A fixed-point approach to control problems for Kolmogorov type second-order equations and systems

Abstract

In this paper, the second-order differential equations and systems of Kolmogorov type are defined. With reference to population dynamics models, unlike the first-order equations which give the expression of the per capita rate, in the case of the second-order equations, the law of change of the per capita rate is given. Several control problems with fixed final time and fixed final state, with additive and multiplicative control, are studied. Their controllability is proved with fixed-point methods, the theorems of Banach, Schauder, Krasnoselskii, Avramescu and Perov.

Authors

Radu Precup
Faculty of Mathematics and Computer Science and Institute of Advanced Studies in Science and Technology Babes-Bolyai University, Cluj-Napoca Romania
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, Cluj-Napoca, Romania

Radu Precup

Alexandru Hofman
Faculty of Mathematics and Computer Science Babes-Bolyai University, Cluj-Napoca Romania

Keywords

Kolmogorov system; Lotka–Volterra system; control problem; fixed point; matrix convergent to zero; Volterra–Fredholm integral equation.

Paper coordinates

Al. Hofman, R. Precup, A fixed-point approach to control problems for Kolmogorov type second-order equations and systems, Journal of Fixed Point Theory and Applications,  27 (2025), art. no. 7, https://doi.org/10.1007/s11784-024-01160-5

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Journal of Fixed Point Theory and Applications 

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1661-7738

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1661-7746

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A fixed point approach to control problems for Kolmogorov type second order equations and systems

Alexandru Hofman, Radu Precup A. Hofman, Faculty of Mathematics and Computer Science, Babeş-Bolyai University, 400084 Cluj-Napoca, Romania alexandru.hofman@ubbcluj.ro R. Precup, Faculty of Mathematics and Computer Science and Institute of Advanced Studies in Science and Technology, Babeş-Bolyai University, 400084 Cluj-Napoca, Romania & Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, P.O. Box 68-1, 400110 Cluj-Napoca, Romania r.precup@ictp.acad.ro
Abstract.

In this paper the second order differential equations and systems of Kolmogorov type are defined. With reference to population dynamics models, unlike the first order equations which give the expression of the per capita rate, in the case of the second order equations, the law of change of the per capita rate is given. Several control problems with fixed final time and fixed final state, with additive and multiplicative control are studied. Their controllability is proved with fixed point methods, the theorems of Banach, Schauder, Krasnoselskii, Avramescu and Perov.

Key words and phrases:
Kolmogorov system, Lotka-Volterra system, control problem, fixed point, matrix convergent to zero, Volterra-Fredholm integral equation.
1991 Mathematics Subject Classification:
34H05, 37N25, 34A12, 34K35

1. Introduction and Preliminaries

The well-known Lotka-Volterra system for the dynamics of two species in competition (prey-predator),

{x′=x⁢(α−β⁢y)y′=−y⁢(β−γ⁢x),casessuperscript𝑥′𝑥𝛼𝛽𝑦otherwisesuperscript𝑦′𝑦𝛽𝛾𝑥otherwise\begin{cases}x^{\prime}=x\left(\alpha-\beta y\right)\\ y^{\prime}=-y\left(\beta-\gamma x\right),\end{cases}{ start_ROW start_CELL italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_x ( italic_α - italic_β italic_y ) end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_y start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = - italic_y ( italic_β - italic_γ italic_x ) , end_CELL start_CELL end_CELL end_ROW

finds its generalization in the form of Kolmogorov’s system [11, 27]

(1.1) {x′=x⁢f⁢(x,y)y′=y⁢g⁢(x,y).casessuperscript𝑥′𝑥𝑓𝑥𝑦otherwisesuperscript𝑦′𝑦𝑔𝑥𝑦otherwise\begin{cases}x^{\prime}=xf(x,y)\\ y^{\prime}=yg(x,y).\end{cases}{ start_ROW start_CELL italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_x italic_f ( italic_x , italic_y ) end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_y start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_y italic_g ( italic_x , italic_y ) . end_CELL start_CELL end_CELL end_ROW

The particularity of this system consists in the explicit expressions f⁢(x,y)𝑓𝑥𝑦f\left(x,y\right)italic_f ( italic_x , italic_y ) and g⁢(x,y)𝑔𝑥𝑦g\left(x,y\right)italic_g ( italic_x , italic_y ) of the growth rates per capita x′xsuperscript𝑥′𝑥\frac{x^{\prime}}{x}divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT end_ARG start_ARG italic_x end_ARG and y′ysuperscript𝑦′𝑦\frac{y^{\prime}}{y}divide start_ARG italic_y start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT end_ARG start_ARG italic_y end_ARG of the two species. Systems of this type, with rates f𝑓fitalic_f and g𝑔gitalic_g given by explicit expressions, arise by modeling from numerous problems in ecology, biology, medicine, engineering and economics (see, e.g., [1, 3, 6, 7, 19]), and their analysis covers a series of mathematical aspects such as the existence of solutions, periodicity, permanence, extinction, stability, bifurcation and control [6, 7, 14, 15, 16, 17, 28].

Through variable changes x=eu𝑥superscript𝑒𝑢x=e^{u}italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT and y=ev,𝑦superscript𝑒𝑣y=e^{v},italic_y = italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT , system (1.1) turns into the normal form

{u′=f⁢(eu,ev)v′=g⁢(eu,ev).casessuperscript𝑢′𝑓superscript𝑒𝑢superscript𝑒𝑣otherwisesuperscript𝑣′𝑔superscript𝑒𝑢superscript𝑒𝑣otherwise\begin{cases}u^{\prime}=f\left(e^{u},e^{v}\right)\\ v^{\prime}=g\left(e^{u},e^{v}\right).\end{cases}{ start_ROW start_CELL italic_u start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_f ( italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT ) end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_v start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_g ( italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT ) . end_CELL start_CELL end_CELL end_ROW

In this paper, by a first-order Kolmogorov equation we mean an equation of the form x′=x⁢f⁢(t,x).superscript𝑥′𝑥𝑓𝑡𝑥\ x^{\prime}=xf(t,x).\ italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_x italic_f ( italic_t , italic_x ) .As before, by changing the variable x=eu𝑥superscript𝑒𝑢x=e^{u}italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT it becomes u′=f⁢(t,eu)superscript𝑢′𝑓𝑡superscript𝑒𝑢u^{\prime}=f\left(t,e^{u}\right)italic_u start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT ).

By analogy we say that a second-order equation is a second-order Kolmogorov equation if it has the form

(x′x)′=f⁢(t,x),superscriptsuperscript𝑥′𝑥′𝑓𝑡𝑥\left(\frac{x^{\prime}}{x}\right)^{\prime}=f(t,x),( divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT end_ARG start_ARG italic_x end_ARG ) start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_x ) ,

or equivalently

x′′−1x⁢x′2=x⁢f⁢(t,x).x^{\prime\prime}-\frac{1}{x}x^{\prime^{2}}=xf(t,x).italic_x start_POSTSUPERSCRIPT ′ ′ end_POSTSUPERSCRIPT - divide start_ARG 1 end_ARG start_ARG italic_x end_ARG italic_x start_POSTSUPERSCRIPT ′ start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_POSTSUPERSCRIPT = italic_x italic_f ( italic_t , italic_x ) .

For these equations, in the language of population dynamics, f⁢(t,x)𝑓𝑡𝑥f(t,x)italic_f ( italic_t , italic_x ) gives the change in the per capita rate x′x.superscript𝑥′𝑥\frac{x^{\prime}}{x}.divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT end_ARG start_ARG italic_x end_ARG . More generally, we call Kolmogorov equations of order n,𝑛n,italic_n , the equations of the form

(x′x)(n−1)=f⁢(t,x).superscriptsuperscript𝑥′𝑥𝑛1𝑓𝑡𝑥\left(\frac{x^{\prime}}{x}\right)^{(n-1)}=f(t,x).( divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT end_ARG start_ARG italic_x end_ARG ) start_POSTSUPERSCRIPT ( italic_n - 1 ) end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_x ) .

All these equations have the property that by changing the variable x=eu𝑥superscript𝑒𝑢x=e^{u}italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT they become

u′′=f⁢(t,eu)superscript𝑢′′𝑓𝑡superscript𝑒𝑢u^{\prime\prime}=f\left(t,e^{u}\right)italic_u start_POSTSUPERSCRIPT ′ ′ end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT )

and

u(n)=f⁢(t,eu),superscript𝑢𝑛𝑓𝑡superscript𝑒𝑢u^{(n)}=f\left(t,e^{u}\right),italic_u start_POSTSUPERSCRIPT ( italic_n ) end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT ) ,

respectively.

Generally speaking (see [4]), from a practical point of view, it is important that a mathematical model that describes a certain process can be controlled so that its solution representing the state of the process satisfies a certain requirement, called the controllability condition. The control, which can be a constant, a vector or a function of time, is most often exercised over the parameters of the model (see [20]). For Kolmogorov equations and systems, in case that the rate of change f𝑓fitalic_f is given and no parameters are highlighted, one can exercise the control on f𝑓fitalic_f itself. We can perform the control by changing this rate f𝑓fitalic_f either additively as f−λ,𝑓𝜆f-\lambda,italic_f - italic_λ , or multiplicatively as λ⁢f.𝜆𝑓\lambda f.italic_λ italic_f . One of the common approaches in dealing with the controllability of models is based on fixed point theory (see, e.g., [4, 13, 18, 24, 25]).

In this paper we deal with control problems for second-order equations and systems of Kolmogorov type with additive and multiplicative controls. In case of one equation, the requirement is that, starting from a known initial state, say x⁢(0)=a,x′⁢(0)=0,formulae-sequence𝑥0𝑎superscript𝑥′00x(0)=a,\ x^{\prime}(0)=0,italic_x ( 0 ) = italic_a , italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0 , the state variable reaches at a moment of time T,𝑇T,italic_T , a desired level xTsubscript𝑥𝑇x_{T}italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT, i.e., x⁢(T)=xT.𝑥𝑇subscript𝑥𝑇x\left(T\right)=x_{T}.italic_x ( italic_T ) = italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT . For a two-dimensional system, the controllability condition will be x⁢(T)=xT,y⁢(T)=yT.formulae-sequence𝑥𝑇subscript𝑥𝑇𝑦𝑇subscript𝑦𝑇x\left(T\right)=x_{T},\ y\left(T\right)=y_{T}.italic_x ( italic_T ) = italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , italic_y ( italic_T ) = italic_y start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT . The controllability is proved via the general controllability principle of fixed point equations [24] and the fixed point theorems of Banach, Schauder, Krasnoselskii, Perov and Avramescu. For systems we use the vector approach based on matrices (see [22]), which allows the formulation of the conditions on the functions f𝑓fitalic_f and g𝑔gitalic_g cumulatively. This work is a continuation of our previous papers [24, 9, 8, 10, 20].

Working with general Kolmogorov equations and systems, our results can be applied to numerous particular cases, subject to satisfying the required conditions for the functions f,g.𝑓𝑔f,\ g.italic_f , italic_g .


We conclude this introductory section by recalling some notions and results in fixed point theory that are probably less well known, such as the Krasnoseskii, Avramescu, and Perov theorems (see [2, 5, 12, 21, 22, 26, 23]).

Theorem 1.1 (Krasnoselskii).

Let D𝐷Ditalic_D be a closed bounded convex subset of a Banach space X,A:D→X:𝑋𝐴→𝐷𝑋X,\ A:D\rightarrow Xitalic_X , italic_A : italic_D → italic_X a contraction and B:D→X:𝐵→𝐷𝑋B:D\rightarrow Xitalic_B : italic_D → italic_X a continuous mapping with B⁢(D)𝐵𝐷B\left(D\right)italic_B ( italic_D ) relatively compact. If

A⁢(x)+B⁢(y)∈Dfor every ⁢x,y∈D,formulae-sequence𝐴𝑥𝐵𝑦𝐷for every 𝑥𝑦𝐷A\left(x\right)+B\left(y\right)\in D\ \ \ \text{for every\ \ }x,y\in D,italic_A ( italic_x ) + italic_B ( italic_y ) ∈ italic_D for every italic_x , italic_y ∈ italic_D ,

then the mapping A+B𝐴𝐵A+Bitalic_A + italic_B has at least one fixed point.

Theorem 1.2 (Avramescu).

Let (D1,d)subscript𝐷1𝑑\left(D_{1},\ d\right)( italic_D start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_d ) be a complete metric space, D2subscript𝐷2D_{2}italic_D start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT a closed convex subset of a normed space Y,𝑌Y,italic_Y , and let Ni:D1×D2→Di,:subscript𝑁𝑖→subscript𝐷1subscript𝐷2subscript𝐷𝑖N_{i}:D_{1}\times D_{2}\rightarrow D_{i},italic_N start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT : italic_D start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT × italic_D start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT → italic_D start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT , i=1,2𝑖12i=1,2italic_i = 1 , 2 be continuous mappings. Assume that the following conditions are satisfied:

(a):

There is a constant L∈[0,1)𝐿01L\in[0,1)italic_L ∈ [ 0 , 1 ) such that

d⁢(N1⁢(x,y),N1⁢(x¯,y))≤L⁢d⁢(x,x¯)𝑑subscript𝑁1𝑥𝑦subscript𝑁1¯𝑥𝑦𝐿𝑑𝑥¯𝑥d\left(N_{1}\left(x,y\right),\ N_{1}\left(\overline{x},y\right)\right)\leq Ld% \left(x,\ \overline{x}\right)italic_d ( italic_N start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_x , italic_y ) , italic_N start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( over¯ start_ARG italic_x end_ARG , italic_y ) ) ≤ italic_L italic_d ( italic_x , over¯ start_ARG italic_x end_ARG )

for all x,x¯∈D1𝑥¯𝑥subscript𝐷1x,\overline{x}\in D_{1}italic_x , over¯ start_ARG italic_x end_ARG ∈ italic_D start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT and y∈D2;𝑦subscript𝐷2y\in D_{2};italic_y ∈ italic_D start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ;

(b):

N2⁢(D1×D2)subscript𝑁2subscript𝐷1subscript𝐷2N_{2}\left(D_{1}\times D_{2}\right)italic_N start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_D start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT × italic_D start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) is a relatively compact subset of Y.𝑌Y.italic_Y .

Then there exists (x,y)∈D1×D2𝑥𝑦subscript𝐷1subscript𝐷2\left(x,y\right)\in D_{1}\times D_{2}( italic_x , italic_y ) ∈ italic_D start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT × italic_D start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT with

N1⁢(x,y)=x,N2⁢(x,y)=y.formulae-sequencesubscript𝑁1𝑥𝑦𝑥subscript𝑁2𝑥𝑦𝑦N_{1}\left(x,y\right)=x,\ \ \ N_{2}\left(x,y\right)=y.italic_N start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_x , italic_y ) = italic_x , italic_N start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_x , italic_y ) = italic_y .

Finally, we recall some notions about positive matrices and the vector analog of Banach contraction theorem, namely Perov’s fixed point theorem. For a square matrix M𝑀Mitalic_M ∈ℳn×n⁢(ℝ+),absentsubscriptℳ𝑛𝑛subscriptℝ\in\mathcal{M}_{n\times n}\left(\mathbb{R}_{+}\right),∈ caligraphic_M start_POSTSUBSCRIPT italic_n × italic_n end_POSTSUBSCRIPT ( blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT ) , the spectral radius ρ⁢(M)𝜌𝑀\rho\left(M\right)italic_ρ ( italic_M ) is the maximum among the absolute values of its eigenvalues, and the following statements are equivalent (see, e.g., [22]):

(a):

ρ⁢(M)<1;𝜌𝑀1\rho\left(M\right)<1;italic_ρ ( italic_M ) < 1 ;

(b):

Mk→0→superscript𝑀𝑘0M^{k}\rightarrow 0italic_M start_POSTSUPERSCRIPT italic_k end_POSTSUPERSCRIPT → 0 as k→∞→𝑘k\rightarrow\inftyitalic_k → ∞ (where 00 stands for the zero matrix of the same order as M𝑀Mitalic_M);

(c):

I−M𝐼𝑀I-Mitalic_I - italic_M is nonsingular and inverse-positive, i.e., (I−M)−1superscript𝐼𝑀1(I-M)^{-1}( italic_I - italic_M ) start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT has nonnegative entries (here I𝐼Iitalic_I stands for the unit matrix of the same order as M𝑀Mitalic_M).

A matrix M𝑀Mitalic_M having these properties is said to be convergent to zero.

We note that a vector-matrix inequality x≤M⁢x+y𝑥𝑀𝑥𝑦x\leq Mx+yitalic_x ≤ italic_M italic_x + italic_y for a matrix which is convergent to zero and two column vectors x,y∈ℝ+n,𝑥𝑦superscriptsubscriptℝ𝑛x,y\in\mathbf{\mathbb{R}}_{+}^{n},italic_x , italic_y ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_n end_POSTSUPERSCRIPT , equivalently (I−M)⁢x≤y,𝐼𝑀𝑥𝑦\ \left(I-M\right)x\leq y,( italic_I - italic_M ) italic_x ≤ italic_y , can be multiplied by matrix (I−M)−1superscript𝐼𝑀1(I-M)^{-1}( italic_I - italic_M ) start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT without changing the inequality to become equivalently x≤(I−M)−1⁢y.𝑥superscript𝐼𝑀1𝑦x\leq\left(I-M\right)^{-1}y.italic_x ≤ ( italic_I - italic_M ) start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT italic_y .

In addition we note that the entries from the diagonal of a matrix that is convergent to zero are strictly less than one and for n=2,𝑛2n=2,italic_n = 2 , the necessary and sufficient condition for a matrix M=[ai⁢j]1≤i,j≤2𝑀subscriptdelimited-[]subscript𝑎𝑖𝑗formulae-sequence1𝑖𝑗2M=\left[a_{ij}\right]_{1\leq i,j\leq 2}\ italic_M = [ italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT ] start_POSTSUBSCRIPT 1 ≤ italic_i , italic_j ≤ 2 end_POSTSUBSCRIPTwith nonnegative entries to be convergent to zero is

a11+a22<min⁡{2, 1+det ⁢M}.subscript𝑎11subscript𝑎2221det 𝑀a_{11}+a_{22}<\min\left\{2,\ 1+\text{det\ }M\right\}.italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT < roman_min { 2 , 1 + det italic_M } .

A matrix that is convergent to zero replaces the contraction constant from Banach contraction principle when dealing with mappings N𝑁Nitalic_N from Xmsuperscript𝑋𝑚X^{m}italic_X start_POSTSUPERSCRIPT italic_m end_POSTSUPERSCRIPT to Xm,superscript𝑋𝑚X^{m},italic_X start_POSTSUPERSCRIPT italic_m end_POSTSUPERSCRIPT , where X𝑋Xitalic_X is a complete metric space with metric d.𝑑d.italic_d . More exactly, Perov’s vector analog of Banach’s contraction principle is the following.

Theorem 1.3 (Perov).

Assume that there are numbers ai⁢j∈ℝ+subscript𝑎𝑖𝑗subscriptℝa_{ij}\in\mathbf{\mathbb{R}}_{+}italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT (i,j=1,2,…,m)formulae-sequence𝑖𝑗12…𝑚\left(i,j=1,2,...,m\right)( italic_i , italic_j = 1 , 2 , … , italic_m ) with

d⁢(Ni⁢(x),Ni⁢(y))≤∑j=1mai⁢j⁢d⁢(xj,yj),i=1,2,…,m,formulae-sequence𝑑subscript𝑁𝑖𝑥subscript𝑁𝑖𝑦superscriptsubscript𝑗1𝑚subscript𝑎𝑖𝑗𝑑subscript𝑥𝑗subscript𝑦𝑗𝑖12…𝑚d\left(N_{i}\left(x\right),N_{i}\left(y\right)\right)\leq\sum\limits_{j=1}^{m}% a_{ij}d\left(x_{j},y_{j}\right),\ \ i=1,2,...,m,italic_d ( italic_N start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ( italic_x ) , italic_N start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ( italic_y ) ) ≤ ∑ start_POSTSUBSCRIPT italic_j = 1 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_m end_POSTSUPERSCRIPT italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT italic_d ( italic_x start_POSTSUBSCRIPT italic_j end_POSTSUBSCRIPT , italic_y start_POSTSUBSCRIPT italic_j end_POSTSUBSCRIPT ) , italic_i = 1 , 2 , … , italic_m ,

for all x,y∈Xm,x=(x1,x2,…,xm),formulae-sequence𝑥𝑦superscript𝑋𝑚𝑥subscript𝑥1subscript𝑥2…subscript𝑥𝑚x,y\in X^{m},\ x=\left(x_{1},\ x_{2},\ ...,\ x_{m}\right),italic_x , italic_y ∈ italic_X start_POSTSUPERSCRIPT italic_m end_POSTSUPERSCRIPT , italic_x = ( italic_x start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_x start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT , … , italic_x start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT ) , y=(y1,y=(y_{1},italic_y = ( italic_y start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , y2,subscript𝑦2y_{2},italic_y start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT , …,…...,… , ym).y_{m}).italic_y start_POSTSUBSCRIPT italic_m end_POSTSUBSCRIPT ) . If ρ⁢(M)<1,𝜌𝑀1\rho\left(M\right)<1,italic_ρ ( italic_M ) < 1 , where M=[ai⁢j]1≤i,j≤m,𝑀subscriptdelimited-[]subscript𝑎𝑖𝑗formulae-sequence1𝑖𝑗𝑚M=\left[a_{ij}\right]_{1\leq i,j\leq m},italic_M = [ italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT ] start_POSTSUBSCRIPT 1 ≤ italic_i , italic_j ≤ italic_m end_POSTSUBSCRIPT , then N𝑁Nitalic_N has a unique fixed point in Xm.superscript𝑋𝑚X^{m}.italic_X start_POSTSUPERSCRIPT italic_m end_POSTSUPERSCRIPT . In addition, the fixed point is the limit of the sequence of successive approximations (Nk⁢(x))superscript𝑁𝑘𝑥\left(N^{k}\left(x\right)\right)( italic_N start_POSTSUPERSCRIPT italic_k end_POSTSUPERSCRIPT ( italic_x ) ) starting from any point x𝑥xitalic_x of Xm.superscript𝑋𝑚X^{m}.italic_X start_POSTSUPERSCRIPT italic_m end_POSTSUPERSCRIPT .

Using Perov’s theorem, the nonlinear terms of a system of equations can behave as independently as possible with respect to the variables of the system.

2. Control of second order Kolmogorov equations

2.1. Problems with additive control

We consider the following control problem of a second-order Kolmogorov equation

(2.1) {(x′⁢(t)x⁢(t))′=f⁢(t,x⁢(t))−λx⁢(0)=a,x′⁢(0)=0x>0⁢ on ⁢[0,T],x⁢(T)=xT,casessuperscriptsuperscript𝑥′𝑡𝑥𝑡′𝑓𝑡𝑥𝑡𝜆otherwiseformulae-sequence𝑥0𝑎superscript𝑥′00otherwiseformulae-sequence𝑥0 on 0𝑇𝑥𝑇subscript𝑥𝑇otherwise\begin{cases}\left(\frac{x^{\prime}(t)}{x(t)}\right)^{\prime}=f(t,x(t))-% \lambda\\ x(0)=a,\ \ \ x^{\prime}(0)=0\\ x>0\text{ on\ }\left[0,T\right],\ \ \ x\left(T\right)=x_{T},\end{cases}{ start_ROW start_CELL ( divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( italic_t ) end_ARG start_ARG italic_x ( italic_t ) end_ARG ) start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_x ( italic_t ) ) - italic_λ end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_x ( 0 ) = italic_a , italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0 end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_x > 0 on [ 0 , italic_T ] , italic_x ( italic_T ) = italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , end_CELL start_CELL end_CELL end_ROW

where a,xT>0,𝑎subscript𝑥𝑇0a,\ x_{T}>0,italic_a , italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT > 0 , and the additive control λ𝜆\lambdaitalic_λ is scalar.

Our first result is an existence and uniqueness theorem of the solution (x,λ)𝑥𝜆\left(x,\lambda\right)( italic_x , italic_λ ) of the control problem with x𝑥xitalic_x in a ball of a given radius ρ𝜌\rhoitalic_ρ of the space C⁢[0,T]𝐶0𝑇C\left[0,T\right]italic_C [ 0 , italic_T ] endowed with the Chebyshev norm ‖x‖∞=maxt∈[0,T]⁡|x⁢(t)|.subscriptnorm𝑥subscript𝑡0𝑇𝑥𝑡\left\|x\right\|_{\infty}=\max_{t\in\left[0,T\right]}\left|x\left(t\right)% \right|.∥ italic_x ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT = roman_max start_POSTSUBSCRIPT italic_t ∈ [ 0 , italic_T ] end_POSTSUBSCRIPT | italic_x ( italic_t ) | . Denote

α=ln⁡a,uT=ln⁡xT,γ=2⁢α−uTT2,R=ln⁡ρformulae-sequence𝛼𝑎formulae-sequencesubscript𝑢𝑇subscript𝑥𝑇formulae-sequence𝛾2𝛼subscript𝑢𝑇superscript𝑇2𝑅𝜌\alpha=\ln a,\ \ \ u_{T}=\ln x_{T},\ \ \ \ \gamma=2\frac{\alpha-u_{T}}{T^{2}},% \ \ \ R=\ln\rhoitalic_α = roman_ln italic_a , italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT = roman_ln italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , italic_γ = 2 divide start_ARG italic_α - italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG , italic_R = roman_ln italic_ρ

and for a nonnegative number L,𝐿L,italic_L , in case that L=0,𝐿0L=0,italic_L = 0 , by 1L1𝐿\frac{1}{L}divide start_ARG 1 end_ARG start_ARG italic_L end_ARG let it mean +∞.+\infty.+ ∞ .

Theorem 2.1.

Let L∈ℝ+𝐿subscriptℝL\in\mathbb{R}_{+}italic_L ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT and ρ>0.𝜌0\rho>0.italic_ρ > 0 . Assume that

(2.2) exp⁡(max⁡{|α|,|uT|}+1)≤ρ<2L⁢T2𝛼subscript𝑢𝑇1𝜌2𝐿superscript𝑇2\exp\left(\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+1\right)% \leq\rho<\frac{2}{LT^{2}}roman_exp ( roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + 1 ) ≤ italic_ρ < divide start_ARG 2 end_ARG start_ARG italic_L italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG

and the function f:[0,T]×[0,ρ]→ℝ:𝑓→0𝑇0𝜌ℝf:\left[0,T\right]\times[0,\rho]\rightarrow\mathbb{R}italic_f : [ 0 , italic_T ] × [ 0 , italic_ρ ] → blackboard_R is continuous, f⁢(⋅,0)≡0𝑓⋅00f\left(\cdot,0\right)\equiv 0italic_f ( ⋅ , 0 ) ≡ 0 and satisfies the Lipschitz condition

(2.3) |f⁢(t,v)−f⁢(t,v¯)|≤L⁢|v−v¯|,𝑓𝑡𝑣𝑓𝑡¯𝑣𝐿𝑣¯𝑣\left|f(t,v)-f(t,\overline{v})\right|\leq L|v-\overline{v}|,| italic_f ( italic_t , italic_v ) - italic_f ( italic_t , over¯ start_ARG italic_v end_ARG ) | ≤ italic_L | italic_v - over¯ start_ARG italic_v end_ARG | ,

for all t∈[0,T]𝑡0𝑇t\in[0,T]italic_t ∈ [ 0 , italic_T ], v,v¯∈[0,ρ].𝑣¯𝑣0𝜌v,\overline{v}\in[0,\rho].italic_v , over¯ start_ARG italic_v end_ARG ∈ [ 0 , italic_ρ ] . Then the control problem has a unique solution (x∗,λ∗)superscript𝑥∗superscript𝜆∗(x^{\ast},\lambda^{\ast})( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗>0,superscript𝑥∗0x^{\ast}>0,italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 , ‖x∗‖∞≤ρ,subscriptnormsuperscript𝑥∗𝜌\left\|x^{\ast}\right\|_{\infty}\leq\rho,∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ , and

(2.4) λ∗=2T2⁢(α−ln⁡xT+∫0T∫0τf⁢(s,x∗⁢(s))⁢𝑑s⁢𝑑τ).superscript𝜆∗2superscript𝑇2𝛼subscript𝑥𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑥∗𝑠differential-d𝑠differential-d𝜏\lambda^{\ast}=\frac{2}{T^{2}}\left(\alpha-\ln x_{T}+\int_{0}^{T}\int_{0}^{% \tau}f(s,x^{\ast}(s))dsd\tau\right).italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT = divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_α - roman_ln italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ( italic_s ) ) italic_d italic_s italic_d italic_τ ) .
Proof.

We look for positive x𝑥xitalic_x of the form x=eu,𝑥superscript𝑒𝑢x=e^{u},italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT , whence u=ln⁡x.𝑢𝑥u=\ln\ x.italic_u = roman_ln italic_x . The initial conditions give eu⁢(0)=a,superscript𝑒𝑢0𝑎e^{u(0)}=a,italic_e start_POSTSUPERSCRIPT italic_u ( 0 ) end_POSTSUPERSCRIPT = italic_a , whence u⁢(0)=ln⁡a=α,𝑢0𝑎𝛼u(0)=\ln\ a=\alpha,italic_u ( 0 ) = roman_ln italic_a = italic_α , and u′⁢(0)⁢eu⁢(0)=0,superscript𝑢′0superscript𝑒𝑢00u^{\prime}(0)e^{u(0)}=0,italic_u start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) italic_e start_POSTSUPERSCRIPT italic_u ( 0 ) end_POSTSUPERSCRIPT = 0 , hence u′⁢(0)=0superscript𝑢′00u^{\prime}(0)=0italic_u start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0. Also, the controllability condition yields u⁢(T)=uT.𝑢𝑇subscript𝑢𝑇u\left(T\right)=u_{T}.italic_u ( italic_T ) = italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT . Substituting x=eu𝑥superscript𝑒𝑢x=e^{u}italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT in (2.1) gives the second-order equation u′′=f⁢(t,eu⁢(t))−λ.superscript𝑢′′𝑓𝑡superscript𝑒𝑢𝑡𝜆u^{\prime\prime}=f\left(t,e^{u(t)}\right)-\lambda.italic_u start_POSTSUPERSCRIPT ′ ′ end_POSTSUPERSCRIPT = italic_f ( italic_t , italic_e start_POSTSUPERSCRIPT italic_u ( italic_t ) end_POSTSUPERSCRIPT ) - italic_λ . Integrating two times we obtain the following equation

(2.5) u⁢(t)=α+∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ−λ⁢t22.𝑢𝑡𝛼superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏𝜆superscript𝑡22u(t)=\alpha+\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau-\frac{\lambda t^{2% }}{2}.italic_u ( italic_t ) = italic_α + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_λ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG .

Using the controllability condition u⁢(T)=uT,𝑢𝑇subscript𝑢𝑇u(T)=u_{T},italic_u ( italic_T ) = italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , gives the expression of the control parameter in terms of the variable u𝑢uitalic_u, namely

(2.6) λ=2T2⁢(α−uT+∫0T∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ).𝜆2superscript𝑇2𝛼subscript𝑢𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\lambda=\frac{2}{T^{2}}\left(\alpha-u_{T}+\int_{0}^{T}\int_{0}^{\tau}f(s,e^{u(% s)})dsd\tau\right).italic_λ = divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_α - italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ ) .

Substituting λ𝜆\lambdaitalic_λ into (2.5) we obtain an integral equation of Volterra-Fredholm type

(2.7) u⁢(t)=α−γ⁢t22+∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ.𝑢𝑡𝛼𝛾superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏u(t)=\alpha-\frac{\gamma t^{2}}{2}+\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd% \tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau.italic_u ( italic_t ) = italic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ .

Let BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT be the closed ball of the space C⁢[0,T]𝐶0𝑇C\left[0,T\right]italic_C [ 0 , italic_T ], centered at the origin and of radius R.𝑅R.italic_R .We look for a fixed point u∈BR𝑢subscript𝐵𝑅u\in B_{R}italic_u ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT of the operator A𝐴Aitalic_A given by

A⁢(u)⁢(t)𝐴𝑢𝑡\displaystyle A(u)(t)italic_A ( italic_u ) ( italic_t ) =\displaystyle== α−γ⁢t22+∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ𝛼𝛾superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\alpha-\frac{\gamma t^{2}}{2}+\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u% (s)})dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tauitalic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ
=\displaystyle== (1−t2T2)⁢α+t2T2⁢uT+(1−t2T2)⁢∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ1superscript𝑡2superscript𝑇2𝛼superscript𝑡2superscript𝑇2subscript𝑢𝑇1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\left(1-\frac{t^{2}}{T^{2}}\right)\alpha+\frac{t^{2}}{T^{2}}u_{T}% +\left(1-\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) italic_α + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ
−t2T2⁢∫tT∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ.superscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle-\frac{t^{2}}{T^{2}}\int_{t}^{T}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau.- divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ .

We apply Banach’s fixed point theorem to the operator A𝐴Aitalic_A on the closed ball BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT. First we prove that A𝐴Aitalic_A is a contraction. Let u,u¯∈BR.𝑢¯𝑢subscript𝐵𝑅u,\ \overline{u}\in B_{R}.italic_u , over¯ start_ARG italic_u end_ARG ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . Using the Lipschitz condition on f𝑓fitalic_f and arguments related to convex combinations, we obtain the following estimate

|A⁢(u)⁢(t)−A⁢(u¯)⁢(t)|𝐴𝑢𝑡𝐴¯𝑢𝑡\displaystyle|A(u)(t)-A(\overline{u})(t)|| italic_A ( italic_u ) ( italic_t ) - italic_A ( over¯ start_ARG italic_u end_ARG ) ( italic_t ) |
≤\displaystyle\leq≤ (1−t2T2)⁢∫0t∫0τ|f⁢(s,eu⁢(s))−f⁢(s,eu¯⁢(s))|⁢𝑑s⁢𝑑τ+t2T2⁢∫tT∫0τ|f⁢(s,eu⁢(s))−f⁢(s,eu¯⁢(s))|⁢𝑑s⁢𝑑τ1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠𝑓𝑠superscript𝑒¯𝑢𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠𝑓𝑠superscript𝑒¯𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\left(1-\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}|f(s% ,e^{u(s)})-f(s,e^{\overline{u}(s)})|dsd\tau+\frac{t^{2}}{T^{2}}\int_{t}^{T}% \int_{0}^{\tau}|f(s,e^{u(s)})-f(s,e^{\overline{u}(s)})|dsd\tau( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) - italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) - italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ ∫0T∫0τ|f⁢(s,eu⁢(s))−f⁢(s,eu¯⁢(s))|⁢𝑑s⁢𝑑τsuperscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠𝑓𝑠superscript𝑒¯𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\int_{0}^{T}\int_{0}^{\tau}|f(s,e^{u(s)})-f(s,e^{\overline{u}(s)}% )|dsd\tau∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) - italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ L⁢∫0T∫0τ|eu⁢(s)−eu¯⁢(s)|⁢𝑑s⁢𝑑τ.𝐿superscriptsubscript0𝑇superscriptsubscript0𝜏superscript𝑒𝑢𝑠superscript𝑒¯𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle L\int_{0}^{T}\int_{0}^{\tau}|e^{u(s)}-e^{\overline{u}(s)}|dsd\tau.italic_L ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG ( italic_s ) end_POSTSUPERSCRIPT | italic_d italic_s italic_d italic_τ .

Now using Lagrange’s mean value theorem we have |eu⁢(s)−eu¯⁢(s)|≤ρ⁢|u⁢(s)−u¯⁢(s)|.superscript𝑒𝑢𝑠superscript𝑒¯𝑢𝑠𝜌𝑢𝑠¯𝑢𝑠\left|e^{u(s)}-e^{\overline{u}(s)}\right|\leq\rho\left|u\left(s\right)-% \overline{u}(s)\right|.| italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG ( italic_s ) end_POSTSUPERSCRIPT | ≤ italic_ρ | italic_u ( italic_s ) - over¯ start_ARG italic_u end_ARG ( italic_s ) | . Then

|A⁢(u)⁢(t)−A⁢(u¯)⁢(t)|≤T22⁢L⁢ρ⁢‖u−u¯‖∞.𝐴𝑢𝑡𝐴¯𝑢𝑡superscript𝑇22𝐿𝜌subscriptnorm𝑢¯𝑢|A(u)(t)-A(\overline{u})(t)|\leq\frac{T^{2}}{2}L\rho||u-\overline{u}||_{\infty}.| italic_A ( italic_u ) ( italic_t ) - italic_A ( over¯ start_ARG italic_u end_ARG ) ( italic_t ) | ≤ divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_L italic_ρ | | italic_u - over¯ start_ARG italic_u end_ARG | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT .

Taking the the maximum for t∈[0,T]𝑡0𝑇t\in[0,T]italic_t ∈ [ 0 , italic_T ] gives

‖A⁢(u)−A⁢(u¯)‖∞≤T22⁢L⁢ρ⁢‖u−u¯‖∞.subscriptnorm𝐴𝑢𝐴¯𝑢superscript𝑇22𝐿𝜌subscriptnorm𝑢¯𝑢||A(u)-A(\overline{u})||_{\infty}\leq\frac{T}{2}^{2}L\rho||u-\overline{u}||_{% \infty}.| | italic_A ( italic_u ) - italic_A ( over¯ start_ARG italic_u end_ARG ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ divide start_ARG italic_T end_ARG start_ARG 2 end_ARG start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_L italic_ρ | | italic_u - over¯ start_ARG italic_u end_ARG | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT .

By our assumption one has T22⁢L⁢ρ<1,superscript𝑇22𝐿𝜌1\ \frac{T^{2}}{2}L\rho<1,divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_L italic_ρ < 1 , thus A𝐴Aitalic_A is a contraction on the ball BR.subscript𝐵𝑅B_{R}.italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . We now prove that the operator A𝐴Aitalic_A maps BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT into itself, that is

‖u‖∞≤Rimplies‖A⁢(u)‖∞≤R.formulae-sequencesubscriptnorm𝑢𝑅impliessubscriptnorm𝐴𝑢𝑅||u||_{\infty}\leq R\ \ \ \text{implies}\ \ \ ||A(u)||_{\infty}\leq R.| | italic_u | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R implies | | italic_A ( italic_u ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R .

Using the expression of γ,𝛾\gamma,italic_γ , the inequality (1−σ)z1+σz2≤max{z1,z2}(z1,z2∈ℝ+,σ∈[0,1]),\left(1-\sigma\right)z_{1}+\sigma z_{2}\leq\max\left\{z_{1},z_{2}\right\}\ \ % \left(z_{1},z_{2}\in\mathbb{R}_{+},\ \sigma\in\left[0,1\right]\right),( 1 - italic_σ ) italic_z start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_σ italic_z start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ≤ roman_max { italic_z start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_z start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT } ( italic_z start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_z start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT , italic_σ ∈ [ 0 , 1 ] ) , and the inequality |f⁢(t,v)|=|f⁢(t,v)−f⁢(0,v)|≤L⁢|v|,𝑓𝑡𝑣𝑓𝑡𝑣𝑓0𝑣𝐿𝑣\left|f\left(t,v\right)\right|=\left|f\left(t,v\right)-f\left(0,v\right)\right% |\leq L\left|v\right|,| italic_f ( italic_t , italic_v ) | = | italic_f ( italic_t , italic_v ) - italic_f ( 0 , italic_v ) | ≤ italic_L | italic_v | , we find that

|A⁢(u)⁢(t)|𝐴𝑢𝑡\displaystyle|A(u)(t)|| italic_A ( italic_u ) ( italic_t ) |
≤\displaystyle\leq≤ |(1−t2T2)⁢α+t2T2⁢uT|+(1−t2T2)⁢∫0t∫0τ|f⁢(s,eu⁢(s))|⁢𝑑s⁢𝑑τ1superscript𝑡2superscript𝑇2𝛼superscript𝑡2superscript𝑇2subscript𝑢𝑇1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\left|\left(1-\frac{t^{2}}{T^{2}}\right)\alpha+\frac{t^{2}}{T^{2}% }u_{T}\right|+\left(1-\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}% \left|f(s,e^{u(s)})\right|dsd\tau| ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) italic_α + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
+t2T2⁢∫tT∫0τ|f⁢(s,eu⁢(s))|⁢𝑑s⁢𝑑τsuperscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle+\frac{t^{2}}{T^{2}}\int_{t}^{T}\int_{0}^{\tau}\left|f(s,e^{u(s)}% )\right|dsd\tau+ divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+∫0T∫0τ|f⁢(s,eu⁢(s))|⁢𝑑s⁢𝑑τ𝛼subscript𝑢𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\int_{0% }^{T}\int_{0}^{\tau}\left|f(s,e^{u(s)})\right|dsd\tauroman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+L⁢ρ⁢T22𝛼subscript𝑢𝑇𝐿𝜌superscript𝑇22\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+L\rho% \frac{T^{2}}{2}roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + italic_L italic_ρ divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG
<\displaystyle<< max⁡{|α|,|uT|}+1.𝛼subscript𝑢𝑇1\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+1.roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + 1 .

By our assumptions, max⁡{|α|,|uT|}+1≤eρ=R,𝛼subscript𝑢𝑇1superscript𝑒𝜌𝑅\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+1\leq e^{\rho}=R,roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + 1 ≤ italic_e start_POSTSUPERSCRIPT italic_ρ end_POSTSUPERSCRIPT = italic_R , thus |A⁢(u)⁢(t)|≤R𝐴𝑢𝑡𝑅\left|A(u)(t)\right|\leq R| italic_A ( italic_u ) ( italic_t ) | ≤ italic_R for all t∈[0,T],𝑡0𝑇t\in\left[0,T\right],italic_t ∈ [ 0 , italic_T ] , whence ‖A⁢(u)‖∞≤Rsubscriptnorm𝐴𝑢𝑅\left\|A\left(u\right)\right\|_{\infty}\leq R∥ italic_A ( italic_u ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R as wished. Therefore the Banach contraction theorem applies and together with (2.6) gives the conclusion.

We note the case L=0𝐿0L=0italic_L = 0 is trivial since then f=0𝑓0f=0italic_f = 0 and using (2.6) and (2.7) we immediately obtain the solution (x∗,λ∗),superscript𝑥∗superscript𝜆∗\left(x^{\ast},\lambda^{\ast}\right),( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) , where

x∗⁢(t)=exp⁡(α−(tT)2⁢(α−uT)),λ∗=2T2⁢(α−uT).formulae-sequencesuperscript𝑥∗𝑡𝛼superscript𝑡𝑇2𝛼subscript𝑢𝑇superscript𝜆∗2superscript𝑇2𝛼subscript𝑢𝑇x^{\ast}\left(t\right)=\exp\left(\alpha-\left(\frac{t}{T}\right)^{2}\left(% \alpha-u_{T}\right)\right),\ \ \ \lambda^{\ast}=\frac{2}{T^{2}}\left(\alpha-u_% {T}\right).italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ( italic_t ) = roman_exp ( italic_α - ( divide start_ARG italic_t end_ARG start_ARG italic_T end_ARG ) start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT ( italic_α - italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT ) ) , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT = divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_α - italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT ) .

∎

Remark 2.1.

If we do not require for the solution to satisfy ‖x∗‖∞≤ρ,subscriptnormsuperscript𝑥∗𝜌\left\|x^{\ast}\right\|_{\infty}\leq\rho,∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ , that is, the radius ρ𝜌\rhoitalic_ρ is not a priori given, but we assume however that f:[0,T]×[0,+∞)→ℝ:𝑓→0𝑇0ℝf:\left[0,T\right]\times[0,+\infty)\rightarrow\mathbb{R}italic_f : [ 0 , italic_T ] × [ 0 , + ∞ ) → blackboard_R is continuous and satisfies the Lipschitz condition (2.3) for all t∈[0,T]𝑡0𝑇t\in[0,T]italic_t ∈ [ 0 , italic_T ], v,v¯∈[0,+∞)𝑣¯𝑣0v,\overline{v}\in[0,+\infty)italic_v , over¯ start_ARG italic_v end_ARG ∈ [ 0 , + ∞ ), for some L𝐿Litalic_L with

exp⁡(max⁡{|α|,|uT|}+1)<2L⁢T2,𝛼subscript𝑢𝑇12𝐿superscript𝑇2\exp\left(\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+1\right)<% \frac{2}{LT^{2}},roman_exp ( roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + 1 ) < divide start_ARG 2 end_ARG start_ARG italic_L italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ,

then we may conclude that the control problem has a unique solution (x∗,λ∗)superscript𝑥∗superscript𝜆∗\left(x^{\ast},\lambda^{\ast}\right)( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗>0superscript𝑥∗0x^{\ast}>0italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 and

‖x∗‖∞<2L⁢T2.subscriptnormsuperscript𝑥∗2𝐿superscript𝑇2\left\|x^{\ast}\right\|_{\infty}<\frac{2}{LT^{2}}.∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT < divide start_ARG 2 end_ARG start_ARG italic_L italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG .

Indeed, for the existence it suffices to take any number ρ𝜌\rhoitalic_ρ as in (2.2) and apply the previous result. For uniqueness, assume that x∗∗superscript𝑥∗absent∗x^{\ast\ast}italic_x start_POSTSUPERSCRIPT ∗ ∗ end_POSTSUPERSCRIPT comes from an other solution. Then ‖x∗‖∞≤ρ<‖x∗∗‖∞<2L⁢T2,subscriptnormsuperscript𝑥∗𝜌subscriptnormsuperscript𝑥∗absent∗2𝐿superscript𝑇2\left\|x^{\ast}\right\|_{\infty}\leq\rho<\left\|x^{\ast\ast}\right\|_{\infty}<% \frac{2}{LT^{2}},∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ < ∥ italic_x start_POSTSUPERSCRIPT ∗ ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT < divide start_ARG 2 end_ARG start_ARG italic_L italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG , which contradicts the conclusion of Theorem 2.1 applied to ρ′=‖x∗∗‖∞superscript𝜌′subscriptnormsuperscript𝑥∗absent∗\rho^{\prime}=\left\|x^{\ast\ast}\right\|_{\infty}italic_ρ start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = ∥ italic_x start_POSTSUPERSCRIPT ∗ ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT instead of ρ.𝜌\rho.italic_ρ .

Using Schauder’s fixed point theorem, we do not need f𝑓fitalic_f to satisfy a Lipschitz condition. Instead we will assume a logarithmic growth condition.

Theorem 2.2.

Assume that the function f:[0,T]×[0,ρ]→ℝ:𝑓→0𝑇0𝜌ℝf:\left[0,T\right]\times[0,\rho]\rightarrow\mathbb{R}italic_f : [ 0 , italic_T ] × [ 0 , italic_ρ ] → blackboard_R is continuous and satisfies the growth condition

(2.9) |f(t,v))|≤l1|lnv|+l2,\left|f(t,v))\right|\leq l_{1}\left|\ln v\right|+l_{2},| italic_f ( italic_t , italic_v ) ) | ≤ italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT | roman_ln italic_v | + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ,

for all t∈[0,T]𝑡0𝑇t\in[0,T]italic_t ∈ [ 0 , italic_T ], v∈(0,ρ]𝑣0𝜌v\in(0,\rho]italic_v ∈ ( 0 , italic_ρ ] and some constants l1,l2∈ℝ+subscript𝑙1subscript𝑙2subscriptℝl_{1},l_{2}\in\mathbb{R}_{+}italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT with l1<2T2.subscript𝑙12superscript𝑇2l_{1}<\frac{2}{T^{2}}.italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT < divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG . In addition assume that

(2.10) ρ≥exp⁡(2⁢max⁡{|α|,|uT|}+T2⁢l22−T2⁢l1).𝜌2𝛼subscript𝑢𝑇superscript𝑇2subscript𝑙22superscript𝑇2subscript𝑙1\rho\geq\exp\left(\frac{2\max\left\{\left|\alpha\right|,\left|u_{T}\right|% \right\}+T^{2}l_{2}}{2-T^{2}l_{1}}\right).italic_ρ ≥ roman_exp ( divide start_ARG 2 roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_ARG start_ARG 2 - italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_ARG ) .

Then the control problem has at least one solution (x∗,λ∗)superscript𝑥∗superscript𝜆∗(x^{\ast},\lambda^{\ast})( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗>0,superscript𝑥∗0x^{\ast}>0,italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 , ‖x∗‖∞≤ρ,subscriptnormsuperscript𝑥∗𝜌\left\|x^{\ast}\right\|_{\infty}\leq\rho,∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ , and λ∗superscript𝜆∗\lambda^{\ast}italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT given by (2.4).

Proof.

Proceeding analogously as in the proof of the previous theorem, we obtain the fixed point equation u=A⁢(u),𝑢𝐴𝑢u=A(u),italic_u = italic_A ( italic_u ) , u∈BR𝑢subscript𝐵𝑅u\in B_{R}italic_u ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT and the expression of operator A𝐴Aitalic_A given by (2.1). By standard arguments based on the Arzelà–Ascoli theorem, one has that A:BR→C⁢[0,T]:𝐴→subscript𝐵𝑅𝐶0𝑇A:B_{R}\rightarrow C\left[0,T\right]italic_A : italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT → italic_C [ 0 , italic_T ] is completely continuous. We next deal with the invariance of BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT. For any u∈BR,𝑢subscript𝐵𝑅u\in B_{R},italic_u ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT , we have

|A⁢(u)⁢(t)|𝐴𝑢𝑡\displaystyle|A(u)(t)|| italic_A ( italic_u ) ( italic_t ) |
≤\displaystyle\leq≤ |(1−t2T2)⁢α+t2T2⁢uT|+(1−t2T2)⁢∫0t∫0τ|f⁢(s,eu⁢(s))|⁢𝑑s⁢𝑑τ1superscript𝑡2superscript𝑇2𝛼superscript𝑡2superscript𝑇2subscript𝑢𝑇1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\left|\left(1-\frac{t^{2}}{T^{2}}\right)\alpha+\frac{t^{2}}{T^{2}% }u_{T}\right|+\left(1-\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}% \left|f(s,e^{u(s)})\right|dsd\tau| ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) italic_α + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
+t2T2⁢∫tT∫0τ|f⁢(s,eu⁢(s))|⁢𝑑s⁢𝑑τsuperscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle+\frac{t^{2}}{T^{2}}\int_{t}^{T}\int_{0}^{\tau}\left|f(s,e^{u(s)}% )\right|dsd\tau+ divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+∫0T∫0τ|f⁢(s,eu⁢(s))|⁢𝑑s⁢𝑑τ𝛼subscript𝑢𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\int_{0% }^{T}\int_{0}^{\tau}\left|f(s,e^{u(s)})\right|dsd\tauroman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+∫0T∫0τ(l1⁢|u⁢(s)|+l2)⁢𝑑s⁢𝑑τ𝛼subscript𝑢𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏subscript𝑙1𝑢𝑠subscript𝑙2differential-d𝑠differential-d𝜏\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\int_{0% }^{T}\int_{0}^{\tau}(l_{1}|u(s)|+l_{2})\ dsd\tauroman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT ( italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT | italic_u ( italic_s ) | + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+T22⁢(l1⁢R+l2).𝛼subscript𝑢𝑇superscript𝑇22subscript𝑙1𝑅subscript𝑙2\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\frac{T% ^{2}}{2}\left(l_{1}R+l_{2}\right).roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT italic_R + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) .

One easily can see that (2.10) yields

max⁡{|α|,|uT|}+T22⁢(l1⁢R+l2)≤R.𝛼subscript𝑢𝑇superscript𝑇22subscript𝑙1𝑅subscript𝑙2𝑅\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\frac{T^{2}}{2}\left% (l_{1}R+l_{2}\right)\leq R.roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT italic_R + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) ≤ italic_R .

It follows that ‖A⁢(u)‖∞≤Rsubscriptnorm𝐴𝑢𝑅\left\|A\left(u\right)\right\|_{\infty}\leq R∥ italic_A ( italic_u ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R as desired. Thus Schauder’s fixed point theorem applies and gives the conclusion. ∎

Remark 2.2.

Here again, if we do not require for the solution to satisfy ‖x∗‖∞≤ρ,subscriptnormsuperscript𝑥∗𝜌\left\|x^{\ast}\right\|_{\infty}\leq\rho,∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ , that is, the radius ρ𝜌\rhoitalic_ρ is not a priori given, but we assume however that f:[0,T]×(0,+∞)→ℝ:𝑓→0𝑇0ℝf:\left[0,T\right]\times(0,+\infty)\rightarrow\mathbb{R}italic_f : [ 0 , italic_T ] × ( 0 , + ∞ ) → blackboard_R is continuous and satisfies the growth condition (2.9) for all t∈[0,T]𝑡0𝑇t\in[0,T]italic_t ∈ [ 0 , italic_T ], v∈(0,+∞)𝑣0v\in(0,+\infty)italic_v ∈ ( 0 , + ∞ ) and some constants l1,l2∈ℝ+subscript𝑙1subscript𝑙2subscriptℝl_{1},l_{2}\in\mathbb{R}_{+}italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT with l1<2T2,subscript𝑙12superscript𝑇2l_{1}<\frac{2}{T^{2}},italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT < divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG , then the control problem has at least one solution. This statement is obvious if we use the above result for any ρ≥ρ0𝜌subscript𝜌0\rho\geq\rho_{0}italic_ρ ≥ italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT where

ρ0=exp⁡(2⁢max⁡{|α|,|uT|}+T2⁢l22−T2⁢l1).subscript𝜌02𝛼subscript𝑢𝑇superscript𝑇2subscript𝑙22superscript𝑇2subscript𝑙1\rho_{0}=\exp\left(\frac{2\max\left\{\left|\alpha\right|,\left|u_{T}\right|% \right\}+T^{2}l_{2}}{2-T^{2}l_{1}}\right).italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT = roman_exp ( divide start_ARG 2 roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_ARG start_ARG 2 - italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_ARG ) .

Taking in particular ρ=ρ0,𝜌subscript𝜌0\rho=\rho_{0},italic_ρ = italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT , we find a solution with ‖x∗‖∞≤ρ0.subscriptnormsuperscript𝑥∗subscript𝜌0\left\|x^{\ast}\right\|_{\infty}\leq\rho_{0}.∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT .

The next result combines the two previous ones assuming that f𝑓fitalic_f splits as f=f1+f2,𝑓subscript𝑓1subscript𝑓2f=f_{1}+f_{2},italic_f = italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT , where f1subscript𝑓1f_{1}italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT satisfies a Lipschitz condition while f2subscript𝑓2f_{2}italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT satisfies a logaritmic growth condition. The result is based on Krasnoselskii’s fixed point theorem for a sum of two operators. Here sign L=1𝐿1L=1italic_L = 1 if L>0𝐿0L>0italic_L > 0 and sign L=0𝐿0L=0italic_L = 0 if L=0.𝐿0L=0.italic_L = 0 .

Theorem 2.3.

Assume that the function f:[0,T]×[0,ρ]→ℝ:𝑓→0𝑇0𝜌ℝf:\left[0,T\right]\times[0,\rho]\rightarrow\mathbb{R}italic_f : [ 0 , italic_T ] × [ 0 , italic_ρ ] → blackboard_R is continuous and splits as f=f1+f2,𝑓subscript𝑓1subscript𝑓2f=f_{1}+f_{2},italic_f = italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT , where f1subscript𝑓1f_{1}italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT is like in Theorem 2.1 and f2subscript𝑓2f_{2}italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT is like in Theorem 2.2. In addition assume that

(2.11) ρ≥exp⁡(2⁢max⁡{|α|,|uT|}+T2⁢l2+2⁢sign ⁢L2−T2⁢l1).𝜌2𝛼subscript𝑢𝑇superscript𝑇2subscript𝑙22sign 𝐿2superscript𝑇2subscript𝑙1\rho\geq\exp\left(\frac{2\max\left\{\left|\alpha\right|,\left|u_{T}\right|% \right\}+T^{2}l_{2}+2\text{sign\ }L}{2-T^{2}l_{1}}\right).italic_ρ ≥ roman_exp ( divide start_ARG 2 roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT + 2 sign italic_L end_ARG start_ARG 2 - italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_ARG ) .

Then the control problem has at least one solution (x∗,λ∗)superscript𝑥∗superscript𝜆∗(x^{\ast},\lambda^{\ast})( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗>0,‖x∗‖∞≤ρ,formulae-sequencesuperscript𝑥∗0subscriptnormsuperscript𝑥∗𝜌x^{\ast}>0,\ \left\|x^{\ast}\right\|_{\infty}\leq\rho,italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 , ∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ , and λ∗superscript𝜆∗\lambda^{\ast}italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT given by (2.4).

Proof.

Now the operator A𝐴Aitalic_A can be decomposed as A=A1+A2,𝐴subscript𝐴1subscript𝐴2A=A_{1}+A_{2},italic_A = italic_A start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_A start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT , where

A1⁢(u)⁢(t)=α−γ⁢t22+∫0t∫0τf1⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τf1⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τsubscript𝐴1𝑢𝑡𝛼𝛾superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏subscript𝑓1𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏subscript𝑓1𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏A_{1}\left(u\right)\left(t\right)=\alpha-\frac{\gamma t^{2}}{2}+\int_{0}^{t}% \int_{0}^{\tau}f_{1}(s,e^{u(s)})dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0% }^{\tau}f_{1}(s,e^{u(s)})dsd\tauitalic_A start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_u ) ( italic_t ) = italic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ

and

A2⁢(u)⁢(t)=∫0t∫0τf2⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τf2⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ.subscript𝐴2𝑢𝑡superscriptsubscript0𝑡superscriptsubscript0𝜏subscript𝑓2𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏subscript𝑓2𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏A_{2}\left(u\right)\left(t\right)=\int_{0}^{t}\int_{0}^{\tau}f_{2}(s,e^{u(s)})% dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}f_{2}(s,e^{u(s)})dsd\tau.italic_A start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_u ) ( italic_t ) = ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ .

The operator A1subscript𝐴1A_{1}italic_A start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT is a contraction on BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT with the contraction constant T22⁢L⁢ρ<1superscript𝑇22𝐿𝜌1\frac{T}{2}^{2}L\rho<1divide start_ARG italic_T end_ARG start_ARG 2 end_ARG start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_L italic_ρ < 1 and A2subscript𝐴2A_{2}italic_A start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT is completely continuous. It remains to check Krasnoselskii’s strong invariance condition

A1⁢(u)+A2⁢(v)∈BR⁢ for all ⁢u,v∈BR.formulae-sequencesubscript𝐴1𝑢subscript𝐴2𝑣subscript𝐵𝑅 for all 𝑢𝑣subscript𝐵𝑅A_{1}\left(u\right)+\ A_{2}\left(v\right)\in B_{R}\text{ \ for all \ }u,v\in B% _{R}.italic_A start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_u ) + italic_A start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_v ) ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT for all italic_u , italic_v ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT .

As above one has

|A1⁢(u)⁢(t)+A2⁢(v)⁢(t)|subscript𝐴1𝑢𝑡subscript𝐴2𝑣𝑡\displaystyle\left|A_{1}\left(u\right)\left(t\right)+\ A_{2}\left(v\right)% \left(t\right)\right|| italic_A start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_u ) ( italic_t ) + italic_A start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_v ) ( italic_t ) | ≤\displaystyle\leq≤ |A1⁢(u)⁢(t)|+|A2⁢(v)⁢(t)|subscript𝐴1𝑢𝑡subscript𝐴2𝑣𝑡\displaystyle\left|A_{1}\left(u\right)\left(t\right)\right|+\left|A_{2}\left(v% \right)\left(t\right)\right|| italic_A start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ( italic_u ) ( italic_t ) | + | italic_A start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ( italic_v ) ( italic_t ) |
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+L⁢ρ⁢T22+T22⁢(l1⁢R+l2)𝛼subscript𝑢𝑇𝐿𝜌superscript𝑇22superscript𝑇22subscript𝑙1𝑅subscript𝑙2\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+L\rho% \frac{T^{2}}{2}+\frac{T^{2}}{2}\left(l_{1}R+l_{2}\right)roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + italic_L italic_ρ divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT italic_R + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT )
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+sign ⁢L+T22⁢(l1⁢R+l2)𝛼subscript𝑢𝑇sign 𝐿superscript𝑇22subscript𝑙1𝑅subscript𝑙2\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\text{% sign\ }L+\frac{T^{2}}{2}\left(l_{1}R+l_{2}\right)roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + sign italic_L + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT italic_R + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT )

From (2.11) we easily see that

max⁡{|α|,|uT|}+sign ⁢L+T22⁢(l1⁢R+l2)≤R,𝛼subscript𝑢𝑇sign 𝐿superscript𝑇22subscript𝑙1𝑅subscript𝑙2𝑅\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\text{sign\ }L+\frac% {T^{2}}{2}\left(l_{1}R+l_{2}\right)\leq R,roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + sign italic_L + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT italic_R + italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) ≤ italic_R ,

as desired. ∎

We note that Theorem 2.3 reduces to Theorem 2.1 if L>0𝐿0L>0italic_L > 0 and f2=0subscript𝑓20f_{2}=0italic_f start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT = 0 (when signL=1𝐿1\ L=1italic_L = 1 and l1=l2=0subscript𝑙1subscript𝑙20l_{1}=l_{2}=0italic_l start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT = italic_l start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT = 0); it reduces to Theorem 2.2 if f1=0subscript𝑓10f_{1}=0italic_f start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT = 0 (when L=0𝐿0L=0italic_L = 0 and sign L=0𝐿0L=0italic_L = 0).

2.2. Problem with a multiplicative control

We consider the following control problem

(2.12) {(x′⁢(t)x⁢(t))′=λ⁢f⁢(t,x⁢(t))x⁢(0)=a,x′⁢(0)=0x>0⁢ on ⁢[0,T],x⁢(T)=xT,casessuperscriptsuperscript𝑥′𝑡𝑥𝑡′𝜆𝑓𝑡𝑥𝑡otherwiseformulae-sequence𝑥0𝑎superscript𝑥′00otherwiseformulae-sequence𝑥0 on 0𝑇𝑥𝑇subscript𝑥𝑇otherwise\begin{cases}\left(\frac{x^{\prime}(t)}{x(t)}\right)^{\prime}=\lambda f(t,x(t)% )\\ x(0)=a,\ \ \ x^{\prime}(0)=0\\ x>0\text{ on\ }\left[0,T\right],\ \ \ x\left(T\right)=x_{T},\end{cases}{ start_ROW start_CELL ( divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( italic_t ) end_ARG start_ARG italic_x ( italic_t ) end_ARG ) start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_λ italic_f ( italic_t , italic_x ( italic_t ) ) end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_x ( 0 ) = italic_a , italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0 end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_x > 0 on [ 0 , italic_T ] , italic_x ( italic_T ) = italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , end_CELL start_CELL end_CELL end_ROW

with the multiplicative control parameter λ.𝜆\lambda.italic_λ .

We have the following result on the unique controllability of the problem under a given bound of the positive solution of the equation.

Theorem 2.4.

Let ρ≥exp⁡(|α|+|uT−α|)𝜌𝛼subscript𝑢𝑇𝛼\rho\geq\exp\left(\left|\alpha\right|+\left|u_{T}-\alpha\right|\right)italic_ρ ≥ roman_exp ( | italic_α | + | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | ) and f:[0,T]×[0,ρ]→(0,+∞):𝑓→0𝑇0𝜌0f:\left[0,T\right]\times[0,\rho]\rightarrow\left(0,+\infty\right)italic_f : [ 0 , italic_T ] × [ 0 , italic_ρ ] → ( 0 , + ∞ ) a continuous function satisfying the Lipschitz condition

|f⁢(t,x)−f⁢(t,y)|≤L⁢|x−y|𝑓𝑡𝑥𝑓𝑡𝑦𝐿𝑥𝑦\left|f\left(t,x\right)-f\left(t,y\right)\right|\leq L\left|x-y\right|| italic_f ( italic_t , italic_x ) - italic_f ( italic_t , italic_y ) | ≤ italic_L | italic_x - italic_y |

for all t∈[0,T]𝑡0𝑇t\in\left[0,T\right]italic_t ∈ [ 0 , italic_T ] and x,y∈(0,ρ].𝑥𝑦0𝜌x,y\in(0,\rho].italic_x , italic_y ∈ ( 0 , italic_ρ ] . If

L<fρρ⁢T2⁢|uT−α|,𝐿subscript𝑓𝜌𝜌superscript𝑇2subscript𝑢𝑇𝛼L<\frac{f_{\rho}}{\rho T^{2}\left|u_{T}-\alpha\right|},italic_L < divide start_ARG italic_f start_POSTSUBSCRIPT italic_ρ end_POSTSUBSCRIPT end_ARG start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | end_ARG ,

where fρ:=∫0T∫0τminx∈[1ρ,ρ]⁡f⁢(s,x)⁢𝑑s⁢𝑑τ.assignsubscript𝑓𝜌superscriptsubscript0𝑇superscriptsubscript0𝜏subscript𝑥1𝜌𝜌𝑓𝑠𝑥differential-d𝑠differential-d𝜏f_{\rho}:=\int_{0}^{T}\int_{0}^{\tau}\min_{x\in\left[\frac{1}{\rho},\rho\right% ]}f(s,x)dsd\tau.italic_f start_POSTSUBSCRIPT italic_ρ end_POSTSUBSCRIPT := ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT roman_min start_POSTSUBSCRIPT italic_x ∈ [ divide start_ARG 1 end_ARG start_ARG italic_ρ end_ARG , italic_ρ ] end_POSTSUBSCRIPT italic_f ( italic_s , italic_x ) italic_d italic_s italic_d italic_τ . Then there exists a unique solution (x∗,λ∗)superscript𝑥∗superscript𝜆∗(x^{\ast},\lambda^{\ast})( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) of the control problem (2.12) with x∗>0,superscript𝑥∗0x^{\ast}>0,\ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 , ‖x∗‖∞≤ρ,subscriptnormsuperscript𝑥∗𝜌\left\|x^{\ast}\right\|_{\infty}\leq\rho,∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ , and

λ∗=uT−α∫0T∫0τf⁢(s,x∗)⁢𝑑s⁢𝑑τ.superscript𝜆∗subscript𝑢𝑇𝛼superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑥∗differential-d𝑠differential-d𝜏\lambda^{\ast}=\frac{u_{T}-\alpha}{\int_{0}^{T}\int_{0}^{\tau}f(s,x^{\ast})dsd% \tau}.italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT = divide start_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α end_ARG start_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_ARG .
Proof.

As above, we look for a positive solution x𝑥xitalic_x in the form x=eu,𝑥superscript𝑒𝑢x=e^{u},italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT , the initial and controllability conditions become u⁢(0)=α:=ln⁡a𝑢0𝛼assign𝑎u(0)=\alpha:=\ln\ aitalic_u ( 0 ) = italic_α := roman_ln italic_a and u⁢(T)=uT:=ln⁡xT,𝑢𝑇subscript𝑢𝑇assignsubscript𝑥𝑇u(T)=u_{T}:=\ln\ x_{T},italic_u ( italic_T ) = italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT := roman_ln italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , respectively, while the equation reads as follows

u′′=λ⁢f⁢(t,eu⁢(t)).superscript𝑢′′𝜆𝑓𝑡superscript𝑒𝑢𝑡u^{\prime\prime}=\lambda f\left(t,e^{u(t)}\right).italic_u start_POSTSUPERSCRIPT ′ ′ end_POSTSUPERSCRIPT = italic_λ italic_f ( italic_t , italic_e start_POSTSUPERSCRIPT italic_u ( italic_t ) end_POSTSUPERSCRIPT ) .

Integration leads to

(2.13) u⁢(t)=α+λ⁢∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ𝑢𝑡𝛼𝜆superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏u(t)=\alpha+\lambda\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tauitalic_u ( italic_t ) = italic_α + italic_λ ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ

and using the controllability condition we obtain that

λ=uT−α∫0T∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ.𝜆subscript𝑢𝑇𝛼superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\lambda=\frac{u_{T}-\alpha}{\int_{0}^{T}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau}.italic_λ = divide start_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α end_ARG start_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_ARG .

Substituting λ𝜆\lambdaitalic_λ into (2.13) we obtain an integral equation of the Volterra-Fredholm type

u⁢(t)=α+(uT−α)⁢∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ∫0T∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ,𝑢𝑡𝛼subscript𝑢𝑇𝛼superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏u(t)=\alpha+(u_{T}-\alpha)\frac{\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd% \tau}{\int_{0}^{T}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau},italic_u ( italic_t ) = italic_α + ( italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α ) divide start_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_ARG start_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_ARG ,

that is a fixed point equation u=A⁢(u)𝑢𝐴𝑢u=A(u)italic_u = italic_A ( italic_u ) for the operator A𝐴Aitalic_A defined by the right hand site of the equation on the closed ball BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT of the space C⁢[0,T],𝐶0𝑇C[0,T],italic_C [ 0 , italic_T ] , with center at the origin and radius R.𝑅R.italic_R . We apply Banach’s contraction theorem. Let u,u¯∈BR.𝑢¯𝑢subscript𝐵𝑅u,\ \overline{u}\in B_{R}.italic_u , over¯ start_ARG italic_u end_ARG ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . In the following estimates, for simplicity, we make use of the notation

J⁢(t,u):=∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ.assign𝐽𝑡𝑢superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏J(t,u):=\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau.italic_J ( italic_t , italic_u ) := ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ .

We have the following estimate

|A⁢(u)⁢(t)−A⁢(u¯)⁢(t)|≤|uT−α|⁢|J⁢(t,u)J⁢(T,u)−J⁢(t,u¯)J⁢(T,u¯)|.𝐴𝑢𝑡𝐴¯𝑢𝑡subscript𝑢𝑇𝛼𝐽𝑡𝑢𝐽𝑇𝑢𝐽𝑡¯𝑢𝐽𝑇¯𝑢|A(u)(t)-A(\overline{u})(t)|\leq|u_{T}-\alpha|\left|\frac{J(t,u)}{J(T,u)}-% \frac{J(t,\overline{u})}{J(T,\overline{u})}\right|.| italic_A ( italic_u ) ( italic_t ) - italic_A ( over¯ start_ARG italic_u end_ARG ) ( italic_t ) | ≤ | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | | divide start_ARG italic_J ( italic_t , italic_u ) end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG - divide start_ARG italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) end_ARG start_ARG italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) end_ARG | .

Furthermore

|J⁢(t,u)J⁢(T,u)−J⁢(t,u¯)J⁢(T,u¯)|𝐽𝑡𝑢𝐽𝑇𝑢𝐽𝑡¯𝑢𝐽𝑇¯𝑢\displaystyle\left|\frac{J(t,u)}{J(T,u)}-\frac{J(t,\overline{u})}{J(T,% \overline{u})}\right|| divide start_ARG italic_J ( italic_t , italic_u ) end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG - divide start_ARG italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) end_ARG start_ARG italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) end_ARG | ≤|J⁢(t,u)J⁢(T,u)−J⁢(t,u¯)J⁢(T,u)|+|J⁢(t,u¯)J⁢(T,u)−J⁢(t,u¯)J⁢(T,u¯)|absent𝐽𝑡𝑢𝐽𝑇𝑢𝐽𝑡¯𝑢𝐽𝑇𝑢𝐽𝑡¯𝑢𝐽𝑇𝑢𝐽𝑡¯𝑢𝐽𝑇¯𝑢\displaystyle\leq\left|\frac{J(t,u)}{J(T,u)}-\frac{J(t,\overline{u})}{J(T,u)}% \right|+\left|\frac{J(t,\overline{u})}{J(T,u)}-\frac{J(t,\overline{u})}{J(T,% \overline{u})}\right|≤ | divide start_ARG italic_J ( italic_t , italic_u ) end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG - divide start_ARG italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG | + | divide start_ARG italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG - divide start_ARG italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) end_ARG start_ARG italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) end_ARG |
=|J⁢(t,u)−J⁢(t,u¯)|J⁢(T,u)+J⁢(t,u¯)⁢|J⁢(T,u)−J⁢(T,u¯)|J⁢(T,u)⁢J⁢(T,u¯)absent𝐽𝑡𝑢𝐽𝑡¯𝑢𝐽𝑇𝑢𝐽𝑡¯𝑢𝐽𝑇𝑢𝐽𝑇¯𝑢𝐽𝑇𝑢𝐽𝑇¯𝑢\displaystyle=\frac{|J(t,u)-J(t,\overline{u})|}{J(T,u)}+J(t,\overline{u})\frac% {|J(T,u)-J(T,\overline{u})|}{J(T,u)J(T,\overline{u})}= divide start_ARG | italic_J ( italic_t , italic_u ) - italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) | end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG + italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) divide start_ARG | italic_J ( italic_T , italic_u ) - italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) | end_ARG start_ARG italic_J ( italic_T , italic_u ) italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) end_ARG
≤1J⁢(T,u)⁢(|J⁢(t,u)−J⁢(t,u¯)|+|J⁢(T,u)−J⁢(T,u¯)|).absent1𝐽𝑇𝑢𝐽𝑡𝑢𝐽𝑡¯𝑢𝐽𝑇𝑢𝐽𝑇¯𝑢\displaystyle\leq\frac{1}{J(T,u)}\left(\left|J(t,u)-J(t,\overline{u})\right|+|% J(T,u)-J(T,\overline{u})|\right).≤ divide start_ARG 1 end_ARG start_ARG italic_J ( italic_T , italic_u ) end_ARG ( | italic_J ( italic_t , italic_u ) - italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) | + | italic_J ( italic_T , italic_u ) - italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) | ) .

Next, from

|J⁢(t,u)−J⁢(t,u¯)|,|J⁢(T,u)−J⁢(T,u¯)|≤L⁢ρ⁢T22⁢‖u−u¯‖∞,𝐽𝑡𝑢𝐽𝑡¯𝑢𝐽𝑇𝑢𝐽𝑇¯𝑢𝐿𝜌superscript𝑇22subscriptnorm𝑢¯𝑢\left|J(t,u)-J(t,\overline{u})\right|,\ \ \ \left|J(T,u)-J(T,\overline{u})% \right|\leq L\rho\frac{T^{2}}{2}||u-\overline{u}||_{\infty},| italic_J ( italic_t , italic_u ) - italic_J ( italic_t , over¯ start_ARG italic_u end_ARG ) | , | italic_J ( italic_T , italic_u ) - italic_J ( italic_T , over¯ start_ARG italic_u end_ARG ) | ≤ italic_L italic_ρ divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG | | italic_u - over¯ start_ARG italic_u end_ARG | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ,

and J⁢(T,u)≥fρ,𝐽𝑇𝑢subscript𝑓𝜌J(T,u)\geq f_{\rho},italic_J ( italic_T , italic_u ) ≥ italic_f start_POSTSUBSCRIPT italic_ρ end_POSTSUBSCRIPT , we derive

|A⁢(u)⁢(t)−A⁢(u¯)⁢(t)|≤L⁢ρ⁢T2fρ⁢|uT−α|⁢‖u−u¯‖∞.𝐴𝑢𝑡𝐴¯𝑢𝑡𝐿𝜌superscript𝑇2subscript𝑓𝜌subscript𝑢𝑇𝛼subscriptnorm𝑢¯𝑢\left|A(u)(t)-A(\overline{u})(t)\right|\leq\frac{L\rho T^{2}}{f_{\rho}}\left|u% _{T}-\alpha\right|\left\|u-\overline{u}\right\|_{\infty}.| italic_A ( italic_u ) ( italic_t ) - italic_A ( over¯ start_ARG italic_u end_ARG ) ( italic_t ) | ≤ divide start_ARG italic_L italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_f start_POSTSUBSCRIPT italic_ρ end_POSTSUBSCRIPT end_ARG | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | ∥ italic_u - over¯ start_ARG italic_u end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT .

It follows that

‖A⁢(u)−A⁢(u¯)‖∞≤L⁢ρ⁢T2fρ⁢|uT−α|⁢‖u−u¯‖∞,subscriptnorm𝐴𝑢𝐴¯𝑢𝐿𝜌superscript𝑇2subscript𝑓𝜌subscript𝑢𝑇𝛼subscriptnorm𝑢¯𝑢||A(u)-A(\overline{u})||_{\infty}\leq\frac{L\rho T^{2}}{f_{\rho}}\left|u_{T}-% \alpha\right|\left\|u-\overline{u}\right\|_{\infty},| | italic_A ( italic_u ) - italic_A ( over¯ start_ARG italic_u end_ARG ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ divide start_ARG italic_L italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_f start_POSTSUBSCRIPT italic_ρ end_POSTSUBSCRIPT end_ARG | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | ∥ italic_u - over¯ start_ARG italic_u end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ,

which in view of our assumption shows that A𝐴Aitalic_A is a contraction on BR.subscript𝐵𝑅B_{R}.italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . Next we show that A⁢(BR)⊂BR.𝐴subscript𝐵𝑅subscript𝐵𝑅A\left(B_{R}\right)\subset B_{R}.italic_A ( italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT ) ⊂ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . Indeed, for any u∈BR𝑢subscript𝐵𝑅u\in B_{R}italic_u ∈ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT one has

|A⁢(u)⁢(t)|≤|α|+|uT−α|⁢∫0t∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ∫0T∫0τf⁢(s,eu⁢(s))⁢𝑑s⁢𝑑τ𝐴𝑢𝑡𝛼subscript𝑢𝑇𝛼superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓𝑠superscript𝑒𝑢𝑠differential-d𝑠differential-d𝜏\displaystyle\left|A(u)(t)\right|\leq\left|\alpha\right|+\left|u_{T}-\alpha% \right|\frac{\int_{0}^{t}\int_{0}^{\tau}f(s,e^{u(s)})dsd\tau}{\int_{0}^{T}\int% _{0}^{\tau}f(s,e^{u(s)})dsd\tau}| italic_A ( italic_u ) ( italic_t ) | ≤ | italic_α | + | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | divide start_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_ARG start_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_s , italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_ARG
≤\displaystyle\leq≤ |α|+|uT−α|≤R𝛼subscript𝑢𝑇𝛼𝑅\displaystyle\left|\alpha\right|+\left|u_{T}-\alpha\right|\leq R| italic_α | + | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | ≤ italic_R

since ρ≥exp⁡(|α|+|uT−α|).𝜌𝛼subscript𝑢𝑇𝛼\rho\geq\exp\left(\left|\alpha\right|+\left|u_{T}-\alpha\right|\right).italic_ρ ≥ roman_exp ( | italic_α | + | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT - italic_α | ) . Hence ‖A⁢(u)‖∞≤Rsubscriptnorm𝐴𝑢𝑅\left\|A\left(u\right)\right\|_{\infty}\leq R∥ italic_A ( italic_u ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R as desired. The conclusion follows now from Banach’s fixed point theorem. ∎

3. Control of second order Kolmogorov systems

We consider the following control second-order Kolmogorov system

(3.1) {(x′⁢(t)x⁢(t))′=f⁢(x⁢(t),y⁢(t))−λ(y′⁢(t)y⁢(t))′=g⁢(x⁢(t),y⁢(t))−μx⁢(0)=a,x′⁢(0)=0,y⁢(0)=b,y′⁢(0)=0x,y>0on ⁢[0,T],x⁢(T)=xT,y⁢(T)=yT,casessuperscriptsuperscript𝑥′𝑡𝑥𝑡′𝑓𝑥𝑡𝑦𝑡𝜆otherwisesuperscriptsuperscript𝑦′𝑡𝑦𝑡′𝑔𝑥𝑡𝑦𝑡𝜇otherwiseformulae-sequence𝑥0𝑎formulae-sequencesuperscript𝑥′00formulae-sequence𝑦0𝑏superscript𝑦′00otherwiseformulae-sequence𝑥𝑦0on 0𝑇𝑥𝑇subscript𝑥𝑇𝑦𝑇subscript𝑦𝑇otherwise\begin{cases}\left(\frac{x^{\prime}(t)}{x(t)}\right)^{\prime}=f(x(t),y(t))-% \lambda\\ \left(\frac{y^{\prime}(t)}{y(t)}\right)^{\prime}=g(x(t),y(t))-\mu\\ x(0)=a,\ x^{\prime}(0)=0,\ \ y(0)=b,\ y^{\prime}(0)=0\\ x,\ y>0\ \ \text{on\ }\left[0,T\right],\ \ \ x\left(T\right)=x_{T},\ y\left(T% \right)=y_{T},\end{cases}{ start_ROW start_CELL ( divide start_ARG italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( italic_t ) end_ARG start_ARG italic_x ( italic_t ) end_ARG ) start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_f ( italic_x ( italic_t ) , italic_y ( italic_t ) ) - italic_λ end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL ( divide start_ARG italic_y start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( italic_t ) end_ARG start_ARG italic_y ( italic_t ) end_ARG ) start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT = italic_g ( italic_x ( italic_t ) , italic_y ( italic_t ) ) - italic_μ end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_x ( 0 ) = italic_a , italic_x start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0 , italic_y ( 0 ) = italic_b , italic_y start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0 end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_x , italic_y > 0 on [ 0 , italic_T ] , italic_x ( italic_T ) = italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , italic_y ( italic_T ) = italic_y start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , end_CELL start_CELL end_CELL end_ROW

where a,b,xT,yT>0𝑎𝑏subscript𝑥𝑇subscript𝑦𝑇0a,b,\ x_{T},\ y_{T}>0italic_a , italic_b , italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , italic_y start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT > 0 and the controls λ𝜆\lambdaitalic_λ and μ𝜇\muitalic_μ are constant.

Denote

R𝑅\displaystyle Ritalic_R ::\displaystyle:: =ln⁡ρ,uT=ln⁡xT,vT=ln⁡yT,α=ln⁡a,β=ln⁡b,formulae-sequenceabsent𝜌formulae-sequencesubscript𝑢𝑇subscript𝑥𝑇formulae-sequencesubscript𝑣𝑇subscript𝑦𝑇formulae-sequence𝛼𝑎𝛽𝑏\displaystyle=\ln\rho,\ \ \ u_{T}=\ln x_{T},\ \ \ v_{T}=\ln y_{T},\ \ \ \alpha% =\ln a,\ \ \ \beta=\ln b,= roman_ln italic_ρ , italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT = roman_ln italic_x start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT = roman_ln italic_y start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , italic_α = roman_ln italic_a , italic_β = roman_ln italic_b ,
γ𝛾\displaystyle\gammaitalic_γ =\displaystyle== 2T2⁢(α−uT),θ=2T2⁢(β−vT).2superscript𝑇2𝛼subscript𝑢𝑇𝜃2superscript𝑇2𝛽subscript𝑣𝑇\displaystyle\frac{2}{T^{2}}\left(\alpha-u_{T}\right),\ \ \ \theta=\frac{2}{T^% {2}}\left(\beta-v_{T}\right).divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_α - italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT ) , italic_θ = divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_β - italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT ) .

The next theorem guarantees the unique controllability of the system in a given ball.

Theorem 3.1.

Let

(3.2) ρ≥exp⁡(1+max⁡{|α|,|uT|,|β|,|vT|})𝜌1𝛼subscript𝑢𝑇𝛽subscript𝑣𝑇\rho\geq\exp\left(1+\max\left\{\left|\alpha\right|,\left|u_{T}\right|,\left|% \beta\right|,\left|v_{T}\right|\right\}\right)italic_ρ ≥ roman_exp ( 1 + roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | , | italic_β | , | italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } )

and assume that the functions f,g:[0,ρ]2→ℝ:𝑓𝑔→superscript0𝜌2ℝf,g:\left[0,\rho\right]^{2}\rightarrow\mathbb{R}italic_f , italic_g : [ 0 , italic_ρ ] start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT → blackboard_R satisfy f⁢(0,⋅)≡0,g⁢(⋅,0)≡0formulae-sequence𝑓0⋅0𝑔⋅00f\left(0,\cdot\right)\equiv 0,\ g\left(\cdot,0\right)\equiv 0italic_f ( 0 , ⋅ ) ≡ 0 , italic_g ( ⋅ , 0 ) ≡ 0 and the Lipschitz conditions

|f⁢(x,y)−f⁢(x¯,y¯)|𝑓𝑥𝑦𝑓¯𝑥¯𝑦\displaystyle\left|f(x,y)-f(\overline{x},\overline{y})\right|| italic_f ( italic_x , italic_y ) - italic_f ( over¯ start_ARG italic_x end_ARG , over¯ start_ARG italic_y end_ARG ) | ≤\displaystyle\leq≤ a11⁢|x−x¯|+a12⁢|y−y¯|,subscript𝑎11𝑥¯𝑥subscript𝑎12𝑦¯𝑦\displaystyle a_{11}|x-\overline{x}|+a_{12}|y-\overline{y}|,italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT | italic_x - over¯ start_ARG italic_x end_ARG | + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT | italic_y - over¯ start_ARG italic_y end_ARG | ,
|g⁢(x,y)−g⁢(x¯,y¯)|𝑔𝑥𝑦𝑔¯𝑥¯𝑦\displaystyle\left|g(x,y)-g(\overline{x},\overline{y})\right|| italic_g ( italic_x , italic_y ) - italic_g ( over¯ start_ARG italic_x end_ARG , over¯ start_ARG italic_y end_ARG ) | ≤\displaystyle\leq≤ a21⁢|x−x¯|+a22⁢|y−y¯|,subscript𝑎21𝑥¯𝑥subscript𝑎22𝑦¯𝑦\displaystyle a_{21}|x-\overline{x}|+a_{22}|y-\overline{y}|,italic_a start_POSTSUBSCRIPT 21 end_POSTSUBSCRIPT | italic_x - over¯ start_ARG italic_x end_ARG | + italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT | italic_y - over¯ start_ARG italic_y end_ARG | ,

for all x,y,x¯,y¯∈[0,ρ]𝑥𝑦¯𝑥¯𝑦0𝜌x,y,\overline{x},\overline{y}\in[0,\rho]italic_x , italic_y , over¯ start_ARG italic_x end_ARG , over¯ start_ARG italic_y end_ARG ∈ [ 0 , italic_ρ ] and some nonnegative constants ai⁢j(i,j=1,2),a_{ij}\ \left(i,j=1,2\right),italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT ( italic_i , italic_j = 1 , 2 ) , and that the matrix

M=ρ⁢T22⁢[a11a12a21a22]𝑀𝜌superscript𝑇22matrixsubscript𝑎11subscript𝑎12subscript𝑎21subscript𝑎22M=\frac{\rho T^{2}}{2}\begin{bmatrix}a_{11}&a_{12}\\ a_{21}&a_{22}\end{bmatrix}italic_M = divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG [ start_ARG start_ROW start_CELL italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT end_CELL start_CELL italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_a start_POSTSUBSCRIPT 21 end_POSTSUBSCRIPT end_CELL start_CELL italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT end_CELL end_ROW end_ARG ]

is convergent to zero. Then the control problem has a unique solution (x∗,y∗,λ∗,μ∗)superscript𝑥∗superscript𝑦∗superscript𝜆∗superscript𝜇∗\left(x^{\ast},y^{\ast},\lambda^{\ast},\mu^{\ast}\right)( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_μ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗,y∗>0superscript𝑥∗superscript𝑦∗0x^{\ast},y^{\ast}>0italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 and ‖x∗‖∞,‖y∗‖∞≤ρ.subscriptnormsuperscript𝑥∗subscriptnormsuperscript𝑦∗𝜌\left\|x^{\ast}\right\|_{\infty},\ \left\|y^{\ast}\right\|_{\infty}\leq\rho.∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT , ∥ italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ .

Proof.

Making the change of variables x=eu𝑥superscript𝑒𝑢x=e^{u}italic_x = italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT and y=ev𝑦superscript𝑒𝑣y=e^{v}italic_y = italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT leads to the system

{u′′=f⁢(eu⁢(t),ev⁢(t))−λv′′=g⁢(eu⁢(t),ev⁢(t))−μ,casessuperscript𝑢′′𝑓superscript𝑒𝑢𝑡superscript𝑒𝑣𝑡𝜆otherwisesuperscript𝑣′′𝑔superscript𝑒𝑢𝑡superscript𝑒𝑣𝑡𝜇otherwise\begin{cases}u^{\prime\prime}=f\left(e^{u(t)},e^{v(t)}\right)-\lambda\\ v^{\prime\prime}=g\left(e^{u(t)},e^{v(t)}\right)-\mu,\end{cases}{ start_ROW start_CELL italic_u start_POSTSUPERSCRIPT ′ ′ end_POSTSUPERSCRIPT = italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_t ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_t ) end_POSTSUPERSCRIPT ) - italic_λ end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_v start_POSTSUPERSCRIPT ′ ′ end_POSTSUPERSCRIPT = italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_t ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_t ) end_POSTSUPERSCRIPT ) - italic_μ , end_CELL start_CELL end_CELL end_ROW

the initial conditions become u⁢(0)=α,u′⁢(0)=0,v⁢(0)=βformulae-sequence𝑢0𝛼formulae-sequencesuperscript𝑢′00𝑣0𝛽u\left(0\right)=\alpha,\ u^{\prime}\left(0\right)=0,\ v\left(0\right)=\betaitalic_u ( 0 ) = italic_α , italic_u start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( 0 ) = 0 , italic_v ( 0 ) = italic_β and v⁢(0)=0.𝑣00v\left(0\right)=0.italic_v ( 0 ) = 0 . Also the controllability conditions read as u⁢(T)=uT𝑢𝑇subscript𝑢𝑇u\left(T\right)=u_{T}italic_u ( italic_T ) = italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT and v⁢(T)=vT.𝑣𝑇subscript𝑣𝑇v\left(T\right)=v_{T}.italic_v ( italic_T ) = italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT .

Successive integrations lead to the integral system

(3.3) {u⁢(t)=α+∫0t∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−λ⁢t22v⁢(t)=β+∫0t∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−μ⁢t22.cases𝑢𝑡𝛼superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏𝜆superscript𝑡22otherwise𝑣𝑡𝛽superscriptsubscript0𝑡superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏𝜇superscript𝑡22otherwise\begin{cases}u(t)=\alpha+\int_{0}^{t}\int_{0}^{\tau}f(e^{u(s)},e^{v(s)})dsd% \tau-\frac{\lambda t^{2}}{2}\\ v(t)=\beta+\int_{0}^{t}\int_{0}^{\tau}g(e^{u(s)},e^{v(s)})dsd\tau-\frac{\mu t^% {2}}{2}.\end{cases}{ start_ROW start_CELL italic_u ( italic_t ) = italic_α + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_λ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_v ( italic_t ) = italic_β + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_μ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG . end_CELL start_CELL end_CELL end_ROW

Using the controllability conditions u⁢(T)=uT,𝑢𝑇subscript𝑢𝑇u(T)=u_{T},italic_u ( italic_T ) = italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT , v⁢(T)=vT𝑣𝑇subscript𝑣𝑇v(T)=v_{T}italic_v ( italic_T ) = italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT gives the expression of the control parameters in terms of the state variables u,v,𝑢𝑣u,v,italic_u , italic_v , namely

λ𝜆\displaystyle\lambdaitalic_λ =\displaystyle== 2T2⁢(α−uT)+2T2⁢∫0T∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ2superscript𝑇2𝛼subscript𝑢𝑇2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\frac{2}{T^{2}}\left(\alpha-u_{T}\right)+\frac{2}{T^{2}}\int_{0}^% {T}\int_{0}^{\tau}f(e^{u(s)},e^{v(s)})dsd\taudivide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_α - italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT ) + divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ
=\displaystyle== γ+2T2⁢∫0T∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ,𝛾2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\gamma+\frac{2}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}f(e^{u(s)},e^{v(% s)})dsd\tau,italic_γ + divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ ,
μ𝜇\displaystyle\muitalic_μ =\displaystyle== 2T2⁢(β−vT)+2T2⁢∫0T∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ2superscript𝑇2𝛽subscript𝑣𝑇2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\frac{2}{T^{2}}\left(\beta-v_{T}\right)+\frac{2}{T^{2}}\int_{0}^{% T}\int_{0}^{\tau}g(e^{u(s)},e^{v(s)})dsd\taudivide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ( italic_β - italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT ) + divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ
=\displaystyle== θ+2T2⁢∫0T∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ.𝜃2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\theta+\frac{2}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}g(e^{u(s)},e^{v(% s)})dsd\tau.italic_θ + divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ .

Replacing in (3.3) we arrive to the Volterra-Fredholm integral system

{u⁢(t)=α−γ⁢t22+∫0t∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τu⁢(t)=β−θ⁢t22+∫0t∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ,cases𝑢𝑡𝛼𝛾superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏otherwise𝑢𝑡𝛽𝜃superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏otherwise\begin{cases}u(t)=\alpha-\frac{\gamma t^{2}}{2}+\int_{0}^{t}\int_{0}^{\tau}f(e% ^{u(s)},e^{v(s)})dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}f(e^{u(% s)},e^{v(s)})dsd\tau\\ u(t)=\beta-\frac{\theta t^{2}}{2}+\int_{0}^{t}\int_{0}^{\tau}g(e^{u(s)},e^{v(s% )})dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}g(e^{u(s)},e^{v(s)})% dsd\tau,\end{cases}{ start_ROW start_CELL italic_u ( italic_t ) = italic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ end_CELL start_CELL end_CELL end_ROW start_ROW start_CELL italic_u ( italic_t ) = italic_β - divide start_ARG italic_θ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ , end_CELL start_CELL end_CELL end_ROW

which can be seen as a fixed point equation for the operator N=(A,B),𝑁𝐴𝐵N=(A,B),italic_N = ( italic_A , italic_B ) , where

A⁢(u,v)⁢(t)𝐴𝑢𝑣𝑡\displaystyle A\left(u,v\right)\left(t\right)italic_A ( italic_u , italic_v ) ( italic_t ) =\displaystyle== α−γ⁢t22+∫0t∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ𝛼𝛾superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\alpha-\frac{\gamma t^{2}}{2}+\int_{0}^{t}\int_{0}^{\tau}f(e^{u(s% )},e^{v(s)})dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}f(e^{u(s)},e% ^{v(s)})dsd\tauitalic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ
=\displaystyle== α−γ⁢t22+(1−t2T2)⁢∫0t∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫tT∫0τf⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ,𝛼𝛾superscript𝑡221superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\alpha-\frac{\gamma t^{2}}{2}+\left(1-\frac{t^{2}}{T^{2}}\right)% \int_{0}^{t}\int_{0}^{\tau}f(e^{u(s)},e^{v(s)})dsd\tau-\frac{t^{2}}{T^{2}}\int% _{t}^{T}\int_{0}^{\tau}f(e^{u(s)},e^{v(s)})dsd\tau,italic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ ,
B⁢(u,v)⁢(t)𝐵𝑢𝑣𝑡\displaystyle B\left(u,v\right)\left(t\right)italic_B ( italic_u , italic_v ) ( italic_t ) =\displaystyle== β−θ⁢t22+∫0t∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫0T∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ𝛽𝜃superscript𝑡22superscriptsubscript0𝑡superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript0𝑇superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\beta-\frac{\theta t^{2}}{2}+\int_{0}^{t}\int_{0}^{\tau}g(e^{u(s)% },e^{v(s)})dsd\tau-\frac{t^{2}}{T^{2}}\int_{0}^{T}\int_{0}^{\tau}g(e^{u(s)},e^% {v(s)})dsd\tauitalic_β - divide start_ARG italic_θ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ
=\displaystyle== β−θ⁢t22+(1−t2T2)⁢∫0t∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ−t2T2⁢∫tT∫0τg⁢(eu⁢(s),ev⁢(s))⁢𝑑s⁢𝑑τ.𝛽𝜃superscript𝑡221superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑔superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\beta-\frac{\theta t^{2}}{2}+\left(1-\frac{t^{2}}{T^{2}}\right)% \int_{0}^{t}\int_{0}^{\tau}g(e^{u(s)},e^{v(s)})dsd\tau-\frac{t^{2}}{T^{2}}\int% _{t}^{T}\int_{0}^{\tau}g(e^{u(s)},e^{v(s)})dsd\tau.italic_β - divide start_ARG italic_θ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT italic_g ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) italic_d italic_s italic_d italic_τ .

We shall apply Perov’s fixed point theorem in the set

DR:={(u,v)∈C⁢([0,T];ℝ2):‖u‖∞≤R,‖v‖∞≤R}.assignsubscript𝐷𝑅conditional-set𝑢𝑣𝐶0𝑇superscriptℝ2formulae-sequencesubscriptnorm𝑢𝑅subscriptnorm𝑣𝑅D_{R}:=\{(u,v)\in C([0,T];\mathbb{R}^{2}):\ ||u||_{\infty}\leq R,\ ||v||_{% \infty}\leq R\}.italic_D start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT := { ( italic_u , italic_v ) ∈ italic_C ( [ 0 , italic_T ] ; blackboard_R start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT ) : | | italic_u | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R , | | italic_v | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R } .

First we show that N𝑁Nitalic_N is a Perov contraction. Let (u,v),(u¯,v¯)∈DR.𝑢𝑣¯𝑢¯𝑣subscript𝐷𝑅(u,v),(\overline{u},\overline{v})\in D_{R}.( italic_u , italic_v ) , ( over¯ start_ARG italic_u end_ARG , over¯ start_ARG italic_v end_ARG ) ∈ italic_D start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . Using the Lipschitz conditions and arguments related to convex combinations,  we have

|A⁢(u,v)⁢(t)−A⁢(u¯,v¯)⁢(t)|𝐴𝑢𝑣𝑡𝐴¯𝑢¯𝑣𝑡\displaystyle|A(u,v)(t)-A(\overline{u},\overline{v})(t)|| italic_A ( italic_u , italic_v ) ( italic_t ) - italic_A ( over¯ start_ARG italic_u end_ARG , over¯ start_ARG italic_v end_ARG ) ( italic_t ) |
≤\displaystyle\leq≤ (1−t2T2)⁢∫0t∫0τ|f⁢(eu,ev)−f⁢(eu¯,ev¯)|⁢𝑑s⁢𝑑τ+t2T2⁢∫tT∫0τ|f⁢(eu,ev)−f⁢(eu¯,ev¯)|⁢𝑑s⁢𝑑τ1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢superscript𝑒𝑣𝑓superscript𝑒¯𝑢superscript𝑒¯𝑣differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢superscript𝑒𝑣𝑓superscript𝑒¯𝑢superscript𝑒¯𝑣differential-d𝑠differential-d𝜏\displaystyle\left(1-\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}|f(e% ^{u},e^{v})-f(e^{\overline{u}},e^{\overline{v}})|dsd\tau+\frac{t^{2}}{T^{2}}% \int_{t}^{T}\int_{0}^{\tau}|f(e^{u},e^{v})-f(e^{\overline{u}},e^{\overline{v}}% )|dsd\tau( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT ) - italic_f ( italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_v end_ARG end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT ) - italic_f ( italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_v end_ARG end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ ∫0T∫0τ(a11⁢|eu−eu¯|+a12⁢|ev−ev¯|)⁢𝑑s⁢𝑑τ.superscriptsubscript0𝑇superscriptsubscript0𝜏subscript𝑎11superscript𝑒𝑢superscript𝑒¯𝑢subscript𝑎12superscript𝑒𝑣superscript𝑒¯𝑣differential-d𝑠differential-d𝜏\displaystyle\int_{0}^{T}\int_{0}^{\tau}(a_{11}|e^{u}-e^{\overline{u}}|+a_{12}% |e^{v}-e^{\overline{v}}|)dsd\tau.∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT ( italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT | italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG end_POSTSUPERSCRIPT | + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT | italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_v end_ARG end_POSTSUPERSCRIPT | ) italic_d italic_s italic_d italic_τ .

Furthermore, using Lagrange’s mean theorem one has |eu−eu¯|≤ρ⁢|u−u¯|superscript𝑒𝑢superscript𝑒¯𝑢𝜌𝑢¯𝑢\left|e^{u}-e^{\overline{u}}\right|\leq\rho\left|u-\overline{u}\right|| italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG end_POSTSUPERSCRIPT | ≤ italic_ρ | italic_u - over¯ start_ARG italic_u end_ARG | and |ev−ev¯|≤ρ⁢|v−v¯|superscript𝑒𝑣superscript𝑒¯𝑣𝜌𝑣¯𝑣\left|e^{v}-e^{\overline{v}}\right|\leq\rho\left|v-\overline{v}\right|| italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_v end_ARG end_POSTSUPERSCRIPT | ≤ italic_ρ | italic_v - over¯ start_ARG italic_v end_ARG | and then

∫0T∫0τ(a11⁢|eu−eu¯|+a12⁢|ev−ev¯|)⁢𝑑s⁢𝑑τsuperscriptsubscript0𝑇superscriptsubscript0𝜏subscript𝑎11superscript𝑒𝑢superscript𝑒¯𝑢subscript𝑎12superscript𝑒𝑣superscript𝑒¯𝑣differential-d𝑠differential-d𝜏\displaystyle\int_{0}^{T}\int_{0}^{\tau}(a_{11}|e^{u}-e^{\overline{u}}|+a_{12}% |e^{v}-e^{\overline{v}}|)dsd\tau∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT ( italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT | italic_e start_POSTSUPERSCRIPT italic_u end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_u end_ARG end_POSTSUPERSCRIPT | + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT | italic_e start_POSTSUPERSCRIPT italic_v end_POSTSUPERSCRIPT - italic_e start_POSTSUPERSCRIPT over¯ start_ARG italic_v end_ARG end_POSTSUPERSCRIPT | ) italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ ρ⁢T22⁢(a11⁢‖u−u¯‖∞+a12⁢‖v−v¯‖∞).𝜌superscript𝑇22subscript𝑎11subscriptnorm𝑢¯𝑢subscript𝑎12subscriptnorm𝑣¯𝑣\displaystyle\frac{\rho T^{2}}{2}\left(a_{11}\left\|u-\overline{u}\right\|_{% \infty}+a_{12}\left\|v-\overline{v}\right\|_{\infty}\right).divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT ∥ italic_u - over¯ start_ARG italic_u end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT ∥ italic_v - over¯ start_ARG italic_v end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ) .

It follows that

‖A⁢(u,v)−A⁢(u¯,v¯)‖∞≤ρ⁢T22⁢(a11⁢‖u−u¯‖∞+a12⁢‖v−v¯‖∞).subscriptnorm𝐴𝑢𝑣𝐴¯𝑢¯𝑣𝜌superscript𝑇22subscript𝑎11subscriptnorm𝑢¯𝑢subscript𝑎12subscriptnorm𝑣¯𝑣\left\|A(u,v)-A(\overline{u},\overline{v})\right\|_{\infty}\leq\frac{\rho T^{2% }}{2}\left(a_{11}\left\|u-\overline{u}\right\|_{\infty}+a_{12}\left\|v-% \overline{v}\right\|_{\infty}\right).∥ italic_A ( italic_u , italic_v ) - italic_A ( over¯ start_ARG italic_u end_ARG , over¯ start_ARG italic_v end_ARG ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT ∥ italic_u - over¯ start_ARG italic_u end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT ∥ italic_v - over¯ start_ARG italic_v end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ) .

Similarly

‖B⁢(u,v)−B⁢(u¯,v¯)‖∞≤ρ⁢T22⁢(a21⁢‖u−u¯‖∞+a22⁢‖v−v¯‖∞).subscriptnorm𝐵𝑢𝑣𝐵¯𝑢¯𝑣𝜌superscript𝑇22subscript𝑎21subscriptnorm𝑢¯𝑢subscript𝑎22subscriptnorm𝑣¯𝑣\left\|B(u,v)-B(\overline{u},\overline{v})\right\|_{\infty}\leq\frac{\rho T^{2% }}{2}\left(a_{21}\left\|u-\overline{u}\right\|_{\infty}+a_{22}\left\|v-% \overline{v}\right\|_{\infty}\right).∥ italic_B ( italic_u , italic_v ) - italic_B ( over¯ start_ARG italic_u end_ARG , over¯ start_ARG italic_v end_ARG ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_a start_POSTSUBSCRIPT 21 end_POSTSUBSCRIPT ∥ italic_u - over¯ start_ARG italic_u end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT ∥ italic_v - over¯ start_ARG italic_v end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ) .

These two inequalities can be written in the vector form

[‖A⁢(u,v)−A⁢(u¯,v¯)‖∞‖B⁢(u,v)−B⁢(u¯,v¯)‖∞]≤M⁢[‖u−u¯‖∞‖v−v¯‖∞].delimited-[]subscriptnorm𝐴𝑢𝑣𝐴¯𝑢¯𝑣subscriptnorm𝐵𝑢𝑣𝐵¯𝑢¯𝑣𝑀delimited-[]subscriptnorm𝑢¯𝑢subscriptnorm𝑣¯𝑣\left[\begin{array}[]{c}||A(u,v)-A(\bar{u},\overline{v})||_{\infty}\\ ||B(u,v)-B(\bar{u},\overline{v})||_{\infty}\end{array}\right]\leq M\left[% \begin{array}[]{c}||u-\bar{u}||_{\infty}\\ ||v-\overline{v}||_{\infty}\end{array}\right].[ start_ARRAY start_ROW start_CELL | | italic_A ( italic_u , italic_v ) - italic_A ( over¯ start_ARG italic_u end_ARG , over¯ start_ARG italic_v end_ARG ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL | | italic_B ( italic_u , italic_v ) - italic_B ( over¯ start_ARG italic_u end_ARG , over¯ start_ARG italic_v end_ARG ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] ≤ italic_M [ start_ARRAY start_ROW start_CELL | | italic_u - over¯ start_ARG italic_u end_ARG | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL | | italic_v - over¯ start_ARG italic_v end_ARG | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] .

Since the matrix M𝑀Mitalic_M is assumed to be convergent to zero, the operator N=(A,B)𝑁𝐴𝐵N=\left(A,B\right)italic_N = ( italic_A , italic_B ) is a Perov contraction on DR.subscript𝐷𝑅D_{R}.\ italic_D start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT .It remains to prove the invariance of the set DRsubscript𝐷𝑅D_{R}italic_D start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT, that is,

‖u‖∞≤R,‖v‖∞≤Rimply‖A⁢(u,v)‖∞≤R,‖B⁢(u,v)‖∞≤R.formulae-sequencesubscriptnorm𝑢𝑅formulae-sequencesubscriptnorm𝑣𝑅implyformulae-sequencesubscriptnorm𝐴𝑢𝑣𝑅subscriptnorm𝐵𝑢𝑣𝑅||u||_{\infty}\leq R,\ ||v||_{\infty}\leq R\ \ \ \text{imply}\ \ ||A(u,v)||_{% \infty}\leq R,\ ||B(u,v)||_{\infty}\leq R.| | italic_u | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R , | | italic_v | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R imply | | italic_A ( italic_u , italic_v ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R , | | italic_B ( italic_u , italic_v ) | | start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R .

Since α−γ⁢t22=(1−t2T2)⁢α+t2T2⁢uT𝛼𝛾superscript𝑡221superscript𝑡2superscript𝑇2𝛼superscript𝑡2superscript𝑇2subscript𝑢𝑇\alpha-\frac{\gamma t^{2}}{2}=\left(1-\frac{t^{2}}{T^{2}}\right)\alpha+\frac{t% ^{2}}{T^{2}}u_{T}italic_α - divide start_ARG italic_γ italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG = ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) italic_α + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT and

|f⁢(eu⁢(s),ev⁢(s))|=|f⁢(eu⁢(s),ev⁢(s))−f⁢(0,ev⁢(s))|≤a11⁢eu⁢(s)≤ρ⁢a11,𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠𝑓0superscript𝑒𝑣𝑠subscript𝑎11superscript𝑒𝑢𝑠𝜌subscript𝑎11\left|f\left(e^{u(s)},e^{v(s)}\right)\right|=\left|f\left(e^{u(s)},e^{v(s)}% \right)-f\left(0,e^{v\left(s\right)}\right)\right|\leq a_{11}e^{u\left(s\right% )}\leq\rho a_{11},| italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | = | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) - italic_f ( 0 , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | ≤ italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ≤ italic_ρ italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT ,

we have

|A⁢(u,v)⁢(t)|𝐴𝑢𝑣𝑡\displaystyle|A(u,v)(t)|| italic_A ( italic_u , italic_v ) ( italic_t ) |
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+(1−t2T2)⁢∫0t∫0τ|f⁢(eu⁢(s),ev⁢(s))|⁢𝑑s⁢𝑑τ+t2T2⁢∫tT∫0τ|f⁢(eu⁢(s),ev⁢(s))|⁢𝑑s⁢𝑑τ𝛼subscript𝑢𝑇1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏superscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\left(1% -\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}\left|f(e^{u(s)},e^{v(s)% })\right|dsd\tau+\frac{t^{2}}{T^{2}}\int_{t}^{T}\int_{0}^{\tau}\left|f(e^{u(s)% },e^{v(s)})\right|dsd\tauroman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+∫0T∫0τ|f⁢(eu⁢(s),ev⁢(s))|⁢𝑑s⁢𝑑τ.𝛼subscript𝑢𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\int_{0% }^{T}\int_{0}^{\tau}\left|f(e^{u(s)},e^{v(s)})\right|dsd\tau.roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ .

Since f⁢(0,⋅)≡0,𝑓0⋅0f\left(0,\cdot\right)\equiv 0,italic_f ( 0 , ⋅ ) ≡ 0 , one has

|f⁢(eu⁢(s),ev⁢(s))|=|f⁢(eu⁢(s),ev⁢(s))−f⁢(0,ev⁢(s))|≤a11⁢eu⁢(s)≤ρ⁢a11.𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠𝑓0superscript𝑒𝑣𝑠subscript𝑎11superscript𝑒𝑢𝑠𝜌subscript𝑎11\left|f\left(e^{u(s)},e^{v(s)}\right)\right|=\left|f\left(e^{u(s)},e^{v(s)}% \right)-f\left(0,e^{v\left(s\right)}\right)\right|\leq a_{11}e^{u\left(s\right% )}\leq\rho a_{11}.| italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | = | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) - italic_f ( 0 , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | ≤ italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT ≤ italic_ρ italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT .

Then

|A⁢(u,v)⁢(t)|≤max⁡{|α|,|uT|}+ρ⁢T22⁢a11.𝐴𝑢𝑣𝑡𝛼subscript𝑢𝑇𝜌superscript𝑇22subscript𝑎11|A(u,v)(t)|\leq\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\frac% {\rho T^{2}}{2}a_{11}.| italic_A ( italic_u , italic_v ) ( italic_t ) | ≤ roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT .

Similarly

|B⁢(u,v)⁢(t)|≤max⁡{|β|,|vT|}+ρ⁢T22⁢a22.𝐵𝑢𝑣𝑡𝛽subscript𝑣𝑇𝜌superscript𝑇22subscript𝑎22\left|B\left(u,v\right)\left(t\right)\right|\leq\max\left\{\left|\beta\right|,% \left|v_{T}\right|\right\}+\frac{\rho T^{2}}{2}a_{22}.| italic_B ( italic_u , italic_v ) ( italic_t ) | ≤ roman_max { | italic_β | , | italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT .

Since the elements from the diagonal of a convergent to zero matrix are less than one, we have

ρ⁢T22⁢a11<1and ⁢ρ⁢T22⁢a22<1.formulae-sequence𝜌superscript𝑇22subscript𝑎111and 𝜌superscript𝑇22subscript𝑎221\frac{\rho T^{2}}{2}a_{11}<1\ \ \text{and\ \ }\frac{\rho T^{2}}{2}a_{22}<1.divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT < 1 and divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT < 1 .

Then according to (3.2) we deduce

‖A⁢(u,v)‖∞,‖B⁢(u,v)‖∞≤1+max⁡{|α|,|uT|,|β|,|vT|}≤R.subscriptnorm𝐴𝑢𝑣subscriptnorm𝐵𝑢𝑣1𝛼subscript𝑢𝑇𝛽subscript𝑣𝑇𝑅\left\|A\left(u,v\right)\right\|_{\infty},\ \ \left\|B\left(u,v\right)\right\|% _{\infty}\leq 1+\max\left\{\left|\alpha\right|,\left|u_{T}\right|,\left|\beta% \right|,\left|v_{T}\right|\right\}\leq R.∥ italic_A ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT , ∥ italic_B ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ 1 + roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | , | italic_β | , | italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } ≤ italic_R .

Therefore, the operator N=(A,B)𝑁𝐴𝐵N=(A,B)italic_N = ( italic_A , italic_B ) maps DRsubscript𝐷𝑅D_{R}italic_D start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT into itself and thus Perov’s fixed point theorem applies and guarantees the existence of a unique fixed point (u∗,v∗)∈DR.superscript𝑢∗superscript𝑣∗subscript𝐷𝑅(u^{\ast},v^{\ast})\in D_{R}.( italic_u start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_v start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) ∈ italic_D start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . Finally, x∗=eu∗,superscript𝑥∗superscript𝑒superscript𝑢∗x^{\ast}=e^{u^{\ast}},italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT = italic_e start_POSTSUPERSCRIPT italic_u start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT end_POSTSUPERSCRIPT , y∗=ev∗superscript𝑦∗superscript𝑒superscript𝑣∗y^{\ast}=e^{v^{\ast}}italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT = italic_e start_POSTSUPERSCRIPT italic_v start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT end_POSTSUPERSCRIPT and λ∗,superscript𝜆∗\lambda^{\ast},italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , μ∗superscript𝜇∗\mu^{\ast}italic_μ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT calculated according to (3) give the desired solution of control problem (3.1). ∎

Here again, if instead of the Lipschitz conditions, f𝑓fitalic_f and g𝑔gitalic_g only have a logarithmic growth, then one can prove the existence of a least one solution of the control problem.

Theorem 3.2.

Let f,g:ℝ+2→ℝ:𝑓𝑔→superscriptsubscriptℝ2ℝf,g:\mathbb{R}_{+}^{2}\rightarrow\mathbb{R}italic_f , italic_g : blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT → blackboard_R be continuous and satisfy the logarithmic growth conditions

(3.5) |f⁢(x,y)|𝑓𝑥𝑦\displaystyle\left|f(x,y)\right|| italic_f ( italic_x , italic_y ) | ≤\displaystyle\leq≤ a11⁢|ln⁡x|+a12⁢|ln⁡y|+b1,subscript𝑎11𝑥subscript𝑎12𝑦subscript𝑏1\displaystyle a_{11}\left|\ln x\right|+a_{12}\left|\ln y\right|+b_{1},italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT | roman_ln italic_x | + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT | roman_ln italic_y | + italic_b start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ,
|g⁢(x,y)|𝑔𝑥𝑦\displaystyle\left|g(x,y)\right|| italic_g ( italic_x , italic_y ) | ≤\displaystyle\leq≤ a21⁢|ln⁡x|+a22⁢|ln⁡y|+b2,subscript𝑎21𝑥subscript𝑎22𝑦subscript𝑏2\displaystyle a_{21}\left|\ln x\right|+a_{22}\left|\ln y\right|+b_{2},\ italic_a start_POSTSUBSCRIPT 21 end_POSTSUBSCRIPT | roman_ln italic_x | + italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT | roman_ln italic_y | + italic_b start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ,

for all x,y∈(0,∞)𝑥𝑦0x,y\in\left(0,\infty\right)italic_x , italic_y ∈ ( 0 , ∞ ) and some constants ai⁢j,bi∈ℝ+(i,j=1,2).a_{ij},\ b_{i}\in\mathbb{R}_{+}\ \left(i,j=1,2\right).italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT , italic_b start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT ∈ blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT ( italic_i , italic_j = 1 , 2 ) . Then for each T>0𝑇0T>0italic_T > 0 for which the matrix

M=T22⁢[ai⁢j]1≤i,j≤2𝑀superscript𝑇22subscriptdelimited-[]subscript𝑎𝑖𝑗formulae-sequence1𝑖𝑗2M=\frac{T^{2}}{2}\left[a_{ij}\right]_{1\leq i,j\leq 2}italic_M = divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG [ italic_a start_POSTSUBSCRIPT italic_i italic_j end_POSTSUBSCRIPT ] start_POSTSUBSCRIPT 1 ≤ italic_i , italic_j ≤ 2 end_POSTSUBSCRIPT

converges to zero, the control problem (3.1) has at least one solution (x∗,y∗,λ∗,μ∗)superscript𝑥∗superscript𝑦∗superscript𝜆∗superscript𝜇∗(x^{\ast},y^{\ast},\lambda^{\ast},\mu^{\ast})( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_μ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗>0superscript𝑥∗0x^{\ast}>0italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 and y∗>0.superscript𝑦∗0y^{\ast}>0.italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 .

Proof.

We shall apply Schauder’s fixed point theorem to the operator (A,B)𝐴𝐵\left(A,B\right)( italic_A , italic_B ) in a bounded closed convex set D𝐷Ditalic_D of the form

D=BR1×BR2,𝐷subscript𝐵subscript𝑅1subscript𝐵subscript𝑅2D=B_{R_{1}}\times B_{R_{2}},italic_D = italic_B start_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_POSTSUBSCRIPT × italic_B start_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_POSTSUBSCRIPT ,

where

BRi={w∈C⁢[0,T]:‖w‖∞≤Ri}⁢(i=1,2).subscript𝐵subscript𝑅𝑖conditional-set𝑤𝐶0𝑇subscriptnorm𝑤subscript𝑅𝑖𝑖12B_{R_{i}}=\left\{w\in C\left[0,T\right]:\ \left\|w\right\|_{\infty}\leq R_{i}% \right\}\ \left(i=1,2\right).italic_B start_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT end_POSTSUBSCRIPT = { italic_w ∈ italic_C [ 0 , italic_T ] : ∥ italic_w ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R start_POSTSUBSCRIPT italic_i end_POSTSUBSCRIPT } ( italic_i = 1 , 2 ) .

We need to prove that one can find two positive numbers R1subscript𝑅1R_{1}italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT and R2subscript𝑅2R_{2}italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT such that the following invariance condition is satisfied:

‖u‖∞≤R1,‖v‖∞≤R2imply ⁢‖A⁢(u,v)‖∞≤R1,‖B⁢(u,v)‖∞≤R2.formulae-sequencesubscriptnorm𝑢subscript𝑅1formulae-sequencesubscriptnorm𝑣subscript𝑅2formulae-sequenceimply subscriptnorm𝐴𝑢𝑣subscript𝑅1subscriptnorm𝐵𝑢𝑣subscript𝑅2\left\|u\right\|_{\infty}\leq R_{1},\ \left\|v\right\|_{\infty}\leq R_{2}\ \ % \ \text{imply\ \ }\left\|A\left(u,v\right)\right\|_{\infty}\leq R_{1},\ \ % \left\|B\left(u,v\right)\right\|_{\infty}\leq R_{2}.∥ italic_u ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , ∥ italic_v ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT imply ∥ italic_A ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , ∥ italic_B ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT .

Using (3.5) we have

|A⁢(u,v)⁢(t)|𝐴𝑢𝑣𝑡\displaystyle|A(u,v)(t)|| italic_A ( italic_u , italic_v ) ( italic_t ) | ≤\displaystyle\leq≤ |(1−t2T2)⁢α+t2T2⁢uT|+(1−t2T2)⁢∫0t∫0τ|f⁢(eu⁢(s),ev⁢(s))|⁢𝑑s⁢𝑑τ1superscript𝑡2superscript𝑇2𝛼superscript𝑡2superscript𝑇2subscript𝑢𝑇1superscript𝑡2superscript𝑇2superscriptsubscript0𝑡superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\left|\left(1-\frac{t^{2}}{T^{2}}\right)\alpha+\frac{t^{2}}{T^{2}% }u_{T}\right|+\left(1-\frac{t^{2}}{T^{2}}\right)\int_{0}^{t}\int_{0}^{\tau}% \left|f(e^{u(s)},e^{v(s)})\right|dsd\tau| ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) italic_α + divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | + ( 1 - divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ) ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_t end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
+t2T2⁢∫tT∫0τ|f⁢(eu⁢(s),ev⁢(s))|⁢𝑑s⁢𝑑τsuperscript𝑡2superscript𝑇2superscriptsubscript𝑡𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle+\frac{t^{2}}{T^{2}}\int_{t}^{T}\int_{0}^{\tau}\left|f(e^{u(s)},e% ^{v(s)})\right|dsd\tau+ divide start_ARG italic_t start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG ∫ start_POSTSUBSCRIPT italic_t end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+∫0T∫0τ|f⁢(eu⁢(s),ev⁢(s))|⁢𝑑s⁢𝑑τ𝛼subscript𝑢𝑇superscriptsubscript0𝑇superscriptsubscript0𝜏𝑓superscript𝑒𝑢𝑠superscript𝑒𝑣𝑠differential-d𝑠differential-d𝜏\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\int_{0% }^{T}\int_{0}^{\tau}\left|f(e^{u(s)},e^{v(s)})\right|dsd\tauroman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_T end_POSTSUPERSCRIPT ∫ start_POSTSUBSCRIPT 0 end_POSTSUBSCRIPT start_POSTSUPERSCRIPT italic_τ end_POSTSUPERSCRIPT | italic_f ( italic_e start_POSTSUPERSCRIPT italic_u ( italic_s ) end_POSTSUPERSCRIPT , italic_e start_POSTSUPERSCRIPT italic_v ( italic_s ) end_POSTSUPERSCRIPT ) | italic_d italic_s italic_d italic_τ
≤\displaystyle\leq≤ max⁡{|α|,|uT|}+T22⁢(a11⁢R1+a12⁢R2+b1)𝛼subscript𝑢𝑇superscript𝑇22subscript𝑎11subscript𝑅1subscript𝑎12subscript𝑅2subscript𝑏1\displaystyle\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\frac{T% ^{2}}{2}\left(a_{11}R_{1}+a_{12}R_{2}+b_{1}\right)roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT + italic_b start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT )

A similar estimate holds for B.𝐵B.\ italic_B .Hence,

‖A⁢(u,v)‖∞subscriptnorm𝐴𝑢𝑣\displaystyle\left\|A(u,v)\right\|_{\infty}∥ italic_A ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤\displaystyle\leq≤ T22⁢(a11⁢R1+a12⁢R2)+η1,superscript𝑇22subscript𝑎11subscript𝑅1subscript𝑎12subscript𝑅2subscript𝜂1\displaystyle\frac{T^{2}}{2}(a_{11}R_{1}+a_{12}R_{2})+\eta_{1},divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_a start_POSTSUBSCRIPT 11 end_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 12 end_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) + italic_η start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT ,
‖B⁢(u,v)‖∞subscriptnorm𝐵𝑢𝑣\displaystyle\left\|B(u,v)\right\|_{\infty}∥ italic_B ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤\displaystyle\leq≤ T22⁢(a21⁢R1+a22⁢R2)+η2,superscript𝑇22subscript𝑎21subscript𝑅1subscript𝑎22subscript𝑅2subscript𝜂2\displaystyle\frac{T^{2}}{2}(a_{21}R_{1}+a_{22}R_{2})+\eta_{2},divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_a start_POSTSUBSCRIPT 21 end_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT + italic_a start_POSTSUBSCRIPT 22 end_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ) + italic_η start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT ,

where

η1=max⁡{|α|,|uT|}+T22⁢b1,η2=max⁡{|β|,|vT|}+T22⁢b2.formulae-sequencesubscript𝜂1𝛼subscript𝑢𝑇superscript𝑇22subscript𝑏1subscript𝜂2𝛽subscript𝑣𝑇superscript𝑇22subscript𝑏2\eta_{1}=\max\left\{\left|\alpha\right|,\left|u_{T}\right|\right\}+\frac{T^{2}% }{2}b_{1},\ \ \ \eta_{2}=\max\left\{\left|\beta\right|,\left|v_{T}\right|% \right\}+\frac{T^{2}}{2}b_{2}.italic_η start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT = roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_b start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_η start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT = roman_max { | italic_β | , | italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_b start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT .

We write the two inequalities in the vector form

[‖A⁢(u,v)‖∞‖B⁢(u,v)‖∞]≤M⁢[R1R2]+[η1η2].delimited-[]subscriptnorm𝐴𝑢𝑣subscriptnorm𝐵𝑢𝑣𝑀delimited-[]subscript𝑅1subscript𝑅2delimited-[]subscript𝜂1subscript𝜂2\left[\begin{array}[]{c}\left\|A(u,v)\right\|_{\infty}\\ \left\|B(u,v)\right\|_{\infty}\end{array}\right]\leq M\left[\begin{array}[]{c}% R_{1}\\ R_{2}\end{array}\right]+\left[\begin{array}[]{c}\eta_{1}\\ \eta_{2}\end{array}\right].[ start_ARRAY start_ROW start_CELL ∥ italic_A ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL ∥ italic_B ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] ≤ italic_M [ start_ARRAY start_ROW start_CELL italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] + [ start_ARRAY start_ROW start_CELL italic_η start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_η start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] .

Thus, for the desired invariance property, we would like to have

M⁢[R1R2]+[η1η2]≤[R1R2],𝑀delimited-[]subscript𝑅1subscript𝑅2delimited-[]subscript𝜂1subscript𝜂2delimited-[]subscript𝑅1subscript𝑅2M\left[\begin{array}[]{c}R_{1}\\ R_{2}\end{array}\right]+\left[\begin{array}[]{c}\eta_{1}\\ \eta_{2}\end{array}\right]\leq\left[\begin{array}[]{c}R_{1}\\ R_{2}\end{array}\right],italic_M [ start_ARRAY start_ROW start_CELL italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] + [ start_ARRAY start_ROW start_CELL italic_η start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_η start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] ≤ [ start_ARRAY start_ROW start_CELL italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] ,

equivalently

[η1η2]≤(I−M)⁢[R1R2].delimited-[]subscript𝜂1subscript𝜂2𝐼𝑀delimited-[]subscript𝑅1subscript𝑅2\left[\begin{array}[]{c}\eta_{1}\\ \eta_{2}\end{array}\right]\leq(I-M)\left[\begin{array}[]{c}R_{1}\\ R_{2}\end{array}\right].[ start_ARRAY start_ROW start_CELL italic_η start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_η start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] ≤ ( italic_I - italic_M ) [ start_ARRAY start_ROW start_CELL italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] .

Since the matrix M𝑀Mitalic_M converges to zero, one has (I−M)−1∈ℳ2×2⁢(ℝ+)superscript𝐼𝑀1subscriptℳ22subscriptℝ(I-M)^{-1}\in\mathcal{M}_{2\times 2}\left(\mathbb{R}_{+}\right)( italic_I - italic_M ) start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT ∈ caligraphic_M start_POSTSUBSCRIPT 2 × 2 end_POSTSUBSCRIPT ( blackboard_R start_POSTSUBSCRIPT + end_POSTSUBSCRIPT ) and thus we can multiply by (I−M)−1superscript𝐼𝑀1(I-M)^{-1}( italic_I - italic_M ) start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT without changing the inequality. It turns out that

(I−M)−1⁢[η1η2]≤[R1R2].superscript𝐼𝑀1delimited-[]subscript𝜂1subscript𝜂2delimited-[]subscript𝑅1subscript𝑅2(I-M)^{-1}\left[\begin{array}[]{c}\eta_{1}\\ \eta_{2}\end{array}\right]\leq\left[\begin{array}[]{c}R_{1}\\ R_{2}\end{array}\right].( italic_I - italic_M ) start_POSTSUPERSCRIPT - 1 end_POSTSUPERSCRIPT [ start_ARRAY start_ROW start_CELL italic_η start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_η start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] ≤ [ start_ARRAY start_ROW start_CELL italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_CELL end_ROW start_ROW start_CELL italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_CELL end_ROW end_ARRAY ] .

This inequality allows the choice of the radii R1,R2>0subscript𝑅1subscript𝑅20R_{1},R_{2}>0italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT , italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT > 0 to guarantee the invariance property. Thus Schauder’s fixed point theorem can be applied to N=(A,B)𝑁𝐴𝐵N=\left(A,B\right)italic_N = ( italic_A , italic_B ) in BR1×BR2subscript𝐵subscript𝑅1subscript𝐵subscript𝑅2B_{R_{1}}\times B_{R_{2}}italic_B start_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 1 end_POSTSUBSCRIPT end_POSTSUBSCRIPT × italic_B start_POSTSUBSCRIPT italic_R start_POSTSUBSCRIPT 2 end_POSTSUBSCRIPT end_POSTSUBSCRIPT. ∎

Our last result is an application of Avramescu’s fixed point theorem to control problem (3.1) when f𝑓fitalic_f satisfies a Lipschitz condition with respect to the first variable only, and g𝑔gitalic_g has a logarithmic growth in the last variable.

Theorem 3.3.

Let ρ𝜌\rhoitalic_ρ be such that

(3.6) ρ≥max⁡{exp⁡(1+max⁡{|α|,|uT|}),exp⁡2⁢max⁡{|β|,|vT|}+T2⁢c2−T2⁢b}𝜌1𝛼subscript𝑢𝑇2𝛽subscript𝑣𝑇superscript𝑇2𝑐2superscript𝑇2𝑏\rho\geq\max\left\{\exp\left(1+\max\left\{\left|\alpha\right|,\left|u_{T}% \right|\right\}\right),\ \exp\frac{2\max\left\{\left|\beta\right|,\left|v_{T}% \right|\right\}+T^{2}c}{2-T^{2}b}\right\}italic_ρ ≥ roman_max { roman_exp ( 1 + roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } ) , roman_exp divide start_ARG 2 roman_max { | italic_β | , | italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_c end_ARG start_ARG 2 - italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT italic_b end_ARG }

and f,g:[0,ρ]2→ℝ:𝑓𝑔→superscript0𝜌2ℝf,g:\left[0,\rho\right]^{2}\rightarrow\mathbb{R}italic_f , italic_g : [ 0 , italic_ρ ] start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT → blackboard_R be continuous and f⁢(0,⋅)≡0.𝑓0⋅0f\left(0,\cdot\right)\equiv 0.italic_f ( 0 , ⋅ ) ≡ 0 . Assume that

|f⁢(x,y)−f⁢(x¯,y)|𝑓𝑥𝑦𝑓¯𝑥𝑦\displaystyle\left|f\left(x,y\right)-f\left(\overline{x},y\right)\right|| italic_f ( italic_x , italic_y ) - italic_f ( over¯ start_ARG italic_x end_ARG , italic_y ) | ≤\displaystyle\leq≤ a⁢|x−x¯|for all ⁢x,x¯,y∈[0,ρ],𝑎𝑥¯𝑥for all 𝑥¯𝑥𝑦0𝜌\displaystyle a\left|x-\overline{x}\right|\ \ \ \text{for all }x,\overline{x},% y\in\left[0,\rho\right],italic_a | italic_x - over¯ start_ARG italic_x end_ARG | for all italic_x , over¯ start_ARG italic_x end_ARG , italic_y ∈ [ 0 , italic_ρ ] ,
|g⁢(x,y)|𝑔𝑥𝑦\displaystyle\left|g\left(x,y\right)\right|| italic_g ( italic_x , italic_y ) | ≤\displaystyle\leq≤ b⁢|ln⁡y|+cfor all ⁢x∈[0,ρ],y∈(0,ρ],formulae-sequence𝑏𝑦𝑐for all 𝑥0𝜌𝑦0𝜌\displaystyle b\left|\ln y\right|+c\ \ \ \text{for all }x\in\left[0,\rho\right% ],\ y\in(0,\rho],italic_b | roman_ln italic_y | + italic_c for all italic_x ∈ [ 0 , italic_ρ ] , italic_y ∈ ( 0 , italic_ρ ] ,

where a<2ρ⁢T2𝑎2𝜌superscript𝑇2a<\frac{2}{\rho T^{2}}italic_a < divide start_ARG 2 end_ARG start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG and b<2T2.𝑏2superscript𝑇2b<\frac{2}{T^{2}}.italic_b < divide start_ARG 2 end_ARG start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG . Then problem (3.1) has at least one solution (x∗,y∗,λ∗,μ∗)superscript𝑥∗superscript𝑦∗superscript𝜆∗superscript𝜇∗\left(x^{\ast},y^{\ast},\lambda^{\ast},\mu^{\ast}\right)( italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_λ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_μ start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ) with x∗,y∗>0superscript𝑥∗superscript𝑦∗0x^{\ast},y^{\ast}>0italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT , italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT > 0 and ‖x∗‖∞,‖y∗‖∞≤ρ.subscriptnormsuperscript𝑥∗subscriptnormsuperscript𝑦∗𝜌\left\|x^{\ast}\right\|_{\infty},\left\|y^{\ast}\right\|_{\infty}\leq\rho.∥ italic_x start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT , ∥ italic_y start_POSTSUPERSCRIPT ∗ end_POSTSUPERSCRIPT ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ italic_ρ .

Proof.

As in the proof of Theorem 3.1, one has

‖A⁢(u,v)−A⁢(u¯,v)‖∞≤ρ⁢T22⁢a⁢‖u−u¯‖∞.subscriptnorm𝐴𝑢𝑣𝐴¯𝑢𝑣𝜌superscript𝑇22𝑎subscriptnorm𝑢¯𝑢\left\|A(u,v)-A(\overline{u},v)\right\|_{\infty}\leq\frac{\rho T^{2}}{2}a\left% \|u-\overline{u}\right\|_{\infty}.∥ italic_A ( italic_u , italic_v ) - italic_A ( over¯ start_ARG italic_u end_ARG , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_a ∥ italic_u - over¯ start_ARG italic_u end_ARG ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT .

Since ρ⁢T22⁢a<1,𝜌superscript𝑇22𝑎1\frac{\rho T^{2}}{2}a<1,divide start_ARG italic_ρ italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG italic_a < 1 , the operator A⁢(⋅,v)𝐴⋅𝑣A\left(\cdot,v\right)italic_A ( ⋅ , italic_v ) is a contraction in BRsubscript𝐵𝑅B_{R}italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT with a Lipschitz constant independent of v.𝑣v.italic_v . By standard arguments, one has that B𝐵Bitalic_B is completely continuous on BR×BR.subscript𝐵𝑅subscript𝐵𝑅B_{R}\times B_{R}.italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT × italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT . In order to apply Avramescu’s fixed point theorem, it remains to prove that A⁢(BR×BR),B⁢(BR×BR)⊂BR.𝐴subscript𝐵𝑅subscript𝐵𝑅𝐵subscript𝐵𝑅subscript𝐵𝑅subscript𝐵𝑅A\left(B_{R}\times B_{R}\right),\ B\left(B_{R}\times B_{R}\right)\subset B_{R}.italic_A ( italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT × italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT ) , italic_B ( italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT × italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT ) ⊂ italic_B start_POSTSUBSCRIPT italic_R end_POSTSUBSCRIPT .

As in the proof of Theorem 3.1, based on (3.6), we have

‖A⁢(u,v)‖∞≤1+max⁡{|α|,|uT|}≤R,subscriptnorm𝐴𝑢𝑣1𝛼subscript𝑢𝑇𝑅\left\|A\left(u,v\right)\right\|_{\infty}\leq 1+\max\left\{\left|\alpha\right|% ,\left|u_{T}\right|\right\}\leq R,∥ italic_A ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ 1 + roman_max { | italic_α | , | italic_u start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } ≤ italic_R ,

while from the proof of Theorem 3.2, one has

‖B⁢(u,v)‖∞≤max⁡{|β|,|vT|}+T22⁢(b⁢R+c)≤R.subscriptnorm𝐵𝑢𝑣𝛽subscript𝑣𝑇superscript𝑇22𝑏𝑅𝑐𝑅\left\|B(u,v)\right\|_{\infty}\leq\max\left\{\left|\beta\right|,\left|v_{T}% \right|\right\}+\frac{T^{2}}{2}\left(bR+c\right)\leq R.∥ italic_B ( italic_u , italic_v ) ∥ start_POSTSUBSCRIPT ∞ end_POSTSUBSCRIPT ≤ roman_max { | italic_β | , | italic_v start_POSTSUBSCRIPT italic_T end_POSTSUBSCRIPT | } + divide start_ARG italic_T start_POSTSUPERSCRIPT 2 end_POSTSUPERSCRIPT end_ARG start_ARG 2 end_ARG ( italic_b italic_R + italic_c ) ≤ italic_R .

Thus Avramescu’s theorem applies and gives the result. ∎

Acknowledgements

The authors are very thankful to reviewers for their valuable comments and remarks that led to an improved version of the paper.

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