1 Applied Mathematics E-Notes, 14(2014), 86-96 c Available free at mirror sites of http://www.math.nthu.edu.tw/ amen/ ISSN 1607-2510 2 3 4 5 Existence Of Positive Periodic Solutions For Two Types Of Third-Order Nonlinear Neutral Di¤erential Equations With Variable Delay Abdelouaheb Ardjouniy, Ahcene Djoudiz, Ali Rezaiguiax 6 Received 21 October 2013 7 Abstract In this article we study the existence of positive periodic solutions for two types of third-order nonlinear neutral di¤erential equation with variable delay. The main tool employed here is the Krasnoselskii’s …xed point theorem dealing with a sum of two mappings, one is a contraction and the other is completely continuous. The results obtained here generalize the work of Ren, Siegmund and Chen [14]. 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 1 Introduction In recent years, there have been a few papers written on the existence of periodic solutions, nontrivial periodic solutions and positive periodic solutions for several classes of functional di¤erential equations with delays, which arise from a number of mathematical ecological models, economical and control models, physiological and population models and other models, see [1–14], [16–18] and the references therein. In this paper, we are interested in the analysis of qualitative theory of positive periodic solutions of delay di¤erential equations. Motivated by the papers [2, 7, 8, 9, 10, 11, 12, 13, 14, 16, 17] and the references therein, we concentrate on the existence of positive periodic solutions for the two types of third-order nonlinear neutral di¤erential equation with variable delay d3 (x (t) dt3 26 27 and 28 d3 (x (t) dt3 g (t; x (t g (t; x (t (t)))) = a (t) x (t) (t)))) = f (t; x (t a (t) x (t) + f (t; x (t (t))) ; (t))) ; (1) (2) Mathematics Subject Classi…cations: 34K13, 34A34; Secondary 34K30, 34L30. of Sciences and Technology, Department of Mathematics and Informatics, Univ Souk Ahras, P.O. Box 1553, Souk Ahras, 41000, Algeria; Applied Mathematics Lab., Faculty of Sciences, Department of Mathematics, Univ. Annaba, P.O. Box 12, Annaba 23000, Algeria z Applied Mathematics Lab., Faculty of Sciences, Department of Mathematics, Univ. Annaba, P.O. Box 12, Annaba 23000, Algeria x Faculty of Sciences and Technology, Department of Mathematics and Informatics, Univ Souk Ahras, P.O. Box 1553, Souk Ahras, 41000, Algeria; Applied Mathematics Lab., Faculty of Sciences, Department of Mathematics, Univ. Annaba, P.O. Box 12, Annaba 23000, Algeria y Faculty 86 Ardjouni et al. 87 44 where a; 2 C (R; (0; 1)) ; g 2 C (R [0; 1) ; R) ; f 2 C (R [0; 1) ; [0; 1)), and a; ; g (t; x) ; f (t; x) are T -periodic in t where T is a positive constant. To reach our desired end we have to transform (1) and (2) into integral equations and then use Krasnoselskii’s …xed point theorem to show the existence of positive periodic solutions. The obtained equation splits into a sum of two mappings, one is a contraction and the other is compact. In the special case g (t; x) = cx with jcj < 1, Ren et al. in [14] show that (1) and (2) have a positive periodic solutions by using Krasnoselskii’s …xed point theorem. The organization of this paper is as follows. In Section 2, we introduce some notations and lemmas, and state some preliminary results needed in later sections, then we give the Green’s function of (1) and (2), which plays an important role in this paper. Also, we present the inversions of (1) and (2), and Krasnoselskii’s …xed point theorem. For details on Krasnoselskii’s theorem we refer the reader to [15]. In Section 3 and Section 4, we present our main results on existence of positive periodic solutions of (1) and (2), respectively. The results presented in this paper generalize the main results in [14]. 45 2 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 46 47 Preliminaries For T > 0, let CT be the set of all continuous scalar functions x, periodic in t of period T . Then (CT ; k k) is a Banach space with the supremum norm kxk = sup jx (t)j = sup jx (t)j : 48 t2R 49 De…ne CT+ = fx 2 CT : x > 0g ; CT = fx 2 CT : x < 0g : 50 51 Denote M = sup fa (t) : t 2 [0; T ]g ; m = inf fa (t) : t 2 [0; T ]g ; 52 53 54 55 56 57 58 t2[0;T ] = and F (t; x) = f (t; x (t (t))) a (t) g (t; x (t LEMMA 2.1 ([14]). The equation d3 y (t) dt3 M y (t) = h (t) ; h 2 CT ; has a unique T -periodic solution y (t) = Z 0 T G1 (t; s) ( h (s)) ds; (t))) : p 3 M; 88 59 60 Existence of Positive Periodic Solutions where if 0 G1 (t; s) s t = 3 h 1 + exp( and if 0 t s 2 exp T) 1 T 2 exp 61 62 2 T; sin G1 (t; s) = 3 64 + 65 66 67 68 73 T) + p 6 3 T 2 !# (s t T ) 2 h 1 + exp( T ) 2 exp " ! p 3 sin (t s + T ) + 2 6 2 p 3 (t 2 i sin s) + 6 ! exp( (t s)) ; 3 2 (exp( T ) 1) + T 2 cos exp p 3 T 2 1 T 2 i sin p 3 (t 2 s) + 6 !# exp( (t + T s)) : 3 2 (exp( T ) 1) p R! LEMMA 2.2 ([14]). 0 G1 (t; s)ds = 1=M and if 3 T < 4 =3 holds, then G1 (t; s) > 0 for all t 2 [0; T ] and s 2 [0; T ]. LEMMA 2.3 ([14]). The equation d3 y (t) dt3 a (t) y (t) = h (t) ; h 2 CT ; has a unique positive T -periodic solution (P1 h) (t) = (I 71 72 s cos " T; 69 70 T 2 2 exp p 3 (t 2 2 exp 63 (s t) 2 T1 B1 ) 1 T1 h (t) ; where (T1 h) (t) = Z T G1 (t; s) ( h (s)) ds and (B1 y) (t) = [ M + a (t)] y (t) : 0 74 LEMMA 2.4 ([14]). If 77 78 79 3 T < 4 =3 holds, then P1 is completely continuous and 0 < (T1 h) (t) 75 76 p (P1 h) (t) M kT1 hk ; h 2 CT : m The following lemma is essential for our results on existence of positive periodic solution of (1). The proof is similar to that of Section 6 of [14] and hence, we omit it. LEMMA 2.5. If x 2 CT then x is a solution of equation (1) if and only if x (t) = g (t; x (t (t))) + P1 ( f (t; x (t (t))) + a (t) g (t; x (t (t)))) : (3) Ardjouni et al. 80 89 LEMMA 2.6 ([14]). The equation d3 y (t) + M y (t) = h (t) ; h 2 CT+ ; dt3 81 82 has a unique T -periodic solution y (t) = 83 Z T G2 (t; s) h (s) ds; 0 84 where if 0 s t T; 85 G2 (t; s) = 3 88 and if 0 G2 (t; s) t s = 3 89 + 90 91 92 93 h 1 + exp( T ) exp 86 87 2 1 T 2 2 2 exp h 98 T 2 s p cos T) i sin 3 T 2 6 (t+T 2 !# + 3 (t 2 s) 6 ! exp( (s t)) ; (1 exp( T )) 2 3 s) p 1 + exp( T ) 2 exp 2T cos " ! p 3 sin (t + T s) exp 2 6 3 T 2 i 1 T 2 sin p 3 (t 2 s) 6 !# exp( (s t T )) : 3 2 (1 exp( T )) p RT LEMMA 2.7 ([14]). 0 G2 (t; s) ds = 1=M and if 3 T < 4 =3 holds, then G2 (t; s) > 0 for all t 2 [0; T ] and s 2 [0; T ]. LEMMA 2.8 ([14]). The equation d3 y (t) + a (t) y (t) = h (t) ; h 2 CT+ ; dt3 has a unique positive T -periodic solution (P2 h) (t) = (I 96 97 2 exp p 3 (t 2 p T; 94 95 sin " (t s) 2 2 exp where (T2 h) (t) = Z T2 B2 ) 1 T2 h (t) ; T G2 (t; s) h (s) ds; (B2 y) (t) = [M a (t)] y (t) : 0 99 100 LEMMA 2.9 ([14]). If p 3 T < 4 =3 holds, then P2 is completely continuous and 0 < (T2 h) (t) (P2 h) (t) M kT2 hk ; h 2 CT+ : m 90 101 102 Existence of Positive Periodic Solutions The following lemma is essential for our results on existence of positive periodic solution of (2). LEMMA 2.10. If x 2 CT then x is a solution of equation (2) if and only if 103 x (t) = g (t; x (t 104 d3 [x (t) g (t; x (t dt3 = [M a (t)] [x (t) 106 107 = B2 [x (t) 108 109 (t)))] + M [x (t) g (t; x (t g (t; x (t x (t) This yields 115 (I 116 Therefore, 117 x (t) g (t; x (t T2 B2 ) (x (t) 124 125 126 127 128 129 130 131 (t))) (t))) = T2 B2 [x (t) g (t; x (t g (t; x (t (t))) g (t; x (t (t)))) = T2 (f (t; x (t (t))) = (I T2 B2 ) = P2 (f (t; x (t 118 119 123 (t)))] + f (t; x (t + T2 (f (t; x (t 114 122 g (t; x (t (t)))] + f (t; x (t 112 113 121 a (t) g (t; x (t (t)))) : (4) (t)))] (t))) a (t) g (t; x (t a (t) g (t; x (t (t))) (t))) : From Lemma 2.6, we have 111 120 (t))) PROOF. Let x 2 PT be a solution of (2). Rewrite (2) as 105 110 (t))) + P2 (f (t; x (t 1 T2 (f (t; x (t (t))) (t)))] a (t) g (t; x (t (t))) (t))) a (t) g (t; x (t (t)))) : a (t) g (t; x (t a (t) g (t; x (t (t)))) : (t)))) (t)))) : Obviously, x (t) = g (t; x (t (t))) + P2 (f (t; x (t (t))) a (t) g (t; x (t (t)))) : This completes the proof. Lastly in this section, we state Krasnoselskii’s …xed point theorem which enables us to prove the existence of positive periodic solutions to (1) and (2). For its proof we refer the reader to ([15], p. 31). THEOREM 2.1 (Krasnoselskii). Let D be a closed convex nonempty subset of a Banach space (B; k:k) : Suppose that A and B map D into B such that (i) x; y 2 D; implies Ax + By 2 D; (ii) A is completely continuous, (iii) B is a contraction mapping. Then there exists z 2 D with z = Az + Bz: Ardjouni et al. 132 3 91 Positive Periodic Solutions for (1) 136 To apply Theorem 2.1, we need to de…ne a Banach space B, a closed convex subset D of B and construct two mappings, one is a contraction and the other is a completely continuous. So, we let (B; k:k) = (CT ; k:k) and D = f' 2 B : L ' Kg, where L is non-negative constant and K is positive constant. We express equation (3) as 137 ' (t) = (B1 ') (t) + (A1 ') (t) := (H1 ') (t) ; 133 134 135 138 where A1 ; B1 : D ! B are de…ned by (A1 ') (t) = P1 ( f (t; ' (t 139 140 143 144 145 (t)))) ; (5) and (B1 ') (t) = g (t; ' (t 141 142 (t))) + a (t) g (t; ' (t (t))) : (6) In this section we obtain the existence of a positive periodic solution of (1) by considering the three cases; g (t; x) > 0, g (t; x) = 0 and g (t; x) < 0 for all t 2 R, x 2 D. We assume that function g (t; x) is locally Lipschitz continuous in x. That is, there exists a positive constant k such that jg (t; x) 146 g (t; y)j k kx yk ; for all t 2 [0; T ] ; x; y 2 D: (7) 150 In the case g (t; x) > 0, we assume that there exist positive constants k1 and k2 such that k1 x g (t; x) k2 x; for all t 2 [0; T ] ; x 2 D; (8) 151 k2 < 1; 147 148 149 152 153 154 and for all t 2 [0; T ] ; x 2 D; k1 m 157 158 159 160 161 162 163 M: (10) LEMMA 3.1. Suppose that (7) holds. If B1 is given by (6) with k < 1; 155 156 F (t; x) (9) (11) then B1 : D ! B is a contraction. PROOF. Let B1 be de…ned by (6). Obviously, B1 ' is continuous and it is easy to show that (B1 ') (t + T ) = (B1 ') (t). So, for any '; 2 D, we have j(B1 ') (t) Then kB1 ' (B1 ) (t)j B1 k k k' jg (t; ' (t (t))) g (t; (t (t)))j k k' k: k. Thus B1 : D ! B is a contraction by (11). Besides, by the complete continuity of P1 , it is easy to verify the following lemma. p LEMMA 3.2. Suppose that 3 T < 4 =3 and the conditions (8)-(10) hold. Then A1 : D ! B is completely continuous. 92 164 165 166 167 168 169 170 171 172 Existence of Positive Periodic Solutions p THEOREM 3.1. Suppose that 3 T < 4 =3 and the conditions (7)-(11) hold with k1 m M L = and K = . Then equation (1) has a positive T -periodic (1 k1 ) M (1 k2 ) m solution x in the subset k1 m M D= '2B: ' : (1 k1 ) M (1 k2 ) m PROOF. By Lemma 3.1, the operator B1 : D ! B is a contraction. Also, from Lemma 3.2, the operator A1 : D ! B is completely continuous. Moreover, we claim that B1 + A1 ' 2 D for all '; 2 D. Since F (t; x) k1 m > 0 which implies f (t; x) + a (t) g (t; x) < 0, then for any '; 2 D, by Lemma 2.2 and Lemma 2.4, we have 173 (B1 ) (t) + (A1 ') (t) 174 = g (t; 175 176 177 178 179 180 181 (t (t))) + P1 ( f (t; ' (t (t))) + a (t) g (t; ' (t (t)))) M kT1 ( f (t; ' (t (t))) + a (t) g (t; ' (t (t))))k k2 (t (t)) + m Z T M k2 M max + G1 (t; s) (f (s; ' (s (s))) a (s) g (s; ' (s (s)))) ds (1 k2 )m m t2[0;T ] 0 Z T M k2 M + max G1 (t; s) (f (s; ' (s (s))) a (s) g (s; ' (s (s)))) ds (1 k2 )m m t2[0;T ] 0 Z M T k2 M + G1 (t; s) M ds (1 k2 ) m m 0 M 1 M k2 M + M = : = (1 k2 ) m m M (1 k2 ) m On the other hand, by Lemma 2.2 and Lemma 2.4, 182 (B1 ) (t) + (A1 ') (t) 183 = g (t; 184 k1 (t (t (t))) + P1 ( f (t; ' (t (t))) + a (t) g (t; ' (t (t)))) Z T (t)) + G1 (t; s) (f (s; ' (s (s))) a (s) g (s; ' (s (s)))) ds 0 185 186 187 188 189 190 191 192 193 Z T k12 m G1 (t; s) k1 mds + (1 k1 ) M 0 1 k1 m k12 m = + k1 m = : (1 k1 ) M M (1 k1 ) M Then B1 + A1 ' 2 D for all '; 2 D. Clearly, all the hypotheses of the Krasnoselskii theorem are satis…ed. Thus there exists a …xed point x 2 D such that x = A1 x + B1 x. By Lemma 2.5 this …xed point is a solution of (1) and the proof is complete. EXAMPLE 3.1. Consider the following third-order nonlinear neutral di¤erential equation with variable delay d3 [x (t) dt3 g (t; x (t (t)))] = a (t) x (t) f (t; x (t (t))) ; (12) Ardjouni et al. 194 195 196 197 198 199 where T = ; 93 (t) = sin2 (t) ; a (t) = f (t; x) = 202 203 204 sin2 (t) + 0:8; g (t; x) = 0:6 sin x 2 ; and x sin2 (t) x + 0:48 sin2 + 0:2: + 0:12 sin2 (t) sin 2 x + 1:6 2 2 Then Equation (12) has a positive -periodic solution x satisfying 0:2 see this, a simple calculation yields x 2:5. To k = 0:3; m = 0:8; M = 1; k1 = 0:2; k2 = 0:5; L = 0:2; K = 2:5: De…ne the set D = f' 2 B : 0:2 F (t; x) = 200 201 1 5 ' 2:5g. Then for x 2 [0:2; 2:5] we have sin2 (t) + 0:2 x2 + 1:6 0:81 < 1 = M: On the other hand, F (t; x) = sin2 (t) + 0:2 x2 + 1:6 0:2 > 0:16 = k1 m: By Theorem 3.1, Equation (12) has a positive x 2:5. -periodic solution x such that 0:2 205 REMARK 3.1. When g (t; x) = cx, Theorem 3.1 reduces to Theorem 6.2 of [14]. 206 In the case g (t; x) = 0, we have the following theorem. 207 208 209 210 211 212 213 214 215 216 217 218 219 220 p THEOREM 3.2 ([14]). If 3 T < 4 =3 holds, k2 = 0 and 0 < F (t; x) equation (1) has a positive T -periodic solution x in the subset D1 = '2B:0<' M m M , then : In the case g (t; x) < 0, we substitute conditions (8)-(10) with the following ditions respectively. We assume that there exist negative constants k3 and k4 that k3 x g (t; x) k4 x; for all t 2 [0; T ] ; x 2 D; m k3 < ; M and for all t 2 [0; T ] ; x 2 D consuch k3 M < F (t; x) (15) m: (13) (14) p THEOREM 3.3. Suppose that 3 T < 4 =3, (7) and (11)-(15) hold with L = 0 and K = 1. Then equation (1) has a positive T -periodic solution x in the subset D2 = f' 2 B : 0 < ' 1g. 94 221 222 223 224 Existence of Positive Periodic Solutions PROOF. By Lemma 3.1, the operator B1 : D ! B is a contraction. Also, from Lemma 3.2, the operator A1 : D ! B is completely continuous. Moreover, we claim that B1 + A1 ' 2 D for all '; 2 D. In fact, for any '; 2 D, by Lemma 2.2 and Lemma 2.4, we have 225 (B1 ) (t) + (A1 ') (t) 226 = g (t; (t))) + P1 ( f (t; ' (t (t))) + a (t) g (t; ' (t (t)))) M kT1 ( f (t; ' (t (t))) + a (t) g (t; ' (t (t))))k k4 (t (t)) + m Z T M G1 (t; s) (f (s; ' (s (s))) a (s) g (s; ' (s (s)))) ds max m t2[0;T ] 0 Z T M G1 (t; s) (f (s; ' (s (s))) a (s) g (s; ' (s (s)))) ds max m t2[0;T ] 0 Z M 1 M T G1 (t; s) mds = m = 1: m 0 m M 227 228 229 230 231 232 (t On the other hand, by Lemma 2.2 and Lemma 2.4, 233 (B1 ) (t) + (A1 ') (t) 234 = g (t; (t k3 (t 235 k3 + 236 Z (t))) + P1 ( f (t; ' (t (t))) + a (t) g (t; ' (t (t)))) Z T (t)) + G1 (t; s) (f (s; ' (s (s))) a (s) g (s; ' (s (s)))) ds 0 T G1 (t; s) ( k3 M ) ds 0 = k3 + ( k3 M ) 237 238 239 240 241 242 1 = 0: M Then B1 + A1 ' 2 D for all '; 2 D. Clearly, all the hypotheses of the Krasnoselskii theorem are satis…ed. Thus there exists a …xed point x 2 D such that x = A1 x + B1 x. Since F (t; x) > k3 M , it is clear that x (t) > 0, hence x 2 D2 . By Lemma 2.5 this …xed point is a solution of (1) and the proof is complete. REMARK 3.2. When g (t; x) = cx, Theorem 3.3 reduces to Theorem 6.6 of [14]. 243 244 4 245 We express equation (4) as 246 247 248 Positive Periodic Solutions for (2) ' (t) = (B2 ') (t) + (A2 ') (t) := (H2 ') (t) ; where A2 ; B2 : D ! B are de…ned by (A2 ') (t) = P2 (f (t; ' (t (t))) a (t) g (t; ' (t (t)))) ; (16) Ardjouni et al. 249 and (B2 ') (t) = g (t; ' (t 250 251 252 253 254 255 256 257 258 261 264 (17) p LEMMA 4.1. Suppose that 3 T < 4 =3 and the conditions (8)-(10) hold. Then A2 : D ! B is completely continuous. REMARK 4.1. Notice that B2 in this section is de…ned exactly the same as that in Section 3. Hence Lemma 3.1 still holds true. Similar to the results in Section 3, we have THEOREM 4.1. Assume that the hypotheses of Theorem 3.1 hold, then equation (2) has a positive T -periodic solution x in the subset D= '2B: k2 M ' 1 m : THEOREM 4.2. Assume that the hypotheses of Theorem 3.2 hold, then equation (2) has a positive T -periodic solution x in the subset D1 = ' 2 B : 0 < ' 262 263 (t))) : Moreover, by the complete continuity of P2 , it is easy to verify 259 260 95 1 m : THEOREM 4.3. Assume that the hypotheses of Theorem 3.3 hold, then equation (2) has a positive T -periodic solution x in the subset D2 = f' 2 B : 0 < ' 265 1g : 267 Acknowledgement. The authors would like to thank the anonymous referee for his/her valuable comments and good advice. 268 References 266 269 270 271 272 273 274 275 276 277 [1] A. Ardjouni and A. Djoudi, Existence of periodic solutions for nonlinear neutral dynamic equations with variable delay on a time scale. Commun Nonlinear Sci Numer Simulat, 17(2012), 3061–3069. [2] A. Ardjouni and A. Djoudi, Existence of positive periodic solutions for a nonlinear neutral di¤erential equation with variable delay, Applied Mathematics E-Notes, 12(2012), 94–101. [3] A. Ardjouni and A. Djoudi, Periodic solutions for a second-order nonlinear neutral di¤erential equation with variable delay, Electron. J. Di¤erential Equations 2011, 7 pp. 96 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 Existence of Positive Periodic Solutions [4] A. Ardjouni and A. Djoudi, Periodic solutions in totally nonlinear dynamic equations with functional delay on a time scale, Rend. Sem. Mat. Univ. Politec. Torino Vol., 68(2010), 349–359. [5] T. A. Burton, Liapunov functionals, …xed points and stability by Krasnoselskii’s theorem, Nonlinear Stud., 9(2002), 181–190. [6] T. A. Burton, Stability by Fixed Point Theory for Functional Di¤erential Equations, Dover Publications, New York, 2006. [7] F. D. Chen, Positive periodic solutions of neutral Lotka-Volterra system with feedback control, Appl. Math. Comput., 162(2005), 1279–1302. [8] W. S. Cheung, J. Ren and W. Han, Positive periodic solutions of second order neutral functional di¤erential equations, Nonlinear Anal., 71(2009) 3948–3955. [9] Y. M. Dib, M. R. Maroun and Y. N. Ra¤oul, Periodicity and stability in neutral nonlinear di¤erential equations with functional delay, Electron. J. Di¤erential Equations 2005, 11 pp. [10] E. R. Kaufmann, A nonlinear neutral periodic di¤erential equation, Electron. J. Di¤erential Equations 2010, 8 pp. [11] Y. Liu and W. Ge, Positive periodic solutions of nonlinear du¢ ng equations with delay and variable coe¢ cients, Tamsui Oxf. J. Math. Sci., 20(2004), 235–255. [12] Y. Luo, W. Wang and J. Shen, Existence of positive periodic solutions for two kinds of neutral functional di¤erential equations, Applied Mathematics Letters, 21(2008), 581–587. [13] Y. N. Ra¤oul, Positive periodic solutions in neutral nonlinear di¤erential equations, E. J. Qualitative Theory of Di¤. Equ., 2007, 16, 1–10. [14] J. Ren, S. Siegmund and Y. Chen, Positive periodic solutions for third-order nonlinear di¤erential equations, Electron. J. Di¤erential Equations 2011, 19 pp. [15] D. S. Smart, Fixed point theorems; Cambridge Tracts in Mathematics, No. 66. Cambridge University Press, London-New York, 1974. [16] Q. Wang, Positive periodic solutions of neutral delay equations (in Chinese), Acta Math. Sinica (N.S.), 6(1996), 789–795. [17] E. Yankson, Positive periodic solutions for second-order neutral di¤erential equations with functional delay, Electron. J. Di¤erential Equations 2012, 6 pp. [18] W. Zeng, Almost periodic solutions for nonlinear Du¢ ng equations, Acta Math. Sinica (N.S.), 13(1997), 373–380.