Abstract Generated abstract
This note studies a singular Nicoletti boundary value problem for a system of first order ordinary differential equations with conditions imposed at prescribed points, allowing the right hand sides to have nonintegrable singularities at those points. Using Carathéodory type assumptions, comparison functions, and differential inequalities for auxiliary majorants, it establishes sufficient conditions for existence of a solution and separate criteria for uniqueness. Several corollaries give more explicit growth and Lipschitz type hypotheses, including a case that recovers a known theorem of Lasota and Olech under stronger regularity. A final result proves existence and uniqueness for solutions whose quotients by the corresponding distance to the boundary point remain bounded near the singularities.
Full Text
UDC 517.917
MATHEMATICS
I. T. Kiguradze
ON A SINGULAR NICOLETTI PROBLEM
(Presented by Academician I. N. Vekua on 11 XI 1968)
In the present note we consider the boundary-value problem
\[ dx_i/dt=f_i(t,x_1,\ldots,x_n)\qquad (i=1,2,\ldots,n); \tag{1} \]
\[ x_i(t_i)=0\qquad (i=1,2,\ldots,n), \tag{2} \]
where \(f_i(t,x_1,\ldots,x_n)\) \((i=1,2,\ldots,n)\) are real functions defined in the domain \(R_{a-b}\bigl(a\le t\le b,\ -\infty<x_1,\ldots,x_n<+\infty\bigr)\), \(-\infty<a<b<+\infty\), and \(t_i\in[a,b]\) \((i=1,2,\ldots,n)\). By a solution of this problem we mean absolutely continuous functions \(x_1(t),\ldots,x_n(t)\) on \([a,b]\) satisfying the system (1) for almost all \(t\in[a,b]\) and the boundary conditions (2).
Problem (1)—(2) was posed by O. Nicoletti \((^4)\). Various sufficient conditions for the existence and uniqueness of its solution were given in \((^{1-7})\). In contrast to the cases considered by other authors, in the present note it is assumed that the functions \(f_i(t,x_1,\ldots,x_n)\) \((i=1,2,\ldots,n)\), having singularities at \(t=t_i\) \((i=1,2,\ldots,n)\), in general are not summable with respect to \(t\) on the interval \([a,b]\).
Below we adopt the following notation:
The notation \(\varphi(t,x_1,\ldots,x_m)\in K(a,b)\), where \(m\) is an arbitrary natural number, means that the function \(\varphi(t,x_1,\ldots,x_m)\), for every \(r\in(0,+\infty)\), satisfies the Carathéodory conditions in the domain \(a\le t\le b,\ -r\le x_1,\ldots,x_m\le r\), i.e., \(\varphi(t,x_1,\ldots,x_m)\) is measurable in \(t\) on the interval \([a,b]\) for all \(x_i\in[-r,r]\) \((i=1,2,\ldots,m)\), is continuous in \(x_1,\ldots,x_m\) in the domain \(-r\le x_1,\ldots,x_m\le r\) for almost all \(t\in[a,b]\), and
\[ \sup_{|x_i|\le r\ (i=1,2,\ldots,m)} |\varphi(t,x_1,\ldots,x_m)|\in L(a,b). \]
By \(\overline{K}(a,b;t_0)\), where \(t_0\in[a,b]\), is denoted the set of all functions belonging to the set \(K(\alpha,\beta)\) for all \(\alpha\) and \(\beta\) satisfying \(a\le\alpha<\beta\le b,\ t_0\in[\alpha,\beta]\).
\[ l_k=(k-1)^{1/k}\left(\frac{k}{\pi}\sin\frac{\pi}{k}\right)^{-1}. \]
Theorem 1. Let
\[ f_i(t,x_1,\ldots,x_n)\in \overline{K}(a,b;t_i)\qquad (i=1,2,\ldots,n) \tag{3} \]
and let the inequalities
\[ f_i(t,x_1,\ldots,x_n)\,\operatorname{sign}\bigl[(t-t_i)x_i\bigr] \le g_i(t,|x_1|,\ldots,|x_n|) \qquad (i=1,2,\ldots,n), \]
hold in the domain \(R_{ab}\), where the functions \(g_i(t,x_1,\ldots,x_n)\in K(a,b)\) \((i=1,2,\ldots,n)\) are nonnegative and nondecreasing in each \(x_j,\ 1\le j\le n\). Moreover, suppose that there exists a positive number \(M\) such that
\[ \rho_i(t)\le M\quad \text{for } a\le t\le b\quad (i=1,2,\ldots,n) \]
whatever absolutely continuous functions \(\rho_i(t)\) \((i=1,2,\ldots,n)\) on the interval \([a,b]\) may be that satisfy on this interval the conditions
\[ \rho_i(t_i)=0,\qquad 0\le \rho_i'(t)\operatorname{sign}(t-t_i)\le g_i(t,\rho_1(t),\ldots,\rho_n(t)) \]
\[ (i=1,2,\ldots,n). \tag{4} \]
Then problem (1)—(2) has at least one solution.
Corollary 1. Suppose that conditions (3) are satisfied and, in the domain \(R_{ab}\), the inequalities
\[
f_i(t,x_1,\ldots,x_n)\operatorname{sign}\bigl[(t-t_i)x_i\bigr]\leq
\]
\[
\leq h_i(t,|x_1|,\ldots,|x_{i-1}|)\omega_i(|x_i|)
\qquad (i=1,2,\ldots,n),
\]
hold, where \(h_1(t,x_0)\equiv h_1(t)\in L(a,b)\), \(h_i(t,x_1,\ldots,x_{i-1})\in K(a,b)\) \((i=2,\ldots,n)\), and \(\omega_i(x)\) \((i=1,2,\ldots,n)\) are continuous, positive, nondecreasing functions on the interval \([0,+\infty)\) satisfying the conditions
\[
\int_0^{+\infty}\frac{dt}{\omega_i(t)}=+\infty
\qquad (i=1,2,\ldots,n).
\]
Then problem (1)—(2) has at least one solution.
Corollary 2. Suppose that conditions (3) are satisfied and, in the domain \(R_{ab}\), the inequalities
\[
f_i(t,x_1,\ldots,x_n)\operatorname{sign}\bigl[(t-t_i)x_i\bigr]\leq
\]
\[
\leq g_i\left(t,\sum_{j=1}^n |x_j|\right)|x_i|
+h_i\left(t,\sum_{j=1}^n |x_j|\right)
\qquad (i=1,2,\ldots,n),
\]
hold; the functions \(g_i(t,x)\in K(a,b)\) and \(h_i(t,x)\in K(a,b)\) \((i=1,2,\ldots,n)\) are nonnegative and nondecreasing in \(x\), and
\[
\max_{a\leq t\leq b}\sum_{i=1}^n
\left|
\int_{t_i}^{t}
\left(
h_i(\tau,x)\exp\left\{\left|\int_{\tau}^{t} g_i(s,x)\,ds\right|\right\}
\right)d\tau
\right|<x
\qquad \text{for } x>M,
\]
where \(M\) is some positive constant. Then problem (1)—(2) has at least one solution.
Corollary 3. Suppose that conditions (3) are satisfied and, in the domain \(R_{ab}\), the inequalities
\[
f_i(t,x_1,\ldots,x_n)\operatorname{sign}\bigl[(t-t_i)x_i\bigr]
\leq
g_i\left(t,\sum_{j=1}^n |x_j|^k\right)
\qquad (i=1,2,\ldots,n),
\tag{5}
\]
hold, \(1<k<+\infty\), and the functions \(g_i(t,x)\in K(a,b)\) \((i=1,2,\ldots,n)\) are nonnegative, nondecreasing in \(x\), and
\[
\int_a^b g(t,x)\,dt<l_k
\qquad \text{for } x>M,
\tag{6}
\]
where \(M\) is some positive constant, and
\[
g(t,x)=
\sup_{x\exp(-l_k)\leq y\leq x}
\left\{
\sum_{i=1}^n
\left[
\frac{g_i(t,y^k)}{y}
\right]^k
\right\}^{1/k}.
\]
Then problem (1)—(2) has at least one solution.
Condition (6) is satisfied, for example, if
\[
\left\{
\sum_{i=1}^n
\bigl[g_i(t,|x|^k)\bigr]^k
\right\}^{1/k}
\leq g(t)|x|+h(t,|x|),
\]
\[
g(t)\geq 0 \quad \text{for } a\leq t\leq b,\qquad
\int_a^b g(t)\,dt<l_k,
\]
and the function \(h(t,x)\in K(a,b)\) is nonnegative, nondecreasing in \(x\), and
\[
\lim_{x\to+\infty}\frac{1}{x}\int_a^b h(t,x)\,dt=0.
\]
If, in addition, one assumes that \(f_i(t,x_1,\ldots,x_n)\in K(a,b)\) \((i=1,2,\ldots,n)\),
$k=2$ and, instead of (5), the inequalities
\[ \left| f_i(t,x_1,\ldots,x_n)\right|\leqslant g_i\left(t,\sum_{j=1}^{n}|x_j|^2\right)\quad (i=1,2,\ldots,n), \]
hold, then we obtain the theorem of Lasota—Olech (${}^2$).
Theorem 2. Suppose that for $(t,x_1,\ldots,x_n)$, $(t,y_1,\ldots,y_n)\in R_{ab}$ the inequalities
\[ \begin{aligned} &[f_i(t,x_1,\ldots,x_n)-f_i(t,y_1,\ldots,y_n)]\operatorname{sign}[(t-t_i)(x_i-y_i)] \leqslant \\ &\qquad\leqslant g_i(t,|x_1-y_1|,\ldots,|x_n-y_n|) \quad (i=1,2,\ldots,n), \end{aligned} \]
hold, where the functions $g_i(t,x_1,\ldots,x_n)\in K(a,b)$ $(i=1,2,\ldots,n)$ are nonnegative and nondecreasing in each $x_j$, $1\leqslant j\leqslant n$. Moreover, there do not exist absolutely continuous functions $\rho_i(t)$ $(i=1,2,\ldots,n)$ on the interval $[a,b]$, among which at least one is not identically equal to zero and which would satisfy conditions (4). Then problem (1)—(2) has at most one solution.
Corollary 1. Suppose that for $(t,x_1,\ldots,x_n)$, $(t,y_1,\ldots,y_n)\in R_{ab}$ the inequalities
\[ \begin{aligned} &[f_i(t,x_1,\ldots,x_n)-f_i(t,y_1,\ldots,y_n)]\operatorname{sign}[(t-t_i)(x_i-y_i)] \leqslant \\ &\qquad\leqslant g_i(t)|x_i-y_i|+h_i(t)\sum_{j=1}^{n}|x_j-y_j| \quad (i=1,2,\ldots,n), \end{aligned} \]
hold, where the functions $g_i(t)\in L(a,b)$ and $h_i(t)\in L(a,b)$ $(i=1,2,\ldots,n)$ are nonnegative and
\[ \max_{a\leqslant t\leqslant b}\sum_{i=1}^{n} \left|\int_{t_i}^{t} g_i(\tau)\exp\left(\int_{\tau}^{t} h_i(s)\,ds\right)d\tau\right|<1. \]
Then problem (1)—(2) has at most one solution.
Corollary 2. Suppose that for $(t,x_1,\ldots,x_n)$, $(t,y_1,\ldots,y_n)\in R_{ab}$ the inequalities
\[ \begin{aligned} &[f_i(t,x_1,\ldots,x_n)-f_i(t,y_1,\ldots,y_n)]\operatorname{sign}[(t-t_i)(x_i-y_i)] \leqslant \\ &\qquad\leqslant g_i(t)\left\{\sum_{j=1}^{n}|x_j-y_j|^k\right\}^{1/k} \quad (i=1,2,\ldots,n), \end{aligned} \]
hold, where $1<k<+\infty$, and the functions $g_i(t)\in L(a,b)$ $(i=1,2,\ldots,n)$ are nonnegative and
\[ \int_a^b \left\{\sum_{i=1}^{n}[g_i(t)]^k\right\}^{1/k}\,dt<l_k. \]
Then problem (1)—(2) has at most one solution.
According to Corollaries 2 and 3 of Theorem 1, it is easy to conclude that if $f(t,0,\ldots,0)\in L(a,b)$, $f_i(t,x_1,\ldots,x_n)\in K(a,b;t_i)$ $(i=1,2,\ldots,n)$ and either the conditions of Corollary 1 or the conditions of Corollary 2 of Theorem 2 are satisfied, then problem (1)—(2) has one and only one solution.
Theorem 3. Suppose that
\[ f_i(t,|t-t_1|x_1,\ldots,|t-t_n|x_n)\in K(a,b;t_i), \]
\[ \operatorname*{vrai\,max}_{a\leqslant t\leqslant b}|f_i(t,0,\ldots,0)|<+\infty \quad (i=1,2,\ldots,n) \]
and, for $(t,x_1,\ldots,x_n)$, $(t,y_1,\ldots,y_n)\in R_{ab}$, the inequalities
\[ \begin{aligned} &[f_i(t,x_1,\ldots,x_n)-f_i(t,y_1,\ldots,y_n)]\operatorname{sign}[(t-t_i)(x_i-y_i)] \leqslant \\ &\qquad\leqslant \alpha_i\left|\frac{x_i-y_i}{t-t_i}\right| +\beta_i\sum_{j=1}^{n}\left|\frac{x_j-y_j}{t-t_j}\right| \quad (i=1,2,\ldots,n), \end{aligned} \]
where \(0 \leq \alpha_i, \beta_i < 1\) \((i=1,2,\ldots,n)\) and
\[ u \sum_{i=1}^{n} \frac{\beta_i}{1-\alpha_i} < 1 . \]
Then system (1) has one and only one solution \(x_1(t), \ldots, x_n(t)\), satisfying the boundary conditions
\[ \overline{\lim}_{t \to t_i} \left| \frac{x_i(t)}{t-t_i} \right| < +\infty \qquad (i=1,2,\ldots,n). \]
Tbilisi State University
Received
30 X 1968
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