\documentclass[reqno]{amsart} \AtBeginDocument{{\noindent\small {\em Electronic Journal of Differential Equations}, Vol. 2004(2004), No. 31, pp. 1--14.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu (login: ftp)} \thanks{\copyright 2004 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2004/31\hfil N-th order impulsive integro-differential equations] {N-th order impulsive integro-differential equations in Banach spaces} \author[Manfeng Hu \& Jiang Zhu\hfil EJDE-2004/31\hfilneg] {Manfeng Hu \& Jiang Zhu} % in alphabetical order \address{Manfeng Hu \hfill\break Department of Science, Jiangnan University \\ Wuxi 214000, China, and Department of Mathematics, Xuzhou Normal University\\ Xuzhou 221116, China} \address{Jiang Zhu \hfill\break Department of Mathematics, Xuzhou Normal University\\ Xuzhou 221116, China} \email{jzhuccy@yahoo.com.cn} \date{} \thanks{Submitted August 14, 2003. Published March 3, 2004.} \subjclass[2000]{45J05, 47H07, 34A12} \keywords{Integro-differential equations in Banach spaces, cone, \hfill\break\indent partial ordering, monotone iterative technique} \begin{abstract} We investigate the maximal and minimal solutions of initial value problem for N-th order nonlinear impulsive integro-differential equation in Banach space by establishing a comparison result and using the upper and lower solutions methods. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{remark}[theorem]{Remark} \allowdisplaybreaks \section{Introduction} The theory of impulsive differential equations in Banach spaces has become an important area of investigation in recent years. In \cite{Guo2}, the existence of solution of initial value problem for second order nonlinear impulsive integro-differential equation in Banach space was studied by establishing a comparison result and using the upper and lower solutions methods. Now, in this paper, we shall investigate the existence of solution of initial-value problem (IVP) for N-th order nonlinear impulsive integro-differential equation in Banach space by establishing a new comparison result and using the upper and lower solutions methods. Consider the IVP for impulsive integro-differential equation in a Banach space $E$: \begin{equation} \begin{gathered} u^{(n)}=f(t,u(t),u'(t),\dots ,u^{(n-1)}(t),(Tu)(t)),\quad\forall t\in J,t\neq t_{i} \\ \Delta u|_{t=t_{i}}=L_{i}^{0}u^{(n-1)}(t_{i}) \\ \Delta u'|_{t=t_{i}}=L_{i}^{1}u^{(n-1)}(t_{i}) \\ \dots \\ \Delta u^{(n-2)}|_{t=t_{i}}=L_{i}^{n-2}u^{(n-1)}(t_{i}) \\ \Delta u^{(n-1)}|_{t=t_{i}}=-L_{i}^{n-1}u^{(n-1)}(t_{i})\\ u(0)=u_{0},\; u'(0)=u_{1},\dots ,u^{(n-1)}(0)=u_{n-1} \end{gathered} \label{1.1} \end{equation} where $i=1,2,\dots ,m$, $J=[0,a](a>0)$, $u_{j}\in E(j=0,1,2,\dots ,n-1)$, $f\in C[J\times E\times E\times \dots \times E,E]$, $00$. Let $t^{\ast }\in J_{j}=(t_{j},t_{j+1}]$ and $\inf_{0\leq t\leq t^{\ast }}v(t)=-\lambda $. We have $\lambda \geq 0$. Assume that there exist a $J_{k}=(t_{k},t_{k+1}](k\leq j)$ such that $v(t_{\ast })=-\lambda $ hold for some $t_{\ast }\in J_{k}$ or $ v(t_{k}^{+})=-\lambda $. We may assume that $v(t_{\ast })=-\lambda$, since for the case $v(t_{k}^{+})=-\lambda $ the proof is similar. By (\ref{2.9}), we have \begin{equation} \begin{aligned} v'(t) & \leq \lambda \lbrack M_{n-1}+\sum_{j=0}^{n-2}c_{j}(t)+\int_{0}^{t}k_{1}(t,s)ds+\sum _{j=0}^{n-2}(M_{j}\sum_{i=1}^{m}L_{i}^{j}) \\ &\quad +\sum_{j=0}^{n-2}\int_{0}^{t}(d_{j}(t,s)\sum _{00$, then, we have \[ 1<\sum_{i=1}^{m}L_{i}^{n-1}+(m+1)M_{0}\tau , \] which contradicts (\ref{2.2}), hence $v(t)\leq 0,\forall t\in J$. Since $g\in P^{\ast }$ is arbitrary, it implies that $p^{(n-1)}(t)\leq \theta$ for all $t\in J$. By $p^{(n-2)}(0)\leq \theta $, $\Delta p^{(n-2)}|_{t=t_{i}}=L_{i}^{n-2}p^{(n-1)}(t_{i})\leq \theta $; this implies $p^{(n-2)}(t)\leq \theta$ for all $t\in J$. Continuing in this manner, $p^{(i)}(t)\leq \theta$ for all $t\in J$, $i=0,1,\dots ,n-3$. The proof is complete. \end{proof} \begin{lemma} \label{lm2.2} Assume $\sigma \in PC[J,E]$, and $M_{j}$, $N$, $L_{i}^{j}$ $(j=0,1,2,\dots ,n-1;i=1,2,\dots ,m)$ are constants, then $u\in PC^{n-1}[J,E]\bigcap C^{n}[J',E]$ is a solution of the linear IVP \begin{equation} \begin{gathered} u^{(n)}=-\sum_{j=0}^{n-1}M_{j}u^{(j)}-NTu+\sigma (t),\quad \forall t\in J,\;t\neq t_{i} \\ \Delta u^{(j)}|_{t=t_{i}}=L_{i}^{j}u^{(n-1)}(t_{i}),\quad (j=0,1,\dots ,n-2) \\ \Delta u^{(n-1)}|_{t=t_{i}}=-L_{i}^{n-1}u^{(n-1)}(t_{i}),\quad (i=1,2,\dots ,m) \\ u(0)=u_{0},\; u'(0)=u_{1},\dots ,u^{(n-1)}(0)=u_{n-1}. \end{gathered}\label{2.16} \end{equation} if and only if $u\in PC^{n-1}[J,E]$ is a solution of the linear impulsive integral equation \begin{equation} \begin{aligned} u(t)&= u_{0}+tu_{1}+\frac{t^{2}}{2!}u_{2}+\dots +\frac{t^{n-1}}{(n-1)!} u_{n-1} \\ &\quad +\frac{1}{(n-1)!}\int_{0}^{t}(t-s)^{n-1}[-\sum _{j=0}^{n-1}M_{j}u^{(j)}(s)-N(Tu)(s)+\sigma (s)]ds \\ &\quad +\sum_{00$, where $B_{r}=\{x\in E:\Vert x\Vert \leq r\}$. Suppose that conditions (H1) and (H2) are satisfied, $L_{i}^{j}\geq 0(j=0,1,\dots ,n-1;i=1,2,\dots ,m)$ and inequalities (\ref{2.2}), (\ref{2.18}) hold. Then \eqref{1.1} has minimal and maximal solutions $\bar{u}$ and $u^{\ast }$ in $[v_{0},w_{0}]$; Moreover, there exist monotone sequences $\{v_{k}(t)\}$ and $\{w_{k}(t)\}$ such that $\{v_{k}^{(j)}(t)\}$,$\{w_{k}^{(j)}(t)\}(j=0,1,2,\dots ,n-1)$ converge uniformly on $J_{j}(j=0,1,\dots ,m)$ to the $\bar{u}^{(j)}(t)$ and $(u^{\ast })^{(j)}(t)(j=0,1,2,\dots ,n-1)$ respectively, and \begin{equation} \begin{gathered} v_{0}^{(j)}(t)\leq v_{1}^{(j)}(t)\leq \dots \leq v_{k}^{(j)}(t)\leq \dots \leq \bar{u}^{(j)}(t) \\ \leq u^{(j)}(t)\leq (u^{\ast })^{(j)}(t)\leq \dots \leq w_{k}^{(j)}(t)\leq \dots \leq w_{1}^{(j)}(t)\leq w_{0}^{(j)}(t) \end{gathered} \label{3.1} \end{equation} for all $t\in J$, $j=0,1,\dots ,n-1$, where $u(t)$ is any solution of \eqref{1.1} in $[v_{0},w_{0}]$. \end{theorem} \begin{proof} For $\eta \in [v_{0},\omega _{0}]$, consider the linear problem (\ref{2.16}) with \begin{equation} \sigma (t)=f(t,\eta (t),\eta '(t),\dots ,\eta ^{(n-1)}(t),(T\eta )(t))+\sum_{j=0}^{n-1}M_{j}\eta ^{(j)}(t)+N(T\eta )(t) \label{3.2} \end{equation} By Lemma \ref{lm2.3}, (\ref{2.16}) has a unique solution $u\in PC^{n-1}[J,E]$. Let $u=A\eta $. Then $A:[v_{0},w_{0}]\to PC^{n-1}[J,E]\bigcap C^{n}[J',E]\subset PC[J,E]$, we now show that \begin{itemize} \item[(a)] $v_{0}^{(j)}(t)\leq (Av_{0})^{(j)}(t),(Aw_{0})^{(j)}(t)\leq (w_{0})^{(i)}(t)$, $t\in J,j=0,1,2,\dots ,n-1$ \item[(b)] $\eta _{1},\eta _{2}\in [v_{0},w_{0}]$, $\eta _{1}^{(j)}\leq \eta_{2}^{(j)}$ implies $(A\eta _{1})^{(j)}\leq (A\eta _{2})^{(j)}$, $t\in J$, $j=0,1,2,\dots ,n-1$. \end{itemize} To prove (a), we set $v_{1}=Av_{0}$ and $p=v_{0}-v_{1}$. From (\ref{2.16}) and (\ref{3.2}), we have \begin{gather*} \begin{aligned} v_{1}^{(n)}&=f(t,v_{0},v_{0}',\dots ,v_{0}^{(n-1)},Tv_{0})+\sum_{j=0}^{n-1}M_{j}v_{0}^{(j)}+N(Tv_{0}) \\ &\quad -\sum_{j=0}^{n-1}M_{j}v_{1}^{(j)}-N(Tv_{1}),\quad \forall t\in J,t\neq t_{i} \end{aligned}\\ \Delta v_{1}^{(j)}|_{t=t_{i}}=L_{i}^{j}v_{1}^{(n-1)}(t_{i}),\quad (j=0,1,\dots ,n-2) \\ \Delta v_{1}^{(n-1)}|_{t=t_{i}}=-L_{i}^{n-1}v_{1}^{(n-1)}(t_{i}),\quad (i=1,2,\dots ,m) \\ v_{1}(0)=u_{0},\; v_{1}'(0)=u_{1},\dots ,v_{1}^{(n-1)}(0)=u_{n-1} \end{gather*} so, by (H1), \begin{gather*} p^{(n)}(t)\leq -\sum_{j=0}^{n-1}M_{j}p^{(j)}(t)-N(Tp)(t),\quad \forall t\in J,t\neq t_{i}, \\ \Delta p^{(j)}|_{t=t_{i}}=L_{i}^{j}p^{(n-1)}(t_{i}),\quad (j=0,1,\dots ,n-2;i=1,2,\dots ,m), \\ \Delta p^{(n-1)}|_{t=t_{i}}\leq -L_{i}^{n-1}p^{(n-1)}(t_{i}),\quad (i=1,2,\dots ,m), \\ p^{(n-1)}(0)\leq p^{(j)}(0)\leq \theta ,\quad (j=0,1,2,\dots ,n-2), \end{gather*} which implies by virtue of Lemma \ref{lm2.1} that $p^{(j)}(t)\leq \theta$ $(j=0,1,\dots ,n-1)$ for $t\in J$, i.e. $v_{0}^{(j)}(t)\leq (Av_{0})^{(j)}(t)$, for all $t\in J$, $j=0,1,2,\dots ,n-1$. Similarly, we can show that $(Aw_{0})^{(j)}(t)\leq (w_{0})^{(j)}(t)$ for all $t\in J$, $j=0,1,2,\dots,n-1$. To prove (b), let $\eta _{1},\eta _{2}\in [v_{0},w_{0}]$, such that $\eta _{1}^{(j)}\leq \eta _{2}^{(j)}$ and $p=A\eta _{1}-A\eta _{2}$. Then, from \eqref{2.16} and (H2), we have \begin{gather*} p^{(n)}(t)\leq -\sum_{j=0}^{n-1}M_{j}p^{(j)}(t)-N(Tp)(t),\quad \forall t\in J,t\neq t_{i}, \\ \Delta p^{(j)}|_{t=t_{i}}=L_{i}^{j}p^{(n-1)}(t_{i}),\quad (j=0,1,\dots ,n-2;i=1,2,\dots ,m), \\ \Delta p^{(n-1)}|_{t=t_{i}}=-L_{i}^{n-1}p^{(n-1)}(t_{i}),\quad (i=1,2,\dots ,m), \\ p^{(j)}(0)=\theta ,\quad (j=0,1,2,\dots ,n-1). \end{gather*} So, Lemma \ref{lm2.1} implies (b). Let \begin{equation} v_{k}=Av_{k-1},\quad w_{k}=Aw_{k-1},\quad k=1,2,\dots , \label{3.3} \end{equation} By (a) and (b) above, we have \begin{equation} v_{0}^{(j)}(t)\leq v_{1}^{(j)}(t)\leq \dots \leq v_{k}^{(j)}(t)\leq \dots \leq w_{k}^{(j)}(t)\leq \dots \leq w_{1}^{(j)}(t)\leq w_{0}^{(j)}(t), \label{3.4} \end{equation} for all $t\in J,j=0,1,2,\dots ,n-1$. On account of the definition of $v_{k}$, we have \begin{equation} \begin{aligned} v_{k}(t)&= u_{0}+tu_{1}+\frac{t^{2}}{2!}u_{2}+\dots +\frac{t^{n-1}}{(n-1)!} u_{n-1} \\ &\quad +\frac{1}{(n-1)!}\int_{0}^{t}(t-s)^{n-1}[-\sum _{j=0}^{n-1}M_{j}v_{k}^{(j)}(s)-N(Tv_{k})(s)+\sigma _{k-1}(s)]ds \\ &\quad +\sum_{00$ such that \[ \Vert \sigma _{k-1}\Vert _{pc}\leq b\quad (k=1,2,\dots ) \] and therefore, from (\ref{3.7}) we know that functions $\{v_{k}^{(j)}(t)\}$ $(j=0,1,\dots ,n-2)$ are equicontinuous on each $J_{i}$ $(i=0,1,\dots ,m)$. From (\ref{3.4}) and the regularity of $P$, we can infer that $\{v_{k}^{(j)}(t)\}$ converges uniformly to $\bar{u}^{(j)}(t)\in PC[J,E]$ in $J$; i.e., \begin{equation} \Vert v_{k}^{(j)}-\bar{u}^{(j)}\Vert _{pc}\to 0\quad (k\to \infty ) \label{3.10} \end{equation} From (\ref{3.6}),(\ref{3.10}) and the uniform continuity of $f$ on $J\times B_{r}\times B_{r}\times \dots \times B_{r}$, we get \[ \Vert \sigma _{k-1}-\bar{\sigma}\Vert _{pc}\to 0\quad (k\to \infty ) \] where \[ \bar{\sigma}(t)=f(t,\bar{u}(t),\bar{u}'(t),\dots ,\bar{u}^{(n-1)}(t),(T\bar{u})(t)) +\sum_{j=0}^{n-1}M_{i}\bar{u}^{(j)}(t)+N(T\bar{u})(t), \] for all $t\in J$. Taking limits in (\ref{3.5}),we obtain \begin{align*} \bar{u}(t)&= u_{0}+tu_{1}+\frac{t^{2}}{2!}u_{2}+\dots +\frac{t^{n-1}}{(n-1)!}u_{n-1} \\ &\quad +\frac{1}{(n-1)!}\int_{0}^{t}(t-s)^{n-1}[-\sum_{j=0}^{n-1}M_{j}\bar{ u}^{(j)}(s)-N(T\bar{u})(s)+\sigma _{k-1}(s)]ds \\ &\quad +\sum_{0-\frac{1}{60}w_{0}''(1) \\ f_{n}(t,v_{0}(t),v_{0}'(t),v_{0}''(t),(Tv_{0})(t))= \frac{2t^{2}}{100n^{2}}+\frac{t^{3}}{800n^{3}}\geq 0=v_{0}^{(3)}(t),\quad \forall t\in J. \end{gather*} When $0\leq t\leq 1$,we have \begin{align*} &f_{n}(t,w_{0}(t),w_{0}'(t),w_{0}''(t),(Tw_{0})(t)) \\ &= \frac{1}{100n^{2}}\big[(t-\frac{t^{3}}{n^{2}})^{2}+t^{2}\frac{t^{3}}{(n+1)^{2}} +(\frac{3t^{2}}{(2n)^{2}})^{2}+(t-\frac{6t}{n^{2}})^{2}\big]\\ &\quad +\frac{t}{800n^{3}}(t-\int_{0}^{t}e^{-ts}\frac{s^{3}}{n^{2}}ds)^{2}\\ & \leq \frac{1}{100n^{2}}(t^{2}+\frac{t^{5}}{(n+1)^{2}} +\frac{9t^{4}}{4n^{2}}+t^{2})+\frac{t^{3}}{800n^{3}} \leq \frac{6}{n^{2}}. \end{align*} When $0