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Handbook of differential equations. Ordinary differential equations PDF

583 Pages·2005·2.812 MB·English
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HANDBOOK OF DIFFERENTIAL EQUATIONS ORDINARY DIFFERENTIAL EQUATIONS VOLUME II This page intentionally left blank H ANDBOOK D E OF IFFERENTIAL QUATIONS O D RDINARY IFFERENTIAL E QUATIONS V II OLUME Editedby A. CAÑADA DepartmentofMathematicalAnalysis,FacultyofSciences, UniversityofGranada,Granada,Spain P. DRÁBEK DepartmentofMathematics,FacultyofAppliedSciences, UniversityofWestBohemia,Pilsen,CzechRepublic A. FONDA DepartmentofMathematicalSciences,FacultyofSciences, UniversityofTrieste,Trieste,Italy 2005 NORTH HOLLAND Amsterdam Boston Heidelberg London NewYork Oxford • • • • • • Paris SanDiego SanFrancisco Singapore Sydney Tokyo • • • • • ELSEVIERB.V. ELSEVIERInc. ELSEVIERLtd ELSEVIERLtd Radarweg29 525BStreet,Suite1900 TheBoulevard,LangfordLane 84TheobaldsRoad P.O.Box211,1000AEAmsterdam SanDiego,CA92101-4495 Kidlington,OxfordOX51GB LondonWC1X8RR TheNetherlands USA UK UK ©2005ElsevierB.V.Allrightsreserved. ThisworkisprotectedundercopyrightbyElsevierB.V.,andthefollowingtermsandconditionsapplytoitsuse: Photocopying Singlephotocopiesofsinglechaptersmaybemadeforpersonaluseasallowedbynationalcopyrightlaws.PermissionofthePub- lisherandpaymentofafeeisrequiredforallotherphotocopying,includingmultipleorsystematiccopying,copyingforadvertising orpromotionalpurposes,resale,andallformsofdocumentdelivery.Specialratesareavailableforeducationalinstitutionsthatwish tomakephotocopiesfornon-profiteducationalclassroomuse. Permissions may be sought directly from Elsevier’s Rights Department in Oxford, UK: phone (+44) 1865 843830, fax (+44) 1865 853333, e-mail: [email protected]. Requests may also be completed on-line via the Elsevier homepage (http://www.elsevier.com/locate/permissions). IntheUSA,usersmayclearpermissionsandmakepaymentsthroughtheCopyrightClearanceCenter,Inc.,222RosewoodDrive, Danvers,MA01923,USA;phone:(+1)(978)7508400,fax:(+1)(978)7504744,andintheUKthroughtheCopyrightLicensing AgencyRapidClearanceService(CLARCS),90TottenhamCourtRoad,LondonW1P0LP,UK;phone:(+44)2076315555,fax: (+44)2076315500.Othercountriesmayhavealocalreprographicrightsagencyforpayments. DerivativeWorks Tablesofcontentsmaybereproducedforinternalcirculation,butpermissionofthePublisherisrequiredforexternalresaleor distributionofsuchmaterial.PermissionofthePublisherisrequiredforallotherderivativeworks,includingcompilationsand translations. ElectronicStorageorUsage PermissionofthePublisherisrequiredtostoreoruseelectronicallyanymaterialcontainedinthiswork,includinganychapteror partofachapter. Exceptasoutlinedabove,nopartofthisworkmaybereproduced,storedinaretrievalsystemortransmittedinanyformorbyany means,electronic,mechanical,photocopying,recordingorotherwise,withoutpriorwrittenpermissionofthePublisher. Addresspermissionsrequeststo:Elsevier’sRightsDepartment,atthefaxande-mailaddressesnotedabove. Notice NoresponsibilityisassumedbythePublisherforanyinjuryand/ordamagetopersonsorpropertyasamatterofproductsliability, negligenceorotherwise,orfromanyuseoroperationofanymethods,products,instructionsorideascontainedinthematerial herein.Becauseofrapidadvancesinthemedicalsciences,inparticular,independentverificationofdiagnosesanddrugdosages shouldbemade. Firstedition2005 LibraryofCongressCataloginginPublicationData:AcatalogrecordisavailablefromtheLibraryofCongress. BritishLibraryCataloguinginPublicationData:AcataloguerecordisavailablefromtheBritishLibrary. ISBN0444520279 SetISBN:0444517421 ThepaperusedinthispublicationmeetstherequirementsofANSI/NISOZ39.48-1992(PermanenceofPaper). (cid:1)∞ PrintedinTheNetherlands. Preface This handbook is the second volume in a series devoted to self contained and up-to-date surveys in the theory of ordinary differential equations, written by leadingresearchers in the area. All contributors have made an additional effort to achieve readability for math- ematicians and scientists from other related fields, in order to make the chapters of the volumeaccessibletoawideaudience.Theseideasfaithfullyreflectthespiritofthismulti- volume and the editors hope that it will become very useful for research, learning and teaching.Weexpressourdeepestgratitudetoallcontributorstothisvolumefortheirclearly writtenandelegantarticles. Thisvolumeconsistsofsixchapterscoveringavarietyofproblemsinordinarydiffer- entialequations.Both,puremathematicalresearchandrealwordapplicationsarereflected pretty well by the contributions to this volume. They are presented in alphabetical order according to the name of the first author. The paper by Barbu and Lefter is dedicated to thediscussionofthefirstordernecessaryandsufficientconditionsofoptimalityincontrol problemsgovernedbyordinarydifferentialsystems.Theauthorsprovideacompleteanaly- sisofthePontriaghinmaximumprincipleanddynamicprogrammingequation.Thepaper byBartschandSzulkinisasurveyonthemostrecentadvancesinthesearchofperiodic andhomoclinicsolutionsforHamiltoniansystemsbytheuseofvariationalmethods.After developingsomebasicprinciplesofcriticalpointtheory,theauthorsconsideravarietyof situations where periodic solutions appear, and they show how to detect homoclinic so- lutions,includingtheso-called“multibump”solutions,aswell.ThecontributionofCârja˘ and Vrabie deals with differential equations on closed sets. After some preliminaries on Brezis–BrowderorderingprincipleandClarke’stangentcone,theauthorsconcentrateon problemsofviabilityandproblemsofinvariance.Moreover,thecaseofCarathéodorysolu- tionsanddifferentialinclusionsareconsidered.ThepaperbyHirschandSmithisdedicated tothetheoryofmonotonedynamicalsystemswhichoccurinmanybiological,chemical, physicalandeconomicmodels.Theauthorsgiveaunifiedpresentationandabroadrange oftheapplicabilityofthistheorylikedifferentialequationswithdelay,secondorderqua- silinearparabolicproblems,etc.ThepaperbyLópez-Gómezanalyzesthedynamicsofthe positivesolutionsofageneralclassofplanarperiodicsystems,includingthoseofLotka– Volterratypeandamoregeneralclassofmodelssimulatingsymbioticinteractionswithin global competitive environments. The mathematical analysis is focused on the study of coexistencestatesandtheproblemofascertainingthestructure,multiplicityandstability ofthesecoexistencestatesinpurelysymbioticandcompetitiveenvironments.Finally,the paperbyNtouyasisasurveyonnonlocalinitialandboundaryvalueproblems.Here,some oldandnewresultsareestablishedandtheauthorshowshowthenonlocalinitialorbound- v vi Preface aryconditionsgeneralizetheclassicalones,havingmanyapplicationsinphysicsandother areasofappliedmathematics. WethankagaintheEditorsatElsevierforefficientcollaboration. List of Contributors Barbu,V.,“Al.I.Cuza”University,Ias¸i,Romania,and“OctavMayer”InstituteofMath- ematics,RomanianAcademy,Ias¸i,Romania(Ch.1) Bartsch,T.,UniversitätGiessen,Giessen,Germany(Ch.2) Cârja˘,O.,“Al.I.Cuza”University,Ias¸i,Romania(Ch.3) Hirsch,M.W.,UniversityofCalifornia,Berkeley,CA(Ch.4) Lefter,C.,“Al.I.Cuza”University,Ias¸i,Romania,and“OctavMayer”InstituteofMath- ematics,RomanianAcademy,Ias¸i,Romania(Ch.1) López-Gómez,J.,UniversidadComplutensedeMadrid,Madrid,Spain(Ch.5) Ntouyas,S.K.,UniversityofIoannina,Ioannina,Greece(Ch.6) Smith,H.,ArizonaStateUniversity,Tempe,AZ(Ch.4) Szulkin,A.,StockholmUniversity,Stockholm,Sweden(Ch.2) Vrabie,I.I.,“Al.I.Cuza”University,Ias¸i,Romania,and“OctavMayer”InstituteofMath- ematics,RomanianAcademy,Ias¸i,Romania(Ch.3) vii This page intentionally left blank Contents Preface v ListofContributors vii ContentsofVolume1 xi 1. Optimalcontrolofordinarydifferentialequations 1 V.BarbuandC.Lefter 2. Hamiltoniansystems:periodicandhomoclinicsolutionsbyvariationalmethods 77 T.BartschandA.Szulkin 3. Differentialequationsonclosedsets 147 O.Cârja˘ andI.I.Vrabie 4. Monotonedynamicalsystems 239 M.W.HirschandH.Smith 5. Planarperiodicsystemsofpopulationdynamics 359 J.López-Gómez 6. Nonlocalinitialandboundaryvalueproblems:asurvey 461 S.K.Ntouyas Authorindex 559 Subjectindex 565 ix

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