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The focal boundary value problem for strongly singular higher-order nonlinear functional-differential equations

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R E S E A R C H

Open Access

The focal boundary value problem for

strongly singular higher-order nonlinear

functional-differential equations

Sulkhan Mukhigulashvili

1,2*

and Bedˇrich P˚

uža

2

*Correspondence:

[email protected]

1Mathematical Institute, Academy

of Sciences of the Czech Republic, Žižkova 22, Brno, 616 62, Czech Republic

2Faculty of Business and

Management, Brno University of Technology, Kolejni 2906/4, Brno, 612 00, Czech Republic

Abstract

Thea prioriboundedness principle is proved for the two-point right-focal boundary value problems for strongly singular higher-order nonlinear functional-differential equations. Several sufficient conditions of solvability of the two-point right-focal problem under consideration are derived from thea prioriboundedness principle. The proof of thea prioriboundedness principle is based on Agarwal-Kiguradze type theorems, which guarantee the existence of the Fredholm property for strongly singular higher-order linear differential equations with argument deviations under the two-point right-focal boundary conditions.

MSC: Primary 34B15; 34K10

Keywords: higher order nonlinear functional-differential equations; two-point right-focal boundary value problem; strong singularity; Fredholm property

1 Statement of the main results

1.1 Statement of the problem and the literature survey Consider the functional differential equation

u(n)(t) =F(u)(t) (.)

with the two-point boundary conditions

u(i–)(a) =  (i= , . . . ,m), u(j–)(b) =  (j=m+ , . . . ,n). (.)

Heren≥,mis the integer part ofn/, –∞<a<b< +∞, and the operatorFacts from the set of (m– )th time continuously differentiable on ]a,b] functions to the setLloc(]a,b]).

Byu(i–)(a) we denote the right limit of the functionu(i–)at the pointa.

The problem is singular in the sense that for an arbitraryuCm–(]a,b]) the right-hand side of equation (.) may have nonintegrable singularities at the pointa. Throughout the paper we use the following notations:

R+= [, +[; [x]

+the positive part of numberx, that is, [x]+=x+|x|;

Lloc(]a,b]) is the space of functionsy: ]a,b]→R, which are integrable on [a+ε,b] for

arbitrarily smallε> ;

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Lα(]a,b]) (L

α(]a,b])) is the space of integrable (square integrable) with the weight (ta)α functionsy: ]a,b]→Rwith the norm

yLα=

b

a

(sa)αy(s)ds

yLα=

b

a

(sa)αy(s)ds

/

;

L([a,b]) =L(]a,b]),L([a,b]) =L(]a,b]);

M(]a,b]) is the set of measurable functionsτ: ]a,b]→]a,b];

L

α(]a,b]) is the Banach space ofyLloc(]a,b]) functions with the norm

yLα≡max

t

a (sa)α

t

s y(ξ)

ds

/

:atb

;

Ln(]a,b]) is the Banach space ofyLloc(]a,b]) functions with the norm

yLn=sup

(sa)m–/

t

s

(ξa)n–my(ξ):a<stb

< +∞;

Clocn–(]a,b]) is the space of functionsy: ]a,b]→R, which are continuous (absolutely con-tinuous) together withy,y , . . . ,y(n–)on [a+ε,b] for arbitrarily smallε> ;

Cn–,m(]a,b]) is the space of functionsyCn–

loc(]a,b]) such that

b

a

x(m)(s)ds< +∞; (.)

Cm–(]a,b]) is the Banach space of functionsyClocm–(]a,b]) such that

lim sup ta

|x(i–)(t)|

(ta)mi+/ < +∞ (i= , . . . ,m) (.)

with the normxCm–

 =

m i=sup{

|x(i–)(t)|

(ta)mi+/:a<tb};

Cm–

 (]a,b]) is the Banach space of functionsyClocm–(]a,b]) such that conditions (.)

and (.) hold with the normxCm–=xCm–+ (

b

a |x(m)(s)|ds)/;

Dn(]a,bR+) is the set of such functionsδ: ]a,bR+→Ln(]a,b]) thatδ(t,·) :R+→R+ is nondecreasing for everyt∈]a,b], andδ(·,ρ)∈Ln(]a,b]) for anyρR+.

A solution of problem (.), (.) is sought in the spaceCn–,m(]a,b]).

The principles of the theory of singular boundary value problems were built by Kigu-radze in his study []. This theory has been intensively developed and studied with suffi-cient completeness both for the ordinary differential equations and the functional differ-ential equations (see [–]).

But equation (.), even under the boundary condition (.), is not studied in the case when the operatorFhas the formF(x)(t) =mj=pj(t)x(j–)(τj(t)) +q(x)(t), where the singu-larities of the functionspj:Lloc(]a,b]) (j= , . . . ,m) are such that the inequalities

b

a

(sa)n–(–)nmp(s)

+ds< +∞,

b

a

(sa)njpj(s)ds< +∞ (.)

are not fulfilled (in this case we say that the linear part of the operatorFis strongly singu-lar), the operatorqcontinuously acts fromCm–(]a,b]) toLL

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inclu-sion

supq(x)(t) :xCm–

 ≤ρ

Ln–m–]a,b]

holds. The first step in studying the differential equations with strong singularities was made by Agarwal and Kiguradze in the article [], where the linear ordinary differential equations under conditions (.), in the case when the functionspj have strong singu-larities at the pointsaandb, are studied. Also the ordinary differential equations with strong singularities under two-point boundary conditions are studied in the articles [, ] by Kiguradze. In the papers [–] these results are generalized for a linear differ-ential equation with deviating arguments,i.e., the Agarwal-Kiguradze type theorems are proved, which guarantee the Fredholm property for the linear differential equation with deviating arguments. In this paper, on the basis of articles [, ], we prove thea priori boundedness principle for problem (.), (.) from which several sufficient conditions of the solvability of this problem follow.

Now we introduce some results from the articles [, ] in this section, which we need for this work. Consider the equation

u(n)(t) = m

j=

pj(t)u(j–)

τj(t)

+q(t) fora<t<b (.)

withq,pjLloc(]a,b]).

Byhj: ]a,b]×]a,b]→R+andfj: [a,bM(]a,b])→Cloc(]a,b]×]a,b]) (j= , . . . ,m) we

denote the functions and the operator, respectively, defined by the equalities

h(t,s) =

st(ξa)n–m(–)nmp(ξ)

+

,

hj(t,s) =

t

s

(ξa)n–mpj(ξ)

,

(.)

and

fj(c,τj)(t,s) =

st(ξa)n–mpj(ξ)

τj(ξ)

ξ

(ξ–c)(mj)

/. (.)

Let alsok= k+  (k∈Z), then

k!! =

⎧ ⎨ ⎩

 fork≤,

··· · ·k fork≥.

Now we can introduce the main theorem of the papers [] and [].

Theorem . Let there exist the numbersj> ,j≥,andγj>  (j= , . . . ,m)such that along with

Bm

j=

(mj)mj+

j (m– )!!(m– j+ )!!+

mj–(ba)γj j (m– j– )!!(m– )!!γj

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the conditions

(ta)mjhj(t,s)≤j, (ta)mγj–/fj(a,τj)(t,s)≤j (.)

hold for a < tsb. Then problem (.), (.) is uniquely solvable in the space

Cn–,m(]a,b]).

Remark . From Lemma . it is clear that any solution of problem (.), (.) from the spaceCn–,m(]a,b]) belongs also to the spaceCm–

 (]a,b]).

Theorem . Let all the conditions of Theorem.be satisfied.Then the unique solution u of problem(.), (.)for every qL

n–m–(]a,b])admits the estimate

u(m)L≤rqLn–m–, (.)

with

r=

m–(n– m– )

(νnB)(m– )!!

, νm= , νm+=

m+   ,

and thus constant r> depends only on the numbersj,j,γj(j= , . . . ,m),and a,b,n.

Remark . Under the conditions of Theorem ., for every qLn–m–(]a,b]), the

unique solutionuof problem (.), (.) admits the estimate

uCm–≤rnqLn–m–, (.)

withrn= ( +mj=(m–(mj+)j)!–/)(mνn–(B)(n–mm–)!!–).

1.2 Theorems on the solvability of problem (1.1), (1.2) Define the operatorP:Cm–

 (]a,b])×Cm–(]a,b])→Lloc(]a,b]) by the equality

P(x,y)(t) = m

j=

pj(x)(t)y(j–)τj(t)

fora<tb, (.)

wherepj:Cm–

 (]a,b])→Lloc(]a,b]) andτjM(]a,b]). Also, for anyγ > , define the set by the relation

=

xCm–]a,b]:xCm–≤γ

. (.)

Now, following the article [] by Kiguradze and Půža, we introduce the following defi-nitions.

Definition . Letγandγ be positive numbers. We say that the continuous operator

P:Cm–

 (]a,b])×Cm–(]a,b])→Ln(]a,b]) isγ,γconsistent with boundary condition (.)

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(i) for anyxand almost allt∈]a,b], the inequality m

j=

pj(x)(t)x(j–)τj(t)≤δ

t,xCm–

xCm– (.)

holds, whereδDn(]a,bR+);

(ii) for anyxandqL

n–m–(]a,b]), the equation

y(n)(t) = m

j=

pj(x)(t)y(j–)

τj(t)

+q(t) (.)

under boundary conditions(.)has the unique solutionyin the spaceCn–,m(]a,b])

and

yCm–≤γqLn–m–. (.)

Definition . We say that the operatorPisγ consistent with boundary condition (.) if the operatorPisγ,γ consistent with boundary condition (.) for anyγ> .

In the sequel it will always be assumed that the operatorFpis defined by the equality

Fp(x)(t) =

F(x)(t) –

m

j=

pj(x)(t)x(j–)

τj(t)

(t)

,

continuously acting fromCm–(]a,b]) toLL

n–m–(]a,b]), and

Fp(t,ρ)≡supFp(x)(t) :xCm–

 ≤ρ

Ln–m–]a,b] (.)

for eachρ∈[, +∞[. Then the following theorem is valid.

Theorem . Let the operator P beγ,γ consistent with boundary condition(.),and let

there exist a positive numberρ≤γsuch that

Fp

·,min{ρ,γ}Ln–m–

γ

γ . (.)

Let,moreover,for anyλ∈], [,an arbitrary solution xof the equation

x(n)(t) = ( –λ)P(x,x)(t) +λF(x)(t) (.)

under conditions(.)admit the estimate

xCm–

 ≤ρ. (.)

Then problem(.), (.)is solvable in the spaceCn–,m(]a,b]).

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Corollary . Let the operator P beγ,γ consistent with boundary condition(.),and

F(x)(t) –

m

j=

pj(x)(t)x(j–)

τj(t)

(t)

η

t,xCm–

(.)

for xand almost all t∈]a,b],and

η(·,γ)L n–m–≤

γ

γ , (.)

where ηDn–m–(]a,b] × R+). Then problem (.), (.) is solvable in the space

Cn–,m(]a,b]).

Corollary . Let the operator P beγconsistent with boundary condition(.),let inequal-ity(.)hold for xCm–

 (]a,b])and almost all t∈]a,b],whereη(·,ρ)∈Ln–m–(]a,b])

for anyρR+,and

lim sup ρ→+∞

ρη(·,ρ)Ln–m–< 

γ. (.)

Then problem(.), (.)is solvable in the spaceCn–,m(]a,b]).

Now define the operators hj : Cm–(]a,b])×]a,b]×]a,b] → Lloc(]a,b]×]a,b]), fj : Cm–(]a,b])×[a,bM(]a,b])→Cloc(]a,b]×]a,b]) (j= , . . . ,m) by the equalities

h(x,t,s) =

st(ξa)n–m(–)nmp(x)(ξ)

+

,

hj(x,t,s) =

t

s

(ξa)n–mpj(x)(ξ) (j= , . . . ,m),

(.)

fj(x,c,τj)(t,s) =

t

s

(ξa)n–mpj(x)(ξ)

τj(ξ)

ξ

(ξ–c)(mj)

/ (.)

and the functionsαj: [a,b]→R+by the equalityαj(t) = (ta)mj+/.

Theorem . Let the continuous operator P:Cm–

 (]a,b])×Cm–(]a,b])→Ln(]a,b]) ad-mit condition(.)whereδDn(]a,bR+),τjM(]a,b]),and let the numbersγ∈]a,b],

lj> ,lj> ,γj>  (j= , . . . ,m)be such that the inequalities

(ta)mjhj(x,t,s)≤lj, lim sup ta

(ta)m––γjfj(x,a,τ

j)(t,s)≤lj (.) for a<tsb,xCm–

 ≤γ,and conditions(.)hold.Let,moreover,the operator F and the functionηDn–m–(]a,bR+)be such that condition(.)and the inequality

η(·,γ)Ln–m–<

γ

rn, (.)

are fulfilled,where rn= ( +

m j=

(m–j+)–/

(mj)! )

m–(n–m–)

(νnB)(m–)!!.Then problem(.), (.)is

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Theorem . Let the operator F and the functionηbe such that conditions(.), (.) hold, and let the continuous operator P:Cm–

 (]a,b])×Cm–(]a,b])→Ln(]a,b])admit

condition(.),whereδDn(]a,bR+).Let,moreover,the measurable functionsτjM(]a,b])and the numbers lj> ,lj> ,γj>  (j= , . . . ,m)be such that the inequalities

(ta)mjhj(x,t,s)≤lj, lim sup ta

(ta)m––γjfj(x,a,τ

j)(t,s)≤lj (.)

for a<tsb,xCm–

 (]a,b]),and conditions(.)hold.Then problem(.), (.)is

solvable in the spaceCn–,m(]a,b]).

Remark . Letγ> , let the operatorsαjpj(j= , . . . ,m) continuously act from the space

Cm–

 (]a,b]) to the spaceLn(]a,b]), let there exist the functionδjDn(]a,b]) such that for anyx,

pj(x)(t)αj(t)≤δj

t,xCm–

fora<tb, (.)

and let there exist constantsκ> ,ε>  such that

τj(t) –tκ(ta) (j= , . . . ,m) fora<t<a+ε. (.)

Then the operatorPdefined by equality (.) continuously acts from to the space Ln(]a,b]), and there exists the functionδDn(]a,b]) such that item (i) of Definition . holds.

Now consider the equation with deviating arguments

u(n)(t) =ft,(t)

,(t)

, . . . ,u(m–)τm(t)

fora<tb, (.) where –∞<a<b< +∞,f : ]a,bRmRis a function satisfying the local Carathéodory conditions andτjM(]a,b]) (j= , . . . ,n– ) are measurable functions.

Corollary . Let the functionsτjM(]a,b])and the numbersκ≥,ε> ,lj> ,lj> ,

γj>  (j= , . . . ,m)be such that conditions(.), (.), (.)and the inclusions

αjpjLn]a,b] (j= , . . . ,m) (.)

are fulfilled.Let,moreover,

f

t,(t)

,(t)

, . . . ,x(m–)τm(t)

m

j=

pj(t)x(j–)τj(t)

(t)

ηt,xCm–

for xCm–(]a,b])and almost all t∈]a,b],whereη(·,ρ)∈Ln–m–(]a,b])for anyρ

R+, and let condition (.) hold. Then problem (.), (.) is solvable in the space

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Remark . Conditions (.) do not follow from conditions (.).

Now, to illustrate our results, consider on ]a,b] the second-order functional-differential equations

u (t) = – λ|u(t)| k

(ta)+k/u

τ(t)+q(x)(t), (.)

u (t) = –λ|sinu k(t)| (ta) u

τ(t)+q(x)(t), (.)

whereλ,kR+the functionτ M(]a,b]), the operatorq:Cm–

 (]a,b])→L(]a,b]) is

con-tinuous and

η(t,ρ)≡supq(x)(t):xCm–≤ρ

L 

]a,b].

Then, from Theorems . and . withn= , the corollary follows.

Corollary . Let the functionτM(]a,b]),the continuous operator q:Cm–(]a,b])→

L

(]a,b]),and the numbersγ> ,λ≥,k> be such that

τ(t) –t≤(ta)/ for a<tb, (.)

η(t,γ)L≤

 – λγk( + [(ba)]/)

γ, (.)

and

λ< 

γk( + [(ba)]/). (.)

Then problem(.), (.)is solvable.

Corollary . Let the functionτM(]a,b]),the continuous operator q:Cm–

 (]a,b[)→

L,(]a,b]),and the numberλ≥be such that inequalities(.), (.)and

λ< 

( + [(ba)]/), (.)

hold.Then problem(.), (.)is solvable.

2 Auxiliary propositions

2.1 Lemmas on some properties of the equationx(n)(t) =

λ

(t)

First, we introduce two lemmas without proofs. The first lemma is proved in [].

Lemma . Let i∈ {, },xClocm–(]t,t[)and

x(j–)(ti) =  (j= , . . . ,m),

t

t

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Then

t

ti

(x(j–)(s))

(sti)m–j+ds

/≤ mj+

(m– j+ )!!

t

ti

x(m)(s)ds /

(.)

for t≤tt.

This second lemma is a particular case of Lemma . in [].

Lemma . If xCn–

loc(]a,a]),then for any s,t∈]a,a]the equality

(–)nm

t

s

(ξa)n–mx(n)(ξ)x(ξ)=wn(x)(t) –wn(x)(s) +νn

t

s

x(m)(ξ)

is valid,whereνm= ,νm+=m+,wm(x)(t) =

m

j=(–)m+j–x(mj)(t)x(t),

wm+(x)(t) =

m

j=

(–)m+j(ta)x(m+–j)(t) –jx(mj)(t)x(j–)(t) –tax

(m)(t)

.

Lemma . Let the numbers a∈]a,b[,t,k∈]a,a[,andεi,k,εi,βk,βR+,kN,i=m+ , . . . ,n,be such that

lim

k→+∞t,k=a, k→lim+∞βk=β, k→lim+∞εi,k=εi. (.)

Let,moreover,

λLn–m–]a,a]

(.)

be a nonnegative function,xkCn–,m(]a,a

])be a solution of the problem

x(n)(t) =βkλ(t), (.)

x(i–)(t,k) =  (i= , . . . ,m), x(j–)(a) =εj,k (j=m+ , . . . ,n), (.)

and xCn–,m(]a,a

])be a solution of the problem

x(n)(t) =βλ(t), (.)

x(i–)(a) =  (i= , . . . ,m), x(j–)(a) =εj (j=m+ , . . . ,n). (.)

Then

lim k→+∞x

(j–)

k (t) =x

(j–)(t) (j= , . . . ,n)uniformly in]a,a

]. (.)

Proof First, let us prove our lemma under the assumption that there exists the number r>  such that the estimates

a

t,k

(10)

hold. Now, suppose thatt, . . . ,tnare such numbers thattk<t<· · ·<tn<a (kN),

andgiare the polynomials of (n– )th degree satisfying the conditionsgj(tj) = ,gj(ti) =  (i=j;i,j= , . . . ,n). Then ifxkis a solution of problem (.), (.), andxis a solution of problem (.), (.), for the solutionxxkof the equation dn(x(t)–xk(t))

dtn = (ββk)λ(t), the representation

x(t) –xk(t) = n

j=

x(tj) –xk(tj)

ββk (n– )!

tj

t

(tjs)n–λ(s)ds

gj(t)

+ ββk (n– )!

t

t

(ts)n–λ(s)ds kNfort,kta (.)

is valid. On the other hand, in view of inequality (.), the identities

x(ki–)(t) =  (mi)!

t

tk

(ts)mix(m)

k (s)ds (i= , ,kN) by Schwarz’s inequality yield

x(ki–)(t)≤r(ta)mi–/ fort,kta(i= , ,kN), (.)

wherer=(mi)!rm–i+. By virtue of the Arzela-Ascoli lemma and (.), the sequence

{xk}+k∞=contains a subsequence{xkl}

+∞

l= which is uniformly convergent in ]a,a]. Suppose

liml+∞xkl(t) =x(t). Thus from (.) by (.) the existence of suchr>  that

x(kj–)

l (t)≤r+x

(j–)(t) (j= , . . . ,n) fort

,klta follows, and then, without loss of generality, we can assume that

lim l→+∞x

(j–)

kl (t) =x

(j–)

 (t) (j= , . . . ,n) uniformly in ]a,a]. (.)

Then, by virtue of (.), (.) and (.), we have

x(t) –x(t) =

n

j=

x(tj) –x(tj)

gj(t) forata.

From the last two relations by (.) it is clear thatx(n)=x(n)

 andx∈Cn–,m(]a,a]),i.e.,

the functionx∈Cn–,m(]a,a]) is a solution of problem (.), (.). In view of (.) all the

conditions of Theorem . are fulfilled, thus problem (.), (.) is uniquely solvable in the spaceCn–,m(]a,a]) andx=x. Therefore from (.) it follows that

lim l→+∞x

(j–)

kl (t) =x

(j–)(t) (j= , . . . ,n) uniformly in ]a,a

]. (.)

Now suppose that relations (.) are not fulfilled. Then there existδ∈],aa[,ε> , and the increasing sequence of natural numbers{kl}+l=∞such that

max

n

j=

x(kj–) l (t) –x

(j–)(t):a+δta

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By virtue of the Arzela-Ascoli lemma and condition (.), the sequence{x(kj–) l }

+∞

l= (j=

, . . . ,m), without loss of generality, can be assumed to be uniformly converging in ]a+δ, a]. Then, in view of what we have shown above, equality (.) holds. But this contradicts

condition (.). Thus (.) holds if conditions (.) are fulfilled.

Now assume that conditions (.) are not fulfilled. Then there exists the subsequence

{t,kl}

+∞

l=of the sequence{t,k}+k∞=such that

a

t,k

x(km) l (s)

dsl (lN). (.)

Suppose thatβl= (

a t,k|x

(m)

kl (s)|

ds)–andvl(t) =xk

l(t)βl. Thus in view of (.) and our notations,

a

t,kl

v(km) l (s)

ds=  (lN), lim l→+∞

βl= , (.)

v(ln)(t) =βklβlλ(t), (.)

v(li–)(t,kl) =  (i= , . . . ,m),

vl(j–)(a) =εj,klβl (j=m+ , . . . ,n,lN).

(.)

From the first part of our lemma by (.) it follows that there exists limitliml→+∞vl(t)≡

v(t), andvis a solution of the corresponding homogeneous problem (.), (.). Thus

v≡. On the other hand, from (.) it is clear that

a t,kl|v

(m)

 (s)|ds= , which contradicts

withv≡. Thus our assumption is invalid and (.) holds. Lemma . Let a<a<b,εjR+ andλLn–m–(]a,a])be a nonnegative function.

Then,for the solution xCn–,m(]a,a

])of problem(.), (.)withβ= ,the estimate

a

a

x(m)(s)ds(x,a,λ) (kN) (.)

is valid,where

(x,a,λ) = wn(x)(a)+

m–(m+ )

(m– )!!

λ

Ln–m–(]a,a]). (.)

Proof Suppose thatxk is a solution of problem (.), (.) withβk= ,εj,k=εj. Then, in view of Lemma ., relations (.) hold. On the other hand, by Lemma . we get

νn

a

t,k

x(km)(s)ds≤–wn(xk)(a) +

a

t,k

(sa)n–(s)xk(s)ds. (.)

Now, on the basis of Lemma ., Schwarz’s and Young’s inequalities, we get

a

t,k

(sa)n–(s)xk(s)ds

=

a

t,k

(n– m)xk(s) + (sa)n–mxk(s) a

s

λ(ξ)

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(n– m)

a

t,k x

k(s) (sa)mds

/

+

a

t,k x

k(s) (sa)m–ds

/

λLn–m–(]a,a])

≤m–(m+ )

(m– )!!

a

tk

x(km)(s)ds

/

λLn–m–(]a,a])

≤

a

t,k

x(km)(s)ds+ 

m–(m+ )

(m– )!!

λL

n–m–(]a,a]).

Thus from (.) by the definition of numbersνnit immediately follows that the estimate

a

t,k

x(km)(s)ds≤wn(xk)(a)+

m–(m+ )

(m– )!!

λ

Ln–m–(]a,a]) (kN). By means of (.), from the last inequality, (.) and (.) follow.

2.2 Lemmas on the Banach spaceCm–1 1 (]a,b]) Definition . LetρR+and the functionηL

loc(]a,b]) be nonnegative. ThenS(ρ,η) is

a set of suchyClocn–(]a,b]) that

y(i–)

a+b

ρ (i= , . . . ,n), (.)

y(n–)(t) –y(n–)(s)≤

t

s

η(ξ) fora<stb, (.)

and

y(i–)(a) =  (i= , . . . ,m), y(j–)(b) =  (j=m+ , . . . ,n). (.)

Lemma . Let,for the function yCn–,m(]a,b]),conditions(.)be satisfied.Then y

Cm–

 (]a,b])and the estimates

y(i–)(t)≤ (ta) mi+/

(mi)!(m– i+ )/

t

a

y(m)(s)ds

/

, (.)

a<tb,i= , . . . ,m.

Proof First note that in view of inclusionyCn–,m(]a,b]), the equality

y(i–)(t) = l

j=i

(tc)ji (ji)! y

(j–)(c) +

(li)!

t

c

(ts)liy(l)(s)ds (.)

on [a,b], fori= , . . . ,l,l= , . . . ,n, holds, where: ()c∈[a,b] iflm; ()c∈]a,b] ifl>m; and there existsr>  such that

b

a

y(m)(s)dsr. (.)

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Lemma . LetρR+,and letηL

n–m–(]a,b])be a nonnegative function.Then S(ρ,η)

is a compact subset of the spaceCm–(]a,b]).

Proof Condition (.) yields the inequality|y(n)(t)| ≤η(t). Thus there exists such function η∈Ln–m–(]a,b]) that

y(n)(t) =η(t), fora<tb, (.)

where

η(t)≤η(t) fora<tb. (.)

From Theorem . it follows that problem (.), (.) has the unique solution yCn–,m(]a,b]),i.e., there existsr>  such that inequality (.) holds.

For anyyS(ρ,η), from equality (.) withl=n, by (.), (.) and (.), we get

y(i–)(t)≤γi(t) fora<t<b(i= , . . . ,n), (.)

whereγi(t) =ρi+(ni)!|

t

c(ts)n(s)ds|(i= , . . . ,n), andρiR+. Let nowykS(ρ,η) (kN). By virtue of the Arzela-Ascoli lemma and conditions (.), (.), the sequence{yk}+∞

k=

contains a subsequence{yk}+=∞such that{y (i–)

k }

+∞

= (i= , . . . ,n) are uniformly convergent

on ]a,b]. Thus, without loss of generality, we can assume that{yk(i–)}+k=∞ (i= , . . . ,n) are uniformly convergent on ]a,b]. Letlimk→+∞yk(t) =y(t), theny∈Clocn–(]a,b]) and

lim k→+∞y

(i–)

k (t) =y

(i–)

 (t) (i= , . . . ,n) uniformly on ]a,b]. (.)

From (.), in view of the inclusionsykS(ρ,η), it immediately follows that

y(i–)

a+b

ρ (i= , . . . ,n), (.)

y(i–)(a) =  (j= , . . . ,m), y(j–)(b) =  (j=m+ , . . . ,n), (.)

and

y(n–)(t) –y(n–)(s)≤

t

s

η(ξ) fora<stb. (.)

From (.)-(.) it is clear thaty∈S(ρ,η). To finish the proof, we must show that

lim k→+∞

yk(t) –y(t)Cm–=  (.)

and

S(ρ,η)⊂Cm–]a,b]. (.)

Letxk=y–yk anda∈]a,b]. Then it is clear thatxkS(ρ,η), whereρ = ρ,η = η. Thus, for anyxk, there existsηkLn–m–(]a,b]) such that

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xk(i–)(a) =  (i= , . . . ,m), xk(j–)(b) =  (j=m+ , . . . ,n), (.)

where

ηk(t)≤η(t) fora<tb(kN). (.)

On the other hand, from (.) withy=xk, in view of (.) we get

x(ki–)(t)≤

t

a

x(km)(s)ds

/

(ta)mi+/ fora<t<a, (.)

fori= , . . . ,m.

Let nowwnbe the operator defined in Lemma . andbe a function defined by (.)

withλ=ηk. Then conditions (.) yield

lim

k→+∞wn(xk)(a) =  (kN), (.)

and from the definition of the norm · Lα, (.) and (.) it follows that for anyε> , we can choosea∈]a,min{a+ ,b}[ andk∈Nsuch that

(xk,a, η)≤ ε

m (kk). (.)

By using Lemma . forxk, in view of (.) and (.), we get respectively

a

a

x(km)(s)dsε

m (kk) (.)

and

|x(ki–)(t)| (ta)mi–/≤

ε

m fort∈]a,a] (≤im,kk). (.) Also, in view of (.), without loss of generality, we can assume that

|x(ki–)(t)| (ta)mi–/≤

ε

m fora≤tb(≤im,kk), (.) and

b

a

x(km)(s)dsε

(m– )

m (kk). (.)

From (.)-(.), equality (.) immediately follows.

Let nowyS(ρ,η) andyk=δky, wherelimk→+∞δk= . Then by (.) it is clear that y≡, and then from (.) it follows that yCm–(]a,b]), i.e., the inclusion (.)

holds.

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Lemma . LetτM(]a,b]),α,β,k≥,and let there existδ∈],ba[such that

τ(t) –tk(ta)β for a<ta+δ. (.)

Then

τ(t)

t

(sa)αds

⎧ ⎨ ⎩

k[ +kδβ–]α(ta)α+β forβ≥,

k[δ–β+k]α(ta)αβ+β for≤β< ,

for a<ta+δ.

2.3 Lemmas on the solutions of auxiliary problems

Throughout this section we assume that the operatorP:Cm–(]a,b])×Cm–(]a,b])→ Ln(]a,b]) isγ,γ consistent with boundary condition (.), and the operatorq:Cm–(]a,

b])→L

n–m–(]a,b]) is continuous.

Consider, for anyxCm–

 (]a,b])⊂Cm–(]a,b]), the nonhomogeneous equation

y(n)(t) = m

i=

pi(x)(t)y(i–)τi(t)

+q(x)(t) (.)

and the corresponding homogeneous equation

y(n)(t) = m

i=

pi(x)(t)y(i–)τi(t)

, (.)

and letEnbe a set of the solutions of problem (.), (.).

From inequality (.) of item (ii) of Definition ., it follows that for anyx bound-ary problem (.), (.) has the unique solutionyin the spaceCn–,m(]a,b]) such that yCm–(]a,b]). Thus EnCm–

 (]a,b])=∅, and there exists the operator U:  → EnCm–

 (]a,b]) defined by the equality

U(x)(t) =y(t).

Lemma . U:→E

nCm–

 (]a,b])is a continuous operator.

Proof Letxk andyk(t) =U(xk)(t) (k= , ),y=y–y, and let the operatorPbe defined by (.). Then

y(n)(t) =P(x,y)(t) +q(x,x)(t),

whereq(x,x)(t) =P(x,y)(t) –P(x,y)(t) +q(x)(t) –q(x)(t). Hence, by item (ii) of

Def-inition . we have

U(x) –U(x)Cm–≤γq(x,x)Ln–m–.

Since the operatorsP andqare continuous, this estimate implies the continuity of the

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3 Proofs

Proof of Remark. Letxbe a solution of problem (.), (.), then from inequalities (.) (withy=x), by the definition of the norm in the spaceCm–

 (]a,b]) and estimate (.),

estimate (.) immediately follows.

Proof of Theorem. Letδandλbe the functions and numbers appearing in Definition .. We set

η(t) =δ(t,γ)γ+Fp

t,min{ρ,γ}

, (.)

χ(s) =

⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩

 for ≤sρ,

 –s/ρ forρ<s< ρ,

 fors≥ρ,

(.)

q(x)(t) =χxCm–

Fp(x)(t). (.)

From (.) it is clear that the nonnegative functionsFp,ηadmit the inclusion

Fp

·,min{ρ,γ}

,ηLn–m–]a,b], (.)

and for everyx⊂Cm–(]a,b]) and almost allt∈]a,b], the inequality

q(x)(t)≤Fpt,min{ρ,γ}

fora<tb (.)

holds.

LetU:→EnC m–

 (]a,b]) be the operator in Lemma ., from which it follows that

U is a continuous operator. On the other hand, from items (i) and (ii) of Definition ., (.) and (.), it is clear that for eachx, the conditions

yCm–≤γ, y(n–)(t) –y(n–)(s)≤

t

s

η(ξ) fora<t<b

hold. Thus, in view of Definition ., the operatorUmaps the ballinto its own subset S(ρ,η). From Lemma . it follows thatS(ρ,η) is a compact subset of the ball⊂

Cm–(]a,b]),i.e., the operatorumaps the ballinto its own compact subset. Therefore, owing to Schauder’s principle, there existsxS(ρ,η)⊂such that

x(t) =U(x)(t) fora<tb.

Thus by (.) and notation (.), the functionx(x) is a solution of problem (.), (.), where

λ=χxCm–

. (.)

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Let us show now thatxadmits estimate (.) in the case whenρ<γ. Assume the

contrary. Then either

ρ<xCm–< ρ, (.)

or

xCm–≥ρ. (.)

If condition (.) holds, then by virtue of (.) and (.) we have thatλ∈], [, which by the conditions of our theorem guarantees the validity of estimate (.). But this contradicts (.).

Assume now that (.) is fulfilled. Then, by virtue of (.) and (.), we have thatλ= . Thereforexis a solution of problem (.), (.). Thus from item (ii) of Definition . it is obvious thatx≡, because problem (.), (.) has only a trivial solution. But this contradicts condition (.),i.e., estimate (.) is valid. From estimates (.) and (.) we have thatλ= , and then in view of (.) and (.) the functionxis a solution of problem

(.), (.) which admits estimate (.).

Proof of Corollary. First note that in view of condition (.) there exists suchγ> ρ

that condition (.) holds, and in view of Definition . the operatorPisγ,γ consistent.

On the other hand, from (.) it follows the existence of the numberρsuch that

γη(·,ρ)L

n–m–<ρ forρ>ρ. (.)

Letxbe a solution of problem (.), (.) for someλ∈], [. Theny=xis also a solution of problem (.), (.) whereq(t) =λ(F(x)(t) –P(x,x)(t)). Let nowρ=xCm–and assume that

ρ>ρ (.)

holds. Then in view of theγ-consistency of the operatorpwith boundary conditions (.), inequality (.) holds and thus by condition (.) we have

ρ=xCm–≤γq(x)Ln–m–≤γ

η(·,ρ)L n–m–.

But the last inequality contradicts (.). Thus assumption (.) is not valid andρρ.

Therefore, for anyλ∈], [, an arbitrary solution of problem (.), (.) admits estimate (.). Therefore all the conditions of Theorem . are fulfilled, from which the solvability

of problem (.), (.) follows.

Proof of Theorem. Letrnbe the constant defined in Remark .. First prove that the operatorPisγ,rnconsistent with boundary conditions (.). From the conditions of our

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(.), (.) has the unique solutiony. Also in view of Remark . there exists the constant rn>  (which depends only on the numberslj,lj,γj(j= , . . . ,m), anda,b,n) such that estimate (.) holds withγ =rn,i.e., the operatorPisγ,rnconsistent with boundary

conditions (.). Therefore all the assumptions of Corollary . are fulfilled, from which

the solvability of problem (.), (.) follows.

Proof of Theorem. Letrnbe the constant defined in Remark .. First prove that the operatorP isrnconsistent with boundary conditions (.). From the conditions of our theorem it is obvious that item (i) of Definition . is satisfied. Let nowγbe an

arbi-trary nonnegative number,xbe an arbitrary fixed function from the space, and let pj(t)≡pj(x)(t). Then in view of (.) and (.) all the assumptions of Theorem . are satisfied, and then for anyqL

n–m–(]a,b]) problem (.), (.) has the unique solution

y. Also in view of Remark . there exists the constantrn>  (which depends only on the numberslj,lj,γj(j= , . . . ,m), anda,b,n) such that estimate (.) holds withγ =rn,i.e., the operatorPisγ,rnconsistent with boundary conditions (.) for arbitraryγ> . Thus

by Definition ., the operatorPisrnconsistent with boundary conditions (.). There-fore all the assumptions of Corollary . are fulfilled, from which the solvability of problem

(.), (.) follows.

Proof of Remark. By Schwarz’s inequality, the definition of the normyCm–and in-equalities (.) for anyx,yandz=yx, we have

pj(y)(t)z(j–)τj(t)

=pj(y)(t)z(j–)(t)+pj(y)(t)

τj(t)

t

z(j)(ψ)

zCm–pj(y)(t)αj(t)

 + 

αj(t)

τj(t)

t

(ψa)m–jdψ

/

(.)

fora<tb. On the other hand, from conditions (.) by Lemma . it is clear that

α–j (s)

τj(s)

s

(ξa)m–jdξ

/

≤√κ( +κ)m fors∈]a,a+ε],

α–j (s)

τj(s)

s

(ξa)m–jdξ

/

εm+j–/

b

a

(ξa)m–jdξ

/

= (ba) mj+/

m– j+ εmj+/ fors∈]a+ε,b].

Then if we put

κ=max ≤jm

κ( +κ)m, (ba) mj+/

m– j+ εmj+/

, (.)

from (.) by the last estimates and (.), we get the inequality

pj(y)(t)z(j–)τ

j(t)≤ zCm–( +κ)pj(y)(t)αj(t)

zCm–( +κ)δj

t,yCm–

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fora<tb. Analogously, we get that

pj(y)(t) –pj(x)(t)x(j–)τj(t)≤ xCm–( +κ)pj(y)(t) –pj(x)(t)αj(t)

fora<tb. From (.) and the last inequality it is obvious that the operatorPdefined by equality (.) continuously acts from to the spaceLn(]a,b]), and item (ii) of Defi-nition . holds withδ(t,ρ) = ( +κ)

m

j=δj(t,ρ).

Proof of Corollary. From conditions (.) and (.), by Remark ., we obtain that the operatorPdefined by equality (.) withpj(x)(t) =pj(t) continuously acts from to the spaceLn(]a,b]) for anyγ> ,i.e., continuously acts fromCm–(]a,b]) to the space

Ln(]a,b]).

Therefore it is clear that all the conditions of Theorem . would be satisfied with

F(x)(t) =ft,(t)

,(t)

, . . . ,x(m–)τm(t)

, δ(t,ρ) = ( +κ)

m

j=

pj(t),

where the constantκis defined by equality (.). Thus problem (.), (.) is solvable.

Proof of Corollary. Let the operatorsF,p:Cm–(]a,b])→Lloc(]a,b]), and the function η: ]a,bR+R+be defined by the equalities

F(x)(t) = – λ|x(t)| k

(ta)+k/x

τ(t)+q(x)(t), p(x)(t) = –

λ|x(t)|k (ta)+k/

and

δ(t,ρ) =λ(τ(t) –a) /ρk

(ta) , l=γ

k

λ, l= γ,

r=

 – λγk( + [(ba)]/), B= λγ

k

 +(ba)/, γ=

 .

(.)

Then it is easy to verify that, in view of (.)-(.), conditions (.), (.), (.), (.), (.) are satisfied andδDn(]a,bR+).

Thus all the condition of Theorem . are satisfied, from which the solvability of problem

(.), (.) follows.

Proof of Corollary. Let the operatorsF,p:Cm–(]a,b])→Lloc(]a,b]) and the function η: ]a,bR+R+be defined by the equalities

F(x)(t) = –λ|sinx k(t)| (ta) x

τ(t)+q(x)(t), p(x)(t) = –

λ|sinxk(t)| (ta) .

Then it is easy to verify that, in view of (.), (.) and (.), all the conditions of The-orem . follow, whereδ,l,l,r,B,γare defined by (.) withρ= ,γ= , from which

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