R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
T ZANKO D ONCHEV
Semicontinuous differential inclusions
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TZANKO
DONCHEV(*)
ABSTRACT - Almost upper and almost lower semicontinuous differential inclusions in a Banach space with
uniformly
convex dual are considered. We suppose that theright-hand
side is a sum of one-sideLipschitz
multifunction and amultimap
which satisfies compactness type conditions. A relaxation theoremstating
that the solution set of theoriginal problem
is dense in the set of con-vexified upper semicontinuous
regularization
one isproved.
1. - Introduction.
We consider the
following
differential inclusion:in a Banach space E with
uniformly
convex dual E * . Here I =[ 0, 1 ],
Fand G are multifunctions
(multimaps).
The first one is almostUpper
SemiContinuous
(USC),
the second one is almost Lower SemiContinuous(LSC).
The existence of solutions in USC and LSC cases under addition- alcompactness assumptions
is considered ingreat
number of papers(see
e.g.
[7]
and referencesgiven there).
Here we examine the existence of solutions and prove that the solution set of(1)
is connected. For one-sideLipschitz
F and G weapproximate
solution set of the relaxedproblem (2) (below) by
the solution set of thecorresponding
discretized inclusion.With the
help
of thisapproximation using Fm
continous selections(see [4], [5], [6])
the existence result withoutcompactness assumptions
isproved. Using
refined version of the main idea of[12]
we also prove new(*) Indirizzo dell’A:
Department
of Mathematics,University
ofMining
andGeology,
1100 Sofia,Bulgaria.
relaxation theorem
(Theorem 1).
Afterwards the case of sum of one-sideLipschitz
and amultimap satisfying compactness
conditions is consid- ered(Theorem 2).
Now we recall some definitions and notations. All the
concepts
not di-cussed in the
sequel
can be found in[7].
Given metric spaces Y and
X,
themultimap
F :Y-~ 2X (nonempty compact
subsetsof X)
is said to be Hausdorff upper semicontinuous-USC[Hausdorff
lowersemicontinuous-LSC]
iff for every E > 0 there exists 6 > 0 such thatF(x)
cBE (F( y ) ) [F( y )
cBE (F( x ) ) ]
for all x EB6 (y),
whereB,5 (y)
is the open ball centered at y with radius 6. ForA c E , A (coA)
is the closed(convex)
hull of A. For bounded setsDH(A, B) =
= max { sup Q(a, B),
supQ(b, A) 1,
whereQ(a, B)
= infa - b
, is theaEA bEB beB
Hausdorff distance. The
multimap
F: I xY~ 2x
is calledA(lmost)USC (LSC)
iff there exists a sequence{Jm}oom = of compact mutually disjoint
subsets of I such that meas
(IB U Ji
= 0 and F is USC(LSC)
onJi
x Yfor every i . Given M > 0 we define the cone:
Let A c I x E . The
map , f :
A - E is said to beT M
continuous at( to , xo ) if
to E > 0 there exists 6 > 0 such that
whenever
For A E
2E , A )
=sup a ~,
where is thesupport
function.We denote a E A
B(A) =
=
inf (R
> 0: A can be coveredby finitely
many balls with radius ~ For x EE defineJ(x) _ {~* eF*:
=IX* 12
=~x*, x~~. J(~)
is calledduality
map. When E * isuniformly
convex it is well known that J is sin-gle
valued anduniformly
continuous on the bounded sets.(see [7]
for in-stance).
DefineThe indicator function
2. - Main results.
In this section we prove our main results. Denote
and
We will use the
following assumptions:
H 1. The
multimap F( ~ , ~ )
is AUSC with convexcompact
values andG( - , ~ )
is closed valued ALSC such thatH( ~ , ~ )
iscompact
valued andUSC. Let also
x)
+G(t, x) ~ ~ ~,(t)~ 1
+ forA(’) positive
inte-grable
function.H2
(One-side Lipschitz condition).
There existintegrable M( ~ )
andN( ~ )
such thatREMARK 1. The last condition-one-side
Lipschitz
is introducedin [8].
It isgeneralization
of the known one sidedLipschitz
condi-tion :
for
every x , y and everyfx E F( t , x), fy E F( t , y)
In this case
G(t, x )
issingle
valued and if Hlholds,
then(1)
admits anunique
solution. The one sidedLipschitz
is an extension of the classicalLipschitz
condition insingle
valued case. Our condition(one-side Lips-
chitz)
is an extension of thefollowing
multivaluedLipschitz
condi-tion :
Moreover
F( t , ~ ) is, obviously
one-sideLipschitz
iff coF( t , ~ )
is one sideLipschitz.
THEOREM 1. Under the
assumptions Hl,
H2 theproblem (1)
ad-mits a solution. Moreover the solution set
of (1 )
is connected and dense in the solution setof
the relaxedproblem:
Furthermore the solution set
RRP of (2)
isR6
set.PROOF. First note that
using
standardarguments
one canreplace N(.)
+M(.)
andA(’) by
1 ifneeded, preserving
the otherhypotheses.
Namely
definecp(t)
> 0. Theis continuous and
strictly increasing.
Let~( ~ )
be itsinverse,
i.e.and
Evidently F
andG satisfy
all the conditions mentioned above. Moreover the set oftrajectories,
as curves in thephase
space, ispreserved.
We divide the
proof
into foursteps.
1. A
priori
bounds. Denote If~
(2
+ exp(~.),
thanks to Gronwallinequality.
Therefore there existconstants
L, K
such that L andx) ~ ~
K for every abso-lutely
continuous(AC) x( ~ )
withWe suppose
x) ~ _ ~ x)
+H(t, x) ( ~ K
for all x E E since weconsider
only
ACx(-), satisfying
the differential inclusion above.2.
Approximation.
Let z i =ih ; h
=1 /m
be uniformgrid
of[0, 1 ].
Consider the discretized inclusion:
Denote
by RRp
andRDI
the solution set of(2.2)
and(2.3) respect- ively.
We claim lim
DH ( RDI ,
= 0 .h-0
Let
y(.)
be solution of(2.2).
Weget x( t ) E R( t ,
such thatI.e.
Thus there exists a constant C such that
C(h + 2L))~~.
Letx(.)
be a solution of(2.3).
Consider another uniformgrid r Y = jhy
of[0,1]
such that the elements ih of the firstgrid
are elements of the second one. We let
E R(t, y( i1J» for j =1,
... , nbe such that
I.e.
where we have denoted
y(h) = fJ(Kh, 2L).
Furthermore[r j , i i+ 1).
Therefore
y( t ) ~ 2 ~ C(h + hy
+y(h)
+y ( hy ) ) . Using
similar argu-ments one can show that
C(h + hy
+y(h)
+y(h~))1~2.
Since lim
y(h)
= 0 one can conclude that there exists a sequence of subdivisions{Pm}oom=1
i such that and~
(C(h
+y(~))~~)/2".
Thusis
aCauchy
sequence inC(I , E),
here
Rill
is the solution set of(3)
withrespect
to m . Thus there exists R = limObviously R --- RRp . Using
standard construction one canprove that given
k>0 there exists a solutiony(·)
of(2)
withx( t ) -
-
y(t)|2 C(h
+y(h))
+ A. Since A isarbitrary DH(RDI, RRP) C(h
++
y(h))’12.
The claim isproved.
3. Existence
of
solutions. LetS(., x)
bestrongly
measurable and let,S( t , ~ ) )
be USC as a real valued function for every Further-more let
S(t, x ) c R( t , x )
benonempty
convex andcompact
valued. Weclaim that the solution set
R1
ofis
nonempty compact
valued and limRe)
= 0 . HereR,
is the sol-ution set of E-0
From the
previous step
we know that the solution set of(2)
isnonempty compact.
Considerwith the solution set
RDI. Obviously
limQ(REI,
= 0 . Therefore onecan conclude that lim
e(Rs, R1 )
= o . I.e.R1
isnonempty compact.
Theh-0 DI
fact that
R1
= limRe
isstraightforward (see
for instance[3, 7]).
e-o
Since G is ALSC there exists a sequence of
mutualy disjoint compacts Ai
such that I =U Ai U N,
wheremeas (N)
= 0 andG(·, ·)
is LSC oni=i i
Ai
x E for every i . From theorem 2 of[5]
we know that there exists a se-lection
g( t , x ) x )
which isI ~’x + 1
continuous on everyAi
x E . Ifh(t, x)
=coflg(t, x
+UE)
thenh(t, x) cH(t, x).
Hence there exists a sol- utionx(~)
ofx(t) E F(t, x)
+h(t, x).
It is easy to show thatx(t)
EE F( t , x)
+g(t, x) (see
theproof
of Theorem 6.1 of[7]).
Therefore the sol- ution set of(1)
isnonempty.
4.
Density.
Letz( ~ )
be a solution of(2).
It is easy to see that there existsequences Ei - 0 and xi
such that| - 0,
whereIf
E R(t, x), x(o)
= xo, then ~E F(t, x)
+ coG(t,
x +U~)
for every E > 0. One caneasily
show that(t, x ) --~ G( t ,
x + is ALSC. It isstraightforward
to prove that1 decreasing
to zero there exist such thatE F( t , x
+ +G( t , x
+ +U£
2 andlim =
z(t).
Letx(t) = f (t)
+g(t),
wheref(t) E F(t, xi (t) + UE2 )
andlet
g(t) E G(t ,
+ +Uei
i bestrongly
measurable. Let E > 0 begiven
and letFix y
> 0 and define themultimap:
We will prove that
H~ ( ~ , ~ )
is ALSC withnonempty compact
values. Fix t . Let y Ex( t )
+!7e
be such thatg(t)
EG(t, y )
+U~ .
From H2 there existsu)
such that(J(y - u), gg - v~ ~ ~ u - y [ ~ , where U
EG(t, y)
andE .
Since - x( t ) ~
E , one has thatI.e.
H~ ( ~ , ~ )
isnonempty compact
valued. LetG( ~ , ~ )
bejointly
LSC andg(.)
be continuous on A .Suppose ti ~ t ( ti E A ),
Let v EG(t, u )
be such thatwhere Since
G(~ , ~ )
is LSC there existsVi E G( ti, ui )
such thatThus
H~ ( ~ , ~ )
is also ALSC. Therefore the differential inclu- sion :admits a solution
y( ~ ). By
standardcomputations
we obtainOne can prove that the solution set is connected as the
corresponding
resultof
[4].
Indeed let be two solutions of(1). Letfi (.),
gi( . )
bestrongly
measur-able selections
of F( ~, ui ( ~ ) )
and ofG( ~, ui ( ~ ) ) respectively
i= 1,
2. For i ==1, 2 consider the map
By
Lusin’s theorem there exists a sequenceof mutually disjoint compacts Jn
c Iwith meas
(I B U Jn )
= 0 such thatUi (.)
are continuous onJn and G( ., .)
is LSC onJn
x E . SinceG’(-, -)
is LSC onJn
x E it admitsrK + 1
continuous selectiong’(-
.,
).
Definex )
=g,,(t, x ),
for t EJn .
Setx )
=f 1 y )
fory f; sr=
[t,
t +f)
Define alsoHi(t, x) = x),
for t EJn.
I.e.
H i ( ~ , ~ )
is well definedon I BN.
For A E[ 0, 1 ]
consider:Let Sk be the solution set of (1) with Rk(·, ·) instead of G(·,· ). From
Theorem 5.2 of[2]
we know thatSi
iscompact
connected.Obviously
is USC. Thusc
,S(x)
iscompact
connectedcontaining
ul andu2. Therefore S(x)
is it-i
self connected.
It remains to show that
RRP
isRa
set. As in theproof
of Theorem 5.2 of[3]
consider the sequence of
locally Lipschitz
onI x E . Denote where
bn = 2 - n .
The solution set of(2.2)
with instead of R is closed contractible. MoreovernR 2
and lim = 0. ThereforeRRp
is in factR,5
set(see
for1 n n---+ 00 n
details
[3)).
COROLLARY 1. Under the conditions
of
Theorem 1 there exists a con-stant C such that
2 L ~
whereR URP
is thesolution set
of
Consider the
following
differential inclusionwhere V: is bounded
strongly
measurablecompact
valued. Denoteby RF(V)
the solution set of(4).
From Theorem 1 and Theorem 5.2 of[3]
fol- lows :COROLLARY 2.
IfF satisfies
HI and H2nonempty compact Ra
set.PROOF. Let
y(t)
It is sufficient to show that there existsConsider the
multimap
Since
F( ~ , ~ )
iscompact
valued and since~o ( y( t ), F(t , y( t ) ) + V1 ( t ) ) ~
V2(t», taking
into accountH2,
we obtainG(t, x ) ~ ~ .
It iseasy to show that
G(t, x)
is convexcompact valued, G(., x)
isstrongly
measurable and
G( t , ~ )
is USC for * as a real valued func-tion. Therefore the differential inclusion
E G( t , x); x( 0 )
= xo admitsa solution thanks to
Corollary
1 becauseG(t, x) c F(t, x). Consequently d~dt ~ x(t) - y(t) [ % x(t) - y(t) + V2 (t) ) .
The
following
lemma isproved
in[10].
LEMMA 1. Let X be a Banach space,
compact
convexand F:
D -~ 2D B0
USC withcompact Ra
values. Then F has afixed point.
The
problem
of the existence of solutions of(1)
whenF( ~ , ~ )
is one-side
Lipschitz
andG(., .)
satisfiescompactness
conditions is difficulteven when F and G are
single
valued.In the
sequel
suppose E isseparable.
We need the next condi- tion.H3.
G( ~ , ~ )
is ALSC closed valued and F is AUSC convexcompact
valued. Furthermore
f3(G(t, A)) 6 k(t)f3(A)
for every bounded AcE.LEMMA 2. Let
l(t)
beL1 (I, R) function
and letL1 (I, E) satisfy I ~ l(t) for
a.e. t e I and allk,
thenThe
proof
of thecorresponding
result of[2]
works also in our case and will begiven
in the last section.The
following
theorem extends Theorem 3.2of [1]
and Theorem 4 of[2].
THEOREM 2.
If F satisfies HI,
H2 and Gsatisfies Hl,
H3 then the solution setof
thedifferential
inclusions(1)
isnon-empty
connected.PROOF. First one can suppose
k(t) M(t) =
~, = 1 if needed. Obvi-ously
there existpositive
constants K and L such thatx)
+G(t, x) ( ~ I~
wheneverQ(x(t), F(t,
x +U1)
+G(t,
x +Ul ) ) ~
;1
(see proof
of Theorem 1apriori bounds).
Letg(t , x)
EG(t , x)
berK +
1continuous selection and let
h(t, x)
be as in theproof
of Theorem 1(exis-
tence of
solutions).
Consider(2)
withH(t, x ) replaced by h(t, x).
For AC x we setVx(t)
=h(t, x( t ) ) .
Due to Hl there exists a closed convex bounded andequicontinuous
setSl c C(I , E)
such thatHere We let
RF (,Sn )
for n -> 1.Denote Set Therefore
Pn(t)
k=l 1
Since E is
separable
one has that there exists asequence such that Thus
exp ( 1 )
due to Lemma 2.Therefore Hence
P ~ ( t ) --- 0 ,
i.e.~)=0.
Since E is reflexive S # 0. Furthermore limP. (t)
and hencen Sn
= S isnonempty
convexcompact
inC(I, E).
MoreoverRF (S)
C,S,
i.e. there exists a fixedpoint
x. This ACx( ~ ) E RF ( Vx )
i. e.E F( t , x )
+h( t , x), x(O)
= xo . Now it is obvious to show thatx(t)
EF(t, x)
+g(t, x)
a.e. in I.3. -
Concluding
remarks.PROPOSITION 2. Let E be a Banach space and let with
Kn
c 1 be such thatUA)
= 0for
bounded A c E and all n.If
K =
U Kn
and is bounded thenn>l 1
where
=
inf I r
> 0 : B can be coveredby finitely
many balls with radius ~~ r with center in
K~ .
This is
Proposition
3 of[2]
and can beproved (with
obvious modifica-tions)
asProposition
9.2 of[7].
Moreover it is not difficult to see that thisproposition
holds also when Xk arereplaced by compact
setsXk .
One hasonly
to setKn)
= sup infx - a ~ .
.xEXk aEKn
Obviously
for all bounded B c K thefollowing inequalities
arevalid:
PROOF OF LEMMA 2. Let
En
be finite dimensional such that E ==
U En.
DefineWn
={v
EL1 (I): 2l(s)
a.e. on7}
and letKn
== for fixed t E I. For E > 0 there exists with such that
l(t)
is bounded onI~ .
ThereforeKn
== ( RF ( M0( t ) :
W = with isrelatively compact
thanks to Theo-rem 2.1. Since +
i7~
one has that = 0 . Due toProposition
2Now
From Fatou’s lemma and the dominated convergence theorem we
get
REMARK 2.
Using
obvious modifications of thepresented proof
onecan prove Theorem 2 when F satisfies
compactness
conditions and G is one-sideLipschitz multimap.
Moreover Theorems 1 and 2 can beproved
when F is not
AUSC,
but thesupport
functionF( ~ , ~ ) )
is AUSC forevery l E E
* as a real valued function. Moreover H2 can be relaxed towhere
w( ~ , ~ )
is a Kamke function. One can prove Theorems 1 and 2 also in case ofwhere
H( ~ , ~ )
is one sidedLipschitz
andH( ~ , ~ )
is USC with closed bound-ed convex
(non nessesarily compact)
values. In this case(2.3)
be-comes
Moreover suppose where
u(., .)
is aKamke function
one can
prove Theorem 2 fornonseparable
E . IfM(.)
andN(.)
areconstants,
then thegrouth
condition in H 1 can bereplaced
by R( ~ , ~ )
is bounded on bounded sets. Indeed from H2 followsI.e.
We
give
twoexamples
forsystems
which are neitherLipschitz,
norone sided
Lipschitz,
butsatisfy
HI and H2.EXAMPLE 1. Define
f(y) = - y /YTYT
for y # 0 and 0 elsewhere fory E R n.
Consider thesystem:
Obviously H 1,
H2 hold if t E[ o , 1 ].
Therefore the solution set of this sys- tem is dense in the solution set of the convexifiedproblem:
However if we
replace
the secondequation by
then H2 does not hold and the solution set of
(1)
is not dense in the sol- ution set of the convexifiedproblem.
It is thesignificant
counterexample of Plis ([11]).
EXAMPLE 2. Let E be the Hilbert
space ~.
Consider the sys- tem :is
dense in Uset, g(x) = - x/|x|2/3 for x = 0 ,
= 0 forx = 0 and
V : _ ~ x
el2:
xi E[ -1 /i , 1 /i ] ~ . Obviously H 1,
H2 hold. Here the one-sideLipschitz
constant is 0.Acknowledgement.
This work ispartially supported by
NationalFoundation for Scientific Research at the
Bulgarian Ministry
of Educa-tion and Science
gvant
No MM701/97
and MM.807/98.
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