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IOSR Journal of Mathematics (IOSR-JM)

e-ISSN: 2278-5728, p-ISSN: 2319-765X. Volume 11, Issue 6 Ver. III (Nov. - Dec. 2015), PP 17-25
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Existence, Uniqueness and Stability Solution of Differential


Equations with Boundary Conditions
Raad N. Butri1 , Hewa S. Fari 2
1,2

Dartment

of Mathematics, College of Basic Education, University of Duhok,Kurdistan Region, Iraq

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

be a sequence of functions defined on a set. E 1 We say that

converges uniformly to the limit function f on E if given

> 0 there exists a positive

integer N such that :-

f m (t ) f (t ) < , ( m N ,t E ) .
x

Theorem1.If f is continuous on [a,b ] and if F (x ) f (t )dt , a x b , then F (x ) is also

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.

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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

= , ,

with boundary conditions


0 + = .
where , is a closed and bounded domain, d1 .
In this paper, we study the existence, uniqueness and stability solution of non-linear differential
equations with boundary conditions which has the form:
= + , ,

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 = =

are non-negative matrices.

Suppose that the vector functions , , , ,


, , 1 , , , 2 ,

satisfy the following inequalities

, 1 , 1 , 2 , 2

1 1 2 + 2 1 2

, 1 , 1 , 2 , 2

1 1 2 + 2 1 2 ,

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(1 )

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(2)

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Existence, Uniqueness and Stability Solution of Differential Equations with Boundary Conditions

for all 1 , , 1 , 2 1 , , 1 , 2 2 , wher 1 , 2 , 1 , 2 and 1 , 2 are positive


constants, provided that
eA(ts) ,
eB(ts)
where are positive conistants , . = max 0, . .
We define non-empty sets as follows: 1 = 1 (1 + 1 )
2 = 2 (2 + 1 )

(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

which is a continuous on the domain (1.1) and satisfies

the following integral equations:-

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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)

and its exist solution of the problem (P).


Provided that
0 , 0 , 0 0

1 + 1
2 + 2

, 0 , 0 0

and
, 0 , 0 0 , 0 , 0
, 0 , 0 0 , 0 , 0

. . . (10)

(E-)1 0

11)

for all t [0,T] and 0 1 , 0 2 ,m=1,2, ,


1 + 1
where 0 = 2 + 2

Proof. Setting m=0 in (1.6), we have

1 , 0 , 0 0

, 0 , 0

Hence 1 , 0 , 0

1 + 1
1 for all t [0,T]

Then by mathematical induction we can prove that


, 0 , 0 0 1 + 1
That is , 0 , 0 1 for all t [0,T] .

12

Similarly, from the sequence of functions (7), when m=0, we get


1 , 0 , 0 0 2 + 2
Hence 1 , 0 , 0 2 for all t [0,T]
and by mathematical induction also we can obtain that
, 0 , 0 0 2 + 2
then , 0 , 0 2 for all t [0,T] .

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
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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 ) .

And similarly ,when we use the sequence of functions (7), we have


2 , 0 , 0 1 , 0 , 0
(1 1 , 0 , 0 0 + 2 1 , 0 , 0 0 )
And by mathematical induction also we find that
+1 , 0 , 0 , 0 , 0
1 , 0 , 0 1 , 0 , 0 +
2 , 0 , 0 1 , 0 , 0 )
Rewrite (15) and (16) in a vector form , we get
+1
where
+1 , 0 , 0 , 0 , 0
+1 = +1 , 0 , 0 , 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

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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

So that the vector function

, 0 , 0
= , 0 , 0

exist and its a solution of the

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 .

Rewrite the inequalities 21 and (22) in a vector form, we get


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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)

By iterating the inequality (23), we have


, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
Then by the condition (1.5), we fine that
, 0 , 0 , 0 , 0
0

0
, 0 , 0 , 0 , 0
Thus
, 0 , 0
, 0 , 0

, 0 , 0
= , 0 , 0

, 0 , 0
Hence the solution , 0 , 0

of the problem (P) is a unique on the domain (1).

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
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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

By the definition of the stability we find that


, 0 , 0
is a stable solution of the problem (p).
, 0 , 0
VI. Existence And Uniqueness Solution Of .
In this section, we prove the existence and uniqueness theorem of the problem ()by using
Banach fixed point theorem .
Theorem 6. Let the vector functions , , , , in the problem are defined and
continuous on the domain (1) and satisfies assumptions and all conditions of theorem 3, then the
problem has a unique continuous solution on the domain (1).
Proof . Let (C [0,T] , . ) be a Banach space and be a mapping on C [0,T] as follows :

, 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

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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

Rewrite (26`) and (27) in a vector form, that is


, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0
From the condition (1.5), we get
, 0 , 0
, 0 , 0

1
1

2
2

, 0 , 0 , 0 , 0
, 0 , 0 , 0 , 0

is a contraction mapping on [0, ]. By using Banach fixed point theorem , there

exists a fixed point

, 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

is exist and its a unique solution of the problem (p).

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