SlideShare a Scribd company logo
IOSR Journal of Mathematics (IOSR-JM)
e-ISSN: 2278-5728, p-ISSN: 2319-765X. Volume 11, Issue 1 Ver. 1 (Jan - Feb. 2015), PP 06-12
www.iosrjournals.org
DOI: 10.9790/5728-11110612 www.iosrjournals.org 6 | Page
Existence Theory for Second Order Nonlinear Functional
Random Differential Equation in Banach Algebra
Mrs. M. K. Bhosale1
, Dr. R. N. Ingle2
1
Dept. of MathematicsShri. ChhatrapatiShivajiMaharaj College of Engineering
Dist. Ahmednagar/Pune University,Maharashtra. India.
2
Dept. of Mathematics BahirjiSmarak Mahavidyalaya, Basmathnagar /SRTMUN University Nanded,
Maharashtra. India.
Abstract: In this paper we prove the existence of the solution for the second order nonlinear functional
random differential equation in Banach Algebra under suitable condition.
2000 Mathematics Subject Classification: 47H10, 34F05.
Keywords and Phrases: functional Random differential equation, Existence theorem etc.
I. Introduction
Consider the second order nonlinear functional random differential equation (in short NFRDE)
x(t,ω)
f(t,x t,ω ,ω)
′′
= g(t, xt ω , ω) a.e. t∈ I
x0 ω = φ0 (ω)
x0
′
(ω) = φ1 (ω)
for all ωϵ Ω where
f:I × ℝ × Ω → ℝ; g:I × C × Ω → ℝ ; φ1,φ2 ∶ Ω → ℝ
We shall obtain the existence of the random solution of the above NFRDE in the space
x = C(J, ℝ)⋂C(I0, ℝ)⋂AC(J, ℝ) under some suitable condition.
II. Statement Of Problem
Let ℝ denote the real line and Let I0 = [−r, 0] and I = [0, a] be two closed and bounded interval in ℝ for some
r> 0 and a > 0. Let 𝐽 = I0 UI. Let C(I0,ℝ) denote the space of continuous ℝ valued function I0 . We equip the
space C = C(I0,ℝ) with a supremum norm ∥.∥c defined by
∥x∥c = suptϵI0
|x(t)|
Clearly C is a Banach Space which is also a Banach Algebra with respect to this norm.
For a given t ϵI define a continuous R-valued function.
xt: I0 → ℝ by
xt(θ) = t + θ , θ ϵI0
Let Ω, A be a measurable space. Given a random variable φ ∶ Ω → C
We consider a Nonlinear Functional Random Differential Equation (in short NFRDE)
x(t,ω)
f(t,x t,ω ,ω)
′′
= g(t, xt ω , ω) a.e. t∈ I
x0 ω = φ0 (ω) ---(1.1)
x0
′
(ω) = φ1 (ω)
for all ωϵ Ω where f:I × ℝ × Ω → ℝ; g:I × C × Ω → ℝ{0} ; φ1,φ2 ∶ Ω → ℝ.
Theorem 2.1 (Dhage 1) let X be a Banach algebra and let A,B,C: X →X be three operator such that
a) A and C are D- Lipschitzicians with D-functions φ and ψ respectively.
b) B is compact and continuous.
c) M φ r + ψ r < r , r > 0 where M= B(X) = sup {Bx: x ∈ X}.
Then
(i) The operator equation λ A(x/ λ) B x + λ C(x/ λ) = x has a solution for λ = 1 or
(ii) The solution set є={ u ∈ X / λ A(x/ λ) B x + λ C(x/ λ) = x ; 0< λ <1 } is unbounded.
Before going to the main result of this paper, we state the following two useful lemmas.
Lemma 2.1: ( Dhage 5): Assume that all the conditions of theorem 2.1 hold then map T: X → X define by
T x = Ax B x + C x is continuous on X.
Existence Theory For Second Order Nonlinear Functional Random Differential Equation In…
DOI: 10.9790/5728-11110612 www.iosrjournals.org 7 | Page
Lemma 2.2: ( Dhage 6): Assume that all the conditions of theorem 2.1 hold then the set
Fix(T) = { x∈ X / Ax B x + C x = x} is compact.
Theorem 2.2 : let X be a separable Banach Algebra and let A,B,C: Ω × X →X be three random operator
satisfying for each ωϵ Ω
a) A(ω) and C(ω) are D- Lipschitzicians with D-functions φA(ω)and φAc ω respectively .
b) B(ω) is compact and continuous.
c) M (ω)φA(ω) r + φC(ω) r < r , r > 0 for all ωϵ Ω where M(ω)=∥B ω (x) ∥
d) The set ε ={ u ∈ X / λ(ω)A(ω) (u/ λ) B(ω)u + λ(ω)C(ω) (u/ λ) = u } is bounded for all measurable λ:
Ω→ℝ with 0 < λ ω < 1 Then the random equation
A (ω) x B (ω) x + C (ω) x = x ---(2.1)
has a random solution
Corollary 2.1 : Let X be a separable Banach Algebra and let A,B,C: Ω × X →X be three random operator
satisfying for each ωϵ Ω
a) A(ω) and C(ω) are D- Lipschitzicians with Lipschitz costant α(ω)and β(ω) respectively
b) B(ω) is compact and continuous.
c) α ω M ω + β ω < 1 for all ωϵ Ωwhere M(ω)=∥B ω (x) ∥
d) The set ε ={ u ∈ X / λA(ω) (u/ λ) B(ω)u + λ(ω)C(ω) (u/ λ) = u } is bounded for all 0< λ<1
Then the random equation (2.1) has a random solution and the set of such random solution is compact.
On taking C(ω) = 0 in theorem (2.2) we obtain
Theorem 2.3: Let X be a separable Banach Algebra and A,B: Ω × X →X be two random operator satisfying for
each ωϵ Ω
a) A(ω) is D- Lipschitzicians with D-functions φA(ω) .
b) B(ω) is compact and continuous.
c) M (ω)φA(ω) < r , r > 0 for all ωϵ Ω where M(ω)=∥B ω (x) ∥
d) The set є ={ u ∈ X / λ(ω)A(ω) (u/ λ) B(ω)u = u } is bounded for all measurable
λ: Ω→ℝ with 0 < λ ω < 1
Then the random equation
A(ω)x B(ω)x = x ---(2.2)
has a random solution.
Corollary 2.2 : Let X be a separable Banach Algebra and let A,B: Ω × X →X be two random operator
satisfying for each ωϵ Ω
a) A(ω) is D- Lipschitzicians with Lipschitz costant α ω .
b) B(ω) is compact and continuous.
c) α ω M ω < 1 for all ωϵ Ωwhere M(ω)=∥B ω (x) ∥
d) The set є ={ u ∈ X / λ A(ω) (u/ λ) B(ω)u = u } is bounded for all 0< λ(ω)< 1
Then the random equation (2.2) has a random solution and the set of such random solution is compact.
In the following section we shall prove an existence of the random solution of a nonlinear functional random
differential equation (1.1) in Banach Algebra.
III. Existence Theory For Random Solution
Let M(𝐽,ℝ), B(𝐽,ℝ), BM(𝐽,ℝ)and C(𝐽,ℝ) denote respectively the space of all measurable, bounded,
bounded and measurable and continuous real-valued function on 𝐽. Notice that C(𝐽,ℝ)⊂ BM(𝐽,ℝ)⊂ M(𝐽,ℝ)
we shall obtain the existence of the random solution of the NFRDE (1.1) is the space X= C(𝐽,ℝ)⋂
C(I0 ,ℝ)⋂ AC(𝐽,ℝ)under some suitable condition .
Define a norm ∥.∥ in X by
∥x∥= maxtϵ J |x(t)| -- (3.1)
Clearly X is a separable Banach Algebra with this maximum norm. By L′
(𝐽, ℝ) we denote the space of all
Lebesgue integral real valued function on 𝐽 equipped with a norm ∥. ∥L′ given by
Existence Theory For Second Order Nonlinear Functional Random Differential Equation In…
DOI: 10.9790/5728-11110612 www.iosrjournals.org 8 | Page
∥ x ∥L′ = x t ds
t1
t0
. --- (3.2)
Now the NFRDE(1.1) is equivalent to the functional Random Integral equation (in short FRIE)
f t, X t, ω , ω [ φ0 0, ω + φ1 0, ω t + g s, xs ω , ω ds ]
t
0
,tϵI
x(t,ω ) =
---(3.3)
φ t, ω if t є I0
i.e φ1 0, ω tf t, x t, ω , ω +
f t, x t, ω , ω [ φ0 0, ω + g s, xs ω , ω ds ]
t
0
,tϵI
x(t,ω) =
φ t, ω if t є I0
We need the following definition
Definition 3.1.:- A mapping β: 𝐽 × C× Ω → R is said to satisfy a condition of ω-Caratheodory or simply called
ω-Caratheodory if for each ωϵΩ
(i) t→ β t, x, ω is measurable for each x є C.
(ii) x→ β t, x, ω is continuous almost everywhere tϵI
Further a ω-Caratheodory function β is called Lω′ –Caratheodory if
(iii) there exist a function h: Ω→ L′
(𝐽,ℝ) such that
|β t, x, ω |≤ h(t,ω) a. e. t ϵI for all xϵ ℝ and ωϵΩ
We consider the following hypothesis in the sequel.
(H1) The function q:Ω → C(𝐽,ℝ) is measurable.
(H2)The function f:Ω → C(𝐽× ℝ,ℝ) is measurable and there exist a functionα1:Ω → B(I,ℝ) with bound ∥α1(ω)∥
satisfying for each ωϵΩ .
|f t, x, ω − f t, y, ω | ≤ α1 t, ω |x − y| a. e. t ϵI for all x, y є C
(H3) The function ω → g t, x, ω is measurable for all tϵI and
(H4) The function g t, x, ω is Lω′ –Caratheodory.
(H5) There exist function γ: Ω→ L′
(I,ℝ) with γ t, ω > 0 a.e. tϵI , for all ωϵΩ and conditions non decreasing
function ψ: 0, ∞ → (0, ∞) satisfying for each ωϵΩ.
|g t, x, ω | ≤ γ t, ω ψ( x ) a.e. tϵ𝐽 --- (3.4)
for all xє C.
Theorem 3.1: Assume that the hypothesis (H1) – (H5) holds. Suppose further that
ds
ψ(s)
∞
C1(ω)
> C2(ω) ∥ r ∥L′ ---(3.5)
where
𝐶1 𝜔 =
[1+𝐹 𝜔 ]∥𝜑(𝜔)∥ 𝐶
1−∥𝛼1 𝜔 ∥[∥𝜑 𝜔 ∥ 𝐶+∥𝑕 𝜔 ∥ 𝐿′]
𝐶2 𝜔 =
𝐹 𝜔
1−∥𝛼1 𝜔 ∥[∥𝜑 𝜔 ∥ 𝐶+∥𝑕 𝜔 ∥ 𝐿′]
Then the NFRDE (1.1) has a random solution on 𝐽.
Proof :- Let X = 𝐶(𝐽,ℝ) and define three mapping A, B,C: Ω×X→X by
f(t,x(t,𝜔),𝜔 ) if t є I
---- (3.6)
Existence Theory For Second Order Nonlinear Functional Random Differential Equation In…
DOI: 10.9790/5728-11110612 www.iosrjournals.org 9 | Page
A(𝜔)x(t) =
1 if t є 𝐼0
and
𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
0
if t є I
----(3.7)
B(𝜔)x(t) =
𝜑 𝑡, 𝜔 if t є 𝐼0
and
𝜑1 0, 𝜔 𝑡 𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) if t є I
----(3.8)
C(𝜔)x(t) =
𝜑1 𝑡, 𝜔 if t є 𝐼0
Then the FRIE (3.3) is transformed into the random operator equation
A(𝜔)x(t) B(𝜔)x(t) + C(𝜔)x(t) = x(t, 𝜔) ---(3.9)
for t є 𝐽 and 𝜔𝜖𝛺 .
We shall show that the operator A(𝜔), B(𝜔) and C(𝜔) satisfy all the conditions of corollary 2.1 on X.
This will be done in the following steps.
Step I :- First we show that A(𝜔) and B(𝜔) are random operator on X. Since the function f(t,x,𝜔) is measurable
in 𝜔 for all t є I and x є ℝ and since constant function is measurable on Ω the function 𝜔 →A(𝜔)x is
measurable for all x є X. Hence A(𝜔) is a random operator on X . Now by (H3) the function 𝜔 →g(t,x,𝜔) is
measurable for all t є I and x є C. We know that the Riemann integral in a limit of a finite sum of measurable
function, which is again measurable.
Therefore the function 𝜔 → 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
0
is measurable . Hence B(𝜔) is random operator on
X.
Similarly it is shown that C(𝜔) is a randome operator on X.
Again since the function
𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) if t є I
t→ A(𝜔)x(t) =
1 if t є 𝐼0
𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
0
if t є I
t→ B(𝜔)x(t) =
𝜑 𝑡, 𝜔 if t є 𝐼0
𝜑1 0, 𝜔 𝑡 𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) if t є I
t→ C(𝜔)x(t) =
𝜑1 𝑡, 𝜔 if t є 𝐼0
are continuous. The function A(𝜔)x(t) ,B(𝜔)x(t) and C(𝜔)x(t) are continuous and hence bounded and
measurable on 𝐽 for each 𝜔𝜖𝛺 . Hence A(𝜔), B(𝜔), and C(𝜔) define the random operator A, B,C: Ω×X→X.
Step II: Next we show that A(𝜔) is Lipschitzian random operator on X. Let x, yє X. Then by (H1)
|A(𝜔)x(t) - A(𝜔)y(t) | =|𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) - 𝑓(𝑡, 𝑦(𝑡, 𝜔), 𝜔 )| ≤∥ 𝛼1 ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥
for all t є I.
Existence Theory For Second Order Nonlinear Functional Random Differential Equation In…
DOI: 10.9790/5728-11110612 www.iosrjournals.org 10 | Page
Similarly
| A(𝜔)x(t) - A(𝜔)y(t) | =0 ≤∥ 𝛼1 ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥
for all t є 𝐼0.
Thus
|A(𝜔)x(t) - A(𝜔)y(t) | ≤∥ 𝛼1(𝜔) ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥ for all t𝜖𝐽 and 𝜔𝜖𝛺 .
Taking the maximum over t in the above inequality. We obtain
|A(𝜔)x(t) - A(𝜔)y(t) | ≤∥ 𝛼1 ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥
This shows that A (𝜔) is a Lipschitzian random operator on X with Lipschitz constant ∥𝛼1 (𝜔)∥.
Similarly it is shown that C(𝜔) is a Lipschitzian random operator on X with Lipschitz constant ∥𝛽1 𝜔 ∥.
Step III.: Next we show that B(𝜔) is a continuous and compact random operator on X. Using the standard
argument as in Granas et.al[9] it is shown that B(𝜔) is a continuous random operator on X. To show that B(𝜔)
is compact. It is sufficient to show that B(𝜔)(x) is uniformly bounded and equi-contiuous set in X for each
𝜔𝜖𝛺. First we show that B(𝜔)(x) is uniformly bounded for each 𝜔𝜖𝛺. Let xє X be arbitrary . Thus
𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
0
if t є I
B(𝜔)x(t) =
𝜑 𝑡, 𝜔 if t є 𝐼0
for all 𝜔𝜖𝛺 Since g is 𝐿 𝑥
′
(𝜔)- Caratheodeory
We have
|𝐵(𝜔)𝑥(𝑡) | ≤ ∥ 𝜑0 𝜔 ∥ 𝐶+ 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
0
= ∥ 𝜑0 𝜔 ∥ 𝐶 +∥ 𝑕 𝜔 ∥ 𝐿′
Taking the maximum over t, one obtains ∥ 𝐵 𝜔 𝑥 ∥≤ K for all x𝜖 𝑋 where
K= ∥ 𝜑0 𝜔 ∥ 𝐶 +∥ 𝑕 𝜔 ∥ 𝐿′
This shows that 𝐵 𝜔 (𝑥) is a uniformly bounded subset of X for each. Secondly we show that 𝐵 𝜔 (𝑥) is an
equicontinuous set in X for each 𝜔𝜖𝛺.
Now there are three cases
Case I :- Let t,𝜏 ∈ 𝐼 Then for any x∈ 𝑋 we have by (3.7)
|𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| ≤ | 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 −
𝑡
0
𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝜏
0
|
≤ | 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
𝜏
|
≤ | 𝑕 𝑠, 𝜔 𝑑𝑠
𝑡
𝜏
|
=| 𝑝 𝑡, 𝜔 − 𝑝(𝜏, 𝜔) |
Where p(t) = 𝑕 𝑠, 𝜔 𝑑𝑠
𝑡
0
Now p is a continuous function on a compact interval I. So it is uniformly continuous there and hence
|𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| → 0 as t → 𝜏 for each 𝜔𝜖𝛺
Case II :- Again let 𝜏𝜖𝐼0 and t ϵ I then we have
|𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| ≤ |𝜑0 0, 𝜔 -𝜑0(𝜏, 𝜔)| + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
𝜏
≤ |𝜑0 0, 𝜔 -𝜑0(𝜏, 𝜔)| + |𝑝 𝑡, 𝜔 -𝑝(𝜏, 𝜔)|
Where the function p defined above. Again 𝜑0 is a continuous on compact interval I0
And the function p is continuous on compact interval I, so they are uniformly continuous and hence
|𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| → 0 as t→ 𝜏
Case III :- similarly t, 𝜏 ∈ 𝐼0 Thus we have
|𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| = |𝜑 𝑡, 𝜔 - 𝜑(𝜏, 𝜔)| → 0 as t→ 𝜏
Existence Theory For Second Order Nonlinear Functional Random Differential Equation In…
DOI: 10.9790/5728-11110612 www.iosrjournals.org 11 | Page
Thus in all three case we have
|𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| → 0as t→ 𝜏 for t, 𝜏 ∈ 𝐼0 and 𝜔𝜖𝛺.
Hence 𝐵 𝜔 (𝑥) is equicontinuous set in X for each 𝜔𝜖𝛺. This further in view of Arzela Ascolli Theorem
implies that 𝐵 𝜔 (𝑥) is compact for each 𝜔𝜖𝛺. Hence 𝐵 𝜔 is a continuous and compact random operator on
X
Step IV :- Here
M 𝜔 = ∥ B 𝜔 (𝑥)∥
= sup { ∥ B 𝜔 (𝑥)∥ : xϵX }
= 𝑠𝑢𝑝𝑥∈𝑋 𝑚𝑎𝑥𝑡∈𝐽 𝐵 𝜔 𝑥 𝑡
≤∥ 𝜑 𝜔 ∥ 𝐶+ 𝑠𝑢𝑝𝑥∈𝑋 𝑚𝑎𝑥𝑡∈𝐽 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠
𝑡
0
= ∥ 𝜑 𝜔 ∥ 𝐶 + ∥ 𝑕 𝜔 ∥ 𝐿′
Therefore
∥ 𝛼1 𝜔 ∥M(𝜔) + ∥ 𝛽1(𝜔) ∥ = ∥ 𝛼1 𝜔 ∥ [∥ 𝜑 𝜔 ∥ 𝐶 + ∥ 𝑕 𝜔 ∥ 𝐿′ ] +∥ 𝛽1 𝜔 ∥ 𝐶 for all 𝜔𝜖𝛺
Step V :- Finally we show that condition (d) of corollary (2.1) is satisfied . Let u𝜖 E be arbitrary. Then we have
for all 𝜔𝜖𝛺.
λu 𝑡, 𝜔 = 𝐴 𝜔 𝑢 𝑡 𝐵 𝜔 𝑢 𝑡 + 𝐶 𝜔 𝑢 𝑡
𝜑1 0, 𝜔 𝑡𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 +
𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 [ 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑢 𝑠 𝜔 , 𝜔 𝑑𝑠 ]
𝑡
0
,tϵI
=
𝜑 𝑡, 𝜔 if t𝜖𝐼0
For some real number λ > 1
Therefore
𝑢 𝑡, 𝜔 < 𝜆−1
𝜑 𝑡, 𝜔 + 𝜆−1
[𝜑1 0, 𝜔 𝑡𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 +
𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 [ 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑢 𝑠 𝜔 , 𝜔 𝑑𝑠 ]
𝑡
0
≤∥ 𝜑 𝜔 ∥ 𝐶 + 𝜆−1
|𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 | + | 𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 |[ |𝜑0 0, 𝜔 | + 𝑕 𝑠, 𝜔 𝑑𝑠 ]
𝑡
0
≤C1 𝜔 + C2 𝜔 + 𝛾(𝑠,
𝑡
0
𝜔) 𝛹(∥ 𝑢 𝑠 𝜔 ∥ 𝐶) ds ---(3.10)
Where
C1 𝜔 =
1+𝐹 𝜔 ∥𝜑 𝜔 ∥ 𝐶+𝐹 𝜔
1− ∥𝛼1 𝜔 ∥ ∥𝜑 𝜔 ∥ 𝐶 + ∥𝑕 𝜔 ∥ 𝐿′ −∥𝛽1 𝜔 ∥ 𝐶
And
C2 𝜔 =
𝐹 𝜔
1− ∥𝛼1 𝜔 ∥ ∥𝜑 𝜔 ∥ 𝐶 + ∥𝑕 𝜔 ∥ 𝐿′
Let m (t,𝜔) = 𝑠𝑢𝑝𝑡∈[−𝑟,𝑡]|u(t,𝜔)| Then one has |u(t,𝜔)|≤ m(t) and ∥ 𝑢𝑡 𝜔 ∥ 𝐶≤ m(t,𝜔) for all 𝑡𝜖𝐼 and 𝜔𝜖𝛺.
Then there is a 𝑡∗
∈[-r,t] such that Let m(t,𝜔) = |u(𝑡∗
,𝜔)| for all 𝜔𝜖𝛺
Hence from inequality (3.10) it follows that
m (t,𝜔) = |u(𝑡∗
,𝜔)|
≤ C1 𝜔 + C2 𝜔 𝛾(𝑠,
𝑡
0
𝜔) 𝛹(∥ 𝑢 𝑠 𝜔 ∥ 𝐶) ds
≤ C1 𝜔 + C2 𝜔 𝛾(𝑠,
𝑡
0
𝜔) 𝛹(m(s,𝜔)) ds
Put w (t, 𝜔)= C1 𝜔 + C2 𝜔 𝛾(𝑠,
𝑡
0
𝜔) 𝛹(m(s,𝜔)) ds
w’(t,𝜔) = C2 𝜔 𝛾 𝑡, 𝜔 𝛹(m(t,𝜔))
w(0,𝜔)= C1 𝜔
This further implies that
w’(t ,𝜔) ≤ C2 𝜔 𝛾 𝑡, 𝜔 𝛹(m(t,𝜔))
Existence Theory For Second Order Nonlinear Functional Random Differential Equation In…
DOI: 10.9790/5728-11110612 www.iosrjournals.org 12 | Page
w(0,𝜔)= C1 𝜔
OR , ----(3.11)
𝑤’(𝑡 ,𝜔)
𝛹(𝑚 𝑡,𝜔 )
≤ C2 𝜔 𝛾 𝑡, 𝜔
w(0,𝜔)= C1 𝜔
Integrating from 0 to t yield that
𝑤’(𝑡 ,𝜔)
𝛹(𝑚(𝑡,𝜔)
𝑑𝑠 ≤
𝑡
0
C2 𝜔 γ s, ω ds
𝑡
0
By changing the variable formula we get
ds
Ψ(s)
w(t ,ω)
C1 ω
≤C2 ω γ s, ω ds
t
0
≤C2 ω γ s, ω ds
a
0
= C2 ω ∥ γ ω ∥L′
<
ds
Ψ(s)
∞
C1 ω
Now by an application of mean value theorem yield that there is a constant M >0 such that w(t , ω) ≤ m for all
t ϵ I and ωϵ Ω.
This further implies that |u(t,ω) | ≤ M for all t ϵ I and ωϵΩ.
Hence the set ε is bounded and condition (d) of corollary (2.1) yield
Hence the random operator equation (3.9) and consequently by the FRDE (1.1) has a random solution .
This completes the proof.
References
[1]. B.C. Dhage, Random Fixed Point theorems in Banach Algebras with applications to random integral equations, Tamkang J. Math.
34 (2003), pp. 29-43.
[2]. B.C. Dhage, A random version of Schaefer’s fixed point theorem with applications to functional integral equations. Tamkang J.
Math 35 (3) (2004), pp. 197-205.
[3]. C.J. Himmelberg, Measurable relations, Fund. Math. 87 (1975), pp 53-72.
[4]. D.W. Boyd and J.S.W. Wong, On nonlinear contractions Proc. Amer. Math. Soc. 20 (1969), pp. 456-464
[5]. B.C. Dhage, On existence theorem for nonlinear integral equations in Banach algebras via fixed point technique, East Asian Math.J.
17 (1) (2001), pp. 33-45.
[6]. B.C. Dhage, Some algebraic and topological random fixed point theorem with applications to nonlinear random integral equations,
Tamkang J. Math. 35 (4) (2004).
[7]. S. Itoh, Random fixed point theorems for a multivalued contraction mappings, Pac. Jour. Math. Vol. 68. No. 1 (1977), pp. 85-90.
[8]. K. Kuratowskii and C. Ryll-Nardzewskii, A general theorem on Selectors. Bull. Acad. Polons, Sci. Ser. Math Sci. A str. Phys. 13
(1965), pp. 397-403.
[9]. A.Granas,R.B.Guenther,andJ.W.Lee,Some general existence principles in the Caratheodory theory of nonlinear differential
equations, J.Math.Pure.et. Appl.70(1991), pp. 153-196.

More Related Content

PDF
Existance Theory for First Order Nonlinear Random Dfferential Equartion
PDF
Existence of Solutions of Fractional Neutral Integrodifferential Equations wi...
PDF
Bayesian hybrid variable selection under generalized linear models
PDF
Chebyshev Polynomial Based Numerical Inverse Laplace Transform Solutions of L...
PDF
Hk3114251433
PDF
Andrei rusu-2013-amaa-workshop
PPTX
Presentation mathmatic 3
PDF
BlUP and BLUE- REML of linear mixed model
Existance Theory for First Order Nonlinear Random Dfferential Equartion
Existence of Solutions of Fractional Neutral Integrodifferential Equations wi...
Bayesian hybrid variable selection under generalized linear models
Chebyshev Polynomial Based Numerical Inverse Laplace Transform Solutions of L...
Hk3114251433
Andrei rusu-2013-amaa-workshop
Presentation mathmatic 3
BlUP and BLUE- REML of linear mixed model

What's hot (20)

PDF
Dag in mmhc
PDF
Regularization and variable selection via elastic net
PDF
Some fundamental theorems in Banach spaces and Hilbert spaces
PDF
Probability Formula sheet
PDF
PDF
Quantum modes - Ion Cotaescu
PDF
Introduction to Decision Making Theory
PDF
An implicit partial pivoting gauss elimination algorithm for linear system of...
PPTX
Physical Chemistry Homework Help
PDF
Pmath 351 note
PDF
The Holographic Cotton Tensor
PDF
The existence of common fixed point theorems of generalized contractive mappi...
PDF
Prob review
PDF
Polya recurrence
PDF
Partitioning procedures for solving mixed-variables programming problems
PDF
BAYSM'14, Wien, Austria
PDF
Lattices and codes
PDF
(α ψ)- Construction with q- function for coupled fixed point
PDF
Advanced Microeconomics - Lecture Slides
DOCX
Triple Integral
Dag in mmhc
Regularization and variable selection via elastic net
Some fundamental theorems in Banach spaces and Hilbert spaces
Probability Formula sheet
Quantum modes - Ion Cotaescu
Introduction to Decision Making Theory
An implicit partial pivoting gauss elimination algorithm for linear system of...
Physical Chemistry Homework Help
Pmath 351 note
The Holographic Cotton Tensor
The existence of common fixed point theorems of generalized contractive mappi...
Prob review
Polya recurrence
Partitioning procedures for solving mixed-variables programming problems
BAYSM'14, Wien, Austria
Lattices and codes
(α ψ)- Construction with q- function for coupled fixed point
Advanced Microeconomics - Lecture Slides
Triple Integral
Ad

Similar to Existence Theory for Second Order Nonlinear Functional Random Differential Equation in Banach Algebra (20)

PDF
Fixed points of contractive and Geraghty contraction mappings under the influ...
PDF
International Journal of Mathematics and Statistics Invention (IJMSI)
PDF
Communications In Mathematical Physics Volume 297 M Aizenman Chief Editor
PDF
A Note on “   Geraghty contraction type mappings”
PDF
Approximation Methods Of Solutions For Equilibrium Problem In Hilbert Spaces
PDF
Common Fixed Point Theorems in Compatible Mappings of Type (P*) of Generalize...
PDF
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
PDF
An Approach For Solving Nonlinear Programming Problems
PDF
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
PDF
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
PDF
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
PDF
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
PDF
PaperNo8-HabibiSafari-IJAM-CHAOTICITY OF A PAIR OF OPERATORS
PDF
02_AJMS_186_19_RA.pdf
PDF
02_AJMS_186_19_RA.pdf
PDF
On Application of the Fixed-Point Theorem to the Solution of Ordinary Differe...
PDF
somenath_fixedpoint_dasguptaIMF17-20-2013
PDF
Fuzzy algebra
PDF
AJMS_402_22_Reprocess_new.pdf
PDF
Fixed point theorem in fuzzy metric space with e.a property
Fixed points of contractive and Geraghty contraction mappings under the influ...
International Journal of Mathematics and Statistics Invention (IJMSI)
Communications In Mathematical Physics Volume 297 M Aizenman Chief Editor
A Note on “   Geraghty contraction type mappings”
Approximation Methods Of Solutions For Equilibrium Problem In Hilbert Spaces
Common Fixed Point Theorems in Compatible Mappings of Type (P*) of Generalize...
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
An Approach For Solving Nonlinear Programming Problems
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
COMMON FIXED POINT THEOREMS IN COMPATIBLE MAPPINGS OF TYPE (P*) OF GENERALIZE...
PaperNo8-HabibiSafari-IJAM-CHAOTICITY OF A PAIR OF OPERATORS
02_AJMS_186_19_RA.pdf
02_AJMS_186_19_RA.pdf
On Application of the Fixed-Point Theorem to the Solution of Ordinary Differe...
somenath_fixedpoint_dasguptaIMF17-20-2013
Fuzzy algebra
AJMS_402_22_Reprocess_new.pdf
Fixed point theorem in fuzzy metric space with e.a property
Ad

More from IOSR Journals (20)

PDF
A011140104
PDF
M0111397100
PDF
L011138596
PDF
K011138084
PDF
J011137479
PDF
I011136673
PDF
G011134454
PDF
H011135565
PDF
F011134043
PDF
E011133639
PDF
D011132635
PDF
C011131925
PDF
B011130918
PDF
A011130108
PDF
I011125160
PDF
H011124050
PDF
G011123539
PDF
F011123134
PDF
E011122530
PDF
D011121524
A011140104
M0111397100
L011138596
K011138084
J011137479
I011136673
G011134454
H011135565
F011134043
E011133639
D011132635
C011131925
B011130918
A011130108
I011125160
H011124050
G011123539
F011123134
E011122530
D011121524

Recently uploaded (20)

PPT
The World of Physical Science, • Labs: Safety Simulation, Measurement Practice
PPTX
7. General Toxicologyfor clinical phrmacy.pptx
PDF
An interstellar mission to test astrophysical black holes
PPTX
microscope-Lecturecjchchchchcuvuvhc.pptx
PDF
bbec55_b34400a7914c42429908233dbd381773.pdf
PPTX
Comparative Structure of Integument in Vertebrates.pptx
PDF
CAPERS-LRD-z9:AGas-enshroudedLittleRedDotHostingaBroad-lineActive GalacticNuc...
PPT
protein biochemistry.ppt for university classes
PPTX
2. Earth - The Living Planet Module 2ELS
PDF
Unveiling a 36 billion solar mass black hole at the centre of the Cosmic Hors...
PPTX
GEN. BIO 1 - CELL TYPES & CELL MODIFICATIONS
PDF
ELS_Q1_Module-11_Formation-of-Rock-Layers_v2.pdf
PPTX
Cell Membrane: Structure, Composition & Functions
PPTX
ognitive-behavioral therapy, mindfulness-based approaches, coping skills trai...
DOCX
Viruses (History, structure and composition, classification, Bacteriophage Re...
PDF
Biophysics 2.pdffffffffffffffffffffffffff
PPTX
Introduction to Fisheries Biotechnology_Lesson 1.pptx
PPTX
Protein & Amino Acid Structures Levels of protein structure (primary, seconda...
PDF
. Radiology Case Scenariosssssssssssssss
PPTX
neck nodes and dissection types and lymph nodes levels
The World of Physical Science, • Labs: Safety Simulation, Measurement Practice
7. General Toxicologyfor clinical phrmacy.pptx
An interstellar mission to test astrophysical black holes
microscope-Lecturecjchchchchcuvuvhc.pptx
bbec55_b34400a7914c42429908233dbd381773.pdf
Comparative Structure of Integument in Vertebrates.pptx
CAPERS-LRD-z9:AGas-enshroudedLittleRedDotHostingaBroad-lineActive GalacticNuc...
protein biochemistry.ppt for university classes
2. Earth - The Living Planet Module 2ELS
Unveiling a 36 billion solar mass black hole at the centre of the Cosmic Hors...
GEN. BIO 1 - CELL TYPES & CELL MODIFICATIONS
ELS_Q1_Module-11_Formation-of-Rock-Layers_v2.pdf
Cell Membrane: Structure, Composition & Functions
ognitive-behavioral therapy, mindfulness-based approaches, coping skills trai...
Viruses (History, structure and composition, classification, Bacteriophage Re...
Biophysics 2.pdffffffffffffffffffffffffff
Introduction to Fisheries Biotechnology_Lesson 1.pptx
Protein & Amino Acid Structures Levels of protein structure (primary, seconda...
. Radiology Case Scenariosssssssssssssss
neck nodes and dissection types and lymph nodes levels

Existence Theory for Second Order Nonlinear Functional Random Differential Equation in Banach Algebra

  • 1. IOSR Journal of Mathematics (IOSR-JM) e-ISSN: 2278-5728, p-ISSN: 2319-765X. Volume 11, Issue 1 Ver. 1 (Jan - Feb. 2015), PP 06-12 www.iosrjournals.org DOI: 10.9790/5728-11110612 www.iosrjournals.org 6 | Page Existence Theory for Second Order Nonlinear Functional Random Differential Equation in Banach Algebra Mrs. M. K. Bhosale1 , Dr. R. N. Ingle2 1 Dept. of MathematicsShri. ChhatrapatiShivajiMaharaj College of Engineering Dist. Ahmednagar/Pune University,Maharashtra. India. 2 Dept. of Mathematics BahirjiSmarak Mahavidyalaya, Basmathnagar /SRTMUN University Nanded, Maharashtra. India. Abstract: In this paper we prove the existence of the solution for the second order nonlinear functional random differential equation in Banach Algebra under suitable condition. 2000 Mathematics Subject Classification: 47H10, 34F05. Keywords and Phrases: functional Random differential equation, Existence theorem etc. I. Introduction Consider the second order nonlinear functional random differential equation (in short NFRDE) x(t,ω) f(t,x t,ω ,ω) ′′ = g(t, xt ω , ω) a.e. t∈ I x0 ω = φ0 (ω) x0 ′ (ω) = φ1 (ω) for all ωϵ Ω where f:I × ℝ × Ω → ℝ; g:I × C × Ω → ℝ ; φ1,φ2 ∶ Ω → ℝ We shall obtain the existence of the random solution of the above NFRDE in the space x = C(J, ℝ)⋂C(I0, ℝ)⋂AC(J, ℝ) under some suitable condition. II. Statement Of Problem Let ℝ denote the real line and Let I0 = [−r, 0] and I = [0, a] be two closed and bounded interval in ℝ for some r> 0 and a > 0. Let 𝐽 = I0 UI. Let C(I0,ℝ) denote the space of continuous ℝ valued function I0 . We equip the space C = C(I0,ℝ) with a supremum norm ∥.∥c defined by ∥x∥c = suptϵI0 |x(t)| Clearly C is a Banach Space which is also a Banach Algebra with respect to this norm. For a given t ϵI define a continuous R-valued function. xt: I0 → ℝ by xt(θ) = t + θ , θ ϵI0 Let Ω, A be a measurable space. Given a random variable φ ∶ Ω → C We consider a Nonlinear Functional Random Differential Equation (in short NFRDE) x(t,ω) f(t,x t,ω ,ω) ′′ = g(t, xt ω , ω) a.e. t∈ I x0 ω = φ0 (ω) ---(1.1) x0 ′ (ω) = φ1 (ω) for all ωϵ Ω where f:I × ℝ × Ω → ℝ; g:I × C × Ω → ℝ{0} ; φ1,φ2 ∶ Ω → ℝ. Theorem 2.1 (Dhage 1) let X be a Banach algebra and let A,B,C: X →X be three operator such that a) A and C are D- Lipschitzicians with D-functions φ and ψ respectively. b) B is compact and continuous. c) M φ r + ψ r < r , r > 0 where M= B(X) = sup {Bx: x ∈ X}. Then (i) The operator equation λ A(x/ λ) B x + λ C(x/ λ) = x has a solution for λ = 1 or (ii) The solution set є={ u ∈ X / λ A(x/ λ) B x + λ C(x/ λ) = x ; 0< λ <1 } is unbounded. Before going to the main result of this paper, we state the following two useful lemmas. Lemma 2.1: ( Dhage 5): Assume that all the conditions of theorem 2.1 hold then map T: X → X define by T x = Ax B x + C x is continuous on X.
  • 2. Existence Theory For Second Order Nonlinear Functional Random Differential Equation In… DOI: 10.9790/5728-11110612 www.iosrjournals.org 7 | Page Lemma 2.2: ( Dhage 6): Assume that all the conditions of theorem 2.1 hold then the set Fix(T) = { x∈ X / Ax B x + C x = x} is compact. Theorem 2.2 : let X be a separable Banach Algebra and let A,B,C: Ω × X →X be three random operator satisfying for each ωϵ Ω a) A(ω) and C(ω) are D- Lipschitzicians with D-functions φA(ω)and φAc ω respectively . b) B(ω) is compact and continuous. c) M (ω)φA(ω) r + φC(ω) r < r , r > 0 for all ωϵ Ω where M(ω)=∥B ω (x) ∥ d) The set ε ={ u ∈ X / λ(ω)A(ω) (u/ λ) B(ω)u + λ(ω)C(ω) (u/ λ) = u } is bounded for all measurable λ: Ω→ℝ with 0 < λ ω < 1 Then the random equation A (ω) x B (ω) x + C (ω) x = x ---(2.1) has a random solution Corollary 2.1 : Let X be a separable Banach Algebra and let A,B,C: Ω × X →X be three random operator satisfying for each ωϵ Ω a) A(ω) and C(ω) are D- Lipschitzicians with Lipschitz costant α(ω)and β(ω) respectively b) B(ω) is compact and continuous. c) α ω M ω + β ω < 1 for all ωϵ Ωwhere M(ω)=∥B ω (x) ∥ d) The set ε ={ u ∈ X / λA(ω) (u/ λ) B(ω)u + λ(ω)C(ω) (u/ λ) = u } is bounded for all 0< λ<1 Then the random equation (2.1) has a random solution and the set of such random solution is compact. On taking C(ω) = 0 in theorem (2.2) we obtain Theorem 2.3: Let X be a separable Banach Algebra and A,B: Ω × X →X be two random operator satisfying for each ωϵ Ω a) A(ω) is D- Lipschitzicians with D-functions φA(ω) . b) B(ω) is compact and continuous. c) M (ω)φA(ω) < r , r > 0 for all ωϵ Ω where M(ω)=∥B ω (x) ∥ d) The set є ={ u ∈ X / λ(ω)A(ω) (u/ λ) B(ω)u = u } is bounded for all measurable λ: Ω→ℝ with 0 < λ ω < 1 Then the random equation A(ω)x B(ω)x = x ---(2.2) has a random solution. Corollary 2.2 : Let X be a separable Banach Algebra and let A,B: Ω × X →X be two random operator satisfying for each ωϵ Ω a) A(ω) is D- Lipschitzicians with Lipschitz costant α ω . b) B(ω) is compact and continuous. c) α ω M ω < 1 for all ωϵ Ωwhere M(ω)=∥B ω (x) ∥ d) The set є ={ u ∈ X / λ A(ω) (u/ λ) B(ω)u = u } is bounded for all 0< λ(ω)< 1 Then the random equation (2.2) has a random solution and the set of such random solution is compact. In the following section we shall prove an existence of the random solution of a nonlinear functional random differential equation (1.1) in Banach Algebra. III. Existence Theory For Random Solution Let M(𝐽,ℝ), B(𝐽,ℝ), BM(𝐽,ℝ)and C(𝐽,ℝ) denote respectively the space of all measurable, bounded, bounded and measurable and continuous real-valued function on 𝐽. Notice that C(𝐽,ℝ)⊂ BM(𝐽,ℝ)⊂ M(𝐽,ℝ) we shall obtain the existence of the random solution of the NFRDE (1.1) is the space X= C(𝐽,ℝ)⋂ C(I0 ,ℝ)⋂ AC(𝐽,ℝ)under some suitable condition . Define a norm ∥.∥ in X by ∥x∥= maxtϵ J |x(t)| -- (3.1) Clearly X is a separable Banach Algebra with this maximum norm. By L′ (𝐽, ℝ) we denote the space of all Lebesgue integral real valued function on 𝐽 equipped with a norm ∥. ∥L′ given by
  • 3. Existence Theory For Second Order Nonlinear Functional Random Differential Equation In… DOI: 10.9790/5728-11110612 www.iosrjournals.org 8 | Page ∥ x ∥L′ = x t ds t1 t0 . --- (3.2) Now the NFRDE(1.1) is equivalent to the functional Random Integral equation (in short FRIE) f t, X t, ω , ω [ φ0 0, ω + φ1 0, ω t + g s, xs ω , ω ds ] t 0 ,tϵI x(t,ω ) = ---(3.3) φ t, ω if t є I0 i.e φ1 0, ω tf t, x t, ω , ω + f t, x t, ω , ω [ φ0 0, ω + g s, xs ω , ω ds ] t 0 ,tϵI x(t,ω) = φ t, ω if t є I0 We need the following definition Definition 3.1.:- A mapping β: 𝐽 × C× Ω → R is said to satisfy a condition of ω-Caratheodory or simply called ω-Caratheodory if for each ωϵΩ (i) t→ β t, x, ω is measurable for each x є C. (ii) x→ β t, x, ω is continuous almost everywhere tϵI Further a ω-Caratheodory function β is called Lω′ –Caratheodory if (iii) there exist a function h: Ω→ L′ (𝐽,ℝ) such that |β t, x, ω |≤ h(t,ω) a. e. t ϵI for all xϵ ℝ and ωϵΩ We consider the following hypothesis in the sequel. (H1) The function q:Ω → C(𝐽,ℝ) is measurable. (H2)The function f:Ω → C(𝐽× ℝ,ℝ) is measurable and there exist a functionα1:Ω → B(I,ℝ) with bound ∥α1(ω)∥ satisfying for each ωϵΩ . |f t, x, ω − f t, y, ω | ≤ α1 t, ω |x − y| a. e. t ϵI for all x, y є C (H3) The function ω → g t, x, ω is measurable for all tϵI and (H4) The function g t, x, ω is Lω′ –Caratheodory. (H5) There exist function γ: Ω→ L′ (I,ℝ) with γ t, ω > 0 a.e. tϵI , for all ωϵΩ and conditions non decreasing function ψ: 0, ∞ → (0, ∞) satisfying for each ωϵΩ. |g t, x, ω | ≤ γ t, ω ψ( x ) a.e. tϵ𝐽 --- (3.4) for all xє C. Theorem 3.1: Assume that the hypothesis (H1) – (H5) holds. Suppose further that ds ψ(s) ∞ C1(ω) > C2(ω) ∥ r ∥L′ ---(3.5) where 𝐶1 𝜔 = [1+𝐹 𝜔 ]∥𝜑(𝜔)∥ 𝐶 1−∥𝛼1 𝜔 ∥[∥𝜑 𝜔 ∥ 𝐶+∥𝑕 𝜔 ∥ 𝐿′] 𝐶2 𝜔 = 𝐹 𝜔 1−∥𝛼1 𝜔 ∥[∥𝜑 𝜔 ∥ 𝐶+∥𝑕 𝜔 ∥ 𝐿′] Then the NFRDE (1.1) has a random solution on 𝐽. Proof :- Let X = 𝐶(𝐽,ℝ) and define three mapping A, B,C: Ω×X→X by f(t,x(t,𝜔),𝜔 ) if t є I ---- (3.6)
  • 4. Existence Theory For Second Order Nonlinear Functional Random Differential Equation In… DOI: 10.9790/5728-11110612 www.iosrjournals.org 9 | Page A(𝜔)x(t) = 1 if t є 𝐼0 and 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 0 if t є I ----(3.7) B(𝜔)x(t) = 𝜑 𝑡, 𝜔 if t є 𝐼0 and 𝜑1 0, 𝜔 𝑡 𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) if t є I ----(3.8) C(𝜔)x(t) = 𝜑1 𝑡, 𝜔 if t є 𝐼0 Then the FRIE (3.3) is transformed into the random operator equation A(𝜔)x(t) B(𝜔)x(t) + C(𝜔)x(t) = x(t, 𝜔) ---(3.9) for t є 𝐽 and 𝜔𝜖𝛺 . We shall show that the operator A(𝜔), B(𝜔) and C(𝜔) satisfy all the conditions of corollary 2.1 on X. This will be done in the following steps. Step I :- First we show that A(𝜔) and B(𝜔) are random operator on X. Since the function f(t,x,𝜔) is measurable in 𝜔 for all t є I and x є ℝ and since constant function is measurable on Ω the function 𝜔 →A(𝜔)x is measurable for all x є X. Hence A(𝜔) is a random operator on X . Now by (H3) the function 𝜔 →g(t,x,𝜔) is measurable for all t є I and x є C. We know that the Riemann integral in a limit of a finite sum of measurable function, which is again measurable. Therefore the function 𝜔 → 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 0 is measurable . Hence B(𝜔) is random operator on X. Similarly it is shown that C(𝜔) is a randome operator on X. Again since the function 𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) if t є I t→ A(𝜔)x(t) = 1 if t є 𝐼0 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 0 if t є I t→ B(𝜔)x(t) = 𝜑 𝑡, 𝜔 if t є 𝐼0 𝜑1 0, 𝜔 𝑡 𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) if t є I t→ C(𝜔)x(t) = 𝜑1 𝑡, 𝜔 if t є 𝐼0 are continuous. The function A(𝜔)x(t) ,B(𝜔)x(t) and C(𝜔)x(t) are continuous and hence bounded and measurable on 𝐽 for each 𝜔𝜖𝛺 . Hence A(𝜔), B(𝜔), and C(𝜔) define the random operator A, B,C: Ω×X→X. Step II: Next we show that A(𝜔) is Lipschitzian random operator on X. Let x, yє X. Then by (H1) |A(𝜔)x(t) - A(𝜔)y(t) | =|𝑓(𝑡, 𝑥(𝑡, 𝜔), 𝜔 ) - 𝑓(𝑡, 𝑦(𝑡, 𝜔), 𝜔 )| ≤∥ 𝛼1 ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥ for all t є I.
  • 5. Existence Theory For Second Order Nonlinear Functional Random Differential Equation In… DOI: 10.9790/5728-11110612 www.iosrjournals.org 10 | Page Similarly | A(𝜔)x(t) - A(𝜔)y(t) | =0 ≤∥ 𝛼1 ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥ for all t є 𝐼0. Thus |A(𝜔)x(t) - A(𝜔)y(t) | ≤∥ 𝛼1(𝜔) ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥ for all t𝜖𝐽 and 𝜔𝜖𝛺 . Taking the maximum over t in the above inequality. We obtain |A(𝜔)x(t) - A(𝜔)y(t) | ≤∥ 𝛼1 ∥∥ 𝑥(𝜔) − 𝑦(𝜔) ∥ This shows that A (𝜔) is a Lipschitzian random operator on X with Lipschitz constant ∥𝛼1 (𝜔)∥. Similarly it is shown that C(𝜔) is a Lipschitzian random operator on X with Lipschitz constant ∥𝛽1 𝜔 ∥. Step III.: Next we show that B(𝜔) is a continuous and compact random operator on X. Using the standard argument as in Granas et.al[9] it is shown that B(𝜔) is a continuous random operator on X. To show that B(𝜔) is compact. It is sufficient to show that B(𝜔)(x) is uniformly bounded and equi-contiuous set in X for each 𝜔𝜖𝛺. First we show that B(𝜔)(x) is uniformly bounded for each 𝜔𝜖𝛺. Let xє X be arbitrary . Thus 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 0 if t є I B(𝜔)x(t) = 𝜑 𝑡, 𝜔 if t є 𝐼0 for all 𝜔𝜖𝛺 Since g is 𝐿 𝑥 ′ (𝜔)- Caratheodeory We have |𝐵(𝜔)𝑥(𝑡) | ≤ ∥ 𝜑0 𝜔 ∥ 𝐶+ 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 0 = ∥ 𝜑0 𝜔 ∥ 𝐶 +∥ 𝑕 𝜔 ∥ 𝐿′ Taking the maximum over t, one obtains ∥ 𝐵 𝜔 𝑥 ∥≤ K for all x𝜖 𝑋 where K= ∥ 𝜑0 𝜔 ∥ 𝐶 +∥ 𝑕 𝜔 ∥ 𝐿′ This shows that 𝐵 𝜔 (𝑥) is a uniformly bounded subset of X for each. Secondly we show that 𝐵 𝜔 (𝑥) is an equicontinuous set in X for each 𝜔𝜖𝛺. Now there are three cases Case I :- Let t,𝜏 ∈ 𝐼 Then for any x∈ 𝑋 we have by (3.7) |𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| ≤ | 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 − 𝑡 0 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝜏 0 | ≤ | 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 𝜏 | ≤ | 𝑕 𝑠, 𝜔 𝑑𝑠 𝑡 𝜏 | =| 𝑝 𝑡, 𝜔 − 𝑝(𝜏, 𝜔) | Where p(t) = 𝑕 𝑠, 𝜔 𝑑𝑠 𝑡 0 Now p is a continuous function on a compact interval I. So it is uniformly continuous there and hence |𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| → 0 as t → 𝜏 for each 𝜔𝜖𝛺 Case II :- Again let 𝜏𝜖𝐼0 and t ϵ I then we have |𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| ≤ |𝜑0 0, 𝜔 -𝜑0(𝜏, 𝜔)| + 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 𝜏 ≤ |𝜑0 0, 𝜔 -𝜑0(𝜏, 𝜔)| + |𝑝 𝑡, 𝜔 -𝑝(𝜏, 𝜔)| Where the function p defined above. Again 𝜑0 is a continuous on compact interval I0 And the function p is continuous on compact interval I, so they are uniformly continuous and hence |𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| → 0 as t→ 𝜏 Case III :- similarly t, 𝜏 ∈ 𝐼0 Thus we have |𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| = |𝜑 𝑡, 𝜔 - 𝜑(𝜏, 𝜔)| → 0 as t→ 𝜏
  • 6. Existence Theory For Second Order Nonlinear Functional Random Differential Equation In… DOI: 10.9790/5728-11110612 www.iosrjournals.org 11 | Page Thus in all three case we have |𝐵 𝜔 𝑥 𝑡 - 𝐵 𝜔 𝑥 (𝜏)| → 0as t→ 𝜏 for t, 𝜏 ∈ 𝐼0 and 𝜔𝜖𝛺. Hence 𝐵 𝜔 (𝑥) is equicontinuous set in X for each 𝜔𝜖𝛺. This further in view of Arzela Ascolli Theorem implies that 𝐵 𝜔 (𝑥) is compact for each 𝜔𝜖𝛺. Hence 𝐵 𝜔 is a continuous and compact random operator on X Step IV :- Here M 𝜔 = ∥ B 𝜔 (𝑥)∥ = sup { ∥ B 𝜔 (𝑥)∥ : xϵX } = 𝑠𝑢𝑝𝑥∈𝑋 𝑚𝑎𝑥𝑡∈𝐽 𝐵 𝜔 𝑥 𝑡 ≤∥ 𝜑 𝜔 ∥ 𝐶+ 𝑠𝑢𝑝𝑥∈𝑋 𝑚𝑎𝑥𝑡∈𝐽 𝑔 𝑠, 𝑥 𝑠 𝜔 , 𝜔 𝑑𝑠 𝑡 0 = ∥ 𝜑 𝜔 ∥ 𝐶 + ∥ 𝑕 𝜔 ∥ 𝐿′ Therefore ∥ 𝛼1 𝜔 ∥M(𝜔) + ∥ 𝛽1(𝜔) ∥ = ∥ 𝛼1 𝜔 ∥ [∥ 𝜑 𝜔 ∥ 𝐶 + ∥ 𝑕 𝜔 ∥ 𝐿′ ] +∥ 𝛽1 𝜔 ∥ 𝐶 for all 𝜔𝜖𝛺 Step V :- Finally we show that condition (d) of corollary (2.1) is satisfied . Let u𝜖 E be arbitrary. Then we have for all 𝜔𝜖𝛺. λu 𝑡, 𝜔 = 𝐴 𝜔 𝑢 𝑡 𝐵 𝜔 𝑢 𝑡 + 𝐶 𝜔 𝑢 𝑡 𝜑1 0, 𝜔 𝑡𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 + 𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 [ 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑢 𝑠 𝜔 , 𝜔 𝑑𝑠 ] 𝑡 0 ,tϵI = 𝜑 𝑡, 𝜔 if t𝜖𝐼0 For some real number λ > 1 Therefore 𝑢 𝑡, 𝜔 < 𝜆−1 𝜑 𝑡, 𝜔 + 𝜆−1 [𝜑1 0, 𝜔 𝑡𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 + 𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 [ 𝜑0 0, 𝜔 + 𝑔 𝑠, 𝑢 𝑠 𝜔 , 𝜔 𝑑𝑠 ] 𝑡 0 ≤∥ 𝜑 𝜔 ∥ 𝐶 + 𝜆−1 |𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 | + | 𝑓 𝑡, 𝑢 𝑡, 𝜔 , 𝜔 |[ |𝜑0 0, 𝜔 | + 𝑕 𝑠, 𝜔 𝑑𝑠 ] 𝑡 0 ≤C1 𝜔 + C2 𝜔 + 𝛾(𝑠, 𝑡 0 𝜔) 𝛹(∥ 𝑢 𝑠 𝜔 ∥ 𝐶) ds ---(3.10) Where C1 𝜔 = 1+𝐹 𝜔 ∥𝜑 𝜔 ∥ 𝐶+𝐹 𝜔 1− ∥𝛼1 𝜔 ∥ ∥𝜑 𝜔 ∥ 𝐶 + ∥𝑕 𝜔 ∥ 𝐿′ −∥𝛽1 𝜔 ∥ 𝐶 And C2 𝜔 = 𝐹 𝜔 1− ∥𝛼1 𝜔 ∥ ∥𝜑 𝜔 ∥ 𝐶 + ∥𝑕 𝜔 ∥ 𝐿′ Let m (t,𝜔) = 𝑠𝑢𝑝𝑡∈[−𝑟,𝑡]|u(t,𝜔)| Then one has |u(t,𝜔)|≤ m(t) and ∥ 𝑢𝑡 𝜔 ∥ 𝐶≤ m(t,𝜔) for all 𝑡𝜖𝐼 and 𝜔𝜖𝛺. Then there is a 𝑡∗ ∈[-r,t] such that Let m(t,𝜔) = |u(𝑡∗ ,𝜔)| for all 𝜔𝜖𝛺 Hence from inequality (3.10) it follows that m (t,𝜔) = |u(𝑡∗ ,𝜔)| ≤ C1 𝜔 + C2 𝜔 𝛾(𝑠, 𝑡 0 𝜔) 𝛹(∥ 𝑢 𝑠 𝜔 ∥ 𝐶) ds ≤ C1 𝜔 + C2 𝜔 𝛾(𝑠, 𝑡 0 𝜔) 𝛹(m(s,𝜔)) ds Put w (t, 𝜔)= C1 𝜔 + C2 𝜔 𝛾(𝑠, 𝑡 0 𝜔) 𝛹(m(s,𝜔)) ds w’(t,𝜔) = C2 𝜔 𝛾 𝑡, 𝜔 𝛹(m(t,𝜔)) w(0,𝜔)= C1 𝜔 This further implies that w’(t ,𝜔) ≤ C2 𝜔 𝛾 𝑡, 𝜔 𝛹(m(t,𝜔))
  • 7. Existence Theory For Second Order Nonlinear Functional Random Differential Equation In… DOI: 10.9790/5728-11110612 www.iosrjournals.org 12 | Page w(0,𝜔)= C1 𝜔 OR , ----(3.11) 𝑤’(𝑡 ,𝜔) 𝛹(𝑚 𝑡,𝜔 ) ≤ C2 𝜔 𝛾 𝑡, 𝜔 w(0,𝜔)= C1 𝜔 Integrating from 0 to t yield that 𝑤’(𝑡 ,𝜔) 𝛹(𝑚(𝑡,𝜔) 𝑑𝑠 ≤ 𝑡 0 C2 𝜔 γ s, ω ds 𝑡 0 By changing the variable formula we get ds Ψ(s) w(t ,ω) C1 ω ≤C2 ω γ s, ω ds t 0 ≤C2 ω γ s, ω ds a 0 = C2 ω ∥ γ ω ∥L′ < ds Ψ(s) ∞ C1 ω Now by an application of mean value theorem yield that there is a constant M >0 such that w(t , ω) ≤ m for all t ϵ I and ωϵ Ω. This further implies that |u(t,ω) | ≤ M for all t ϵ I and ωϵΩ. Hence the set ε is bounded and condition (d) of corollary (2.1) yield Hence the random operator equation (3.9) and consequently by the FRDE (1.1) has a random solution . This completes the proof. References [1]. B.C. Dhage, Random Fixed Point theorems in Banach Algebras with applications to random integral equations, Tamkang J. Math. 34 (2003), pp. 29-43. [2]. B.C. Dhage, A random version of Schaefer’s fixed point theorem with applications to functional integral equations. Tamkang J. Math 35 (3) (2004), pp. 197-205. [3]. C.J. Himmelberg, Measurable relations, Fund. Math. 87 (1975), pp 53-72. [4]. D.W. Boyd and J.S.W. Wong, On nonlinear contractions Proc. Amer. Math. Soc. 20 (1969), pp. 456-464 [5]. B.C. Dhage, On existence theorem for nonlinear integral equations in Banach algebras via fixed point technique, East Asian Math.J. 17 (1) (2001), pp. 33-45. [6]. B.C. Dhage, Some algebraic and topological random fixed point theorem with applications to nonlinear random integral equations, Tamkang J. Math. 35 (4) (2004). [7]. S. Itoh, Random fixed point theorems for a multivalued contraction mappings, Pac. Jour. Math. Vol. 68. No. 1 (1977), pp. 85-90. [8]. K. Kuratowskii and C. Ryll-Nardzewskii, A general theorem on Selectors. Bull. Acad. Polons, Sci. Ser. Math Sci. A str. Phys. 13 (1965), pp. 397-403. [9]. A.Granas,R.B.Guenther,andJ.W.Lee,Some general existence principles in the Caratheodory theory of nonlinear differential equations, J.Math.Pure.et. Appl.70(1991), pp. 153-196.