)⊕Ok(2)), satisfy the conditions of Corollary 2.33. ♦ Applying the process used in the proof of Theorem 2.28 and considering Theorem 2.32 (by simple modifications), one can analogously prove the following theorem. Theorem 2.35. Let X be weakly transformable and let {Ak} ∈ AP (X), ε > 0, and u ∈ Fm be arbitrarily given. If there exists a matrix M ∈ X0 such that M u = u, then there exists {Bk} ∈ Oσ ε ({Ak}) for which the solution of xk+1 = Bk · xk, k ∈ Z, x0 = u (2.57) is not almost periodic. 2.3 Systems without almost periodic solutions 69 Remark 2.36. Let us illustrate the significance of Theorem 2.35. Let {Ak} ∈ AP (X) and ε > 0 be arbitrary. We consider the group X of complex matrices (with the usual metric) in the form I O O U , where I is the m1 × m1 identity matrix and U is a m2 × m2 unitary matrix. This group is transformable, but it does not satisfy the condition of Theorem 2.32. Clearly, a system {Bk} ∈ AP (X) without almost periodic solutions does not exist. Of course, using Theorem 2.35 for arbitrarily given non-zero u ∈ Fm satisfying M u = u for some M ∈ X, we obtain {Bk} ∈ Oσ ε ({Ak}) with such a property that the solution of (2.57) is not almost periodic. In fact, using the above process (see also Corollary 2.33), one can construct a system {Bk} ∈ Oσ ε ({Ak}) for which the solution of (2.57) is not almost periodic for all u ∈ Fm such that M u = u for some M ∈ X; i.e., it is possible to obtain the same {Bk} for all considered u. At the end, we say that it is possible to obtain various generalizations and modifications of results presented in this section. For simplicity, we consider only sufficiently general and, at the same time, important cases. Especially, in Chapter 1, the constructions are used for a ring with a pseudometric. For almost periodic sequences defined for k ∈ N0, it suffices to replace Corollary 1.5 by Remark 1.2 (see also [100]) and Corollary 1.28 by Theorem 1.23. Note that the basic theory of almost periodic sequences on N0 is established, e.g., in [57]. Chapter 3 Values of almost periodic and limit periodic sequences The goal of this chapter is to find limit periodic and almost periodic sequences whose ranges consist of arbitrarily given sets. To find them, we apply a construction from Chapter 1. In addition, using a different construction, we obtain another result concerning values of limit periodic sequences. The obtained results are also used in the study of complex almost periodic (weakly) transformable difference systems (introduced in Chapter 2). 3.1 Preliminaries As in the first chapter, let X = ∅ be an arbitrary set and let d : X × X → [0, ∞) be a pseudometric on X. For given ε > 0 and x ∈ X, we define the ε-neighbourhood of x in X as the set {y ∈ X; d(x, y) < ε}. The ε-neighbourhood of x is denoted by Oε(x). 3.2 Sequences with given values In this section, we construct limit periodic (and almost periodic) sequences whose ranges consist of arbitrarily given sets satisfying only necessary conditions. We are motivated by paper [73], where a similar problem is investigated for real valued sequences. In that paper, using an explicit construction, it is shown that, for any bounded countable set of real numbers, there exists an almost periodic sequence whose range is this set and which attains each value in this set periodically. We extend this result to limit periodic sequences attaining values in X. Concerning almost periodic sequences with indices k ∈ N0 = N∪{0} (or asymptotically almost periodic sequences), we refer to [100], where it is proved that, for any precompact sequence {xk}k∈N0 in a metric space X, there exists a permutation P of the set of nonnegative integers such that the sequence {xP(k)}k∈N0 is almost periodic. Let us point out that the definition of the almost periodicity (in fact, asymptotic almost periodicity) in 70 3.2 Sequences with given values 71 [100] is based on the Bochner concept; i.e., a bounded sequence {xk}k∈N0 in X is called almost periodic if the set of sequences {xk+p}k∈N0 , p ∈ N, is precompact in the space of all bounded sequences in X. We repeat that, for sequences with values in complete metric spaces, the Bochner definition is equivalent with the Bohr one which we prefer. Moreover, we know that these definitions remain also equivalent in an arbitrary pseudometric space if one replaces the convergence in the Bochner definition by the Cauchy property (see Theorem 1.3 and Corollary 1.5). However, it can be shown that the result of [100] for the almost periodicity on N0 cannot be true for the almost periodicity on Z or R (see also Remark 1.2). In Banach spaces, another important necessary and sufficient condition for a function to be almost periodic is that it has the so-called approximation property; i.e., a function is almost periodic if and only if there exists a sequence of trigonometric polynomials which converges uniformly to the function on the whole real line in the norm topology (see, e.g., [46, Theorems 6.8, 6.15]). There exist generalizations of this result (see [38, 177]). For example, it is proved in [13] that an almost periodic function with fuzzy real numbers as values can be uniformly approximated by a sequence of generalized trigonometric polynomials. We add that fuzzy real numbers form a complete metric space. One shows that the approximation theorem is generally invalid if one does not require the completeness of the space of values. Thus, we cannot use this idea in our constructions for general pseudometric spaces. We prove that, for a countable subset of X, there exists a limit periodic sequence whose range is exactly this set. Since the range of any limit periodic sequence is totally bounded (see Theorems 1.14 and 1.22), this condition on the set is necessary. Now we prove that this condition is sufficient as well. Theorem 3.1. For any countable and totally bounded set X ⊆ X, there exists a limit periodic sequence {ψk}k∈Z satisfying {ψk; k ∈ Z} = X (3.1) with the property that, for any l ∈ Z, there exists q(l) ∈ N such that ψl = ψl+jq(l), j ∈ Z. (3.2) Proof. Let us put X = {ϕk; k ∈ N}. Without loss of generality, we can assume that the set {ϕk; k ∈ N} is infinite because, for only finitely many different ϕk, we can define {ψk} as periodic. Since {ϕk; k ∈ N} is totally bounded, for any ε > 0, it can be embedded into a finite number of spheres of radius ε. Let us denote by xi 1, . . . , xi m(i) the centres of the spheres of radius 2−i which cover the set for all i ∈ N. Evidently, we can also assume that xi 1, . . . , xi m(i) ∈ {ϕk; k ∈ N}, i ∈ N, (3.3) and that xi 1 = ϕi, i ∈ N. (3.4) We will construct {ψk} applying Corollary 1.28. We choose arbitrary n(1) ∈ N for which 22n(1) > m(1). We put ψ0 := x1 1, ψ1 := x1 2, . . . , ψm(1)−1 := x1 m(1), 3.2 Sequences with given values 72 ψk := x1 1, k ∈ {−22n(1)−1 − · · · − 23 − 2, . . . , −1} ∪ {m(1), . . . , 2 + 22 + · · · + 22n(1) − 1}, and εk := L, k ∈ {1, . . . , 2n(1) + 1}, (3.5) where L := max i,j∈{1,...,m(1)} d x1 i , x1 j + 1. In the second step, we choose n(2) > n(1) + m(2) (n(2) ∈ N). We define ψk := ψk+22n(1)+1 , k ∈ {−22n(1)+1 − · · · − 23 − 2, · · · , −22n(1)−1 − · · · − 23 − 2 − 1}, ψk := ψk−22n(1)+2 , k ∈ {2 + 22 + · · · + 22n(1) , . . . , 2 + 22 + · · · + 22n(1)+2 − 1}, ... ψk := ψk+22n(2)−1 , k ∈ {−22n(2)−1 − · · · − 23 − 2, · · · , −22n(2)−3 − · · · − 23 − 2 − 1}, and we put εk := 0, k ∈ {2n(1) + 2, . . . , 2n(2)}, ε2n(2)+1 := 2−1 . (3.6) Since n(2) > n(1) + m(2), from the above definition of ψk, it follows that, for each j ∈ {1, . . . , m(1)}, there exist at least 2m(2) + 2 integers l ∈ {−22n(2)−1 − · · · − 23 − 2, . . . , 22n(2)−2 + · · · + 22 + 2 − 1} such that ψl = x1 j . Thus, we can define ψk ∈ Oε2n(2)+1 (ψk−22n(2) ) , k ∈ {2 + 22 + · · · + 22n(2)−2 , . . . , 2 + 22 + · · · + 22n(2) − 1}, with the property that {ψk; k ∈ {2 + 22 + · · · + 22n(2)−2 , . . . , 2 + 22 + · · · + 22n(2)−2 + 22n(2) − 1}} = {x1 1, . . . , x1 m(1), x2 1, . . . , x2 m(2)}. In addition, we can put ψ22n(2) := ψ0 = x1 1 (3.7) and we can assume that ψk = x1 1 for some k ∈ {2 + · · · + 22n(2)−2 , . . . , 2 + · · · + 22n(2) − 1} {22n(2) }. In the third step, we choose n(3) > n(2)+m(3) (n(3) ∈ N) and we proceed analogously. We construct {ψk} for k ∈ {−22n(2)+1 − · · · − 23 − 2, . . . , −22n(2)−1 − · · · − 23 − 2 − 1}, ... k ∈ {−22n(3)−1 − · · · − 23 − 2, . . . , −22n(3)−3 − · · · − 23 − 2 − 1} 3.2 Sequences with given values 73 as in the 2(n(2) + 1)-th, . . . , 2n(3)-th steps of the process (mentioned in Corollary 1.28) for εk := 0, k ∈ {2n(2) + 2, . . . , 2n(3)}. (3.8) Especially, we have ψk = x1 1, k ∈ J3 0 := {j 22n(2) ; j ∈ Z}∩{−22n(3)−1 −· · ·−2, . . . , 2+· · ·+22n(3)−2 −1}. (3.9) As in the second step, for all j(1) ∈ {1, 2} and j(2) ∈ {1, . . . , m(j(1))}, there exist at least 2m(3) + 2 integers l ∈ {−22n(3)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(3)−2 − 1} {j 22n(2) ; j ∈ Z} such that ψl = x j(1) j(2). It is seen that, to obtain ψk ∈ Oε2n(3)+1 (ψk−22n(3) ) , k ∈ {2 + 22 + · · · + 22n(3)−2 , . . . , 2 + 22 + · · · + 22n(3) − 1}, where ε2n(3)+1 := 2−2 , (3.10) satisfying {ψk; k ∈ {2 + 22 + · · · + 22n(3)−2 , . . . , 2 + 22 + · · · + 22n(3)−2 + 22n(3) − 1}} = {x1 1, . . . , x1 m(1), . . . , x3 1, . . . , x3 m(3)}, we need less than (or equal to) m(3) + 1 such integers l. Thus, we can define these ψk so that ψk = x1 1, k ∈ I3 0 := {j 22n(2) ; j ∈ Z} ∩ {2 + · · · + 22n(3)−2 , . . . , 2 + · · · + 22n(3) − 1}, (3.11) ψ22n(3)+1 = ψ1 = x1 2, ψ22n(3)−1 = ψ−1 = x1 1 (3.12) and ψk = ψ1 for some k ∈ {2 + · · · + 22n(3)−2 , . . . , 2 + · · · + 22n(3) − 1} {22n(3) + 1}, ψk = ψ−1 for some k ∈ {2 + · · · + 22n(3)−2 , . . . , 2 + · · · + 22n(3) − 1} {22n(3) − 1}. We proceed further in the same way. In the i-th step, we have n(i) > n(i − 1) + m(i) (n(i) ∈ N) and ψk := ψk+22n(i−1)+1 , k ∈ {−22n(i−1)+1 − · · · − 2, · · · , −22n(i−1)−1 − · · · − 2 − 1}, ... ψk := ψk+22n(i)−1 , k ∈ {−22n(i)−1 − · · · − 2, · · · , −22n(i)−3 − · · · − 2 − 1}, and we denote εk := 0, k ∈ {2n(i − 1) + 2, . . . , 2n(i)}, ε2n(i)+1 := 2−i+1 . (3.13) 3.2 Sequences with given values 74 We also have ψk = ψ0, k ∈ Ji 0 := {j 22n(2) ; j ∈ Z}∩{−22n(i)−1 −· · ·−2, . . . , 2+· · ·+22n(i)−2 −1}, (3.14) ψk = ψ1, k ∈ Ji 1, Ji 1 := {1 + j 22n(3) ; j ∈ Z} ∩ {−22n(i)−1 − · · · − 2, . . . , 2 + · · · + 22n(i)−2 − 1}, (3.15) ψk = ψ−1, k ∈ Ji −1, Ji −1 := {−1 + j 22n(3) ; j ∈ Z} ∩ {−22n(i)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(i)−2 − 1}, (3.16) ... ψk = ψi−3, k ∈ Ji i−3, Ji i−3 := {i − 3 + j 22n(i−1) ; j ∈ Z} ∩ {−22n(i)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(i)−2 − 1}, ψk = ψ−i+3, k ∈ Ji −i+3, Ji −i+3 := {−i + 3 + j 22n(i−1) ; j ∈ Z} ∩ {−22n(i)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(i)−2 − 1}, if i − 3 < 22n(2) . If 22n(2) ≤ i − 3 < 22n(2)+1 , we have ... ψk = ψ−22n(2)+1, k ∈ Ji −22n(2)+1, Ji −22n(2)+1 := {−22n(2) + 1 + j 22n(22n(2)+1) ; j ∈ Z} ∩ {−22n(i)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(i)−2 − 1}, ψk = ψ22n(2)+1, k ∈ Ji 22n(2)+1, Ji 22n(2)+1 := {22n(2) + 1 + j 22n(22n(2)+2) ; j ∈ Z} ∩ {−22n(i)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(i)−2 − 1}, ... If 22n(2)+1 ≤ i−3, then we omit the values ψj 22n(2) , ψ1+j 22n(3) , ψ−1+j 22n(3) , . . . For simplicity, let i − 2 < 22n(2) . Considering the construction, for all j(1) ∈ {1, . . . , i − 1}, j(2) ∈ {1, . . . , m(j(1))}, there exist at least 2m(i) + 2 integers l ∈ {−22n(i)−1 − · · · − 23 − 2, . . . , 2 + 22 + · · · + 22n(i)−2 − 1} (Ji 0 ∪ · · · ∪ Ji −i+3) such that ψl = x j(1) j(2). Evidently (similarly as in the third step), we can obtain ψk ∈ Oε2n(i)+1 (ψk−22n(i) ) , k ∈ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1}, 3.2 Sequences with given values 75 for which {ψk; k ∈ {2 + · · · + 22n(i)−2 , . . . ,2 + · · · + 22n(i)−2 + 22n(i) − 1}} = {x1 1, . . . , x1 m(1), . . . , xi 1, . . . , xi m(i)} (3.17) and, in addition, we have ψk = ψ0, k ∈ Ii 0, Ii 0 := {j 22n(2) ; j ∈ Z} ∩ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1}, (3.18) ψk = ψ1, k ∈ Ii 1, Ii 1 := {1 + j 22n(3) ; j ∈ Z} ∩ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1}, (3.19) ψk = ψ−1, k ∈ Ii −1, Ii −1 := {−1 + j 22n(3) ; j ∈ Z} ∩ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1}, (3.20) ... ψk = ψi−3, k ∈ Ii i−3, Ii i−3 := {i − 3 + j 22n(i−1) ; j ∈ Z} ∩ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1}, ψk = ψ−i+3, k ∈ Ii −i+3, Ii −i+3 := {−i + 3 + j 22n(i−1) ; j ∈ Z} ∩ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1}, and ψk = ψi−2, k = 22n(i) + i − 2, ψk = ψ−i+2, k = 22n(i) − i + 2, ψk = ψi−2 for some k ∈ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1} {22n(i) + i − 2}, ψk = ψ−i+2 for some k ∈ {2 + · · · + 22n(i)−2 , . . . , 2 + · · · + 22n(i) − 1} {22n(i) − i + 2}. Using this construction, we get the sequence {ψk}k∈Z ⊆ X with the property that (see (3.7), (3.9), (3.11), (3.14), (3.18)) ψk = ψ0, k ∈ {j 22n(2) ; j ∈ Z}, and that (see (3.12), (3.15), (3.16), (3.19), (3.20)) ψk = ψ1, k ∈ {1 + j 22n(3) ; j ∈ Z}, ψk = ψ−1, k ∈ {−1 + j 22n(3) ; j ∈ Z}, and so on; i.e., for any l ∈ Z, there exists i(l) ∈ N satisfying ψk = ψl, k ∈ {l + j 22n(i(l)) ; j ∈ Z}. (3.21) Now it suffices to show that the sequence {ψk} is limit periodic. Indeed, (3.1) follows from the process, (3.3), (3.4), and (3.17); (3.2) follows from (3.21) for q(l) = 22n(i(l)) . Since we construct {ψk} using Corollary 1.28, {ψk} is limit periodic if (1.25) is satisfied. Considering (3.5), (3.6), (3.8), (3.10), and (3.13), we have ∞ i=1 εi = L (2n(1) + 1) + 1 (3.22) which completes the proof. 3.2 Sequences with given values 76 From Theorem 3.1, we immediately obtain the following result concerning almost periodic sequences. Corollary 3.2. For any countable and totally bounded set X ⊆ X, there exists an almost periodic sequence {ψk}k∈Z satisfying (3.1) with the property that, for any l ∈ Z, there exists q(l) ∈ N such that (3.2) is valid. Remark 3.3. We can mention several other corollaries which follow from Theorem 3.1, when the limit periodicity of {ψk} is replaced by a concrete type of almost periodicity in the statement. For example, one can consider almost automorphic sequences which generalize classical almost periodicity and which have totally bounded ranges as well (see, e.g., [79, Definition 3.2 and Theorem 3.3, (v)]). Before the formulation of the next theorem, we add that a sequence {xk}k∈N ⊆ X is dense in itself if for any k ∈ N and ε > 0, there exist infinitely many x ∈ {xk; k ∈ N} with the property that d(xk, x) < ε. Theorem 3.4. Let a sequence {xk}k∈N ⊆ X be totally bounded and dense in itself. There exists an injective limit periodic sequence {fk}k∈Z satisfying {fk; k ∈ Z} = {xk; k ∈ N} . (3.23) Proof. Without loss of generality, we can assume that the sequence {xk}k∈N is injective. We put X := {xk; k ∈ N}. We know that, for any n ∈ N, there exists an odd integer m = m(n) ≥ n such that min i∈{1,...,m} d (xi, xl) < 1 2n , l ∈ N. (3.24) In the first step, let us consider the periodic sequence {f1 k }k∈Z given by values f1 0 = x1, f1 1 = x2, f1 −1 = x3, . . . , f1 m(1) = x2m(1), f1 −m(1) = x2m(1)+1 and period 2m(1) + 1. In the second step, we define a sequence {f2 k }k∈Z ⊂ X with period [2m(1) + 1]m(2) so that f2 −m(1) = f1 −m(1), . . . , f2 0 = f1 0 , . . . , f2 m(1) = f1 m(1), x1, . . . , xm(2) ⊂ f2 l ; l ∈ {1, . . . , [2m(1) + 1] m(2)} , (3.25) d f2 l , f1 l < 1 2 , l ∈ {1, . . . , [2m(1) + 1] m(2)}, (3.26) f2 i = f2 j , i = j, i, j ∈ {1, . . . , [2m(1) + 1] m(2)}. (3.27) We can find such a sequence {f2 k }k∈Z. Conditions (3.25), (3.26) follow from (3.24) and (3.27) can be satisfied because, in any neighbourhood of each considered value xi, there are infinitely many values from X. 3.2 Sequences with given values 77 We proceed further in the same way. In the n-th step, we define a sequence {fn k }k∈Z ⊂ X with period [2m(1) + 1] m(2) · · · m(n) arbitrarily so that fn −[2m(1)+1]m(2)···m(n−1)+1 2 = fn−1 −[2m(1)+1]m(2)···m(n−1)+1 2 , . . . , fn 0 = fn−1 0 , . . . . . . , fn [2m(1)+1]m(2)···m(n−1)−1 2 = fn−1 [2m(1)+1]m(2)···m(n−1)−1 2 and x1, . . . , xm(n) ⊂ {fn l ; l ∈ {1, . . . , [2m(1) + 1] m(2) · · · m(n)}} , (3.28) d fn l , fn−1 l < 1 2n−1 , l ∈ {1, . . . , [2m(1) + 1] m(2) · · · m(n)}, (3.29) fn i = fn j , i = j, i, j ∈ {1, . . . , [2m(1) + 1] m(2) · · · m(n)}. (3.30) We put fk := lim n→∞ fn k = f | k |+j k , k ∈ Z, j ∈ N. We have (see (3.29)) d (fk, fn k ) ≤ d fn k , fn+1 k + d fn+1 k , fn+2 k + · · · < 1 2n−1 , k ∈ Z, n ∈ N. Thus, the sequence {fk}k∈Z is limit periodic. Since fl = fn l , l ∈ − [2m(1) + 1] m(2) · · · m(n) + 1 2 , . . . , 0, . . . , [2m(1) + 1] m(2) · · · m(n) − 1 2 , n ∈ N {1}, from (3.30), we obtain fi = fj, i = j, i, j ∈ − [2m(1) + 1] m(2) · · · m(n) + 1 2 , . . . , 0, . . . , [2m(1) + 1] m(2) · · · m(n) − 1 2 , n ∈ N {1}, i.e., we have (m(n) → ∞ for n → ∞) fi = fj, i = j, i, j ∈ Z. It remains to prove that {fk} satisfies (3.23). Of course, this fact can be easily shown considering (3.28). Again, we obtain a new result in the almost periodic case. Corollary 3.5. Let a sequence {xk}k∈N ⊆ X be totally bounded and dense in itself. There exists an injective almost periodic sequence {fk}k∈Z satisfying (3.23). 3.3 Applications related to almost periodic difference systems 78 Remark 3.6. For any sequence {xk}k∈N ⊆ X which is not dense in itself, Theorem 3.4 cannot be valid. Indeed, if there exist l ∈ N and ε > 0 such that the intersection of the ε-neighbourhood of xl and the set {xk; k ∈ N} contains only a finite number of elements of {xk; k ∈ N}, then any almost periodic sequence {fk}k∈Z satisfying (3.23) attains a value from this neighbourhood infinitely many times (consider directly Definition 1.1). At the end of this section, we assume that X is a uniform space with a non-empty family U of entourages. We generalize the definition of limit periodicity from Chapter 1 as follows. Definition 3.7. A sequence {fk}k∈Z ⊆ X is called limit periodic if it is the uniform limit of periodic sequences {fn k }k∈Z ⊆ X, n ∈ N, i.e., for any U ∈ U, there exists n0 ∈ N such that (fk, fn k ) ∈ U for all k ∈ Z, n ≥ n0, n ∈ N. We can also formulate the corresponding generalizations of almost periodicity and asymptotic almost periodicity. Especially (see, e.g., [10]), a continuous multivalued map f : R → X is said to be almost periodic if for any entourage U ∈ U, there exists a positive number p ∈ R such that every real interval of length p contains a number s for which f(x + s) is in the U-neighbourhood of f(x) and intersects the U-neighbourhood of all y ∈ f(x), x ∈ R. For the fundamental properties of this type of almost periodic functions, we refer to [10, 11, 109, 158] (and also [50, 51, 139]). If there exists a countable fundamental system of entourages of X, then the uniform structure of X can be defined by a pseudometric (see, e.g., [107, Theorem 13 on p. 186] and references cited therein). Hence, we have: Theorem 3.8. The statement of Theorem 3.1 remains true if X is a uniform space with a countable fundamental system of entourages. Considering Theorem 3.4, we also obtain the following result. Theorem 3.9. Let X have a countable fundamental system of entourages and let a totally bounded sequence {xk}k∈N ⊆ X be such that, for any k ∈ N and any entourage U ∈ U, there exist infinitely many x ∈ {xk; k ∈ N} with the property that (xk, x) ∈ U. Then, there exists an injective limit periodic sequence {fk}k∈Z satisfying (3.23). 3.3 Applications related to almost periodic difference systems Let m ∈ N be arbitrarily given. We consider m-dimensional homogeneous linear difference systems of the form yk+1 = Ak · yk, k ∈ Z, where {Ak} is an almost periodic sequence of matrices from a given group X of m × m matrices with complex elements. Of course, in C, we consider the usual metric d given by the absolute value of difference. This metric induces the metric on the set Cm of all m × 1 complex vectors and on the set Cm×m of all m × m complex matrices as the sum of m and m2 non-negative numbers, respectively. For the sake of simplicity and convenience, these metrics are denoted by d as well. Let I ∈ Cm×m be the identity matrix. 3.3 Applications related to almost periodic difference systems 79 Lemma 3.10. Let X ⊂ Cm×m be a bounded group. If {fk}k∈Z ⊆ X is almost periodic, then the sequence {f−1 k }k∈Z of the inverse matrices is almost periodic as well. Proof. For an arbitrary matrix norm (especially, for the 1-norm which corresponds to d) denoted by || · ||, we have (2.3) for any matrices A, E such that A is non-singular and A−1 E < 1. For the bounded group X, (2.3) implies that the map C → C−1 has the Lipschitz property on X. Hence, the almost periodicity of {f−1 k }k∈Z is guaranteed by Theorem 1.6. Theorem 3.11. Let X ⊂ Cm×m be a bounded group. There exists an almost periodic sequence {Ck}k∈Z ⊆ X satisfying {Ck; k ∈ Z} = X such that all solutions of the system yk+1 = Ck · yk, k ∈ Z, (3.31) are almost periodic. Proof. It is seen that every bounded group of complex matrices has a dense countable subgroup. Thus, we can assume that X = {xk; k ∈ N}. We apply Corollary 3.2. There exists an almost periodic sequence {fk}k∈Z satisfying (3.23). From Corollary 1.10 and Lemma 3.10, it follows that the sequence C2k := fk, C2k+1 := f−1 k , k ∈ Z, (3.32) is almost periodic as well. Note that f−1 k denotes the inverse matrix of fk and that f−1 k = fj for some j = j(k) ∈ Z. The principal fundamental matrix {Φk}k∈Z of the system (3.31) given by (3.32) attains values Φ(0) = I, Φ(1) = f0, Φ(2) = I, . . . Φ(2n) = I, Φ(2n + 1) = fn, . . . Φ(−1) = f−1, Φ(−2) = I, . . . Φ(−2n) = I, Φ(−2n − 1) = f−n−1, . . . The almost periodicity of {Φk} is equivalent to the almost periodicity of {fk} (see directly Definition 1.1). To obtain counterparts of Theorem 3.11 (the below given Theorems 3.12 and 3.13), we use Corollary 2.33 and Theorem 2.35. Theorem 3.12. Let X ⊂ Cm×m be a weakly transformable group. If there exists a matrix M(u) ∈ X0 for any non-zero vector u ∈ Cm such that M(u) u = u, then there exists an almost periodic sequence {Dk}k∈Z ⊆ X satisfying {Dk; k ∈ Z} = X for which the system yk+1 = Dk · yk, k ∈ Z, (3.33) does not have any non-trivial almost periodic solution. Proof. Evidently, in the complex case, any weakly transformable group has a dense countable weakly transformable subgroup. Hence, as in the proof of Theorem 3.11, we can assume that X = {xk; k ∈ N} and we can apply Corollary 3.2. We obtain an almost periodic sequence {fk}k∈Z with the property that {fk; k ∈ Z} = {xk; k ∈ N} . 3.3 Applications related to almost periodic difference systems 80 Let {Bk}k∈Z ⊆ {xk; k ∈ N} be an arbitrary almost periodic sequence mentioned in the statement of Corollary 2.33. We put D3k := fk, D3k+1 := f−1 k , D3k+2 := Bk, k ∈ Z. (3.34) Corollary 1.10 and Lemma 3.10 give the almost periodicity of {Dk}k∈Z. For the principal fundamental matrix {Ψk}k∈Z of the system (3.33) determined by (3.34), we have Ψ(0) = I, Ψ(1) = f0, Ψ(2) = I, Ψ(3) = B0, ... Ψ(3n) = Bn−1 · · · B1 · B0, Ψ(3n + 1) = fn · Bn−1 · · · B1 · B0, Ψ(3n + 2) = Bn−1 · · · B1 · B0, ... and Ψ(−1) = B−1 −1, Ψ(−2) = f−1 · B−1 −1, Ψ(−3) = B−1 −1, ... Ψ(−3n + 2) = (B−1 · B−2 · · · B−n)−1 , Ψ(−3n + 1) = f−n · (B−1 · B−2 · · · B−n)−1 , Ψ(−3n) = (B−1 · B−2 · · · B−n)−1 , ... From Corollary 2.33, we know that the sequence {Ψ3k u}k∈Z is not almost periodic for any non-zero vector u ∈ Cm . Thus, the sequence {Ψk u}k∈Z cannot be almost periodic. Analogously, using Theorem 2.35, one can prove: Theorem 3.13. Let X ⊂ Cm×m be a weakly transformable group and u ∈ Cm be an arbitrary non-zero vector. If there exists a matrix M(u) ∈ X0 such that M(u) u = u, then there exists an almost periodic sequence {Dk}k∈Z ⊆ X satisfying {Dk; k ∈ Z} = X for which the solution of xk+1 = Dk · xk, k ∈ Z, x0 = u is not almost periodic. From the proofs of Theorems 3.11 and 3.12, we also get the following theorems which finish this chapter. Note that we partially study almost periodic systems in Chapter 4 as well. 3.3 Applications related to almost periodic difference systems 81 Theorem 3.14. For any countable bounded group X ⊂ Cm×m , there exists an almost periodic sequence {Ck}k∈Z satisfying {Ck; k ∈ Z} = X such that all solutions of the system yk+1 = Ck · yk, k ∈ Z, are almost periodic. Theorem 3.15. Let X ⊂ Cm×m be a countable weakly transformable group and let there exist a matrix M(u) ∈ X0 for any non-zero vector u ∈ Cm such that M(u) u = u. There exists an almost periodic sequence {Dk}k∈Z satisfying {Dk; k ∈ Z} = X for which the system yk+1 = Dk · yk, k ∈ Z, does not have any non-trivial almost periodic solution. Theorem 3.16. Let X ⊂ Cm×m be a countable weakly transformable group and let u ∈ Cm be an arbitrary non-zero vector. If there exists a matrix M(u) ∈ X0 such that M(u) u = u, then there exists an almost periodic sequence {Dk}k∈Z satisfying {Dk; k ∈ Z} = X for which the solution of xk+1 = Dk · xk, k ∈ Z, x0 = u is not almost periodic. Chapter 4 Solutions of limit periodic difference systems Now we consider limit periodic homogeneous linear difference systems of the form xk+1 = Ak · xk, k ∈ Z. (4.1) Limit periodic systems (4.1) form the smallest class of systems which generalize pure periodic systems in the form (4.1) and which can have at least one non-almost periodic solution (for complex matrices Ak from a bounded group, cf. Corollary 2.22). The basic motivation comes from Chapter 2, where we study non-almost periodic solutions of almost periodic systems. In this chapter, we improve the main results of Chapter 2 in a certain sense, because we analyse non-almost periodic solutions in the limit periodic case. In addition, we obtain results about non-asymptotically almost periodic solutions. Since the methods used in this chapter are substantially different from the process from Chapter 1 applied in Chapter 2, we also obtain new results for almost periodic systems. The necessity of generalizations of periodic mathematical models is implied by various oscillatory phenomena in natural sciences. The models induce the research of limit periodic, almost periodic, and asymptotically almost periodic sequences in connection with difference equations. There are many significant books dealing with (asymptotically) almost periodic solutions of difference and differential equations, e.g., [32, 39, 46, 72, 183]. We also refer to references given in these books. In this chapter, we use methods based on constructions of limit periodic sequences. A similar method was firstly applied in [78], where non-almost periodic solutions of homogeneous linear difference equations are found as classes of constructible sequences. A method of constructions of minimal cocycles, which are obtained as solutions of homogeneous linear differential systems, is described in [141] (see also [140]). Special constructions of homogeneous linear differential systems with almost periodic coefficients are used in [124, 125] as well. This chapter is organized as follows. We begin with the used notations. In Section 4.2, we introduce properties (denoted by P and P∗ ) which allow us to improve the results of Chapter 2 for bounded groups of coefficient matrices in Section 4.3. In Section 4.4, the coefficient matrices of the considered systems belong to a given commutative group. We 82 4.1 Preliminaries 83 find a condition on the group under which the systems, whose fundamental matrices are not almost periodic, form an everywhere dense subset in the space of all considered systems. The treated problems are discussed for the elements of the coefficient matrices from an arbitrary infinite field with an absolute value. Nevertheless, the presented results are new even for the field of complex numbers. 4.1 Preliminaries Let (F, ⊕, ) be an infinite field with a zero e0 and a unit e1. Let | · | : F → R be an absolute value on F; i.e., let (a) | f | ≥ 0 and | f | = 0 if and only if f = e0, (b) | f g | = | f | · | g |, (c) | f ⊕ g | ≤ | f | + | g | for all f, g ∈ F. As F, we understand each one of the fields C, R, Q with the usual absolute value. For arbitrary p ∈ N, we put pN := {pj; j ∈ N}. We remark that i ∈ C stands for the imaginary unit. Let m ∈ N be arbitrarily given (as the dimension of systems under consideration). Symbol Mat(F, m) denotes the set of all m × m matrices with elements from F and Fm the set of all m × 1 vectors with entries from F. Next, ·, + stand for the multiplication and the addition on spaces Mat(F, m), Fm . As usual, we denote the identity matrix I ∈ Mat(F, m), the zero matrix O ∈ Mat(F, m), and the zero vector o ∈ Fm . The absolute value on F gives the norm on Fm and Mat(F, m) as the sum of m and m2 non-negative numbers which are the absolute values of the elements, respectively. For simplicity, both of the norms are denoted by · . Especially (consider (a), (b), (c)), we have (A) M ≥ 0 and M = 0 if and only if M = O, (B) u ≥ 0 and u = 0 if and only if u = o, (C) M + N ≤ M + N , (D) u + v ≤ u + v , (E) M · N ≤ M · N , (F) M · u ≤ M · u for all M, N ∈ Mat(F, m), u, v ∈ Fm . Henceforth, we will use properties (A), (B), (C), (D), (E), (F) without emphasizing. The absolute value on F and the norms on Fm , Mat(F, m) induce the metrics. For the sake of convenience, we denote each one of these metrics by . The ε-neighbourhood of α is denoted by Oε (α) in all above mentioned spaces with metric . In addition, we assume that the valued field F (with | · |) is separable. Hence, all considered spaces are separable. We remark that metric space (F, ) does not need to be complete. 4.2 General homogeneous linear difference systems 84 4.2 General homogeneous linear difference systems Let X ⊂ Mat(F, m) be a group. We study the homogeneous linear difference systems xk+1 = Ak · xk, k ∈ Z, where {Ak} ⊆ X. (4.2) Let P (X), LP (X), and AP (X) denote the set of all systems (4.2) for which the sequence of matrices Ak is periodic, limit periodic, and almost periodic, respectively. Note that we identify the sequence {Ak} with the system (4.2) which is determined by {Ak}. In AP (X), we define the metric σ ({Ak}, {Bk}) := sup k∈Z (Ak, Bk) , {Ak}, {Bk} ∈ AP (X). Symbol Oσ ε ({Ak}) stands for the ε-neighbourhood of {Ak} in AP (X). To study limit periodic systems of the form (4.2), we introduce properties of X denoted by P and P∗ as follows. Definition 4.1. We say that X has property P if for every a > 0 and δ > 0, there exist ζ(a) > 0 and l = l(a, δ) ∈ N such that, for any vector u ∈ Fm satisfying u > a, one can find matrices M1, . . . , Ml ∈ X for which M1 ∈ Oδ (I), Mi ∈ Oδ (Mi+1), i ∈ {1, . . . , l − 1}, Ml · u − u > ζ(a). Definition 4.2. We say that X has property P∗ if for any a > 0 and δ > 0, there exist M(a) ∈ X, ζ(a) > 0, and l = l(a, δ) ∈ N such that, for any N ∈ X, one can find matrices M1, . . . , Ml ∈ X satisfying M1 ∈ Oδ (N), Mi ∈ Oδ (Mi+1), i ∈ {1, . . . , l − 1}, Ml = M(a) and M(a) · u − u > ζ(a), u ∈ Fm , u > a. We formulate Definitions 4.1 and 4.2 in the above form for general a > 0, because we apply symbols ζ(a), l(a, δ) later (i.a., in the proofs of the main results of this chapter). Of course, we obtain the identical definitions if we consider only one number a < 1 as arbitrarily given. Indeed, we have fl = | f |l , f u = | f | · u , f ∈ F, u ∈ Fm , l ∈ Z. Thus, we can simplify them into the following forms. Definition 4.3. The group X has property P if there exists ζ > 0 and if for all δ > 0, there exists l ∈ N such that, for any vector u ∈ Fm satisfying u ≥ 1, one can find matrices M1, . . . , Ml ∈ X with the property that M1 ∈ Oδ (I), Mi ∈ Oδ (Mi+1), i ∈ {1, . . . , l − 1}, Ml · u − u > ζ. 4.2 General homogeneous linear difference systems 85 Definition 4.4. The group X has property P∗ if there exist M ∈ X and ζ > 0 such that, for every δ > 0, there exists l ∈ N with the property that, for any N ∈ X, one can find matrices M1, . . . , Ml ∈ X satisfying M1 ∈ Oδ (N), Mi ∈ Oδ (Mi+1), i ∈ {1, . . . , l − 1}, Ml = M and M · u − u > ζ, u ∈ Fm , u ≥ 1. Remark 4.5. Especially, X has property P if there exist ζ > 0 and continuous functions fi : [0, 1] → Mat(F, m) for i ∈ {1, . . . , n} with the properties that fi(r) ∈ X, r ∈ Q ∩ [0, 1], fi(0) = I, i ∈ {1, . . . , n}, and max i∈{1,...,n} fi(1) · u − u > ζ, u ∈ Fm , u ≥ 1. Remark 4.6. Let F = C and let X be weakly transformable. If there exists a matrix M ∈ X0 such that Mu = u for all non-zero vectors u ∈ Cm , then X has property P. It follows directly from Definitions 2.14 and 4.3 and, considering the compactness of the set C := {u ∈ Cm ; u = 1}, from the inequality inf u∈C M · u − u > 0. Note that the number l ∈ N considered in Definition 4.3 has to exist for any δ > 0, because the set X is totally bounded. Analogously, if for every non-zero vector u ∈ Cm , there exists a matrix M(u) ∈ X0 satisfying M(u)u = u, then we can assume that inf u∈C M(u) · u − u > 0. Indeed, there exists a finite number of matrices M1, . . . , Mj ∈ X0 satisfying max i∈{1,...,j} Mi · u − u > 0, u ∈ Cm , u = 1. (4.3) Hence, in this case, X has property P as well. Example 4.7. Based on Remark 4.6, we can mention many examples of weakly transformable groups X ⊂ Mat(F, m) with property P. Since each one of concrete transformable and weakly transformable groups mentioned in Examples 2.2–2.10, 2.15, and 2.17 contains matrices M1, . . . , Mj from a transformable subgroup such that (4.3) is satisfied, all these groups have property P (it also follows from Remark 4.5). ♦ Remark 4.8. It is seen that X has property P if it has property P∗ . One can trivially show that the converse implication is not true. It suffices to consider the real case for m = 3 and the group X = SO(3) which consists of all orthogonal matrices with determinant 1. This group has property P (see Example 4.7). For any matrix M ∈ SO(3), there exists a vector u ∈ R3 with the properties that Mu = u and u = 1. This fact implies that X = SO(3) cannot have property P∗ . 4.2 General homogeneous linear difference systems 86 To formulate our results in a simple and consistent form, we also introduce the following definition concerning non-asymptotically almost periodic solutions of systems (4.2). Definition 4.9. We say that a system {Ak}k∈Z ∈ AP (X) does not have any non-zero asymptotically almost periodic solution in the strong sense if there exists a sequence {ln}n∈N ⊆ N satisfying limn→∞ ln = ∞ with the property that, for any non-zero solution {xk}k∈Z, there exist ϑ > 0 and Q ∈ N such that the inequality xk+li − xk+lj > ϑ is valid for all i > j ≥ Q and for a set of k which is relatively dense in N and which depends on i and j. Remark 4.10. Evidently, the systems considered in Definition 4.9 form a special class of systems whose non-zero solutions are not asymptotically almost periodic. For example, the scalar system xk+1 = eik xk (for k ∈ Z) does not have non-zero asymptotically almost periodic solutions, but it is not true that this system does not have any non-zero asymptotically almost periodic solution in the strong sense. In Section 4.4, we intend to improve results of Section 4.3. To show how the results of Section 4.4 improve theorems from Section 4.3, we need to reformulate Definition 4.3 for bounded groups applying the following two lemmas (which we will need later as well). Lemma 4.11. Let p ∈ N be given. The multiplication of p matrices is continuous in the Lipschitz sense on any bounded subset of Mat(F, m). Proof. Let K > 0 be given. Since the addition and the multiplication have the Lipschitz property on the set of f ∈ F satisfying | f | < K, the statement of the lemma is true. Lemma 4.12. Let a bounded group X ⊆ Mat(F, m) be given. There exists L > 1 such that M · N−1 , N−1 · M ∈ OaL(I) if M, N ∈ X, M ∈ Oa(N). (4.4) Proof. We know that the inequality M < K, M ∈ X, i.e., M−1 < K, M ∈ X, (4.5) holds for some K > 0. The map f → −f, the multiplication, and the addition have the Lipschitz property on the set of all f ∈ F satisfying | f | < K. In addition, for any M ∈ X, we have (see (4.5)) det M < m!Km , det M = 1 det M−1 > 1 m!Km . Hence, the map M → 1 det M , M ∈ X, has the Lipschitz property as well. Let a matrix M ∈ X be given. If we use the expression m−1 i,j = Mj,i det M , i, j ∈ {1, . . . , m}, 4.3 Systems without asymptotically almost periodic solutions 87 where m−1 i,j are elements of M−1 ∈ X and Mj,i are the algebraic complements of the elements mj,i of M, then it is seen that the map M → M−1 is continuous in the Lipschitz sense on X. Evidently, Lemma 4.11 and the Lipschitz continuity of M → M−1 on X imply the existence of L > 1 for which (4.4) is valid. Using Lemmas 4.11 and 4.12 for bounded X and for M2 replaced by M2 · M1, . . . , Ml by Ml · · · M2 · M1, we can rewrite Definition 4.3 as follows. Definition 4.13. A bounded group X ⊂ Mat(F, m) has property P if there exists ζ > 0 and if for all δ > 0, there exists l ∈ N such that, for any vector u ∈ Fm satisfying u ≥ 1, one can find matrices M1, . . . , Ml ∈ X with the property that Mi ∈ Oδ (I), i ∈ {1, . . . , l}, Ml · · · M1 · u − u > ζ. (4.6) We introduce the following direct generalization of Definition 4.13. Definition 4.14. Let a non-zero vector u ∈ Fm be given. We say that X has property P with respect to u if there exists ζ > 0 such that, for all δ > 0, one can find matrices M1, . . . , Ml ∈ X satisfying (4.6). Remark 4.15. Since a group with property P has property P with respect to any non-zero vector u (consider || f u || = | f | · || u ||, f ∈ F, u ∈ Fm ), we can refer to a lot of examples recalled in Example 4.7. Furthermore, we point out that any group, which contains a subgroup having property P with respect to a vector u, has property P with respect to u as well. 4.3 Systems without asymptotically almost periodic solutions In this section, we consider that the given group X is bounded. We can directly prove the main result of this section which reads as follows. Theorem 4.16. Let X have property P. For any {Ak} ∈ LP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) ∩ LP(X) which does not have any non-zero asymptotically almost periodic solution. Proof. Let {un}n∈N ⊂ Fm be a sequence of non-zero vectors such that {un; n ∈ N} = Fm . We know that there exists K > 1 satisfying M < K for all M ∈ X. In addition, for any un, there exists Ln > 0 satisfying Mun > Ln, M ∈ X. (4.7) Indeed, limj→∞ Mjun = 0 for a sequence of Mj ∈ X implies the following contradiction un = lim j→∞ M−1 j Mjun ≤ lim sup j→∞ M−1 j · Mjun ≤ K lim j→∞ Mjun = 0. 4.3 Systems without asymptotically almost periodic solutions 88 Since {Ak} ∈ LP(X), there exist sequences {Bn k }k∈Z ⊆ X for n ∈ N with the property that Ak − Bn k < ε 2n+1K , k ∈ Z, n ∈ N, (4.8) where {Bn k } has period pn ∈ N. We can assume that pn ≥ 2, n ∈ N. For M, M1, . . . , Ml ∈ X, it is seen that (M1 · · · Ml)−1 · M · M1 · · · Ml − I ≤ (M1 · · · Ml)−1 · M − I · M1 · · · Ml ≤ K2 M − I . (4.9) Let matrices Ak, . . . , Ak+i−1+l, Ek, . . . , Ek+i−1 ∈ X be arbitrary. The product Ek · Ek+1 · · · Ek+i−1 · Ak · Ak+1 · · · Ak+i−1 · · · Ak+i−1+l can be expressed in the form Ak · Fk · · · Ak+i−1 · Fk+i−1 · · · Ak+i−1+l · Fk+i−1+l, (4.10) where Fk = (Ak)−1 · Ek · Ak, ... Fk+i−1 = (Ak · Ak+1 · · · Ak+i−1)−1 · Ek+i−1 · Ak · Ak+1 · · · Ak+i−1, and Fk+i = I, . . . Fk+i−1+l = I. Analogously, one can express Ak · Ak+1 · · · Ak+i−1 · · · Ak+i−1+l · Ek · Ek+1 · · · Ek+i−1 in the above given form (4.10) for Fk = Ak+1 · · · Ak+i−1+l · Ek · (Ak+1 · · · Ak+i−1+l)−1 , ... Fk+i−1 = Ak+i · · · Ak+i−1+l · Ek+i−1 · (Ak+i · · · Ak+i−1+l)−1 , and Fk+i = I, . . . Fk+i−1+l = I. In the both cases, using (4.9), we have Fk, . . . , Fk+i−1+l ∈ OK2a(I) if Ek, . . . , Ek+i−1 ∈ Oa(I). (4.11) Considering Lemma 4.12, let L > 1 be such that M · N−1 , N−1 · M ∈ OaL(I) if M, N ∈ X, M ∈ Oa(N). (4.12) 4.3 Systems without asymptotically almost periodic solutions 89 For all ui, there exists ξ(Li) = ξ(ui) > 0 such that M · v − u > ζ(Li) 2 if M · u − u > ζ(Li), v − u ≤ ξ(Li), (4.13) where M ∈ X is arbitrary. Indeed, we have M · u − u ≤ M · u − M · v + M · v − u ≤ K v − u + M · v − u . Assume that ξ(Li) < ζ(Li)/2. In fact, we can put ξ(Li) := ζ(Li)/(2K). Let us consider ζ(L1) and matrices D1,1 1 , . . . , D1,1 l(1,1) ∈ X satisfying D1,1 1 ∈ O ε 2K3L (I), D1,1 i ∈ O ε 2K3L D1,1 i+1 , i ∈ {1, . . . , l(1, 1) − 1}, D1,1 l(1,1) · u1 − u1 > ζ(L1). Expressing D1,1 l(1,1) = D1,1 l(1,1) · D1,1 l(1,1)−1 −1 · · · D1,1 2 · D1,1 1 −1 · D1,1 1 , where (see (4.12)) D1,1 l(1,1) · D1,1 l(1,1)−1 −1 , . . . , D1,1 2 · D1,1 1 −1 , D1,1 1 ∈ O ε 2K3 (I), we know (see also (4.11) and (4.13)) that there exist matrices C1 0 , C1 1 , . . . , C1 2p1l(1,1)−1 ∈ X such that Ap1l(1,1)−2 · C1 p1l(1,1)−2 · · · A1 · C1 1 · A0 · C1 0 · u1 − u1 > ξ(L1) and that C1 0 , . . . , C1 p1l(1,1)−2 ∈ O ε 2K (I), C1 p1l(1,1)−1 = · · · = C1 2p1l(1,1)−1 = I. Indeed, one can put C1 0 = · · · = C1 p1l(1,1)−2 = C1 p1l(1,1)−1 = · · · = C1 2p1l(1,1)−1 = I if Ap1l(1,1)−2 · · · A1 · A0 · u1 − u1 > ξ(L1). We define the periodic sequence {C1 k}k∈Z ⊂ X with period 2p1l(1, 1) by the matrices C1 0 , . . . , C1 p1l(1,1)−2, C1 p1l(1,1)−1, . . . , C1 2p1l(1,1)−1. In the second step, we consider ζ(L1), ζ(L2) and the numbers (see Definition 4.1) l(2, 1) := l L1, ε 22K3L , l(2, 2) := l L2, ε 22K3L . We recall that, for any v1, v2 ∈ Fm satisfying v1 > L1, v2 > L2, there exist matrices D2,1 1 , . . . , D2,1 l(2,1) ∈ X, D2,2 1 , . . . , D2,2 l(2,2) ∈ X with the property that D2,1 1 ∈ O ε 22K3L (I), D2,1 i ∈ O ε 22K3L D2,1 i+1 , i ∈ {1, . . . , l(2, 1) − 1}, 4.3 Systems without asymptotically almost periodic solutions 90 D2,2 1 ∈ O ε 22K3L (I), D2,2 i ∈ O ε 22K3L D2,2 i+1 , i ∈ {1, . . . , l(2, 2) − 1}, and D2,1 l(2,1) · v1 − v1 > ζ(L1), D2,2 l(2,2) · v2 − v2 > ζ(L2). Assume that l(2, 2) ≥ l(2, 1) ≥ l(1, 1) > 1. Denote h1 := (0!)2 p1l(1, 1), h2 := (1!)2 p1p2l(1, 1)l(2, 2). Analogously as in the first step (consider also (4.7)), we can show that there exist matrices C2 0 , C2 1 , . . . , C2 222h2−1 ∈ X such that Ah2+h2−2 · C1 h2+h2−2 · C2 h2+h2−2 · · · A0 · C1 0 · C2 0 · u1 − Ah2−1 · C1 h2−1 · C2 h2−1 · · · A0 · C1 0 · C2 0 · u1 > ξ(L1), A2h2+h2−h1−1 · C1 2h2+h2−h1−1 · C2 2h2+h2−h1−1 · · · A0 · C1 0 · C2 0 · u1 − A2h2−1 · C1 2h2−1 · C2 2h2−1 · · · A0 · C1 0 · C2 0 · u1 > ξ(L1), A3h2+h2−2 · C1 3h2+h2−2 · C2 3h2+h2−2 · · · A0 · C1 0 · C2 0 · u2 − A3h2−1 · C1 3h2−1 · C2 3h2−1 · · · A0 · C1 0 · C2 0 · u2 > ξ(L2), A4h2+h2−h1−1 · C1 4h2+h2−h1−1 · C2 4h2+h2−h1−1 · · · A0 · C1 0 · C2 0 · u2 − A4h2−1 · C1 4h2−1 · C2 4h2−1 · · · A0 · C1 0 · C2 0 · u2 > ξ(L2) and, at the same time, such that C2 0 , C2 1 , . . . , C2 222h2−1 ∈ O ε 22K (I), C2 j2h1+0 = C2 j2h1+1 = · · · = C2 j2h1+h1−1 = I, j ∈ {0, 1, . . . , 22 p2l(2, 2) − 1}, C2 j22h1+h1 = C2 j22h1+h1+1 = · · · = C2 j22h1+2h1−1 = I, j ∈ {0, 1, . . . , 2p2l(2, 2) − 1}, i.e., only matrices C2 j22h1+3h1 , C2 j22h1+3h1+1, . . . , C2 j22h1+4h1−1 ∈ O ε 22K (I), j ∈ {0, 1, . . . , 2p2l(2, 2) − 1}, do not need to be I. Especially, we have C2 j = I if C1 j = I for some j ∈ {0, 1, . . . , 22 2h2 − 1}. We consider the periodic sequence {C2 k}k∈Z ⊂ X given by period 22 2h2 and the matrices C2 0 , C2 1 , . . . , C2 222h2−1. We continue in the same manner. Before the n-th step, we have Ci j2n−1h1+h1 = Ci j2n−1h1+h1+1 = · · · = Ci j2n−1h1+2h1−1 = I, j ∈ Z, i ∈ {1, . . . , n − 1}, 4.3 Systems without asymptotically almost periodic solutions 91 for the resulting periodic sequences {Ci k}k∈Z ⊂ X with periods 2i2 hi, i ∈ {3, . . . , n − 1}, where hi := ((i − 1)!)2 p1p2 · · · pil(1, 1)l(2, 2) · · · l(i, i). In the n-th step, we consider ζ(L1), . . . , ζ(Ln−1), ζ(Ln) and the integers l(n, 1) := l L1, ε 2nK3L , . . . , l(n, n − 1) := l Ln−1, ε 2nK3L , l(n, n) := l Ln, ε 2nK3L . Let l(n, n) ≥ l(n, n − 1) ≥ · · · ≥ l(n, 1) ≥ · · · ≥ l(2, 2) ≥ l(2, 1) ≥ l(1, 1) > 1. We put hn := ((n − 1)!)2 p1p2 · · · pnl(1, 1)l(2, 2) · · · l(n, n). For all v1, . . . , vn ∈ Fm satisfying v1 > L1, . . . , vn > Ln, there exist matrices Dn,1 1 , . . . , Dn,1 l(n,1), . . . , Dn,n 1 , . . . , Dn,n l(n,n) ∈ X with the property that Dn,1 1 ∈ O ε 2nK3L (I), Dn,1 i ∈ O ε 2nK3L Dn,1 i+1 , i ∈ {1, . . . , l(n, 1) − 1}, ... Dn,n 1 ∈ O ε 2nK3L (I), Dn,n i ∈ O ε 2nK3L Dn,n i+1 , i ∈ {1, . . . , l(n, n) − 1}, and Dn,1 l(n,1) · v1 − v1 > ζ(L1), ... Dn,n l(n,n) · vn − vn > ζ(Ln). Thus, considering hn − 1 > · · · > hn − hn−1 = hn−1 (n − 1)2 pnl(n, n) − 1 > hn−1l(n, n), we know that there exist matrices Cn 0 , Cn 1 , . . . , Cn 2n2hn−1 ∈ X such that Ahn+hn−2 · C1 hn+hn−2 · · · Cn hn+hn−2 · · · A0 · C1 0 · · · Cn 0 · u1 − Ahn−1 · C1 hn−1 · · · Cn hn−1 · · · A0 · C1 0 · · · Cn 0 · u1 > ξ(L1), ... Anhn+hn−hn−1−1 · C1 nhn+hn−hn−1−1 · · · Cn nhn+hn−hn−1−1 · · · A0 · C1 0 · · · Cn 0 · u1 − Anhn−1 · C1 nhn−1 · · · Cn nhn−1 · · · A0 · C1 0 · · · Cn 0 · u1 > ξ(L1), ... 4.3 Systems without asymptotically almost periodic solutions 92 A[(i−1)n+1]hn+hn−2 · C1 [(i−1)n+1]hn+hn−2 · · · Cn [(i−1)n+1]hn+hn−2 · · · A0 · C1 0 · · · Cn 0 · ui − A[(i−1)n+1]hn−1 · C1 [(i−1)n+1]hn−1 · · · Cn [(i−1)n+1]hn−1 · · · A0 · C1 0 · · · Cn 0 · ui > ξ(Li), ... Ainhn+hn−hn−1−1 · C1 inhn+hn−hn−1−1 · · · Cn inhn+hn−hn−1−1 · · · A0 · C1 0 · · · Cn 0 · ui − Ainhn−1 · C1 inhn−1 · · · Cn inhn−1 · · · A0 · C1 0 · · · Cn 0 · ui > ξ(Li), ... A[(n−1)n+1]hn+hn−2 · C1 [(n−1)n+1]hn+hn−2 · · · Cn [(n−1)n+1]hn+hn−2 · · · A0 · C1 0 · · · Cn 0 · un − A[(n−1)n+1]hn−1 · C1 [(n−1)n+1]hn−1 · · · Cn [(n−1)n+1]hn−1 · · · A0 · C1 0 · · · Cn 0 · un > ξ(Ln), ... An2hn+hn−hn−1−1 · C1 n2hn+hn−hn−1−1 · · · Cn n2hn+hn−hn−1−1 · · · A0 · C1 0 · · · Cn 0 · un − An2hn−1 · C1 n2hn−1 · · · Cn n2hn−1 · · · A0 · C1 0 · · · Cn 0 · un > ξ(Ln) and such that Cn 0 , Cn 1 , . . . , Cn 2n2hn−1 ∈ O ε 2nK (I), where Cn j = I, j ∈ {0, 1, . . . , 2(n − 1)2 hn−1 − 1}. (4.14) In addition, we can assume that Cn j = I if Ci j = I for some j ∈ {0, 1, . . . , 2n2 hn − 1}, i ∈ {1, . . . , n − 1}. (4.15) It follows from the inequalities hn − 1 > · · · > hn − hn−1 > 22 hn−1l(n, n) > 24 hn−2l(n, n) > · · · · · · > 22n−4 h2l(n, n) ≥ 22n−2 h1l(n, n) ≥ 22n l(n, n) and from the fact that it suffices to choose only the matrices Cn j2nh1+(2n−1+1)h1 , Cn j2nh1+(2n−1+1)h1+1, . . . , Cn j2nh1+(2n−1+1)h1+h1−1 as different from I. We consider the periodic sequence {Cn k }k∈Z ⊂ X given by the above values Cn 0 , Cn 1 , . . . , Cn 2n2hn−1 and period 2n2 hn. We define Bk := Ak · C1 k · C2 k · · · Cn k · · · , k ∈ Z. (4.16) For all k ∈ Z, there exists i ∈ N such that Bk = Ak · Ci k (consider (4.15) together with (4.14)). Especially, the definition of the sequence of Bk is correct and Bk ∈ X, k ∈ Z. We have to prove that {Bk}k∈Z is limit periodic and that sup k∈Z Bk − Ak < ε. (4.17) Since Cn k ∈ O ε 2nK (I), k ∈ Z, n ∈ N, (4.18) 4.3 Systems without asymptotically almost periodic solutions 93 we have Bk − Ak = Ak · Ci k − Ak ≤ Ak · Ci k − I < K ε 2iK ≤ ε 2 for some i ∈ N. Thus, (4.17) is satisfied. Similarly, if we express Bk − Bn k · C1 k · · · Cn k ≤ Bk − Bn k · C1 k · · · Cn k · · · + Bn k · C1 k · · · Cn k · · · − Bn k · C1 k · · · Cn k ≤ Ak − Bn k · C1 k · · · Cn k · · · + Bn k · C1 k · · · Cn k · Cn+1 k · · · Cn+j k · · · − I , then we obtain (see (4.8), (4.18)) Bk − Bn k · C1 k · · · Cn k < ε 2n+1K · K + K ε 2n+1K = ε 2n , k ∈ Z, n ∈ N. It means that {Bk} is the uniform limit of the sequence of Bn k · C1 k · · · Cn k as n → ∞. Any sequence {Bn k · C1 k · · · Cn k }k∈Z has period 2(n!)2 p1 · · · pnl(1, 1) · · · l(n, n). Hence, {Bk} is limit periodic. It remains to show that the system {Bk} ∈ Oσ ε ({Ak}) does not possess any non-zero asymptotically almost periodic solution. On contrary, suppose that the solution {xk}k∈Z of the Cauchy problem xk+1 = Bk · xk, k ∈ Z, x0 = ul is asymptotically almost periodic. Applying Theorem 1.15 for l1 := 1, ln+1 := hn, n ∈ N, we obtain xk+hn1 − xk+hn2 < ξ(Ll), k ∈ N, (4.19) for infinitely many n1, n2 ∈ N. Let integers n1 > n2 ≥ l be arbitrarily given. It holds x[(l−1)n1+n2+1]hn1 +hn1 −hn2 − x[(l−1)n1+n2+1]hn1 = B[(l−1)n1+n2+1]hn1 +hn1 −hn2 −1 · · · B1 · B0 · ul − B[(l−1)n1+n2+1]hn1 −1 · · · B1 · B0 · ul . From (consider (4.14) and (4.16)) B[(l−1)n1+n2+1]hn1 +hn1 −hn2 −1 = A[(l−1)n1+n2+1]hn1 +hn1 −hn2 −1× × C1 [(l−1)n1+n2+1]hn1 +hn1 −hn2 −1 · · · Cn1 [(l−1)n1+n2+1]hn1 +hn1 −hn2 −1, ... B[(l−1)n1+n2+1]hn1 −1 = A[(l−1)n1+n2+1]hn1 −1 · C1 [(l−1)n1+n2+1]hn1 −1 · · · Cn1 [(l−1)n1+n2+1]hn1 −1, ... B1 = A1 · C1 1 · · · Cn1 1 , B0 = A0 · C1 0 · · · Cn1 0 , we obtain x[(l−1)n1+n2+1]hn1 +hn1 −hn2 − x[(l−1)n1+n2+1]hn1 > ξ(Ll). 4.3 Systems without asymptotically almost periodic solutions 94 Especially, it is valid that sup k∈N xk+hn1 − xk+hn2 > ξ(Ll), n1 > n2 ≥ l, n1, n2 ∈ N. (4.20) This contradiction (see (4.19)) proves that the solution of xk+1 = Bk · xk, k ∈ Z, x0 = un is not asymptotically almost periodic for any un, n ∈ N. Let us consider an arbitrary non-zero vector u ∈ Fm . We know that there exists a sequence of ui(n) for which limn→∞ ui(n) = u. For the solution {zk}k∈Z of zk+1 = Bk · zk, k ∈ Z, z0 = ui(n), we have (see (4.20)) sup k∈N zk+hn1 − zk+hn2 > ξ(Li(n)), n1 > n2 ≥ i(n), n1, n2 ∈ N. The value ξ(Li(n)) can be chosen as ξ(Li(n)) := ζ(Li(n))/(2K) and Li(n) can be chosen as a constant value L∗ for sufficiently large n, because there exist ϑ > 0 and L∗ > 0 satisfying M · v > L∗ , v ∈ Oϑ(u), M ∈ X. (4.21) Note that (4.21) follows directly from (4.7) and from the Lipschitz continuity of multiplication. Without loss of generality, we assume that ui(n) ∈ Oϑ(u), n ∈ N. In this case, it is valid sup k∈N zk+hn1 − zk+hn2 > ζ (L∗ ) 2K , n1 > n2 ≥ i(n), n, n1, n2 ∈ N. Therefore, for the solution {yk}k∈Z of the following problem yk+1 = Bk · yk, k ∈ Z, y0 = u, (4.22) it holds sup k∈N yk+hn1 − yk+hn2 > ζ (L∗ ) 4K , n1 > n2 ≥ i(n), n1, n2 ∈ N, (4.23) where n ∈ N is sufficiently large. Indeed, it follows from zk − yk = Bk−1 · · · B0 · ui(n) − Bk−1 · · · B0 · u ≤ K ui(n) − u , k ∈ N. Finally, (4.23) implies that the solution {yk} of (4.22) cannot be asymptotically almost periodic (consider again Theorem 1.15). Remark 4.17. Since P(X) is a dense subset of LP(X) (consider directly Definition 1.17), the statement of Theorem 4.16 does not change if one replaces the system {Ak} ∈ LP(X) by {Ak} ∈ P(X). Example 4.18. Theorem 4.16 can be applied for all groups of matrices recalled in Example 4.7. In addition, considering Remark 4.6, other matrix groups with property P can be constructed using the direct sums, because the direct sum of a weakly transformable group and a finite group and the direct sum of two weakly transformable groups are weakly transformable as well (see Examples 2.16 and 2.17). ♦ 4.3 Systems without asymptotically almost periodic solutions 95 Remark 4.19. Let us consider that the statement of Theorem 4.16 is true for a bounded matrix group X ⊂ Mat(F, m). Especially, it is valid when Ak := I, k ∈ Z. Since the multiplication of matrices is continuous in the Lipschitz sense on X (see Lemma 4.11), for any non-zero vector u ∈ Fm and δ > 0, there exist matrices M1, . . . , Ml (where Mi is the product of i matrices from a neighbourhood of I) with the property that M1 ∈ Oδ (I), Mi ∈ Oδ (Mi+1), i ∈ {1, . . . , l − 1}, Ml · u − u > 0. Similarly as in Remark 4.6, one can show that X has property P. Thus, the condition of Theorem 4.16 (that X has property P) is necessary if F = F. Theorem 4.20. Let X have property P∗ . For any {Ak} ∈ LP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) ∩ LP(X) which does not have any non-zero asymptotically almost periodic solution in the strong sense. Proof. We can proceed as in the proof of Theorem 4.16 and construct the limit periodic system {Bk}k∈Z for a decreasing sequence {Li}i∈N of positive numbers with the property that limi→∞ Li = 0. The value Li > 0 is given by a non-zero vector ui ∈ Fm in the sense that Mui > Li, M ∈ X. Let the sequence {ui}i∈N be such that, for any non-zero vector u ∈ Fm , one can find j ∈ N for which ui ≤ u , i ≥ j. Especially, from the construction, we obtain Bhn+hn−2 · · · B1 · B0 · u1 − Bhn−1 · · · B1 · B0 · u1 > ξ(L1), ... Bnhn+hn−hn−1−1 · · · B1 · B0 · u1 − Bnhn−1 · · · B1 · B0 · u1 > ξ(L1), ... B[(i−1)n+1]hn+hn−2 · · · B1 · B0 · ui − B[(i−1)n+1]hn−1 · · · B1 · B0 · ui > ξ(Li), ... Binhn+hn−hn−1−1 · · · B1 · B0 · ui − Binhn−1 · · · B1 · B0 · ui > ξ(Li), ... B[(n−1)n+1]hn+hn−2 · · · B1 · B0 · un − B[(n−1)n+1]hn−1 · · · B1 · B0 · un > ξ(Ln), ... Bn2hn+hn−hn−1−1 · · · B1 · B0 · un − Bn2hn−1 · · · B1 · B0 · un > ξ(Ln), ... Let a non-zero vector u ∈ Fm be given. We consider the solution {xk}k∈Z of the Cauchy problem xk+1 = Bk · xk, k ∈ Z, x0 = u. 4.3 Systems without asymptotically almost periodic solutions 96 From the proof of Theorem 4.16, we know that inf k∈Z xk > Lj for some j ∈ N (4.24) and that (see (4.23)) sup k∈N xk+hn1 − xk+hn2 > ϑ for all sufficiently large integers n1 > n2 and for some ϑ > 0. Hence, for all n1 > n2 ≥ n0, n1, n2 ∈ N, where n0 ∈ N is sufficiently large, there exists an integer l ≥ hn2 with the property that xl+hn1 −hn2 +1 − xl+1 = Bl+hn1 −hn2 · · · Bl · · · B0 · u − Bl · · · B0 · u = Bl+hn1 −hn2 · · · Bl+1 − I Bl · · · B0 · u > ϑ. Considering (4.24), the construction, and the property P∗ of X, we can assume that Bl+hn1 −hn2 · · · Bl+1 − I xk > ϑ, k ∈ N. (4.25) Since the multiplication and addition are continuous in the Lipschitz sense on bounded subsets of F and {Bk} is limit periodic, Theorem 1.3 and Corollary 1.11 (together with Theorem 1.22) imply that the sequence {Bk+hn1 −hn2 · · · Bk+1}k∈Z is almost periodic for all given integers n1 > n2 ≥ n0. Thus, for any η > 0, we get the existence of a sequence {qn}n∈N ⊆ N which is relatively dense in N and which has the property that Bl+hn1 −hn2 · · · Bl+1 − Bqn+hn1 −hn2 · · · Bqn+1 < η, n ∈ N. (4.26) Combining (4.25) and (4.26) for a sufficiently small number η, we have xk+hn1 − xk+hn2 = Bk+hn1 −1 · · · Bk+hn2 − I xk+hn2 > ϑ 2 for all k = qn − hn2 + 1, n ∈ N. Remark 4.21. Based on the proofs of Theorems 4.16 and 4.20, it is possible to prove that the group X is transformable if it has property P∗ . Example 4.22. One can easily show that the transformable groups of matrices recalled in Example 4.7 have actually property P∗ (except SO(m) if m is odd); i.e., for these groups, one can apply Theorem 4.20 which improves Theorem 4.16. ♦ The process used in the proof of Theorem 4.16 can be applied for almost periodic systems as well. Theorem 4.23. Let X have property P. For any {Ak} ∈ AP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) which does not have any non-zero asymptotically almost periodic solution. Proof. The statement of this theorem can be proved using the construction from the proof of Theorem 4.16, where it suffices to put pn := 2 and Bn k := Ak for all n ∈ N, k ∈ Z. Indeed, the almost periodicity of the sequence {Ak · C1 k · · · Cn k }k∈Z follows from Theorem 1.3 and Corollary 1.11 (the multiplication and addition have the Lipschitz property on any bounded subset of F) and the almost periodicity of {Bk}k∈Z comes from Theorem 1.7. 4.3 Systems without asymptotically almost periodic solutions 97 Corollary 4.24. Let X have property P. For any {Ak} ∈ AP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) which does not have any non-zero almost periodic solution. Proof. See Theorems 1.22 and 4.23. In the complex case, Theorem 4.23 is a generalization of Corollary 2.33 (see also Corollary 4.24). It follows from Remark 4.6. Of course, in the general case, the results presented in Chapter 2 do not follow from ones presented here. Remark 4.25. In fact, considering the proofs of the above theorems, we see that it is not necessary to introduce the map | · | on the whole field. It suffices to define it on a neighbourhood of e0 and for all elements of matrices from the matrix group X in such a way that condition (a) is replaced by | f | ≥ 0, | e0 | = 0, | e1 | = 1 and condition (b) by | f g | ≤ | f | · | g |, | f | = | − f | (consider also Definitions 4.1 and 4.2). Let X have property P with respect to a given non-zero vector u and let there exist a neighbourhood of u with the property that, for all vectors v from the neighbourhood and all M ∈ X, there exist the norms M v . In this case, for any limit periodic (or almost periodic) sequence {Ak}k∈Z ⊆ X, there exists a limit periodic (or almost periodic) system given by {Bk}k∈Z in an arbitrarily small neighbourhood of {Ak} for which the solution of xk+1 = Bk · xk, k ∈ Z, x0 = u is not asymptotically almost periodic. Example 4.26. Now we show that there exists a group X with property P which is not weakly transformable. Especially, we show that Corollary 4.24 does not follow from Corollary 2.33. For simplicity, we use Remark 4.25. Let F be the field of all meromorphic functions defined on an open connected set which contains the set D = {z ∈ C; Re z ∈ [−π, π], Im z = 0}. Note that, using the analytic continuation to eliminate removable singularities, meromorphic functions can be added, subtracted, multiplied, and the quotient can be formed. For the set F0 ⊂ F of all bounded functions on D, we put | f | := sup z∈D | f(z) | , f ∈ F0. Let m = 1, i.e., let us consider the scalar case. Especially, f = | f |, f ∈ F0. We put X := {c [sin(nz) ± i cos(nz)]; c ∈ C, | c | = 1, n ∈ Z}. The set X forms a group. Indeed, the identity element 1 ≡ i [sin(0z) − i cos(0z)] ∈ X, associativity is obvious, the inverse elements (c [sin(nz) ± i cos(nz)])−1 = c−1 [sin(nz) i cos(nz)] , c ∈ C, | c | = 1, n ∈ Z, 4.3 Systems without asymptotically almost periodic solutions 98 belong to X, and the closure of multiplication follows from the formulas [sin(nz) + i cos(nz)] · [sin(lz) ± i cos(lz)] = cos[(n ± l)z] ± i sin[(n ± l)z], [sin(nz) − i cos(nz)] · [sin(lz) − i cos(lz)] = − cos[(n + l)z] − i sin[(n + l)z]. Evidently, this group is bounded. Firstly, we show that X is not weakly transformable. The subgroup X0 := {c [sin 0 ± i cos 0]; c ∈ C, | c | = 1} = {f ≡ c ∈ C; | c | = 1} is transformable. It can be directly verified that c − d [sin(nz) ± i cos(nz)] > 1, c, d ∈ C, | c | = | d | = 1, n ∈ Z {0}. Thus, there does not exist a transformable subgroup of X which contains X0 and at least one other element. To prove that X is not weakly transformable, it suffices to consider that the distance of any two different components X0 = {f ≡ c ∈ C; | c | = 1}, X+ n := {c [sin(nz) + i cos(nz)]; c ∈ C, | c | = 1}, n ∈ Z {0}, X− n := {c [sin(nz) − i cos(nz)]; c ∈ C, | c | = 1}, n ∈ Z {0}, is greater that 1. Secondly, we show that X has property P. It suffices to put ζ(a) := 2a for all a > 0. For δ = π/l, l ∈ N, we can choose matrices M1 = eiδ , M2 = ei2δ , . . . , Ml−1 = ei(l−1)δ , Ml = eilδ = (−1) for which we have M1 − I < δ, M2 − M1 < δ, . . . , Ml−1 − Ml < δ. Evidently, it is also valid that Ml · u − u = −u − u = 2 u > ζ(a) = 2a, u > a, u ∈ F0. ♦ Analogously as Theorem 4.23 (see the proof of Theorem 4.20), one can obtain the following result. Theorem 4.27. Let X have property P∗ . For any {Ak} ∈ AP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) which does not have any non-zero asymptotically almost periodic solution in the strong sense. Remark 4.28. We recall that Theorems 4.23 and 4.27 do not follow from Theorems 4.16 and 4.20. See Theorem 1.21. 4.4 Systems with non-almost periodic solutions 99 4.4 Systems with non-almost periodic solutions Henceforth, we assume that X is commutative. To prove the announced result (the below given Theorem 4.31), we use Lemmas 4.29 and 4.30. Lemma 4.29. Let {Ak} ∈ LP(X) and ε > 0 be arbitrarily given. Let {δn}n∈N ⊂ R be a decreasing sequence satisfying lim n→∞ δn = 0 (4.27) and let {Bn k }k∈Z ⊂ X be periodic sequences for n ∈ N such that Bn k ∈ Oδn (I), k ∈ Z, n ∈ N, (4.28) Bj k = I or Bi k = I, k ∈ Z, i = j, i, j ∈ N. (4.29) If one puts Bk := Ak · B1 k · B2 k · · · Bn k · · · , k ∈ Z, then {Bk} ∈ LP(X). In addition, if δ1 < ε sup l∈Z Al , (4.30) then {Bk} ∈ Oσ ε ({Ak}). Proof. Condition (4.29) means that, for any k ∈ Z, there exists i ∈ N such that Bk = Ak · Bi k. (4.31) Especially, the definition of {Bk}k∈Z is correct and Bk ∈ X, k ∈ Z. We show that {Bk} is limit periodic. Since {Ak} is limit periodic and Ak ∈ X, k ∈ Z, there exist periodic sequences {Cn k }k∈Z ⊂ X for n ∈ N with the property that Ak − Cn k < 1 n , k ∈ Z, n ∈ N. (4.32) Let {Bn k } and {Cn k } have period pn ∈ N and qn ∈ N for n ∈ N, respectively. The sequence {Cn k · B1 k · B2 k · · · Bn k }k∈Z ⊂ X has period qn · p1 · p2 · · · pn; i.e., it is periodic for all n ∈ N. It is valid that Bk − Cn k · B1 k · B2 k · · · Bn k ≤ Bk − Cn k · B1 k · B2 k · · · Bn k · · · + Cn k · B1 k · B2 k · · · Bn k · · · − Cn k · B1 k · B2 k · · · Bn k ≤ Ak − Cn k · B1 k · B2 k · · · Bn k · · · + Cn k · B1 k · B2 k · · · Bn k · Bn+1 k · · · Bn+j k · · · − I and that Cn k · B1 k · B2 k · · · Bn k ≤ Cn k · B1 k · B2 k · · · Bn k ≤ ( Ak + Cn k − Ak ) · B1 k · B2 k · · · Bn k . 4.4 Systems with non-almost periodic solutions 100 Hence (see (4.28), (4.29), (4.32)), we have Bk − Cn k · B1 k · B2 k · · · Bn k < 1 n (m + δ1) + sup l∈Z Al + 1 n (m + δ1) δn+1 for all k ∈ Z, n ∈ N. Considering (4.27), we get that {Bk} is the uniform limit of the sequence of periodic sequences {Cn k · B1 k · B2 k · · · Bn k }. Especially, {Bk} ∈ LP(X). Let (4.30) be true. We have to prove that {Bk} ∈ Oσ ε ({Ak}), i.e., sup k∈Z Ak − Bk < ε. (4.33) Since Bn k ∈ Oδ1 (I), k ∈ Z, n ∈ N, considering (4.31), we have Ak − Bk ≤ Ak · I − Bi k ≤ δ1 sup l∈Z Al for some i ∈ N and for all k ∈ Z. Thus (see (4.30)), we obtain (4.33). Lemma 4.30. If for any δ > 0 and K > 0, there exist matrices M1, . . . , Ml ∈ X such that Mi ∈ Oδ (I), i ∈ {1, . . . , l}, Ml · · · M1 > K, (4.34) then, for any {Ak} ∈ LP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) ∩ LP(X) whose fundamental matrix is not almost periodic. Proof. We can assume that all solutions of {Ak} are almost periodic. Especially (consider Corollary 1.11), for any ϑ > 0, there exist infinitely many positive integers p with the property that Ap−1 · · · A1 · A0 − I < ϑ. (4.35) Let {δn}n∈N ⊂ R be a decreasing sequence satisfying (4.27) and (4.30). For δn and Kn := n, n ∈ N, we consider matrices M1 1 , M1 2 , . . . , M1 l1 ∈ X, M2 1 , M2 2 , . . . , M2 l2 ∈ X, ... Mj 1 , Mj 2 , . . . , Mj lj ∈ X, ... such that Mj i ∈ Oδj (I) , i ∈ {1, 2, . . . , lj}, j ∈ N, (4.36) and Mj lj · · · Mj 2 · Mj 1 > Kj = j, j ∈ N. (4.37) Let a sequence of positive numbers ϑn for n ∈ N be given. 4.4 Systems with non-almost periodic solutions 101 Let us consider p1 1, p1 2 ∈ N such that p1 2 − p1 1 > 2l1 and that (see (4.35)) Ap1 2−1 · · · A1 · A0 − I < ϑ1. (4.38) In addition, let p1 1 and p1 2 be even (consider Corollary 1.4). We define the periodic sequence {B1 k}k∈Z with period p1 2 by values B1 0 := I, B1 1 := I, . . . , B1 p1 1−2 := I, B1 p1 1−1 := I, B1 p1 1 := I, B1 p1 1+1 := M1 1 , B1 p1 1+2 := I, B1 p1 1+3 := M1 2 , B1 p1 1+4 := I, ... B1 p1 1+2l1−3 := M1 l1−1, B1 p1 1+2l1−2 := I, B1 p1 1+2l1−1 := M1 l1 , B1 p1 1+2l1 := I, B1 p1 1+2l1+1 := I, B1 p1 1+2l1+2 := I, ... B1 p1 2−1 := I. We put ˜B1 k := Ak · B1 k, k ∈ Z. We have ˜B1 p1 2−1 · · · ˜B1 1 · ˜B1 0 = M1 l1 · · · M1 2 · M1 1 · Ap1 2−1 · · · A1 · A0 . Again, we can assume that, for any ϑ > 0, there exist infinitely many positive integers p with the property that ˜B1 p−1 · · · ˜B1 1 · ˜B1 0 − I < ϑ. (4.39) Otherwise, we obtain the system {Bk} ≡ { ˜B1 k} with a non-almost periodic solution. Indeed, it suffices to consider Lemma 4.29 for Bn+1 k = I, k ∈ Z, n ∈ N. Analogously, let us consider p2 1, p2 2 ∈ N satisfying p2 2 − 4l2 > p2 1 > p1 2 and (see (4.39)) ˜B1 p2 2−1 · · · ˜B1 1 · ˜B1 0 − I < ϑ2. (4.40) Let p2 1, p2 2 ∈ 4N (see Corollary 1.4). We define the periodic sequence {B2 k}k∈Z with period p2 2 by values B2 0 := I, B2 1 := I, . . . , B2 p2 1−1 := I, B2 p2 1 := I, B2 p2 1+1 := I, B2 p2 1+2 := M2 1 , B2 p2 1+3 := I, B2 p2 1+4 := I, B2 p2 1+5 := I, B2 p2 1+6 := M2 2 , B2 p2 1+7 := I, ... B2 p2 1+4l2−4 := I, B2 p2 1+4l2−3 := I, B2 p2 1+4l2−2 := M2 l2 , B2 p2 1+4l2−1 := I, 4.4 Systems with non-almost periodic solutions 102 B2 p2 1+4l2 := I, B2 p2 1+4l2+1 := I, B2 p2 1+4l2+2 := I, B2 p2 1+4l2+3 := I, ... B2 p2 2−1 := I. For ˜B2 k := Ak · B1 k · B2 k, k ∈ Z, it holds ˜B2 p2 2−1 · · · ˜B2 1 · ˜B2 0 = M2 l2 · · · M2 2 · M2 1 · ˜B1 p2 2−1 · · · ˜B1 1 · ˜B1 0 . Especially, for all k ∈ Z, there exists i ∈ {1, 2} such that ˜B2 k := Ak · Bi k. We continue in the same manner. Let us assume that all obtained systems { ˜Bj k}k∈Z have only almost periodic solutions. Thus, for every ϑ > 0 and j ∈ N, one can find infinitely many p ∈ N such that ˜Bj p−1 · · · ˜Bj 1 · ˜Bj 0 − I < ϑ. In the n-th step, we consider pn 1 , pn 2 ∈ 2n N such that pn 2 − 2n ln > pn 1 > pn−1 2 and ˜Bn−1 pn 2 −1 · · · ˜Bn−1 1 · ˜Bn−1 0 − I < ϑn. (4.41) We define the periodic sequence {Bn k }k∈Z with period pn 2 by values Bn 0 := I, Bn 1 := I, . . . , Bn pn 1 −1 := I, Bn pn 1 := I,Bn pn 1 +1 := I, . . . , Bn pn 1 +2n−1−1 := I, Bn pn 1 +2n−1 := Mn 1 , Bn pn 1 +2n−1+1 := I, . . . , Bn pn 1 +2n−1 := I, Bn pn 1 +2n := I,Bn pn 1 +2n+1 := I, . . . , Bn pn 1 +2n+2n−1−1 := I, Bn pn 1 +2n+2n−1 := Mn 2 , Bn pn 1 +2n+2n−1+1 := I, . . . , Bn pn 1 +2·2n−1 := I, ... Bn pn 1 +(ln−1)2n := I,Bn pn 1 +(ln−1)2n+1 := I, . . . , Bn pn 1 +(ln−1)2n+2n−1−1 := I, Bn pn 1 +(ln−1)2n+2n−1 := Mn ln , Bn pn 1 +(ln−1)2n+2n−1+1 := I, . . . , Bn pn 1 +ln2n−1 := I, Bn pn 1 +ln2n := I,Bn pn 1 +ln2n+1 := I, . . . , Bn pn 1 +ln2n+2n−1−1 := I, Bn pn 1 +ln2n+2n−1 := I, Bn pn 1 +ln2n+2n−1+1 := I, . . . , Bn pn 1 +(ln+1)2n−1 := I, ... Bn pn 2 −1 := I. 4.4 Systems with non-almost periodic solutions 103 If we put ˜Bn k := Ak · B1 k · B2 k · · · Bn k , k ∈ Z, then ˜Bn pn 2 −1 · · · ˜Bn 1 · ˜Bn 0 = Mn ln · · · Mn 2 · Mn 1 · ˜Bn−1 pn 2 −1 · · · ˜Bn−1 1 · ˜Bn−1 0 . (4.42) Finally, we put Bk := Ak · B1 k · B2 k · · · Bn k · · · , k ∈ Z. From the construction, we obtain that, for any k ∈ Z, there exists i ∈ N such that Bk = Ak · Bi k. It means that (4.29) is satisfied. Since (4.28) follows from the construction and from (4.36), we can use Lemma 4.29 which guarantees that {Bk} ∈ Oσ ε ({Ak})∩LP(X). It remains to prove that the fundamental matrix of {Bk} is not almost periodic. On contrary, let us suppose its almost periodicity. Then, the fundamental matrix is bounded (see Theorem 1.14); i.e., there exists K0 > 0 with the property that Bk · · · B1 · B0 < K0, k ∈ N. (4.43) Let us choose n ∈ N for which n ≥ K0 + 1. We repeat that the multiplication of matrices is continuous (see also Lemma 4.11). Hence, for given matrix Mn 1 · Mn 2 · · · Mn ln = Mn ln · · · Mn 2 · Mn 1 ∈ X, there exists θn > 0 such that Mn ln · · · Mn 2 · Mn 1 − 1 < Mn ln · · · Mn 2 · Mn 1 · C , C ∈ Oθn (I). (4.44) We can assume that ϑn = θn in (4.41) (see also (4.38), (4.40)). We construct sequences {Bj k} in such a way that Bj 0 = I, Bj 1 = I, . . . , Bj pn 2 −1 = I, j > n, j, n ∈ N. Indeed, pj+1 1 > pj 2 > pj 1, j ∈ N. Thus, (4.37), (4.41), (4.42), and (4.44) imply Bpn 2 −1 · · · B1 · B0 = ˜Bn pn 2 −1 · · · ˜Bn 1 · ˜Bn 0 = Mn ln · · · Mn 2 · Mn 1 · ˜Bn−1 pn 2 −1 · · · ˜Bn−1 1 · ˜Bn−1 0 > Mn ln · · · Mn 2 · Mn 1 − 1 > n − 1 ≥ K0. (4.45) This contradiction (cf. (4.43) and (4.45)) completes the proof. Theorem 4.31. Let X have property P with respect to a vector u. For any {Ak} ∈ LP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) ∩ LP(X) whose fundamental matrix is not almost periodic. Proof. Let us consider the solution {x0 k}k∈Z of the Cauchy problem xk+1 = Ak · xk, k ∈ Z, x0 = u. 4.4 Systems with non-almost periodic solutions 104 If {x0 k} is not almost periodic, then the statement of the theorem is true for Bk := Ak, k ∈ Z. Hence, we assume that {x0 k} is almost periodic. We put δn := 1 n + 1 · ε sup l∈Z Al , n ∈ N. (4.46) We know that there exist ζ > 0 and matrices M1 1 , M1 2 , . . . , M1 l1 ∈ X, M2 1 , M2 2 , . . . , M2 l2 ∈ X, ... Mj 1 , Mj 2 , . . . , Mj lj ∈ X, ... such that Mj i ∈ Oδj (I) , i ∈ {1, . . . , lj}, (4.47) Mj lj · · · Mj 2 · Mj 1 · u − u > ζ (4.48) for all j ∈ N. Of course, we can consider lj such that lj ≥ · · · ≥ l2 ≥ l1 ≥ 2. (4.49) Denote Kj := Mj lj · · · Mj 2 · Mj 1 , j ∈ N. (4.50) For ϑj := ζ 2 (Kj + 2) , j ∈ N, (4.51) we have M · v − w > ζ 2 if M · u − u > ζ, M ∈ OKj+1 (O) ∩ X, v, w ∈ Oϑj (u) . (4.52) Indeed, for considered u, v, w ∈ Fm and M ∈ X, it holds (see (4.51)) M · u − u ≤ M · u − M · v + M · v − w + w − u < (Kj + 1) u − v + w − u + M · v − w < ζ 2 + M · v − w . The almost periodicity of {x0 k} (see Corollary 1.4) implies that there exists an even positive integer j(1,0) such that x0 0 − x0 j(1,0) = u − x0 j(1,0) < ϑ1 2 . (4.53) 4.4 Systems with non-almost periodic solutions 105 Let us define a periodic sequence {B1 k} with period j(1, 0) + r1, where r1 := 2l1. If x0 j(1,0) − x0 j(1,0)+r1 ≥ ϑ1 2 , (4.54) then we put B1 k := I, k ∈ Z; and if x0 j(1,0) − x0 j(1,0)+r1 < ϑ1 2 , (4.55) then B1 0 := I, B1 1 := I, . . . , B1 j(1,0)−1 := I, B1 j(1,0) := I, B1 j(1,0)+1 := M1 1 , B1 j(1,0)+2 := I, B1 j(1,0)+3 := M1 2 , ... B1 j(1,0)+2l1−4 := I, B1 j(1,0)+2l1−3 := M1 l1−1, B1 j(1,0)+2l1−2 := I, B1 j(1,0)+2l1−1 := M1 l1 . For ˜B1 k := Ak · B1 k, k ∈ Z, we consider the solution {x1 k}k∈Z of the initial problem xk+1 = ˜B1 k · xk, k ∈ Z, x0 = u. Lemma 4.29 gives that { ˜B1 k} ∈ Oσ ε ({Ak}) ∩ LP(X). In the case, when {x1 k} is not almost periodic, we can put Bk := ˜B1 k, k ∈ Z. Thus, we have to consider the almost periodicity of {x1 k}. Especially (see Corollary 1.4), there exist infinitely many numbers j ∈ 4N with the property that x1 0 − x1 j = u − x1 j < ϑ2 2 . (4.56) Let us consider an integer j(1,1) ∈ 4N satisfying (4.56) and the inequality j(1,1) ≥ j(1,0) + r1. (4.57) For r2 := 8l1l2, we define a sequence {B (1,2) k }k∈Z with period j(1,1) + r2. We put B (1,2) k := I for all k ∈ Z if x1 j(1,1) − x1 j(1,1)+r2 ≥ ϑ2 2 . (4.58) In the second case, when (4.58) is not valid, we define B (1,2) 0 := I, B (1,2) 1 := I, . . . , B (1,2) j(1,1)−1 := I, B (1,2) j(1,1) := I, B (1,2) j(1,1)+1 := I, B (1,2) j(1,1)+2 := M2 1 , B (1,2) j(1,1)+3 := I, B (1,2) j(1,1)+4 := I, B (1,2) j(1,1)+5 := I, B (1,2) j(1,1)+6 := M2 2 , B (1,2) j(1,1)+7 := I, ... B (1,2) j(1,1)+4l2−4 := I, B (1,2) j(1,1)+4l2−3 := I, B (1,2) j(1,1)+4l2−2 := M2 l2 , B (1,2) j(1,1)+4l2−1 := I, B (1,2) j(1,1)+4l2 := I, B (1,2) j(1,1)+4l2+1 := I, B (1,2) j(1,1)+4l2+2 := I, B (1,2) j(1,1)+4l2+3 := I, 4.4 Systems with non-almost periodic solutions 106 ... B (1,2) j(1,1)+r2−1 := I. For ˜B (1,2) k := Ak · B1 k · B (1,2) k , k ∈ Z, we consider the solution {x (1,2) k }k∈Z of the initial problem xk+1 = ˜B (1,2) k · xk, k ∈ Z, x0 = u. Again, we can assume that {x (1,2) k }k∈Z is almost periodic. Let an integer j(2,1) ∈ 8N have the properties that x (1,2) 0 − x (1,2) j(2,1) = u − x (1,2) j(2,1) < ϑ2 2 (4.59) and that j(2,1) ≥ j(1,1) + r2. (4.60) We define a periodic sequence {B (2,2) k }k∈Z with period j(2,1)(r2 − r1). If x (1,2) j(2,1) − x (1,2) j(2,1)+r2−r1 ≥ ϑ2 2 , (4.61) we put B (2,2) k := I for all k ∈ Z; and, in the other case, we define B (2,2) 0 := I, B (2,2) 1 := I, . . . , B (2,2) j(2,1)−1 := I, B (2,2) j(2,1) := I, B (2,2) j(2,1)+1 := I, B (2,2) j(2,1)+2 := I, B (2,2) j(2,1)+3 := I, B (2,2) j(2,1)+4 := M2 1 , B (2,2) j(2,1)+5 := I, B (2,2) j(2,1)+6 := I, B (2,2) j(2,1)+7 := I, B (2,2) j(2,1)+8 := I, B (2,2) j(2,1)+9 := I, B (2,2) j(2,1)+10 := I, B (2,2) j(2,1)+11 := I, B (2,2) j(2,1)+12 := M2 2 , B (2,2) j(2,1)+13 := I, B (2,2) j(2,1)+14 := I, B (2,2) j(2,1)+15 := I, ... B (2,2) j(2,1)+8l2−8 := I, B (2,2) j(2,1)+8l2−7 := I, B (2,2) j(2,1)+8l2−6 := I, B (2,2) j(2,1)+8l2−5 := I, B (2,2) j(2,1)+8l2−4 := M2 l2 , B (2,2) j(2,1)+8l2−3 := I, B (2,2) j(2,1)+8l2−2 := M2 l2 , B (2,2) j(2,1)+8l2−1 := I, B (2,2) j(2,1)+8l2 := I, B (2,2) j(2,1)+8l2+1 := I, B (2,2) j(2,1)+8l2+2 := I, B (2,2) j(2,1)+8l2+3 := I, B (2,2) j(2,1)+8l2+4 := I, B (2,2) j(2,1)+8l2+5 := I, B (2,2) j(2,1)+8l2+6 := I, B (2,2) j(2,1)+8l2+7 := I, ... B (2,2) j(2,1)+r2−r1−1 := I, . . . , B (2,2) j(2,1)(r2−r1)−1 := I. Finally, in the second step, we consider the periodic sequence of B2 k := B (1,2) k · B (2,2) k , k ∈ Z. (4.62) 4.4 Systems with non-almost periodic solutions 107 Note that its period is [j(1,1) + r2][j(2,1)(r2 − r1)]. Consequently, we consider ˜B2 k := Ak · B1 k · B2 k, k ∈ Z, (4.63) and the solution {x2 k}k∈Z of xk+1 = ˜B2 k · xk, k ∈ Z, x0 = u. In the case, when {x2 k} is not almost periodic, we can put Bk := ˜B2 k for k ∈ Z and use Lemma 4.29 for Bj+2 k = I, k ∈ Z, j ∈ N (see also (4.63)). Thus, we have to assume that {x2 k} is almost periodic. We continue in the same manner. Before the n-th step, we define ˜Bn−1 k := Ak · B1 k · B2 k · · · Bn−1 k , k ∈ Z. Let { ˜Bn−1 k }k∈Z have period qn−1, e.g., let qn−1 :=[j(1,0) + r1][j(1,1) + r2][j(2,1)(r2 − r1)] × · · · · · · × [j(1,n−2) + rn−1][j(2,n−2)(rn−1 − r1)] · · · [j(n−1,n−2)(rn−1 − rn−2)]. Consider the solution {xn−1 k } of xk+1 = ˜Bn−1 k · xk, k ∈ Z, x0 = u. Again, we consider that the sequence {xn−1 k } is almost periodic. Otherwise, we can put Bk := ˜Bn−1 k , k ∈ Z. Especially, for all p ∈ N, there exist infinitely many numbers j ∈ pN with the property that xn−1 0 − xn−1 j = u − xn−1 j < ϑn 2 . (4.64) Denote pn := 21+ n−1 i=1 i , n ≥ 2, n ∈ N, (4.65) rn := 2pnl1l2 · · · ln, n ≥ 2, n ∈ N. (4.66) Let us consider an integer j(1,n−1) ∈ pnN satisfying (4.64) and j(1,n−1) ≥ qn−1. (4.67) We define {B (1,n) k }k∈Z with period j(1,n−1) + rn. If xn−1 j(1,n−1) − xn−1 j(1,n−1)+rn ≥ ϑn 2 , (4.68) we put B (1,n) k := I, k ∈ Z. In the other case, we put B (1,n) 0 := I, B (1,n) 1 := I, . . . , B (1,n) j(1,n−1)−1 := I, B (1,n) j(1,n−1) := I, B (1,n) j(1,n−1)+1 := I, . . . , B (1,n) j(1,n−1)+pn 2 −1 := I, 4.4 Systems with non-almost periodic solutions 108 B (1,n) j(1,n−1)+pn 2 := Mn 1 , B (1,n) j(1,n−1)+pn 2 +1 := I, . . . , B (1,n) j(1,n−1)+pn−1 := I, B (1,n) j(1,n−1)+pn := I, B (1,n) j(1,n−1)+pn+1 := I, . . . , B (1,n) j(1,n−1)+pn+pn 2 −1 := I, B (1,n) j(1,n−1)+pn+pn 2 := Mn 2 , B (1,n) j(1,n−1)+pn+pn 2 +1 := I, . . . , B (1,n) j(1,n−1)+2pn−1 := I, ... B (1,n) j(1,n−1)+(ln−1)pn := I, B (1,n) j(1,n−1)+(ln−1)pn+1 := I, . . . , B (1,n) j(1,n−1)+(ln−1)pn+pn 2 −1 := I, B (1,n) j(1,n−1)+(ln−1)pn+pn 2 := Mn ln , B (1,n) j(1,n−1)+(ln−1)pn+pn 2 +1 := I, . . . , B (1,n) j(1,n−1)+lnpn−1 := I, B (1,n) j(1,n−1)+lnpn := I, B (1,n) j(1,n−1)+lnpn+1 := I, . . . , B (1,n) j(1,n−1)+lnpn+pn 2 −1 := I, B (1,n) j(1,n−1)+lnpn+pn 2 := I, B (1,n) j(1,n−1)+lnpn+pn 2 +1 := I, . . . , B (1,n) j(1,n−1)+(ln+1)pn−1 := I, ... B (1,n) j(1,n−1)+rn−1 := I. For ˜B (1,n) k := ˜Bn−1 k · B (1,n) k = Ak · B1 k · B2 k · · · Bn−1 k · B (1,n) k , k ∈ Z, we consider the solution {x (1,n) k } of xk+1 = ˜B (1,n) k · xk, k ∈ Z, x0 = u. Again, we assume that {x (1,n) k } is almost periodic. Let a number j(2,n−1) ∈ 2pnN have the properties that x (1,n) 0 − x (1,n) j(2,n−1) = u − x (1,n) j(2,n−1) < ϑn 2 (4.69) and j(2,n−1) ≥ j(1,n−1) + rn. (4.70) We define the following periodic sequence {B (2,n) k }k∈Z with period j(2,n−1)(rn − r1). If x (1,n) j(2,n−1) − x (1,n) j(2,n−1)+rn−r1 ≥ ϑn 2 , (4.71) then B (2,n) k := I, k ∈ Z. In the other case, we put B (2,n) 0 := I, B (2,n) 1 := I, . . . , B (2,n) j(2,n−1)−1 := I, B (2,n) j(2,n−1) := I, B (2,n) j(2,n−1)+1 := I, . . . , B (2,n) j(2,n−1)+pn−1 := I, B (2,n) j(2,n−1)+pn := Mn 1 , B (2,n) j(2,n−1)+pn+1 := I, . . . , B (2,n) j(2,n−1)+2pn−1 := I, B (2,n) j(2,n−1)+2pn := I, B (2,n) j(2,n−1)+2pn+1 := I, . . . , B (2,n) j(2,n−1)+2pn+pn−1 := I, B (2,n) j(2,n−1)+2pn+pn := Mn 2 , B (2,n) j(2,n−1)+2pn+pn+1 := I, . . . , B (2,n) j(2,n−1)+4pn−1 := I, 4.4 Systems with non-almost periodic solutions 109 ... B (2,n) j(2,n−1)+(ln−1)2pn := I, B (2,n) j(2,n−1)+(ln−1)2pn+1 := I, . . . , B (2,n) j(2,n−1)+(ln−1)2pn+pn−1 := I, B (2,n) j(2,n−1)+(ln−1)2pn+pn := Mn ln , B (2,n) j(2,n−1)+(ln−1)2pn+pn+1 := I, . . . , B (2,n) j(2,n−1)+2lnpn−1 := I, B (2,n) j(2,n−1)+2lnpn := I, B (2,n) j(2,n−1)+2lnpn+1 := I, . . . , B (2,n) j(2,n−1)+2lnpn+pn−1 := I, B (2,n) j(2,n−1)+2lnpn+pn := I, B (2,n) j(2,n−1)+2lnpn+pn+1 := I, . . . , B (2,n) j(2,n−1)+2(ln+1)pn−1 := I, ... B (2,n) j(2,n−1)+rn−r1−1 := I, . . . , B (2,n) j(2,n−1)(rn−r1)−1 := I. We continue in the n-th step. We define ˜B (n−1,n) k := ˜Bn−1 k · B (1,n) k · B (2,n) k · · · B (n−1,n) k , k ∈ Z. We consider the solution {x (n−1,n) k }k∈Z of xk+1 = ˜B (n−1,n) k · xk, k ∈ Z, x0 = u. Again, we have to assume that {x (n−1,n) k } is almost periodic. Let j(n,n−1) ∈ 2n−1 pnN satisfy x (n−1,n) 0 − x (n−1,n) j(n,n−1) = u − x (n−1,n) j(n,n−1) < ϑn 2 (4.72) and j(n,n−1) ≥ j(n−1,n−1)(rn − rn−2). (4.73) We define a periodic sequence {B (n,n) k }k∈Z with period j(n,n−1)(rn − rn−1). If x (n−1,n) j(n,n−1) − x (n−1,n) j(n,n−1)+rn−rn−1 ≥ ϑn 2 , (4.74) we put B (n,n) k := I, k ∈ Z. If inequality (4.74) is not valid, we put B (n,n) 0 := I, B (n,n) 1 := I, . . . , B (n,n) j(n,n−1)−1 := I, B (n,n) j(n,n−1) := I, B (n,n) j(n,n−1)+1 := I, . . . , B (n,n) j(n,n−1)+2n−2pn−1 := I, B (n,n) j(n,n−1)+2n−2pn := Mn 1 , B (n,n) j(n,n−1)+2n−2pn+1 := I, . . . , B (n,n) j(n,n−1)+2n−1pn−1 := I, B (n,n) j(n,n−1)+2n−1pn := I, B (n,n) j(n,n−1)+2n−1pn+1 := I, . . . , B (n,n) j(n,n−1)+2n−1pn+2n−2pn−1 := I, B (n,n) j(n,n−1)+2n−1pn+2n−2pn := Mn 2 , B (n,n) j(n,n−1)+2n−1pn+2n−2pn+1 := I, . . . , B (n,n) j(n,n−1)+2npn−1 := I, ... 4.4 Systems with non-almost periodic solutions 110 B (n,n) j(n,n−1)+(ln−1)2n−1pn := I, B (n,n) j(n,n−1)+(ln−1)2n−1pn+1 := I, . . . , B (n,n) j(n,n−1)+(ln−1)2n−1pn+2n−2pn−1 := I, B (n,n) j(n,n−1)+(ln−1)2n−1pn+2n−2pn := Mn ln , B (n,n) j(n,n−1)+(ln−1)2n−1pn+2n−2pn+1 := I, . . . , B (n,n) j(n,n−1)+ln2n−1pn−1 := I, B (n,n) j(n,n−1)+ln2n−1pn := I, B (n,n) j(n,n−1)+ln2n−1pn+1 := I, . . . , B (n,n) j(n,n−1)+ln2n−1pn+2n−2pn−1 := I, B (n,n) j(n,n−1)+ln2n−1pn+2n−2pn := I, B (n,n) j(n,n−1)+ln2n−1pn+2n−2pn+1 := I, . . . , B (n,n) j(n,n−1)+(ln+1)2n−1pn−1 := I, ... B (n,n) j(n,n−1)+rn−rn−1−1 := I, . . . , B (n,n) j(n,n−1)(rn−rn−1)−1 := I, where (see (4.49)) rn − rn−1 = rn−1 2n−1 ln − 1 ≥ pn−12n 2n−1 ln − 1 = 2pn 2n−1 ln − 1 > ln2n−1 pn. Finally, in the n-th step, we define Bn k := B (1,n) k · B (2,n) k · · · B (n,n) k , k ∈ Z, (4.75) and ˜Bn k := Ak · B1 k · B2 k · · · Bn k , k ∈ Z. Then, we consider the solution {xn k }k∈Z of xk+1 = ˜Bn k · xk, k ∈ Z, x0 = u. Applying Lemma 4.29 for Bn+j k = I, k ∈ Z, j ∈ N, it suffices to consider the case, when {xn k } is almost periodic, and to continue in the construction. All sequence {Bn k }k∈Z is periodic as the product of n periodic sequences. Let qn be a period of {Bn k }, n ∈ N. In the construction, we can obtain matrices different from I only for B1 2l+1, B (1,2) 4l+2, B (2,2) 8l+4, . . . , B (1,n) lpn+pn 2 , B (2,n) 2lpn+pn , . . . , B (n,n) 2n−1lpn+2n−2pn , . . . , (4.76) where l ∈ Z. Considering (4.65) and (4.75) (see also (4.62)), the structure of the indices of matrices in (4.76) gives (4.29). It is seen that (4.27) and (4.30) follow from (4.46) and from the construction. Analogously, (4.28) follows from (4.47). Thus, applying Lemma 4.29 for the sequence of Bk := Ak · B1 k · B2 k · · · Bn k · · · , k ∈ Z, 4.4 Systems with non-almost periodic solutions 111 we have that {Bk} ∈ Oσ ε ({Ak}) ∩ LP(X). To complete the proof, it suffices to show that the solution {xk}k∈Z of the problem xk+1 = Bk · xk, k ∈ Z, x0 = u is not almost periodic. On contrary, let us suppose that {xk} is almost periodic. We use Theorem 1.3 for h1 = 0, hn+1 = rn, n ∈ N (see (4.66)). We know that, for any ξ > 0, there exist infinitely many i, j ∈ N satisfying xk+li − xk+lj < ξ, k ∈ Z. (4.77) From the construction (consider (4.57), (4.60), . . . , (4.67), (4.70), . . . , (4.73)), we obtain Bn+j k = I, k ∈ {0, 1, . . . , qn − 1}, n, j ∈ N. (4.78) Hence, we get xj(1,0) − xj(1,0)+r1 = Bj(1,0)−1 · · · B1 · B0 · u − Bj(1,0)+r1−1 · · · B1 · B0 · u = B1 j(1,0)−1 · · · B1 1 · B1 0 · Aj(1,0)−1 · · · A1 · A0 · u − B1 j(1,0)+r1−1 · · · B1 1 · B1 0 · Aj(1,0)+r1−1 · · · A1 · A0 · u = B1 j(1,0)−1 · · · B1 1 · B1 0 · x0 j(1,0) − B1 j(1,0)+r1−1 · · · B1 1 · B1 0 · x0 j(1,0)+r1 , i.e., xj(1,0) − xj(1,0)+r1 = B1 j(1,0)−1 · · · B1 1 · B1 0 · x0 j(1,0) − B1 j(1,0)+r1−1 · · · B1 1 · B1 0 · x0 j(1,0)+r1 . (4.79) If (4.54) is valid, then we can rewrite (4.79) into xj(1,0) − xj(1,0)+r1 = I · · · I · I · x0 j(1,0) − I · · · I · I · x0 j(1,0)+r1 ≥ ϑ1 2 . If (4.55) is true, then we have xj(1,0) − xj(1,0)+r1 = I · · · I · I · x0 j(1,0) − M1 l1 · · · M1 2 · M1 1 · x0 j(1,0)+r1 > ζ 2 ≥ ϑ1 2 , which follows from (4.48), (4.51), (4.52), and from (see (4.53), (4.55)) u − x0 j(1,0)+r1 ≤ u − x0 j(1,0) + x0 j(1,0) − x0 j(1,0)+r1 < ϑ1 2 + ϑ1 2 = ϑ1. In the both cases, we get xj(1,0) − xj(1,0)+r1 ≥ ϑ1 2 . (4.80) 4.4 Systems with non-almost periodic solutions 112 Considering (4.78) and the construction, we can express xj(1,1) − xj(1,1)+r2 = Bj(1,1)−1 · · · B1 · B0 · u − Bj(1,1)+r2−1 · · · B1 · B0 · u = B (1,2) j(1,1)−1 · · · B (1,2) 1 · B (1,2) 0 · ˜B1 j(1,1)−1 · · · ˜B1 1 · ˜B1 0 · u − B (1,2) j(1,1)+r2−1 · · · B (1,2) 1 · B (1,2) 0 · ˜B1 j(1,1)+r2−1 · · · ˜B1 1 · ˜B1 0 · u = B (1,2) j(1,1)−1 · · · B (1,2) 1 · B (1,2) 0 · x1 j(1,1) − B (1,2) j(1,1)+r2−1 · · · B (1,2) 1 · B (1,2) 0 · x1 j(1,1)+r2 , i.e., xj(1,1) − xj(1,1)+r2 = B (1,2) j(1,1)−1 · · · B (1,2) 1 · B (1,2) 0 · x1 j(1,1) − B (1,2) j(1,1)+r2−1 · · · B (1,2) 1 · B (1,2) 0 · x1 j(1,1)+r2 . (4.81) If (4.58) is valid, then (4.81) takes the form xj(1,1) − xj(1,1)+r2 = I · · · I · I · x1 j(1,1) − I · · · I · I · x1 j(1,1)+r2 ≥ ϑ2 2 . (4.82) If (4.58) is not valid, then we have xj(1,1) − xj(1,1)+r2 = I · · · I · I · x1 j(1,1) − M2 l2 · · · M2 2 · M2 1 · x1 j(1,1)+r2 > ζ 2 ≥ ϑ2 2 . (4.83) Indeed, it suffices to consider (4.48), (4.51), (4.52), and the inequality (see also (4.56)) u − x1 j(1,1)+r2 ≤ u − x1 j(1,1) + x1 j(1,1) − x1 j(1,1)+r2 < ϑ2 2 + ϑ2 2 = ϑ2. Again, one can express xj(2,1) − xj(2,1)+r2−r1 = Bj(2,1)−1 · · · B1 · B0 · u − Bj(2,1)+r2−r1−1 · · · B1 · B0 · u = B (2,2) j(2,1)−1 · · · B (2,2) 1 · B (2,2) 0 · ˜B (1,2) j(2,1)−1 · · · ˜B (1,2) 1 · ˜B (1,2) 0 · u − B (2,2) j(2,1)+r2−r1−1 · · · B (2,2) 0 · ˜B (1,2) j(2,1)+r2−r1−1 · · · ˜B (1,2) 0 · u = B (2,2) j(2,1)−1 · · · B (2,2) 1 · B (2,2) 0 · x (1,2) j(2,1) − B (2,2) j(2,1)+r2−r1−1 · · · B (2,2) 1 · B (2,2) 0 · x (1,2) j(2,1)+r2−r1 , 4.4 Systems with non-almost periodic solutions 113 i.e., xj(2,1) − xj(2,1)+r2−r1 = B (2,2) j(2,1)−1 · · · B (2,2) 1 · B (2,2) 0 · x (1,2) j(2,1) − B (2,2) j(2,1)+r2−r1−1 · · · B (2,2) 1 · B (2,2) 0 · x (1,2) j(2,1)+r2−r1 . (4.84) If (4.61) is valid, then (4.84) gives xj(2,1) − xj(2,1)+r2−r1 = I · · · I · I · x (1,2) j(2,1) − I · · · I · I · x (1,2) j(2,1)+r2−r1 ≥ ϑ2 2 . (4.85) If (4.61) is not valid, then (4.84) gives xj(2,1) − xj(2,1)+r2−r1 = I · · · I · I · x (1,2) j(2,1) − M2 l2 · · · M2 2 · M2 1 · x (1,2) j(2,1)+r2−r1 > ζ 2 ≥ ϑ2 2 , (4.86) where (4.48), (4.51), (4.52), (4.59), and (4.61) are used. Finally (see (4.82), (4.83), (4.85), and (4.86)), from the second step of the construction, we have xj(1,1) − xj(1,1)+r2 ≥ ϑ2 2 , xj(2,1) − xj(2,1)+r2−r1 ≥ ϑ2 2 . (4.87) Analogously as (4.80) and (4.87) (consider again (4.48), (4.51), (4.52) and the construction with (4.64), (4.68), (4.69), (4.71), . . . , (4.72), (4.74)), one can obtain xj(1,n−1) − xj(1,n−1)+rn ≥ ϑn 2 , xj(2,n−1) − xj(2,n−1)+rn−r1 ≥ ϑn 2 , ... xj(n,n−1) − xj(n,n−1)+rn−rn−1 ≥ ϑn 2 for all n ∈ N. Considering Lemma 4.30, we can assume that (see (4.50) and (4.51)) sup j∈N Kj < ∞, i.e., ϑ := inf j∈N ϑj > 0. (4.88) Thus, for all n ∈ N, we obtain xj(1,n−1) − xj(1,n−1)+rn ≥ ϑ 2 , xj(2,n−1) − xj(2,n−1)+rn−r1 ≥ ϑ 2 , ... 4.4 Systems with non-almost periodic solutions 114 xj(n,n−1) − xj(n,n−1)+rn−rn−1 ≥ ϑ 2 . Especially, for all i = j, i, j ∈ N, there exists l ∈ Z such that xl+li − xl+lj ≥ ϑ 2 . This contradiction (consider (4.77) for 2ξ ≤ ϑ) proves that {xk} is not almost periodic. Remark 4.32. It is easy to see that the statement of Theorem 4.31 does not change if one replaces system {Ak} ∈ LP(X) by a periodic one. Indeed, it follows directly from Definition 1.17. Remark 4.33. To illustrate Theorem 4.31, let us consider an arbitrary periodic system {Mk} in the complex case (i.e., for F = C with the usual absolute value). It means that we have a system xk+1 = Mk · xk, k ∈ Z, where Mk = Mk+p, k ∈ Z, for a positive integer p and arbitrarily given non-singular complex matrices M0, . . . , Mp−1. We know that a solution of {Mk} is almost periodic if and only if it is bounded (see Corollary 2.22). The fundamental matrix Φ(k, 0) of {Mk} satisfying Φ(0, 0) = I is given by Φ(lp + i, 0) = Mi−1 · · · M1 · M0 · (Mp−1 · · · M1 · M0)l , l ∈ N ∪ {0}, i ∈ {1, . . . , p}. Thus, to describe the structure of almost periodic solutions, it suffices to consider the multiples (Mp−1 · · · M1 · M0)l and, in fact, the constant system xk+1 = Mp−1 · · · M1 · M0 · xk, k ∈ Z. For any constant system given by a non-singular complex matrix M, one can easily find a commutative matrix group X containing M and having property P with respect to a vector (e.g., one can consider the group generated by matrices cM for all complex numbers c = sin l + i cos l, l ∈ Z). Applying Theorem 4.31, we know that, in any neighbourhood of the considered system, there exists a limit periodic system whose coefficient matrices are from the group and whose fundamental matrix is not almost periodic. In addition, such a limit periodic system can be found for any commutative group X which contains M and which has property P with respect to at least one vector. Remark 4.34. We repeat that the basic motivation comes from the previous section, where non-asymptotically almost periodic solutions of limit periodic systems are considered. Of course, systems with coefficient matrices from bounded groups are analysed in Section 4.3. For general groups, it is not possible to prove the main results of Section 4.3. It suffices to consider the constant system given by matrix I/2 in the complex case. Any solution {xk}k∈Z of this system has the property that || xl+1 || = || xl || 2 , l ∈ N. 4.4 Systems with non-almost periodic solutions 115 Thus, there exists a neighbourhood of the system such that, for any solution {yk}k∈Z of an almost periodic system from the neighbourhood, we obtain limk→∞ || yk || = 0, which gives the asymptotic almost periodicity of {yk} (see Remark 1.16). At the same time, in Section 4.3, there is required that the studied matrix group has property P. Since the group X has property P only with respect to one vector in the statement of Theorem 4.31, we can apply this theorem for groups of matrices in the following form      X 0 · · · 0 0 1 · · · 0 ... ... ... ... 0 0 · · · 1      , where X is taken from a commutative matrix group having property P with respect to a concrete vector. In this sense, Theorem 4.31 generalizes Theorem 4.16 as well. The construction from the proof of Theorem 4.31 can be applied for the Cauchy (initial) problem. Especially, we immediately obtain the following result. Theorem 4.35. Let a non-zero vector u ∈ Fm be given. Let X have the property that there exist ζ > 0 and K > 0 such that, for all δ > 0, one can find matrices M1, . . . , Ml ∈ X satisfying Mi ∈ Oδ (I), i ∈ {1, . . . , l}, Ml · · · M1 · u − u > ζ, Ml · · · M1 < K. (4.89) For any {Ak} ∈ LP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) ∩ LP(X) for which the solution of xk+1 = Bk · xk, k ∈ Z, x0 = u is not almost periodic. Proof. The theorem follows from the proof of Theorem 4.31, where (4.88) is satisfied (i.e., the case, which is covered by Lemma 4.30, does not happen). Remark 4.36. We point out that, in a certain sense, Theorem 4.35 has been improved in [41]. Similarly to Theorem 4.23 which is the almost periodic version of Theorem 4.16, we formulate the below given Theorem 4.39 as the almost periodic version of Theorem 4.31. We need the next two lemmas. Lemma 4.37. Let {Ak} ∈ AP(X) and ε > 0 be arbitrarily given. Let {δn}n∈N ⊂ R be a decreasing sequence satisfying (4.27) and let {Bn k }k∈Z ⊂ X be periodic sequences for n ∈ N such that (4.28) and (4.29) are valid. Then, {Bk} ∈ AP(X) if Bk := Ak · B1 k · B2 k · · · Bn k · · · , k ∈ Z. In addition, {Bk} ∈ Oσ ε ({Ak}) if (4.30) is fulfilled. 4.4 Systems with non-almost periodic solutions 116 Proof. The lemma can be proved analogously as Lemma 4.29. In the proof of Lemma 4.29, it suffices to put Cn k = Ak for all k ∈ Z, n ∈ N, to use Theorem 1.7, and to consider the almost periodicity of {Cn k · B1 k · B2 k · · · Bn k }k∈Z ⊂ X which follows from Theorems 1.3, 1.14, and 1.22 and from Lemma 4.11. Using the same way which is applied in the proof of Lemma 4.30, we can prove its almost periodic counterpart. Indeed, we do not use the limit periodicity of {Ak} in the proof (consider also Lemma 4.37). Lemma 4.38. If for any δ > 0 and K > 0, there exist matrices M1, . . . , Ml ∈ X such that (4.34) is valid, then, for any {Ak} ∈ AP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) whose fundamental matrix is not almost periodic. Theorem 4.39. Let X have property P with respect to a vector. For any {Ak} ∈ AP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) whose fundamental matrix is not almost periodic. Proof. The theorem can be proved using the same construction as Theorem 4.31. It suffices to replace Lemma 4.29 by Lemma 4.37 and Lemma 4.30 by Lemma 4.38. Analogously, we get the following result as well. Theorem 4.40. Let a non-zero vector u ∈ Fm be given. Let X have the property that there exist ζ > 0 and K > 0 such that, for all δ > 0, one can find matrices M1, . . . , Ml ∈ X satisfying (4.89). For any {Ak} ∈ AP(X) and ε > 0, there exists a system {Bk} ∈ Oσ ε ({Ak}) for which the solution of xk+1 = Bk · xk, k ∈ Z, x0 = u is not almost periodic. Remark 4.41. We add that Theorems 4.39 and 4.40 do not follow from Theorems 4.31 and 4.35. Consider Theorem 1.21. At the end, we remark that all main results presented in this chapter remain true if one replaces k ∈ Z by k ∈ N; and we repeat that the main results of Chapter 2 are not covered by results about almost periodic systems presented in this chapter. Chapter 5 Almost periodic and limit periodic functions in pseudometric spaces This chapter is analogous to Chapter 1, where almost periodic and limit periodic sequences are considered. Here we consider almost periodic and limit periodic functions. Our aim is to mention basic properties of considered functions and to show a way one can generate functions with several prescribed properties. Since our process can be used for generalizations of classical (complex valued) almost periodic (and limit periodic) functions, we introduce the almost and limit periodicity in pseudometric spaces and we present our method for functions with values in a pseudometric space X as in Chapter 1. We point out that we obtain the most important case if X is a Banach space, and that the theory of almost periodic functions of the real variable with values in a Banach space, given by S. Bochner in [22], is in its essential lines similar to the theory of classical almost periodic functions which is due to H. Bohr in [27, 28]. We introduce almost periodic and limit periodic functions in pseudometric spaces using a trivial extension of the Bohr concept, where the modulus is replaced by the distance. In the classical case, we refer to the monographs [18, 72, 128]; for functions with values in Banach spaces, to [7, 46, 117]; for other extensions, to [9, 12, 19, 20, 31, 77, 84, 99, 181]; for modifications, to [46, 85] and references cited therein; for applications, to [32, 47, 160, 164]. Necessary and sufficient conditions for a continuous function with values in a Banach space to be almost periodic may be no longer valid for continuous functions in general metric spaces. For the approximation condition, it is seen that the completeness of the space of values is necessary and H. Tornehave (in [177]) also required the local connection by arcs of the space of values. In the Bochner condition, it suffices to replace the convergence by the Cauchy condition. Since we need the Bochner concept as well, we recall that the Bochner condition means that any sequence of translates of a given continuous function has a subsequence which converges uniformly on the domain of the function. The fact, that this condition is equivalent with the Bohr definition of almost periodicity in Banach spaces, was proved by S. Bochner in [22]. We begin with the used notation in Section 5.1. The above mentioned Bohr definition and Bochner condition are formulated in Section 5.2 (with some basic properties of considered functions). In Section 5.2, processes from [46] are generalized. Analogously, the 117 5.1 Preliminaries 118 theory of almost periodic functions of real variable with fuzzy real numbers as values is developed in [13] (see also [157]). In Section 5.3, we mention the way one can construct almost periodic functions with prescribed properties in a pseudometric space. We present it in Theorems 5.20, 5.22, and 5.24 below. Note that it is possible to obtain many modifications and generalizations of our method. A special construction of almost periodic functions with given properties is published (and applied) in [101] as well. 5.1 Preliminaries Let X be an arbitrary pseudometric space with a pseudometric . Symbol Oε(x) denotes the ε-neighbourhood of x in X for arbitrary ε > 0, x ∈ X. The set of all non-negative real numbers is denoted by R+ 0 . 5.2 Generalizations of pure periodicity As in the first chapter, we define the notion of almost and limit periodicity in pseudometric spaces. 5.2.1 Almost periodic functions At first, we introduce the almost periodicity in X. Observe that we are not able to distinguish between x ∈ X and y ∈ X if (x, y) = 0. Definition 5.1. A continuous function ψ : R → X is almost periodic if for any ε > 0, there exists a number p (ε) > 0 with the property that any interval of length p (ε) of the real line contains at least one point s such that (ψ(t + s), ψ(t)) < ε, t ∈ R. The number s is called an ε-translation number and the set of all ε-translation numbers of ψ is denoted by T(ψ, ε). Remark 5.2. It is possible to introduce almost periodic functions defined on various sets. For almost periodic functions defined on the torus (on the annuloid), see [136, 154]; on a tube, see [68]; on a circle, see [30]. If X is a Banach space, then a continuous function ψ is almost periodic if and only if any set of translates of ψ has a subsequence, uniformly convergent on R in the sense of the norm. See, e.g., [46, Theorem 6.6]. Evidently, this result cannot be longer valid if the space of values is not complete. Nevertheless, we prove the below given Theorem 5.5, where the convergence is replaced by the Cauchy condition. Before proving this result, we mention two simple lemmas. Their proofs are easily obtained by modifying the proofs of [46, Theorem 6.2] and [46, Theorem 6.5]. 5.2 Generalizations of pure periodicity 119 Lemma 5.3. An almost periodic function with values in X is uniformly continuous on the real line. Proof. Let an almost periodic function ψ : R → X be given and let p = p (ε/3), where ε > 0 is arbitrary, be from Definition 5.1. Since ψ is uniformly continuous on the interval I := [−1, 1 + p], there exists δ = δ(ε) ∈ (0, 1) such that (ψ(t1), ψ(t2)) < ε 3 , t1, t2 ∈ I, | t1 − t2 | < δ. Let t1, t2 ∈ R satisfying | t1 − t2 | < δ be arbitrary and s = s(t1, δ) ∈ [−t1, −t1 + p] be an (ε/3)-translation number of ψ. Evidently, t1 + s ∈ I, t2 + s ∈ I. Finally, we have (ψ(t1), ψ(t2)) ≤ (ψ(t1), ψ(t1 + s)) + (ψ(t1 + s), ψ(t2 + s)) + (ψ(t2 + s), ψ(t2)) < ε 3 + ε 3 + ε 3 = ε, which terminates the proof. Lemma 5.4. The set of all values of an almost periodic function ψ : R → X is totally bounded in X. Proof. Let p = p (ε/2) be from Definition 5.1 for arbitrarily given ε > 0. Obviously, the set of all values of ψ on [0, p] is a subset of a finite number of neighbourhoods of radius ε/2. Let us denote by x1, x2, . . . , xq the centres of these neighbourhoods which cover the set {ψ(t); t ∈ [0, p]}. For an arbitrary t ∈ R, we take an (ε/2)-translation number s = s(t) ∈ [−t, −t + p] of ψ. Thus, t + s ∈ [0, p]. Let x(t) ∈ {x1, x2, . . . , xq} be the centre of the neighbourhood of radius ε/2 which contains ψ(t + s). We obtain (x(t), ψ(t)) ≤ (x(t), ψ(t + s)) + (ψ(t + s), ψ(t)) < ε 2 + ε 2 = ε. It shows that, for any ε > 0, the set of all values of ψ is covered by a finite number of neighbourhoods of radius ε. Theorem 5.5. Let ψ : R → X be a continuous function. Then, ψ is almost periodic if and only if, from any sequence of the form {ψ(t + sn)}n∈N, where sn are real numbers, one can extract a subsequence {ψ (t + rn)}n∈N satisfying the Cauchy uniform convergence condition on R, i.e., for any ε > 0, there exists l(ε) ∈ N with the property that (ψ(t + ri), ψ(t + rj)) < ε, t ∈ R, for all i, j > l(ε), i, j ∈ N. Proof. We prove the sufficiency of the condition using a simple extension of the argument used in the proof of [46, Theorem 1.10]. Suppose, on contrary, that ψ is not almost periodic. Then, there exists a number ε > 0 such that, for any p ∈ N, one can find an interval of length p which does not contain any ε-translation number of ψ. Consider an arbitrary number l1 ∈ N and an interval (a1, b1) ⊆ R of the length greater than 2(l1 + 1) which contains no ε-translation number of ψ. We choose l2 ∈ Z such that l2 − l1 ∈ (a1, b1). Thus, l2 − l1 is not an ε-translation number of ψ. Next, there exists an interval (a2, b2) ⊆ R of 5.2 Generalizations of pure periodicity 120 the length greater than 2(l1 +l2 +1) such that there exists no ε-translation number of ψ in (a2, b2). We can also find l3 ∈ Z for which l3 − l1, l3 − l2 ∈ (a2, b2) and, hence, l3 − l1, l3 − l2 cannot be ε-translation numbers of ψ. Proceeding in a similar way, we get a sequence {ln}n∈N satisfying that none of the numbers ln1 − ln2 , where n1 = n2 (n1, n2 ∈ N), is an ε-translation number of ψ. Therefore, we obtain (ψ(t + ln1 − ln2 ), ψ(t)) ≥ ε for all n1 = n2 (n1, n2 ∈ N) and at least one t ∈ R. This contradiction proves that ψ is almost periodic. To prove the converse implication, we assume that ψ is an almost periodic function. We apply the well-known method of the diagonal extraction and modify the proof of [46, Theorem 6.6]. Let {tn; n ∈ N} be a dense subset of R and {sn}n∈N ⊂ R be an arbitrarily given sequence. From the sequence {ψ(t1 + sn)}n∈N, using Lemma 5.4, we choose a subsequence {ψ(t1 + r1 n)}n∈N such that, for any ε > 0, there exists l1(ε) ∈ N with the property that ψ t1 + r1 i ), ψ(t1 + r1 j < ε, i, j > l1(ε), i, j ∈ N. Such a subsequence exists, because infinitely many values ψ(t1 +sn) is in a neighbourhood of radius 2−i for all i ∈ N (consider the method of the diagonal extraction). Analogously, from the sequence {ψ(t2 + r1 n)}n∈N, we get {ψ(t2 + r2 n)}n∈N such that, for any ε > 0, there exists l2(ε) ∈ N for which ψ(t2 + r2 i ), ψ(t2 + r2 j ) < ε, i, j > l2(ε), i, j ∈ N. We proceed further in the same way. We obtain {rk n} ⊆ · · · ⊆ {r1 n}, k ∈ N. Let ε > 0 be arbitrarily given, p = p (ε/5) be from Definition 5.1, δ = δ (ε/5) correspond to ε/5 from the definition of the uniform continuity of ψ (see Lemma 5.3) and let a finite set {t1, . . . , tj} ⊂ {tn; n ∈ N} satisfy min i∈{1,...,j} | ti − t | < δ, t ∈ [0, p]. Obviously, there exists l ∈ N such that, for all integers n1, n2 > l, it holds ψ(ti + rn1 n1 ), ψ(ti + rn2 n2 ) < ε 5 , i ∈ {1, . . . , j}. Let t ∈ R be given, s = s(t) ∈ [−t, −t + p] be an (ε/5)-translation number of ψ, and ti = ti(s) ∈ {t1, . . . , tj} be such that | t + s − ti | < δ. Finally, we have ψ(t + rn1 n1 ), ψ(t + rn2 n2 ) ≤ ψ(t + rn1 n1 ), ψ(t + rn1 n1 + s) + ψ(t + rn1 n1 + s), ψ(ti + rn1 n1 ) + ψ(ti + rn1 n1 ), ψ(ti + rn2 n2 ) + ψ(ti + rn2 n2 ), ψ(t + rn2 n2 + s) + ψ(t + rn2 n2 + s), ψ(t + rn2 n2 ) . Thus, we obtain ψ(t + rn1 n1 ), ψ(t + rn2 n2 ) < ε 5 + ε 5 + ε 5 + ε 5 + ε 5 = ε (5.1) for all t ∈ R, n1, n2 > l, n1, n2 ∈ N. Evidently, (5.1) completes the proof of the theorem if we put rn := rn n, n ∈ N. 5.2 Generalizations of pure periodicity 121 Remark 5.6. Using a combination of the methods used in the proofs of Theorems 1.3 and 5.5, it is possible to prove that, for a continuous function f : G → X with G an abelian topological group and X a complete metric space, the definitions of almost periodicity in the sense of Bohr and Bochner are equivalent. For other generalizations, see [14]; for other equivalent definitions (e.g., the von Neumann and the Maak definition) of almost periodicity, see [117, 128]. We add that, for the first time, almost periodic functions on groups with values in Banach spaces were studied by S. Bochner and J. von Neumann in [24, 25]. In the recent years, many researchers study the concept of almost periodicity on time scales and analyse solutions of almost periodic (linear) dynamic equations. We refer at least to papers [86, 119, 120, 121, 127, 180, 185]. Analogously as for complex valued almost periodic functions or almost periodic sequences in Chapter 1, one can prove many properties of almost periodic functions with values in pseudometric spaces. Theorem 5.7. Let X1, X2 be pseudometric spaces and Φ : X1 → X2 be a uniformly continuous map. If ψ : R → X1 is almost periodic, then Φ ◦ ψ is almost periodic as well. Proof. We can proceed similarly as in the proof of Theorem 1.6. If δ(ε) > 0 is the number corresponding to arbitrary ε > 0 from the definition of the uniform continuity of Φ, then it is valid T (ψ, δ(ε)) ⊆ T (Φ ◦ ψ, ε) which proves the theorem. Theorem 5.8. The limit of a uniformly convergent sequence of almost periodic functions is almost periodic. Proof. It is possible to prove the theorem using the process from the proof of [46, Theorem 6.4]. Directly from Theorem 5.5, we obtain the following corollaries. Corollary 5.9. Let X be a Banach space. The sum of two almost periodic functions with values in X is an almost periodic function. Corollary 5.10. If X1, . . . , Xn are pseudometric spaces and ψ1, . . . , ψn are arbitrary almost periodic functions with values in X1, . . . , Xn, respectively, then the function ψ, with values in X1 × · · · × Xn given by ψ := (ψ1, . . . , ψn), is almost periodic. We add that one can use Corollary 5.10 to obtain simple modifications of the below presented method of constructions of almost periodic functions. Moreover, from Corollary 5.10, we get: Corollary 5.11. The set T(ψ1, ε) ∩ T(ψ2, ε) ∩ · · · ∩ T(ψn, ε) is relatively dense in R for arbitrary almost periodic functions ψ1, ψ2, . . . , ψn and any ε > 0. 5.2 Generalizations of pure periodicity 122 Remark 5.12. For the first time, Corollary 5.11 was proved for almost periodic functions with values in an arbitrary metric space in [153]. To conclude this subsection, we establish theorems which show how almost periodic functions can be characterized by almost periodic sequences. Theorem 5.13. A uniformly continuous function ψ : R → X is almost periodic if and only if there exists a sequence of positive numbers rn, n ∈ N, satisfying rn → 0 as n → ∞, such that the sequence {ψ(rnk)}k∈Z is almost periodic for all n ∈ N. Proof. One can prove the theorem using a corresponding extension of the proof of [46, Theorem 1.29]. Theorem 5.14. Let X be a Banach space. A necessary and sufficient condition for a sequence {ϕk}k∈Z ⊆ X to be almost periodic is the existence of an almost periodic function ψ : R → X for which ψ(k) = ϕk, k ∈ Z. Proof. The sufficiency of the condition follows directly from Theorems 1.3 and 5.5. Conversely, assume that an almost periodic sequence {ϕk}k∈Z is given. We define ψ(t) := ϕk + (t − k)(ϕk+1 − ϕk), k ≤ t < k + 1, k ∈ Z. (5.2) Evidently, ψ : R → X is continuous and ψ(k) = ϕk, k ∈ Z. The almost periodicity of ψ follows from T {ϕk} , ε 3 ⊆ T(ψ, ε) which can be proved using (5.2). Remark 5.15. Many known theorems show how almost periodic functions can be characterized by almost periodic sequences. Such theorems are used to study almost periodic solutions of differential equations as well. General examples of differential equations, for which a solution x(t) defined for t ∈ R is almost periodic if and only if {x(k)}k∈Z is an almost periodic sequence, are mentioned in [4, 133, 144]. 5.2.2 Limit periodic functions Now we briefly recall the concept of limit periodicity for continuous functions with ranges in X. Definition 5.16. A function f : R → X is called limit periodic if f(x) = limn→∞ fn(x) uniformly for x ∈ R, where all fn : R → X are periodic continuous functions. Remark 5.17. As in the discrete case (cf. Remark 1.18), the periods of functions fn in Definition 5.16 do not need to be the same for considered n. Theorem 5.18. Any limit periodic function is almost periodic. Proof. It suffices to consider Theorem 5.8 and the above definitions. Theorem 5.19. There exist almost periodic functions f : R → C (with respect to the usual metric) which are not limit periodic. Proof. The theorem follows from the characterization of limit periodic functions using the Fourier expansion, which can be found in [18] (see also [47, p. 129]). 5.3 Constructions of almost periodic functions 123 5.3 Constructions of almost periodic functions Now we present the way one can generate almost periodic functions with given pro- perties. Theorem 5.20. For arbitrary a > 0, any continuous function ψ : R → X such that ψ(t) ∈ Oa (ψ(t − 1)) , t ∈ (1, 2], ψ(t) ∈ Oa (ψ(t + 2)) , t ∈ (−2, 0], ψ(t) ∈ Oa/2 (ψ(t − 4)) , t ∈ (2, 6], ψ(t) ∈ Oa/2 (ψ(t + 8)) , t ∈ (−10, −2], ψ(t) ∈ Oa/4 ψ(t − 24 ) , t ∈ (2 + 22 , 2 + 22 + 24 ], ψ(t) ∈ Oa/4 ψ(t + 25 ) , t ∈ (−25 − 23 − 2, −23 − 2], ... ψ(t) ∈ Oa 2−n ψ(t − 22n ) , t ∈ (2 + 22 + · · · + 22n−2 , 2 + 22 + · · · + 22n−2 + 22n ], ψ(t) ∈ Oa 2−n ψ(t + 22n+1 ) , t ∈ (−22n+1 − · · · − 23 − 2, −22n−1 − · · · − 23 − 2], ... is almost periodic. Proof. Let ε > 0 be arbitrary and k = k(ε) ∈ N be such that 2k > 8a/ε. It suffices to prove that l 22k is an ε-translation number of ψ for any integer l. First we define ϕ(t) := ψ(t), t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ]. We see that ψ(t) ∈ Oε/8 ϕ(t − 22k ) , t ∈ [2 + 22 + · · · + 22k−2 , 2 + 22 + · · · + 22k ], ψ(t) ∈ Oε/8 ψ(t + 22k+1 ) , t ∈ [−22k+1 − · · · − 23 − 2, −22k−1 − · · · − 23 − 2], ψ(t) ∈ Oε/16 ψ(t − 22k+2 ) , t ∈ [2 + 22 + · · · + 22k , 2 + 22 + · · · + 22k+2 ], ψ(t) ∈ Oε/16 ψ(t + 22k+3 ) , t ∈ [−22k+3 − · · · − 23 − 2, −22k+1 − · · · − 23 − 2], ... In a pseudometric space X, this observation implies ψ(t + 22k ) ∈ Oε/8 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ(t − 22k+1 ) ∈ Oε/8 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], 5.3 Constructions of almost periodic functions 124 ψ(t − 22k ) ∈ Oε/8+ε/8 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ(t + 22k+1 ) ∈ Oε/8+ε/16 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ(t + 3 22k ) ∈ Oε/8+ε/8+ε/16 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ(t + 22k+2 ) ∈ Oε/16 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ(t + 22k + 22k+2 ) ∈ Oε/8+ε/16 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ... Since ε 8 + ε 8 + ε 16 + ε 16 + ε 32 + ε 32 + · · · = ε 2 , we have ψ t + l 22k ∈ Oε/2 (ϕ(t)) , t ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], l ∈ Z. (5.3) We express any t ∈ R as the sum of numbers p(t) and q(t) for which p(t) ∈ [−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ] and q(t) = j22k for some j ∈ Z. Using (5.3), we obtain ψ(t), ψ(t + l 22k ) ≤ (ψ(p(t) + q(t)), ϕ(p(t))) + ϕ(p(t)), ψ(p(t) + (j + l) 22k ) < ε 2 + ε 2 = ε (5.4) for any t ∈ R and l ∈ Z which terminates the proof. Remark 5.21. Note that the range of a function ψ generating by Theorem 5.20 does not need to be complete (for a general pseudometric space). The process mentioned in the previous theorem is easily modifiable. We illustrate this fact by the following two theorems. Theorem 5.22. Let M > 0, x0 ∈ X, and j ∈ N be given. Let ϕ : [0, M] → X satisfy ϕ (0) = ϕ (M) = x0. If {rn}n∈N ⊂ R+ 0 has the property that ∞ n=1 rn < ∞, (5.5) then an arbitrary continuous function ψ : R → X, ψ|[0,M] ≡ ϕ for which ψ (t) = x0, t ∈ {iM, 2 ≤ i ≤ j + 1} ∪ {−i(j + 1)M, 1 ≤ i ≤ j} ∞ n=1 {((j + 1) + · · · + j(j + 1)2n−2 + i(j + 1)2n )M; 1 ≤ i ≤ j} ∞ n=1 {−((j + 1) + · · · + j(j + 1)2n−1 + i(j + 1)2n+1 )M; 1 ≤ i ≤ j} (5.6) 5.3 Constructions of almost periodic functions 125 and, at the same time, for which it is valid ψ(t) ∈ Or1 (ψ(t − M)) , t ∈ (M, 2M), ... ψ(t) ∈ Or1 (ψ(t − jM)) , t ∈ (jM, (j + 1)M) , ψ(t) ∈ Or2 (ψ(t + (j + 1)M)) , t ∈ (−(j + 1)M, 0) , ... ψ(t) ∈ Or2 (ψ(t + j(j + 1)M)) , t ∈ (−j(j + 1)M, −(j − 1)(j + 1)M) , ψ(t) ∈ Or3 ψ(t − (j + 1)2 M) , t ∈ (j + 1)M, ((j + 1) + (j + 1)2 )M , ... ψ(t) ∈ Or3 ψ(t − j(j + 1)2 M) , t ∈ ((j + 1) + (j − 1)(j + 1)2 )M, ((j + 1) + j(j + 1)2 )M , ... ψ(t) ∈ Or2n ψ(t + (j + 1)2n−1 M) , t ∈ − ((j + 1)2n−1 + j(j + 1)2n−3 + · · · + j(j + 1)3 + j(j + 1))M, − (j(j + 1)2n−3 + · · · + j(j + 1)3 + j(j + 1))M , ... ψ(t) ∈ Or2n ψ(t + j(j + 1)2n−1 M) , t ∈ − (j(j + 1)2n−1 + j(j + 1)2n−3 + · · · + j(j + 1)3 + j(j + 1))M, − ((j − 1)(j + 1)2n−1 + j(j + 1)2n−3 + · · · + j(j + 1)3 + j(j + 1))M , ψ(t) ∈ Or2n+1 ψ(t − (j + 1)2n M) , t ∈ ((j + 1) + j(j + 1)2 + · · · + j(j + 1)2n−2 )M, ((j + 1) + j(j + 1)2 + · · · + j(j + 1)2n−2 + (j + 1)2n )M , ... ψ(t) ∈ Or2n+1 ψ(t − j(j + 1)2n M) , t ∈ ((j + 1) + j(j + 1)2 + · · · + j(j + 1)2n−2 + (j − 1)(j + 1)2n )M, ((j + 1) + j(j + 1)2 + · · · + j(j + 1)2n−2 + j(j + 1)2n )M , ... is almost periodic. 5.3 Constructions of almost periodic functions 126 Proof. We prove this theorem analogously as Theorem 5.20. Let ε be a positive number and let an odd integer n(ε) ≥ 2 have the property that (see (5.5)) ∞ n=n(ε) rn < ε 2 . (5.7) We prove that l(j + 1)n(ε)−1 M is an ε-translation number of ψ for all l ∈ Z. Let l ∈ Z and t ∈ R be arbitrary. If we put s := l(j + 1)n(ε)−1 M, (5.8) then it suffices to show that the inequality (ψ(t), ψ(t + s)) < ε (5.9) holds; i.e., this inequality proves the theorem. We can write t as the sum of numbers t1 and t2, where t1 ≥ − j(j + 1)n(ε)−2 + · · · + j(j + 1)3 + j(j + 1) M, t1 ≤ j + 1 + j(j + 1)2 + · · · + j(j + 1)n(ε)−3 M (5.10) and t2 = i(j + 1)n(ε)−1 M for some i ∈ Z. (5.11) Now we have (see (5.10) and the proof of Theorem 5.20) (ψ(t), ψ(t + s)) ≤ (ψ(t1 + t2), ψ(t1)) + (ψ(t1), ψ(t1 + t2 + s)) < n(ε)+p−1 n=n(ε) rn + n(ε)+q−1 n=n(ε) rn. (5.12) Indeed, we can express (consider (5.8) and (5.11)) t2 = i1(j + 1)n(ε)−1 + i2(j + 1)n(ε) + · · · + ip(j + 1)n(ε)+p−1 (m + 1), t2 + s = l1(j + 1)n(ε)−1 + l2(j + 1)n(ε) + · · · + lq(j + 1)n(ε)+q−1 (m + 1), where i1, . . . , ip, l1, . . . , lq ⊆ {−j, . . . , 0, . . . , j} satisfy i1 ≥ 0, i2 ≤ 0, · · · (−1)p ip ≤ 0, l1 ≥ 0, l2 ≤ 0, · · · (−1)q lq ≤ 0. Evidently, (5.7) and (5.12) give (5.9). For j = 1, we get the most important case of Theorem 5.22. Corollary 5.23. Let M > 0 and x0 ∈ X be given and let ϕ : [0, M] → X be such that ϕ(0) = ϕ(M) = x0. If {εi}i∈N ⊂ R+ 0 satisfies ∞ i=1 εi < ∞, (5.13) 5.3 Constructions of almost periodic functions 127 then any continuous function ψ : R → X, ψ|[0,M] ≡ ϕ for which ψ (t) = x0, t ∈ {2M, −2M} ∪ {(2 + 22 + · · · + 22(i−1) + 22i )M; i ∈ N} ∪ {−(2 + 23 + · · · + 22i−1 + 22i+1 )M; i ∈ N} (5.14) and, at the same time, for which it is valid ψ(t) ∈ Oε1 (ψ(t − M)) , t ∈ (M, 2M), ψ(t) ∈ Oε2 (ψ(t + 2M)) , t ∈ (−2M, 0), ψ(t) ∈ Oε3 ψ(t − 22 M) , t ∈ (2M, (2 + 22 )M), ψ(t) ∈ Oε4 ψ(t + 23 M) , t ∈ (−(23 + 2)M, −2M), ψ(t) ∈ Oε5 ψ(t − 24 M) , t ∈ ((2 + 22 )M, (2 + 22 + 24 )M), ... ψ(t) ∈ Oε2i ψ(t + 22i−1 M) , t ∈ (−(22i−1 + · · · + 2)M, −(22i−3 + · · · + 2)M), ψ(t) ∈ Oε2i+1 ψ(t − 22i M) , t ∈ ((2 + 22 + · · · + 22i−2 )M, (2 + 22 + · · · + 22i )M), ... is almost periodic. Theorem 5.24. Let ϕ : (−r, r] → X, {rn}n∈N ⊂ R+ 0 , and {jn}n∈N ⊆ N be arbitrary such that ∞ n=1 rnjn < ∞ (5.15) holds. Let a function ψ : R → X satisfy ψ|(−r,r] ≡ ϕ and ψ(t) ∈ Or1 (ϕ(t − 2r)) , t ∈ (r, r + 2r] , ... ψ(t) ∈ Or1 (ϕ(t − 2r)) , t ∈ (r + (j1 − 1)2r, r + j12r] , ψ(t) ∈ Or1 (ϕ(t + 2r)) , t ∈ (−2r − r, −r] , ... ψ(t) ∈ Or1 (ϕ(t + 2r)) , t ∈ (−j12r − r, −(j1 − 1)2r − r] , ... ψ(t) ∈ Orn (ϕ(t − pn)) , t ∈ (p1 + · · · + pn−1, p1 + · · · + pn−1 + pn] , ... ψ(t) ∈ Orn (ϕ(t − pn)) , t ∈ (p1 + · · · + pn−1 + (jn − 1)pn, p1 + · · · + pn−1 + jnpn] , 5.3 Constructions of almost periodic functions 128 ψ(t) ∈ Orn (ϕ(t + pn)) , t ∈ (−pn − pn−1 − · · · − p1, −pn−1 − · · · − p1] , ... ψ(t) ∈ Orn (ϕ(t + pn)) , t ∈ (−jnpn − pn−1 − · · · − p1, −(jn − 1)pn − pn−1 − · · · − p1] , ... where p1 := r + j12r, p2 := 2(r + j12r), p3 := (2j2 + 1)p2, . . . pn := (2jn−1 + 1)pn−1, . . . If ψ is continuous on R, then it is almost periodic. Proof. It is not difficult to prove Theorem 5.24 analogously as Theorems 5.20 and 5.22. For given ε > 0, let an integer n(ε) ≥ 2 satisfy ∞ n=n(ε) rn jn < ε 4 . One can prove the inclusion {l pn(ε); l ∈ Z} ⊆ T(ψ, ε) (5.16) which guarantees the almost periodicity of ψ. Remark 5.25. From the proofs of Theorems 5.20, 5.22, 5.24 (see (5.4), (5.8) and (5.9), (5.16)), we get an important property of the set of all ε-translation numbers of the resulting function ψ. For any ε > 0, there exists non-zero c ∈ R for which {l c; l ∈ Z} ⊆ T(ψ, ε). Hence, applying the method from the above theorems, one cannot construct almost periodic functions without this property. Chapter 6 Solutions of almost periodic differential systems In this chapter, we analyse (non-)almost periodic solutions of almost periodic homogeneous linear differential systems. Sometimes this field is called the Favard theory which is based on the Favard contributions in [67] (see also [35, Theorem 1.2], [47, Chapter 5], [72, Theorem 6.3] or [145, Theorem 1]; for homogeneous case, see [44, 66]). In this context, sufficient conditions for the existence of almost periodic solutions are mentioned in [42, 54, 97] (for generalizations, see [48, 49, 69, 90, 95, 98, 105, 116, 118, 135, 159, 161]; for other extensions and supplements of the Favard theory, e.g., see [2, 34, 36, 37, 52, 53, 55, 96, 122, 166, 167]). Certain sufficient conditions, under which homogeneous systems that have non-trivial bounded solutions have also non-trivial almost periodic solutions, are given in [146]. It is a corollary of the Favard (and the Floquet) theory that any bounded solution of an almost periodic linear differential system is almost periodic if the matrix valued function, which determines the system, is periodic (see [72, Corollary 6.5]; for a generalization in the homogeneous case, see [89]). This result is no longer valid for systems with almost periodic coefficients. There exist systems for which all solutions are bounded, but none of them is almost periodic (see [102, 103, 145, 155]). Homogeneous systems have the zero solution which is almost periodic, but do not need to have other almost periodic solutions. Note that the existence of a homogeneous system, which has bounded solutions (separated from zero) and, at the same time, all systems from some neighbourhood of it do not have non-trivial almost periodic solutions, is proved in [171]. In this chapter, we consider the set of all almost periodic skew-Hermitian differential systems with the uniform topology of matrix functions on the real axis. In [170], there is proved that the systems, whose all solutions are almost periodic, form a dense subset of the set of all considered systems. We add that special cases of this result are proved in [113, 114]. Using the method for constructing almost periodic functions from Section 5.3, we prove that, in any neighbourhood of a skew-Hermitian system, there exists a system which does not possess an almost periodic solution other than the trivial one (not only with a fundamental matrix which is not almost periodic as in [172]). Then, we prove the corresponding result in the real case, i.e., for the skew-symmetric differential systems. 129 6.1 Preliminaries 130 We use recurrent methods for constructing almost periodic functions. For non-almost periodic solutions of homogeneous linear differential equations, we refer to [140] (and [141]), where a method of constructions of minimal cocycles, which one gets as solutions of recurrent homogeneous linear differential systems, is mentioned. Special constructions of almost periodic homogeneous linear differential systems with given properties can be found in [112, 123, 124, 125] as well. A method to construct fundamental matrices for almost periodic homogeneous linear systems is introduced in [150]. 6.1 Preliminaries Let m ∈ N be arbitrarily given. In this chapter, we use the following notations: Im(ϕ) for the range of a function ϕ, Mat(C, m) for the set of all m×m matrices with complex elements, Mat (R, m) for the set of all m×m matrices with real elements, U(m) ⊂ Mat(C, m) for the group of all unitary matrices of dimension m, SO(m) ⊂ Mat (R, m) for the group of all orthogonal matrices with determinant 1, so(m) ⊂ Mat (R, m) for the set of all skew-symmetric (i.e., antisymmetric) matrices, A∗ for the conjugate transpose of A ∈ Mat(C, m), I for the identity matrix, O for the zero matrix, and symbol i for the imaginary unit. We remark that the Lie algebra associated to the Lie group SO(m) consists of the skew-symmetric m × m matrices (i.e., this Lie algebra is so(m) and it is sometimes called the special orthogonal Lie algebra). 6.2 Skew-Hermitian systems without almost periodic solutions We consider systems of m homogeneous linear differential equations of the form x (t) = A(t) · x(t), t ∈ R, (6.1) where A is an almost periodic function with Im(A) ⊂ Mat(C, m) and with the property that A(t) + A∗ (t) = O for any t ∈ R, i.e., A : R → Mat(C, m) is an almost periodic function of skew-Hermitian matrices. Let S be the set of all systems (6.1). We identify the function A with the system (6.1) which is determined by A. Especially, we write A ∈ S and O ∈ S denotes the system (6.1) given by A(t) = O, t ∈ R. In the vector space Cm , we consider the absolute norm || · ||1 (one can also consider the Euclidean norm or the maximum norm). Let || · || be the corresponding matrix norm. Considering that any almost periodic function is bounded (see Lemma 5.4), the distance between two systems A, B ∈ S is defined by the norm of the matrix valued functions A, B, uniformly on R; i.e., we introduce the metric σ (A, B) := sup t∈R || A(t) − B(t) || , A, B ∈ S. (6.2) For ε > 0, symbol Oσ ε (A) stands for the ε-neighbourhood of A in S. 6.2 Skew-Hermitian systems without almost periodic solutions 131 Now we recall the notion of the frequency module and its rational hull which can be introduced for all almost periodic function with values in a Banach space. The frequency module F of an almost periodic function A : R → Mat(C, m) is the Z-module of the real numbers, generated by the numbers λ such that lim T→∞ 1 T T 0 e2πiλt A(t) dt = O. The rational hull of F is the set {λ/l; λ ∈ F, l ∈ Z}. For the frequency modules of almost periodic linear differential systems and their solutions, we refer to [72, Chapters 4 and 6], [145]. In [170], there is proved that, in any neighbourhood of a system (6.1) with frequency module F, there exists a system with a frequency module contained in the rational hull of F possessing all almost periodic solutions with frequencies belonging to the rational hull of F as well. From [174, Theorem 1] it follows that there exists a system (6.1) which cannot be approximated by the so-called reducible systems with frequency module F (there exists an open set of irreducible systems with a fixed frequency module; see [173] in the real case); i.e., a neighbourhood of a system (6.1) with frequency module F may not contain a system with almost periodic solutions and frequency module F. In this case, see also [62] and [175] for reducible constant systems and systems reducing to diagonal forms by a Lyapunov transformation with frequency module F, respectively. In addition, for all k ∈ N, it is proved in [172] that the systems with k-dimensional frequency basis of A, having solutions which are not almost periodic, form a subset of the second category of the space of all considered systems with k-dimensional frequency basis of A. Thus, it is known (see also [170, Corollary 1]) that the systems with k-dimensional frequency basis of A and with an almost periodic fundamental matrix form a dense set of the first category in the space of all systems (6.1) with k-dimensional frequency basis. In this context, we formulate and prove the following result that the systems having no non-trivial almost periodic solution form a dense subset of S. Theorem 6.1. For any A ∈ S and ε > 0, there exists B ∈ Oσ ε (A) which does not have an almost periodic solution other than the trivial one. Proof. Let A, C ∈ S and ε > 0 be arbitrary. Since the sum of skew-Hermitian matrices is also skew-Hermitian and since the sum of two almost periodic functions is almost periodic (see Corollary 5.9), we have that A + C ∈ S. Let XA(t), t ∈ R, and XC(t), t ∈ R, be the principal (i.e., XA(0) = XC(0) = I) fundamental matrix of A ∈ S and C ∈ S, respectively. If matrices C(t), XA(t) commute for all t ∈ R, then the matrix valued function XA(t) XC(t), t ∈ R, is the principal fundamental matrix of A+C ∈ S. Indeed, from XA(t) = A(t) XA(t), XC(t) = C(t) XC(t), t ∈ R, we obtain (XA(t) · XC(t)) = A(t) · XA(t) · XC(t) + XA(t) · C(t) · XC(t) = A(t) · XA(t) · XC(t) + C(t) · XA(t) · XC(t) = (A + C)(t) · XA(t) · XC(t), t ∈ R. 6.2 Skew-Hermitian systems without almost periodic solutions 132 This fact implies that it suffices to find C ∈ Oσ ε (O) for which all matrices C(t), t ∈ R, have the form diag (ia, . . . , ia), a ∈ R, and for which the vector valued function XA(t) XC(t) u, t ∈ R, is not almost periodic for any vector u ∈ Cm , || u ||1 = 1. We construct such an almost periodic function C using Theorem 5.20 for a = ε/4. First of all, we put C(t) ≡ O, t ∈ [0, 1]. Then, in the first step of our construction, we define C on (1, 2] arbitrarily so that it is constant on [1+1/4, 1+3/4] and || C(t) || < ε/4 for t from this interval, C(2) := C(1) = O, and it is linear between values O, C(3/2) on [1, 1 + 1/4] and [1 + 3/4, 2]. In the second step, we define continuous C satisfying || C(t) − C(t + 2) || < ε/4 for t ∈ [−2, 0) arbitrarily so that it is constant on [−2 + 1/16, −2 + 1 − 1/16], [−2 + 1 + 1/4 + 1/16, −2 + 1 + 3/4 − 1/16]; at the same time, we put C(−2) := C(0) = O, C(−1 + 1/4) := C(1 + 1/4) = C(3/2), C(−1) := C(1) = O, C(−1/4) := C(2 − 1/4) = C(3/2), and C(t) ≡ C(3/2)/2, t ∈ [−1 + 1/16, −1 + 1/4 − 1/16] ∪ [−1/4 + 1/16, −1/16], and we define C so that it is linear on [−2, −2 + 1/16], [−1 − 1/16, −1], [−1, −1 + 1/16], [−1 + 1/4 − 1/16, −1 + 1/4], [−1 + 1/4, −1 + 1/4 + 1/16], [−1/4 − 1/16, −1/4], [−1/4, −1/4 + 1/16], [−1/16, 0]. Analogously, in the third step, we get C on (2, 6] for which we can choose constant values on [4 − 2 + 1/16 + 8−1 /16, 4 − 2 + 1 − 1/16 − 8−1 /16], [4 − 2 + 1 + 1/4 + 1/16 + 8−1 /16, 4 − 2 + 1 + 3/4 − 1/16 − 8−1 /16], [4 − 1 + 1/16 + 8−1 /16, 4 − 1 + 1/4 − 1/16 − 8−1 /16], [4 − 1/4 + 1/16 + 8−1 /16, 4 − 1/16 − 8−1 /16], [4 + 8−1 /16, 4 + 1 − 8−1 /16], [4 + 1 + 1/4 + 8−1 /16, 4 + 1 + 3/4 − 8−1 /16] arbitrarily so that || C(t) − C(t − 4) || < ε/8, t ∈ (2, 6]; at the same time, we put C(4 − 2 + 1/16) := C(−2 + 1/16) = C(−3/2), C(4 − 2 + 1 − 1/16) := C(−1 − 1/16) = C(−3/2), C(4 − 1) := C(−1) = O, C(4 − 1 + 1/16) := C(−1 + 1/16) = C(3/2)/2, 6.2 Skew-Hermitian systems without almost periodic solutions 133 C(4 − 1 + 1/4 − 1/16) := C(−1 + 1/4 − 1/16) = C(3/2)/2, C(4 − 1 + 1/4) := C(−1 + 1/4) = C(3/2), C(4 − 2 + 1 + 1/4 + 1/16) := C(−2 + 1 + 1/4 + 1/16) = C(−1/2), C(4 − 2 + 1 + 3/4 − 1/16) := C(−2 + 1 + 3/4 − 1/16) = C(−1/2), C(4 − 1/4) := C(−1/4) = C(3/2), C(4 − 1/4 + 1/16) := C(−1/4 + 1/16) = C(3/2)/2, C(4 − 1/16) := C(−1/16) = C(3/2)/2, C(4) := C(0), C(4 + 1) := C(1), C(4 + 1 + 1/4) := C(1 + 1/4) = C(3/2), C(4 + 1 + 3/4) := C(1 + 3/4) = C(3/2), C(4 + 2) := C(2) = C(0) = O, C(t) ≡ C(−3/2)/2, t ∈ [4 − 2 + 8−1 /16, 4 − 2 + 1/16 − 8−1 /16] ∪ [4 − 1 − 1/16 + 8−1 /16, 4 − 1 − 8−1 /16], C(t) ≡ C(3/2)/4, t ∈ [4 − 1 + 8−1 /16, 4 − 1 + 1/16 − 8−1 /16] ∪ [4 − 1/16 + 8−1 /16, 4 − 8−1 /16], C(t) ≡ 3 C(3/2)/4, t ∈ [4 − 1 + 1/4 − 1/16 + 8−1 /16, 4 − 1 + 1/4 − 8−1 /16] ∪ [4 − 1/4 + 8−1 /16, 4 − 1/4 + 1/16 − 8−1 /16], C(t) ≡ (C(3/2) + C(−1/2))/2, t ∈ [4 − 1 + 1/4 + 8−1 /16, 4 − 1 + 1/4 + 1/16 − 8−1 /16] ∪ [4 − 1/4 − 1/16 + 8−1 /16, 4 − 1/4 − 8−1 /16], C(t) ≡ (8 C(4 + 1) + 1 C(4 + 1 + 1/4))/9, t ∈ [4 + 1 + 8−1 /16, 4 + 1 + 8−1 /16 · 3], C(t) ≡ (7 C(4 + 1) + 2 C(4 + 1 + 1/4))/9, t ∈ [4 + 1 + 8−1 /16 · 5, 4 + 1 + 8−1 /16 · 7], ... C(t) ≡ (1 C(4 + 1) + 8 C(4 + 1 + 1/4))/9, t ∈ [4 + 1 + 8−1 /16 · 29, 4 + 1 + 8−1 /16 · 31], C(t) ≡ (8 C(4 + 1 + 3/4) + 1 C(4 + 2))/9, t ∈ [4 + 1 + 3/4 + 8−1 /16, 4 + 1 + 3/4 + 8−1 /16 · 3], C(t) ≡ (7 C(4 + 1 + 3/4) + 2 C(4 + 2))/9, t ∈ [4 + 1 + 3/4 + 8−1 /16 · 5, 4 + 1 + 3/4 + 8−1 /16 · 7], ... C(t) ≡ (1 C(4 + 1 + 3/4) + 8 C(4 + 2))/9, t ∈ [4 + 1 + 3/4 + 8−1 /16 · 29, 4 + 1 + 3/4 + 8−1 /16 · 31], 6.2 Skew-Hermitian systems without almost periodic solutions 134 and we define continuous C so that it is linear on the rest of subintervals. If we denote a1 1 := 0, b1 1 := 0, c1 1 := 1, a1 2 := 1, b1 2 := 1 + 1/4, c1 2 := 1 + 3/4, a1 3 := 2 and (compare with the situation after the second step) a2 1 := −2, b2 1 := −2, c2 1 := −2, a2 2 := −2, b2 2 := −2 + 1/16, c2 2 := −1 − 1/16, a2 3 := −1, b2 3 := −1, c2 3 := −1, a2 4 := −1, b2 4 := −1 + 1/16, c2 4 := −1 + 1/4 − 1/16, a2 5 := −1 + 1/4, b2 5 := −1 + 1/4 + 1/16, c2 5 := −1 + 3/4 − 1/16, a2 6 := −1 + 3/4, b2 6 := −1 + 3/4 + 1/16, c2 6 := −1/16, we see that C does not need to be constant only on [a1 j − 2, a1 j − 2 + 4−2 ], [b1 2 − 2 − 4−2 , b1 2 − 2], [b1 j − 2, b1 j − 2 + 4−2 ], [c1 j − 2 − 4−2 , c1 j − 2], [c1 j − 2, c1 j − 2 + 4−2 ], [a1 j+1 − 2 − 4−2 , a1 j+1 − 2] for j ∈ {1, 2}, i.e., on [a2 j , b2 j ], j ∈ {1, . . . , 6}, [c2 j , a2 j+1], j ∈ {1, . . . , 5}, [c2 6, 0], and it has to be constant on each one of the intervals [a1 2 − 2 + 4−2 , b1 2 − 2 − 4−2 ], [c1 2 − 2 + 4−2 , a1 3 − 2 − 4−2 ], [b1 j − 2 + 4−2 , c1 j − 2 − 4−2 ], j ∈ {1, 2}, i.e., on [b2 j , c2 j ], j ∈ {1, . . . , 6}. It is also seen that a2 1 = d1 1, b2 1 = d1 2, c2 1 = d1 3, a2 2 = d1 4, · · · c2 6 = d1 18, where d1 1, d1 2, . . . , d1 18 is the non-decreasing sequence of all numbers a1 j − 2, b1 j − 2, c1 j − 2, min{a1 j − 2 + 4−2 , b1 j − 2}, max{a1 j − 2, b1 j − 2 − 4−2 }, min{c1 j − 2, b1 j − 2 + 4−2 }, max{c1 j − 2 − 4−2 , b1 j − 2}, min{c1 j − 2 + 4−2 , a1 j+1 − 2}, max{c1 j − 2, a1 j+1 − 2 − 4−2 } for j ∈ {1, 2}. We put a2 7 := 0. 6.2 Skew-Hermitian systems without almost periodic solutions 135 Let d2 1, d2 2, . . . , d2 168 be the non-decreasing sequence of all numbers b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, b1 1 + 4, c1 1 + 4, min{c1 1 + 4, b1 1 + 4 + 8−1 /16}, max{c1 1 + 4 − 8−1 /16, b1 1 + 4}, c1 2 + 4, min{c1 2 + 4, b1 2 + 4 + 8−1 /16}, max{c1 2 + 4 − 8−1 /16, b1 2 + 4}, a1 1 + (4k + 1)(b1 1 − a1 1)/32 + 4, a1 1 + (4k + 3)(b1 1 − a1 1)/32 + 4, a1 1 + (4k + 4)(b1 1 − a1 1)/32 + 4, k ∈ {0, 1, . . . , 7}, c1 1 + (4k + 1)(a1 2 − c1 1)/32 + 4, c1 1 + (4k + 3)(a1 2 − c1 1)/32 + 4, c1 1 + (4k + 4)(a1 2 − c1 1)/32 + 4, k ∈ {0, 1, . . . , 7}, a1 2 + (4k + 1)(b1 2 − a1 2)/32 + 4, a1 2 + (4k + 3)(b1 2 − a1 2)/32 + 4, a1 2 + (4k + 4)(b1 2 − a1 2)/32 + 4, k ∈ {0, 1, . . . , 7}, c1 2 + (4k + 1)(a1 3 − c1 2)/32 + 4, c1 2 + (4k + 3)(a1 3 − c1 2)/32 + 4, c1 2 + (4k + 4)(a1 3 − c1 2)/32 + 4, k ∈ {0, 1, . . . , 7}, and a2 j+1 + 4, b2 j + 4, c2 j + 4, min{a2 j + 4 + 8−1 /16, b2 j + 4}, max{a2 j + 4, b2 j + 4 − 8−1 /16}, min{c2 j + 4, b2 j + 4 + 8−1 /16}, max{c2 j + 4 − 8−1 /16, b2 j + 4}, min{c2 j + 4 + 8−1 /16, a2 j+1 + 4}, max{c2 j + 4, a2 j+1 + 4 − 8−1 /16} for j ∈ {1, . . . , 6}. We denote a3 1 := 2, b3 1 := d2 1, c3 1 := d2 2, a3 2 := d2 3, · · · a3 57 := d2 168. We remark that, in the sequences of dl j, l ∈ N, values are a number of time. In the fourth step, we define C so that C(t) − C(t + 23 ) < ε 23 , t ∈ [−23 − 2, −2). We consider the non-decreasing sequence d3 1, d3 2, . . . , d3 21·82 of a3 j − 23 , b3 j − 23 , c3 j − 23 , min{a3 j − 23 + 8−2 /16, b3 j − 23 }, max{a3 j − 23 , b3 j − 23 − 8−2 /16}, min{c3 j − 23 , b3 j − 23 + 8−2 /16}, max{c3 j − 23 − 8−2 /16, b3 j − 23 }, min{c3 j − 23 + 8−2 /16, a3 j+1 − 23 }, max{c3 j − 23 , a3 j+1 − 23 − 8−2 /16} for j ∈ {1, . . . , 7 · 8}, 144 numbers b1 1 − 23 , and c1 1 − 23 , min{c1 1 − 23 , b1 1 − 23 + 8−2 /16}, max{c1 1 − 23 − 8−2 /16, b1 1 − 23 }, 6.2 Skew-Hermitian systems without almost periodic solutions 136 c1 2 − 23 , min{c1 2 − 23 , b1 2 − 23 + 8−2 /16}, max{c1 2 − 23 − 8−2 /16, b1 2 − 23 }, min{a1 1 + (k − 1)(b1 1 − a1 1)/(8 · 4) − 23 + 8−2 /16, a1 1 + k(b1 1 − a1 1)/(8 · 4) − 23 }, max{a1 1 + (k − 1)(b1 1 − a1 1)/(8 · 4) − 23 , a1 1 + k(b1 1 − a1 1)/(8 · 4) − 23 − 8−2 /16}, a1 1 + k(b1 1 − a1 1)/(8 · 4) − 23 , k ∈ {1, . . . , 8 · 4}, min{c1 1 + (k − 1)(a1 2 − c1 1)/(8 · 4) − 23 + 8−2 /16, c1 1 + k(a1 2 − c1 1)/(8 · 4) − 23 }, max{c1 1 + (k − 1)(a1 2 − c1 1)/(8 · 4) − 23 , c1 1 + k(a1 2 − c1 1)/(8 · 4) − 23 − 8−2 /16}, c1 1 + k(a1 2 − c1 1)/(8 · 4) − 23 , k ∈ {1, . . . , 8 · 4}, min{a1 2 + (k − 1)(b1 2 − a1 2)/(8 · 4) − 23 + 8−2 /16, a1 2 + k(b1 2 − a1 2)/(8 · 4) − 23 }, max{a1 2 + (k − 1)(b1 2 − a1 2)/(8 · 4) − 23 , a1 2 + k(b1 2 − a1 2)/(8 · 4) − 23 − 8−2 /16}, a1 2 + k(b1 2 − a1 2)/(8 · 4) − 23 , k ∈ {1, . . . , 8 · 4}, min{c1 2 + (k − 1)(a1 3 − c1 2)/(8 · 4) − 23 + 8−2 /16, c1 2 + k(a1 3 − c1 2)/(8 · 4) − 23 }, max{c1 2 + (k − 1)(a1 3 − c1 2)/(8 · 4) − 23 , c1 2 + k(a1 3 − c1 2)/(8 · 4) − 23 − 8−2 /16}, c1 2 + k(a1 3 − c1 2)/(8 · 4) − 23 , k ∈ {1, . . . , 8 · 4}, c2 1 − 23 , min{c2 1 − 23 , b2 1 − 23 + 8−2 /16}, max{c2 1 − 23 − 8−2 /16, b2 1 − 23 }, c2 2 − 23 , min{c2 2 − 23 , b2 2 − 23 + 8−2 /16}, max{c2 2 − 23 − 8−2 /16, b2 2 − 23 }, c2 3 − 23 , min{c2 3 − 23 , b2 3 − 23 + 8−2 /16}, max{c2 3 − 23 − 8−2 /16, b2 3 − 23 }, c2 4 − 23 , min{c2 4 − 23 , b2 4 − 23 + 8−2 /16}, max{c2 4 − 23 − 8−2 /16, b2 4 − 23 }, c2 5 − 23 , min{c2 5 − 23 , b2 5 − 23 + 8−2 /16}, max{c2 5 − 23 − 8−2 /16, b2 5 − 23 }, c2 6 − 23 , min{c2 6 − 23 , b2 6 − 23 + 8−2 /16}, max{c2 6 − 23 − 8−2 /16, b2 6 − 23 }, min{a2 1 + (k − 1)(b2 1 − a2 1)/8 − 23 + 8−2 /16, a2 1 + k(b2 1 − a2 1)/8 − 23 }, max{a2 1 + (k − 1)(b2 1 − a2 1)/8 − 23 , a2 1 + k(b2 1 − a2 1)/8 − 23 − 8−2 /16}, a2 1 + k(b2 1 − a2 1)/8 − 23 , k ∈ {1, . . . , 8}, min{c2 1 + (k − 1)(a2 2 − c2 1)/8 − 23 + 8−2 /16, c2 1 + k(a2 2 − c2 1)/8 − 23 }, max{c2 1 + (k − 1)(a2 2 − c2 1)/8 − 23 , c2 1 + k(a2 2 − c2 1)/8 − 23 − 8−2 /16}, c2 1 + k(a2 2 − c2 1)/8 − 23 , k ∈ {1, . . . , 8}, ... min{a2 6 + (k − 1)(b2 6 − a2 6)/8 − 23 + 8−2 /16, a2 6 + k(b2 6 − a2 6)/8 − 23 }, max{a2 6 + (k − 1)(b2 6 − a2 6)/8 − 23 , a2 6 + k(b2 6 − a2 6)/8 − 23 − 8−2 /16}, a2 6 + k(b2 6 − a2 6)/8 − 23 , k ∈ {1, . . . , 8}, min{c2 6 + (k − 1)(a2 7 − c2 6)/8 − 23 + 8−2 /16, c2 6 + k(a2 7 − c2 6)/8 − 23 }, max{c2 6 + (k − 1)(a2 7 − c2 6)/8 − 23 , c2 6 + k(a2 7 − c2 6)/8 − 23 − 8−2 /16}, c2 6 + k(a2 7 − c2 6)/8 − 23 , k ∈ {1, . . . , 8}. 6.2 Skew-Hermitian systems without almost periodic solutions 137 We put a4 1 := d3 1, b4 1 := d3 2, c4 1 := d3 3, · · · c4 7·82 := d3 21·82 , a4 7·82+1 := −2. We recall that C can be increasing or decreasing only on [a4 j , b4 j ], [c4 j , a4 j+1], j ∈ {1, . . . , 7 · 82 }. We proceed further in the same way (as in the third and the fourth step). In the 2n-th step, we define continuous C so that C(t) − C(t + 22n−1 ) < ε 2n+1 , t ∈ [−22n−1 − · · · − 2, −22n−3 − · · · − 2). We get the non-decreasing sequence {d2n−1 l } from a2n−1 j − 22n−1 , b2n−1 j − 22n−1 , c2n−1 j − 22n−1 , min{a2n−1 j −22n−1 +82−2n /16, b2n−1 j −22n−1 }, max{a2n−1 j −22n−1 , b2n−1 j −22n−1 −82−2n /16}, min{c2n−1 j −22n−1 , b2n−1 j −22n−1 +82−2n /16}, max{c2n−1 j −22n−1 −82−2n /16, b2n−1 j −22n−1 }, min{c2n−1 j −22n−1 +82−2n /16, a2n−1 j+1 −22n−1 }, max{c2n−1 j −22n−1 , a2n−1 j+1 −22n−1 −82−2n /16} for j ∈ {1, . . . , 7 · 82n−3 }, from c1 1 − 22n−1 , min{c1 1 − 22n−1 , b1 1 − 22n−1 + 82−2n /16}, max{c1 1 − 22n−1 − 82−2n /16, b1 1 − 22n−1 }, c1 2 − 22n−1 , min{c1 2 − 22n−1 , b1 2 − 22n−1 + 82−2n /16}, max{c1 2 − 22n−1 − 82−2n /16, b1 2 − 22n−1 }, min{a1 1 + (k − 1)(b1 1 − a1 1)/(8 · 42n−3 ) − 22n−1 + 82−2n /16, a1 1 + k(b1 1 − a1 1)/(8 · 42n−3 ) − 22n−1 }, max{a1 1 +(k −1)(b1 1 −a1 1)/(8·42n−3 )−22n−1 , a1 1 +k(b1 1 −a1 1)/(8·42n−3 )−22n−1 −82−2n /16}, a1 1 + k(b1 1 − a1 1)/(8 · 42n−3 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−3 }, min{c1 1 + (k − 1)(a1 2 − c1 1)/(8 · 42n−3 ) − 22n−1 + 82−2n /16, c1 1 + k(a1 2 − c1 1)/(8 · 42n−3 ) − 22n−1 }, max{c1 1 + (k − 1)(a1 2 − c1 1)/(8 · 42n−3 ) − 22n−1 , c1 1 + k(a1 2 − c1 1)/(8 · 42n−3 ) − 22n−1 − 82−2n /16}, c1 1 + k(a1 2 − c1 1)/(8 · 42n−3 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−3 }, min{a1 2 + (k − 1)(b1 2 − a1 2)/(8 · 42n−3 ) − 22n−1 + 82−2n /16, a1 2 + k(b1 2 − a1 2)/(8 · 42n−3 ) − 22n−1 }, max{a1 2 +(k −1)(b1 2 −a1 2)/(8·42n−3 )−22n−1 , a1 2 +k(b1 2 −a1 2)/(8·42n−3 )−22n−1 −82−2n /16}, a1 2 + k(b1 2 − a1 2)/(8 · 42n−3 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−3 }, min{c1 2 + (k − 1)(a1 3 − c1 2)/(8 · 42n−3 ) − 22n−1 + 82−2n /16, c1 2 + k(a1 3 − c1 2)/(8 · 42n−3 ) − 22n−1 }, max{c1 2 + (k − 1)(a1 3 − c1 2)/(8 · 42n−3 ) − 22n−1 , c1 2 + k(a1 3 − c1 2)/(8 · 42n−3 ) − 22n−1 − 82−2n /16}, c1 2 + k(a1 3 − c1 2)/(8 · 42n−3 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−3 }, c2 1 − 22n−1 , min{c2 1 − 22n−1 , b2 1 − 22n−1 + 82−2n /16}, max{c2 1 − 22n−1 − 82−2n /16, b2 1 − 22n−1 }, ... 6.2 Skew-Hermitian systems without almost periodic solutions 138 c2 6 − 22n−1 , min{c2 6 − 22n−1 , b2 6 − 22n−1 + 82−2n /16}, max{c2 6 − 22n−1 − 82−2n /16, b2 6 − 22n−1 }, min{a2 1 + (k − 1)(b2 1 − a2 1)/(8 · 42n−4 ) − 22n−1 + 82−2n /16, a2 1 + k(b2 1 − a2 1)/(8 · 42n−4 ) − 22n−1 }, max{a2 1 +(k −1)(b2 1 −a2 1)/(8·42n−4 )−22n−1 , a2 1 +k(b2 1 −a2 1)/(8·42n−4 )−22n−1 −82−2n /16}, a2 1 + k(b2 1 − a2 1)/(8 · 42n−4 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−4 }, min{c2 1 + (k − 1)(a2 2 − c2 1)/(8 · 42n−4 ) − 22n−1 + 82−2n /16, c2 1 + k(a2 2 − c2 1)/(8 · 42n−4 ) − 22n−1 }, max{c2 1 + (k − 1)(a2 2 − c2 1)/(8 · 42n−4 ) − 22n−1 , c2 1 + k(a2 2 − c2 1)/(8 · 42n−4 ) − 22n−1 − 82−2n /16}, c2 1 + k(a2 2 − c2 1)/(8 · 42n−4 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−4 }, ... min{a2 6 + (k − 1)(b2 6 − a2 6)/(8 · 42n−4 ) − 22n−1 + 82−2n /16, a2 6 + k(b2 6 − a2 6)/(8 · 42n−4 ) − 22n−1 }, max{a2 6 +(k −1)(b2 6 −a2 6)/(8·42n−4 )−22n−1 , a2 6 +k(b2 6 −a2 6)/(8·42n−4 )−22n−1 −82−2n /16}, a2 6 + k(b2 6 − a2 6)/(8 · 42n−4 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−4 }, min{c2 6 + (k − 1)(a2 7 − c2 6)/(8 · 42n−4 ) − 22n−1 + 82−2n /16, c2 6 + k(a2 7 − c2 6)/(8 · 42n−4 ) − 22n−1 }, max{c2 6 + (k − 1)(a2 7 − c2 6)/(8 · 42n−4 ) − 22n−1 , c2 6 + k(a2 7 − c2 6)/(8 · 42n−4 ) − 22n−1 − 82−2n /16}, c2 6 + k(a2 7 − c2 6)/(8 · 42n−4 ) − 22n−1 , k ∈ {1, . . . , 8 · 42n−4 }, ... c2n−2 1 − 22n−1 , min{c2n−2 1 − 22n−1 , b2n−2 1 − 22n−1 + 82−2n /16}, max{c2n−2 1 − 22n−1 − 82−2n /16, b2n−2 1 − 22n−1 }, ... c2n−2 7·82n−4 − 22n−1 , min{c2n−2 7·82n−4 − 22n−1 , b2n−2 7·82n−4 − 22n−1 + 82−2n }, max{c2n−2 7·82n−4 − 22n−1 − 82−2n /16, b2n−2 7·82n−4 − 22n−1 }, min{a2n−2 1 +(k−1)(b2n−2 1 −a2n−2 1 )/8−22n−1 +82−2n /16, a2n−2 1 +k(b2n−2 1 −a2n−2 1 )/8−22n−1 }, max{a2n−2 1 +(k−1)(b2n−2 1 −a2n−2 1 )/8−22n−1 , a2n−2 1 +k(b2n−2 1 −a2n−2 1 )/8−22n−1 −82−2n /16}, a2n−2 1 + k(b2n−2 1 − a2n−2 1 )/8 − 22n−1 , k ∈ {1, . . . , 8}, min{c2n−2 1 +(k−1)(a2n−2 2 −c2n−2 1 )/8−22n−1 +82−2n /16, c2n−2 1 +k(a2n−2 2 −c2n−2 1 )/8−22n−1 }, max{c2n−2 1 +(k−1)(a2n−2 2 −c2n−2 1 )/8−22n−1 , c2n−2 1 +k(a2n−2 2 −c2n−2 1 )/8−22n−1 −82−2n /16}, c2n−2 1 + k(a2n−2 2 − c2n−2 1 )/8 − 22n−1 , k ∈ {1, . . . , 8}, ... min{a2n−2 7·82n−4 + (k − 1)(b2n−2 7·82n−4 − a2n−2 7·82n−4 )/8 − 22n−1 + 82−2n /16, a2n−2 7·82n−4 + k(b2n−2 7·82n−4 − a2n−2 7·82n−4 )/8 − 22n−1 }, max{a2n−2 7·82n−4 + (k − 1)(b2n−2 7·82n−4 − a2n−2 7·82n−4 )/8 − 22n−1 , a2n−2 7·82n−4 + k(b2n−2 7·82n−4 − a2n−2 7·82n−4 )/8 − 22n−1 − 82−2n /16}, 6.2 Skew-Hermitian systems without almost periodic solutions 139 a2n−2 7·82n−4 + k(b2n−2 7·82n−4 − a2n−2 7·82n−4 )/8 − 22n−1 , k ∈ {1, . . . , 8}, min{c2n−2 7·82n−4 + (k − 1)(a2n−2 7·82n−4+1 − c2n−2 7·82n−4 )/8 − 22n−1 + 82−2n /16, c2n−2 7·82n−4 + k(a2n−2 7·82n−4+1 − c2n−2 7·82n−4 )/8 − 22n−1 }, max{c2n−2 7·82n−4 + (k − 1)(a2n−2 7·82n−4+1 − c2n−2 7·82n−4 )/8 − 22n−1 , c2n−2 7·82n−4 + k(a2n−2 7·82n−4+1 − c2n−2 7·82n−4 )/8 − 22n−1 − 82−2n /16}, c2n−2 7·82n−4 + k(a2n−2 7·82n−4+1 − c2n−2 7·82n−4 )/8 − 22n−1 , k ∈ {1, . . . , 8}, and from a number of b1 1 − 22n−1 such that the total number of d2n−1 l is 21 · 82n−2 . We denote a2n 1 := d2n−1 1 , b2n 1 := d2n−1 2 , c2n 1 := d2n−1 3 , · · · c2n−1 7·82n−2 := d3 21·82n−2 , a2n−1 7·82n−2+1 := −22n−3 − · · · − 2. In the (2n + 1)-th step, we define continuous C so that C(t) − C(t − 22n ) < ε 2n+2 , t ∈ (2 + · · · + 22n−2 , 2 + · · · + 22n ]. Now C has constant values on [b2n+1 j , c2n+1 j ], j ∈ {1, . . . , 7 · 82n−1 }, where we put a2n+1 1 := 2 + 22 + · · · + 22n−2 and we obtain b2n+1 1 , c2n+1 1 , a2n+1 2 , · · · c2n+1 7·82n−1 , a2n+1 7·82n−1+1 from the non-decreasing sequence of a2n j+1 + 22n , b2n j + 22n , c2n j + 22n , min{a2n j + 22n + 81−2n /16, b2n j + 22n }, max{a2n j + 22n , b2n j + 22n − 81−2n /16}, min{c2n j + 22n , b2n j + 22n + 81−2n /16}, max{c2n j + 22n − 81−2n /16, b2n j + 22n }, min{c2n j + 22n + 81−2n /16, a2n j+1 + 22n }, max{c2n j + 22n , a2n j+1 + 22n − 81−2n /16} for j ∈ {1, . . . , 7 · 82n−2 } and c1 1 + 22n , min{c1 1 + 22n , b1 1 + 22n + 81−2n /16}, max{c1 1 + 22n − 81−2n /16, b1 1 + 22n }, c1 2 + 22n , min{c1 2 + 22n , b1 2 + 22n + 81−2n /16}, max{c1 2 + 22n − 81−2n /16, b1 2 + 22n }, min{a1 1 + (k − 1)(b1 1 − a1 1)/(8 · 42n−2 ) + 22n + 81−2n /16, a1 1 + k(b1 1 − a1 1)/(8 · 42n−2 ) + 22n }, max{a1 1 + (k − 1)(b1 1 − a1 1)/(8 · 42n−2 ) + 22n , a1 1 + k(b1 1 − a1 1)/(8 · 42n−2 ) + 22n − 81−2n /16}, a1 1 + k(b1 1 − a1 1)/(8 · 42n−2 ) + 22n , k ∈ {1, . . . , 8 · 42n−2 }, min{c1 1 + (k − 1)(a1 2 − c1 1)/(8 · 42n−2 ) + 22n + 81−2n /16, c1 1 + k(a1 2 − c1 1)/(8 · 42n−2 ) + 22n }, max{c1 1 + (k − 1)(a1 2 − c1 1)/(8 · 42n−2 ) + 22n , c1 1 + k(a1 2 − c1 1)/(8 · 42n−2 ) + 22n − 81−2n /16}, c1 1 + k(a1 2 − c1 1)/(8 · 42n−2 ) + 22n , k ∈ {1, . . . , 8 · 42n−2 }, 6.2 Skew-Hermitian systems without almost periodic solutions 140 min{a1 2 + (k − 1)(b1 2 − a1 2)/(8 · 42n−2 ) + 22n + 81−2n /16, a1 2 + k(b1 2 − a1 2)/(8 · 42n−2 ) + 22n }, max{a1 2 + (k − 1)(b1 2 − a1 2)/(8 · 42n−2 ) + 22n , a1 2 + k(b1 2 − a1 2)/(8 · 42n−2 ) + 22n − 81−2n /16}, a1 2 + k(b1 2 − a1 2)/(8 · 42n−2 ) + 22n , k ∈ {1, . . . , 8 · 42n−2 }, min{c1 2 + (k − 1)(a1 3 − c1 2)/(8 · 42n−2 ) + 22n + 81−2n /16, c1 2 + k(a1 3 − c1 2)/(8 · 42n−2 ) + 22n }, max{c1 2 + (k − 1)(a1 3 − c1 2)/(8 · 42n−2 ) + 22n , c1 2 + k(a1 3 − c1 2)/(8 · 42n−2 ) + 22n − 81−2n /16}, c1 2 + k(a1 3 − c1 2)/(8 · 42n−2 ) + 22n , k ∈ {1, . . . , 8 · 42n−2 }, c2 1 + 22n , min{c2 1 + 22n , b2 1 + 22n + 81−2n /16}, max{c2 1 + 22n − 81−2n /16, b2 1 + 22n }, ... c2 6 + 22n , min{c2 6 + 22n , b2 6 + 22n + 81−2n /16}, max{c2 6 + 22n − 81−2n /16, b2 6 + 22n }, min{a2 1 + (k − 1)(b2 1 − a2 1)/(8 · 42n−3 ) + 22n + 81−2n /16, a2 1 + k(b2 1 − a2 1)/(8 · 42n−3 ) + 22n }, max{a2 1 + (k − 1)(b2 1 − a2 1)/(8 · 42n−3 ) + 22n , a2 1 + k(b2 1 − a2 1)/(8 · 42n−3 ) + 22n − 81−2n /16}, a2 1 + k(b2 1 − a2 1)/(8 · 42n−3 ) + 22n , k ∈ {1, . . . , 8 · 42n−3 }, min{c2 1 + (k − 1)(a2 2 − c2 1)/(8 · 42n−3 ) + 22n + 81−2n /16, c2 1 + k(a2 2 − c2 1)/(8 · 42n−3 ) + 22n }, max{c2 1 + (k − 1)(a2 2 − c2 1)/(8 · 42n−3 ) + 22n , c2 1 + k(a2 2 − c2 1)/(8 · 42n−3 ) + 22n − 81−2n /16}, c2 1 + k(a2 2 − c2 1)/(8 · 42n−3 ) + 22n , k ∈ {1, . . . , 8 · 42n−3 }, ... min{a2 6 + (k − 1)(b2 6 − a2 6)/(8 · 42n−3 ) + 22n + 81−2n /16, a2 6 + k(b2 6 − a2 6)/(8 · 42n−3 ) + 22n }, max{a2 6 + (k − 1)(b2 6 − a2 6)/(8 · 42n−3 ) + 22n , a2 6 + k(b2 6 − a2 6)/(8 · 42n−3 ) + 22n − 81−2n /16}, a2 6 + k(b2 6 − a2 6)/(8 · 42n−3 ) + 22n , k ∈ {1, . . . , 8 · 42n−3 }, min{c2 6 + (k − 1)(a2 7 − c2 6)/(8 · 42n−3 ) + 22n + 81−2n /16, c2 6 + k(a2 7 − c2 6)/(8 · 42n−3 ) + 22n }, max{c2 6 + (k − 1)(a2 7 − c2 6)/(8 · 42n−3 ) + 22n , c2 6 + k(a2 7 − c2 6)/(8 · 42n−3 ) + 22n − 81−2n /16}, c2 6 + k(a2 7 − c2 6)/(8 · 42n−3 ) + 22n , k ∈ {1, . . . , 8 · 42n−3 }, ... c2n−1 1 + 22n , min{c2n−1 1 + 22n , b2n−1 1 + 22n + 81−2n /16}, max{c2n−1 1 + 22n − 81−2n /16, b2n−1 1 + 22n }, ... c2n−1 7·82n−3 + 22n , min{c2n−1 7·82n−3 + 22n , b2n−1 7·82n−3 + 22n + 81−2n /16}, max{c2n−1 7·82n−3 + 22n − 81−2n /16, b2n−1 7·82n−3 + 22n }, min{a2n−1 1 + (k − 1)(b2n−1 1 − a2n−1 1 )/8 + 22n + 81−2n /16, a2n−1 1 + k(b2n−1 1 − a2n−1 1 )/8 + 22n }, max{a2n−1 1 + (k − 1)(b2n−1 1 − a2n−1 1 )/8 + 22n , a2n−1 1 + k(b2n−1 1 − a2n−1 1 )/8 + 22n − 81−2n /16}, a2n−1 1 + k(b2n−1 1 − a2n−1 1 )/8 + 22n , k ∈ {1, . . . , 8}, 6.2 Skew-Hermitian systems without almost periodic solutions 141 min{c2n−1 1 + (k − 1)(a2n−1 2 − c2n−1 1 )/8 + 22n + 81−2n /16, c2n−1 1 + k(a2n−1 2 − c2n−1 1 )/8 + 22n }, max{c2n−1 1 + (k − 1)(a2n−1 2 − c2n−1 1 )/8 + 22n , c2n−1 1 + k(a2n−1 2 − c2n−1 1 )/8 + 22n − 81−2n /16}, c2n−1 1 + k(a2n−1 2 − c2n−1 1 )/8 + 22n , k ∈ {1, . . . , 8}, ... min{a2n−1 7·82n−3 + (k − 1)(b2n−1 7·82n−3 − a2n−1 7·82n−3 )/8 + 22n + 81−2n /16, a2n−1 7·82n−3 + k(b2n−1 7·82n−3 − a2n−1 7·82n−3 )/8 + 22n }, max{a2n−1 7·82n−3 + (k − 1)(b2n−1 7·82n−3 − a2n−1 7·82n−3 )/8 + 22n , a2n−1 7·82n−3 + k(b2n−1 7·82n−3 − a2n−1 7·82n−3 )/8 + 22n − 81−2n /16}, a2n−1 7·82n−3 + k(b2n−1 7·82n−3 − a2n−1 7·82n−3 )/8 + 22n , k ∈ {1, . . . , 8}, min{c2n−1 7·82n−3 + (k − 1)(a2n−1 7·82n−3+1 − c2n−1 7·82n−3 )/8 + 22n + 81−2n /16, c2n−1 7·82n−3 + k(a2n−1 7·82n−3+1 − c2n−1 7·82n−3 )/8 + 22n }, max{c2n−1 7·82n−3 + (k − 1)(a2n−1 7·82n−3+1 − c2n−1 7·82n−3 )/8 + 22n , c2n−1 7·82n−3 + k(a2n−1 7·82n−3+1 − c2n−1 7·82n−3 )/8 + 22n − 81−2n /16}, c2n−1 7·82n−3 + k(a2n−1 7·82n−3+1 − c2n−1 7·82n−3 )/8 + 22n , k ∈ {1, . . . , 8}, and the corresponding number of b1 1 + 22n . Using this construction, we get a continuous function C on R. From Theorem 5.20 it follows that C is almost periodic. Since || C(t) || = 0, t ∈ [0, 1], || C(t) || < ε 4 , t ∈ (1, 2], || C(t) − C(t + 2) || < ε 4 , t ∈ [−2, 0), || C(t) − C(t − 4) || < ε 8 , t ∈ (2, 6], ... C(t) − C(t + 22n−1 ) < ε 2n+1 , t ∈ [−22n−1 − · · · − 23 − 2, −22n−3 − · · · − 23 − 2), C(t) − C(t − 22n ) < ε 2n+2 , t ∈ (2 + 22 + · · · + 22n−2 , 2 + 22 + · · · + 22n ], we see that || C(t) || < ∞ j=1 2ε 2j+1 = ε, t ∈ R. We denote In := [2 + 22 + · · · + 22n−2 , 2 + 22 + · · · + 22n ]. We will prove that we can choose constant values of C(t), t ∈ In, on subintervals with the total length denoted by r2n+1 which is grater than 22n−1 for all n ∈ N. We can choose values of C on [4 − 2 + 1/16 + 8−1 /16, 4 − 2 + 1 − 1/16 − 8−1 /16] ⊂ [2, 6], 6.2 Skew-Hermitian systems without almost periodic solutions 142 [4 − 2 + 1 + 1/4 + 1/16 + 8−1 /16, 4 − 2 + 1 + 3/4 − 1/16 − 8−1 /16] ⊂ [2, 6], [4 + 8−1 /16, 4 + 1 − 8−1 /16], [4 + 1 + 1/4 + 8−1 /16, 4 + 1 + 3/4 − 8−1 /16] ⊂ [2, 6]. Hence, r3 ≥ 55 64 + 23 64 + 63 64 + 31 64 = 43 16 , (6.3) i.e., the statement is valid for n = 1. We use the induction principle with respect to n. Assume that the statement is true for 1, 2, . . . , n − 1 and prove it for n. Without loss of generality (consider the below given process), we can also assume that the estimation r2j > 22(j−1) is valid for j ∈ {1, . . . , n} (note that r2 = 5/4 > 20 ) if we use the analogous notation. In view of the construction, we see that we can choose C on any interval [s + 22n + 81−2n /16, t + 22n − 81−2n /16] if we can choose C on [s, t], where s = bl j < cl j = t, l < 2n + 1. Especially, we can choose function C on [22n + 81−2n /16, 1 + 22n − 81−2n /16], [1 + 1/4 + 22n + 81−2n /16, 1 + 3/4 + 22n − 81−2n /16], [−2 + 1/16 + 22n + 81−2n /16, −2 + 1 − 1/16 + 22n − 81−2n /16], [−2 + 1 + 1/4 + 1/16 + 22n + 81−2n /16, −2 + 1 + 3/4 − 1/16 + 22n − 81−2n /16] and on less than 7 · 82n−1 − 4 subintervals of In. Expressing In = [0 + 22n , 1 + 22n ] ∪ [1 + 22n , 2 + 22n ] ∪ [−2 + 22n , 0 + 22n ] ∪ · · · ∪ [2 + 22 + · · · + 22n−4 + 22n , 2 + 22 + · · · + 22n−2 + 22n ] ∪ [−22n−1 − · · · − 23 − 2 + 22n , −22n−3 − · · · − 23 − 2 + 22n ] and using the induction hypothesis, the construction, and (6.3), we obtain that we can choose C on intervals of the lengths grater than or equal to 1 − 2 · 81−2n /16, 1/2 − 2 · 81−2n /16, 1 − 1/8 − 2 · 81−2n /16, 1/2 − 1/8 − 2 · 81−2n /16, 43/16 + 22 + 23 + · · · + 22n−3 + 22n−2 − 2 · 81−2n /16 · 7 · 82n−1 − 4 . Summing, we get r2n+1 ≥ 1 + 1 2 + 7 8 + 3 8 + 11 16 + 22n−1 − 2 − 7 8 > 22n−1 , (6.4) which is the above statement. Analogously, we can prove r2n > 22n−2 , n ∈ N. (6.5) 6.2 Skew-Hermitian systems without almost periodic solutions 143 Now we describe the principal fundamental matrix XC on In for arbitrary n ∈ N. Since C is constant and has the form diag (ia, ia, . . . , ia) for some a ∈ R on each interval [b2n+1 j , c2n+1 j ], j ∈ {1, . . . , 6 · 42n−1 }, from XC(t2) − XC(t1) = t2 t1 C(τ) · XC(τ) dτ, t1, t2 ∈ R, we obtain XC(t) − X2n+1 C (t) ≤ k j=1 b2n+1 j a2n+1 j || C(τ) · XC(τ) || dτ + a2n+1 j+1 c2n+1 j || C(τ) · XC(τ) || dτ (6.6) if t ≤ a2n+1 k+1 , t ∈ In, where X2n+1 C (t) := XC(2 + 22 + · · · + 22n−2 ), t ∈ [2 + 22 + · · · + 22n−2 , b2n+1 1 ], X2n+1 C (t) := exp C(b2n+1 1 )(t − b2n+1 1 ) · X2n+1 C (b2n+1 1 ), t ∈ (b2n+1 1 , c2n+1 1 ], X2n+1 C (t) := XC 2n+1 (c2n+1 1 ), t ∈ (c2n+1 1 , b2n+1 2 ], ... X2n+1 C (t) := exp C(b2n+1 7·82n−1 )(t − b2n+1 7·82n−1 ) · X2n+1 C (b2n+1 7·82n−1 ), t ∈ (b2n+1 7·82n−1 , c2n+1 7·82n−1 ], X2n+1 C (t) := X2n+1 C (c2n+1 7·82n−1 ), t ∈ (c2n+1 7·82n−1 , 2 + 22 + · · · + 22n ]. It is seen that XC is bounded (see also the below given, where it is shown that XC(t) ∈ U(m) for all t) as almost periodic C. Any interval [2 + · · · + 22n−2 + l − 1, 2 + · · · + 22n−2 + l], l ∈ {1, . . . , 22n }, n ∈ N, contains at most 42n+1 subintervals, where C can be linear. Indeed, it suffices to consider the construction. We repeat that the length of each one of the considered subintervals is 81−2n /16 which implies that the total length of them on Jl n := [2 + 22 + · · · + 22n−2 , 2 + 22 + · · · + 22n−2 + 22n−l ], l ∈ {1, . . . , n}, is less than 21−l . Thus (consider also (6.6)), there exists K ∈ R such that XC(t) − X2n+1 C (t) ≤ K 2l , t ∈ Jl n, l ∈ {1, . . . , n}, n ∈ N. (6.7) From the form diag (ia(t), . . . , ia(t)) of all matrices C(t), we see that || C(t) || = | a(t) |, t ∈ R. For simplicity, let a(t) ≥ 0, t ∈ R. Let an j ∈ R, j ∈ {1, . . . , n}, be arbitrarily chosen. Considering the construction and combining (6.4) and (6.5), we get that we can choose constant values of C(t), t ∈ [2 + · · · + 22n−2 + (l − 1) 2n , 2 + · · · + 22n−2 + l 2n ], 6.2 Skew-Hermitian systems without almost periodic solutions 144 on subintervals with the total length grater than 2n−2 for each l ∈ {1, . . . , 2n } and all sufficiently large n ∈ N. Since we choose C only so that C(t) − C(t − 22n ) < ε 2n+2 , t ∈ In, we see that we can obtain X2n+1 C (tn j ) = diag exp ian j , . . . , exp ian j for arbitrary tn j such that tn 1 ≥ 2 + 22 + 24 + · · · + 22n−2 + 3n − 30 , tn 2 ≥ tn 1 + 3n − 31 , · · · tn n ≥ tn n−1 + 3n − 3n−1 , 2 + 22 + 24 + · · · + 22n ≥ tn n, (6.8) because we have 4n > n(3n − 30 ) > 3n − 30 > · · · > 3n − 3n−1 > 22n−k+1 for sufficiently large n ∈ N and some k = k(n) ∈ {1, . . . , n} satisfying 22n−k−2 · ε · 2−n−2 > 2π. We recall that we need to prove the existence of such C, given by the above construction, for which the vector valued function XA(t) XC(t) u, t ∈ R, is not almost periodic for any u ∈ Cm , || u ||1 = 1. Since (XA(t) · X∗ A(t)) = A(t) · XA(t) · X∗ A(t) − XA(t) · X∗ A(t) · A(t), t ∈ R, and since the constant function given by I is a solution of X = A X − X A, X(0) = I, we have XA(t) ∈ U(m) for all t. Thus, XC(t) ∈ U(m), t ∈ R, as well. We add that XA(t) X∗ A(t) = I, t ∈ R, implies A∗ (t) + A(t) = O, t ∈ R. Let c ∈ C, | c | = 1, and N ∈ U(m) be arbitrarily given. Obviously, for any M ∈ U(m), we can choose a number a(M, c) ∈ [0, 2π) so that all eigenvalues of matrix P := M · diag (exp (ia(M, c)) , . . . , exp (ia(M, c))) are not in the neighbourhood of c with a given radius which depends only on dimension m. Indeed, if M has eigenvalues λ1, . . . , λm, then the eigenvalues of P are λ1 exp (ia(M, c)) , . . . , λm exp (ia(M, c)) . Considering P u − N u and expressing vectors u ∈ Cm , || u ||1 = 1, as linear combinations of the eigenvectors of P, we see that P u cannot be in a neighbourhood of N u for some c ∈ C, | c | = 1. Thus (the considered multiplication of matrices and vectors is uniformly continuous), there exist ϑ > 0 and ξ > 0 such that, for any matrices M, N ∈ U(m), one can find a(M, N) ∈ (0, 2π) satisfying || M · diag (exp (i˜a) , . . . , exp (i˜a)) · u − N · u ||1 > ϑ (6.9) 6.2 Skew-Hermitian systems without almost periodic solutions 145 for u ∈ Cm , || u ||1 = 1, ˜a ∈ (a(M, N) − ξ, a(M, N) + ξ). We can construct C so that we obtain X2n+1 C (tn j ) = diag exp ian j , . . . , exp ian j for arbitrarily given an j ∈ [0, 2π) and any tn j satisfying (6.8) if n ∈ N is sufficiently large and j ∈ {1, . . . , n}. Especially, for sufficiently large n ∈ N and for tn 1 := 2 + 22 + 24 + · · · + 22n−2 + 3n − 30 , tn 2 := tn 1 + 3n − 31 , · · · tn n := tn n−1 + 3n − 3n−1 , (6.10) we can choose all X2n+1 C (tn j ) in the form without any conditions. Hence, we obtain diagonal matrices X2n+1 C (tn j ), j ∈ {1, . . . , n}, determined by numbers exp ia XA(tn j ), XA(tn j − 3n + 3j−1 ) · XC(tn j − 3n + 3j−1 ) on their diagonals. It is seen from (6.10) that each tn j ∈ [2 + 22 + · · · + 22n−2 , 2 + 22 + · · · + 22n−2 + n3n ]. Thus (see (6.7)), for any η > 0, we have XC(tn j ) − X2n+1 C (tn j ) < η (6.11) for sufficiently large n = n(η) ∈ N and j ∈ {1, . . . , n}. From (6.9) and (6.11) it follows that XA(tn j ) · XC(tn j ) · u − XA(tn j − 3n + 3j−1 ) · XC(tn j − 3n + 3j−1 ) · u 1 > ϑ (6.12) for any u ∈ Cm , || u ||1 = 1, sufficiently large n ∈ N, and j ∈ {1, . . . , n}. By contradiction, suppose that there exists u ∈ Cm , || u ||1 = 1, with the property that XA(t) XC(t) u, t ∈ R, is almost periodic. Applying Theorem 5.5 for ψ(t) = XA(t) · XC(t) · u, t ∈ R, sn = 3n , n ∈ N, ε = ϑ, we obtain || XA(t + 3n1 ) · XC(t + 3n1 ) · u − XA(t + 3n2 ) · XC(t + 3n2 ) · u ||1 < ϑ, t ∈ R, (6.13) for all n1, n2 from an infinite subset of N. If we rewrite (6.13) into || XA(t) · XC(t) · u − XA(t + 3n2 − 3n1 ) · XC(t + 3n2 − 3n1 ) · u ||1 < ϑ, t ∈ R, then it is easy to see that (6.12) is not valid for infinitely many n ∈ N. This contradiction proves the theorem. 6.3 Skew-symmetric systems without almost periodic solutions 146 6.3 Skew-symmetric systems without almost periodic solutions Let m = 1. Let us consider systems of m homogeneous linear differential equations of the form x (t) = A(t) · x(t), t ∈ R, (6.14) where A : R → so(m) is an almost periodic function. Let S denote the set of all systems (6.14). We can identify the function A with the system (6.14) which is determined by A. Especially, we write A ∈ S. Let XS = XS (t) denote the principal fundamental matrix of S ∈ S satisfying XS (0) = I. In the vector space Rm , we use the Euclidean norm · 2 (one can also replace it by the absolute norm or the maximum norm). Let · be the corresponding matrix norm in Mat (R, m) and let be the metric given by · . Using the boundedness of every almost periodic function, the distance between two systems A, B ∈ S is defined uniformly on R by the norm of the matrix valued functions A, B; i.e., we introduce the metric σ by (6.2). For ε > 0, symbol Oσ ε (A) denotes the ε-neighbourhood of a system A in S and Oε (M) the ε-neighbourhood of a matrix M in a given subset of Mat (R, m). The importance of skew-symmetric systems may be illustrated by the Cameron-Johnson theorem which states that any almost periodic homogeneous linear differential system can be reduced by a Lyapunov transformation to a skew-symmetric system if all solutions of the given system and all of its limit equations are bounded (see [40]). Further, it is known (see [170]) that the skew-symmetric systems, all of whose solutions are almost periodic, form a dense subset in the space of all skew-symmetric systems (special cases are considered in [113, 114] and the corresponding result about unitary difference systems is mentioned in [176]). This fact also motivates the study of skew-symmetric systems without almost periodic solutions. Concerning basic results about skew-symmetric systems and their fundamental matrices, we refer to [33, 71, 137]. Now we repeat the basic motivation in an explicit form. Theorem 6.2. For any A ∈ S and ε > 0, there exists B ∈ Oσ ε (A) whose all solutions are almost periodic. Proof. See [170, Theorem 1, Remark 3]. To prove the announced result, we need the following lemmas. Lemma 6.3. There exist ξ > 0 and a neighbourhood ˜O (O) of the zero matrix in so(m) for which the exponential map is a bijection between ˜O (O) and Oξ (I) ∩ SO(m) such that the maps A → exp (A) , A ∈ ˜O (O) ; A → ln (A) , A ∈ Oξ (I) ∩ SO(m), (6.15) are continuous in the Lipschitz sense. Proof. It is well-known that the exponential map is a bijection between ˜O (O) and Oξ (I)∩ SO(m) for a sufficiently small ξ > 0 and the corresponding neighbourhood ˜O (O) ⊂ so(m). 6.3 Skew-symmetric systems without almost periodic solutions 147 The fact that the maps in (6.15) are continuous in the Lipschitz sense follows from the inequality exp (X + Y ) − exp (X) ≤ Y · exp ( X ) · exp ( Y ) , X, Y ∈ so(m), and, e.g., from the Richter theorem (see, e.g., [92, Theorem 11.1]) ln (X) = 1 0 (X − I) [t (X − I) + I]−1 dt, X ∈ Oξ (I) ∩ SO(m). Remark 6.4. Any non-singular matrix has infinitely many logarithms. Here symbol ln (A) denotes the principal logarithm, which is the unique logarithm whose spectrum lies in the strip {z ∈ C; Im z ∈ [−π, π)}. Lemma 6.5. There exists p(ϑ) ∈ N for all ϑ > 0 with the property that, for any sequence {P0, P1, . . . , Pn, . . . , P2n} ⊂ SO(m), n ≥ p(ϑ), one can find matrices Q2, Q4, . . . , Q2n ∈ SO(m) for which Q2i ∈ Oϑ (P2i) , i ∈ {1, . . . , n}, P1 · Q2 · P3 · Q4 · · · P2n−1 · Q2n = P0. (6.16) Proof. First we recall that the group SO(m) is transformable (see Example 2.3). This fact implies the existence of q(δ) ∈ N for all δ > 0 such that, for any sequence {P0, P1, . . . , Pq, . . . , Pn} ⊂ SO(m), there exist T1, . . . , Tq, . . . , Tn ∈ SO(m) satisfying Ti ∈ Oδ (Pi) , i ∈ {1, . . . , n}, T1 · T2 · · · Tn = P0. We replace matrices P1, . . . , Pn−1, Pn by P1 ·P2, . . . , P2n−3 ·P2n−2, P2n−1 ·P2n and, using the transformability of SO(m), we obtain matrices Ti, i ∈ {1, . . . , n}. We put R1 := (P1 · P2)−1 · T1, . . . , Rn := (P2n−1 · P2n)−1 · Tn. Since the multiplication of matrices is continuous in the Lipschitz sense on SO(m) as the map O → OT , there exists L > 0 such that Ri ∈ OδL (I) , i ∈ {1, . . . , n}, and, consequently, there exists K > 0 for which P2 · R1 ∈ OδK (P2) , . . . , P2n · Rn ∈ OδK (P2n) . We see T1 = P1 · P2 · R1, . . . , Tn = P2n−1 · P2n · Rn, i.e., we have (6.16) for Q2 := P2 · R1, . . . , Q2n := P2n · Rn and p(ϑ) := q(ϑ/K). 6.3 Skew-symmetric systems without almost periodic solutions 148 We also need a simple method for constructing almost periodic functions with prescribed values. This method is a modification of the theorems presented in Section 5.3. Lemma 6.6. If the sequence of non-negative numbers a(i) for i ∈ N has the property that ∞ i=1 a(i) < ∞, then any continuous function ψ : R → so(m) for which ψ(t) = ψ (t − 1) , t ∈ (1, 2], ψ(t) = ψ (t + 2) , t ∈ (−2, 0], ψ(t) ∈ Oa(1) (ψ (t − 4)) , t ∈ (2, 6], ψ(t) = ψ (t + 8) , t ∈ (−10, −2] , ψ(t) ∈ Oa(2) ψ t − 24 , t ∈ (2 + 22 , 2 + 22 + 24 ], ψ(t) = ψ t + 25 , t ∈ (−25 − 23 − 2, −23 − 2], ... ψ(t) ∈ Oa(n) ψ t − 22n , t ∈ (2 + 22 + · · · + 22n−2 , 2 + 22 + · · · + 22n−2 + 22n ], ψ(t) = ψ t + 22n+1 , t ∈ (−22n+1 − · · · − 23 − 2, −22n−1 − · · · − 23 − 2], ... is almost periodic. Proof. Let ε > 0 be arbitrarily given and let k = k(ε) ∈ N satisfy ∞ i=k a(i) < ε 2 . (6.17) From ψ(t) ∈ Oa(k) ψ t − 22k , t ∈ (2 + 22 + · · · + 2k−2 , 2 + 22 + · · · + 2k ], ψ(t) = ψ t + 22k+1 , t ∈ (−22k+1 − · · · − 23 − 2, −22k−1 − · · · − 23 − 2], ψ(t) ∈ Oa(k+1) ψ t − 22k+2 , t ∈ (2 + 22 + · · · + 22k , 2 + 22 + · · · + 22k+2 ], ... it follows ψ t + 22k ∈ Oa(k)(ψ(t)), t ∈ (−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ t − 22k ∈ Oa(k)(ψ(t)), t ∈ (−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], 6.3 Skew-symmetric systems without almost periodic solutions 149 ψ t − 22k+1 ∈ Oa(k)(ψ(t)), t ∈ (−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ t + 22k+1 ∈ Oa(k)+a(k+1)(ψ(t)), t ∈ (−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ t + 3 · 22k ∈ Oa(k)+a(k+1)(ψ(t)), t ∈ (−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ t + 22k+2 ∈ Oa(k+1)(ψ(t)), t ∈ (−22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ψ t + 22k + 22k+2 ∈ Oa(k)+a(k+1)(ψ(t)), t ∈ −22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 ], ... Thus (see (6.17)), it holds ψ t + l · 22k ∈ Oε/2(ψ(t)), t ∈ −22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 , l ∈ Z. If we express any t ∈ R as t = t1 + t2, where t1 ∈ −22k−1 − · · · − 23 − 2, 2 + 22 + · · · + 22k−2 , t2 = j · 22k for j ∈ Z, then we have ψ(t), ψ t + l · 22k ≤ (ψ (t1 + t2) , ψ (t1)) + ψ (t1) , ψ t1 + (j + l) 22k < ε 2 + ε 2 = ε, t ∈ R, l ∈ Z. This inequality implies that we can choose l(ε) := 22k(ε) +1 for any ε > 0 (see Definition 5.1); i.e., the resulting function ψ is almost periodic. Now we can prove the result that the systems having no non-zero almost periodic solution form an everywhere dense subset of S. Theorem 6.7. Let A ∈ S and ε > 0 be arbitrary. There exists B ∈ Oσ ε (A) which does not have an almost periodic solution other than the trivial one. Proof. Using Lemma 5.3, the almost periodicity of A implies that there exist δ ∈ (0, 1/3) and an almost periodic matrix valued function ˜A : R → so(m) satisfying ˜A ∈ Oσ ε/2(A) and ˜A|[k,k+δ] ≡ const. for any k ∈ Z. Indeed, it suffices to define ˜A by ˜A(t) := A k + δ 2 , t ∈ [k, k + δ], k ∈ Z, ˜A(t) := A(k − δ) + t − (k − δ) δ A k + δ 2 − A(k − δ) , t ∈ [k − δ, k), k ∈ Z, ˜A(t) := A k + δ 2 + t − (k + δ) δ A(k + 2δ) − A k + δ 2 , t ∈ (k + δ, k + 2δ], k ∈ Z, ˜A(t) := A(t), t /∈ k∈Z [k − δ, k + 2δ], where δ > 0 is sufficiently small. Thus, we assume without loss of generality that A ∈ S is constant on all interval [k, k + δ], k ∈ Z. 6.3 Skew-symmetric systems without almost periodic solutions 150 Every almost periodic function is bounded. Hence, there exists η ∈ (0, 1) with the property that XS (t + s) − XS (t) < ξ (6.18) for any t ∈ R, s ∈ [0, η], and S ∈ Oσ ε (A), where ξ > 0 is taken from Lemma 6.3. We can also assume that δ < η. Further (see again Lemma 6.3), there exists M ∈ N satisfying A − B < ϑ if A, B ∈ ˜O (O) , exp (A) ∈ OϑM (exp (B)) ⊆ Oξ (I) ∩ SO(m). (6.19) We choose an increasing sequence of numbers n(i) ∈ N {1} for i ∈ N arbitrarily so that 2n(i)−1 ≥ p ε 2iM · δ 2 , i ∈ N, (6.20) where p(ϑ) is taken from Lemma 6.5. Since the sum of skew-symmetric matrices is a skew-symmetric matrix and since the sum of two almost periodic functions is almost periodic as well (see Corollary 5.9), we have A1 + A2 ∈ S for any A1, A2 ∈ S. Thus, it suffices to find C ∈ S ∩ Oσ ε (O) for which the system A + C does not have any non-zero almost periodic solution. We construct such a system C (as continuous function) applying Lemma 6.6 for a (n(i)) := ε 2i , i ∈ N; a (j) := 0, j /∈ {n(i); i ∈ N}. Let us denote ai := 2 + 22 + · · · + 22n(i)−2 , bi := 2 + 22 + · · · + 22n(i)−2 + 22n(i) , d1 i := 1 4 − 1 22n(i) δ, d2 i := 3 4 + 1 22n(i) δ, i ∈ N. In the first step of the construction, we put C(t) := O, t ∈ −22n(1)−1 − · · · − 23 − 2, 2 + 22 + · · · + 22n(1)−2 , C(t) := O, t ∈ (a1, b1] j∈N j + d1 1, j + d2 1 , C(t) := Cj−a1+1 1 , t ∈ j + d1 2, j + d2 2 ⊂ (a1, b1] , for arbitrary matrices Cj−a1+1 1 ∈ Oε/2 (O) ∩ so(m), j ∈ {a1, . . . , b1 − 1}, and we define C so that it is linear on the intervals j + d1 1, j + d1 2 , j + d2 2, j + d2 1 , j ∈ {a1, . . . , b1 − 1}. In the second step, we put C(t) := C t + 22n(1)+1 , t ∈ −22n(1)+1 − · · · − 23 − 2, −22n(1)−1 − · · · − 23 − 2 , 6.3 Skew-symmetric systems without almost periodic solutions 151 C(t) := C t − 22n(1)+2 , t ∈ 2 + 22 + · · · + 22n(1) , 2 + 22 + · · · + 22n(1)+2 , ... C(t) := C t + 22n(2)−1 , t ∈ −22n(2)−1 − · · · − 23 − 2, −22n(2)−3 − · · · − 23 − 2 , C(t) := C t − 22n(2) , t ∈ (a2, b2] j∈N j + d1 2, j + d2 2 , and we define C as linear on the intervals j + d1 2, j + d1 3 , j + d2 3, j + d2 2 , j ∈ {a2, . . . , b2 − 1}. At the same time, we define C(t) := Cj−a2+1 2 ∈ so(m), t ∈ j + d1 3, j + d2 3 , j ∈ {a2, . . . , b2 − 1}, arbitrarily so that C(t) − C t − 22n(2) < ε 4 , t ∈ (a2, b2] . We proceed further in the same way. In the i-th step, we put C(t) := C t + 22n(i−1)+1 , t ∈ −22n(i−1)+1 − · · · − 23 − 2, −22n(i−1)−1 − · · · − 23 − 2 , C(t) := C t − 22n(i−1)+2 , t ∈ 2 + 22 + · · · + 22n(i−1) , 2 + 22 + · · · + 22n(i−1)+2 , ... C(t) := C t + 22n(i)−1 , t ∈ −22n(i)−1 − · · · − 23 − 2, −22n(i)−3 − · · · − 23 − 2 , C(t) := C t − 22n(i) , t ∈ (ai, bi] j∈N j + d1 i , j + d2 i , (6.21) and we define C as a linear function on the intervals j + d1 i , j + d1 i+1 , j + d2 i+1, j + d2 i , j ∈ {ai, . . . , bi − 1}, and C(t) := Cj−ai+1 i ∈ so(m), t ∈ j + d1 i+1, j + d2 i+1 , j ∈ {ai, . . . , bi − 1}, arbitrarily so that C(t) − C t − 22n(i) < ε 2i , t ∈ (ai, bi] . For ζ := max Cj 1 ; j ∈ {1, . . . , 22n(1) } < ε 2 , we have C(t) ≤ ζ, t ∈ −22n(1)−1 − · · · − 23 − 2, 2 + 22 + · · · + 22n(1) , C(t) < ζ + ε 4 , t ∈ −22n(2)−1 − · · · − 23 − 2, 2 + 22 + · · · + 22n(2) , 6.3 Skew-symmetric systems without almost periodic solutions 152 ... C(t) < ζ + ε 4 + · · · + ε 2i , t ∈ −22n(i)−1 − · · · − 23 − 2, 2 + 22 + · · · + 22n(i) , ... i.e., there exists ˜ε ∈ (0, ε) with the property that C(t) < ˜ε, t ∈ R. Thus, we obtain an almost periodic (continuous) function C ∈ S ∩ Oσ ε (O). We denote Ii := [ai, bi] = 2 + 22 + · · · + 22n(i)−2 , 2 + 22 + · · · + 22n(i)−2 + 22n(i) . In the construction, we can choose constant values C1 i , . . . , C22n(i) i on 22n(i) subintervals of Ii, where the length of each one of these intervals is d2 i+1 − d1 i+1 ∈ δ 2 , δ . (6.22) Each value Cj i can be chosen arbitrarily from the (ε/2i )-neighbourhood of a skew-symmetric matrix, which is given by the previous steps of the construction. Further (see (6.21)), the function C is determined on intervals ai, ai + d1 i , ai + d2 i , ai + 1 + d1 i , . . . bi − 2 + d2 i , bi − 1 + d1 i , bi − 1 + d2 i , bi by C(t) = C t − 22n(i) . We repeat that C is linear on the remaining subintervals of Ii. These intervals are denoted by J1 i , . . . , J22n(i)+1 i , where J2j−1 i := ai + j − 1 + d1 i , ai + j − 1 + d1 i+1 , j ∈ {1, . . . , 22n(i) }, J2j i := ai + j − 1 + d2 i+1, ai + j − 1 + d2 i , j ∈ {1, . . . , 22n(i) }. (6.23) Especially, we see that the length of each Jj i is less than δ/22n(i) and that J1 i , . . . , J2j i ⊂ (ai, ai + j) , J2j+1 i , . . . , J22n(i)+1 i ⊂ (ai + j, bi) , j ∈ {1, . . . , 22n(i) − 1}, i.e., the total length lk i of all subintervals Jj i ⊂ [ai, ai + k] is lk i < 2kδ 22n(i) , k ∈ {1, . . . , 22n(i) }. (6.24) Let us consider S = A+C ∈ Oσ ε (A). To describe the principal fundamental matrix XS, we define ˜Xi S(t) := XS(t), t ∈ ai, ai + d1 i , ˜Xi S(t) := ˜Xi S ai + d1 i , t ∈ ai + d1 i , ai + d1 i+1 , ˜Xi S(t) := exp A + C1 i t − ai − d1 i+1 · ˜Xi S ai + d1 i+1 , t ∈ ai + d1 i+1, ai + d2 i+1 , ˜Xi S(t) := ˜Xi S ai + d2 i+1 , t ∈ ai + d2 i+1, ai + d2 i , 6.3 Skew-symmetric systems without almost periodic solutions 153 ˜Xi S(t) := XS (t) · XS ai + d2 i −1 · ˜Xi S ai + d2 i , t ∈ ai + d2 i , ai + 1 + d1 i , ... ˜Xi S(t) := XS (t) · XS bi − 2 + d2 i −1 · ˜Xi S bi − 2 + d2 i , t ∈ bi − 2 + d2 i , bi − 1 + d1 i , ˜Xi S(t) := ˜Xi S bi − 1 + d1 i , t ∈ bi − 1 + d1 i , bi − 1 + d1 i+1 , ˜Xi S(t) := exp A + C22n(i) i t − bi + 1 − d1 i+1 · ˜Xi S bi − 1 + d1 i+1 , t ∈ bi − 1 + d1 i+1, bi − 1 + d2 i+1 , ˜Xi S(t) := ˜Xi S bi − 1 + d2 i+1 , t ∈ bi − 1 + d2 i+1, bi − 1 + d2 i , ˜Xi S(t) := XS (t) · XS bi − 1 + d2 i −1 · ˜Xi S bi − 1 + d2 i , t ∈ bi − 1 + d2 i , bi . Since XS (t2) − XS (t1) = t2 t1 S(s) XS (s) ds, t1, t2 ∈ R, it is valid that (see also (6.23)) XS (t) − ˜Xi S (t) ≤ k j=1 ai+j−1+d1 i+1 ai+j−1+d1 i S(s) XS (s) ds + k j=1 ai+j−1+d2 i ai+j−1+d2 i+1 S(s) XS (s) ds (6.25) if t ≤ ai + k, k ∈ {1, . . . , 22n(i) }. Considering S ∈ Oσ ε (A) and XS (t) , ˜Xi S (t) ∈ SO(m), t ∈ R, from (6.24) and (6.25) it follows that there exists N ∈ N satisfying XS (t) − ˜Xi S (t) < Nk 22n(i)−1 (6.26) for t ∈ [ai, ai + k], k ∈ {1, . . . , 22n(i) }. Let n0 ∈ N be such that N · 4n(i) 2n(i) 22n(i)−1 < 1 3 , i ≥ n0 (i ∈ N). (6.27) We put X1 := −I, X2 = −I, when m is even, and X1 :=        1 0 0 · · · 0 0 −1 0 · · · 0 0 0 −1 · · · 0 ... ... ... ... ... 0 0 0 · · · −1        ∈ SO(m), X2 :=        −1 · · · 0 0 0 ... ... ... ... ... 0 · · · −1 0 0 0 · · · 0 −1 0 0 · · · 0 0 1        ∈ SO(m) 6.3 Skew-symmetric systems without almost periodic solutions 154 for odd m. If we express ˜Xi S ai + d2 i+1 = exp A + C1 i d2 i+1 − d1 i+1 · ˜Xi S ai + d1 i+1 , ˜Xi S ai + 1 + d1 i+1 = XS ai + 1 + d1 i · XS ai + d2 i −1 · ˜Xi S ai + d2 i+1 , ... ˜Xi S bi − 1 + d1 i+1 = XS bi − 1 + d1 i · XS bi − 2 + d2 i −1 · ˜Xi S bi − 2 + d2 i+1 , ˜Xi S bi − 1 + d2 i+1 = exp A + C22n(i) i d2 i+1 − d1 i+1 · ˜Xi S bi − 1 + d1 i+1 , ˜Xi S (bi) = XS (bi) · XS bi − 1 + d2 i −1 · ˜Xi S bi − 1 + d2 i+1 , then it is seen that we can use Lemma 6.5 to choose values Cj i on the subintervals ai + j − 1 + d1 i+1, ai + j − 1 + d2 i+1 , j ∈ {1, . . . , 22n(i) }, so that we obtain ˜Xi S ai + 2n(i) = I, ˜Xi S ai + 2n(i) + 2n(i) − 1 = X1, ˜Xi S ai + 3 · 2n(i) = I, ˜Xi S ai + 3 · 2n(i) + 2n(i) − 1 = X2, ˜Xi S ai + 4 · 2n(i) + 2n(i) = I, ˜Xi S ai + 4 · 2n(i) + 2n(i) + 2n(i) − 21 = X1, ˜Xi S ai + 4 · 2n(i) + 3 · 2n(i) = I, ˜Xi S ai + 4 · 2n(i) + 3 · 2n(i) + 2n(i) − 21 = X2, ... ˜Xi S ai + 4 (n(i) − 1) 2n(i) + 2n(i) = I, ˜Xi S ai + 4 (n(i) − 1) 2n(i) + 2n(i) + 2n(i) − 2n(i)−1 = X1, ˜Xi S ai + 4 (n(i) − 1) 2n(i) + 3 · 2n(i) = I, ˜Xi S ai + 4 (n(i) − 1) 2n(i) + 3 · 2n(i) + 2n(i) − 2n(i)−1 = X2. Indeed, it suffices to consider the form of matrices exp A + Cj i d2 i+1 − d1 i+1 for which (see (6.18), (6.22)) exp A + Cj i d2 i+1 − d1 i+1 − I < ξ, inequality (6.20) with M ∈ N satisfying (6.19) and with d2 i+1 − d1 i+1 > δ 2 , 2n(i) − 1 > 2n(i) − 21 > · · · > 2n(i) − 2n(i)−1 = 2n(i)−1 , and the fact that we can choose all matrix Cj i from the (ε/2i )-neighbourhood of a given skew-symmetric matrix arbitrarily. Note that ai + 4 (n(i) − 1) 2n(i) + 3 · 2n(i) + 2n(i) − 2n(i)−1 < ai + 4n(i) · 2n(i) (6.28) 6.3 Skew-symmetric systems without almost periodic solutions 155 and ai + 4n(i)2n(i) < bi for sufficiently large i ∈ N, i.e., we can construct the resulting function C with the above mentioned properties on Ii for all i ≥ n0 (see also (6.27)). Now we use (6.26) and (6.27) in connection with (6.28). For k ∈ {1, . . . , 4n(i)2n(i) }, where i ≥ n0, we have XS (t) − ˜Xi S (t) < N · 4n(i) 2n(i) 22n(i)−1 < 1 3 , t ∈ [ai, ai + k]. (6.29) Especially, for all i ≥ n0 (i ∈ N), we obtain XS si j − ˜Xi S si j < 1 3 , j ∈ {1, . . . , 4n(i)}, (6.30) where si 1 := ai + 2n(i) , si 2 := ai + 2n(i) + 2n(i) − 1 , si 3 := ai + 3 · 2n(i) , si 4 := ai + 3 · 2n(i) + 2n(i) − 1 , ... si 4n(i)−3 := ai + 4 (n(i) − 1) 2n(i) + 2n(i) , si 4n(i)−2 := ai + 4 (n(i) − 1) 2n(i) + 2n(i) + 2n(i) − 2n(i)−1 , si 4n(i)−1 := ai + 4 (n(i) − 1) 2n(i) + 3 · 2n(i) , si 4n(i) := ai + 4 (n(i) − 1) 2n(i) + 3 · 2n(i) + 2n(i) − 2n(i)−1 . We recall that we need to prove that any non-trivial solution of S is not almost periodic. By contradiction, suppose that the solution x(t) = XS(t) · u (6.31) of the Cauchy problem x (t) = S(t) · x(t), x(0) = u, where u ∈ Rm , || u ||2 = 1, is almost periodic. Applying Theorem 5.5 for ε = 1/3 and si = 2n(i) , i ∈ N, we obtain x t + 2n(i(1)) − x t + 2n(i(2)) 2 < 1 3 , t ∈ R, (6.32) for all i(1), i(2) from an infinite set N0 ⊆ N. It is immediately seen that max {|| X1 · u − u ||2, || X2 · u − u ||2} ≥ 1. (6.33) Thus, from the construction, (6.30), (6.33), and from ˜Xi S(t) · u − ˜Xi S(s) · u 2 ≤ ˜Xi S(t) · u − XS(t) · u 2 + XS(t) · u − XS(s) · u 2 + XS(s) · u − ˜Xi S(s) · u 2 6.3 Skew-symmetric systems without almost periodic solutions 156 for t = si 4, s = si 3; t = si 2, s = si 1; ... t = si 4n(i), s = si 4n(i)−1; t = si 4n(i)−2, s = si 4n(i)−3, respectively, it follows 1 < 1 3 + XS si 4j · u − XS si 4j−1 · u 2 + 1 3 or 1 < 1 3 + XS si 4j−2 · u − XS si 4j−3 · u 2 + 1 3 for j ∈ {1, . . . , n(i)}. Hence, we have max XS si 4j · u − XS si 4j−1 · u 2 , XS si 4j−2 · u − XS si 4j−3 · u 2 > 1 3 (6.34) for all j ∈ {1, . . . , n(i)} and i ≥ n0. Since si 2 − si 1 = 2n(i) − 1 = si 4 − si 3, si 6 − si 5 = 2n(i) − 21 = si 8 − si 7, ... si 4n(i)−2 − si 4n(i)−3 = 2n(i) − 2n(i)−1 = si 4n(i) − si 4n(i)−1, inequality (6.34) implies (see (6.31)) sup t∈R x(t) − x t + 2n(i) − 2j−1 2 > 1 3 (6.35) for all i ≥ n0 and j ∈ {1, . . . , n(i)}. Of course, we can rewrite (6.32) into sup t∈R x(t) − x t + 2n(i(2)) − 2n(i(1)) 2 ≤ 1 3 , i(1), i(2) ∈ N0. Considering (6.35), we see that (6.32) cannot be true for all i(1), i(2) from an infinite set N0. This contradiction proves the theorem. The presented process can be applied to prove the existence of systems from S with several properties. For example, we mention the following result. Theorem 6.8. Let A ∈ S and ε > 0 be arbitrarily given. There exists B ∈ Oσ ε (A) with the property that {XB(t); t ∈ R} = SO(m). 6.3 Skew-symmetric systems without almost periodic solutions 157 Proof. Let a sequence {Xk}k∈N ⊂ SO(m) be dense in SO(m). In the proof of Theorem 6.7, we can replace considered matrices X1, X2 by arbitrary matrices Xk, Xk+1. Thus, there is shown the existence of a system S = A + C ∈ Oσ ε (A) with the property that (see (6.29)) XS si j − Xj < N · 4n(i) 2n(i) 22n(i)−1 for some si j ∈ R and all j ∈ {1, . . . , 2n(i)}, i ≥ n0. Now it suffices to consider that lim i→∞ N · 4n(i) 2n(i) 22n(i)−1 = 0. At the end, we remark that the question of generalizations of Theorems 6.1 and 6.7 concerning other homogeneous linear differential systems, which can have only almost periodic solutions, remains open (contrary to the corresponding discrete case, see Chapters 2 and 4). Chapter 7 Values of almost periodic and limit periodic functions In this chapter, we prove two theorems about almost periodic and limit periodic functions having given values. These theorems correspond to Theorem 3.1, where it is shown that, for any countable and totally bounded set, there exists a limit periodic sequence whose range is this set. In the statements of the presented results, we need that the totally bounded set is the range of a uniformly continuous function ϕ for which the set {ϕ(k); k ∈ Z} is finite (in the almost periodic case) or the uniformly continuous function takes a value periodically (in the limit periodic case). We also construct limit periodic functions whose ranges contain arbitrarily given totally bounded sequences if one requires the connection by arcs of the space of values. 7.1 Preliminaries We put R+ 0 := [0, ∞). Let X = ∅ be an arbitrary set and let : X × X → R+ 0 be a pseudometric on X. For given ε > 0 and x ∈ X, the ε-neighbourhood of x is denoted by Oε(x). 7.2 Functions with given values At first, we construct an almost periodic function with given values. Concerning a continuous counterpart of Theorem 3.1 (or directly Definition 5.1 and Lemma 5.4), the given set of values has to be the totally bounded range of a continuous function. In addition, any almost periodic function is uniformly continuous (see Lemma 5.3). Considering these facts, we formulate the following theorem. Theorem 7.1. Let ϕ : R → X be a uniformly continuous function such that the set {ϕ(k); k ∈ Z} is finite and the set {ϕ(t); t ∈ R} is totally bounded. Then, there exists an 158 7.2 Functions with given values 159 almost periodic function ψ with the property that {ψ(k); k ∈ Z} = {ϕ(k); k ∈ Z}, {ψ(t); t ∈ R} = {ϕ(t); t ∈ R} (7.1) and that, for any l ∈ Z, there exists q(l) ∈ N for which ψ(l + s) = ψ(l + s + jq(l)), j ∈ Z, s ∈ [0, 1). (7.2) Proof. We construct ψ : R → X applying Corollary 5.23 similarly as {ψk} applying Corollary 1.28 in the proof of Theorem 3.1. Considering that the set {ϕ(k); k ∈ Z} is finite, let sufficiently large M, N ∈ Z have the property that ϕ(M) = ϕ(N) and that, for any l ∈ Z, there exists j(l) ∈ {N, N + 1, . . . , M − 1} for which ϕ(l) = ϕ(j(l)), ϕ(l + 1) = ϕ(j(l) + 1). (7.3) Without loss of generality, we can assume that N = 0 because, if N < 0, then we can redefine finitely many the below given εi and put ψ ≡ ϕ on a sufficiently large interval. Since ϕ is uniformly continuous with totally bounded range (see also (7.3)), for arbitrarily small ε > 0, there exist l1(ε), . . . , lm(ε)(ε) ∈ Z such that, for any l ∈ Z, we have (ϕ(l + s), ϕ(li + s)) < ε, s ∈ [0, 1], for at least one integer li ∈ {l1(ε), . . . , lm(ε)(ε)}. We put εi := 2−i , i ∈ N, i.e., li 1 := l1(2−i ), . . . , li m(i) := lm(2−i) 2−i , i ∈ N. In addition, we assume that {li j; j ∈ {1, . . . , m(i)}, i ∈ N} = Z. (7.4) First we define ψ(t) := ϕ(t), t ∈ [0, M]. (7.5) We choose arbitrary n(1) ∈ N for which 22n(1) M > m(1). There exist (see (7.3)) j1 1, j1 2, . . . , j1 m(1) ∈ {0, 1, . . . , M − 1} such that ϕ(l1 1) = ψ(j1 1), ϕ(l1 1 + 1) = ψ(j1 1 + 1), ϕ(l1 2) = ψ(j1 2), ϕ(l1 2 + 1) = ψ(j1 2 + 1), ... ϕ(l1 m(1)) = ψ(j1 m(1)), ϕ(l1 m(1) + 1) = ψ(j1 m(1) + 1). We define ψ(s + M + j1 1) := ϕ(s + l1 1), s ∈ [0, 1], ψ(t) := ψ(t − M), t ∈ (M, 2M] [M + j1 1, M + j1 1 + 1], ψ(s + 2M + j1 2) := ϕ(s + l1 2), s ∈ [0, 1], 7.2 Functions with given values 160 ψ(t) := ψ(t − 2M), t ∈ (2M, 3M] [2M + j1 2, 2M + j1 2 + 1], ... ψ(s + m(1)M + j1 m(1)) := ϕ(s + l1 m(1)), s ∈ [0, 1], ψ(t) := ψ(t − m(1)M), t ∈ (m(1)M, (m(1) + 1)M] [m(1)M + j1 m(1), m(1)M + j1 m(1) + 1], and we define ψ as periodic with period M on [−(22n(1)−1 + · · · + 23 + 2)M, (2 + 22 + · · · + 22n(1) )M] (M, (m(1) + 1)M). It is easily to see that we construct ψ as in Corollary 5.23 for εi := L, i ∈ {1, . . . , 2n(1) + 1}, (7.6) if L > 0 is sufficiently large. In the second step, we choose n(2) > n(1) + m(2) (n(2) ∈ N) and we put ψ(t) := ψ(t + 22n(1)+1 M), t ∈ [−(22n(1)+1 + · · · + 2)M, · · · , −(22n(1)−1 + · · · + 2)M), ψ(t) := ψ(t − 22n(1)+2 M), t ∈ ((2 + · · · + 22n(1) )M, . . . , (2 + · · · + 22n(1)+2 )M], ... ψ(t) := ψ(t + 22n(2)−1 M), t ∈ [−(22n(2)−1 + · · · + 2)M, · · · , −(22n(2)−3 + · · · + 2)M), and εi := 0, i ∈ {2n(1) + 2, . . . , 2n(2)}, ε2n(2)+1 := 2−1 . (7.7) From n(2) > n(1) + m(2) and the above construction, we see that, for each integer j, 1 ≤ j ≤ m(1), there exist at least 2m(2) + 2 intervals of the form [a, a + 1] ⊂ [−(22n(2)−1 + · · · + 2)M, . . . , (22n(2)−2 + · · · + 2)M] such that a ∈ Z and ψ|[a,a+1] ≡ ϕ|[l1 j ,l1 j +1], i.e., ψ(s + a) = ϕ(s + l1 j ), s ∈ [0, 1]. Hence, we can define continuous ψ(t) ∈ Oε2n(2)+1 ψ(t − 22n(2) M) , t ∈ ((2 + · · · + 22n(2)−2 )M, . . . , (2 + · · · + 22n(2) )M], for which ψ|[22n(2)M,22n(2)M+1] ≡ ψ|[0,1], ψ|[k,k+1] ≡ ψ|[0,1] for some k, k ∈ {(2 + · · · + 22n(2)−2 )M, . . . , (2 + · · · + 22n(2) )M − 1} {22n(2) M}, and ψ|[l,l+1] ≡ ϕ|[j(l),j(l)+1], l ∈ {(2 + · · · + 22n(2)−2 )M, . . . , (2 + · · · + 22n(2) )M − 1}, some j(l) ∈ {0, . . . , M − 1, l1 1, . . . , l1 m(1), l2 1, . . . , l2 m(2)}, 7.2 Functions with given values 161 {ϕ(t); t ∈ [l1 1, l1 1 + 1] ∪ · · · ∪ [l1 m(1), l1 m(1) + 1] ∪ [l2 1, l2 1 + 1] ∪ · · · ∪ [l2 m(2), l2 m(2) + 1]} ⊆ {ψ(t); t ∈ [(2 + · · · + 22n(2)−2 )M, . . . , (2 + · · · + 22n(2) )M]}. In the third step, we choose n(3) > n(2) + m(3) (n(3) ∈ N) and we construct ψ for εi := 0, i ∈ {2n(2) + 2, . . . , 2n(3)}, ε2n(3)+1 := 2−2 . (7.8) We have continuous ψ(t) ∈ Oε2n(3)+1 ψ(t − 22n(3) M) , t ∈ ((2 + · · · + 22n(3)−2 )M, . . . , (2 + · · · + 22n(3) )M], satisfying ψ|[l,l+1] ≡ ϕ|[j(l),j(l)+1], l ∈ {(2 + · · · + 22n(3)−2 )M, . . . , (2 + · · · + 22n(3) )M − 1}, at least one j(l) ∈ {0, . . . , M − 1, l1 1, l1 2, . . . , l3 m(3)}, {ϕ(t); t ∈ [l1 1, l1 1 + 1] ∪ [l1 2, l1 2 + 1] ∪ · · · ∪ [l3 m(3), l3 m(3) + 1]} ⊆ {ψ(t); t ∈ [(2 + · · · + 22n(3)−2 )M, . . . , (2 + · · · + 22n(3) )M]}. In addition, we have ψ|[l,l+1] ≡ ψ|[0,1], l ∈ {j 22n(2) M; j ∈ Z} ∩ {−(22n(3)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(3) )M − 1}, ψ|[22n(3)M+1,22n(3)M+2] ≡ ψ|[1,2], ψ|[22n(3)M−1,22n(3)M] ≡ ψ|[−1,0], ψ|[k,k+1] ≡ ψ|[1,2] for some k, k ∈ {(2 + · · · + 22n(3)−2 )M, . . . , (2 + · · · + 22n(3) )M − 1} {22n(3) M + 1}, ψ|[k,k+1] ≡ ψ|[−1,0] for some k, k ∈ {(2 + · · · + 22n(3)−2 )M, . . . , (2 + · · · + 22n(3) )M − 1} {22n(3) M − 1}. Continuing in the same manner, in the i-th step, we choose n(i) > n(i − 1) + m(i) (n(i) ∈ N) and we construct ψ for εk := 0, k ∈ {2n(i − 1) + 2, . . . , 2n(i)}, ε2n(i)+1 := 2−i+1 . (7.9) For simplicity, let i − 2 < 22n(2) M (see also the proof of Theorem 3.1 for j 22n(2) replaced by [j 22n(2) M, j 22n(2) M + 1], 1 + j 22n(3) by [1 + j 22n(3) M, 1 + j 22n(3) M + 1], and so on). Again, for each j(1) ∈ {1, . . . , i−1}, j(2) ∈ {1, . . . , m(j(1))}, there exist at least 2m(i)+2 integers l ∈ {−(22n(i)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(i)−2 )M − 1} ({j 22n(2) M; j ∈ Z} ∪ {1 + j 22n(3) M; j ∈ Z} ∪ {−1 + j 22n(3) M; j ∈ Z}∪ · · · ∪ {i − 3 + j 22n(i−1) M; j ∈ Z} ∪ {3 − i + j 22n(i−1) M; j ∈ Z}) such that ψ|[l,l+1] ≡ ϕ| l j(1) j(2) ,l j(1) j(2) +1 . 7.2 Functions with given values 162 Thus, we can define continuous ψ(t) ∈ Oε2n(i)+1 ψ(t − 22n(i) M) , t ∈ ((2 + · · · + 22n(i)−2 )M, . . . , (2 + · · · + 22n(i) )M], satisfying ψ|[l,l+1] ≡ ϕ|[j(l),j(l)+1], l ∈ {(2 + · · · + 22n(i)−2 )M, . . . , (2 + · · · + 22n(i) )M − 1}, at least one j(l) ∈ {0, . . . , M − 1, l1 1, l1 2, . . . , li m(i)}, {ϕ(t); t ∈ [l1 1, l1 1 + 1] ∪ [l1 2, l1 2 + 1] ∪ · · · ∪ [li m(i), li m(i) + 1]} ⊆ {ψ(t); t ∈ [(2 + · · · + 22n(i)−2 )M, . . . , (2 + · · · + 22n(i) )M]}. (7.10) In addition, we can define ψ so that ψ|[l,l+1] ≡ ψ|[0,1], l ∈ {j 22n(2) M; j ∈ Z} ∩ {−(22n(i)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(i) )M − 1}, ψ|[l,l+1] ≡ ψ|[1,2], l ∈ {1 + j 22n(3) M; j ∈ Z} ∩ {−(22n(i)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(i) )M − 1}, ψ|[l,l+1] ≡ ψ|[−1,0], l ∈ {−1 + j 22n(3) M; j ∈ Z} ∩ {−(22n(i)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(i) )M − 1}, ... ψ|[l,l+1] ≡ ψ|[i−3,i−2], l ∈ {i − 3 + j 22n(i−1) M; j ∈ Z} ∩ {−(22n(i)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(i) )M − 1}, ψ|[l,l+1] ≡ ψ|[3−i,4−i], l ∈ {3 − i + j 22n(i−1) M; j ∈ Z} ∩ {−(22n(i)−1 + · · · + 2)M, . . . , (2 + · · · + 22n(i) )M − 1}, ψ|[22n(i)M+i−2,22n(i)M+i−1] ≡ ψ|[i−2,i−1], ψ|[22n(i)M+2−i,22n(i)M+3−i] ≡ ψ|[2−i,3−i], ψ|[k,k+1] ≡ ψ|[i−2,i−1] for some k, k ∈ {(2 + · · · + 22n(i)−2 )M, . . . , (2 + · · · + 22n(i) )M − 1} {22n(i) M + i − 2}, ψ|[k,k+1] ≡ ψ|[2−i,3−i] for some k, k ∈ {(2 + · · · + 22n(i)−2 )M, . . . , (2 + · · · + 22n(i) )M − 1} {22n(i) M + 2 − i}. Evidently, it is valid (ϕ(i), ϕ(j)) ≥ 2−K or (ϕ(i), ϕ(j)) = 0 for all i, j ∈ Z and some K ∈ N. If we begin the construction by lK 1 := l1 2−K , . . . , lK m(K) := lm(2−K ) 2−K , then we have to obtain ψ(k) = ψ(k + M), k ∈ Z. 7.2 Functions with given values 163 Hence, we can construct the above ψ in order that the sequence {ψ(k)}k∈Z is periodic with period M which gives (5.14) and the continuity of ψ. We construct ψ using the process from Corollary 5.23 for all i ∈ N and we obtain an almost periodic function ψ : R → X. Indeed, we have (7.5) and, summarizing (7.6), (7.7), (7.8), . . . , (7.9), . . . , we get (5.13) (see also (3.22)). For periodic {ψ(k)}k∈Z, the first identity in (7.1) follows from (7.3) and (7.5) and the second one from the construction, (7.4), and (7.10). As in the proof of Theorem 3.1, we see that, for any l ∈ Z, there exists i(l) ∈ N satisfying ψ|[k,k+1] ≡ ψ|[l,l+1], k ∈ {l + j 22n(i(l)) M; j ∈ Z}. Thus, we obtain (7.2) for q(l) = 22n(i(l)) M. As an example which illustrates the previous theorem, we mention the following result. Corollary 7.2. For any continuous function F : [0, 1] → X, there exists an almost periodic function ψ with the property that {ψ(t); t ∈ R} = {F(t); t ∈ (0, 1)}. Proof. It suffices to show, that there exists a uniformly continuous function ϕ : R → X for which {ϕ(k); k ∈ Z} = {F(1/2)} and {ϕ(t); t ∈ R} = {F(t); t ∈ (0, 1)}, and to apply Theorem 7.1. For example, one can put ϕ(k + s) := F 1 2 + s , k ∈ N, s ∈ 0, k 2k + 1 , ϕ(k + s) := F 1 2 + k 2k + 1 , k ∈ N, s ∈ k 2k + 1 , 1 − k 2k + 1 , ϕ(k + s) := F 1 2 + 1 − s , k ∈ N, s ∈ 1 − k 2k + 1 , 1 ; ϕ(k + s) := F 1 2 − s , k ∈ Z N, s ∈ 0, k 2k − 1 , ϕ(k + s) := F 1 2 − k 2k − 1 , k ∈ Z N, s ∈ k 2k − 1 , 1 − k 2k − 1 , ϕ(k + s) := F 1 2 + s − 1 , k ∈ Z N, s ∈ 1 − k 2k − 1 , 1 . In the limit periodic case, we obtain: Theorem 7.3. Let F : R → X be a uniformly continuous function. If the range of F is totally bounded and F(p) = F(p + kr) for all k ∈ Z and some p ∈ R, r > 0, then there exists a limit periodic function f : R → X such that {f(t); t ∈ R} = {F(t); t ∈ R} (7.11) and that, for every l ∈ Z, one can find q(l) ∈ N for which f(l + s) = f (l + s + jq(l)) , j ∈ Z, s ∈ [0, 1]. (7.12) 7.2 Functions with given values 164 Proof. We consider the function G : R → X given by the formula G(t) := F (rt + p) , t ∈ R. We see that G(0) = G(k), k ∈ Z, and that {G(t); t ∈ R} = {F(t); t ∈ R}. (7.13) Since G is a uniformly continuous function whose range is totally bounded, for all ε > 0, there exists m = m(ε) ∈ N {1} satisfying (G(l + s), G(j + s)) < ε (7.14) for all l ∈ Z, s ∈ [0, 1], and at least one j = j(l) ∈ {−m, . . . , 0, . . . , m−1}. We can assume that m(ε) → ∞ if ε → 0+ . (7.15) Firstly, we put X := {G(t); t ∈ R}, (7.16) m(n) := m 2−n , n ∈ N, and f1 (s + 2lm(1)) := G(s), s ∈ [−m(1), m(1)), l ∈ Z. In the second step, we define a periodic continuous function f2 : R → X with period 22 m(1)m(2) arbitrarily so that f2 (s) = f1 (s), s ∈ [−m(1), m(1)), f2 (s + 2m(1)m(2)) = f1 (s), s ∈ [−1, 1), f2 (s); s ∈ [−2m(1)m(2) + 1, −1) ∪ [1, 2m(1)m(2) − 1) = {G(s); s ∈ [−m(2), m(2)]} , and f2 (t), f1 (t) < 1 2 , t ∈ R. (7.17) In fact, using (7.14), one can choose this function f2 in such a way that, for each j ∈ {−2m(1)m(2), . . . , 2m(1)m(2) − 1}, there exists i = i(j) ∈ {−m(2), . . . , m(2) − 1} having the property f2 (s + j) = G(s + i), s ∈ [0, 1]. Henceforth, we assume that we choose all functions fn in this way. In the third step, we define a periodic continuous function f3 : R → X with period 23 m(1)m(2)m(3) arbitrarily so that f3 (s) = f2 (s), s ∈ [−2m(1)m(2), 2m(1)m(2)), f3 (s + 2m(1)m(2)k) = f2 (s), s ∈ [−1, 1), k ∈ Z, 7.2 Functions with given values 165 f3 s + 22 m(1)m(2)m(3) = f2 (s), s ∈ [−2, 2), and f3 (t), f2 (t) < 1 22 , t ∈ R, (7.18) f3 (s); s ∈ I3 = {G(s); s ∈ [−m(3), m(3)]} , where I3 := −22 m(1)m(2)m(3) + 2, −2 ∪ 2, 22 m(1)m(2)m(3) − 2 k∈Z [2m(1)m(2)k − 1, 2m(1)m(2)k + 1) . In the general n-th step, we define a periodic continuous function fn : R → X with period 2n m(1)m(2) · · · m(n) arbitrarily so that fn (s) = fn−1 (s), s ∈ −2n−2 m(1)m(2) · · · m(n − 1), 2n−2 m(1)m(2) · · · m(n − 1) , fn (s + 2m(1)m(2)k) = fn−1 (s), s ∈ [−1, 1), k ∈ Z, fn s + 22 m(1)m(2)m(3)k = fn−1 (s), s ∈ [−2, 2), k ∈ Z, ... fn s + 2n−2 m(1)m(2) · · · m(n − 1)k = fn−1 (s), s ∈ [−n + 2, n − 2), k ∈ Z, fn s + 2n−1 m(1)m(2) · · · m(n) = fn−1 (s), s ∈ [−n + 1, n − 1), and fn (t), fn−1 (t) < 1 2n−1 , t ∈ R, (7.19) {fn (s); s ∈ In} = {G(s); s ∈ [−m(n), m(n)]} , (7.20) where In := −2n−1 · · · m(n) + n − 1, −n + 1 ∪ n − 1, 2n−1 · · · m(n) − n + 1 k∈Z [2m(1)m(2)k − 1, 2m(1)m(2)k + 1) ∪ k∈Z 22 m(1)m(2)m(3)k − 2, 22 m(1)m(2)m(3)k + 2 ∪ · · · ∪ k∈Z 2n−2 m(1) · · · m(n − 1)k − n + 2, 2n−2 m(1) · · · m(n − 1)k + n − 2 . We can define function f : R → X by f(t) := lim n→∞ fn (t), t ∈ R, (7.21) because fn (s) = fn+i (s), n, i ∈ N, s ∈ −2n−1 m(1) · · · m(n), 2n−1 m(1) · · · m(n) . (7.22) 7.2 Functions with given values 166 The inequality (f(t), fn (t)) ≤ fn+1 (t), fn (t) + fn+2 (t), fn+1 (t) + · · · < 1 2n + 1 2n+1 + · · · = 1 2n−1 , t ∈ R, n ∈ N, which follows from (7.19) (consider together with (7.17), (7.18)), implies the limit periodicity of f defined in (7.21). The resulting function f satisfies (7.11) and (7.12). Immediately, we obtain (7.11) from (7.15), (7.20) (see also (7.13), (7.16)), and (7.22). Let n ∈ N be arbitrary. Considering the construction above, we have fn+i (s + 2n m(1) · · · m(n + 1)j) = fn+1 (s), s ∈ [−n, n], j ∈ Z, i ∈ N. Finally, we get (7.12) for q(l) = 2| l |+1 m(1)m(2) · · · m(| l | + 2), l ∈ Z. Remark 7.4. As in Section 3.2, we can formulate Theorem 7.3 in the form when X is a uniform space with a countable fundamental system of entourages. We refer to the references mentioned in Section 3.2. Remark 7.5. Here, we comment the periodic condition on F in the theorem above. Without the requirement that there exist p ∈ R and r > 0 such that F(p) = F(p + kr), k ∈ Z, Theorem 7.3 is not valid. For example, there exists a uniformly continuous function F : R → R2 whose range is {F(t); t ∈ R} = x, sin 1 x ; x ∈ (0, 1] . (7.23) Suppose that a limit periodic function f : R → R2 satisfies (7.11) and (7.12). There exist j ∈ Z and a ∈ (0, 1] for which (see (7.11) and (7.23)) {f(t); t ∈ [j, j + 1]} = x, sin 1 x ; x ∈ [a, 1] . (7.24) Let us consider q(j) from the statement of Theorem 7.3. Since f is uniformly continuous, there exists b ∈ (0, a) such that {f(t); t ∈ [i, i + 1 + q(j)]} ⊆ x, sin 1 x ; x ∈ [b, 1] for all i ∈ Z if [1, sin 1] ∈ {f(t); t ∈ [i, i + 1 + q(j)]}. (7.25) Nevertheless, (7.25) follows from (7.12) and (7.24). Thus, we have {f(t); t ∈ R} ⊆ x, sin 1 x ; x ∈ [b, 1] . (7.26) This contradiction (given by (7.11) and (7.26)) shows that the periodic condition on F cannot be omitted. 7.2 Functions with given values 167 Immediately, from Theorem 7.3, we get the following consequence. Corollary 7.6. Let F : R → X be a uniformly continuous function. If the range of F is totally bounded and F(p) = F(p + kr) for all k ∈ Z and some p ∈ R, r > 0, then there exists an almost periodic function f : R → X such that (7.11) is valid and that, for every l ∈ Z, one can find q(l) ∈ N for which (7.12) is valid. Important cases of pseudometric spaces are covered by the spaces whose elements can be connected by arcs. Corollary 7.7. Let F : R → X be a uniformly continuous function whose range X := {F(t); t ∈ R} is totally bounded. If all x, y ∈ X can be connected in X by continuous curves which depend uniformly continuously on x and y, then there exists a limit periodic function f : R → X such that {F(t); t ∈ R} ⊆ {f(t); t ∈ R} (7.27) and that, for every l ∈ Z, one can find q(l) ∈ N for which (7.12) is valid. Proof. Let us choose t0 ∈ R arbitrarily and consider continuous functions gk : [0, 1] → X, k ∈ Z, for which gk(0) = F(k), gk 1 2 = F(t0), gk(1) = F(k). We define G : R → X as G(2k + s) := F(k + s), G(2k + 1 + s) := gk+1(s), k ∈ Z, s ∈ [0, 1). We can assume (consider directly the statement of the corollary) that, for any ε > 0, there exists δ(ε) > 0 such that (gk(s), gl(s)) < ε, s ∈ [0, 1], if (gk(0), gl(0)) = (F(k), F(l)) < δ(ε) for arbitrary k, l ∈ Z. Thus, there exists a uniformly continuous function G : R → X with a totally bounded range and with the properties G 3 2 + 2k = F(t0), k ∈ Z, {F(t); t ∈ R} ⊆ {G(t); t ∈ R}. (7.28) Using Theorem 7.3 for this function G, we get a limit periodic function f : R → X satisfying {f(t); t ∈ R} = {G(t); t ∈ R} (7.29) and (7.12). Finally, (7.28) and (7.29) give (7.27). Especially, from the proof of Corollary 7.7, we obtain the last result. Corollary 7.8. Let F : R → X be a uniformly continuous function whose range X := {F(t); t ∈ R} is totally bounded. If there exists x ∈ X such that x and F(k) for k ∈ Z can be connected in X by continuous curves which depend uniformly continuously on F(k), then one can construct a limit periodic function f : R → X satisfying (7.11) and (7.12). Author’s papers All mentioned papers can be found in MathSciNet (18 of them in WoS). The status is on the date 2015/09/21. (1) Vesel´y, M.: On orthogonal and unitary almost periodic homogeneous linear difference systems. In: Proceedings of Colloquium on Differential and Difference Equations (Brno, 2006), 179–184. Folia Fac. Sci. Natur. Univ. Masaryk. Brun. Math., Vol. 16, Masaryk Univ., Brno, 2007. (2) Vesel´y, M.: Construction of almost periodic sequences with given properties. Electron. J. Differential Equations 2008, no. 126, 1–22. (3) Vesel´y, M.: Almost periodic sequences and functions with given values. Arch. Math. (Brno) 47 (2011), no. 1, 1–16. (4) Vesel´y, M.: Construction of almost periodic functions with given properties. Electron. J. Differential Equations 2011, no. 29, 1–25. (5) Vesel´y, M.: Almost periodic homogeneous linear difference systems without almost periodic solutions. J. Difference Equ. Appl. 18 (2012), no. 10, 1623–1647. (6) Hasil, P.; Vesel´y, M.: Criticality of one term 2n-order self-adjoined differential equations. In: Proceedings of the 9th Colloquium on the Qualitative Theory on Differential Equations, no. 18, 1–12, Electron. J. Qual. Theory Differ. Equ., Szeged, 2012. (7) Hasil, P.; Vesel´y, M.: Almost periodic transformable difference systems. Appl. Math. Comput. 218 (2012), no. 9, 5562–5579. (8) Hasil, P.; Vesel´y, M.: Critical oscillation constant for difference equations with almost periodic coefficients. Abstr. Appl. Anal. 2012, art. ID 471435, 1–19. (9) Vesel´y, M.: Almost periodic skew-symmetric differential systems. Electron. J. Qual. Theory Differ. Equ. 2012, no. 72, 1–16. (10) Hasil, P.; Vesel´y, M.: Oscillation of half-linear differential equations with asymptotically almost periodic coefficients. Adv. Difference Equ. 2013, no. 122, 1–15. (11) Hasil, P.; Vesel´y, M.: Oscillation and non-oscillation of asymptotically almost periodic half-linear difference equations. Abstr. Appl. Anal. 2013, atr. ID 432936, 1–12. 168 (12) Hasil, P.; Vesel´y, M.: Conditional oscillation of Riemann–Weber half-linear differential equations with asymptotically almost periodic coefficients. Studia Sci. Math. Hungar. 51 (2014), no. 3, 303–321. (13) Hasil, P.; Vesel´y, M.: Limit periodic linear difference systems with coefficient matrices from commutative groups. Electron. J. Qual. Theory Differ. Equ. 2014, no. 23, 1–25. (14) Hasil, P.; Maˇr´ık, R.; Vesel´y, M.: Conditional oscillation of half-linear differential equations with coefficients having mean values. Abstr. Appl. Anal. 2014, atr. ID 258159, 1–14. (15) Hasil, P.; Vesel´y, M.: Non-oscillation of half-linear differential equations with periodic coefficients. Electron. J. Qual. Theory Differ. Equ. 2015, no. 1, 1–21. (16) Hasil, P.; Vesel´y, M.: Non-oscillation of perturbed half-linear differential equations with sums of periodic coefficients. Adv. Difference Equ. 2015, no. 190, 1–17. (17) Hasil, P.; Vesel´y, M.: Oscillation constants for half-linear difference equations with coefficients having mean values. Adv. Difference Equ. 2015, no. 210, 1–18. (18) Hasil, P.; Vesel´y, M.: Limit periodic homogeneous linear difference systems. Appl. Math. Comput. 265 (2015), 958–972. (19) Doˇsl´y, O.; Vesel´y, M.: Oscillation and non-oscillation of Euler type half-linear differential equations. J. Math. Anal. Appl. 429 (2015), no. 1, 602–621. (20) Hasil, P.; Vesel´y, M.: Oscillation constant for modified Euler type half-linear equations. Electron. J. Differential Equations 2015, no. 220, 1–14. (21) Hasil, P.; Vesel´y, M.: Values of limit periodic sequences and functions. Math. Slovaca, in press. (PhD) Vesel´y, M.: Constructions of almost periodic sequences and functions and homogeneous linear difference and differential systems. Ph.D. thesis. Brno, 2011. 169 Bibliography [1] Agarwal, R. P.: Difference equations and inequalities. Theory, methods, and applications. Marcel Dekker, Inc., New York, 2000. [2] Akhmet, M. U.: Almost periodic solutions of the linear differential equation with piecewise constant argument. Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 16 (2009), 743–753. [3] Aldrovandi, R.: Special matrices of mathematical physics. Stochastic, circulant and Bell matrices. World Scientific Publishing Co., Inc., Singapore, 2001. [4] Alonso, A. I.; Hong, J.; Obaya, G. R.: Almost periodic type solutions of differential equations with piecewise constant argument via almost periodic type sequences. Appl. Math. Lett. 13 (2000), no. 2, 131–137. [5] AlSharawi, Z.; Angelos, J.: Linear almost periodic difference equations. J. Comput. Math. Optim. 4 (2008), 61–91. [6] Amerio, L.: Abstract almost-periodic functions and functional equations. Boll. U.M.I. 21 (1966), 287–334. [7] Amerio, L.; Prouse, G.: Almost-periodic functions and functional equations. Van Nostrand Reinhold Company, New York, 1971. [8] Andres, J.; Pennequin, D.: Semi-periodic solutions of difference and differential equations. Bound. Value Probl. 141 (2012), 1–16. [9] Auslander, J.; Markley, N.: Locally almost periodic minimal flows. J. Difference Equ. Appl. 15 (2009), no. 1, 97–109. [10] Bˆanzaru, T.: Multivalued almost periodic mappings. Bul. S¸ti. Tehn. Inst. Politehn. Timi¸soara—Ser. Mat.-Fiz.-Mec. Teoret. Apl. 19(33) (1974), no. 1, 25–28. [11] Bˆanzaru, T.; Criv˘at¸, N.: On almost periodic multivalued maps with values in uniform spaces. Bul. S¸tiint¸. Tehn. Inst. Politehn. “Traian Vuia” Timi¸soara Ser. Mat. Fiz. 26(40) (1981), no. 2, 47–51. [12] Basit, B. R.; G¨unzler, H.: Generalized vector valued almost periodic and ergodic distributions. J. Math. Anal. Appl. 314 (2006), no. 1, 363–381. 170 BIBLIOGRAPHY 171 [13] Bede, B.; Gal, S. G.: Almost periodic fuzzy-number-valued functions. Fuzzy Sets and Systems 147 (2004), no. 3, 385–403. [14] Behrouzi, F.: Almost periodic functions on groupoids. Rend. Semin. Mat. Univ. Padova 132 (2014), 45–59. [15] Bel’gart, L. V.; Romanovski˘ı, R. K.: The exponential dichotomy of solutions to systems of linear difference equations with almost periodic coefficients. Russ. Math. 54 (2010), 44–51. [16] Bernstein, D.S .: Matrix mathematics. Theory, facts, and formulas. Princeton University Press, Princeton, 2009. [17] Berg, I. D.; Wilansky, A.: Periodic, almost-periodic, and semiperiodic sequences. Michigan Math. J. 9 (1962), 363–368. [18] Besicovitch, A. S.: Almost periodic functions. Dover Publications, Inc., New York, 1955. [19] Bhatti, M. I.; N’Gu´er´ekata, G. M.; Latif, M. A.: Almost periodic functions defined on Rn with values in p-Fr´echet spaces, 0 < p < 1. Libertas Math. 29 (2009), 83–100. [20] Bhatti, M. I.; Latif, M. A.: Almost periodic functions defined on Rn with values in fuzzy setting. Punjab Univ. J. Math. (Lahore) 39 (2007), 19–27. [21] Blot, J.; Pennequin, D.: Existence and structure results on almost periodic solutions of difference equations. J. Differ. Equations Appl. 7 (2001), no. 3, 383–402. [22] Bochner, S.: Abstrakte fastperiodische Funktionen. Acta Math. 61 (1933), no. 1, 149–184. [23] Bochner, S.: A new approach to almost periodicity. Proc. Nat. Acad. Sci. 48 (1962), 2039–2043. [24] Bochner, S.; von Neumann, J.: Almost periodic functions in groups. II. Trans. Amer. Math. Soc. 37 (1935), no. 1, 21–50. [25] Bochner, S.; von Neumann, J.: On compact solutions of operational-differential equations. I. Ann. Math. (2) 36 (1935), no. 1, 255–291. [26] Bogatyrev, B. M.; Eremenko, V. A.: Solution of implicit finite difference systems. In: Asymptotic methods of nonlinear mechanics, 8–13, 193. Akad. Nauk Ukrain. SSR, Inst. Mat., Kiev, 1979. [27] Bohr, H.: Zur Theorie der fastperiodischen Funktionen. I. Eine Verallgemeinerung der Theorie der Fourierreihen. Acta Math. 45 (1925), no. 1, 29–127. [28] Bohr, H.: Zur Theorie der fastperiodischen Funktionen. II. Zusammenhang der fastperiodischen Funktionen mit Funktionen von unendlich vielen Variabeln; gleichm¨assige Approximation durch trigonometrische Summen. Acta Math. 46 (1925), no. 1-2, 101–214. BIBLIOGRAPHY 172 [29] Bohr, H.; Neugebauer, O.: ¨Uber lineare Differentialgleichungen mit konstanten Koeffizienten und fastperiodischer rechter Seite. Math.-Phys. Klasse 1926, C 17, 8–22. [30] Brudnyi, A.; Kinzebulatov, D.: Holomorphic semi-almost periodic functions. Integral Equations Operator Theory 66 (2010), no. 3, 293–325. [31] Bugajewski, D.; N’Gu´er´ekata, G. M.: On some classes of almost periodic functions in abstract spaces. Int. J. Math. Sci. 2004, no. 61-64, 3237–3247. [32] Burd, V.: Method of averaging for differential equations on an infinite interval. Theory and applications. Lecture Notes in Pure and Applied Mathematics, Vol. 255. Chapman & Hall/CRC, Boca Raton, 2007. [33] Burton, T. A.: Linear differential equations with periodic coefficients. Proc. Amer. Math. Soc. 17 (1966), 327–329. [34] Campos, J.; Tarallo, M. Almost automorphic linear dynamics by Favard theory. J. Differential Equations 256 (2014), no. 4, 1350–1367. [35] Caraballo, T.; Cheban, D.: Almost periodic and almost automorphic solutions of linear differential/difference equations without Favard’s separation condition. I. J. Differential Equations 246 (2009), no. 1, 108–128. [36] Caraballo, T.; Cheban, D.: Almost periodic and almost automorphic solutions of linear differential/difference equations without Favard’s separation condition. II. J. Differential Equations 246 (2009), no. 3, 1164–1186. [37] Caraballo, T.; Cheban, D.: Almost periodic and almost automorphic solutions of linear differential equations. Discrete Contin. Dyn. Syst. 33 (2013), no. 5, 1857–1882. [38] Cenusa, G.: Random vector functions -almost periodic. Bull. Math. Soc. Sci. Math. R. S. Roumanie (N.S.) 25(73) (1981), no. 1, 15–31. [39] Cheban, D. N.: Asymptotically almost periodic solutions of differential equations. Hindawi Publishing Corporation, New York, 2009. [40] Cheban, D. N.: Bounded solutions of linear almost periodic systems of differential equations. Izv. Ross. Akad. Nauk Ser. Mat. 62 (1998), no. 3, 155–174; translation in: Izv. Math. 62 (1998), no. 3, 581–600. [41] Chv´atal, M.: Non-almost periodic solutions of limit periodic and almost periodic homogeneous linear difference systems. Electron. J. Qual. Theory Differ. Equ. 2014, no. 76, 1–20. [42] Cieutat, P.; Haraux, A.: Exponential decay and existence of almost periodic solutions for some linear forced differential equations. Port. Math. (N.S.) 59 (2002), no. 2, 141–159. [43] Conway, J. H.; Curtis, R. T.; Norton, S. P.; Parker, R. A.; Wilson, R. A.: Atlas of finite groups. Maximal subgroups and ordinary characters for simple groups. Clarendon Press, Oxford, 1985. BIBLIOGRAPHY 173 [44] Coppel, W. A.: Almost periodic properties of ordinary differential equations. Ann. Mat. Pura Appl. 76 (1967), no. 4, 27–49. [45] Corduneanu, C.: Almost periodic discrete processes. Libertas Mathematica 2 (1982), 159–169. [46] Corduneanu, C.: Almost periodic functions. John Wiley and Sons, New York, 1968. [47] Corduneanu, C.: Almost periodic oscillations and waves. Springer, New York, 2009. [48] Corduneanu, C.: Almost periodic solutions for a class of functional differential equations. Funct. Differ. Equ. 14 (2007), no. 2-4, 223–229. [49] Corduneanu, C.: Some comments on almost periodicity and related topics. Commun. Math. Anal. 8 (2010), no. 2, 5–15. [50] Criv˘at¸, N.: Almost periodic multifunctions with values in generalized uniform spaces. Bul. S¸tiint¸. Univ. Politeh. Timi¸s. Ser. Mat. Fiz. 52(66) (2007), no. 1, 69–75. [51] Criv˘at¸, N.: Almost periodic multifunctions with values in generalized uniform spaces (II). Bul. S¸tiint¸. Univ. Politeh. Timi¸s. Ser. Mat. Fiz. 55(69) (2010), no. 2, 16–21. [52] Demenchuk, A. K.: Irregular forced almost periodic solutions of ordinary linear differential systems. Mathematica 46(69) (2004), no. 1, 67–74. [53] Demenchuk, A. K.: On irregular forced almost periodic solutions of linear systems in a critical nonresonance case. Vestsi Nats. Akad. Navuk Belarusi Ser. Fiz.-Mat. Navuk 2005, no. 1, 23–27, 125. [54] Demenchuk, A. K.: On the existence of almost periodic solutions of linear differential systems in a noncritical case. Vestsi Nats. Akad. Navuk Belarusi Ser. Fiz.-Mat. Navuk 2003, no. 3, 11–16, 124. [55] Demenchuk, A. K.: On the existence of partially irregular almost periodic solutions of linear nonhomogeneous differential systems in a critical nonresonance case. Differ. Uravn. 40 (2004), no. 5, 590–596, 717; translation in: Differ. Equ. 40 (2004), no. 5, 634–640. [56] Diagana, T.: Almost automorphic type and almost periodic type functions in abstract spaces. Springer, Cham, 2013. [57] Diagana, T.; Elaydi, S.; Yakubu, A.-A.: Population models in almost periodic environments. J. Difference Equ. Appl. 13 (2007), 239–260. [58] Dunlavy, D. M.; Mackey, D. S.; Mackey, N.: Structure preserving algorithms for perplectic eigenproblems. Electron. J. Linear Algebra 13 (2005), 10–39. [59] Duy, T. K.: Limit-periodic arithmetical functions and the ring of finite integral adeles. Lith. Math. J. 51 (2011), no. 4, 486–506. BIBLIOGRAPHY 174 [60] Dˇzafarov, A. S.; Gasanov, G. M.: Almost periodic functions with respect to the Hausdorff metric, and their properties. Izv. Akad. Nauk Azerba˘ıdˇzan. SSR Ser. Fiz.-Tehn. Mat. Nauk 1977, no. 1, 57–62. [61] Dˇzafarov, A. S.; Gasanov, G. M.: Some problems of almost-periodic functions with respect to the Hausdorff metric. In: Theory of functions and approximations, Part 2 (Saratov, 1986), 45–47. Saratov. Gos. Univ., Saratov, 1988. [62] Eliasson, L. H.: Reducibility and point spectrum for linear quasi-periodic skew-products. In: Proceedings of the International Congress of Mathematicians (Berlin, 1998). Doc. Math. 1998, Extra Vol. II, 779–787. [63] Ellis, R.: The construction of minimal discrete flows. Amer. J. Math. 87 (1965), 564–574. [64] Esclangon, E.: Sur les int´egrales quasi-p´eriodiques d’´equations diff´erentielles lin´eaires. C. R. Acad. Sci. Paris 158 (1914), 1254–1256. [65] Fan, K.: Les fonctions asymptotiquement presque-p´eriodiques d’une variable enti`ere et leur application `a l’´etude de l’it´eration des transformations continues. Math. Z. 48 (1943), 685–711. [66] Favard, J.: Sur certains syst`emes diff´erentiels scalaires lin´eaires et homog`enes `a coefficients presque-p´eriodiques. Ann. Mat. Pura Appl. 61 (1963), no. 4, 297–316. [67] Favard, J.: Sur les ´equations diff´erentielles lin´eaires `a coefficients presque-p´eriodiques. Acta Math. 51 (1928), no. 1, 31–81. [68] Favorov, S.; Parfyonova, N.: Almost periodic mappings to complex manifolds. In: Functional analysis and its applications, 81–84. North-Holland Math. Stud., 197, Elsevier, Amsterdam, 2004. [69] Faxing, L.: The existence of almost-automorphic solutions of almost-automorphic systems. Ann. Differential Equations 3 (1987), no. 3, 329–349. [70] Feng, Q.; Yuan, R.: Existence of almost periodic solutions for neutral delay difference systems. Front. Math. China 4 (2009), no. 3, 437–462. [71] Filippov, M. G.: Reducibility of linear almost periodic systems of differential equations with a skew-symmetric matrix. In: Analytic methods for studying nonlinear differential systems, 120–127. Akad. Nauk Ukrainy, Inst. Mat., Kiev, 1992. [72] Fink, A. M.: Almost periodic differential equations. Lecture Notes in Math., Vol. 377. Springer-Verlag, Berlin, 1974. [73] Flor, P.: ¨Uber die Wertmengen fastperiodischer Folgen. Monatsh. Math. 67 (1963), 12–17. [74] Fr´echet, M.: Les fonctions asymptotiquement presque-p´eriodiques. Revue Sci. (Rev. Rose Illus.) 79 (1941), 341–354. BIBLIOGRAPHY 175 [75] Fr´echet, M.: Les fonctions asymptotiquement presque-p´eriodiques continues. C. R. Acad. Sci. Paris 213 (1941), 520–522. [76] Fulton, W.; Harris, J.: Representation theory. A first course. Springer-Verlag, New York, 1991. [77] Funakosi, S.: On extension of almost periodic functions. Proc. Japan Acad. 43 (1967), 739–742. [78] Furstenberg, H.: Strict ergodicity and transformation of the torus. Amer. J. Math. 83 (1961), 573–601. [79] Gal, C. G.; Gal, S. G.; N’Gu´er´ekata, G. M.: Almost automorphic functions with values in p-Fr´echet spaces. Electron. J. Differential Equations 2008, no. 21, 1–18. [80] Gantmacher, F. R.: The theory of matrices. (Vol. 1. Reprint of the 1959 translation.) AMS Chelsea Publishing, Providence, 1998. [81] Georgi, H.; Glashow, S. L.: Unity of all elementary-particle forces. Phys. Rev. Lett. 32 (1974), 438–441. [82] Gockenbach, M. S.: Finite-dimensional linear algebra. Discrete Mathematics and its Applications (Boca Raton). CRC Press, Boca Raton, 2010. [83] Gopalsamy, K.; Liu, P.; Zhang, S.: Almost periodic solutions of nonautonomous linear difference equations. Appl. Anal. 81 (2002), no. 2, 281–301. [84] Gottschalk, W. H.: Orbit-closure decompositions and almost periodic properties. Bull. Amer. Math. Soc. 50 (1944), 915–919. [85] Grande, R. F.: Hierarchy of almost-periodic function spaces. Rend. Mat. Appl. (7) 26 (2006), no. 2, 121–188. [86] Guan, Y.; Wang, K.: Translation properties of time scales and almost periodic functions. Math. Comput. Modelling 57 (2013), no. 5-6, 1165–1174. [87] Hamaya, Y.: Existence of an almost periodic solution in a difference equation by Lyapunov functions. Nonlinear Stud. 8 (2001), no. 3, 373–379. [88] Han, Y.; Hong, J.: Almost periodic random sequences in probability. J. Math. Anal. Appl. 336 (2007), no. 2, 962–974. [89] Haraux, A.: A simple almost-periodicity criterion and applications. J. Differential Equations 66 (1987), no. 1, 51–61. [90] Haraux, A.: Nonlinear evolution equations. Global behavior of solutions. Lecture Notes in Math., Vol. 841. Springer-Verlag, New York, 1981. [91] Harmer, M.: Hermitian symplectic geometry and extension theory. J. Phys. A-Math. Theor. 33 (2000), 9193–9203. BIBLIOGRAPHY 176 [92] Higham, N. J.: Functions of matrices. Theory and computation. Society for Industrial and Applied Mathematics, Philadelphia, 2008. [93] Hong, J.; Yuan, R.: The existence of almost periodic solutions for a class of differential equations with piecewise constant argument. Nonlinear Anal. 28 (1997), no. 8, 1439–1450. [94] Horn, R. A.; Johnson, C. R.: Matrix analysis. Cambridge University Press, Cambridge, 1985. [95] Hu, Z. S.; Mingarelli, A. B.: Favard’s theorem for almost periodic processes on Banach space. Dynam. Systems Appl. 14 (2005), no. 3-4, 615–631. [96] Hu, Z. S.; Mingarelli, A. B.: On a question in the theory of almost periodic differential equations. Proc. Amer. Math. Soc. 127 (1999), 2665–2670. [97] Hu, Z. S.; Mingarelli, A. B.: On a theorem of Favard. Proc. Amer. Math. Soc. 132 (2004), no. 2, 417–428. [98] Ishii, H.: On the existence of almost periodic complete trajectories for contractive almost periodic processes. J. Differential Equations 43 (1982), no. 1, 66–72. [99] Jaiswal, A.; Sharma, P. L.; Singh, B.: A note on almost periodic functions. Math. Japon. 19 (1974), no. 3, 279–282. [100] Jajte, R.: On almost-periodic sequences. Colloq. Math. 13 (1964/1965), 265–267. [101] Janeczko, S.; Zajac, M.: Critical points of almost periodic functions. Bull. Polish Acad. Sci. Math. 51 (2003), no. 1, 107–120. [102] Johnson, R. A.: A linear almost periodic equation with an almost automorphic solution. Proc. Amer. Math. Soc. 82 (1981), no. 2, 199–205. [103] Johnson, R. A.: Bounded solutions of scalar almost periodic linear equations. Illinois J. Math. 25 (1981), no. 4, 632–643. [104] Johnson, R. M.: On a Floquet theory for almost periodic, two-dimensional linear system. J. Differential Equations 37 (1980), no. 2, 184–205. [105] Kacaran, T. K.; Perov, A. I.: Theorems of Favard and Bohr-Neugebauer for multidimensional differential equations. Izv. Vysˇs. Uˇcebn. Zaved. Matematika 1968, no. 5(72), 62–70. [106] Katznelson, Y. M.; Katznelson, Y. R.: A (terse) introduction to linear algebra. Student Mathematical Library, Vol. 44. American Mathematical Society, Providence, 2008. [107] Kelley, J. L.: General topology. Graduate texts in Mathematics, Vol. 27. Springer, New York, 1975. BIBLIOGRAPHY 177 [108] Kelley, W. G.; Peterson, A. C.: Difference equations. An introduction with applications. Harcourt/Academic Press, San Diego, 2001. [109] Khan, L. A.; Alsulami, S. M.: Almost periodicity in linear topological spacesrevisited. Commun. Math. Anal. 13 (2012), no. 1, 54–63. [110] Kirichenova, O. V.; Kotyurgina, A. S.; Romanovski˘ı, R. K.: The method of Lyapunov functions for systems of linear difference equations with almost periodic coefficients. Siberian Math. J. 37 (1996), 147–150. [111] Kope´c, J.: On vector-valued almost periodic functions. Ann. Soc. Polon. Math. 25 (1952), 100–105. [112] Kultaev, T.: Construction of particular solutions of a system of linear differential equations with almost periodic coefficients. Ukra¨ın. Mat. Zh. 39 (1987), no. 4, 526–529, 544; translation in: Ukrainian Math. J. 39 (1987), no. 4, 428–431. [113] Kurzweil, J.; Vencovsk´a, A.: Linear differential equations with quasiperiodic coefficients. Czechoslovak Math. J. 37(112) (1987), no. 3, 424–470. [114] Kurzweil, J.; Vencovsk´a, A.: On a problem in the theory of linear differential equations with quasiperiodic coefficients. In: Ninth international conference on nonlinear oscillations, Vol. 1 (Kiev, 1981), 214–217, 444. Naukova Dumka, Kiev, 1984. [115] Lakshmikantham, V.; Trigiante, D.: Theory of difference equations. Numerical methods and applications. Monographs and Textbooks in Pure and Applied Mathematics, Vol. 251. Marcel Dekker, Inc., New York, 2002. [116] Lan, N. T.: On the almost periodic solutions of differential equations on Hilbert spaces. Int. J. Differ. Equ. 2009, art. ID 575939, 1–11. [117] Levitan, B. M.: Poˇcti-periodiˇceskie funkcii. Gosudarstv. Izdat. Tehn.-Teor. Lit., Moscow, 1953. [118] Levitan, B. M.; ˇZikov, V. V.: Favard theory. Uspekhi Mat. Nauk 32 (1977), no. 2(194), 123–171, 263; translation in: Russian Math. Surveys 32 (1977), no. 2, 129–180. [119] Li, Y.; Li, B.: Almost periodic time scales and almost periodic functions on time scales. J. Appl. Math. 2015, art. ID 730672, 1–8. [120] Li, Y.; Wang, C.: Almost periodic functions on time scales and applications. Discrete Dyn. Nat. Soc. 2011, art. ID 727068, 1–20. [121] Li, Y.; Wang, C.: Almost periodic solutions to dynamic equations on time scales and applications. J. Appl. Math. 2012, art. ID 463913, 1–19. [122] Lin, F.; Ni, H.: The existence and stability of almost periodic solution. Ann. Differential Equations 23 (2007), no. 2, 173–179. BIBLIOGRAPHY 178 [123] Lipnitski˘ı, A. V.: Lower bounds for the norm of solutions of linear differential systems with a linear parameter. Differ. Uravn. 50 (2014), no. 3, 412–416; translation in: Differ. Equ. 50 (2014), no. 3, 410–414. [124] Lipnitski˘ı, A. V.: On the discontinuity of Lyapunov exponents of an almost periodic linear differential system affinely dependent on a parameter. Differ. Uravn. 44 (2008), no. 8, 1041–1049; translation in: Differ. Equ. 44 (2008), no. 8, 1072–1081. [125] Lipnitski˘ı, A. V.: On the singular and higher characteristic exponents of an almost periodic linear differential system that depends affinely on a parameter. Differ. Uravn. 42 (2006), no. 3, 347–355, 430; translation in: Differ. Equ. 42 (2006), no. 3, 369–379. [126] Lizama, C.; Mesquita, J. G.: Almost automorphic solutions of non-autonomous difference equations. J. Math. Anal. Appl. 407 (2013), no. 2, 339–349. [127] Lizama, C.; Mesquita, J. G.; Ponce, R.: A connection between almost periodic functions defined on timescales and R. Appl. Anal. 93 (2014), no. 12, 2547–2558. [128] Maak, W.: Fastperiodische Funktionen. Springer-Verlag, Berlin, 1950. [129] Malkin, I. G.: Some problems of the theory of nonlinear oscillations. Springer-Verlag, New York, 1991. [130] Mauclaire, J.-L.: Suites limite-p´eriodiques et th´eorie des nombres. I. Proc. Japan Acad. Ser. A Math. Sci. 56 (1980), no. 4, 180–182. [131] Mauclaire, J.-L.; Sur la th´eorie des suites presque-p´eriodiques. I. Proc. Japan Acad. Ser. A Math. Sci. 61 (1985), no. 5, 153–155. [132] Mauclaire, J.-L.; Sur la th´eorie des suites presque-p´eriodiques. II. Proc. Japan Acad. Ser. A Math. Sci. 61 (1985), no. 6, 190–192. [133] Meisters, G. H.: On almost periodic solutions of a class of differential equations. Proc. Amer. Math. Soc. 10 (1959), 113–119. [134] Miller, A.: Almost periodicity. Old and new results. Real Anal. Exchange 2006, 30th Summer Symposium Conference, 69–83. [135] Minh, N. V.; Naito, T.; Shin, J. S.: Almost periodic solutions of differential equations in Banach spaces: some new results and methods. Vietnam J. Math. 29 (2001), no. 4, 295–330. [136] Moody, R. V.; Nesterenko, M.; Patera, J.: Computing with almost periodic functions. Acta Crystallogr. Sect. A 64 (2008), no. 6, 654–669. [137] Moshchevitin, N. G.: Differential equations with almost periodic and conditionally periodic coefficients: recurrence and reducibility. Mat. Zametki 64 (1998), no. 2, 229–237; translation in: Math. Notes 64 (1998), no. 1-2, 194–201. [138] Muchnik, A.; Semenov, A.; Ushakov, M.: Almost periodic sequences. Theoret. Comput. Sci. 304 (2003), no. 1-3, 1–33. BIBLIOGRAPHY 179 [139] Muni, G.: Functions of S almost periodic with respect to a homeomorphic group. Boll. Un. Mat. Ital. B (5) 17 (1980), no. 1, 232–243. [140] Nerurkar, M. G.; Sussmann, H. J.: Construction of ergodic cocycles that are fundamental solutions to linear systems of a special form. J. Mod. Dyn. 1 (2007), 205–253. [141] Nerurkar, M. G.; Sussmann, H. J.: Construction of minimal cocycles arising from specific differential equations. Israel J. Math. 100 (1997), 309–326. [142] N’Gu´er´ekata, G. M.: Almost automorphic and almost periodic functions in abstract spaces. Kluwer Academic/Plenum Publishers, New York, 2001. [143] N’Gu´er´ekata, G. M.: Topics in almost automorphy. Springer-Verlag, New York, 2005. [144] Opial, Z.: Sur les solutions presque-p´eriodiques d’une classe d’´equations diff´erentielles. Ann. Polon. Math. 9 (1960/1961), 157–181. [145] Ortega, R.; Tarallo, M.: Almost periodic linear differential equations with non-separated solutions. J. Funct. Anal. 237 (2006), no. 2, 402–426. [146] Palmer, K. J.: On bounded solutions of almost periodic linear differential systems. J. Math. Anal. Appl. 103 (1984), no. 1, 16–25. [147] Pankov, A. A.; Tverdokhleb, Y. S.: On almost periodic difference operators. Dopov. Nats. Akad. Nauk Ukr. Mat. Prirodozn. Tekh. Nauki 2000, no. 2, 24–26. [148] Papaschinopoulos, G.: Exponential separation, exponential dichotomy, and almost periodicity of linear difference equations. J. Math. Anal. Appl. 120 (1986), 276–287. [149] Petukhov, A. P.: The space of almost periodic functions with the Hausdorff metric. Mat. Sb. 185 (1994), no. 3, 69–92; translation in: Russian Acad. Sci. Sb. Math. 81 (1995), no. 2, 321–341. [150] Pinto, M.; Robledo, G.: Cauchy matrix for linear almost periodic systems and some consequences. Nonlinear Anal. 74 (2011), no. 16, 5426–5439. [151] Precupanu, A.: Relations entre les fonctions et les suites presque-automorphes. An. S¸ti. Univ. “Al. I. Cuza” Ia¸si Sect¸. I a Mat. (N.S.) 17 (1971), 37–41. [152] Radov´a, L.: Theorems of Bohr-Neugebauer-type for almost-periodic differential equations. Math. Slovaca 54 (2004), no. 2, 191–207. [153] Ragimov, M. B.: On a certain theorem of Bohr. Azerba˘ıdˇzan. Gos. Univ. Uˇcen. Zap. Ser. Fiz.-Mat. Nauk 1968, no. 4, 61–65. [154] Ritter, G. X.: A characterization of almost periodic homeomorphisms on the 2-sphere and the annulus. General Topology Appl. 9 (1978), no. 3, 185–191. [155] Sell, G. R.: A remark on an example of R. A. Johnson. Proc. Amer. Math. Soc. 82 (1981), no. 2, 206–208. BIBLIOGRAPHY 180 [156] Seynsche, I.: Zur Theorie der fastperiodischen Zahlfolgen. Rend. Circ. Mat. Palermo 55 (1931), 395–421. [157] Sharma, N.: Almost periodic functions on fuzzy metric space. J˜n¯an¯abha 23 (1993), 129–131. [158] Sharma, P. L.; Anki Reddy, K. C.; Funakosi, S.: Remarks on uniform space valued almost periodic functions depending on parameters. Math. Sem. Notes Kobe Univ. 4 (1976), no. 1, 87–90. [159] Shcherbakov, B. A.: The nature of the recurrence of the solutions of linear differential systems. An. S¸ti. Univ. “Al. I. Cuza” Ia¸si Sect¸. I a Mat. (N.S.) 21 (1975), 57–59. [160] Shtern, A. I.: Almost periodic functions and representations in locally convex spaces. Uspekhi Mat. Nauk 60 (2005), no. 3(363), 97–168; translation in: Russian Math. Surveys 60 (2005), no. 3, 489–557. [161] Shubin, M. A.: Local Favard theory. Moscow Univ. Math. Bul. 34 (1978), no. 2, 32–37. [162] Sljusarˇcuk, V. E.: Bounded and almost periodic solutions of difference equations in a Banach space. In: Analytic methods for the study of the solutions of nonlinear differential equations, 147–156. Izdanie Inst. Mat. Akad. Nauk Ukrain. SSR, Kiev, 1975. [163] Song, Y.: Periodic and almost periodic solutions of functional difference equations with finite delay. Adv. Difference Equ. 2007, art. ID 68023, 1–15. [164] Stamov, G. T.: Almost periodic solutions of impulsive differential equations. Lecture Notes in Math., Vol. 2047. Springer, Heidelberg, 2012. [165] Sule˘ımanov, S. P.: Almost periodic functions of several variables with respect to Hausdorff metrics and some of their properties. Akad. Nauk Azerba˘ıdˇzan. SSR Dokl. 36 (1980), no. 9, 8–11. [166] Tarallo, M.: Fredholm’s alternative for a class of almost periodic linear systems. Discrete Contin. Dyn. Syst. 32 (2012), no. 6, 2301–2313. [167] Tarallo, M.: The Favard separation condition for almost periodic linear systems. J. Dynam. Differential Equations 25 (2013), no. 2, 291–304. [168] Thanh, N. T.: Asymptotically almost periodic solutions on the half-line. J. Difference Equ. Appl. 11 (2005), no. 15, 1231–1243. [169] Tkachenko, V. I.: Linear almost periodic difference equations with bounded solutions. In: Asymptotic solutions of nonlinear equations with a small parameter, 121–124. Akad. Nauk Ukrain., Inst. Mat., Kiev, 1991. [170] Tkachenko, V. I.: On linear almost periodic systems with bounded solutions. Bull. Austral. Math. Soc. 55 (1997), no. 2, 177–184. BIBLIOGRAPHY 181 [171] Tkachenko, V. I.: On linear homogeneous almost periodic systems that satisfy the Favard condition. Ukra¨ın. Mat. Zh. 50 (1998), no. 3, 409–413; translation in: Ukrainian Math. J. 50 (1998), no. 3, 464–469. [172] Tkachenko, V. I.: On linear systems with quasiperiodic coefficients and bounded solutions. Ukra¨ın. Mat. Zh. 48 (1996), no. 1, 109–115; translation in: Ukrainian Math. J. 48 (1996), no. 1, 122–129. [173] Tkachenko, V. I.: On reducibility of linear quasiperiodic systems with bounded solutions. In: Proceedings of the 6th Colloquium on the Qualitative Theory of Differential Equations (Szeged, 1999), no. 29, 1–11. Proc. Colloq. Qual. Theory Differ. Equ., Electron. J. Qual. Theory Differ. Equ., Szeged, 2000. [174] Tkachenko, V. I.: On reducibility of systems of linear differential equations with quasiperiodic skew-adjoint matrices. Ukra¨ın. Mat. Zh. 54 (2002), no. 3, 419–424; translation in: Ukrainian Math. J. 54 (2002), no. 3, 519–526. [175] Tkachenko, V. I.: On uniformly stable linear quasiperiodic systems. Ukra¨ın. Mat. Zh. 49 (1997), no. 7, 981–987; translation in: Ukrainian Math. J. 49 (1997), no. 7, 1102–1108. [176] Tkachenko, V. I.: On unitary almost periodic difference systems. In: Advances in difference equations (Veszpr´em, 1995), 589–596. Gordon and Breach, Amsterdam, 1997. [177] Tornehave, H.: On almost periodic movements. Danske Vid. Selsk. Mat.-Fysiske Medd. 28 (1954), no. 13, 1–42. [178] Varadarajan, V. S.: Supersymmetry for mathematicians. An introduction. In: Courant Lecture Notes in Mathematics, Vol. 11. New York University, Courant Institute of Mathematical Sciences, New York, 2004. [179] Walther, A.: Fastperiodische Folgen und Potenzreihen mit fastperiodischen Koeffizienten. Abh. Math. Sem. Hamburg Universit¨at VI (1928), 217–234. [180] Wang, C.; Agarwal, R. P.: A further study of almost periodic time scales with some notes and applications. Abstr. Appl. Anal. 2014, art. ID 267384, 1–11. [181] Weston, J. D.: Almost periodic functions. Mathematika 2 (1955), 128–131. [182] Yang, X. T.: Stability and boundedness of solutions and existence of almost periodic solutions for difference equations. Acta Math. Sci. Ser. A Chin. Ed. 28 (2008), no. 5, 870–878. [183] Yoshizawa, T.: Stability theory and the existence of periodic solutions and almost periodic solutions. Applied Mathematical Sciences, Vol. 14. Springer-Verlag, New York, 1975. [184] Zaidman, S.: Almost-periodic functions in abstract spaces. Research Notes in Mathematics, Vol. 126. Pitman Advanced Publishing Program, Boston, 1985. BIBLIOGRAPHY 182 [185] Zhang, H.; Li, Y.: Almost periodic solutions to dynamic equations on time scales. J. Egyptian Math. Soc. 21 (2013), no. 1, 3–10. [186] Zhang, S.: Almost periodicity in difference systems. In: New trends in difference equations (Temuco, 2000), 291–306. Taylor & Francis, London, 2002. [187] Zhang, S.: Almost periodic solutions for difference systems and Lyapunov functions. In: Differential equations and computational simulations (Chengdu, 1999), 476–481. World Sci. Publ., River Edge, 2000. [188] Zhang, S.: Almost periodic solutions of difference systems. Chinese Sci. Bull. 43 (1998), no. 24, 2041–2046. [189] Zhang, S.: Existence of almost periodic solutions for difference systems. Ann. Differential Equations 16 (2000), no. 2, 184–206. [190] Zhang, S.; Zheng, G.: Almost periodic solutions of delay difference systems. Appl. Math. Comput. 131 (2002), no. 2-3, 497–516. [191] Zhang, S.; Zheng, G.: Existence of almost periodic solutions of neutral delay difference systems. Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 9 (2002), no. 4, 523–540.