\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2014 (2014), No. 259, pp. 1--8.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2014 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2014/259\hfil Existence and uniqueness of solutions] {Existence and uniqueness of solutions for first-order nonlinear differential equations with two-point and integral boundary conditions} \author[M. J. Mardanov, Y. A. Sharifov, H. H. Molaei \hfil EJDE-2014/259\hfilneg] {Misir J. Mardanov, Yagub A. Sharifov, Habib H. Molaei} % in alphabetical order \address{Misir J. Mardanov \newline Institute of Mathematics and Mechanics, National Academy of Sciences of Azerbaijan, Baku, Azerbaijan} \email{misirmardanov@yahoo.com} \address{Yagub A. Sharifov \newline Baku State University, Institute of Control Systems, National Academy of Sciences of Azerbaijan, Baku, Azerbaijan} \email{sharifov22@rambler.ru} \address{Habib H. Molaei \newline Department of Mathematics, Technical and Vocational University, Urmia, Iran} \email{habibmolaei@gmail.com} \thanks{Submitted November 1, 2014. Published December 11, 2014.} \subjclass[2000]{34A37, 34G60, 34G20} \keywords{Nonlocal boundary conditions; contraction principle; \hfil\break\indent existence and uniqueness; fixed point theorem} \begin{abstract} In this article, we study the existence of solutions to boundary-value problems for ordinary differential equations with two-point and integral boundary conditions. Existence and uniqueness results are obtained by using well known fixed point theorems. Some illustrative examples are also discussed. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{example}[theorem]{Example} \allowdisplaybreaks \section{Introduction} Many of the physical systems can be described by the differential equations with integral boundary conditions. Integral boundary conditions are encountered in various applications, such as population dynamics, blood flow models, chemical engineering and cellular systems. Moreover, boundary-value problems with integral conditions constitute an interesting and important class of problems. They include two, three, multi and nonlocal boundary-value problems as special cases. For boundary-value problems with nonlocal boundary conditions and comments on their importance, we refer the reader to \cite{a1,b1,b2,b3,b4,b5} and the references therein. In this article, we study existence and uniqueness of the solutions of nonlinear differential equations of the type \begin{equation} \label{e11} \dot{x}(t)=f(t,x(t)), \quad\text{for } t\in [0,T], \end{equation} with two-point and integral boundary conditions \begin{equation} \label{e12} Ax(0)+\int _{0}^{T}m(s)x(s)ds+ Bx(T)=\int _{0}^{T}g(s,x(s))ds , \end{equation} where $A,B\in R^{n\times n} $ are given matrices, $\det \big(A+\int _{0}^{T}m(s)ds+ B\big)\ne 0$; $f,g:[0,T]\times R^{n} \to R^{n} $, are given functions. By $C([0,T]\mathbb{R}^n )$ we denote the Banach space of all continuous functions from $[0,T]$ into $R^{n} $ with the norm \[ \| x\| =\max \{|x(t)|:t\in [0,T]\}, \] where $|\cdot |$ is the norm in space $R^{n} $. We prove some new existence and uniqueness results by using a variety of fixed point theorems. In Theorem \ref{thm3.1} we prove an existence and uniqueness result by using Banach's contraction principle. In Theorem \ref{thm3.2} we prove the existence of a solution by using Schaefer's fixed point theorem, while in Theorem \ref{thm3.3} we prove the existence of a solution via Leray-Schauder nonlinear alternative. It is worth mention that the methods used in this paper are standard. Our impact is implementation of these methods to the solution of the problem \eqref{e11}, \eqref{e12}. \section{Preliminaries} We define a solution of the problem \eqref{e11}-\eqref{e12} as follows: \noindent\textbf{Definition.} A function $x\in C([0,T]\mathbb{R}^n )$ is said to be a solution of problem \eqref{e11}-\eqref{e12} if $\dot{x}(t)=f(t,x(t))$, for each $t\in [0,T]$, and the boundary conditions \eqref{e12} are satisfied. \begin{lemma} \label{lem2.1} Let $y,g\in C([0,T]\mathbb{R}^n )$. Then the unique solution of the boundary-value problem for the differential equation \begin{equation} \label{e21} \dot{x}(t)=y(t), t\in [0,T] \end{equation} with boundary condition \begin{equation} \label{e22} Ax(0)+\int _{0}^{T}m(s)x(s)ds+ Bx(T)=\int _{0}^{T}g(s)ds \end{equation} is given by \begin{equation} \label{e23} x(t)=C+\int _{0}^{T}K(t,\tau )y(\tau )d\tau , \end{equation} where \begin{gather*} K(t,\tau )=\begin{cases} \Gamma ^{-1} \big(A+\int _{0}^{t}m(\tau )d\tau \big) & 0\le \tau \le t \\ -\Gamma ^{-1} (\int _{t}^{T}m(\tau )d\tau +B ), & t\le \tau \le T \end{cases}, \\ C=\Gamma ^{-1} \int _{0}^{T}g(s)ds ,\\ \Gamma =(A+\int _{0}^{T}m(t)dt +B). \end{gather*} \end{lemma} \begin{proof} If $x=x(\cdot )$ is a solution of the differential equation \eqref{e21}, then for $t\in (0,T)$, \begin{equation} \label{e24} x(t)=x(0)+\int _{0}^{t}y(\tau )d\tau , \end{equation} where $x(0)$ is an arbitrary constant vector. In order to determine $x(0)$ we require that the function in equality \eqref{e21} should satisfy condition \eqref{e22}, i.e., \[ \Gamma x(0)=\int _{0}^{T}g(t)dt-\int _{0}^{T}m(t)\int _{0}^{t}y(\tau )d\tau dt -B\int _{0}^{T}y(t)\,dt . \] Since $\det \Gamma \ne 0$, we have \begin{equation} \label{e25} x(0)=C+\Gamma ^{-1} \int _{0}^{T}\int _{t}^{T}m (\tau )d\tau y(t)dt -\Gamma ^{-1} B\int _{0}^{T}y(t)dt . \end{equation} Now in \eqref{e24} we take into account the value $x(0)$ determined from the equality \eqref{e25} and obtain \[ x(t)=C+\int _{0}^{T}K(t,\tau )y(\tau )d\tau . \] Thus we have proved that one can write the boundary-value problem \eqref{e21}, \eqref{e22} as the integral equation \eqref{e23}. One can immediately verify that a solution to the integral equation \eqref{e23} also satisfies the boundary-value problem \eqref{e21}, \eqref{e22}. \end{proof} \begin{lemma} \label{lem2.2} Assume that $f,g\in C([0,T]\times R^{n} \mathbb{R}^n )$. Then the function $x(t)$ is a solution of the boundary-value problem \eqref{e11}-\eqref{e12} if and only if $x(t)$ is a solution of the integral equation \begin{equation} \label{e27} x(t)=\int _{0}^{T}K(t,s)f(s,x(s))ds+\Gamma ^{-1} \int _{0}^{T}g(s,x(s))ds . \end{equation} \end{lemma} \begin{proof} Let $x(t)$ be a solution of the boundary-value problem \eqref{e11}, \eqref{e12}. Then in the same way as in Lemma \ref{lem2.1}, we can prove that it is also a solution of the integral equation \eqref{e27}. By direct verification we can show that the solution of the integral equation \eqref{e27} also satisfies equation \eqref{e11} and nonlocal boundary condition \eqref{e12}. Lemma \ref{lem2.2} is proved. \end{proof} \section{Main results} Define the operator $P:C([0,T]\mathbb{R}^n )\to P([0,T]\mathbb{R}^n )$ as \begin{equation} \label{e31} Px(t)=\Gamma ^{-1} \int _{0}^{T}g(t,x(t))dt +\int _{0}^{T}K(t,\tau )f(\tau ,x(\tau ))d\tau . \end{equation} Obviously, the problem \eqref{e11}, \eqref{e12} is equivalent to the fixed point problem $x=Px$. In consequence, problem \eqref{e11}, \eqref{e12} has a solution if and only if the operator $P$ has a fixed point. Our first result is based on the Banach fixed point theorem. It uses the assumptions: \begin{itemize} \item[(H1)] There exists a continuous function $N(t)>0$ such that \[ |f(t,x)-f(t,y)|\le N(t)|x-y|, \] for each $t\in [0,T]$ and all $x,y\in R^{n} $; \item[(H2)] There exists a continuous function $M(t)>0$ such that \[ |g(t,x)-g(t,y)|\le M(t)|x-y|, \] for each $t\in [0,T]$ and all $x,y\in R^{n} $. \end{itemize} \begin{theorem} \label{thm3.1} Assume {\rm (H1), (H2)} hold, and \begin{equation} \label{e32} L=T[SN+M]\| \Gamma ^{-1} \| <1 \,. \end{equation} Then the boundary-value problem \eqref{e11}-\eqref{e12} has a unique solution on $[0,T]$, where \begin{gather*} N=\max_{[0,T]}N(t), \quad M=\max_{[0,T]} M(t),\\ S=\max \{\| (A+\int _{0}^{t}m(\tau ) d\tau )\| , \| (\int _{t}^{T}m(\tau )d\tau +B )\| \}. \end{gather*} \end{theorem} \begin{proof} Setting $\max_{[0,T]} |f(t,0)|=M_{f}$, $\max_{[0,T]} |g(t,0)|=M_{g} $ and choosing $$ r\ge [1-\| \Gamma ^{-1} \|T (SN+M)]^{-1} \| \Gamma ^{-1} \| (M_{f} +M_{g} ), $$ we show that $PB_{r} \subset B_{r} $, where $$ B_{r} =\{x\in C([0,T]\mathbb{R}^n ):\| x\| \le r\}. $$ For $x\in B_{r} $, we have \begin{align*} \| {( {Px} )( t )} \| &\le \max_{[0,T]} \Big[ {\int_0^T {| {K( {t,s} )} || {f( {s,x( s )} )} |ds} } \Big] + \Big[ {\| {\Gamma ^{ - 1} } \|\int_0^T {| {g( {s,x( s )} )} |ds} } \Big] \\ &\le \max_{[0,T]} \Big[ {\int_0^T {| {K( {t,s} )} |} ( {| {f( {s,x( s )} ) - f( {s,0} )} | + | {f( {s,0} )} |} )ds} \Big] \\ &\quad + \| {\Gamma ^{ - 1} } \|\int_0^T {( {| {g( {s,x( s )} ) - g( {s,0} )} | + | {g( {s,0} )} |} )ds} \\ & \leq \| {\Gamma ^{ - 1} } \|S( {Nr + M_f } )T + \| {\Gamma ^{ - 1} } \|( {Mr + M_g } )T \le r. \end{align*} Now, for any $u,v\in B_{r} $ we have \begin{align*} &| {( {Pu} )( t ) - ( {Pv} )( t )} | \\ &\le \| {\Gamma ^{ - 1} } \|\int_0^T {| {g( {t,u( t )} ) - g( {t,v( t )} )} |} dt + \int_0^T {| {K( {t,\tau } )} |} | {f( {\tau ,u( \tau )} ) - f( {\tau ,v( \tau )} )} |d\tau \\ &\le \| {\Gamma ^{ - 1} } \|\int_0^T {M( t )| {u( t ) - v( t )} |dt} + \| {\Gamma ^{ - 1} } \|S\int_0^T {N( t )| {u( t ) - v( t )dt} |dt} \\ &\le \| {\Gamma ^{ - 1} } \|[ {M + NS} ]T\| {u - v} \|, \end{align*} or \begin{equation} \label{e33} \| Pu-Pv\| \le L\| u-v\| . \end{equation} From condition \eqref{e32} it follows that $\| Pu-Pv\| <\| u-v\| $. Therefore, $P$ is a contraction in $B_{r} $. Therefore, in view of the contraction principle the operator $P$ defined by \eqref{e31} has a unique fixed point in $C([0,T]\mathbb{R}^n )$. Consequently, the integral equation \eqref{e27} (or the boundary-value problem \eqref{e11}, \eqref{e12}) has a unique solution. \end{proof} The second result is based on Schaefer's fixed point theorem. It uses the assumptions: \begin{itemize} \item[(H3)] The function $f:[0,T]\times R^{n} \to R^{n} $ is continuous; \item[(H4)] There exists a constant $N_1 >0$ such that $|f(t,x)|\le N_1 $ for each $t\in [0,T]$ and all $x\in R^{n} $; \item[(H5)] The function $g:[0,T]\times R^{n} \to R^{n} $ is continuous; \item[(H6)] There exists a constant $N_2 >0$ such that $|g(t,x)|\le N_2 $ for each $t\in [0,T]$ and all $x\in R^{n} $. \end{itemize} \begin{theorem} \label{thm3.2} Assume {\rm (H3)--(H6)} Then the boundary-value problem \eqref{e11}-\eqref{e12} has at least one solution on $[0,T]$. \end{theorem} \begin{proof} We divide the proof into several main steps in which we show that under the assumptions of the theorem, the operator $P$ has a fixed point. \smallskip \noindent \textbf{Step 1.} The operator $P$ under the assumptions of the theorem is continuous. Let $\{x_n\}$ be a sequence such that $x_n \to x$ in $C([0,T]\mathbb{R}^n)$. Then for any $t\in (0,T)$, \begin{align*} &| {P( {x_n } )( t ) - P( x )( t )} |\\ & \le \| {\Gamma ^{ - 1} } \|\int_0^T {| {g( {t,x_n ( t )} ) - g( {t,x( t )} )} |dt} + \int_0^T {| {K( {t,\tau } )} || {f( {\tau ,x_n ( \tau )} ) - f( {\tau ,x( \tau )} )} |d\tau } \\ &\le TM\| {\Gamma ^{ - 1} } \|\max_{[0,T]} | {g( {t,x_n ( t )} ) - g( {t,x( t )} )} |\\ &\quad + TNS\| {\Gamma ^{ - 1} } \|\max_{[0,T]} | {f( {t,x_n ( t )} ) - f( {t,x( t )} )} |. \end{align*} Since $f$ and $g$ are continuous functions, we have \[ \| P(x_n )(t)-P(x)(t)\| \to 0, \quad\text{as }n\to \infty . \] \noindent\textbf{Step 2.} The operator $P$ maps bounded sets into $C([0,T]\mathbb{R}^n )$. Indeed, it is sufficient to show that for any $\eta >0$, there exists a positive constant $l$ such that for each $x\in B_{\eta } =\{x\in C([0,T]\mathbb{R}^n ):\| x\| \le \eta\}$, we have $\| P(x)\| \le l$. By (H4) and (H6) we have for each $t\in [0,T]$, \[ |P(x)(t)|\le \int _{0}^{T}|K(t,s)||f(s,x(s))|ds +\| \Gamma ^{-1} \| \int _{0}^{T}|g(s,x(s))|ds . \] Hence, \[ |P(x)(t)|\le \| \Gamma ^{-1} \| STN_1 +\| \Gamma ^{-1} \| TN_2 . \] Thus, \[ \| P(x)(t)\| \le \| \Gamma ^{-1} \| STN_1 +\| \Gamma ^{-1} \| TN_2=l. \] \noindent\textbf{Step 3.} The operator $P$ maps bounded sets into equicontinuous sets of $C([0,T]\mathbb{R}^n )$. Let $t_1 ,t_2 \in (0,T]$, $t_1 0$ such that \[ \frac{K}{\| \Gamma ^{-1} \| S\psi _{f} (K)\| \theta _{f} \| _{L_1 } +\psi _{g} (K) \| \Gamma ^{-1} \| \| \theta \| _{L_1 } } >1. \] \end{itemize} \begin{theorem} \label{thm3.3} Assume that {\rm (H3), (H5), (H7)--(H9)} hold. Then the boundary-value problem \eqref{e11}-\eqref{e12} has at least one solution on $[0,T]$. \end{theorem} \begin{proof} Consider the operator $P$ defined above. It can be easily shown that $P$ is continuous and completely continuous. For $\lambda \in [0,1]$ let $x$ be such that for each $t\in [0,T]$ we have $x(t) = \lambda (Px)(t)$. Then from (H7) and (H8), for each $t\in [0,T]$ we have \begin{align*} |x(t)| &\le \int _{0}^{t}|K(t,s)|\theta _{f} (s)\psi (|x(s)|)ds + \| \Gamma ^{-1} \| \int _{0}^{T}\theta _{g} (s)\psi _{g} (|x(s)|)ds\\ &\le \| \Gamma ^{-1} \| S\psi _{f} (\| x\| ) \int _{0}^{T}\theta _{f} (s) ds+ \psi _{g} (\| x\| )\| \Gamma ^{-1} \| \int _{0}^{T}\theta _{g} (s)ds. \end{align*} Thus, \[ \frac{\| x\| }{\| \Gamma ^{-1} \| S\psi _{f} (\| x\| )\| \theta _{f} \| _{L_1 } +\psi _{g} (\| x\| )\| \Gamma ^{-1} \| \| \theta _{g} \| _{L_1 } } \le 1. \] Then, in view of (H9), there exists $K$ such that $\| x\| \ne K$. Let us set \[ U=\{x\in C([0,T],R):\| x\|