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Volume: 3 | Issue: 4 | May-Jun 2019 Available Online: www.ijtsrd.com e-ISSN: 2456 - 6470

Second Order Initial Value Problems

A. Sreenivas

Department of Mathematics, Mahatma Gandhi University, Nalgonda, Telangana, India

"Existence of Extremal Solutions of In this paper existence of extremal solutions of second order initial value

Second Order Initial Value Problems" problems with discontinuous right hand side is obtained under certain

Published in International Journal of monotonicity conditions and without assuming the existence of upper and lower

Trend in Scientific Research and solutions. Two basic differential inequalities corresponding to these initial value

Development problems are obtained in the form of extremal solutions. And also we prove

(ijtsrd), ISSN: 2456- uniqueness of solutions of given initial value problems under certain conditions.

6470, Volume-3 |

Issue-4, June 2019, Keywords: Complete lattice, Tarski fixed point theorem, isotone increasing, minimal

pp.1657-1659, URL: and maximal solutions.

https://www.ijtsrd.c

om/papers/ijtsrd25 IJTSRD25192 1. INTRODUCTION

192.pdf In [1], B C Dhage ,G P Patil established the existence of extremal solutions of the

nonlinear two point boundary value problems and in [2] , B C Dhage established

Copyright © 2019 by author(s) and the existence of weak maximal and minimal solutions of the nonlinear two point

International Journal of Trend in boundary value problems with discontinuous functions on the right hand side. We

Scientific Research and Development use the mechanism of [1]and [2] ,to develop the results for second order initial

Journal. This is an Open Access article value problems.

distributed under

the terms of the 2. Second order initial value problems

Creative Commons Let R denote the real line and R+ , the set of all non negative real numbers. Suppose

Attribution License (CC BY 4.0) I1= [0, A] is a closed and bounded interval in R. In this paper we shall establish the

(http://creativecommons.org/licenses/ existence of maximal and minimal solutions for the second order initial value

by/4.0) problems of the type

x11 = f(t,x,x1) a.a. t ∈ I1 = [0,A], A>o with x(0)=a, x1(0)=b (2.1) mean the space of bounded and measurable real valued

functions on I1, where I1 is given interval . We define an

dx 11 d 2 x order relation ≤ in BM(I1,R) by x,y ∈ BM(I1,R), then x ≤ y if

where f : I1xRxR → R is a function and x1 = , x = 2 . and only if x(t) ≤ y(t) and x1 (t ) ≤ y1 (t ) for all t ∈ I1.

dt dt

By a solution x of the IVP (2.1), we mean a function x : I1 → R

whose first derivative exists and is absolutely continuous on A set S in BM(I1, R) is a complete lattice w.r.t ≤ if supremum

I1, satisfying (2.1). and infimum of every sub set of S exists in S.

Integrating (2.1), we find that Definition 2.1 A mapping T: BM(I1,R) → BM(I1,R) is said to

t be isotone increasing

x1 (t ) = b + ∫ f ( s, x( s ), x1 (s ))ds and if x,y ∈ BM(I1,R) with x ≤ y implies Tx ≤ Ty.

0

t The following fixed point theorem due to Tarski [7] will be

used in proving the existence of extremal solutions of second

x(t ) = a + bt + ∫ k (t , s ) f ( s, x( s ), x ( s)) ds (2.2)

1

order initial value problems.

0

where the kernel k(t,s)=t-s and

Theorem 2.2 Let E be a nonempty set and let T1 : E → E be a

k (t , s ) ∈ C (Ω, I1 ) wherein Ω = {(t , s ) : 0 ≤ s ≤ t ≤ A} . mapping such that

(i) (E, ≤ ) is a complete lattice

To prove the main existence result we need the following

preliminaries. (ii) T1 is isotone increasing and

(iii) F= {u ∈ E / T1 u=u}.

Let C(I1,R) denote the space of continuous real valued

functions on I1, AC(I1,R) the space of all absolutely Then F is non empty and ( F , ≤) is a complete lattice.

continuous functions on I1 , M(I1,R ) the space of all To prove a result on existence define a norm on BM(I1, R) by

measurable real valued functions on I1 and B(I1,R), the space sup

of all bounded real valued functions on I1 . By BM(I1,R),we x1= ( x(t ) + x1 (t ) ) for x ∈ BM ( I1, R) .

t ∈ I1

@ IJTSRD | Unique Paper ID – IJTSRD25192 | Volume – 3 | Issue – 4 | May-Jun 2019 Page: 1657

International Journal of Trend in Scientific Research and Development (IJTSRD) @ www.ijtsrd.com eISSN: 2456-6470

Then clearly BM(I1,R) is a Banach space with the above t

norm. We shall now prove the existence of maximal and T x(t ) = a + bt + ∫ (t − s) f (s, x(s), x1(s)) ds

0

minimal solutions for the IVP (2.1). For this we need the t

following assumptions: ≤ a + bt + ∫ (t − s) f (s, y(s), y1(s)) ds = T y(t ) ∀ t ∈ I1

(f1): f is bounded on I1xRxR by k3 , k3 >0. 0

(f2) : f (t, ϕ (t), ϕ 1(t) ) is Lebesgue measurable for Lebesgue

measurable functions ϕ , ϕ 1 on I1, and and

(f3) : f (t,x,x1) is nondecreasing in both x and x1 in R for a.a. t

0

Theorem 2.3 Assume that the hypotheses (f1-f3) hold. Then t

the IVP (2.1) has maximal and minimal solutions on I1. ≤b + ∫ f (s, y(s), y1(s))ds = T y1(t ) , t ∈ I1.

0

Proof . Define a sub set S of the Banach space BM(I1,R) by

S = {x ∈ BM ( I1, R ) : x 1 ≤ k3*} (2.3) This shows that T is isotone increasing on S.

2 In view of Theorem 2.2, it follows that the operator equation

A

where k3* =Max ( a + b A + k3 + b + k3 A , k3 ) . Tx = x has solutions and that the set of all solutions is a

2 complete lattice, implying that the set of all solutions of (2.1)

is a complete lattice. Consequently the IVP (2.1) has maximal

Clearly S is closed, convex and bounded sub set of the Banach and minimal solutions in S.

space BM(I1,R) and hence by definition (S, ≤ ) is a complete

lattice. We define an operator Finally in view of the definition of the operator T ,it follows

T : S → BM(I1,R) by that these extremal solutions are in C(I1,R) ⊂ AC(I1,R). This

t completes the proof.

T x(t ) = a + bt + ∫ (t − s ) f ( s, x( s), x1 ( s )) ds , t ∈ I1. (2.4)

We shall now show that the maximal and minimal solutions

0

of the IVP (2.1) serve as the bounds for the solutions of the

Then differential inequalities related to the IVP (2.1).

t

Tx

1

(t ) = b + ∫ f ( s, x( s ), x1 (s ))ds , t ∈ I1 Theorem 2.4 Assume that all the conditions of Theorem 2.3

0 are satisfied. Suppose that there exists a function u ∈ S,

Obviously (Tx) and (Tx1) are continuous on I1 and hence where S is as defined in the proof of Theorem 2.3 satisfying

measurable on I1 . We now show that T maps S into itself .Let

u11 ≤ f (t , u , u1 ) a.a. t ∈I1 with u(0 ) = a , u1 (0) = b . (2.5)

x ∈ S be an arbitrary point , then

t

T x(t ) ≤ a + b t + ∫ (t − s ) f ( s, x( s ), x1 ( s)) ds Then there exists a maximal solution xM of the IVP (2.1)

0 such that

t2 u (t ) ≤ xM (t ) , t ∈ I1 .

≤ a + b t + k3

2

And Proof. Let p = Sup S. Clearly the element p exists, since S is a

t complete lattice. Consider the lattice interval [u, p] in S

T x1 (t ) ≤ b + ∫ f ( s, x( s ), x1 (s )) ds where u is a solution of (2.5) .We notice that [u, p] is

0

obviously a complete lattice.

Therefore → S is isotone increasing on [u,p] . We show that T maps

sup [u, p] into itself. For this it suffices to show that u ≤ Tx for any

Tx1= ( T x(t) + T x1(t) ) ∈

x S with u ≤ x. Now from the inequality (2.5), it follows that

t ∈ I1 t

u1 (t ) ≤ b + ∫ f ( s, u ( s), u1 ( s ))ds

0

sup t2

≤ + + + b + k3t

t

a b t k ≤ b + ∫ f ( s, x( s ), x 1 ( s ))ds = T x1 (t ) , t ∈ I1 And

t ∈ I1 3

2 0

t

u (t ) ≤ a + bt + ∫ (t − s) f ( s, u ( s ), u1 ( s)) ds

A2

≤ a + b A + k3 + b + k3 A ≤ k3 * 0

2

t

This shows that T maps S into itself. Let x, y be such that x ≤ y, This shows that T maps [u, p] into itself. Applying the

then by (f3) we get Theorem 2.2, we conclude that there is a maximal

@ IJTSRD | Unique Paper ID – IJTSRD25192 | Volume – 3 | Issue – 4 | May-Jun 2019 Page: 1658

International Journal of Trend in Scientific Research and Development (IJTSRD) @ www.ijtsrd.com eISSN: 2456-6470

t

sup

of the IVP (2.1) in [u, p].

(T xM ) (t ) − (T3 xm )(t ) ≤ M xM − xm ∫ (t − s)e

Ls

ds

t ∈ I1 2

0

Therefore

u (t ) ≤ xM (t ) for t ∈ I1. e Lt

≤ M xM − xm .

This completes the proof.

2

L2

Theorem 2.5 Suppose that all the conditions of Theorem 2.3 This implies that

hold, and assume that there is a function v ∈ S, where S is as M

defined in the proof of Theorem 2.3, such that T xM − T xm 2 ≤ xM − xm 2 .

L2

v ≥ f (t , v, v ) a.a. t ∈ I1 with v (0 ) = a , v (0) = b .

11 1 1

M

Since < 1 , the mapping T is a contrition .Applying the

Then there is a minimal solution xm of the IVP (2.1) such that L2

xm(t) ≤ v(t) , for t ∈ I1 .

contraction mapping principle, we conclude that there exists

a unique fixed point x ∈ BM(I1,R) such that

The proof is similar to that of Theorem 2.4 and we omit the

(Tx)(t) =

details We shall now prove the uniqueness of solutions of the

t

IVP (2.1).

x(t ) = a + bt + ∫ (t − s) f ( s, x( s ), x1 ( s ))ds ∀ t ∈ I1 .

Theorem 2.6 In addition to the hypothesis of Theorem 2.3, if 0

1 This completes the proof.

the function f (t , x, x ) on I1 x R x R satisfies the condition

that Acknowledgements: I am thankful to Pro.K.Narsimhareddy

x− y x1 − y1 for his able guidance. Also thankful to Professor Khaja Althaf

f (t, x, x ) − f (t, y, y ) ≤ M Min

1 1

, (2.6) Hussain Vice Chancellor of Mahatma Gandhi University,

A + x − y A + x1 − y1

Nalgonda to provide facilities in the tenure of which this

paper was prepared.

for some M>0. Then the IVP (2.1) has unique solution

defined on I1 . References

[1] B.C. Dhage and G.P. Patil “ On differential inequalities

Proof . Let BM(I1, R) denote the space of all bounded and for discontinuous non-linear two point boundary value

measurable functions defined on I1 . Define a norm on BM(I1, problems” Differential equations and dynamical

R) by systems, volume 6, Number 4, October 1998, pp. 405 –

sup − Lt 412.

x2= e x(t ) , for x ∈ BM (I1, R)

t ∈ I1 [2] B.C.Dhage , “On weak Differential Inequalities for

nonlinear discontinuous boundary value problems and

M

where L is a fixed positive constant such that 2 < 1 .Notice Applications’’. Differential equations and dynamical

L systems, volume 7, number 1, January 1999, pp.39-47.

that BM(I1, R) is a Banach space with the norm . 2 . Define T : [3] K. Narshmha Reddy and A.Sreenivas “On Integral

BM(I1,R) → BM(I1,R) by (2.4). Inequities in n – Independent Variables”, Bull .Cal

.Math. Soc ., 101 (1) (2009), 63-70 .

Let xm (t ), xM (t ) be minimal and maximal solutions of the [4] G. Birkhoff , “Lattice theory ’’ , Amer .Math. Soc.

Coll.publ. Vol.25, NewYork, 1979.

IVP (2.1 ) respectively. Then we have

(T xM )(t) - (T xm )(t) = [5] S.G. Deo, V.Lakshmikantham, V.Raghavendra, “Text

t

book of Ordinary Differential Equations” second

edition.

∫ (t − s) f ( s, x

0

M ( s ), xM 1 ( s)) − f ( s, xm ( s ), xm1 ( s )) ds .

[6] B.C.Dhage “ Existence theory for nonlinear functional

Using (2.6) we see that boundary value Problems’’. Electronic Journal of

Qualitative theory of Differential Equations, 2004, No 1,

(T xM )(t ) − (T xm )(t ) 1-15.

[7] A. Tarski , “A lattice theoretical fixed point theorem and

its application, pacific . J. Math., 5(1955), 285 – 310.

t

xM ( s ) − xm ( s)

≤M ∫0 (t − s ) ds

A + xM ( s) − xm ( s )

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