Electronic Journal of Differential Equations, Vol. 2002(2002), No. 76, pp. 1–12. ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu (login: ftp) A viability result for second-order differential inclusions ∗ Vasile Lupulescu Abstract We prove a viability result for the second-order differential inclusion x00 ∈ F (x, x0 ), (x(0), x0 (0)) = (x0 , y0 ) ∈ Q := K × Ω, where K is a closed and Ω is an open subsets of Rm , and is an upper semicontinuous set-valued map with compact values, such that F (x, y) ⊂ ∂V (y), for some convex proper lower semicontinuous function V . 1 Introduction Bressan, Cellina and Colombo [6] proved the existence of local solutions to the Cauchy problem x0 ∈ F (x), x(0) = ξ ∈ K, where F is an upper semicontinuous, cyclically monotone, and compact valued multifunction. While Rossi [15] proved a viability result for this problem. On the other hand, for the second order differential inclusion x00 ∈ F (x, x0 ), x(0) = x0 , x0 (0) = y0 , existence results were obtained by many authors [1, 4, 9, 10, 13, 16]). In [12], existence results are proven for the case when F (., .) is an upper semicontinuous set-valued map with compact values, such that F (x, y) ⊂ ∂V (y) for some convex proper lower semicontinuous function V . The aim of this paper is to prove a viability result for the second-order differential inclusion x00 ∈ F (x, x0 ), (x(0), x0 (0)) = (x0 , y0 ) ∈ Q := K × Ω, where K is a closed and Ω is an open subsets of Rm , and F : Q ⊂ R2m → m 2R is an upper semicontinuous set-valued map with compact values, such that F (x, y) ⊂ ∂V (y), for some convex proper lower semicontinuous function V . ∗ Mathematics Subject Classifications: 34G20, 47H20. Key words: second-order contingent set, subdifferential, viable solution. c 2002 Southwest Texas State University. Submitted December 9, 2001. Revised March 26, 2002. Published August 20, 2002. 1 2 2 A viability result EJDE–2002/76 Preliminaries and statement of main result Let Rm be the m-dimensional Euclidean space with scalar product h., .i and norm k.k. For x ∈ Rm and ε > 0 let Bε (x) = {y ∈ Rm : kx − yk < ε} be the open ball, centered at x with radius ε, and let B ε (x) be its closure. Denote by B the open unit ball B = {x ∈ Rm : kxk < 1}. For x ∈ Rm and for a closed subsets A ⊂ Rm we denote by d(x, A) the distance from x to A given by d(x, A) = inf{kx − yk : y ∈ A}. Let V : Rm → R be a proper lower semicontinuous convex function. The m multifunction ∂V : Rm → 2R defined by ∂V (x) = {ξ ∈ Rm : V (y) − V (x) > hξ, y − xi, ∀y ∈ Rm } is called subdifferential (in the sense of convex analysis) of the function V . m We say that a multifunction F : Rm → 2R is upper semicontinuous if for every x ∈ Rm and every ε > 0 there exists δ > 0 such that F (y) ⊂ F (x) + Bε (0), ∀y ∈ Bδ (x). This definition of the upper semicontinuous multifunction is less restrictive than the usual (see Definition 1.1.1 in [3] or Definition 1.1 in [11]). Actually such a property is called (ε, δ)-upper semicontinuity (see Definition 1.2 in [11]) and it is only equivalent to the upper semicontinuity for compact-valued multifunctions (see Proposition 1.1 in [11]). For K ⊂ Rm and x ∈ K denote by TK (x) the Bouligand’s contingent cone of K at x, defined by d(x + hv, K) TK (x) = v ∈ Rm : lim inf =0 . h→0+ h (2) For K ⊂ Rm and (x, y) ∈ K × Rm we denote by TK (x, y) the second-order contingent set of K at (x, y) introduced by Ben-Tal [5] and defined by 2 d(x + hy + h2 v, K) (2) TK (x, y) = v ∈ Rm : lim inf =0 . 2 h→0+ h /2 (2) We remark that if TK (x, y) is non-empty then, necessarily, y ∈ TK (x). Moreover (see [4], [10], [13]), if F is upper semicontinuous with compact convex values and if x : [0, T ] → Rm is a solution of the Cauchy problem x00 ∈ F (x, x0 ), x(0) = x0 , x0 (0) = y0 , EJDE–2002/76 Vasile Lupulescu 3 such that x(t) ∈ K, ∀t ∈ [0, T ], then (x(t), x0 (t)) ∈ graph(TK ), ∀t ∈ [0, T ), hence, in particular, (x0 , y0 ) ∈ graph(TK ). m For a multifunction F : Q := K × Ω ⊂ R2m → 2R and for any (x0 , y0 ) ∈ graph(TK ) we consider the Cauchy problem x00 ∈ F (x, x0 ), (x(0), x0 (0)) = (x0 , y0 ) ∈ Q (2.1) under the following assumptions: (H1) K is a closed and Ω and open subset of Rm , such that Q := K × Ω ⊂ graph(TK ) (H2) F is an upper semicontinuous compact valued multifunction such that (2) F (x, y) ∩ TK (x, y) 6= ∅, ∀(x, y) ∈ Q; (H3) There exists a proper convex and lower semicontinuous function V : Rm → R such that F (x, y) ⊂ ∂V (y), ∀(x, y) ∈ Q. Remark. A convex function V : Rm → R is continuous in the whole space Rm (Corollary 10.1.1 in [14]) and almost everywhere differentiable (Theorem 25.5 in [14]). Therefore, (H3) strongly restricts the multivaluedness of F . Definition. By viable solution of the problem (2.1) we mean any absolutely continuous function x : [0, T ] → Rm with absolutely continuous derivative x0 such that x(0) = x0 , x(0) = y0 , x00 (t) ∈ F (x(t), x0 (t)) a.e. on [0, T ], (x(t), x0 (t)) ∈ Q ∀t ∈ [0, T ]. Our main result is the following: m Theorem 2.1 If F : Q ⊂ R2m → 2R and V : Rm → R satisfy assumptions (H1)–(H3), then then for every (x0 , y0 ) ∈ Q there exist T > 0 and x : [0, T ] → Rm , a viable solution of the problem (2.1). 3 Proof of the main result We start this section with the following technical result, which will be used to prove the main result. m Lemma 3.1 Assume Q = K × Ω ⊂ R2m satisfies (H1), F : Q → 2R satisfies (H2), Q0 ⊂ Q is a compact subset and (x0 , y0 ) ∈ Q0 . Then for every k ∈ N∗ there exist h0k ∈ (0, k1 ] and u0k ∈ Rm such that x0 + h0k y0 + (h0k )2 0 1 uk ∈ K, (x0 , y0 , u0k ) ∈ graph(F ) + (B × B × B). 2 k 4 A viability result EJDE–2002/76 (2) Proof. Let (x, y) ∈ Q be fixed. Since by (H2), F (x, y) ∩ TK (x, y) 6= ∅, there exists v = v(x,y) ∈ F (x, y) such that 2 lim inf h→0+ d(x + hy + h2 v, K) = 0. h2 /2 ∗ Hence, for every k ∈ N there exists hk = hk (x, y) ∈ (0, k1 ] such that d(x + hk y + h2k h2 v, K) < k . 2 4k By the continuity of the map (a, b) → d(a + hk b + h2k 2 v, K) (3.1) it follows that h2 h2 N (x, y) = (a, b) : d(a + hk b + k v, K) < k 2 4k is an open set and, by (3.1), it contains (x, y). Then there exists r := r(x, y) ∈ (0, k1 ) such that Br (x, y) ⊂ N (x, y). Since Q0 is compact there exists a finite subset {(xj , yj ) ∈ Q : 1 6 j 6 m} such that Q0 ⊂ m [ Brj (xj , yj ). j=1 We set h0 (k) := min{hk (xj , yj ) : j ∈ {1, . . . , m}}. Since (x0 , y0 ) ∈ Q0 , there exists j0 ∈ {1, 2, . . . m} such that (x0 , y0 ) ∈ Brj0 (xj0 , yj0 ) ⊂ N (xj0 , yj0 ). (3.2) Denote by h0k := hk (xj0 , yj0 ) and remark that, by (3.1) and (3.2), one has h0k ∈ [h0 (k), k1 ] and there exists z0 ∈ K such that we have that (h0 )2 (h0 )2 d(x0 + h0k y0 + 2k v0 , z0 ) d(x0 + hk y0 + 2k v0 , K) 1 1 6 + < , 0 0 2 2 (hk ) /2 (hk ) /2 2k k hence k z0 − x0 − h0k y0 1 − v0 k < . (h0k )2 /2 k Let u0k := (3.3) z0 − x0 − h0k y0 . (h0k )2 /2 Then x0 + h0k y0 + (h0k )2 0 uk ∈ K. 2 By (3.3) and (3.2) we get successively: kuk − v0 k < 1 , k d((x0 , y0 ), (xj0 , yj0 )) 6 rj0 < hence (x0 , y0 , u0k ) ∈ graph(F ) + k1 (B × B × B). 1 , k EJDE–2002/76 Vasile Lupulescu 5 Proof of Theorem 2.1 Let (x0 , y0 ) ∈ Q ⊂ graph(TK ). Since Ω ⊂ Rm is an open subset, there exist r > 0 such that B r (y0 ) ⊂ Ω. We set Q0 := B r (x0 , y0 ) ∩ (K × B r (y0 )). Since Q0 is a compact set, by the upper semicontinuity of F and Proposition 1.1.3 in [3], we have that [ F (Q0 ) := F (x, y) (x,y)∈Q0 is a compact set, hence there exists M > 0 such that: sup{kvk : v ∈ F (x, y), Let T = min r , 2(M + 1) r (x, y) ∈ Q0 } 6 M. r r , . M + 1 2(ky0 k + 1) (3.4) We shall prove the existence of a viable solution of the problem (2.1) defined on the interval [0, T ]. Since (x0 , y0 ) ∈ Q0 then, by Lemma 3.1, there exist h0k ∈ [h0 (k), k1 ] and u0k ∈ Rm such that 1 x0 + h0k y0 + (h0k )2 u0k ∈ K 2 and (x0 , y0 , u0k ) ∈ graph(F ) + k1 (B × B × B). Define 1 x1k :=x0 + h0k y0 + (h0k )2 u0k ; 2 yk1 :=y0 + h0k u0k . (3.5) We remark that if h0k < T then 1 1 kx1k − x0 k 6 h0k ky0 k + (h0k )2 ku0k k < h0k ky0 k + (h0k )2 (M + 1), 2 2 kyk1 − y0 k = h0k ku0k k < h0k (M + 1), and by the choice of T we get kx1k − x0 k < r, kyk1 − y0 k < r. Therefore (x1k , yk1 ) ∈ Q0 and by Lemma 3.1, there exist h1k ∈ [h0 (k), k1 ] and u1k ∈ Rm such that 1 x1k + h1k yk1 + (h1k )2 u1k ∈ K, 2 1 1 1 1 (xk , yk , uk ) ∈ graph(F ) + (B × B × B). k We claim that, for each k ∈ N∗ , there exist m(k) ∈ N∗ and hpk , xpk , ykp , upk , such that for every p ∈ {2, . . . , m(k) − 1}, we have that: 6 A viability result (i) Pm(k)−1 j=0 hjk 6 T < Pm(k) j=0 EJDE–2002/76 hjk (ii) xpk =x0k + ykp =yk0 + p−1 p−2 p−1 1X i 2 i X X i j i (hk ) uk + hk hk u k , hik y0 + 2 i=0 i=0 j=i+1 i=0 p−1 X p−1 X hik uik ; i=0 (iii) (xpk , ykp ) ∈ Q0 (iv) (xpk , ykp , upk ) ∈ graph(F ) + k1 (B × B × B). If h0k + h1k ≥ T then we set m(k) = 1. Assume that h0k + h1k < T and define 1 x2k :=x1k + h1k yk1 + (h1k )2 u1k , 2 yk2 :=yk1 + h1k u1k . (3.6) Then by (3.5) and (3.6) we have that 1 x2k :=x0k + (h0k + h1k )yk0 + (h0k )2 u1k + (h1k )2 u1k + h0k h1k u0k , 2 yk2 :=yk0 + h0k u0k + h1k u1k and since h0k + h1k ≤ T and 1 1 kx2k − x0 k 6(h0k + h1k )kyk0 k + (h0k )2 ku0k k + (h1k )2 ku1k k + h0k h1k ku0k k 2 2 1 <(h0k + h1k )kyk0 k + (h0k + h1k )2 (M + 1), 2 it follows kx2k − x0 k < r, kyk2 − y0 k < r, hence (x2k , yk2 ) ∈ Q0 . Assume that hqk xqk , ykq uqk , have been constructed for q 6 p satisfying (ii)– p+1 p+1 (iv) and that we construct hp+1 , up+1 satisfying such properties. k , xk , yk k p p Since (xk , yk ) ∈ Q0 , by lemma 2, there exist hpk ∈ [h0 (k), k1 ] and upk ∈ Rm such that 1 xpk + hpk ykp + (hpk )2 upk ∈ K, 2 1 (xpk , ykp , upk ) ∈ graph(F ) + (B × B × B). k If h0k +h1k +· · ·+hpk > T then we set m(k) = p. Assume that h0k +h1k +· · ·+hpk < T and define 1 xp+1 :=xpk + hpk ykp + (hpk )2 upk , k 2 (3.7) ykp+1 :=ykp + hpk upk . EJDE–2002/76 Vasile Lupulescu 7 Then, by the above equations and (ii), we obtain that p−1 p−1 X 1 1X i 2 i = xpk + hpk ykp + (hpk )2 upk = x0k + hik y0 + (h ) u 2 2 i=0 k k i=0 xp+1 k + p−1 p−2 p−1 p−1 X 1X i 2 i X X i j i 1 (hk ) uk + hk hk uk + hpk hik uik + (hpk )2 upk 2 i=0 2 i=0 j=i+1 i=0 = x0k + p X p p−1 p 1X i 2 i X X i j i hik y0 + (hk ) uk + hk hk u k 2 i=0 i=0 i=0 j=i+1 and ykp+1 := ykp + hpk upk = yk0 + p−1 X hik uik + hpk upk = yk0 + i=0 p X hik uik . i=0 Therefore, kxp+1 − x0 k 6 k p X p p−1 X p X 1X i 2 i hik ky0 k + (hk ) kuk k + hik hjk kuik k 2 i=0 i=0 i=0 j=i+1 6 p X hik i=0 p M + 1 X i 2 ky0 k + hk 2 i=0 and kykp+1 − x0 k 6 p X hik kui0 k 6 (M + 1) i=0 Since Pp i i=0 hk p X i=0 hik . < T one obtains that kxp+1 − x0 k < r, k kykp+1 − x0 k < r, p+1 hence (xp+1 ) ∈ Q0 . k , yk We remark that this iterative process is finite because hpk ∈ [h0 (k), k1 ], implies the existence of an integer m(k) such that m(k)−1 h0k + h1k + · · · + hk m(k)−1 6 T < h0k + h1k + · · · + hk m(k) + hk . By (iv), for every k ∈ N∗ and every p ∈ {0, 1, . . . , m(k)} there exists ∈ graph(F ) such that (apk , bpk , vkp ) 1 , k 1 ; k (3.8) 1 + kx0 k 6 1 + kx0 k, k 1 kykp k 6 kykp − y0 k + ky0 k 6 + ky0 k 6 1 + ky0 k, k 1 kupk k 6 kupk − vkp k + kvkp k 6 + M 6 1 + M. k (3.9) kxpk − apk k < kykp − bpk k < 1 , k kupk − vkp k < hence, kxpk k 6 kxpk − x0 k + kx0 k 6 8 A viability result EJDE–2002/76 Let us set tpk = h0k + h1k + · · · + hp−1 , k t0k = 0. We remark that for all k ∈ N∗ and all p ∈ {1, . . . , m(k)}, we have tpk − tp−1 < k 1 k m(k)−1 and tk m(k) 6 T < tk . (3.10) For each k > 1 and for p ∈ {1, . . . , m(k)} we set Ikp = [tp−1 , tpk ] and for t ∈ Ikp k we define 1 xk (t) = xp−1 + (t − tp−1 )ykp−1 + (t − tp−1 )2 up−1 . (3.11) k k k k 2 Then x0k (t) = ykp−1 + (t − tp−1 )up−1 , ∀t ∈ Ikp , k k (3.12) x00k (t) = up−1 , k ∀t ∈ Ikp , hence, by (3.9), for all t ∈ [0, T ], we obtain kx00k (t)k 6kup−1 k<M +1 k kx0k (t)k 6kykp−1 k + (t − tpk )kupk k < ky0 k + M + 2 1 )2 kup−1 k kxk (t)k 6kxp−1 k + (t − tp−1 )kykp−1 k + (t − tp−1 k k k k 2 6kx0 k + ky0 k + M + 3. (3.13) Moreover, for all t ∈ [0, T ] we have that (xk (t), x0k (t), x00k (t)) ∈ (xpk , ykp , upk ) + ky0 k + M + 2 M +1 B× B × {0}; k k hence, by (iv), we have (xk (t), x0k (t), x00k (t)) ∈ graph(F ) + ε(k)(B × B × {0}), (3.14) where ε(k) → 0 when k → ∞. Then, by (3.11), (3.12) and (3.13), we obtain that (x00k )k is bounded in L2 ([0, T ], Rm ), (x0k )k and (xk )k are bounded in C([0, T ], Rm ) and equi-Lipschitzian, hence, by Theorem 0.3.4 in [3] there exist a subsequence (again denoted by (xk )k ) and an absolutely continuous function x : [0, T ] → Rm such that (a) (xk )k converge uniformly to x (b) (x0k )k converge uniformly to x0 (c) (x00k )k converge weakly in L2 ([0, T ], Rm ) to x00 . By (H3) and Theorem 1.4.1 in [3] we get that x00 (t) ∈ co F (x(t), x0 (t)) ⊂ ∂V (x0 (t)), a.e. on [0, T ], EJDE–2002/76 Vasile Lupulescu 9 where co stands for the closed convex hull; hence, by Lemma 3.3 in [7], we obtain that d V (x0 (t)) = kx00 (t)k2 , a.e. on [0, T ]; dt hence Z T V (x0 (T )) − V (x0 (0)) = kx00 (t)k2 dt. (3.15) 0 On the other hand, since x00k (t) = up−1 , ∀t ∈ Ikp , by (iv), there exist ap−1 , bp−1 , k k k p−1 1 zk ∈ k B, such that up−1 − zkp−1 ∈ F (xkp−1 − ap−1 , ykp−1 − bp−1 ) ⊂ ∂V (ykp−1 − bp−1 ), ∀k ∈ N∗ (3.16) k k k k and so the properties of the subdifferential of a convex function imply that, for every p < m(k), and for every k ∈ N∗ we have V (x0k (tpk ) − bpk ) − V (x0k (tp−1 ) − bp−1 )> k k >hup−1 − zkp−1 , x0k (tpk ) − x0k (tp−1 ) + bp−1 − bpk i = k k k Z tpk p−1 =hup−1 − z , x00k (t)dti + hup−1 − zkp−1 , bp−1 − bpk i = k k k k tp−1 k = Z tp k tp−1 k kx00k (t)k2 dt − hzkp−1 , Z tp k tp−1 k x00k (t)dti + hup−1 − zkp−1 , bp−1 − bpk i; k k hence V (x0k (tpk ) − bpk ) − V (x0k (tp−1 ) − bp−1 ) k k Z tpk Z tpk > kx00k (t)k2 dt − hzkp−1 , x00k (t)dti + hup−1 − zkp−1 , bp−1 − bpk i. (3.17) k k tp−1 k tp−1 k m(k) Analogously if T ∈ Ik , then by (3.10) we have m(k)−1 V (x0k (T )) − V (x0k (tk m(k)−1 >huk = Z m(k)−1 − zk , m(k)−1 tk T m(k)−1 kx00k (t)k2 dt tk m(k)−1 + huk m(k)−1 ) − bk Z T − m(k)−1 x00k (t)dt + bk m(k)−1 hzk , m(k)−1 − zk m(k)−1 , bk ) Z i (3.18) T m(k)−1 x00k (t)dti tk i. By adding the m(k) − 1 inequalities from (3.17) and the inequality from (3.18), we get Z T 0 0 V (xk (T )) − V (y0 − bk ) > kx00k (t)k2 dt + α(k), (3.19) 0 10 A viability result EJDE–2002/76 where m(k)−1 α(k) = − X hzkp−1 , tp−1 k p=1 m(k)−1 − hzk , Z m(k)−1 tp k Z X x00k (t)dti + − zkp−1 , bp−1 − bpk i hup−1 k k p=1 T m(k)−1 m(k)−1 tk x00k (t)dti + huk m(k)−1 − zk m(k)−1 , bk i. Since m(k)−1 |α(k)| 6 X |hzkp−1 , Z tp−1 k p=1 m(k) + |hzk , Z X kzkp−1 kk m(k) 6 kk Z |hup−1 − zkp−1 , bp−1 − bpk i|+ k k p=1 m(k)−1 m(k)−1 tk p=1 + kzk X x00k (t)dti| + T m(k)−1 6 m(k)−1 tp k Z x00k (t)dti| + |huk m(k)−1 , bk i| m(k)−1 tp k tp−1 k x00k (t)dtk + X kup−1 − zkp−1 kkbp−1 − bpk k k k p=1 T m(k)−1 m(k)−1 tk m(k)−1 − zk x00k (t)dtk + kuk m(k)−1 − zk m(k)−1 kkbk k (M + 2)(3m(k) − 1) k it following that α(k) → 0 when k → ∞; hence, by (3.19), we passing to the limit for k → ∞, we obtain Z T V (x0 (T )) − V (y0 ) > lim sup kx00k (t)k2 dt. (3.20) k→∞ 0 Therefore, by (3.15) and (3.20), Z T Z 00 2 kx (t)k dt > lim sup 0 k→∞ T kx00k (t)k2 dt 0 and, since (x00 )k converges weakly in L2 ([0, T ], Rm ) to x00 , by applying Proposition III.30 in [8], we obtain that (x00 )k converge strongly in L2 ([0, T ], Rm ) to x00 , hence a subsequence again denoted by (x00 )k converge poinwise a.e. to x00 . Since by (3.14) lim d((xk (t), x0k (t), x00k (t)), graph(F )) = 0, k→∞ and since by (H2) the graph of F is closed ([3], Proposition 1.1.2), we have that x00 (t) ∈ F (x(t), x0 (t)) a.e. on [0, T ]. It remains to prove that (x(t), x0 (t)) ∈ Q, ∀t ∈ [0, T ]. Indeed, by (3.11), (3.12), and (3.13), we have that kxk (t) − xpk k < ky0 k + M + 2 , k kx0k (t) − ykp k < M +1 , k EJDE–2002/76 Vasile Lupulescu 11 hence lim d((xk (t), x0k (t)), (xpk , ykp )) = 0. k→∞ Since, (xpk , ykp ) ∈ Q0 , ∀k ∈ N∗ , by (a) and (b) we have that lim d((x(t), x0 (t)), (xk (t), x0k (t))) = 0. k→∞ On the other hand d((x(t), x0 (t)), Q0 ) 6 d((x(t), x0 (t)), (xk (t), x0k (t))) + d((xk (t), x0k (t)), (xpk , ykp )) + d((xpk , ykp ), Q0 ); (3.21) hence, by passing to the limit we obtain that d((x(t), x0 (t)), Q0 ) = 0, ∀t ∈ [0, T ]. Since Q0 is closed, we obtain that (x(t), x0 (t)) ∈ Q0 , for all t ∈ [0, T ], which completes the proof. Acknowledgements. This research was done while the author was visiting the Research unit “Mathematics and Applications” (Control Theory Group) of the Department of Mathematics of Aveiro University, where the author was supported by a post-doctoral fellowship. The author wishes to thank Vasile Staicu for having introduced him to the subject of the paper; The author also wants to thanks the referee for his/her remarks that improved the results and their presentation. References [1] B. Aghezaaf and S. Sajid, On the second order contingent set and differential inclusions. Journal of Convex Analysis, 7:183-195, 2000. [2] J. P. Aubin and H. Frankowska, Set-Valued Analysis, Birkäuser, 1990. [3] J. P. Aubin and A. Cellina, Differential Inclusions. Spriger-Verlag, Berlin, 1984. [4] A. Auslender and J. Mechler, Second order viability problems for differential inclusions. J. Math. Anal. Appl., 181:205-218, 1994. [5] A. Ben-Tal, Second order theory of extremum problems in extremal methods and system analysis. 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