Acyclicity of the solution set of two-point boundary value problems for second order multivalued differential equations
Rados{\l}aw Pietkun

TL;DR
This paper investigates the topological structure of solution sets for second order differential inclusions with two-point boundary conditions, showing they are nonempty, compact, and acyclic under certain assumptions, with special cases for Lipschitz conditions.
Contribution
It establishes the acyclicity and topological properties of solution sets for second order differential inclusions, including the Lipschitz case, in Banach spaces.
Findings
Solution set is nonempty and compact.
Solution set is acyclic in relevant function spaces.
Lipschitz case yields an absolute retract.
Abstract
The topological and geometrical structure of the set of solutions of two-point boundary value problems for second order differential inclusions in Banach spaces is investigated. It is shown that under the Carath\'eodory-type assumptions the solution set of the periodic boundary value problem is nonempty compact acyclic in the space of continuously differentiable functions as well as in the Bochner-Sobolev space endowed with the weak topology. The proof relies heavily on the accretivity of the right-hand side of differential inclusion. The Lipschitz case is treated separately. As one might expect the solution set is, in this case, an absolute retract.
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Acyclicity of the solution set of two-point boundary value problems for second order multivalued differential equations
Radosław Pietkun
Toruń, Poland
Abstract.
The topological and geometrical structure of the set of solutions of two-point boundary value problems for second order differential inclusions in Banach spaces is investigated. It is shown that under the Carathéodory-type assumptions the solution set of the periodic boundary value problem is nonempty compact acyclic in the space of continuously differentiable functions as well as in the Bochner-Sobolev space endowed with the weak topology. The proof relies heavily on the accretivity of the right-hand side of differential inclusion. The Lipschitz case is treated separately. As one might expect the solution set is, in this case, an absolute retract.
Key words and phrases:
differential inclusion, integral inclusion, boundary value problem, periodic solution, solution set, fixed point theorem, Green’s function
2010 Mathematics Subject Classification:
34B05, 34B27, 34G10, 47H08, 47H10, 47H30
1. Introduction
It is known that the Cauchy problem with continuous right-hand side possesses local solutions although the uniqueness property does not hold in general. This observation made by Peano became the starting point for investigating the topology of solutions of initial value problems. A precise topological characterization of the solution set was found in 1942 by N. Aronszajn, who improved the results of Kneser and Hukuhara by showing that the Peano funnel is an -set. This means notably that in the absence of lipschitzianity of the right-hand side of the respective differential equation, the set of all solutions may not be a singleton but, from the point of view of algebraic topology, it is equivalent to a one point space. In 1986 De Blasi and Myjak generalized Aronszajn’s theorem to the case of differential inclusions with usc convex valued right-hand sides. Since then showed up an overwhelming number of papers devoted to the study of the structure of the solution set for differential equations and inclusions. After rich and extensive bibliography on the subject we refer the reader to the monograph [8].
Nevertheless, the matter of description of the topology of solutions to other boundary value problems had been taken so far relatively rare. Some insight of what has been achieved in this area gives the overview contained in [2, III.3.]. It is worth noting that there are no reliable results concerning topological properties of the solution set of so-called nonlocal Cauchy problems for differential equations with the right side, which is not Lipschitz continuous.
The purpose of this note is to prove results describing the topological and geometrical properties of the set of all solutions of two-point boundary value problems for second order differential inclusions defined in an abstract Banach space . In Section 3. we show that the solution set of the following periodic boundary value problem
[TABLE]
where and , is nonempty compact acyclic as a subset of as well as a subset of the space of solutions provided this space is equipped with the weak topology and the right-hand side is a convex valued weak upper Carathéodory multimap. Our approach consists in replacing the problem (1) with an equivalent integral problem by the use of Green’s function for reduced system and applying the Browder-Gupta type result characterizing the set of fixed points of an appriopriate nonlinear operator. A key role in this approach plays an accretivity assumption regarding the right-hand side , which entails uniqueness of solutions to problems constituting the approximation of the original problem.
As one knows, the solution set of the Cauchy problem associated to a differential inclusion is contractible provided admits a measurable-locally Lipschitz selection. If the multivalued right-hand side is simply Lipschitz continuous and possesses not necessarily convex values, then with the aid of theorem [4, Th.1.] it can be shown that the set of derivatives of all Carathéodory solutions of the Cauchy problem is a retract of the Bochner space . The set of solutions for the initial value problem is nothing but a continuous image through the integral operator. Therefore, this set is always at least arcwise connected. In Section 4. our goal is to present a detailed proof of the fact that the solution set of the following two-point boundary value problem
[TABLE]
where , on and is a measurable Lipschitz multivalued map, is a retract of the Bochner-Sobolev space . Our reasoning is also based on the result concerning the set of fixed points of a multivalued contraction with decomposable values.
2. Preliminaries
Let be a Banach space, its normed dual and its weak topology. Then , defined by
[TABLE]
is called the duality map of . The semi-inner products are given by the formulas
[TABLE]
(for more information about these notions consult [3, 6, 7, 11]). The (normed) space of bounded linear operators from a Banach space to a Banach space is denoted by . Given , is the norm of . For any and , () is an open (closed) -neighbourhood of the set . The closure and the closed convex envelope of will be denoted by and , respectively. If we set . Besides, for two nonempty closed bounded subsets , of we denote by the Hausdorff distance from to , i.e. .
We denote by (resp. ) the Banach space of all continuous (resp. continuously differentiable) maps equipped with the maximum norm (resp. ). Let . By we mean the Banach space of all (Bochner) -integrable maps , i.e. iff map f is strongly measurable and
[TABLE]
Recall that strong measurability is equivalent to the usual measurability in case is separable. A subset is called decomposable if for every and every Lebesgue measurable we have . Recall that the Bochner-Sobolev space is defined by equality
[TABLE]
It is a Banach space endowed with the norm .
Given metric space X, a set-valued map assigns to any a nonempty subset . is (weakly) upper semicontinuous, if the small inverse image is open in whenever is (weakly) open in . We have the following characterization: a map with convex values is weakly upper semicontinues and has weakly compact values iff given a sequence in the graph with in , there is a subsequence ( denotes the weak convergence). A map is lower semicontinuous, if the large counter image is open in for any open . The multimap is proper if the preimage is compact for every compact subset of . Let be a set with a -field of subsets of . We say that is -measurable iff for every open the large counter image . We shall call a lower Carathéodory multivalued map if is lower semicontinuous for each fixed and the map is -measurable, where and stands for Lebesgue -field of and Borel -field of , respectively. Remind that the set-valued map is said to be accretive if
[TABLE]
which will be abbreviated by on . The set of all fixed points of the map is denoted by .
Let denote the Čech homology functor with coefficients in the field of rational numbers (see [2, 12]). A compact topological space having the property
[TABLE]
is called acyclic. In other words its homology are exactly the same as the homology of a one point space. A compact (nonempty) space is an -set if there is a decreasing sequence of contractible compacta containing as a closed subspace such that (compare [14]). In particular, -sets are acyclic.
An upper semicontinuous map is called acyclic if it has compact acyclic values. A set-valued map is admissible (compare [12, Def.40.1]) if there is a metric space and two continuous functions , from which is a Vietoris map such that for every . Clearly, every acyclic map is admissible. Moreover, the composition of admissible maps is admissible ([12, Th.40.6]). In particular the composition of two acyclic maps is admissible.
A real function defined on the family of bounded subsets of is called a measure of non-compactness (MNC) if for any bounded subset of . The following example of MNC is of particular importance: given and ,
[TABLE]
is the Hausdorff MNC relative to the subspace . Recall that this measure is regular, i.e. iff is relatively compact in ; monotone, i.e. if then and invariant with respect to union with compact sets, i.e. for any relatively compact (for details see [1]). A set-valued map is condensing relative to MNC (or -condensing) provided, for every , the set is bounded and implies relative compactness of .
Let and denote the partially ordered linear space of all scalar positively valued functions defined on and respectively the positive cone for the standard order on a vector lattice . The following Darbo-Sadovskii-type fixed point theorem for condensing admissible maps settles the topological properties of the solution set of boundary value problems, which are the subject of interest in this paper.
Theorem 1**.**
Let be an MNC. Assume that is
- (i)
monotone, i.e. ,
- (ii)
positively subhomogeneous, i.e. for ,
- (iii)
algebraically semiadditive, i.e. ,
- (iv)
regular, i.e. is relatively compact.
Suppose that is nonempty closed convex and bounded and is an admissible -condensing set-valued map. Then is nonempty and compact.
Proof.
Let us trace the scheme of proof of [12, Th.59.12]. In order to show [12, Prop.59.3] we need to know that the MNC is monotone, algebraically semiadditive and semiregular in the sense that: is relatively compact . The map must be -condensing.
The proof of [12, Prop.59.11] requires the presumption that is regular and assumes its values in the partially ordered space or (or in the Cartesian product of these spaces).
Eventually, the assumption that is positively subhomogeneous and is -condensing enables us to carry out the proof of [12, Th.59.12].
In support of [12, Prop.59.2] we need to use the monotonicity of and the assumption that is -condensing. ∎
The eponymous acyclicity of the solution set of boundary value problems under consideration is the result of application of the following multivalued generalization of Browder-Gupta theorem [10, Th.2.1.].
Theorem 2**.**
[10, Th.2.16.]** Let be a metric space, a Banach space and let be an usc proper set-valued map with compact values. Assume that there exists a sequence of compact convex valued usc proper multimaps such that
- (i)
* for every , where as ,*
- (ii)
,
- (iii)
for every and every with the set is nonempty acyclic.
Then the set is compact acyclic.
3. the Carathéodory case
Denote by a continuous linear differential operator, given by the formula
[TABLE]
where the domain forms a subspace of the Bochner-Sobolev space
[TABLE]
accordingly to the definition
[TABLE]
An element will be called a solution to (1) if and there is a square-integrable such that for a.a. and .
Recall that the Nemytskiǐ operator , corresponding to the right-hand side , is a set-valued map defined by
[TABLE]
The BVP (1) is equivalent to the following operator inclusion
[TABLE]
Let us move on to the key issue of the assumptions, on which the results of the current section are based. We will use the following hypotheses on the mapping :
for every the set is nonempty closed and convex,
the map has a strongly measurable selection for every ,
the graph is closed in for a.a. ,
possesses -sublinear growth, i.e. there is and such that for all and for a.a. ,
[TABLE]
there is a function such that for all bounded subsets and for a.a. the inequality holds
[TABLE]
the map is accretive for a.a. .
Remark 1**.**
Suppose that is reflexive. By the map is locally bounded a.e. on . Consider a sequence in the graph with in the norm of . Since is reflexive and locally bounded, there must be a subsequence . Now, bearing in mind , i.e. that is strongly-weakly closed, we obtain . Therefore, is weakly upper semicontinuous for a.a. .
In general, weak upper semicontinuity is a significantly stronger assumption then the condition .
The following assumption is our standing hypothesis for the rest of the ongoing section:
Assumption :
The coefficient mappings and are continuous. The reduced system (the scalar completely homogeneous boundary value problem)
(3)
is incompatible, i.e. possesses only the trivial solution.
Remark 2**.**
Consider the boundary conditions operators of the form
[TABLE]
Assumption holds iff
[TABLE]
where is a fundamental system of solutions of a homogeneous linear differential equation: on .
If assumption is satisfied, then there exists (only one) so-called influence function for the problem (3), in which case the mapping , given by
[TABLE]
provides a unique solution to the inhomogeneous problem . This means that the set of solutions to periodic problem (1) coincides with the solution set to the following Hammerstein integral inclusion
[TABLE]
Denote by the associated Hammerstein integral operator:
[TABLE]
We are now in position to state and prove our first main result in the Carathéodory case. It provides an insight into the topological structure of the solutions set of the periodic problem (1).
Theorem 3**.**
Let be a reflexive Banach space. Suppose that the multimap satisfies assumptions -. Assume that the spectral radius of the related linear operator is less than , where is defined by
[TABLE]
Suppose further that the right-hand side is -integrably bounded or the constant in is strictly positive and the following inequality is met
[TABLE]
Then the periodic boundary value problem (1) possesses a solution. Moreover, the solution set to problem (1) is compact in the space and weakly compact as a subset of the space .
Proof.
Observe that the solution set of integral inclusion (4) corresponds to the set of fixed points of the operator , given by
[TABLE]
We claim that the multivalued operator is upper semicontinuous and possesses nonempty compact convex values. Precisely, we will show that if in and , then there is a subsequence convergent in to . From [20, Prop.1.] and the fact that is linear it follows that is nonempty convex for every . Let in and . Then for some . Since the operator is weakly upper semicontinuous (remind yourself Remark 1. and apply it in the context of [20, Prop.1.]), there is a subsequence (again denoted by) such that .
Let us introduce an auxiliary notation: and . Remember that the Green’s function has partial derivatives in of the order and these derivatives are continuous in each triangle and . Now, fix . It is easy to see that
[TABLE]
for every and
[TABLE]
for any . This means that the function is uniformly continuous. Clearly, the mapping is continuous as well.
The image and the derivative of this set are equicontinuous for any bounded . It follows by the estimations
[TABLE]
and
[TABLE]
In view of the Pettis measurability theorem there exists a closed linear separable subspace of such that
[TABLE]
for a.a. . Under assumption the following inequality is satisfied:
[TABLE]
Applying the latter in the context of [13, Cor.3.1] one obtains, for every
[TABLE]
and
[TABLE]
Since on we infer that and for every . In view of the Ascoli-Arzelà theorem the sequence possesses a subsequence convergent to some function in the norm of .
It is a matter of routine to check that the mapping is continuous as an operator from to . This follows immediately from the estimates:
[TABLE]
[TABLE]
and
[TABLE]
Recall that we have already established: . Since is a linear operator, we see that in . Therefore, and eventually . As we have found is a compact convex valued usc multimap.
It is worthwhile to observe that instead of the assumption we may use w.l.o.g the following property:
for every and for a.a. , where .
Indeed, if , then
[TABLE]
Thus, if (7) holds, then
[TABLE]
which means that the solution set is bounded as a subset of . Now, if we denote by the radial retraction onto the closed ball such that , then the solution set to the integral inclusion
[TABLE]
where the set-valued map is such that , coincides with the set . Evidently, the map satisfies assumptions , and with . Note that the radial retraction is Lipschitz and --contractive. Therefore, the map satisfies both condition and (in fact, is weakly upper semicontinuous).
Notice that the operator is bounded. Actually, if for some , then
[TABLE]
where is the integral bound of under the assumption . Therefore the inclusion does not require a comment.
Recall that for bounded in the expression
[TABLE]
where , defines a MNC on the space ([1, Ex.1.2.4.]). In this space the formula of the modulus of equicontinuity of the set of functions has the following form
[TABLE]
It defines a MNC on as well ([15, Ex.2.1.2]). Furthermore, if , then . Let us define a set function in the following way
[TABLE]
where , stands for the family of countable subsets of and the product is provided with the usual point- and component-wise order relation. It is a matter of routine to check that is a monotone, positively homogeneous, algebraically semiadditive and invariant with respect to union with compact sets MNC on the space . What is most important, this measure is regular, which follows directly from Ascoli-Arzelà theorem. We claim that the set-valued operator is condensing relative to MNC .
Let be a bounded subset of for which the inequality holds
[TABLE]
Suppose that quantities and are attained respectively on denumerable subsets and . There are also functions and such that . In accordance with (8), (9) and (12), we have
[TABLE]
and
[TABLE]
On the other hand it is true that
[TABLE]
Thus, and , by (13). Since the spectral radius , we infer that (more details the reader may find, for example in [16, Prop.1.2] or in [7, p.168-169]). Therefore, (14) entails . Eventually, , which means that is relatively compact in and is a -condensing operator.
The preceding considerations indicate that the operator is an admissible -condensing set-valued map, allowing us to use Theorem 1. Consequently, the solution set is nonempty and compact in the space .
The weak compactness of in the space is not particularly sophisticated issue. If is a sequence of fixed points of the operator , then we know already that, passing to a subsequence if necessary, in . On the other hand, in , where . Furthermore, . As we have shown the Hammerstein operator is continuous. That’s why in . At the same time and in . Therefore, in , where , i.e. . ∎
Remark 3**.**
Assumptions of Theorem 3. allow to reformulate its thesis in the context of the problem (4). Introducing minor adjustments in presented above reasoning one can easily show that the integral inclusion
[TABLE]
possesses at least one solution for each fixed inhomogeneity .
Remark 4**.**
Instead of assuming that inequality holds, we might as well assume that the following condition is satisfied
[TABLE]
Assumption (15) allows us to use [20, Th.10.]. In view of this result, there exists a continuous solution to the integral inclusion (4). Properties of the integral kernel imply affiliation of this solution to the subspace . Therefore, the non-emptiness of the solution set of the problem (1) also follows from condition (15), although the use of this assumption does not strengthen the thesis of Theorem 3. as indicated by Example 1..
Example 1**.**
Consider (1) with and . The Green’s function for the completely homogeneous boundary value problem
[TABLE]
has the following form
[TABLE]
The linear operator from (6) is compact and maps the convex cone into itself. Obviously, . In this case, the Krein-Rutman theorem asserts that , where is the point spectrum of . The equation is equivalent to , i.e.
[TABLE]
The latter means that
[TABLE]
The principal assertion of the spectral theory of the periodic Sturm-Liouville problems says that is an eigenvalue associated with (18) iff is a root of , where is the so-called Hill discriminant and are two independent solutions of differential equation with initial conditions
[TABLE]
see [9]. In case is constant the problem (18) has a nontrivial solution only if . Hence, . Therefore, the inequality is met iff . On the other hand, condition (15) assumes the form . A straightforward calculation shows that
[TABLE]
i.e. . This leads to the conclusion that assumption is slightly subtler than condition (15). This should not be surprising, given that .
Example 2**.**
Consider the following inhomogeneous linear periodic boundary value problem:
[TABLE]
Since the respective completely homogeneous boundary value problem possesses only the trivial solution, the periodic problem (19) is equivalent to the integral inclusion
[TABLE]
where the Green’s function is given by
[TABLE]
and , are the roots of the respective characteristic equation, i.e. , . It is not difficult to calculate that
[TABLE]
Consequently, . In this way one obtains an upper bound for constant appearing in assumption (7):
[TABLE]
Corollary 1**.**
Let satisfy -. Assume also that (7) holds. Then the thesis of Theorem 3. remains in force. Moreover, the set-valued map is weakly sequentially to weakly sequentially upper semicontinuous.
Proof.
A commentary requires only the continuity of the operator . Suppose that in . Since , the sequence converges weakly in ass well. We shall invoke the following convenient property of the weak convergence in the Sobolev space :
[TABLE]
Hence, passing to a subsequence if necessary, we may assume that a.e. on . Now, take . Then for some . In view of the Eberlein-Šmulian theorem, there is a subsequence (again denoted by) converging weakly to some in . By the Convergence Theorem (see [20, Th.2.]) we get a.e. on . Hence, in . This means that the preimage is weakly sequentially closed for all weakly sequentially closed . ∎
Corollary 2**.**
Let be a separable Banach space. Suppose that the closed valued multimap is lower Carathéodory and satisfies assumptions -. Suppose further that the spectral radius of the linear operator from (6) is less than and the inequality (7) holds. Then the periodic boundary value problem (1) possesses at least one solution.
Proof.
Denote by the space of all -measurable functions mapping to , equiped with the topology of convergence in measure. By virtue of [17, p.731] the Nemytskiǐ operator is lower semicontinuous. Consider a sequence such that . In particular, in measure. If is an arbitrary element of , then there exists a sequence such that in . From every subsequence of we can extract some subsequence satisfying a.e. on . This subsequence must be -integrably bounded in view of . Thus, in . Bearing in mind that is metrizable, we infer that . Therefore, the multimap meets the definition of lower semicontinuity. It is also clear that this operator possesses closed and decomposable values. In view of [5, Th.3.] there exists a continuous such that for every . In particular, for every bounded and for a.a. we have . Let be given by (10). One can easily see that the operator is continuous and condensing relative to MNC (the justification is completely analogous to the arguments contained in the proof of Theorem 3.). Consequently, this operator possesses a fixed point. Since , the solution set must be nonempty. ∎
In order to show that the solution set possesses acyclic structure we shall use the trick based on the strong accretivity of the sum , where is the Nemytskiǐ operator induced by an appropriately chosen approximation of the right-hand side of the differential inclusion. Therefore, in what follows we will demonstrate the dissipativity of the operator .
Lemma 1**.**
Let be a strictly convex Banach space. The linear differential operator is dissipative.
Proof.
Take . It is well-known that strict convexity is a geometrical property which lift from the codomain to the Bochner space when . Therefore, the duality map is univalent ([6, Prop.12.3.]). In view of the Riesz representation theorem the duality pairing in is given by
[TABLE]
At the same time, . Thus, , where the duality map on the right is the ordinary one, between the spaces and . Let us estimate the value of the semi-inner product :
[TABLE]
Recall that the norm in is Gateaux-differentiable on iff is strictly convex ([6, Prop.12.2.]). It is not difficult to show that if is differentiable at while the operator is Lipschitz and Gateaux-differentiable at , then the composition is differentiable at the point , namely , where denotes the value of the directional derivative of at in the direction . In respect of this, the map is differentiable. We have the following formula for the derivative of this function:
[TABLE]
A fully analogous reasoning to that in [3, Lem.4.1] leads also to the following conclusion
[TABLE]
Continuing,
[TABLE]
At the same time, for a certain number we have
[TABLE]
that is to say
[TABLE]
Finally,
[TABLE]
in view of the mean value theorem. Summing up, for every and so is dissipative. ∎
The main result of this section, concerning the geometric structure of the solution set of the periodic problem (1), contains the following:
Theorem 4**.**
Let be a reflexive Banach space. Suppose that satisfies assumptions -. Assume further that (15) holds, together with
[TABLE]
Then the solution set of the problem (1) is nonempty compact acyclic in .
Proof.
Bearing in mind the Asplund-Trojanski theorem, we are allowed to change to an equivalent norm such that and with the corresponding dual norm are locally uniformly convex.
We will approximate the right-hand side according to the following scheme: let be such that . It is obvious that satisfies -. In particular, for every bounded we have a.e. on .
Fix such that . Denote by the set of solutions to the following integral inclusion
[TABLE]
Under assumption (20) the supremum norm of each solution may be estimated as follows
[TABLE]
On the other hand
[TABLE]
In other words, all solutions of the inclusion (1) and of the perturbated problems (21) are uniformly a priori bounded in the space , i.e. there exists a constant such that
[TABLE]
Denote by the following linear operator
[TABLE]
Under assumption (15), starting from a certain we have
[TABLE]
for every . On the basis of the findings made in the proof of Theorem 3. we infer that the set-valued operator , defined by , is condensing relative to MNC for large enough. It is a well-established knowledge that a multivalued vector field associated with a compact valued usc map condensing relative to some monotone, algebraically semiadditive and regular MNC, is proper. Therefore, one can associate to maps and convex compact valued upper semicontinuous and proper vector fields and (where denotes the identity).
Take . If , then there is such that . Put . Then
[TABLE]
whence it follows that there is such that and for every . In fact, as (where is the Hausdorff distance).
In order to verify (ii) in Theorem 2., assume that . It means that and for some . In other words, . Put and . Obviously, and . A straightforward calculation proves that
[TABLE]
Hence, .
One can readily check that the Nemytskiǐ operator
[TABLE]
corresponding to , is strongly accretive, and more specifically
[TABLE]
for all . Let us also note that
[TABLE]
Indeed, if and a.e. in , then
[TABLE]
whence
[TABLE]
for all . By virtue of du Bois-Reymond’s lemma ([11, Prop.2.2.19]) we have a.e. in . Thus, and for each . Consequently, .
Fix for sufficiently large . Everyone should easily realize that the set of solutions of the inclusion coincides with the solution set of the Hammerstein inclusion (21). Therefore, in order to take advantage of Theorem 2. it is sufficient to show that is nonempty acyclic. Taking into account Remarks 3. and 4. concerning Theorem 3. and having regard that inequality (22) is valid for large enough, the non-emptiness of the solution set can be considered justified.
We claim that inclusion (21) possesses at most one solution. Suppose to the contrary that there are two different solutions of the problem (21), which means that there exist also two Bochner integrable selections and such that and . Consequently, . As we established previously, . Now, applying Lemma 1. and property (23) we deduce that
[TABLE]
- a contradiction. Actually, we have shown that the solution set is a singleton. In view of Theorem 2. the set is compact acyclic. In other words, the solution set of the original problem (1) is compact acyclic as well. ∎
Corollary 3**.**
Under assumptions of Theorem 4. the solution set of the periodic boundary value problem (1) forms a nonempty compact acyclic subset of the space endowed with the weak topology .
Proof.
Take such that as . Since is a solution of (1) we have for some . Recall that the Nemytskiǐ operator is weakly upper semicontinuous. Hence, passing to a subsequence if necessary, we may assume that converges weakly in to a particular . Observe that in , because the Hammerstein operator is linear continuous. Of course, in as well. On the other hand, we know that in . Consequently, converges weakly to in .
We have shown that the identity operator is demicontinuous. By Theorem 3. the solution set is compact in . Thus, is a continuous mapping between compact topological spaces. Consequently, the graded vector space of Čech homologies with coefficients in is isomorphic to the graded vector space . By virtue of Theorem 4. the reduced homologies are trivial. Therefore, the solution set is acyclic as a subset of the space . ∎
Corollary 4**.**
Under assumptions of Theorem 4. the solution set of the periodic boundary value problem (1) forms a continuum in the space . The solution set is also a continuum as a subspace of .
Corollary 5**.**
Suppose that satisfies assumptions - and the multimap is monotone for a.a. . Assume further that (20) holds. Then the solution set of the periodic boundary value problem (1) is nonempty compact acyclic in the space as well as in the space endowed with the weak topology.
Corollary 6**.**
Let be a reflexive Banach space. Suppose that the univalent mapping satisfies
the map is strongly measurable for every ,
the map is demicontinuous for a.a. , i.e. is continuous,
there is and such that for a.a. and for all ,
there is a function such that for all bounded subsets and for a.a. the inequality holds
[TABLE]
the map is accretive for a.a. .
Assume further that (15) and (20) holds. Then the solution set of the periodic boundary value problem (1), with the right-hand side replaced by the mapping , is a compact in the space .
Proof.
Observe that the single-valued Nemytskiǐ operator , corresponding to the mapping , is demicontinuous. It is clear in view of [20, Prop.2.], given that the dual is reflexive.
Let be such that . The maps and , introduced previously in the proof of Theorem 4., are now continuous univalent functions, condensing relative to MNC . Consequently, the vector fields given by , , are proper continuous. In order to prove the thesis it is sufficient to verify that there exists a sequence of positive numbers converging to zero such that the following two conditions hold:
- (a)
for every ,
- (b)
for every and every with the equation has a unique solution.
Take . An easy calculation shows that
[TABLE]
whence (a) already follows. The proof of the property (b) does not deviate in any way from the justification that the integral inclusion (21) possesses a unique solution. The application of the well-known Browder-Gupta theorem completes the proof. ∎
The issue concerning description of the topology of solutions to periodic problems for ordinary differential equations of second order is already present in the literature on the subject. The following theorem extends the thesis of [19, Th.6.] beyond the scalar case. Let us mention that the authors of [19] exploited in their work the method of lower and upper solutions instead of a coercivity condition (ii).
Theorem 5**.**
Assume that the Carathéodory function satisfies
- (i)
there is and such that for a.a. and for all ,
- (ii)
* for a.a. and all with and ,*
- (iii)
the map is monotone for .
Then the solution set of the following periodic boundary value problem
[TABLE]
where , is nonempty and convex. Moreover, if , then is also weakly compact in .
Proof.
Let us introduce the following notation:
[TABLE]
and is a differential operator such that . By we denote the Nemytskiǐ operator corresponding to , i.e. . In view of Krasnoselskii’s theorem ([11, Th.3.4.4]), the mapping is well-defined, continuous and bounded on bounded sets. Observe that the solution set of (24) is nothing more than the preimage .
In view of Lemma 1, the operator is monotone. It is a matter of easy calculations to show that the reduced system
[TABLE]
is incompatible. This means that for every there exists a (unique) solution of the problem . Consequently, is onto. Therefore, operator is maximal monotone ([7, Prop.4.3.]). On the other hand, the Nemytskiǐ operator is also maximal monotone ([11, Prop.3.4.6]). Now, the idea here is to note that the operator is maximal monotone as well. We may apply [6, Th.11.4(a)] to justify this property.
Let us find out that the operator is coercive, i.e.
[TABLE]
We have
[TABLE]
In particular, is weakly coercive (in the sense of [11, Def.3.2.1]) and we are entitled to take advantage of [11, Cor.3.2.31] and [11, Prop.3.2.34]. As a result the preimage is a nonempty and convex set. It is also a bounded subset of the Lebesgue space .
We may assume w.l.o.g that and for all . If , then , i.e. . The periodic problem (24) can be easily put into equivalent Sturm-Liouville form
[TABLE]
Let be such that . Then
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On the other hand, we see that
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The mean value theorem indicates that there is such that
[TABLE]
Now, the estimation of the -norm of the second derivative follows immediately
[TABLE]
Eventually, for all . Clearly, the solution set is relatively weakly compact as a bounded subset of the reflexive Sobolev space .
Let and assume that in . Observe that , since forms a closed (linear) subspace of . Knowing that operators and are continuous we deduce . Therefore, and the solution set is closed in . Since is also convex, it must be weakly compact in . ∎
4. the Lipschitz case
Let and be the boundary conditions operators corresponding to (2), i.e.
[TABLE]
The following assumption is our standing hypothesis for the rest of this section.
Assumption :
The coefficient mappings are continuous. The reduced system (that is the scalar completely homogeneous boundary value problem )
(27)
is incompatible, i.e. possesses only the trivial solution.
In what follows we will make use of a relaxed notion of the solution to problem (2), namely a function is said to be a solution to (2) if is an element of such that the boundary conditions and are met and the differential inclusion is satisfied for a.a. .
Under assumption there exists a unique solution of the problem
[TABLE]
and uniquely designated Green’s function for the BVP (27). Hence, in the context of the above definition, problem (2) is equivalent to the fixed point problem
[TABLE]
on , where the operators of Nemytskiǐ and Hammerstein possess adequately ”enlarged” domain and range, i.e. and .
To study problem (2) we introduce the following assumptions about the set-valued map .
the set is nonempty closed and bounded for every ,
the map is -measurable for every ,
is Lipschitz with respect to the second argument, i.e. there exists such that , for all , a.e. in ,
there exists such that , a.e. in .
If the right-hand side is Lipschitz with respect to , then we can say much more about the geometry of the solution set to BVP (2) than it is merely acyclic. As it is shown in the following result is even an absolute retract.
Theorem 6**.**
Let be a separable Banach space. Assume that satisfies -. Assume further that
[TABLE]
Then the solution set of the two-point boundary value problem (2) is a retract of the space .
Proof.
Since
[TABLE]
we see that there is a coincidence . We claim that the fixed point set is a retract of the space .
First of all, let us evaluate the norm of the bounded linear Hammerstein integral operator ,
[TABLE]
It follows from that is Hausdorff continuous. By virtue of [18, Th.3.3] the map is -measurable. In particular is measurable for , since is superpositionally measurable ([21, Th.1.]). Thanks to and we have that the function is integrable in the sense of Lebesgue, which means that for any .
Fix arguments . Take an arbitrary and . It is clear that is measurable. By we have
[TABLE]
where . Thus, . Define , where is a nonempty closed and decomposable subset of . Applying the Castaing representation we may write . Thus, for every , a.e. in . Obviously, there is a subset of full measure such that for every , . Consequently,
[TABLE]
a.e. on . It follows by [5, Prop.2.] that there is such that
[TABLE]
Thus, we can estimate
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Since was arbitrarily small and was an arbitrary element of it follows that
[TABLE]
and consequently
[TABLE]
for every . In view of (29) and (30) we conclude that the set-valued operator is contractive.
Take . As we have seen, for each there exists satisfying a.e. on . Thus,
[TABLE]
by and . In other words, operator possesses nonempty bounded values. It is a matter of routine to check that they are also closed and decomposable. Now, we can invoke [4, Th.1.] to indicate a retraction .
Denote by a linear bounded differential operator corresponding to the problem (2), i.e. . Let be a map which associates with each a function . It is clear that the continuity of the composite function follows directly from the continuity of its components , and .
It remained to us justify that . Suppose is a solution of (2). Then for some . In fact, and . Hence, and . Eventually, . In conclusion, the mapping gives a retraction of the space onto the solution set . ∎
Remark 5**.**
In view of Theorem 6, the space of solutions with the metric is an absolute retract. In particular, forms a nonempty and closed subset of the space .
Example 3**.**
Consider (2) with the coefficients , , and the boundary conditions being periodic. Then the BVP (2) reduces to the problem (16). The influence function for the problem (16) is given by (17). It is easy to calculate that
[TABLE]
Therefore, in this particular case condition (29) assumes the form
[TABLE]
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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