Abstract
Fixed point arguments and a critical point technique are combined leading to hybrid existence results for a system of three operator equations where only two of the equations have a variational structure.
The components of the solution which are associated to the equations having a variational form represent a Nash-type equilibrium of the corresponding energy functionals.
The result is achieved by an iterative scheme based on Ekeland’s variational principle.
Authors
Andrei Stan
Department of Mathematics Babes-Bolyai University, Cluj-Napoca, Romania
Keywords
Nash-type equilibrium; Perov contraction; Ekeland variational principle; Periodic solution.
Paper coordinates
A. Stan, Nonlinear systems with a partial Nash type equilibrium, Stud. Univ. Babes-Bolyai, Math., 66 (2021) no. 2, 397–408,
http://doi.org/10.24193/subbmath.2021.2.14
About this paper
Journal
Studia Univ. Babes-Bolyai Math.
Publisher Name
Univ. Babes-Bolyai
Print ISSN
0252-1938
Online ISSN
2065-961X
google scholar link
[1] Be ldzinski, M., Galewski, M.,Nash–type equilibria for systems of non-potentialequations, Appl. Math. Comput.385(2020), 125456.
[2] Benedetti, I., Cardinali, T., Precup, R.,Fixed point-critical point hybrid theo-rems and applications to systems with partial variational structure, submitted.
[3] Cournot, A.,The mathematical principles of the theory of wealth,EconomicJ.,1838.
[4] Mawhin, J., Willem, M.,Critical Point Theory and Hamiltonian Systems,Springer, Berlin, 1989.
[5] Nash, J.,Non-cooperative games,Ann. of Math.54(1951), 286-295.
[6] Precup, R.,Methods in Nonlinear Integral Equations, Springer, Amsterdam,2002.
[7] Precup, R.,Nash-type equilibria and periodic solutions to nonvariational sys-tems, Adv. Nonlinear Anal.4(2014), 197-207
Paper (preprint) in HTML form
Nonlinear systems with a partial Nash type equilibrium
Abstract.
In this paper fixed point arguments and a critical point technique are combined leading to hybrid existence results for a system of three operator equations where only two of the equations have a variational structure. The components of the solution which are associated to the equations having a variational form represent a Nash-type equilibrium of the corresponding energy functionals. The result is achieved by an iterative scheme based on Ekeland’s variational principle.
Key words and phrases:
Nash-type equilibrium; Perov contraction; Ekeland variational principle; periodic solution.1991 Mathematics Subject Classification:
47H10, 47J30, 34C251. Introduction
Many nonlinear equations can be seen as a problem of fixed point , where is a certain operator. One says that the equation has a variational form if it is equivalent with a critical point equation . In the paper [7], R. Precup studied systems of the form
(1.1) |
in a Hilbert space, where each of the equations has a variational form, i.e. there are two functionals and such that and , where and are the partial Fréchet derivatives of and with respect to u and v, respectively. Sufficient conditions have been established for that the system admits a solution which is a Nash type equilibrium for the functionals and , that is
Related results are obtained in [1].
The concept of a Nash equilibrium goes back to 1838 when Antoine Augustin Cournot [3] used it in his economics studies about the best output of a firm depending on the outputs of the other firms. The existence of such an equilibrium in the framework of the game theory was proved later in 1951 by John Forbes Nash Jr [5] by using Brouwer’s fixed point theorem. Now the concept is also used outside economics to systems of variational equations. From a physical point of view, a Nash-type equilibrium for two interconnected mechanisms whose energies are is such that the motion of each mechanism is conformed to the minimum energy principle by taking into account the motion of the other.
Also, in the paper [2], a system of type (1.1) is studied under the assumption that only one of the equations, say the second one, has a variational form, and the authors prove the existence of a solution such that minimizes where is the energy functional associated with the second equation. For the proof, they use a hybrid fixed point - critical point method based on Banach’s contraction theorem and Ekeland’s variational principle.
The aim of this paper is to combine the techniques used in [7] and [2], for the study of a system of three equations
where only the last two equations have a variational form. Our goal is to obtain a solution such that the pair is a Nash type equilibrium for the two functionals associated to the last two equations.
2. Main result
Let be a complete metric space and be two real Hilbert spaces which are identified with their duals. Denote . Let be continuous and assume that have a variational structure, i.e. there exist functionals such that is Fréchet differentiable for every is Fréchet differentiable for every and
Here , are the Fréchet derivatives of and respectively.
We also assume that the operator
is a Perov contraction, i.e. there is a square matrix such that tends to the zero matrix as and the following vector Lipschitz condition is satisfied
(2.1) |
for every .
Note that the for a square matrix condition tends to the zero matrix as is equivalent (see [6]) to each one of the following properties:
(i) The spectral radius of is less than one;
(ii) is invertible and
(iii) is invertible and
Here stands for the unit matrix in
The main result is the following theorem.
Theorem 2.1.
Assume that the above conditions are satisfied. Moreover assume that are bounded from below for every and that are constants such that
(2.2) |
(2.3) |
Then the unique fixed point ensured by the Perov contraction theorem has the property that is a Nash type equilibrium for the pair of functionals , i.e.
For the proof we need alternatively one of the following two auxiliary results.
Lemma 2.2.
Let be two sequences of vectors in (column vectors) depending on a parameter such that
for all and where is a matrix with spectral radius less than one. If the sequence is bounded uniformly with respect to and as uniformly with respect to then as uniformly with respect to
Proof.
Since as uniformly with respect to for any fixed column vector , we can find independent of such that for all and all Then, for we have
The conclusion now follows since is bounded uniformly with respect to and as ∎
Lemma 2.3.
Let be two sequences of nonnegative real numbers depending on a parameter which are bounded uniformly with respect to Assume that for all and
where and is a sequence of positive real numbers converging to zero uniformly with respect to . Then and as uniformly with respect to
Proof.
By the uniform convergence to zero of , taking , we can find independent of , such that for all . Consider and assume . Then
Taking into account that and the boundedness of and , it is clear that as uniformly with respect to This clearly gives the conclusion. The case can be treated analogously. ∎
Proof of the theorem.
First note that since the spectral radius of matrix is less than one, the elements of the main diagonal are less than one. Consequently, for every the operator is a contraction. We now use an iterative procedure to construct an approximating sequence . We start with some fixed element Then, by Banach contraction principle, there exists such that . Next, for fixed according to Ekeland variational principle, there is such that
Using again Ekeland variational principle for fixed there is with
At step we find a triple having the following proprieties:
(2.4) | |||
Our next task is to prove that the sequences are Cauchy, which will ensure their convergence. Since we have
whence
For the sequence and we have
(2.5) | ||||
(2.6) | ||||
Denote
With these notations, using (2.5), (2.6) and the Perov contraction condition, we obtain
(2.7) | |||
(2.8) | |||
(2.9) |
For the continuation of the proof we may use either Lemma 2.2 or Lemma 2.3.
1) Use of Lemma 2.2. Letting
the following inequality holds
(2.10) |
Note that if than also . Indeed, one
clearly has and so if as then too.
Rewriting (2.10) as
and using the fact that is invertible and its inverse has positive entries, we can multiply by to obtain
Observe that has the spectral
radius less than one. To prove this, it is enough to show that is
invertible with the inverse has nonegative entries.
Is clear that
hence . Because and are invertible, by taking , we have , hence is invertible and its inverse is One has
and since and are positive matrices, it
follows that is also positive. Therefore, the spectral radius of is
less than one.
From and we have that and
are bounded uniformly with respect to . Because of this, is immediate
that is also bounded uniformly with respect to . Moreover, it
is clear that
converges to zero uniformly with respect to Applying Lemma 2.2 we obtain that are convergent to zero uniformly with respect to Hence the sequences and are Cauchy as desired.
2) Use of Lemma 2.3. The relations can be rewritten under the form
which can be put under the vector form
Denoting we have
whence
(2.11) | ||||
(2.12) | ||||
We make the following notations
Adding and we obtain
whence, with the notations and one has
Note that the sequence converges to zero as uniformly with respect to and that from and the sequences are bounded uniformly with respect to Also note that if then and from Lemma 2.3 we obtain that and converge to zero as uniformly with respt to Similarly, if then we obtain the same conclusion if we apply Lemma 2.3 by interchanging with and with Next, from (2.7) we deduce that as uniformly with respect to and as above, that the sequences and are Cauchy as desired.
Finally the limits of the sequences and give the desired solution of the system after passing to the limit in (2.4). ∎
3. Application
Consider the system
(3.1) |
with the periodic conditions
where and . We will assume that and are - Carathéodory functions.
For let be the closure in of the space We shall endow this space with the inner product
and the corresponding norm
Also we consider the operator given by where is the weak solution of the problem
(3.2) |
For every we have
(3.3) |
hence
Associate to the second and the third equation from (3.1) the functionals
defined by
and
According to [4, Theorem 1.4] we have
or equivalently, for any
Hence
Similarly,
On the other hand, system (3.1) is equivalent to the following fixed point equation
where
Related to we assume that the following Lipschitz conditions hold for some constants
(3.4) |
(3.5) |
(3.6) |
Then
Is clear that and Hence, the above inequality becomes
For we obtain the following estimate
Similarly
Therefore, the condition related to (2.1) holds provided that the spectral radius of the matrix
(3.7) |
is less than one.
In what follows we are trying to establish conditions for and to be bounded from below. To this aim, assume that for and there are and with such that
(3.8) |
and
(3.9) |
Then taking into account the continuous embedding of into we obtain
for some constants This shows us that as Similarly, as Thus the functionals and are coercive. Then, as in [7, Lemma 4.1], these functionals are bounded from bellow.
Finally, assume that for there are -Carathéodory functions of coercive type such that
(3.10) |
and
(3.11) |
for all for all and Here, for example, by the coercivity of we mean that
Fix . Using the above assumption one has
By the coercivity of , there exists such that
for all . Now, for and all using again (3.10) we obtain
as desired. The similar inequality for can be established analogously.
References
- [1] Bełdzinski, M., Galewski, M., Nash–type equilibria for systems of non-potential equations, Appl. Math. Comput. 385(2020), 125456.
- [2] Benedetti, I., Cardinali, T., Precup, R., Fixed point-critical point hybrid theorems and applications to systems with partial variational structure, submitted.
- [3] Cournot, A., The mathematical principles of the theory of wealth, Economic J.,1838.
- [4] Mawhin, J., Willem, M., Critical Point Theory and Hamiltonian Systems, Springer, Berlin, 1989.
- [5] Nash, J., Non-cooperative games, Ann. of Math. 54(1951), 286-295.
- [6] Precup, R., Methods in Nonlinear Integral Equations, Springer, Amsterdam, 2002.
- [7] Precup, R., Nash-type equilibria and periodic solutions to nonvariational systems, Adv. Nonlinear Anal. 4(2014), 197-207.