Académique Documents
Professionnel Documents
Culture Documents
e-ISSN: 2278-5728, p-ISSN: 2319-765X. Volume 11, Issue 6 Ver. III (Nov. - Dec. 2015), PP 17-25
www.iosrjournals.org
Dartment
Abstract: In this work, we investigate the existence ,uniqueness and stability solution of non-linear
differential equations with boundary conditions by using both method Picard approximation and
Banach fixed point theorem which were introduced by [6] .These investigations lead us to improving
and extending the above method. Also we expand the results obtained by [1] to change the non-linear
differential equations with initial condition to non-linear differential equations with boundary
conditions.
Keywords: Picard approximation method, Banach fixed point theorem, existence, uniqueness,
boundary conditions.
I. Introduction
Many results about the existence , uniqueness and stability solution of nonlinear
differential equations have been obtained by Picard approximation method and Banach fixed point
theorem that were proposed by [6 ] which had been later applied in many studies [2, 5 ,7,8,9 ].
Definition1. Let
{f m (t )}m 0
{f m (t )}m 0
f m (t ) f (t ) < , ( m N ,t E ) .
x
continuous on [a,b ] .
Definition 2. Let be a continuous function defined on a domain = , : ,
. Then is said to satisfy a Lipschitz condition in the variable on , provided that a constant >0
exists with ythe property that , 1 (, 2 ) 1 2 ,
for all , 1 , , 2 . The constant is called a Lipschitz constant for .
Definition 3. A solution is said to be stable if for each > 0 , there exists a > 0 such that any
solution which satisfies 0 0 < for some 0 , also satisfies <
for all 0 .
Definition 4. Let E be a vector space a real-valued function . of into 1 called a norm if satisfies
I.
0 for all ,
II.
= 0 if and only if = 0 ,
III.
+ + for all , ,
IV.
= for all and .
Definition 5. A linear space with a norm defined on it is called a normed space.
DOI: 10.9790/5728-11631725
www.iosrjournals.org
17 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
Definition 6. A normed linear space is called complete if every Cauchy sequence in converges
to an element in .
Definition 7. A complete normed linear space is a Banach space .
Definition 8. if maps into itself and is a point of such that = , then is a fixed point of
.
Definition 9. Let (C [0, T], . ) be a norm space if maps into itself we say that is a contraction
mapping on C [0,T] if there exists with 0 < < 1 such that
, , C 0, T .
Theorem 2. Let be a Banach space , if is a contraction mapping on then has one and only
one fixed point in .
(For the definitions and theorems see [6]).
Butris [1] used Picard approximation method for studying the existence and uniqueness solution of
the following differential equations
= , ,
0 = , =
= + , ,
0 = 0 , =
where
= 0 AT +
, , 0 , 0 , , 0 , 0
, , 0 , 0 , , 0 , 0
,0 <
and
= 0 AT +
0
, 2
and 1
, 1 and 2 are a compact domains.
The vector functions , , , , , are defined and continuous on the domain
1,2 = , , ; 1 , 1 , 2 .
Also = =
, 1 , 1 , 2 , 2
1 1 2 + 2 1 2
, 1 , 1 , 2 , 2
1 1 2 + 2 1 2 ,
DOI: 10.9790/5728-11631725
(1 )
www.iosrjournals.org
(2)
18 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
(4 )
where
1 = ( 0 ( + AT ) and 2 = ( 0 ( + BT ).
Furthermore, we suppose that the largest Eigen- value of the matrix
1 2
3 4
=
does not exceed unity, i. e
1
2
1 + 4 +
1 + 4 ) + 4(1 4 2 3
1.
. . . (5)
where 1 = 1 , 2 = 2 , 3 = 1 4 = 2 .
Define a sequence of functions
, 0 , 0 , , 0 , 0
=0 by the following
+1 , 0 , 0 = 0 At +
, , 0 , 0 , , 0 , 0 )
with
0 0, 0 , 0 = 0
and
+1 , 0 , 0 = +
, , 0 , 0 , , 0 , 0 )
with
0 0, 0 , 0 =
II.
Existences Solution Of (P).
The investigation of the existences solution of the problem (P) will be introduced by the
following theorem.
Theorem 3. Let the vector functions , , , , are satisfying the inequalities
(2), (3) and the conditions (4), (5).Then there exist a sequences of functions (6) and (7) converges
uniformly on the domain
= , 0 , 0 0, 1 2
8
to the limit vector function
0 , 0 , 0
0 , 0 , 0
DOI: 10.9790/5728-11631725
www.iosrjournals.org
19 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
, 0 , 0
, 0 , 0
At
0 +
=
+
, , 0 , 0 , , 0 , 0
, , 0 , 0 , , 0 , 0
(9)
1 + 1
2 + 2
, 0 , 0 0
and
, 0 , 0 0 , 0 , 0
, 0 , 0 0 , 0 , 0
. . . (10)
(E-)1 0
11)
1 , 0 , 0 0
, 0 , 0
Hence 1 , 0 , 0
1 + 1
1 for all t [0,T]
12
13
Next, we shall prove that the sequence of functions (6) and (7) converges uniformly
on the domain (1).
Putting m=1 in (6) and by the inequalities (2), (3), we get
2 , 0 , 0 1 , 0 , 0
, 1 , 0 , 0 ,
A T
0
, 1 , 0 , 0 ) , 0 , 0 +
+
, 1 , 0 , 0 , 1 , 0 , 0 ,
A T
, 0 , 0
1 1 , 0 , 0 0 + 2 1 , 0 , 0 0
Then by mathematical induction we can prove that
DOI: 10.9790/5728-11631725
www.iosrjournals.org
20 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
+1 , 0 , 0 , 0 , 0
(1 , 0 , 0 1 , 0 , 0
2 , 0 , 0 1 , 0 , 0 ) .
(14 )
(15).
(16)
, 0 , 0 1 , 0 , 0
, 0 , 0 1 , 0 , 0
=
and
1
= 1
2
2
Now we take the maximum value for the both sides of the inequality (16) we get
+1 ,
17
1 2
where = max[0,] , = 1 2
.
By repetition of (17) we find that +1 1 and also we get
1 0
=1
18
=1
Using the condition (1.5), thus the sequence of functions (6) and (7) are uniformly
convergent, that is
lim
1 0 =
0 =
=1
19
=1
Let
, 0 , 0
lim , 0 , 0
0 , 0 , 0
= 0 , 0 , 0
DOI: 10.9790/5728-11631725
20
www.iosrjournals.org
21 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
Since the sequence of functions (6) and (7) are defined and continuous in the domain (1)
0 , 0 , 0
then the limiting vector function 0 , 0 , 0
is also defined and continuous in the same
domain.
By using the same method above, we can proved that the inequalities (10) and (11) will be
satisfied for all for all t [0,T] , 0 1 , 0 2 and m=0,1,2, .
0 , 0 , 0
0 , 0 , 0
, 0 , 0
= , 0 , 0
problem (P).
III.
Uniqueness Solution Of (P).
The investigation of the uniqueness solution of the problem (P) will be introduced by the
following theorem.
Theorem4.Let all assumptions and conditions of Theorem3 be satisfied.
, 0 , 0
, 0 , 0
Then the solution , 0 , 0
is a unique of the problem (P). Let , 0 , 0
be another solution of (P), i. e.
, 0 , 0 = At +
0
, , 0 , 0 , , 0 , 0 ]
and
, 0 , 0 , 0 = +
, , 0 , 0 , , 0 , 0 ]
Now, taking
, 0 , 0 , 0 , 0
(, , 0 , 0 , , 0 , 0 ) , , 0 , 0 , , 0 , 0
(, , 0 , 0 ,
A T
0
, 1 , 0 , 0 , 0 (, , 0 , 0 , , , 0 , 0 ) +
A T
, , 0 , 0 , , 0 , 0 ) (, , 0 , 0 , , 0 , 0 ) .
that
, 0 , 0 , 0 , 0 , 0 , 0
(1 , 0 , 0 , 0 , 0
2 , 0 , 0 , 0 , 0 )
Now similarly
, 0 , 0 , 0 , 0 1 , 0 , 0 , 0 , 0
2 , 0 , 0 , 0 , 0 )
+
(21)
+
22 .
www.iosrjournals.org
22 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
(23)
0
, 0 , 0 , 0 , 0
Thus
, 0 , 0
, 0 , 0
, 0 , 0
= , 0 , 0
, 0 , 0
Hence the solution , 0 , 0
V.
Stability Solution Of .
In this section, we study the stability solution of the problem by the following theorem:
, 0 , 0
Theorem 5.If the inequalities (2) , (3) and the conditions(4),(5) are satisfied and
, 0 , 0
which was defined bellow as different solution for the problem , then the solution was stabile if
satisfy the inequality:1
, 0 , 0 , 0 , 0
,
1 , 2 0
0 , 0 , , 0 , 0
2
where
, 0 , 0 = 0 +
, 0 , 0 = 0 +
(, , 0 , 0 , , 0 , 0 ),
, , 0 , 0 , , 0 , 0
and
, 0 , 0 = 0 +
, 0 , 0 = 0 +
(, , 0 , 0 , , 0 , 0 )),
(, , 0 , 0 , , 0 , 0 )
Taking
, 0 , 0 , 0 , 0
0 0
+ 1 , 0 , 0 , 0 , 0
+ 2 , 0 , 0 , 0 , 0
(24)
and
DOI: 10.9790/5728-11631725
www.iosrjournals.org
23 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
, 0 , 0 , 0 , 0
0 0
+ 1 , 0 , 0 , 0 , 0
+ 2 , 0 , 0 , 0 , 0
Rewrite (24 ) and (25) in a vector form ,that is
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
(25)
, 0 , 0 , 0 , 0
0 0
2
+ 1
1 2
0 0
, 0 , 0 , 0 , 0
For 0 0 1 , 0 0 2 then
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
2
1 + 1
1 2
2
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
By using the condition(5), we have
, 0 , 0 , 0 , 0
1
,
1 , 2 0.
, 0 , 0 , 0 , 0
2
, 0 , 0 = 0
, , 0 , 0 , , 0 , 0
(, , 0 , 0 , , 0 , 0 )
, , 0 , 0 , , 0 , 0 ,
(, , 0 , 0 , , 0 , 0 )
, 0 , 0 = 0
+
0
and
, 0 , 0 = 0 +
0
, 0 , 0 = 0
+
0
Then
DOI: 10.9790/5728-11631725
www.iosrjournals.org
24 | Page
Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions
, 0 , 0 , 0 , 0
1 , 0 , 0 , 0 , 0
+ 2 , 0 , 0 , 0 , 0
(26)
, 0 , 0 , 0 , 0
1 , 0 , 0 , 0 , 0
+ 2 , 0 , 0 , 0 , 0
(27)
and
1
1
2
2
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
, 0 , 0
in C [0,T] such that
, 0 , 0
, 0 , 0
, 0 , 0
, 0 , 0
, 0 , 0
(, , 0 , 0 , , 0 , 0 )
0 +
(, , 0 , 0 , ( , 0 , 0 ))
So that
, 0 , 0
, 0 , 0
References
[1].
[2].
[3].
[4].
[5].
[6].
[7].
[8].
[9].
R. N. Butris, and Hasso,M.Sh. Existence of a solution for certain system nonlinear system of differential equation with boundary
conditions , J. Education and Science, Mosul, Iraq, vol.(33), (1998) ,99-108.
R. N. Butris, and Rafeq, A. Sh., Existence and Uniqueness Solution for Nonlinear Volterra Integral Equation, J. Duhok Univ. Vol.
14, No. 1, (Pure and Eng. Sciences),(2011),25-29.
R.N. Butris and D.S. Abdullah, Solution of integro-differential equation of the second order with the operators, International Journal
of Innovative Science, Engineering & Technology, India, ( IJISET), 2(8) (2015), 937-953.
E. A . Coddington , An introduction to Ordinary Differential Equations ,Prentice-Hall,Inc.Englewood Cliffs,N.J., (1961), 292 pages.
E.A. Goma, Sccessives approximation method of two points boundary problems, Ukrania,Math.,J.,Tom(33),Kiev,(1976),800-835.
M.M. Rama, Ordinary Differential Equations Theory and Applications, United Kingdom, (1981), 266 pages.
O.Plaat, Ordinary Differential Equations, Holden-Day,Inc.San Francisco,Cambridge,Londan,A msterdam ,1971)295 pages
M.I.Ronto,A.M.Samoilenko, and S.I.Trofimchuk The theory of the numerical. Analytic method achievements and new trends of
development.II,Ukrainian Maths.J.,Vol50,No.2,(1998),255-277.
G.V. Zavizion, Analytic expansion of periodic solution of integrodifferential systems, J. of Diff. Equations, 44(2) (2009), 240-248.
DOI: 10.9790/5728-11631725
www.iosrjournals.org
25 | Page