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Research Article

Approximating positive solutions of nonlinear first order ordinary quadratic differential equations

& | (Reviewing Editor)
Article: 1023671 | Received 04 Nov 2014, Accepted 19 Feb 2015, Published online: 20 Mar 2015

Abstract

In this paper, the authors prove the existence as well as approximations of the positive solutions for an initial value problem of first-order ordinary nonlinear quadratic differential equations. An algorithm for the solutions is developed and it is shown that the sequence of successive approximations converges monotonically to the positive solution of related quadratic differential equations under some suitable mixed hybrid conditions. We base our results on the Dhage iteration method embodied in a recent hybrid fixed-point theorem of Dhage (2014) in partially ordered normed linear spaces. An example is also provided to illustrate the abstract theory developed in the paper.

AMS Subject Classifications:

Public Interest Statement

It is known that many of the natural, physical, biological, and social processes or phenomena are governed by mathematical models of nonlinear differential equations. So if a person is engaged in the study of such complex universal phenomena and not having the knowledge of sophisticated nonlinear analysis of this paper, then one may convinced the use of the results of this paper, in particular when one comes across a certain dynamic process which is based on a mathematical model of quadratic differential equations. In such situations, the application of the results of the present paper yields numerical concrete solutions under some suitable natural conditions thereby which it is possible to improve the situation for better desired goals.

1. Introduction

Given a closed and bounded interval J=[t0,t0+a], of the real line R for some t0,aR with t00,a>0, consider the initial value problem (in short IVP) of first-order ordinary nonlinear quadratic differential equation, (in short HDE)(1.1) ddtx(t)f(t,x(t))+λx(t)f(t,x(t))=g(t,x(t)),tJ,x(t0)=x0R,(1.1)

for λR, λ>0, where f:J×RR\{0} and g:J×RR are continuous functions.

By a solution of the QDE (1.1), we mean a function xC1(J,R) that satisfies

(i)

txf(t,x) is a continuously differentiable function for each xR, and

(ii)

x satisfies the equations in (1.1) on J,

where C(J,R) is the space of continuously differentiable real-valued functions defined on J.

The QDE (1.1) with λ=0 is well known in the literature and is a hybrid differential equation with a quadratic perturbation of second type. Such differential equations can be tackled with the use of hybrid fixed-point theory (cf. Dhage Citation1999; Citation2013; Citation2014a). The special cases of QDE (1.1) have been discussed at length for existence as well as other aspects of the solutions under some strong Lipschitz and compactness-type conditions which do not yield any algorithm to determine the numerical solutions. See Dhage and O’Regan (Citation2000), Dhage and Lakshmikantham (Citation2010) and the references therein. Very recently, the study of approximation of the solutions for the hybrid differential equations is initiated in Dhage, Dhage, and Ntouyas (Citation2014) via hybrid fixed-point theory. Therefore, it is of interest and new to discuss the approximations of solutions for the QDE (1.1) along the similar lines. This is the main motivation of the present paper and it is proved that the existence of the solutions may be proved via an algorithm based on successive approximations under weaker partial continuity and partial compactness-type conditions.

2. Auxiliary results

Unless otherwise mentioned, throughout this paper that follows, let E denotes a partially ordered real-normed linear space with an order relation and the norm ·. It is known that E is regular if {xn}nN is a nondecreasing (resp. nonincreasing) sequence in E such that xnx as n, then xnx (resp. xnx) for all nN. Clearly, the partially ordered Banach space, C(J,R) is regular and the conditions guaranteeing the regularity of any partially ordered normed linear space E may be found in Nieto and Lopez (Citation2005) and Heikkilä and Lakshmikantham (Citation1994) and the references therein.

We need the following definitions in the sequel.

Definition 2.1

A mapping T:EE is called isotone or nondecreasing if it preserves the order relation , that is if xy implies TxTy for all x,yE.

Definition 2.2

(Dhage Citation2010) A mapping T:EE is called partially continuous at a point aE if for ϵ>0 there exists a δ>0 such that Tx-Ta<ϵ whenever x is comparable to a and x-a<δ. T called partially continuous on E if it is partially continuous at every point of it. It is clear that if T is partially continuous on E, then it is continuous on every chain C contained in E.

Definition 2.3

A mapping T:EE is called partially bounded if T(C) is bounded for every chain C in E. T is called uniformly partially bounded if all chains T(C) in E are bounded by a unique constant. T is called bounded if T(E) is a bounded subset of E.

Definition 2.4

A mapping T:EE is called partially compact if T(C) is a relatively compact subset of E for all totally ordered sets or chains C in E. T is called uniformly partially compact if T(C) is a uniformly partially bounded and partially compact on E. T is called partially totally bounded if for any totally ordered and bounded subset C of E, T(C) is a relatively compact subset of E. If T is partially continuous and partially totally bounded, then it is called partially completely continuous on E.

Definition 2.5

(Dhage Citation2009) The order relation and the metric d on a nonempty set E are said to be compatible if {xn}nN is a monotone, that is, monotone nondecreasing or monotone nonincreasing sequence in E and if a subsequence {xnk}nN of {xn}nN converges to x implies that the whole sequence {xn}nN converges to x. Similarly, given a partially ordered normed linear space (E,,·), the order relation and the norm · are said to be compatible if and the metric d defined through the norm · are compatible.

Clearly, the set R of real numbers with usual order relation and the norm defined by the absolute value function |·| has this property. Similarly, the finite-dimensional Euclidean space Rn with usual componentwise order relation and the standard norm possesses the compatibility property.

Definition 2.6

(Dhage Citation2010) An upper semi-continuous and nondecreasing function ψ:R+R+ is called a D-function, provided ψ(0)=0. Let (E,,·) be a partially ordered normed linear space. A mapping T:EE is called partially nonlinear D-Lipschitz if there exists a D-function ψ:R+R+ such that(2.1) Tx-Tyψ(x-y)(2.1)

for all comparable elements x,yE. If ψ(r)=kr, k>0, then Tis called a partially Lipschitz with a Lipschitz constant k.

Let (E,,·) be a partially ordered normed linear algebra. DenoteE+={xExθ,whereθis the zero element ofE}

and(2.2) K={E+EuvE+for allu,vE+}.(2.2)

The elements of the set K are called the positive vectors in E. The following lemma follows immediately from the definition of the set K, which is oftentimes used in the hybrid fixed-point theory of Banach algebras and applications to nonlinear differential and integral equations.

Lemma 2.1

(Dhage Citation1999) If u1,u2,v1,v2K are such that u1v1 and u2v2, then u1u2v1v2.

Definition 2.7

An operator T:EE is said to be positive if the range R(T) of T is such that R(T)K.

The Dhage iteration principle or method (in short DIP ir DIM) developed in Dhage (Citation2010; Citation2013; Citation2014a) may be rephrased as “monotonic convergence of the sequence of successive approximations to the solutions of a nonlinear equation beginning with a lower or an upper solution of the equation as its initial or first approximation” and which forms a useful tool in the subject of existence theory of nonlinear analysis. The Dhage iteration method is different from other iterations methods and embodied in the following applicable hybrid fixed-point theorem of Dhage (Citation2014b), which is the key tool for our work contained in the present paper. A few other hybrid fixed-point theorems containing the Dhage iteration principle appear in Dhage (Citation2010; Citation2013; Citation2014a; Citation2014b).

Theorem 2.1

Let (E,,·) be a regular partially ordered complete normed linear algebra such that the order relation and the norm · in E are compatible in every compact chain of E. Let A,B:EK be two nondecreasing operators such that

(a)

A is partially bounded and partially nonlinear D-Lipschitz with D-function ψA,

(b)

B is partially continuous and uniformly partially compact,

(c)

MψA(r)<r, r>0, where M=sup{B(C):CPch(E)}, and

(d)

there exists an element x0X such that x0Ax0Bx0 or x0Ax0Bx0.

Then the operator equation(2.3) AxBx=x(2.3)

has a positive solution x in E and the sequence {xn} of successive iterations defined by xn+1=AxnBxn,  n=0,1,; converges monotonically to x.

Remark 2.1

The compatibility of the order relation and the norm · in every compact chain S of E is held if every partially compact subset of E possesses the compatibility property with respect to and ·. This simple fact is used to prove the desired characterization of the positive solution of the QDE (1.1) defined on J.

3. Main results

The QDE (1.1) is considered in the function space C(J,R) of continuous real-valued functions defined on J. We define a norm · and the order relation in C(J,R) by(3.1) x=suptJ|x(t)|(3.1)

and(3.2) xyx(t)y(t)(3.2)

for all tJ, respectively. Clearly, C(J,R) is a Banach algebra with respect to above supremum norm and is also partially ordered w.r.t. the above partially order relation . It is known that the partially ordered Banach algebra C(J,R) has some nice properties w.r.t. the above order relation in it. The following lemma follows by an application of Arzelá–Ascoli theorem.

Lemma 3.1

Let (C(J,R),,·) be a partially ordered Banach space with the norm · and the order relation defined by (3.1) and (3.2), respectively. Then, · and are compatible in every partially compact subset of C(J,R).

Proof

The proof of the lemma is given in Dhage and Dhage (Citationin press). Since it is not well known, we give the details of proof for the sake of completeness. Let S be a partially compact subset of C(J,R) and let {xn} be a monotone nondecreasing sequence of points in S. Then, we have(ND) x1(t)x2(t)xn(t)(ND)

for each tJ..

Suppose that a subsequence {xnk} of {xn} is convergent and converges to a point x in S. Then the subsequence {xnk(t)} of the monotone real sequence {xn(t)} is convergent. By monotone characterization, the whole sequence {xn(t)} is convergent and converges to a point x(t) in R for each tJ. This shows that the sequence {xn(t)} converges pointwise in S. To show the convergence is uniform, it is enough to show that the sequence {xn(t)} is equicontinuous. Since S is partially compact, every chain or totally ordered set and consequently {xn} is an equicontinuous sequence by Arzelá–Ascoli theorem. Hence {xn} is convergent and converges uniformly to x. As a result, · and are compatible in S. This completes the proof.

We need the following definition in what follows.

Definition 3.1

A function uC1(J,R) is said to be a lower solution of the QDE (1.1) if the function tu(t)f(t,u(t)) is continuously differentiable and satisfiesddtu(t)f(t,u(t))+λu(t)f(t,u(t))g(t,u(t)),u(t0)x0

for all tJ. Similarly, a function vC1(J,R) is said to be an upper solution of the QDE (1.1) if it satisfies the above property and inequalities with reverse sign.

We consider the following set of assumptions in what follows:

  • (A0) The map xxf(t,x) is injection for each tJ.

  • (A1) f defines a function f:J×RR+.

  • (A2) There exists a constant Mf>0 such that 0<f(t,x)Mf for all tJ and xR.

  • (A3) There exists a D-function ϕ, such that0f(t,x)-f(t,y)ϕ(x-y),for all tJ and x,yR, xy.

  • (B1) g defines a function g:J×RR+.

  • (B2) There exists a constant Mg>0 such that g(t,x)Mg for all tJ and xR.

  • (B3) g(t,x) is nondecreasing in x for all tJ.

  • (B4) The QDE (1.1) has a lower solution uC1(J,R).

Remark 3.1

Notice that Hypothesis (A0) holds in particular if the function xxf(t,x) is increasing in R for each tJ.

Lemma 3.2

Suppose that hypothesis (A0) holds. Then a function xC(J,R) is a solution of the QDE (1.1), if and only if it is a solution of the nonlinear quadratic integral equation (in short QIE),(3.3) x(t)=[f(t,x(t))]ce-λtf(t0,x0)+t0te-λ(t-s)g(s,x(s))ds(3.3)

for all tJ, where c=x0eλt0.

Theorem 3.1

Assume that hypotheses (A0)–(A3) and (B1)–(B4) hold. Furthermore, assume that(3.4) |x0f(t0,x0)|+Mgaϕ(r)<r,r>0,(3.4)

then the QDE (1.1) has a positive solution x defined on J and the sequence {xn}n=1 of successive approximations defined by(3.5) xn+1(t)=[f(t,xn(t))]ce-λtf(t0,x0)+t0te-λ(t-s)g(s,xn(s))ds(3.5)

for tR, where x1=u, converges monotonically to x.

Proof

Set E=C(J,R) Then, by Lemma 3.1, every compact chain in E possesses the compatibility property with respect to the norm · and the order relation in E.

Define two operators A and B on E by(3.6) Ax(t)=f(t,x(t)),tJ,(3.6)

and(3.7) Bx(t)=ce-λtf(t0,x0)+t0te-λ(t-s)g(s,x(s))ds,tJ.(3.7)

From the continuity of the integral, it follows that A and B define the maps A,B:EE. Now by Lemma 3.2, the QDE (1.1) is equivalent to the operator equation(3.8) Ax(t)Bx(t)=x(t),tJ.(3.8)

We shall show that the operators A and B satisfy all the conditions of Theorem 2.1. This is achieved in the series of following steps.

Step I: Aand Bare nondecreasing on E.

Let x,yE be such that xy. Then by hypothesis (A3), we obtainAx(t)=f(t,x(t))f(t,y(t))=Ay(t)

for all tJ. This shows that A is nondecreasing operator on E into E. Similarly using hypothesis (B3), it is shown that the operator B is also nondecreasing on E into itself. Thus, A and B are nondecreasing positive operators on E into itself.

Step II: Ais partially bounded and partially D-Lipschitz on E.

Let xE be arbitrary. Then by (A2),|Ax(t)||f(t,x(t))|Mf

for all tJ. Taking supremum over t, we obtain AxMf and so, A is bounded. This further implies that A is partially bounded on E.

Next, let x,yE be such that xy. Then,|Ax(t)-Ay(t)|=|f(t,x(t))-f(t,y(t))|ϕ(|x(t)-y(t)|)ϕ(x-y)

for all tJ. Taking supremum over t, we obtain Ax-Ayϕ(x-y) for all x,yE, xy Hence, A is a partial nonlinear D-LIpschitz on E which further implies that A is a partially continuous on E.

Step III:Bis partially continuous on E.

Let {xn}nN be a sequence in a chain C of E such that xnx for all nN. Then, by dominated convergence theorem, we havelimnBxn(t)=limnce-λtf(t0,x0)+limnt0te-λ(t-s)g(s,xn(s))ds=ce-λtf(t0,x0)+t0te-λ(t-s)limng(s,xn(s))ds=ce-λtf(t0,x0)+t0te-λ(t-s)g(s,x(s))ds=Bx(t)

for all tJ. This shows that Bxn converges monotonically to Bx pointwise on J.

Next, we will show that {Bxn}nN is an equicontinuous sequence of functions in E. Let t1,t2J with t1<t2. Then|Bxn(t2)-Bxn(t1)|ce-λt1f(t0,x0)-ce-λt2f(t0,x0)+t0t1e-λ(t1-s)g(s,xn(s))ds-t0t1e-λ(t2-s)g(s,xn(s))ds+t0t1e-λ(t2-s)g(s,xn(s))ds-t0t2e-λ(t2-s)g(s,xn(s))dsce-λt1f(t0,x0)-ce-λt2f(t0,x0)+t0t1e-λ(t1-s)-e-λ(t2-s)|g(s,xn(s))|ds+t2t1|g(s,xn(s))ds|ce-λt1f(t0,x0)-ce-λt2f(t0,x0)+Mgt0t0+ae-λ(t1-s)-e-λ(t2-s)ds+Mgt1-t20ast2-t10

uniformly for all nN. This shows that the convergence BxnBx is uniform and hence B is partially continuous on E.

Step IV:Bis uniformly partially compact operator on E.

Let C be an arbitrary chain in E. We show that B(C) is a uniformly bounded and equicontinuous set in E. First, we show that B(C) is uniformly bounded. Let yB(C) be any element. Then there is an element xC, such that y=Bx. Now, by hypothesis (B2),|y(t)|ce-λtf(t0,x0)+t0te-λ(t-s)g(s,x(s))dsce-λtf(t0,x0)+t0te-λ(t-s)g(s,x(s))dsx0f(t0,x0)+t0t0+a|g(s,x(s))|dsx0f(t0,x0)+Mga=M

for all tJ. Taking supremum over t, we obtain y=BxM for all yB(C). Hence, B(C) is a uniformly bounded subset of E. Moreover, B(C)M for all chains C in E. Hence, B is a uniformly partially bounded operator on E.

Next, we will show that B(C) is an equicontinuous set in E. Let t1,t2J with t1<t2. Then, for any yB(C), one has|y(t2)-y(t1)|=|Bx(t2)-Bx(t1)|ce-λt1f(t0,x0)-ce-λt2f(t0,x0)+t0t1e-λ(t1-s)g(s,x(s))ds-t0t1e-λ(t2-s)g(s,x(s))ds+t0t1e-λ(t2-s)g(s,x(s))ds-t0t2e-λ(t2-s)g(s,x(s))dsce-λt1f(t0,x0)-ce-λt2f(t0,x0)+t0t1e-λ(t1-s)-e-λ(t2-s)|g(s,x(s))|ds+t2t1|g(s,x(s))ds|ce-λt1f(t0,x0)-ce-λt2f(t0,x0)+Mgt0t0+ae-λ(t1-s)-e-λ(t2-s)ds+Mgt1-t20ast2-t10

uniformly for all yB(C). Hence B(C) is an equicontinuous subset of E. Now, B(C) is a uniformly bounded and equicontinuous set of functions in E, so it is compact. Consequently, B is a uniformly partially compact operator on E into itself.

Step V: u satisfies the operator inequality uAuBu.

By hypothesis (B4), the QDE (1.1) has a lower solution u defined on J. Then, we have(3.9) ddtu(t)f(t,u(t))+λu(t)f(t,u(t))g(t,u(t)),u(t0)x0(3.9)

for all tJ. Multiplying the above inequality (3.9) by the integrating factor eλt, we obtain(3.10) eλtu(t)f(t,u(t))eλtg(t,u(t))(3.10)

for all tJ. A direct integration of (3.10) from t0 to t yields(3.11) u(t)[f(t,u(t))]ce-λtf(t0,x0)+t0te-λ(t-s)g(s,u(s))ds(3.11)

for all tJ. From definitions of the operators A and B, it follows that u(t)Au(t)Bu(t), for all tJ. Hence uAuBu.

Step VI: D-function ϕ satisfies the growth condition MψA(r)<r, r>0.

Finally, the D-function ϕ of the operator A satisfies the inequality given in hypothesis (d) of Theorem 2.1. Now from the estimate given in Step IV, it follows thatMψA(r)|x0f(t0,x0)|+Mgaϕ(r)<r

for all r>0.

Thus, A and B satisfy all the conditions of Theorem 2.1 and we apply it to conclude that the operator equation AxBx=x has a solution. Consequently the integral equation (3.3) and the QDE (1.1) has a solution x defined on J. Furthermore, the sequence {xn}n=1 of successive approximations defined by (3.5) converges monotonically to x. This completes the proof.

Remark 3.2

The conclusion of Theorem 3.1 also remains true if we replace the hypothesis (B4) with the following:

  • (B4) The QDE (1.1) has an upper solution vC1(J,R).

The proof under the new hypothesis is similar to the proof of Theorem 3.1 with appropriate modifications.

Example 3.1

Given a closed and bounded interval J=[0,1], consider the IVP of QDE,(3.12) ddtx(t)f(t,x(t))=14[2+tanhx(t)],tJ,x(0)=0R(3.12)

where the functions f,g:J×RR are defined asf(t,x)=1,ifx0,1+x,if0<x<3,4,ifx3

andg(t,x)=14[2+tanhx]

Clearly, the functions f and g are continuous on J×R into R+. The function f satisfies the hypothesis (A3) with ϕ(r)=r. To see this, we have0f(t,x)-f(t,y)x-y

for all x,yR, xy. Therefore, ϕ(r)=r. Moreover, the function f(t,x) is positive and bounded on J×R with bound Mf=4 and so the hypothesis (A2) is satisfied. Again, since g is positive and bounded on J×R by Mg=34, the hypothesis (B2) holds. Furthermore, g(t,x) is nondecreasing in x for all tJ, and thus hypothesis (B3) is satisfied. Also, condition 3.4 of Theorem 3.1 is held. Finally, the QDE 3.12 has a lower solution u(t)=t4 defined on J, thus all hypotheses of Theorem 3.1 are satisfied. Hence, we apply Theorem 3.1 and conclude that the QDE 3.12 has a solution x defined on J and the sequence {xn}n=1 defined by(3.13) xn+1(t)=14f(t,xn(t))0t2+tanhxn(s)ds(3.13)

for all tJ, where x1=u, converges monotonically to x.

Additional information

Funding

The authors received no direct funding for this research.

Notes on contributors

Bapurao C. Dhage

The key research project of the authors of the paper is to prove existence and find the algorithms for different nonlinear equations that arise in mathematical analysis and allied areas of mathematics via newly developed Dhage iteration method. The quadratic differential equations form an important class in the theory of differential equations. In the present paper, it is shown that the new method is also applicable to such type of nonlinear quadratic differential equations for proving the existence as well as approximations of the solutions under mixed monotonic and geometric conditions.

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