1

Introduction

Oscillatory motion, encountered in dynamical systems with a nite number

of degrees of freedom, and wave propagation phenomena, in continuum me-
chanics, electromagnetic theory, and other elds, have been investigated under
various circumstances by mathematicians, physicists, and engineers. In most
papers and books dealing with oscillations or waves, the periodic case has
been illustrated more frequently. The case of almost periodic oscillations or
waves has also been considered by many authors, but it has been primarily
considered in journal papers or monographs. It is surprising that the almost
periodic case has not attracted the attention of authors of textbooks dedicated
to these topics. As an example, we mention the well-written and comprehen-
sive textbook by K. U. Ingard [52] addressed to undergraduate students. But
even graduate textbooks avoid or expeditiously mention the almost periodic
case.
The occurrence of almost periodic oscillations or waves is actually much
more common than for periodic ones. It is our aim to present in this book,
which we would like to serve as a graduate textbook on oscillations and waves,
the basic facts related to the almost periodic case. We have taught this topic
for several years and have received positive feedback from students.
In order to achieve our goal of presenting the basic facts related to almost
periodic oscillations and waves, we will need some preliminaries, which will
be treated in Chapter 2. These include the concept of metric space and some
related topics. These introductory concepts will enable us to provide a solid
mathematical foundation for the theory of several classes of almost periodic
functions and their applications in physics and engineering.

Oscillations

The word oscillation suggests the motion of a pendulum and in its simplest
realization is described by a mathematical model known as the harmonic
oscillator.
C. Corduneanu, Almost Periodic Oscillations and Waves, 1
DOI 10.1007/978-0-387-09819-7 1, 
c Springer Science+Business Media, LLC 2009
2 1 Introduction

If we consider the rectilinear motion of a material point of mass m without

friction that is attracted by a xed point on the line of motion with a force
proportional to the distance to this xed point, then Newtons law of dynamics
(ma = f ) leads to the following second-order ordinary dierential equation:

mx(t) = kx(t). (1.1)

In equation (1.1), x(t) represents the abscissa of the point in motion, while
k > 0 is the proportionality constant. We must assume k > 0 because the
xed point of attraction is taken as the origin on the line of motion, and only
in this case is the origin attracting the point of mass m. Of course, x(t) stands
for the acceleration a = dv dx
dt , where the velocity v = dt = x(t).
k
Let us now consider equation (1.1) and denote 2 = m . Then equation
(1.1) becomes
x(t) + 2 x(t) = 0, (1.2)
which is a homogeneous second-order dierential equation with constant coef-
cients. It is well known that cos t and sin t are linearly independent so-
lutions of equation (1.2). Therefore, the general solution of equation (1.2)
is x(t) = c1 cos t + c2 sin t, with arbitrary constants c1 , c2 . If one denotes
 
c1 = A cos , c2 = A sin , which means A = (c21 +c22 )1/2 , = arctan cc21 ,
 
c1 = 0, and = 2 sign c2 , c1 = 0, these notations allow us to write the
general solution of equation (1.2) in the form

x(t) = A cos(t + ). (1.3)

Formula (1.3) shows that any motion of the harmonic oscillator is a simple
harmonic of frequency 2 . The positive number A is called the amplitude of
the oscillatory motion described by equation (1.3). The number is called
the phase of those oscillations. Both A and depend on the initial conditions
x(0) = x0 and v(0) = v0 . In terms of x0 and v0 , the amplitude and the phase
are expressed by A = (x20 + v02 2 )1/2 , = arctan( v0 x0 ).
Equation (1.2) describes the motion of the material point without friction
and free of any external force. When other forces are involved, we have to
modify equation (1.2) accordingly. We are led in this manner to deal with the
so-called forced oscillations, as opposed to the free oscillations described by
equation (1.2). The new equation will have the form mx(t) = kx(t) + F (t),
with F (t) designating the external force acting on the point at the moment t.
Denoting f (t) = m1 F (t), the equation of forced oscillations becomes

x(t) + 2 x(t) = f (t), (1.4)

in which f (t) is the density of the external force, or the force on a unit of
mass of the moving point.
In mathematical terms, equation (1.4) for forced oscillations of the material
point is an inhomogeneous equation of the second order. Using the variation
 1 Introduction 3

of parameters method (Lagrange), the general solution of equation (1.4) can

be expressed by the formula
 t
x(t) = A cos(t + ) + 1 f (s) sin (t s)ds. (1.5)
0

Formula (1.5) can describe both oscillatory and nonoscillatory motions.

For instance, for f (t) 1, one obtains

x(t) = A cos(t ) + 2 (1 cos t),

which obviously describes periodic oscillatory motions of the material point

for any A and . On the other hand, if we choose f (t) K sin t, K = 0, one
easily nds from equation (1.5) that

K
x(t) = A cos(t + ) t cos t. (1.6)
2
Formula (1.6) shows that none of the solutions of equation (1.4) can be pe-
riodic in t. They have an oscillatory character, but the amplitude can grow
beyond any limit. Such oscillations, occurring in the so-called cases of reso-
nance, are not of interest in applications.
Equation (1.4) can possess solutions that describe bounded oscillations
that are not necessarily periodic. Investigating such examples will lead us to
classes of oscillations that are not periodic but almost periodic.
Let us choose f (t) = K sin t with a number incommensurable with
(i.e., = irrational). Then, the general solution of equation (1.4) is

x(t) = A cos(t + ) + K( 2 2 )1 sin t. (1.7)

Both terms on the right-hand side of equation (1.7) represent simple harmonic
oscillations, and their sum also represents an oscillatory motion. Under the
hypothesis of incommensurability of the numbers and , which is the same as
incommensurability of the frequencies of the harmonic oscillations in equation
(1.7), we can show that x(t) given by equation (1.7) is not periodic in t.
Shifting to the complex-valued functions, we will show that c1 eit + c2 eit ,
c1 , c2 = 0, cannot be periodic. In other words, if

c1 eit + c2 eit c1 ei(t+T ) + c2 ei(t+T ) ,

then
c1 (1 eiT )eit + c2 (1 eiT )eit 0,
and taking into account the fact that eit and eit are linearly independent, we
must have 1 eiT = 0, 1 eiT = 0. This implies iT = 2ki, iT = 2mi,
with k and m integers, and = m k
. This contradicts the hypothesis that
and are incommensurable.
4 1 Introduction

The discussion above illustrates the fact that we can generate oscillatory
solutions to equation (1.4), that are not periodic. As we shall see later, such
oscillatory solutions belong to the class of quasi-periodic motions. This type
of oscillation is a special case of almost periodic oscillation.
A more general situation can be illustrated by choosing in equation (1.4)
f(t)=K1 sin 1 t+ +Km sin m t. The solution to be added to A cos(t+) is
m 2 1
k=1 Kk ( k )
2
sin k t, which is also generally quasi-periodic.
Another choice for f (t) in equation (1.4), which takes us even closer to the
concept of almost periodicity, is provided by


f (t) = Kj sin j t, (1.8)
j=1

where


|Kj | < . (1.9)
j=1

Of course, we assume j , j 1, to be arbitrary real numbers. If the distribu-

tion of j on the real line is such that


|Kj || 2 j2 |1 < , (1.10)
j=1

then the series


Kj ( 2 j2 )1 sin j t (1.11)
j=1

is a candidate for a solution to equation (1.4). Indeed, for formula (1.10), we

can infer the absolute convergence of the series (1.11). In general, the functions
represented by the series (1.11) may not be twice dierentiable, as required
by equation (1.4). If the series


|Kj |j2 | 2 j2 |1
j=1

converges, then the function represented by the series (1.11) will be a solution
of equation (1.4). As we shall make precise later, the series (1.11) provides an
almost periodic solution for which the Fourier series is absolutely convergent.
The space of these functions will be denoted by AP1 (R, C) (see Chapter 2).

Remark 1.1. It is easy to provide conditions under which both formula (1.10)
and the series (1.11) hold true. For instance, if |j | as j and
formula (1.9) is veried, both conditions required for convergence will be true.
It suces to note that | 2 j2 |1 0 as j , while j2 | 2 j2 |1 1
as j .
 1 Introduction 5

In concluding these considerations on the possible motions of the harmonic

oscillator, particularly in the case of forced oscillations, we see that various
types of oscillatory motions can be displayed, both periodic and more
generally quasi-periodic or almost periodic. Such oscillations occur in the
simplest model of the harmonic oscillator (which is the same as the mathema-
tical pendulum), but they are also present in many other mechanical (and not
only mechanical!) systems. We shall deal with such systems in the forthcoming
chapters.

Waves

The usual mathematical tool in dealing with wave propagation in continuum

media is the so-called wave equation. In one space dimension, it is written in
the form
utt = a2 uxx + f (t, x), (1.12)
with u the unknown function, a2 = const., and f (t, x) a given function re-
presenting forces occurring in the phenomenon of wave propagation. There
are auxiliary conditions to be imposed on u = u(t, x) in order to determine a
single solution of equation (1.12). There are usually two initial conditions of
the form
u(0, x) = u0 (x), ut (0, x) = u1 (x), (1.13)
to be satised for those x in the domain of denition for the solution, and
one also imposes boundary value conditions. They can have various forms, de-
pending on the interpretation of equation (1.12). For instance, when equation
(1.12) describes the vibrations of an elastic string occupying at rest the seg-
ment 0 x  of the x-axis, with its ends xed at x = 0 and x = , the
boundary value conditions look like

u(t, 0) = 0, u(t, ) = 0, t 0. (1.14)

More complex conditions than those in (1.14) can be dealt with in looking for
solutions of equation (1.12), and we shall later consider such conditions.
Before moving further, we note that the homogeneous equation associated
to equation (1.12) is
utt = a2 uxx , (1.15)
and its general solution can be represented by dAlemberts formula

u(t, x) = f (x + at) + g(x at), (1.16)

where f and g are arbitrary functions of one variable twice continuously dif-
ferentiable on the real axis.
Formula (1.16) emphasizes the so-called solitary waves, represented by
v(t, x) = f (x at). We are not going to deal with this kind of wave here.
If in equation (1.16) we x x R, then assuming f and g are periodic
functions, or even almost periodic, then equation (1.16) denes a periodic or
6 1 Introduction

an almost periodic function. The almost periodic case will be claried later,
while the periodic case is obvious from equation (1.16). In order to obtain a
periodic or almost periodic wave, it suces to allow x to belong to an interval,
say x1 x x2 . Then, the family of periodic or almost periodic functions
given by equation (1.16), depending on the parameter x [x1 , x2 ], provides
the parametric representation of a periodic or almost periodic wave.
We will now return to equation (1.15) and consider the initial conditions
(1.13) and boundary value conditions (1.14). The method we will use to nd
the solution is that of separation of variables, also known as Fouriers method.
Let us rst look for a special solution in which the variables x and t are
separated, namely
u(x, t) = X(x)T (t), (1.17)
where X(x) and T (t) are to be determined by substitution into equation
(1.15). We nd
X(x)T  (t) = a2 X  (x)T (t), (1.18)
which by excluding the zero solution leads to the equality
T  (t) X  (x)
= (1.19)
a2 T (t) X(x)
Because x [0, ] and t R+ are independent variables, keeping one of the
variables xed leads us to
X  (x) T  (t)
= , = , (1.20)
X(x) a2 T (t)
with = const. Hence, X(x) and T (t) must be solutions of the equations
X  (x) + X(x) = 0, (1.21)
 2
T (t) + a T (t) = 0. (1.22)
The conditions (1.14) lead to the following conditions for X(x):
X(0) = 0, X() = 0. (1.23)
The initial conditions (1.13) cannot be used at this moment, and we shall try
to satisfy them later.
Therefore, the function X(x) in equation (1.17) must be subject to
equations (1.21) and (1.23). In other words, we have a second-order linear
dierential equation with the boundary value condition (1.23). This type of
problem constitutes one of the simplest cases of the so-called SturmLiouville
problems, amply treated in any textbook on ordinary dierential equations. It
is shown that the only possible values of for which the problem has nonzero
2 2
solutions are the eigenvalues = n = n2 , n = 1, 2, . . . , with corresponding
solutions, called eigenfunctions,
n
X(x) = Xn (x) = sin x, n = 1, 2, . . . . (1.24)

 1 Introduction 7

Returning to equation (1.22) and substituting into the eigenvalues indicated

above, we obtain the second-order equations
n2 2 a2
T  (t) + T (t) = 0, (1.25)
2
whose general solutions are given by
na na
T (t) = Tn (t) = An cos t + Bn sin t, (1.26)
 
with An , Bn , n = 1, 2, . . . , arbitrary constants. Therefore, from equations
(1.17), (1.21), (1.22), (1.24), and (1.26) we obtain for equation (1.15) the
solution
 na na  n
u(t, x) = un (t, x) = An cos t + Bn sin t sin x, (1.27)
  
which satises the boundary value conditions (1.14). We cannot expect to
satisfy the initial conditions (1.10) using particular solutions of the form
(1.27). But relying on the linearity of equation (1.14), we can obtain new
solutions of this equation by using the particular solutions (1.27). Indeed, we
notice rst that any nite sum of solutions in equation (1.17) is also a solution
of conditions (1.13). In other words, any function of the form

n
u(t, x) = uk (t, x) (1.28)
k=1
is a solution of conditions (1.14) because each term of the sum is a solution.
Still, we wont be able to satisfy the initial conditions of the general form
(1.13) unless u0 (x) and u1 (x) are trigonometric polynomials with adequate
exponentials. It is natural to take one more step and consider, if legitimate,
solutions of the form


u(t, x) = uk (t, x). (1.29)
k=1

This is obviously possible if the series in equation (1.29) is uniformly conver-

gent, together with the series obtained by dierentiation term by term, twice
(in either x or t). We shall discuss this problem in some detail in what follows.
Proceeding formally, if we impose the initial conditions (1.13) on the function
(1.29), we obtain the following relations:


u(0, x) = u0 (x) = Ak sin x, 0 x , (1.30)

k=1

 a n
ut (0, x) = u1 (x) = Bn cos x, 0 x . (1.31)
 
k=1

The equations (1.30) and (1.31) display on the right-hand side Fourier series
(of sine or cosine only!). Since u0 (x) and u1 (x) are specied functions, we can
8 1 Introduction

determine Ak and Bk , k 1, such that equations (1.30) and (1.31) are valid.
That is, Eulers formulas for Fourier coefcients lead to
 
2 k
Ak = u0 (x) sin x dx, (1.32)
 0 
 
ka 2 k
Bk = u1 (x) cos x dx. (1.33)
  0 

Based on Bessels inequalities for the Fourier coefcients, we can write



A2k < +, k 2 Bk2 < +. (1.34)
k=1 k=1

Actually, the rst inequality (1.34) can be substantially improved. We will

show that the inequality


k 2 A2k < + (1.35)
k=1

holds true. Indeed, starting from the obvious inequality

 

y 2 (x)dx 0, (1.36)
0

valid for any continuously dierentiable function y(x) on [0, ], we substitute


n
k
y(x) = u0 (x) Ak sin x, (1.37)

k=1

with Ak given by equation (1.30). We must assume that u0 (x) is continuously

differentiable on [0, ]. The result of substituting equation (1.37) is


n  
2 
k 2 A2k u02 (x)dx (1.38)
2 0
k=1

after elementary calculations and taking into account equation (1.32). Since
n is arbitrarily large in formula (1.38), one obtains formula (1.35).
If we now consider u(t, x) given by the series (1.29) and take into account
solutions (1.27), one easily derives that the series (1.29) is uniformly and
absolutely convergent, together with the rst two derivatives (term by term),
in either x or t. This remark justies the fact that the series (1.29) represents
the solution of the problem (1.13), (1.14), (1.15). It is obvious that this solu-
tion, regarded as a function of t with xed x, is periodic (because the sines
and cosines are periodic in t with period 2a ).
It will suce to modify the boundary value conditions (1.14) and obtain
in the same manner as above solutions for equation (1.15) that are almost
 1 Introduction 9

periodic in t. Namely, instead of conditions (1.14), we will impose on the

solution of equation (1.15) the conditions

u(t, 0) = 0, ux (t, ) + hu(t, ) = 0, h > 0, (1.39)

which can be physically interpreted if we assume that equation (1.15) describes

the motion of an elastic string xed at the end x = 0 and whose end x = 
obeys the second relationship in conditions (1.39). In conditions (1.39), ux (t, )
stands for the tension at the end x =  and, according to conditions (1.39),
should be proportional to the elongation u(t, ). Following step by step the
procedure of separation of variables shown above, we come up with the fol-
lowing equation and boundary conditions for X(x):

X  (x) + X(x) = 0, X(0) = 0, X  () + hX() = 0. (1.40)

For T (t) such that equation (1.17) will represent a solution of equation (1.15),
equation (1.22) remains the same. Of course, dierent values of will lead to
the eigenvalues and eigenfunctions of problem (1.40).
We shall now proceed to the investigation of the SturmLiouville problem
(1.40). Since the general solution of the second-order equation in problem
(1.40) is given (using complex functions) by

X(x) = c1 ei x
+ c2 ei x
, (1.41)

the rst boundary value condition leads to c1 + c2 = 0, which means

X(x) = c1 (ei x
ei x
), (1.42)

with c1 an arbitrary constant = 0. Imposing now the second boundary value

condition at x = , one obtains from equation (1.42), after omitting the fac-
tor c1 ,

i (ei  + ei  ) + h(ei  ei  ) = 0. (1.43)
This relation is equivalent to the trigonometric transcendental equation


+ tan( ) = 0, (1.44)
h

i 
provided

ei  + e = 0. The values of to be excluded
are given by
e2i  = 1, or 2i  = (2k + 1)i, k = 0, 1, 2, . . . , or = k + 12  .

These values of cannot be roots of equation (1.43), and tan( ) is not
dened for these values. Since = 0 is not an eigenvalue (the corresponding
eigenfunction should be X(x) 0!), there remains to examine the cases =
2 > 0 and = 2 < 0.
For = 2 > 0, one obtains from equation (1.44)

+ tan() = 0, (1.45)
h
10 1 Introduction

which possesses innitely many roots. It suces to look only for positive roots
of equation (1.45) because and tan() are both odd functions. If we draw
the graphs of the functions h and tan(), we seethat there  are innitely
many common points, say m , m , and m
m + 12  , m = 1, 2, . . . .
The corresponding eigenvalues are

2 2
1
= m = m + , m = 1, 2, . . . . (1.46)
2 2

For = 2 < 0, equation (1.44) becomes

i
+ tan(i) = 0, (1.47)
h
which is equivalent to

+ tan h() = 0. (1.48)
h
Excepting = 0, which has been excluded already, equation (1.48) does not
possess any positive root. This can be easily seen by drawing the graph of
the two functions involved. Therefore, as seen in the case = 2 > 0, the
eigenvalues of problem (1.40) are

2 2
1
m = 2m
m + , m 1, (1.49)
2 2
and the corresponding eigenfunctions are

Xm (x) = sin m x, m 1, (1.50)

excepting a constant factor that is not material for our considerations.

Returning to equation (1.15), with the boundary value conditions (1.39),
we can state that any function of the form

um (t, x) = (Am cos m at + Bm sin m at) sin m x, m 1, (1.51)

is a solution. Repeating again the reasoning in the problem (1.14), (1.15), we

are led to the conclusion that


u(t, x) = um (t, x) (1.52)
m=1

may satisfy equation (1.15), with the initial conditions (1.13) and the
boundary value conditions (1.39), if the coefcients Am and Bm , m 1,
are conveniently chosen.
The rst relationship (1.13) to be satised by formula (1.51) leads to


u(0, x) = u0 (x) = Am sin m x, (1.53)
m=1
 1 Introduction 11

which appears as a development of u0 (x) on 0 x  in a series of sines.

We must note that an orthogonal relationship holds true for the sequence
{sin m x; m 1}:
 
sin m x sin k xdx = 0, m = k. (1.54)
0

This orthogonality relationship is valid for more general systems of eigenfunc-

tions and its proof can be found in many sources (see, for instance,
C. Corduneanu [30]). Taking formula (1.54) into account, multiplying by
sin k x for given k, one obtains by integration (also assuming the series in
(1.53) is uniformly convergent)
   
u0 (x) sin k xdx = Ak sin2 k xdx, (1.55)
0 0

which uniquely determines Ak (k 1). A similar approach leads to formulas

for Bk (k 1) uniquely determined.
Somewhat more intricate calculations than those shown above in the pro-
blem (1.12), (1.13), (1.14) lead to the conclusion that the series (1.52) con-
verges uniformly, and absolutely, together with the series obtained by twice
dierentiating term by term. In other words, the series (1.52), with um (t, x)
dened by formula (1.51), represents a solution of the problem (1.15), (1.13),
(1.39), if Am and Bm , m 1, are determined as described above.
The most important aspect for us in nding the formula


u(t, x) = (Am cos m at + Bm sin m at) sin m x (1.56)
m=1

for the solution of the problem (1.15), (1.13), (1.39) consists in discussing its
oscillatory, or wave-like, properties. This discussion will lead to the conclusion
that periodic motions are just a rare occurrence in the class of more general
wave-like motions that we shall name almost periodic.
Indeed, the series (1.29), with the terms given by solution (1.27), represents
a periodic motion (of a rather general type because we nd in it harmonic
terms of arbitrarily large frequency; more precisely, the periods are integer
multiples of a basic frequency, a ). On the contrary, formula (1.56) represents
for each xed x (0, ) a function of t that is clearly of the oscillatory type
but is not periodic.
As we shall see in Chapter 2, such oscillations belong to a class of almost
periodic motions (to be more specic, to the class of motions described by
almost periodic functions whose Fourier series are absolutely convergent).
In order to get an image of an almost periodic wave, we need to visualize
the trajectories of various points x, say in an interval belonging to (0, ), as
forming a surface. Such a surface provides us with the image of an almost
periodic wave.
12 1 Introduction

If we take into account the variety of types of boundary value conditions

similar to conditions (1.39), then we can get an idea about how seldom the
periodic motions occur in the much larger class of almost periodic ones.
We shall briey return to the nonhomogeneous wave equation (1.12). This
equation is also a source of waves that are not periodic but quasi-periodic or
almost periodic.
As we have seen above, the homogeneous equation (1.15) possesses periodic
as well as almost periodic solutions, depending on the type of boundary value
conditions we associate to equation (1.15). Even if we preserve the simplest
boundary value conditions (1.14), we can generate quasi-periodic or almost
periodic solutions to equation (1.12), by conveniently choosing the term f (t, x)
on the right-hand side of equation (1.12).
To give consistency to this statement, we shall note that adding a solu-
tion of equation (1.12) to any solution of the homogeneous equation (1.15),
one obtains a solution of equation (1.12). Indeed, if u(t, x) is a solution of
equation (1.15), while v(t, x) satises equation (1.12), then u(t, x) + v(t, x) is
a solution of following (1.12). The fact follows easily from utt = a2 uxx and
vtt = a2 vxx + f (t, x) by addition: (u + v)tt = a2 (u + v)xx + f (t, x). It remains
to deal with the boundary value conditions.
Let us note that
 a a 
u1 (t, x) = A1 cos t + B1 sin t sin x (1.57)
  
is a periodic solution, in the variable t, for equation (1.15). It also satises the
boundary conditions (1.14).
Now, we shall choose the term f (t, x) in equation (1.12) by letting

at
f (t, x) = sin (1.58)

It is obvious that
2 at
v(t, x) v(t) = sin (1.59)
a2 
is a solution of equation (1.12), and therefore u1 (t, x) + v(t, x), from equations
(1.57) and (1.59), is also a solution of equation (1.12). It does not satisfy
the boundary conditions (1.14), but this feature is not material under our
circumstances. It is possible to modify v(t, x) from equation (1.59) such that
the conditions (1.14) are satised. Now, we can state that

x a 2 a
u(t, x) = B1 sin sin t 2 sin t (1.60)
  a t
is a solution of equation (1.12). We have chosen A1 = 0.
It is obvious that the periods or frequencies of sin a a
 t and sin  t have an
irrational ratio (equivalently, they are incommensurable). As we shall see in
 1 Introduction 13

the forthcoming chapters, such functions, with obvious oscillatory character,

are called quasi-periodic when only a nite number of frequencies are involved
or almost periodic in the general case.
The nearest object of our presentation will be the denition, in rigorous
mathematical terms, of various concepts leading to almost periodicity.