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SOLUTIONS OF D I F F E R E N T I A L EQUATIONS AS ANALYTIC FUNCTIONALS OF TIIE COEFFICIENT FUNCTIONS

BY

A. D. M I C H A L t and D. H. H Y E R S

I n t r o d u c t i o n

I n a series of papers during the last several years, ([1], [2], and references therein), one of us has developed a theory of the solutions of linear differential equations as analytic functionals of the coefficient functions. I n the present paper, we consider a more general situation in which the differential equation is not restricted to be linear and use different methods. Even in the linear case, the results are a little different.

The method is to establish an implicit function theorem for analytic functions on one complex Banach space to another, and then apply this theorem to the differ- ential equation.

Implicit functional equations in abstract spaces have been studied by various authors 1, and from various points of view. Since we restrict ourselves to the analytic case, it seemed appropriate to develop a theorem by generalizing the classical method of series expansions and dominating functions. A result similar to our theorem of Section 1 was given without proof b y Michal and Clifford [3].

I n the second section the implicit function theorem is used to study the solution of the differential equation

dy/dr=/('c,y)

as a functional of the function /. Here T is a real variable while y m a y range over a subset of a complex Banach space.

I n particular the theory will include systems of ordinary differential equations and certain types of partial differential equations.

1 . I m p l i c i t F u n c t i o n s

I n the present section we shall make use of the abstract differential calculus and of the theory of analytic functions in complex Banach spaces. ~ I n particular

1 See, e. g. HILDEBRANDT a n d GRAVES [11].

2 F o r a s u m m a r y of t h e s e t h e o r i e s i n c o m p l e x B a n a c h spaces see ~-]ILLE [6], c h a p . 4. F o r real a s w e l l as c o m p l e x B a n a c h s p a c e s see MICHAL [l, 8]. MICHAL a n d MARTIN [9], MARTIN [|0].

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76 A . D . M I C H A L AbID D . H . H Y E R S

we use the notation d / ( x o ; h) for the Gateaux differential lim ~ 1 {1 (x ~ + 2 h ) - / (x0))

).-~0

of the function /(x) on one complex Banach space E~ to another E~ and the notation d ~ / ( x o ; h z . . . h~) for the Gateaux differential of the nth order at x = x o with incre- ments h~,..., hn. I t is of importance to observe t h a t these " G a t e a u x differentials"

are indeed Frdchet differentials a for the analytic /(x) and t h a t the homogeneity of degree one in each increment is with respect to complex n u m b e r multipliers.

Lemma 1. Let El, E2 be complex Banach spaces and let /(x) be analytic for the sphere II x ]l =< Q of E 1 with values in E2 and suppose t h a t II/(x) I]-~ i for II x II g Q.

Then, given e > 0, there exists a positive integer n o such t h a t

II

d~l(O; X , X l , . . . , x ~ ) < ( M + D e ~

for all n > n o and all Xl, X 2 . . . X n in E 1. Hence, if m~ is the l d ~ / ( O ; x , , x 2 , . . . , x ~ ) , the series ~ m ~ ) J converges for 0 < ~ t < Q / e .

9 rt--1

modulus of

Proof. P u t and in general, Then

(~ (~1' ~2' "'" ~ n ) = / ( ~ l X l ~-~2X2 "~- "'"

"~-~n~n).

a n q,

(~'x .... ~) I k

1,... n,

and q~(~l,... ~ ) is analytic for tl xk II < q- and I ~k t < 1. L e t

n

in the complex plane. Then

1

0~1 /C,-o 27~i v~ dVl,

F

( a ~ (~1' ~' "'" $n)l

and, by induction,

d n / (0 ; Xl, ~ , -.. x~)

/" denote the unit circle

T T

1

F P

(31, 3 2 , - . . , 3n) d T1 d 3 2 . . , d 3n

" See :FRI~CHET [7].

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S O L U T I O N S O F D I F F E R E N T I A L E Q U A T I O N S 77

Now for

I I ~ l l < _ o / n , k = l , 2,...,~

and I ~ l = ] , k = l , . . . ~ we have I1~1~,=~11_<

~ ~lll ~ II-< 0- Hence II ~0 (~1,

~,., . - . ~ , ) I I - <

M. It eollows that II d" /(0; =1,

=~, . . . = - ) I I - <

M

when II=* II-<o/n, k = l , . . . , n . Now, for a n y x 1 .. . . xn in E 1 with I l l , l i f o , p u t :Q= O

,, II =, II

and hence

- - . = ~ , so that II=kll=e/n. We have

IId"/(O;x;

. . . . = ~ ) [ I - < M ,

< Mnn

II d"/(O; =1 .... , =,)I1---~-I1=111" II == II ... II ~, II, since d" /

is homogeneous in each xk. Now b y Stirling's formula,

n ! = ( l + e ~ ) I / ~ n n + i e ~ , where e~-~0 as n-+o~.

Hence, given e > 0 there exists a positive integer n o such t h a t

d " l ( O ; = , : = , , . . . ~ , ) <_ 9

I1=111.-.11=,11

for n > n o and all =l, xz .. . . x , in E 1.

If mn is the modulus of . d " [ ( O ; xl, x2,...Xn) then clearly m , < ~ / ~ for n > n o . Hence if O < 2 < o / e ,

m , ) . , < M + e (2eln ' where 0 < 2e - - < 1 . Hence ~ rnn 2" converges.

Lemma 2. Let El, E~ and E a be complex Banach spaces and let = E E l , y E E 2 , Let /(x, y) be analytic for ]]xl[ -<Q, ][Yl] -<0, with values in El, and suppose t h a t I]](x,y)]l is bounded for ][=[[_<0, [[y[[_<0. Then if mjk is the modulus of the multi- linear function

1

(j + k) ! dj+~ / (0, 0 ; =1, =~ . . . . =J, Yl, Y v - . . yk), the series ~ mjk 2 j/z k converges for 12] < 0 / e , l/z I< o/e.

t . k - O

Proof. Put

z = ( = , y ) , l l z l i = V l l = l l , + l l y l l 2, v ( z ) = / ( = , y ) .

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78

T h e n q~(z) is a n a l y t i c h a v e , f o r n > no, (1.1)

~ o w ,

A . D . M I C H A L A N D D . H . H Y E R S

in the

sphere

II II of the space

E~E~.

dnq)(O;Zl, Z2,...,zn) <(M+8) e__nn]]Zl]I...Hzn H

d q9 (0 ; zx) d~ q~ (0 ; z~, z~)

= d / x (0, 0 ; x~) + d / v (0, 0 ; y~)

= de/x:: (0, 0 ; x 1, x2) + d2/,v (0, 0 ; Xl, y~) + d~/x~ (0, 0 ; x~, y~) + d~/v~, (0, 0 ;y~, y.,)

B y L e m m a 1 we

d 3 ~ (0 ; z 1, z 2, za) = d a / ~ (0, 0 ; x 1, x 2, xa) + d a / ~ (0, 0 ; Xl, X2, Y3) + d a / ~ v (0, 0 ; x 1, x a, Y2) + da/~:~,v (0, 0 ; x 1, Y2, Ya) -+- dS /~x~ (0, 0 ; x 2, x 3, y~) + dS /::~v (0, 0 ; x~, y~, ya) + da/xy~ (0, 0 ; x 3, Yl, Y2) + d a / ~ v (0, O; Yl, Y2,Y3) dncf(O; z I . . . . z ~ ) = ~ ~ dt~.j~/(O, O; xk . . . xki, yl ... , yzl)

t+j~n

n! dJ~.jv / (0, 0 ; x 1, x 2 . . . . 1 , x~ ; yt+~, yt+2 . . . yn)

( M + e) e"

~)nV2~= n- Z1]]'HZ1]I''']]Xt]]'[] yI+IH''*I]ynH

< ( M + e ) e "

m~ t _ i + j = n.

V2 '

H e n c e if 0 < ~t < Q/e a n d 0 < / t < e / e ,

/ ~ - V 2 ~ ( i + i ) \ Q / \ Q /

a n d ~ mtj).t #J c o n v e r g e s , s i n c e 0 < 2~..~ < 1 a n d 0 < t t e < 1.

Q Q

f o r n > n 0 , so t h a t

w h e r e k l , . . . , kt r a n g e s o v e r all s u b s e t s of i m e m b e r s of t h e i n t e g e r s 1, 2, 3 , . . . , n , w h i l e 11 . . . lj is t h e c o m p l e m e n t a r y s e t t o k 1 . . . . , kt.

R e c a l l i n g t h a t I ] z ] ] - l / ] ] x l ] 2 + l l y l l 2 , u s i n g t h e i n e q u a l i t y (1.1) a n d p u t t i n g xt+l=x~+2 . . . x,~=O a n d Y I = Y 2 . . . y~=O we h a v e

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SOLUTIONS OF DIFFERENTIAL EQUATIONS 79 L e m m a 3. L e t E 1 a n d E 2 be (real or c o m p l e x ) B a n a c h spaces. I f .F(x,y)=

= ~ hj~ ( x , . . . x , y , . . . y ) , w h e r e hj~ (x 1 .. . . xj, YD-.. yk) is a m u l t i l i n e a r f u n c t i o n , s y m - ),k=0

m e t r i c in the x's a n d in t h e y ' s on E~E~ to E 2 a n d hol ( y ) = 0 a n d if t h e m o d u l i mjk of hjz satisfy ~ m j ~ r ~ < ~ for some r > 0 a n d ~ > 0 , t h e n t h e r e exists a unique a n a l y t i c solution of t h e e q u a t i o n y = F(x, y) in the n e i g h b o r h o o d of x=O, such t h a t y = 0 w h e n x = 0 .

Proof. First we e x h i b i t a f o r m a l solution, a n d t h e n p r o v e convergence. I n the e q u a t i o n

(1.2)

y = F (x, y) = hlo (x) + h20 (X, X) -~ hll (X, y) + h02 (y, y)

+ hao (x, x, x) + h21 (x, x, y) + hi2 (x, y, y) § h03 (y, y, y)

(1.4)

Symbolically, we m a y write relations (1.3) as ]cx = hi0,

]C2 -- h2o + hi1 ]Cl + ho2 k~,

]Ca = hso § h21 ]el -}- h12 ]C~ § h0s ]C~ + hll k2 + 2 h0z ]Cl k2,

= hao § hal k 1 -t- h22 ]el 2 -}- his ks + ho4 ]C~ + h21 ]C2

]C4 etc.

+ 2 h12 ]el ]C2 + 3 h0s k~ k 2 + hll ]c a + 2 ho~ ]C! k 3

+ ho2/~,

s u b s t i t u t e t h e generalized p o w e r series y= ~ kn (x), where k~ (x) is a h o m o g e n e o u s p o l y n o m i a l on E 1 to Ee which r e m a i n s to be d e t e r m i n e d , and e q u a t e the resulting h o m o g e n e o u s p o l y n o m i a l s of like degree. W e h a v e

kl (x) = hlO (x),

k2 (x) = h2o (x, x) ~ hll (x, kl (x)) + ho~ (k~ (x), k~ (x)),

k3 (x) = h3o (x, x, x) + h2~ (x, x, kl (x))+ h~2 (x, k~ (x), k~ (x))

§ h03 (]CI (X), ]Cl (X), ]Cl (X)) %- hi1 (x, ]C2 (x)) 4- 2ho2 (k 1 (x), k z (x)), (1.3)

k4(x)=h40(x,x,x,x)+h31(x,x,x, kl(x))+hz2(X,X, kl(x),kl(x))

+ h43 (x, k~ (x), kl (x), k~ (x)) + ho4 (k~ (x), kl (x), k~ (x), k~ (x))

§ h21 (x, x, ]C2 (x)) + 2h12 (x, k 1 (x), k 2 (x)) +

3hos (]C~ (x), ]C~ (x), ]C2 (x))

+ hit (x, ]cs'(x)) + 2h02

(]C1 (X),

k s (x)) + h02 (]C2 (x), ]cz (x)),

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~ 0 A . D . M I C H A L A N D D . H . H Y E R S

^

where (hmn k~,, h:,, k~, . . .k~,n) x = hmn (x, x . . . . x, k~,, (x), k~,, (x), . . . k~,~ (x) ) is a h o m o g e n e o u s p o l y n o m i a l of degree N = m + ~ x + . . ' + ~ in x. P u t t i n g ~ = ] l x l ] , ~ = [ ] y l ] , we see t h a t the series

(1.5) ($, ~]) = ml ~ ~ + m2 ~ ~z § ml 1 ~ ~ § mo 2 ~2 + m3 ~ ~:a + m2 t $~ ~ § ml 2 ~ ~2 § m0 a ~3

-~- . . .

d d m i n a t e s (1.2). B y hypothesis, this series converges for 0_< ~ ~< r, 0_< ~ ~ ~). Eq. (1.5) has a unique a n a l y t i c solution for ~] in terms of ~, a n d the coefficients in t h e series

= ~ c~ ~n for this solution m a y be d e t e r m i n e d b y s u b s t i t u t i n g t h e series in Eq. (1.5).

These coefficients are d e t e r m i n e d successively b y the e q u a t i o n s

e l = / 1 0 ,

C 2 = m 2 o § i l l Cl § m 0 2 c 2,

c a = mao § m21 c 1 + ml2 c~ § m03 c~ § mll c e § 2 m02 c 1 c 2, (1.6)

c a = m4o § real c 1 § m22 c~ + mla c~ § m o~ c~ § m21 c 2 § 2 m12 c 1 c 2 + 3 moa ct ~ c 2 + mll c a + 2mo2 c~ c a + rn0~ c.~,

which are of the same form as Eq. (1.4).

Since

IlhtJ[l=m~J,

it, follows t h a t

I]kn[l~cn,

where

IIh~sll

is the m o d u l u s of h,~(x, y) and [] kn I] t h a t of k~(x). Hence, since for some ~ > 0 , ~ c. ~" converges for

1

[~l < a, then ~ k , (x) converges for II x tl < a. T h u s y = ~ k a (x) is t h e unique a n a l y t i c

1 1

solution of e q u a t i o n y = F (x, y) in t h e n e i g h b o r h o o d of x = 0, satisfying t h e condition y (0) = 0.

Theorem 1. L e t El, E 2 a n d E a be complex B a n a c h spaces a n d let / ( x , y ) be a n a l y t i c in a region R 1 R e where R l ~ E l, R e ~ E 2. If the e q u a t i o n

(1.7) / (x, y) = 0

has a solution at x = x o , Y = Y o where x o E R l , y o E R 2, and if t h e differential d ~ ] ( x o , y o ; ~ y ) is a solvable linear f u n c t i o n of (~y t h e n there exists a sphere S a r o u n d the p o i n t x 0 in the space E l a n d an a n a l y t i c f u n c t i o n q ( x ) on S to E 2 such t h a t y = ~(x) is the u n i q u e a n a l y t i c solution of Eq. (1.7) on S such t h a t y o = ~ ( x o ) . This solution ~p(x) m a y be calculated recursively b y the m e t h o d of F o r m u l a ( 1 . 3 ) i n the proof of L e m m a 3.

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(1.8)

where

SOLUTIONS OF D I F F E R E N T I A L EQUATION'S 81

Proof. For convenience, we m a y assume t h a t x 0 = 0, Y0 = 0. Expanding the left member of (1.7) we obtain

v ~ (x) + po~ (y) + ~

Z p,,

(z, y) ~ 0,

k - 2 t + ] - k

p , (x, y) 1

(i + j) ! dt+j ~ , , / ( O , O ; x , x . . . . x , y . . . . y)

is a polynomial of degree i in x and j in y, and where in particular Pol (Y) = d~ [ (0, 0 ; y) is a solvable linear function of y. Hence Eq. (1.8) m a y be rewritten in the form

y = G (x, y) = - Pot 1 (Plo (x)) - ~ Z po2' (Pti (x, y))

k - 2 I.t-.l-k o r

(1.9) y = h l o ( x ) + ~ h i j ( x , x . . . . x , y , . . . , y ) ,

f + j > l

where pot denotes the inverse of P~1 and where

h,, (x~, x 2 . . . . x , yl, y~ ... yj) = po~t [ ~ - ) s d'+' [ (O, O ; xl ... x,, y,, ... y,)] 9

I t is sufficient to show the existence of a unique analytic solution of Eq. (1.9). By hypothesis, the left member of (1.8) and hence the right member of (1.9)is bounded and convergent in the neighborhood of (0, 0), say for ][ x I[ ~ ~, ]] Y II Z a. B y Lcmma 2,

rots St/~t converges, for

Izl<~h, Izl<~h,

where ml! is the modulus of h , (xL,... x , Yx-.. YJ).

Hence by Lemma 3, there is a unique analytic solution of Eq. (1.9) which reduces to 0 for x = 0 , and the theorem is proved.

(2.1)

2. Differential Equations

Consider the differential equation

d y = d r ] ( z ' Y )

subject to the initial condition Y = Y o for ~ = v o. Here T is a real variable on I v - T 0 1 ~ a , while y and ] ( v , y ) are elements of a complex Banach space B. We assume t h a t l (r, y) is continuous in the pair (v, y) for I v - 3o I -< a and II Y - Yo II -< b, t h a t there exists a positive n u m b e r M such that I I / ( r , y ) l l ~ M for I V - V o l - < a ,

6 - 543807. Acta m a t h e m a t l c a . 91. Imprimd le 14 mai 1954.

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8 2 A . D . M I C H A L A N D D . H . H Y E R S

[lY--Yo]] -<b, and t h a t for each % / ( % y ) is an analytic function of y for HY-Y01] <b"

Then if 0 < fl < b, / (3, y) satisfies a Lipschitz condition H/(Tf, yl)-- /('K, y2) H ~ N H y l - - Y 2 ] [

for all v in I ~ - ~ o l _ < a and all Yl, Yz in the sphere IlY-YolI</~.

For, if C is the unit circle in the complex plane, then b y Cauchy's integral formula 1

1 f / ( v , y + a h ) (~ l ( ~ , y ; h ) = ~ i " a2 d a ,

c

for Ily-y011<~, Irhtl-<b-fl.

Hence [[3/(v,y;h) il<_M for I r - ~ 0 l ~ < a , IIV-Y011<~, I l h l l - < b - ~ .

Since 5 [ ( v , y ; h) is homogeneous in h of degree one, it follows t h a t ][al(v,y;h)II <

~ N I I h ] l for I.r-.rol<_a, I l y - y o l l < f l , where N=b--- ~ . M 1

Now /(r, y 2 ) - / ( r , y l ) - f S / ( % y l + 2 ( y 2 - y l ) ; y 2 - y l ) d 2 for all Yl and Y2 in

o

II Y - Y0 II < fl- I t follows t h a t

II / (~, y~)- / (~, y,)f1-< N II Y2- Y~ II for all V,, Y2 in the sphere II Y - Y0 II "= ~.

Thus, all the hypotheses of a known existence theorem ([6], p. 95) for differential equations are satisfied. I t follows t h a t Eq. (2.1) has a unique continuous solution y = f f ( r ) satisfying the initial conditions y = y o for T = v0, and defined for [ v - r 0 1 ~ a , where a - : rain (a, fl/M).

Also,

(2.2) I l f f ( ~ ) - y o l l _ < / ~ < f l

for

I~-~o1_<~.

We use the following n o t a t i o n s : I is the interval I r - r 0 l _ < a , s the sphere II Y - Y o

II < ~

of the Banach space B, while X will denote the space of all functions x = x ( v , z ) on I S to B which are continuous in the pair (%z), bounded, a n d analytic in z for each r. With the norm defined b y

II~ll=sup {llz(~,~)ll~; v e I ,

z e S } ,

X is evidently a normed (complex) vector space. I t is also complete, since if [ [ x ~ - x ~ [ [ - > O as m and n tend to infinity, then the sequence of functions x n ( v , z )

I S e e [6]~ p . 74.

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S O L U T I O N S O F D I F F E R E N T I A L E Q U A T I O N S 83 converges u n i f o r m l y to a limiting f u n c t i o n x0(v, z) which is c o n t i n u o u s a n d b o u n d e d on I S . B y t h e generalized convergence t h e o r e m of W e i e r s t r a s s (see A. E. Taylor, [4]) it follows t h a t xo(~ ,z) is also a n a l y t i c in z for each ~ E I , a n d for z E S . H e n c e X is a c o m p l e x B a n a c h space.

L e t Y be the c o m p l e x B a n a c h space of all continuous f u n c t i o n s on I to B with t h e n o r m ]lYi]= m a x {lly(~)II; ~ 6 I } .

p u t t i n g

T

(2.3) G (x, y) = y0 + S x (a, y (a)) d (~,

TO

we shall be concerned w i t h t h e e q u a t i o n

(2.4) y = G (x, y),

where G(x,y) is defined on X K to Y, a n d where K is t h e sphere

rly-yoll<~

in the space Y. I t follows f r o m i n e q u a l i t y (2.2) t h a t 77 6 K . I t is clear t h a t G(x, y) is single v a l u e d a n d well defined for x E X, y 6 K , a n d t h a t G(x, y) is locally b o u n d e d in t h e region X K . F o r if x 1 is a n y given e l e m e n t of i a n d if ] ] x - x l l I < ? a n d y E K t h e n

II (x, y)II -< II y0 II + (11 x, II + y)

G (x, y) is G a t e a u x differentiable a t each p o i n t of the region X K. F o r if (x, y) and (x§ y + k ) are p o i n t s of this region we h a v e

(2.5)

P u t

G(x + 2h, y + , ~ k ) - G(x, y)

TO

T

+ S h [(r, y (a) + ~t/r (a)] d a

TO

T 1

= SdaSSx[(r,y((r)+).vk((r); k ( ~ ) ] d v

Vo 0

+

A =G(x+]th, y+~tk)-G(x, 1

S

[a, y (a) + ~t k (a)] d a.

h

TO

T

Y) f (~ x [a, y (a) ; k (a)] d a -

TO T o

h [a, y (a)] d a.

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84 A . D . M I C H A L A N D D . H . H Y E R S

Then from (2.5), A = A1 + A~ where

T: 1

A~= f da f {Sx[a, y(a) + 2vk(a); k(a)]-(~x[(~, y(a); k(a)]} d~,

"r a 0

T

A 2 = ~ {h [a, y (a) + 2 ]c (a)] - h [~, y (a)]} d a.

T0

We m u s t show t h a t A-+0 in the space Y as 4-+0. Now the n o r m of the integrand of the second integral is a continuous function of (a, 2) on

I A,

where A is an interval around zero. Hence the integrand of the second integral tends to zero uniformly with respect to a when 2 ~ 0 , and the second integral A~ tends to zero in the space Y, as 2 ~ 0 .

Since the range of the function y((~) is a c o m p a c t subset of the open sphere S c B , the distance of the subset from the b o u n d a r y of S is a positive n u m b e r &

Choose w such t h a t 0 < e o < S / I I/elI where ]{kH is the norm in the space Y. Then y ( a ) + ~ k ( a ) E S for all a E I and all complex numbers ~ with ] ~ ] < w .

We m a y rewrite A x as

v 1 1

(2.6)

Al=2 f d a f dv f ~,~x[a,y(a)+ ~tt~,k(a); k(a)]dl u.

"% 0 0

Now by the generalized Cauchy integral formula, if we select C as a circle with

O )

center at the origin and radius 2 ' and take I 2 l < ~ ~ 2 '

(2.7)

52x[a,y+2#vk;k] = ~l _ f x[a,y+(a~,~+r162 ~

C

The integrand is well defined, since ]~t/tv + ~{ _< lal + Ir <

y ( a ) + ( ) . # v + ~ ) k ( a ) E S . I t follows from (2.7) t h a t

I1 ~=* [~, u + ~f*,,k; k] I1_< s ~ - = l l ~ l l .

so t h a t

Hence, b y (2.6),

II AIlI~s~ 21~1 ~11.11, so that A I ~ 0 in the space Y

as X - ~ 0 . Therefore

G(x, y)

is G a t e a u x differentiable a n d locally bounded, and hence analytic in K, with its differential given b y

(2.8)

T

dG(x,y; h,k)= f (~x[a,y(a); ~(a)]da+ f h[a,y(a)]da.

TO ~0

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SOLUTIONS OF D I F F E R E N T I A L EQUATIONS 85 P u t t i n g F(x, y)= G(x, y ) - y , Eq. (2.4) m a y be w r i t t e n in t h e f o r m F ( x , y ) = 0 . T h e differential d Fy (x, y; k) t a k e s t h e f o r m

d F~ = d G~ (x, y ; k) - k

T

= f ~ x [a, y (a) ; k (a)] d a - k (3).

~0

is the solution of Eq. (2.1) with t h e initial v a l u e of Y0, we W e p u t 9 = / ( 3 , y).

T h e n since ?~(3) h a v e F (~, ?~) = 0.

T h e differential d F ~ ( x , y ; k) is a integral e q u a t i o n

solvable linear f u n c t i o n of k if the linear

(2.9) k (3) - f ($x [a, ~ (a); k (a)] d a = z (3)

T0

has a continuous solution k(3) defined for 1 3 - 3 0 1 -< :r for e v e r y c o n t i n u o u s z(v) on I to B. I t follows b y using the C a u c h y integral f o r m u l a as before t h a t there exists a c o n s t a n t # > 0 such t h a t

(2.10) II (o); II-< II k II

for all a E I a n d all k E B. H e n c e it is easily s h o w n t h a t t h e a b s t r a c t V o l t e r r a integral e q u a t i o n (2.9) has a unique c o n t i n u o u s solution.

T h u s all the h y p o t h e s e s of t h e implicit function T h e o r e m 1 are satisfied, a n d we conclude t h a t Eq. (2.4) h a s a solution y = ~b(x) a n a l y t i c in x in the n e i g h b o r h o o d of

= / ( 3 , y). T h u s we h a v e p r o v e d t h e following r e s u l t :

T h e o r e m 2. Under the restrictions and de/initions given above, the solution y (3) o/

the di//erential equation

d y

d--v = x (v, y)

with y(vo)= Yo, considered as a /unction o/ the right hand side x ( v , z)E X with values in Y, is an analytic /unction o/ x in the neighborhood o/ ~ = / ( 3 , z).

Corollary. I f /(3, y) is a p o l y n o m i a l in y, a n d c o n t i n u o u s in v for I v - 3 o l ~ < a t h e n all t h e h y p o t h e s e s on / (3, y) will be satisfied for a n a r b i t r a r y sphere II Y - Y0 II --< b, so T h e o r e m 2 will hold.

Proof. I s follows f r o m a result of K e r n e r 1 t h a t /(3, y) is continuous in the p a i r (3, y) a n d t h a t if 3 varies in a sufficiently small n e i g h b o r h o o d , II f(3, y)II is b o u n d e d

, S e e [5], p. 5 4 8 .

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86 A . D . M I C H A L A N D D . H . H Y E R S

for II Y-Yo II < b where b is a n y positive number. B y an application of the Heine Borel theorem to the interval I ~ - % [ < a, there exists an M > 0 such that Ill (T, y II < M for all z in the interval I ~ - ~ 0 1 _ < a and all y in the sphere IlY-Yo[l<b, Thus all the hypotheses are satisfied.

Another important special ease of Theorem 2 is that of a s y s t e m of n numerical differential equations. Since in this ease the space B is a finite dimensional space of n complex variables, the hypothesis of the boundedness of the norm [I [ ( z , Y)1[ is redundant providing the numbers a and b are finite.

B y taking B to be a function space, it is also possible to include certain t y p e s of partial differential equations under Theorem 2.

California Institute o/ Technology and the University o/ Southern Cali/ornia

R e f e r e n c e s

[I I. A. 1). MICHAL, On a n o n - l i n e a r t o t a l differential e q u a t i o n in n o r m e d linear spaces, Acta Mathematiea, w)l. 81), 1-21 (1948).

121. - . . . . , S o l u t i o n s of s y s t e m s of linear differential e q u a t i o n s as e n t i r e a n a l y t i c f u n c t i o n a l s of coefficient functions, Mathematics Magazine, vol. 22, 57-66 (1948).

[3]. A. I). MICHAL a n d A. 1t. CLIFFORD, F o n e t i o n s a n a l y t i q u e s implieites d a n s des espaees w~etoriels a b s t r a i t s , Comptes Rendus, Paris, w)l. 197, 735-737 (1933).

14). A. 1']. TAYLOR, A n a l y t i c f u n c t i o n s in general analysis, Annali della 1~. Scuola Normal("

Superiore di t'ib'r Series 11, w)l. 6, 277-2,(t2 (1937). T h i s is a s h o r t e n e d a c c o u n t of TAYLOR'S California I n s t i t u t e of T e c h n o l o g y Thesis, 1936.

[5]. M. KERNER, l)i(; I)ifferentiale in d e r A l l g e m e i n e n AnMysis, Annals o/ Math., vol. 34,- 546-572 (1933).

16]. E. HILLE, F u n c t i o n a l Analysis a n d Semi-(Iroups, American Mathematical SocietyCollo- quium Publication, wd. 31 (1948).

[7]. M. FR~:CHET, L a n o t i o n de diffdrentielle d a n s l ' A n a l y s e (16n6rale, Ann. Ec. Norm. Sup.,

t . X L I I , 293-323 (1925). This p a p e r is r e p r o d u c e d in FRg:CHET'S r e c e n t b o o k : " P a g e s ehoisies d ' A n a l y s e gdndrale", pp. 180-2t)4, G a u t h i e r - V i l l a r s , 1953.

D. MIeHAL, F u n c t i o n a l analysis in topological g r o u p spaces, Mathematics Magazine, vol. X X I , 80-90 (1947).

A. 1). MICHAL a n d 11. S. MARTIN, S o m e e x p a n s i o n s in v e c t o r space, Journal de Math.

Pures et Appliqudes. vol. 13, 69-91 (1934).

R. S. MARTIn, " C o n t r i b u t i o n s t o t h e t h e o r y of f u n c t i o n a l s " , California I n s t i t u t e of T e c h n o l o g y Thesis, 1932 (unpublished).

T. H. HILI)EBRANDT a n d L. M. GRAVES, I m p l i c i t f u n c t i o n s a n d t h e i r differentials in general analysis, Trans. American Math. Soc., vol. 29, 127-153 (1927).

18]. A.

[9].

[10].

Ill].

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