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Existence of solutions of nonlinear differential equations with ψ-exponential or ψ-ordinary

dichotomous linear part in a Banach space

Atanaska Georgieva, Hristo Kiskinov, Stepan Kostadinov

B

and Andrey Zahariev

Faculty of Mathematics and Informatics, Plovdiv University, 236 Bulgaria Blvd., Plovdiv, BG–4003, Bulgaria

Received 12 July 2013, appeared 13 March 2014 Communicated by László Hatvani

Abstract.In this article we consider nonlinear differential equations withψ-exponential and ψ-ordinary dichotomous linear part in a Banach space. By the help of the fixed point principle of Banach sufficient conditions are found for the existence ofψ-bounded solutions of these equations onRandR+.

Keywords: ψ-dichotomy for ordinary differential equations,ψ-boundedness.

2010 Mathematics Subject Classification:34G20, 34D09, 34C11.

1 Introduction

The problem ofψ-boundedness andψ-stability of the solutions of differential equations in fi- nite dimensional Euclidean spaces has been studied by many auhtors, as e.g. Akinyele [1], Constantin [6]. In these papers, the functionψis a scalar continuous function (and increasing, differentiable and bounded in [1], nondecreasing and such that ψ(t) ≥ 1 on R+ in [6]). In Diamandescu [8–15] and Boi [2–4]ψis a nonnegative continuous diagonal matrix function.

Inspired by the famous monographs of Coppel [5], Daleckii and Krein [7] and Massera and Schaeffer [17], where the important notion of exponential and ordinary dichotomy is consid- ered in detail, Diamandescu [8–12] and Boi [2–4] introduced and studied theψ-dichotomy for linear differential equations in finite dimensional Euclidean space.

In our paper [16] we introduced the concept ofψ-dichotomy for arbitrary Banach spaces, whereψis an arbitrary bounded invertible linear operator.

In this paper nonlinear perturbed differential equations withψ-dichotomous linear part are considered in an arbitrary Banach space. We will show that some properties of these equations will be influenced by the correspondingψ-dichotomous homogeneous linear equation. Suffi- cient conditions for the existence ofψ-bounded solutions of this equations onRandR+in case ofψ-exponential orψ-ordinary dichotomy are found.

BCorresponding author. Email: stkostadinov@uni-plovdiv.bg

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2 Preliminaries

Let X be an arbitrary Banach space with norm | · | and identity I. Let LB(X) be the space of all linear bounded operators acting in X with the norm k · k. By J we shall denoteR or R+= [0,∞).

We consider the nonlinear differential equation dx

dt = A(t)x+F(t,x), (2.1)

the corresponding linear homogenous equation dx

dt = A(t)x (2.2)

and the appropriate inhomogeneous equation dx

dt = A(t)x+ f(t), (2.3)

whereA(·): J → LB(X), f(·): J → Xare strongly measurable and Bochner integrable on the finite subintervals ofJandF(·,·): J×X→Xis a continuous function with respect tot.

By a solution of equation (2.1) (or (2.2) or (2.3)) we will understand a continuous function x(t)that is differentiable (in the sence that it is representable in the formx(t) =Rt

a y(τ)dτof a Bochner integral of a strongly measurable functiony) and satisfies (2.1) (or (2.2) or (2.3)) almost everywhere.

ByV(t)we will denote the Cauchy operator of (2.2).

Let RL(X) be the subspace of all invertible operators in LB(X)and ψ(·): J → RL(X)be continuous for anyt∈ J operator-function.

Definition 2.1 ( [16]). A function u(·): J → X is said to be ψ-bounded on J if ψ(t)u(t) is bounded onJ.

LetCψ(X)denote the Banach space of allψ-bounded and continuous functions with values inXwith the norm

|||f|||C

ψ =sup

tJ

|ψ(t)f(t)|.

Definition 2.2( [16]). The equation (2.2) is said to have aψ-exponential dichotomy onJif there exist a pair of mutually complementary projectionsP1 andP2 = I−P1and positive constants N1,N2,ν1,ν2such that

||ψ(t)V(t)P1V1(s)ψ1(s)|| ≤N1eν1(ts) (s≤t; s,t∈ J) (2.4)

||ψ(t)V(t)P2V1(s)ψ1(s)|| ≤N2eν2(st) (t≤s; s,t∈ J) (2.5) The equation (2.2) is said to have a ψ-ordinary dichotomy on J if (2.4) and (2.5) hold with ν1 =ν2=0.

Remark 2.3. For ψ(t) = I for all t ∈ J we obtain the notion of exponential and ordinary dichotomy in [5,7,17].

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Let us introduce the principal Green function of (2.3) with the projections P1 andP2 from the definition forψ-exponential dichotomy

G(t,s) =

(V(t)P1V1(s) (t>s; t,s∈ J)

−V(t)P2V1(s) (t< s; t,s∈ J). (2.6) ClearlyGis continuous except att= swhere it has a jump discontinuity.

Definition 2.4. Letr >0 be an arbitrary number. We say that the conditions (H) are fulfilled if there exist positive functionsm(t),k(t)such that

H1. |ψ(t)F(t,x)| ≤m(t) (|ψ(t)x| ≤r, t∈ J)

H2. |ψ(t)(F(t,x1)−F(t,x2))| ≤k(t)|ψ(t)(x1−x2)| (|ψ(t)x1|,|ψ(t)x2| ≤r, t∈ J)

Definition 2.5. The nonnegative functionm(t)is said to be integrally bounded onJ if the fol- lowing inequality holds:

B(m(t)) =sup

tJ

Z t+1

t m(s)ds <∞.

Definition 2.6. We say that the function F(t,x)belongs to the class EDψ(a1,a2,r)if the con- ditions (H) are fulfilled, the functions m(t),k(t) are integrally bounded on J and B(m(t)) ≤ a1,B(k(t))≤a2.

For each integrable onJfunctionm(t)we introduce the notation L(m(t)) =

Z

Jm(s)ds.

Definition 2.7. We say that the functionF(t,x)belongs to the classDψ(a1,a2,r)if the conditions (H) are fulfilled, the functionsm(t),k(t)are integrable onJandL(m(t))≤a1,L(k(t))≤a2.

3 Main results

Theorem 3.1. Let the following conditions be fulfilled:

1. The linear part of (2.1)hasψ-exponential dichotomy onRwith projections P1and P2. 2. The function F(t,x)belongs to the class EDψ(a1,a2,r).

Then for an arbitrary r > 0 for sufficient small values of a1,a2 the equation(2.1) has a unique solution x(t), which is defined for t∈ Rand for which|ψ(t)x(t)| ≤r(t ∈R).

Proof. LetJ =R. We consider in the spaceCψ(X)the operatorQ: Cψ(X)→Cψ(X)defined by the formula

Qx(t) =

Z

JG(t,τ)F(τ,x(τ))dτ (3.1) whereGis defined by (2.6).

Letx(t)be a solution of equation (2.1) that remains fort∈ J in the ball Sψ,r={x :|||x|||C

ψ ≤r}.

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Then the functionF(t,x(t))isψ-bounded onJ and it follows (see [16, Theorem 3.6]) that such solution satisfies the integral equation

x(t) =Qx(t). (3.2)

The converse is also true: a solution of the integral equation (3.2) which remains fort ∈ Jin the ballSψ,rsatisfies the differential equation (2.1) fort ∈ J.

Now we shall show that the ballSψ,r is invariant with respect to Qand the operatorQis contracting.

First we shall prove that the operatorQmaps the ballSψ,rinto itself. Indeed we have

|ψ(t)Qx(t)| ≤

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ . We have

|ψ(t)Qx(t)| ≤

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ

Z

J

kψ(t)G(t,τ)ψ1(τ)k |ψ(τ)F(τ,x(τ))|dτ

=

Z

tτ

kψ(t)G(t,τ)ψ1(τ)k |ψ(τ)F(τ,x(τ))|dτ +

Z

tτ

kψ(t)G(t,τ)ψ1(τ)k |ψ(τ)F(τ,x(τ))|dτ

≤ N2 Z

tτ

eν2(τt)m(τ)dτ+N1 Z

tτ

eν1(tτ)m(τ)dτ

≤ N2 Z

s0eν2sm(t+s)ds+N1 Z

s0eν1sm(t+s)ds

≤ N2a1

k=0

eν2k+N1a1

k=0

eν1k = N2a1

1−eν2 + N1a1 1−eν1. Hence bya1≤r

N2

1eν2 + N1

1eν1

1

we obtain

ψ(t)

Z

J

G(t,τ)F(τ,x(τ))

≤r.

Thus the operatorQmaps the ballSψ,rinto itself.

Now we shall prove that the operator Qis a contraction in the ballSψ,r. Let x1,x2 ∈ Sψ,r. We obtain

|ψ(t)Qx1(t)−ψ(t)Qx2(t)| ≤

ψ(t)

Z

JG(t,τ)(F(τ,x1(τ))−F(τ,x2(τ))dτ

Z

J

ψ(t)G(t,τ)ψ1(τ)

|ψ(τ)(F(τ,x1(τ))−F(τ,x2(τ))|dτ

Z

J

ψ(t)G(t,τ)ψ1(τ)

k(τ)|ψ(τ)(x1(τ))−x2(τ))|dτ

Z

J

ψ(t)G(t,τ)ψ1(τ)

k(τ)dτ sup

τJ

|ψ(τ)(x1(τ))−x2(τ))|

N2a2

1−eν2 + N1a2 1−eν1

sup

τJ

|ψ(τ)(x1(τ))−x2(τ))|.

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Hence

|||Qx1−Qx2|||C

ψ

N2a2

1−eν2 + N1a2 1−eν1

|||x1−x2|||C

ψ. Thus bya2< N2

1eν2 + N1

1eν1

1

the operatorQis a contraction in the ballSψ,r.

From Banach’s fixed point principle the existence of a unique fixed point of the operator Q follows.

Corollary 3.2. If the conditions of Theorem3.1are fulfilled and if, moreover, F(t, 0) =0(t ∈R)then x=0is a unique solution of (2.1)in Cψ(X).

Proof. LetF(t, 0) =0(t ∈R). Then from H2 it follows

|ψ(t)F(t,x(t))| ≤k(t)|ψ(t)x(t)| (t∈R).

Thus every solution x(t)exceptx(t)≡ 0(t ∈R)will leave any ballSψ,r1 (r1 <r)byt→ or t→ −∞.

Theorem 3.3. Let the following conditions be fulfilled:

1. The linear part of (2.1)hasψ-ordinary dichotomy onRwith projections P1and P2. 2. The function F(t,x)belongs to the class Dψ(a1,a2,r).

Then for each r>0for sufficient small values of a1,a2the equation(2.1)has a unique solution x(t), which is defined for t ∈Rand for which|ψ(t)x(t)| ≤r(t ∈R).

Proof. Let J = R. In the proof of Theorem 3.1 it was mentioned that each solution x(t) of equation (2.1) that remains fort∈ Jin the ballSψ,rsatisfies the integral equation

x(t) =

Z

JG(t,τ)F(τ,x(τ))dτ and vice versa.

We consider again in the spaceCψ(X)the operatorQ: Cψ(X)→Cψ(X)defined in (3.1).

For|ψ(t)Qx(t)|we obtain the following estimate:

|ψ(t)Qx(t)| ≤

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ . Witha1 ≤rmax{N1,N2}we have

|ψ(t)Qx(t)| ≤

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ

Z

J

ψ(t)G(t,τ)ψ1(τ) |ψ(τ)F(τ,x(τ))|dτ

=

Z

tτ

ψ(t)G(t,τ)ψ1(τ)

|ψ(τ)F(τ,x(τ))|dτ +

Z

tτ

ψ(t)G(t,τ)ψ1(τ)

|ψ(τ)F(τ,x(τ))|dτ

≤ N2 Z

tτ

m(τ)dτ+N1 Z

tτ

m(τ)dτ

≤ max{N1,N2}

Z

Jm(τ)dτ≤max{N1,N2}a1 ≤r.

Thus the operatorQmaps the ballSψ,rinto itself.

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Now we shall prove that the operator Qis a contraction in the ballSψ,r. Let x1,x2 ∈ Sψ,r. We obtain

|ψ(t)Qx1(t)−ψ(t)Qx2(t)| ≤

ψ(t)

Z

JG(t,τ)(F(τ,x1(τ))−F(τ,x2(τ))dτ

Z

J

ψ(t)G(t,τ)ψ1(τ)

|ψ(τ)(F(τ,x1(τ))−F(τ,x2(τ))|dτ

Z

J

ψ(t)G(t,τ)ψ1(τ)

k(τ)|ψ(τ)(x1(τ))−x2(τ))|dτ

Z

J

ψ(t)G(t,τ)ψ1(τ) k(τ) sup

τJ

|ψ(τ)(x1(τ))−x2(τ))|

≤(max{N1,N2}a2)sup

τJ

|ψ(τ)(x1(τ))−x2(τ))|. Hence

|||Qx1−Qx2|||C

ψ ≤(a2max{N1,N2})|||x1−x2|||C

ψ. Thus bya2 <(max{N1,N2})1the operatorQis a contraction in the ballSψ,r.

From Banach’s fixed point principle the existence of a unique fixed point of the operator Q follows.

Theorem 3.4. Let the following conditions be fulfilled:

1. The linear part of (2.1)hasψ-exponential dichotomy onR+with projections P1and P2. 2. The function F(t,x)belongs to the class EDψ(a1,a2,r).

Then for any r > 0by sufficient small a1,a2 there exists ρ < r such that the equation(2.1) has for eachξ ∈ X1 = P1X with|ψ(0)ξ| ≤ ρ a unique solution x(t)onR+ for which P1x(0) = ξ and

|ψ(t)x(t)| ≤r (t∈R+).

Proof. Let J = R+ and x(t) be a solution of equation (2.1) that remains for t ∈ J in the ball Sψ,r = {x : |||x|||C

ψ ≤ r}. From the results obtained in [16, Theorem 3.6 and Remark 3.8] it follows that suchx(t)satisfies the integral equation

x(t) =V(t)ξ+

Z

JG(t,τ)F(τ,x(τ))dτ (3.3) whereξ = P1x(0). The converse is also true: a solution of the integral equation (3.3) satisfies the differential equation (2.1) fort∈ J.

Letξ ∈X1and|ψ(0)ξ| ≤ρ <r. We consider in the spaceCψ(X)the operatorQ: Cψ(X)→ Cψ(X)defined by the formula

Qx(t) =V(t)ξ+

Z

JG(t,τ)F(τ,x(τ))dτ (3.4) First we shall prove, that the operatorQmaps the ballSψ,rinto itself. Indeed we have

|ψ(t)Qx(t)| ≤ |ψ(t)V(t)ξ|+

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ . For the first addend withρ2Nr

1 we obtain

|ψ(t)V(t)ξ| ≤ N1eν1t|ψ(0)ξ| ≤ N1eν1tρr 2.

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Using the same technique and notations as in the proof of Theorem3.1we obtain for the second addend the estimate

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ

N2a1

1−eν2 + N1a1 1−eν1. Hence bya1r2 N2

1eν2 + N1

1eν1

1

we obtain

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ

r 2. Thus the operatorQmaps the ballSψ,rinto itself.

Now we shall prove that the operatorQis a contraction in the ball Sψ,r. Let x1,x2 ∈ Sψ,r. We obtain as in the proof of Theorem3.1the estimate

|||Qx1−Qx2|||C

ψ

N2a2

1−eν2 + N1a2 1−eν1

|||x1−x2|||C

ψ

Bya2 < N2

1eν2 + N1

1eν1

1

the operatorQis a contraction in the ballSψ,r.

From Banach’s fixed point principle the existence of a unique fixed point of the operator Q follows.

Theorem 3.5. Let the following conditions be fulfilled:

1. The linear part of (2.1)hasψ-ordinary dichotomy onR+with projections P1and P2. 2. The function F(t,x)belongs to the class Dψ(a1,a2,r).

Then for any r > 0by sufficiently small a1,a2there existsρ < r such that the equation(2.1) has for eachξ ∈ X1 = P1X with |ψ(0)ξ| ≤ ρ a unique solution x(t)on R+ for which P1x(0) = ξ and

|ψ(t)x(t)| ≤r (t ∈R+).

Proof. Let J = R+, ξ ∈ X1 and|ψ(0)ξ| ≤ ρ < r. We consider again in the space Cψ(X)the operatorQ: Cψ(X)→Cψ(X)defined by the formula (3.4).

First we shall prove, that the operatorQmaps the ballSψ,rinto itself. We have

|ψ(t)Qx(t)| ≤ |ψ(t)V(t)ξ|+

ψ(t)

Z

JG(t,τ)F(τ,x(τ))dτ . For the first addend withρ2Nr

1 we obtain

|ψ(t)V(t)ξ| ≤N1|ψ(0)ξ| ≤ N1ρr 2. For the second addend witha1r

2 max{N1,N2} as in the proof of Theorem3.3we have

ψ(t)

Z

JG(t,τ)F(τ,x(τ))

max{N1,N2}a1r 2. Thus the operatorQmaps the ballSψ,rinto itself.

Letx1,x2 ∈Sψ,r. As in the proof of Theorem3.3we obtain the estimate

|||Qx1−Qx2|||C

ψ ≤(a2max{N1,N2})|||x1−x2|||C

ψ. Hence bya2<(max{N1,N2})1the operatorQis a contraction in the ballSψ,r.

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From the fixed point principle of Banach it follows the existence of a unique fixed point of the operatorQ.

In the proof of Theorem3.4it was already mentioned that every solution of the differential equation (2.1) which lies in the ballSψ,rfulfil the equality

x(t) =Qx(t) and vice versa.

Corollary 3.6. Let the conditions of Theorem3.5hold and let x1(t)and x2(t)be two solutions whose initial values fulfil P1x1(0) =ξand P1x2(0) =η. Let N=max{N1,N2}.

Then for Na2 <1the following estimate holds

|ψ(t)(x1(t)−x2(t))| ≤ N

1−Na2|ψ(0)(ξη)| (t ∈R+). Proof. Applying the presentation (3.3) for the solutionsx1andx2we obtain

x1(t)−x2(t) =V(t)(ξη) +

Z

0 G(t,τ)(F(τ,x1(τ))−F(τ,x2(τ)))dτ.

From here and the conditions of Theorem3.5foru(t) =ψ(t)(x1(t)−x2(t))we obtain

|u(t)| ≤ N|ψ(0)(ξη)|+N Z

0 k(τ)u(τ)dτ.

Let us consider the equation

u(t) =α+N Z

0 k(τ)u(τ)dτ, (3.5)

whereα = N|ψ(0)(ξη)|. Let us introduce the functionalΦ: C → R+, whereCis the space of all bounded functions onR+with values inR+by the formula

(Φu)(t) =N Z

0 k(τ)u(τ)dτ.

For the norm ofΦwe obtain the estimate kΦk ≤N

Z

0 k(τ)dτ≤ Na2. For sufficiently smalla2we havekΦk ≤1.

Let IC be the identity of the space C. Then the equation (ICΦ)u = α has a bounded solutionu(t), i.e. there exists a constantc=suptR+|u(t)|<∞. We shall estimate the constant cfrom equation (3.5):

c≤α+Nc Z

0

k(τ)α+Nca2, i.e.

c≤ α

1−Na2. Finally we obtain

|ψ(t)(x1(t)−x2(t))| ≤ N|ψ(0)(ξη)|

1−Na2 .

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Acknowledgements

This research has been partially supported by Plovdiv University NPD grant NI13 FMI-002.

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