Kneser-type theorem
for the Darboux problem in Banach spaces
Mieczys law Cicho´n, Ireneusz Kubiaczyk
Abstract. In this paper we study the Darboux problem in some class of Banach spaces.
The right-hand side of this problem is a Pettis-integrable function satisfying some con- ditions expressed in terms of measures of weak noncompactness. We prove that the set of all local pseudo-solutions of our problem is nonempty, compact and connected in the space of continuous functions equipped with the weak topology.
Keywords: Pettis integral, Fubini theorem, Darboux problem, measure of weak noncom- pactness
Classification: 35R20, 46G10
1. Introduction
In this paper we study the set of solutions for the Darboux problem in a Banach spaceE:
(1)
∂2z
∂x∂y =f(x, y, z(x, y)), (x, y)∈ P, z(x,0) = 0,
z(0, y) = 0,
whereP ={(x, y) : 0≤x≤a1, 0≤y≤a2}. By ∂x∂y∂2z we will denote the second mixed pseudo-derivative and, consequently, we are looking for pseudo-solutions of the above problem.
In this paper we consider the case when the function f is Pettis-integrable but not necessarily Bochner integrable. This problem generalizes already known results with Carath´eodory solutions or weak solutions (cf. [6], [8], [15], [22]). We prove also a full Kneser-type theorem, i.e. we show that a set S of all pseudo- solutions is nonempty, compact and connected in the space C(J, E) endowed with its weak topology, where the setJ is a rectangle included inP. ByC(J, E) we denote the space of all continuous functions from J = h0, α1i × h0, α2i into E and, consequently, (C(J, E), ω) is the space C(J, E) with the weak topology σ(C(J, E), C(J, E)∗).
The problem (1) has been studied by many specialists, for instance Alexiewicz and Orlicz [1], Negrini [19], Dawidowski and Kubiaczyk [9], DeBlasi and My- jak [4], G´orniewicz and Pruszko [13], G´orniewicz, Bryszewski and Pruszko [14], Bugajewski and Szufla [5].
The key point of the problem (1) is the Fubini theorem. The classical version of this theorem for the Lebesgue integral remains valid for the Bochner integral but fails for the Pettis integral.
In the proof of the existence theorem we use a new Fubini type theorem for some Pettis integrable functions (recently obtained by Michalak in [17]).
Throughout the paper, (E,k · k) will denote a real Banach space and E∗ its topological dual. We set (E, ω) = (E, σ(E, E∗)) the spaceEwith its weak topol- ogy,Br={x∈E:kxk ≤r}. By ha, biwe denote a closed interval inR.
A function f : E −→ E will be called weakly-weakly sequentially continuous iff for each weakly convergent sequence (xn) inE the sequence (f(xn)) is weakly convergent. Some comparison results between different concepts of the continuity can by found in [2] (cf. also [20]).
By (P) Z
and Z
we will denote the Pettis integral and Lebesgue integral, respectively.
For any bounded subset A of E we denote by β(A) the DeBlasi measure of weak noncompactness ofA, i.e.
β(A) = inf{ε >0 :A⊂Bε+W, W−weakly compact subset ofE}.
Let us recall some facts that will be used in the sequel.
Lemma 1 ([18]). LetH ⊂C(P, E)be a family of strongly equicontinuous func- tions. Then
(2) β(H(P)) = sup
(x,y)∈P
β(H(x, y))
and the function
(x, y)7→v(x, y) =β(H(x, y)) is continuous onP.
Lemma 2 ([7]). Let (X, d) be a metric space and let f : X −→ (E, ω) be sequentially continuous. If A ⊂ X is a connected subset in X, then f(A) is a connected subset in(E, ω).
We will need the following fixed-point theorem
Proposition 1 ([16], cf. also [20]). Let X be a metrizable locally convex topo- logical vector space, D a closed convex subset of X, and let F be a weakly sequentially continuous map of D into itself. If for somex∈D the implication (3) V =conv({x} ∪F(V)) =⇒V is relatively weakly compact,
holds for every subsetV of D, then F has a fixed point.
2. Pseudo-solutions and the Fubini theorem
Fix arbitraryx∗∈E∗ and consider functionsz:P −→E andx∗z:P −→R.
We will investigate the following problem
(1′)
∂2(x∗z)
∂x∂y (x, y) =x∗f(x, y, z(x, y)), (x, y)∈ P, z(x,0) = 0,
z(0, y) = 0.
By a pseudo-solution of (1) we understand an absolutely continuous function z:P →E such that
z(x,0) = 0, 0≤x≤a1, z(0, y) = 0, 0≤y≤a2,
wherezhas second mixed pseudo-derivative∂x∂y∂2 (x∗z) for each x∗ ∈E∗(cf. [7], [8], [21]) andzsatisfies (1′) a.e.
Now, consider the problem (4) z(x, y) = (P)
Z y
0
(P) Z x
0
f(s, t, z(s, t))ds dt, (x, y)∈ P.
This problem is equivalent to (1) in the following sense: z is a solution of (4) iff z is a pseudo-solution of (1). Indeed, under the assumption that f(·,·, z(·,·)) is Pettis-integrable for eachz∈C(P, E) and the Fubini theorem holds inE for the Pettis integral (see next part of this section) we have:
∂
∂x
∂(x∗z)
∂y
(x, y) =x∗f(x, y, z(x, y)) for eachx∗∈E a.e. onP. Therefore
∂(x∗z)
∂y (x, y) = Z x
0
x∗f(s, y, z(s, y))ds,
∂(x∗z)
∂y (x, y) =x∗
(P) Z x
0
f(s, y, z(s, y))ds
, x∗z(x, y) =
Z y
0
x∗
(P) Z x
0
f(s, t, z(s, t))ds
dt, x∗z(x, y) =x∗
(P)
Z y
0
(P) Z x
0
f(s, t, z(s, t))
ds dt, z(x, y) = (P)
Z y
0
(P) Z x
0
f(s, t, z(s, t))ds dt.
Hence, in fact the problem (4) appears.
Since the Fubini theorem fails, in general, we fix a possible large class of spaces for which this useful theorem holds.
LetX be a weakly compactly generated (WCG) Banach space containing no isomorphic copy of l1 and let E = X∗. Such spaces will be called (FP)-spaces (Fubini-Pettis spaces). For WCG-spaces see [11], for instance.
Remark. The class of (FP)-spaces contains all reflexive Banach spaces but of course not only such spaces. The James spaceJ, the James tree spaceJT or the dual to the last space which is nonreflexive and nonseparable are also interesting examples of nonreflexive (FP)-spaces (see [11]). A full characterization for sepa- rable spaces (hence WCG Banach spaces) containing no isomorphic copy ofl1 is given in Theorem 4.1 [11].
Functions f, g : P −→ E are scalarly equivalent if x∗f = x∗g a.e. on P for everyx∗∈E∗.
Theorem 1([17] Fubini theorem). For every Pettis-integrable functionf :P → Esuch thatf is bounded andEis an(FP)-space there exists a functionf1:P → E scalarly equivalent tof such that
(i) the functions7→f1(s, t)is Pettis-integrable for a.a. t∈ h0, a2i, (ii) the functiont7→f1(s, t)is Pettis-integrable for a.a. s∈ h0, a1i, (iii) (P)
Z Z
A×B
f ds dt= (P) ZZ
A×B
f1ds dt= (P) Z
B
(P)
Z
A
f1(s, t)ds
dt
= (P) Z
A
(P)
Z
B
f1(s, t)dt
ds for every measurable subsetsA⊂ h0, a1i, B ⊂ h0, a2i.
It will cause no confusion if we use the same letterf to designate our function f andf1 which is scalarly equivalent to the functionf.
The assumption that E is an (FP)-space is really essential and cannot be omitted (see [17]).
3. Main results
Now, we are able to prove a Kneser-type theorem for the problem (1).
LetB={x∈E:kxk ≤b}and P=h0, a1i × h0, a2i.
Assume thatf :P ×B−→E is such that
kf(x, y, z)k ≤M for (x, y)∈ P, z∈B, M ≥0.
We will assume in the sequel thatEis an (FP)-space.
Choose positive numbersd1,d2 is such a way that
d1≤a1, d2≤a2 and M·d1·d2< b/2.
PutK=h0, d1i × h0, d2i.
Now define a set
Be={z∈C(K, E) :z(K)⊂B,kz(x, y)−z(x, y)k
≤M·d2· |x−x|+M·d1· |y−y|for each (x, y),(x, y)∈K}.
Note thatBeis nonempty, closed, bounded, convex and equicontinuous inC(K, E).
Theorem 2. Assume that for each strongly absolutely continuous function z : K−→E,f(·,·, z(·,·))is Pettis-integrable andf(x, y,·)is weakly-weakly sequen- tially continuous. Moreover, assume that there exists a continuous nondecreasing functionhsuch that the functionuidentically equal to zero is the unique contin- uous solution of the inequality
0≤u(x, y)≤ Z y
0
Z x
0
h(u(s, t))ds dt, (x, y)∈K.
If the functionf satisfies
(5) β(f(K×X))≤h(β(X)) for each X ⊂B,
then the setS of all pseudo-solutions of the Darboux problem(1)defined onK is nonempty, compact and connected in(C(K, E), ω).
Proof: I. Recall that the problem (1) is equivalent to (4). Put F(z)(x, y) = (P)
Z x
0
(P) Z y
0
f(s, t, z(s, t))ds dt, (x, y)∈K, z ∈B.e
By our assumptions there exists an integral (P) ZZ
K
f(x, y, z(x, y))dx dy and, by Fubini theorem, the operatorF is well-defined. We will show that F:Be−→B.e
Fix arbitraryx∗∈E∗, kx∗k ≤1, (x, y),(x, y)∈K. Then
|x∗(F(z)(x, y)−F(z)(x, y))|
= x∗
(P)
Z x
0
(P)
Z y
0 f(s, t, z(s, t)ds)dt
−(P) Z x
0
(P)
Z y
0
f(s, t, z(s, t))ds
dt
= x∗
(P)
ZZ
h0,xi×h0,yi
f(s, t, z(s, t))ds dt
−(P) ZZ
h0,xi×h0,yi
f(s, t, z(s, t))ds dt
= x∗
(P)
Z Z
hx,xi×h0,yi
f(s, t, z(s, t))ds dt
+ (P) ZZ
h0,xi×hy,yi
f(s, t, z(s, t))ds dt
≤ Z x
x
Z y
0
|x∗f(s, t, z(s, t))|ds dt+ Z x
0
Z y
y
|x∗f(s, t, z(s, t))|ds dt
≤M· |x−x| ·y+M · |y−y| ·x
≤M·d2· |x−x|+M ·d1· |y−y|< b.
Thus
kF(z)(x, y)−F(z)(x, y)k ≤M·d2· |x−x|+M ·d1· |y−y|
andF :Be−→B.e
Using the Lebesgue dominated convergence theorem for the Pettis integral (see [12]), we deduce thatF is weakly-weakly sequentially continuous.
Now we will prove that the implication (3) holds for subsets ofB.e LetV ⊂Be be such that for somez∈Be
V = conv({z} ∪F(V)).
From the definition ofF and by Lemma 1 it follows that the function v: (x, y)7→β(V(x, y))
is continuous onK.
For fixed (x, y)∈ K we divide intervals h0, xi and h0, yiinto m and n parts respectively
0 =x0< x1 < . . . < xm =x, 0 =y0< y1< . . . < yn=y, wherexi =i·x
m , yj =j·y
n (i= 1, . . . , m , j= 1, . . . , n).
LetPij ={(x, y) :xi−1 ≤x≤xi , yj−1≤y≤yj}and V(Pij) ={u(x, y) :u∈V, (x, y)∈Pij}.
By Lemma 1 and the continuity ofv there is a point (ξi, ηj)∈Pij such that (6) β(V(Pij)) = sup{β(V(ξ, η)) : (ξ, η)∈Pij}=v(ξi, ηj).
On the other hand, by the mean value theorem and using Fubini theorem we obtain
F(z)(x, y) = (P) Z x
0
(P) Z y
0 f(s, t, z(s, t))ds dt= (P) ZZ
h0,xi×h0,yi
f(s, t, z(s, t))ds dt
= Xm
i=1
Xn
j=1
(P) ZZ
Pij
f(s, t, z(s, t))ds dt
⊂
m−1X
i=0 n−1X
j=0
(xi+1−xi)·(yi+1−yi)·convf(K×V(Pij))
for eachz∈V. Therefore F(V)(x, y)⊂
m−1X
i=0 n−1X
j=0
(xi+1−xi)·(yi+1−yi)·convf(K×V(Pij)).
By (6) and the corresponding properties ofβ (see [3]) it follows that β(F(V)(x, y))≤
m−1X
i=0 n−1X
j=0
(xi+1−xi)·(yj+1−yj)·h(v(ξi, ηj)).
But ifm, ntends to infinity then the last sum tends to the integral Z x
0
Z y
0
h(v(s, t))ds dt.
Thus
(7) β(F(V)(x, y))≤ Z x
0
Z y
0
h(v(s, t))ds dt for (x, y)∈K.
BecauseV = conv({z}∪F(V)) by properties of the measure of weak compactness, we haveβ(V) =β(V) =β(F(V)), β(V(x, y)) =β(F(V)(x, y)) and finally by (7)
v(x, y)≤ Z x
0
Z y
0
h(v(s, t))ds dt for (x, y)∈K.
By our assumptions onh, this inequality implies thatv(x, y) = 0 for (x, y)∈K.
SoV(x, y) is relatively weakly compact inEand sinceV ⊂B,e V is equicontinuous and by the Ascoli theoremV is compact in (C(K, E), ω).
By Proposition 1 the mapF has a fixed point inB, which is a pseudo-solutione of (1).
AsS=F(S), using the same arguments one gets thatSis relatively compact in (C(K, E), ω) and by the Eberlein-ˇSmulian theorem weakly compact inC(K, E).
II. For anyη >0 denote bySη the set of all functionsz:K−→Esatisfying the following conditions
(i) z(0,0) = 0,
kz(x, y)−z(x, y)k ≤2M d1|x−x|+ 2M d2|y−y| for (x, y), (x, y)∈K, (ii) sup
(x,y)∈K
kz(x, y)−(P) Z x
0
((P) Z y
0
f(ξ, η, z(ξ, η))dξ)dηk< η.
The setSηis nonempty asS ⊂Sη. Now, we will prove the connectedness ofSη. In fact, we will show that this set can be presented in the formW =S
z∈SηTz∪V, where the setsV andTz are connected and the setsV ∩Tz are nonempty.
We are in a position to construct the setV. Letβ1= min
d1,4M dη 2
, β2= min η
4M d1
and
Pε1,ε2 ={(x, y) : 0≤x≤ε1, 0≤y≤ε2} for anyε1∈(0, β1), ε2∈(0, β2).
We define a functionv(·,·, ε1, ε2) by the formula
v(x, y, ε1, ε2) =
0 for (x, y)∈Pε1,ε2,
(P) Z x−ε1
0
(P)
Z y−ε2
0 f(ξ, η, v(ξ, η, ε1, ε2))dξ
dη for (x, y)∈P2ε1,2ε2\Pε1,ε2. Becausev(x, y, ε1, ε2) = 0 for (x, y)∈Pε1,ε2, the integral
(P) Z x−ε1
0
((P) Z y−ε2
0 f(ζ, η, v(ζ, η, ε1, ε2))dζ)dη
= (P) Z x−ε1
0
((P) Z y−ε2
0
f(ζ, η,0)dζ)dη
is well-defined for (x, y)∈P2ε1,2ε2 \Pε1,ε2. Consider the following case:
ε1< x < x <2ε1, ε2< y < y <2ε2. Forx∗∈E∗ withkx∗k ≤1 we have
|x∗[v(x, y,ε1, ε2)−v(x, y, ε1, ε2)]|
= x∗
(P)
Z x−ε1
0
(P) Z y−ε2
0
f(ζ, η,0)dζ dη
−(P) Z x−ε1
0
(P) Z y−ε2
0 f(ζ, η,0)dζ dη
= x∗
(P)
Z x−ε1
x−ε1
(P) Z y−ε2
y−ε2
+(P) Z x−ε1
x−ε1
(P) Z y−ε2
0
+ (P) Z x−ε1
0
(P) Z y−ε2
y−ε2
≤ Z x−ε1
x−ε1
Z y−ε2
y−ε2
|x∗(f(ζ, η,0))|dζ dη +
Z x−ε1
x−ε1
Z y−ε2
0
|x∗(f(ζ, η,0))|dζ dη +
Z x−ε1
0
Z y−ε2
y−ε2
|x∗(f(ζ, η,0))|dζ dη
≤M[(|y−y| · |x−x|) +M β2|x−x|+M β1|y−y|]
≤2M β2|x−x|+M β1|y−y|
≤2M[β2|x−x|+β1|y−y|].
Hence
(8) kv(x, y, ε1, ε2)−v(x, y, ε1, ε2)k ≤2M β2|x−x|+ 2M β1|y−y|.
In the remaining cases for (x, y), (x, y) ∈ P2ε1,2ε2 −Pε1,ε2 we can obtain the same estimation.
So our function v is strongly continuous on P2ε1,2ε2 −Pε1,ε2 and by our as- sumptions the integral
(P) Z x−ε1
0
((P) Z y−ε2
0
f(ζ, η, v(ζ, η, ε1, ε2))dζ)dη exists onP3ε1,3ε2\P2ε1,2ε2.
By induction we can prove that this integral exists onK\Pε1,ε2. Now we define the functionv on the wholeK:
v(x, y, ε1, ε2) =
0 for (x, y)∈Pε1,ε2, (P)Rx−ε1
0 ((P)Ry−ε2
0 f(ζ, η, v(ζ, η, ε1, ε2))dζ)dη for (x, y)∈K\Pε1,ε2.
Similarly as in the proof of (8) we can show that the functionv is strongly con- tinuous onK and satisfies the condition (i).
Furthermore forx∗∈E∗, kx∗k ≤1, one gets
|x∗(v(x, y, ε1, ε2)−(P) Z x
0
(P) Z y
0
f(ζ, η, v(ζ, η, ε1, ε2))dζ dη)|
≤
Z x
0
Z y
0
x∗(f(ζ, η, v(ζ, η, ε1, ε2)))dζ dη for (x, y)∈Pε1,ε2
Z x
0
Z y
y−ε2
x∗f +
Z x
x−ε1
Z y
0
x∗f +
Z x
x−ε1
Z y
y−ε2
x∗f for (x, y)∈K\Pε1,ε2
≤
M ε1ε2
M d1ε2+M d2ε1+M ε1ε2
≤2M d1ε2+ 2M d2ε1 < η,
where the supremum is taken over allx∗∈E∗such thatkx∗k ≤1 sov(·,·, ε1, ε2) satisfies (ii).
Putv(·,·, ε1, ε2) =vε1,ε2, then vε1,ε2(x, y) =
0 for (x, y)∈Pε1,ε2,
F(vε1,ε2)(x−ε1, y−ε2) for (x, y)∈K\Pε1,ε2. Define the set V = {vε1ε2(·,·) : 0 < ε1 < β1, 0 < ε2 < β2}. The set V is a connected set in (C(K, E), ω). To prove this, we will show that a map- ping (ε1, ε2)−→ vε1,ε2(·,·) is sequentially continuous from (0, β1)×(0, β2) into (C(K, E), ω).
Let 0< ε1 < δ1 < d1 and 0< ε2< δ2< d2 (in other cases the argumentation given below is similar).
For (x, y)∈Pε1,ε2 and x∗∈E∗
(9) |x∗(vε1ε2(x, y)−vδ1δ2(x, y))|= 0.
For (x, y)∈Pδ1,δ2\Pε1ε2 one gets as in (8) that
(10) |x∗(vε1ε2(x, y)−vδ1δ2(x, y))| ≤ kx∗k{2M d1(δ2−ε2) + 2M d2(δ1−ε1)}.
Let (εn1, εn2) be a sequence such that (εn1, εn2) −→ (ε01, ε02), εni ≥ ε0i, i = 1,2.
By (10) it follows that vεn1εn2(x, y) converges weakly to vε0
1,ε02(x, y) uniformly for (x, y) ∈ K. So F(vεn1εn2)(x, y) → F(vε0
1ε02)(x, y) weakly on K, the map (ε1, ε1) −→ vε1,ε2(·,·) from K into (C(K, E), ω) is sequentially continuous (cf.
[18, Lemma 1.9]).
Therefore by Lemma 2, the setV ={vε1ε2(·,·) : 0< ε1 < β1, 0< ε2 < β2} is connected in (C(K, E), ω).
Now we define the setTz. Letz∈Sη. Chooseε1, ε2>0 such that sup
(x,y)∈K
kz(x, y)− Z x
0
Z y
0
f(ζ, η, z(ζ, η))dζ dηk+ 2M d2ε1+ 2M d1ε2 < η.
For any (p1, p2)∈Kwe define a function y(·,·, p1, p2) by the formula
y(x, y, p1, p2) =
z(x, y) for 0≤x≤p1, 0≤y≤p2, z(p1, p2) for (x, y)∈Pp1+ε1, p2+ε2,
p1≤x≤min(d1, p1+ε1), p2≤y≤min(d2, p2+ε2), z(x, p2) + (P)Rx
0(P)Ry−ε2
p2 f(ζ, η, y(ζ, η, p1, p2))dζ dη for 0< x≤p1, min(d1, p2+ε2)< y < d2, z(p1, y) + (P)Rx−ε1
p1 (P)Ry
0 f(ζ, η, y(ζ, η, p1, p2))dζ dη for min(d1, p1+ε1)< x < d1, 0< y < p2, z(p1, p2) + (P)Rx−ε1
p1 (P)Rx−ε2
p2 f(ζ, η, y(ζ, η, p1, p2))dζ dη for min(d1, p1+ε1)< x < d1,
min(d2, p2+ε2)< y < d2.
Applying the same argument as above with y(·,·, p1, p2), one shows that y(·,·, p1, p2) ∈ Sη for each (p1, p2) ∈ K and that the mapping (p1, p2) −→
y(·,·, p1, p2) fromK into (C(K, E), ω) is sequentially continuous.
Consequently, by Lemma 2, the setTz={y(·,·, p1, p2) : 0< p1< β1, 0< p2 <
β2} is connected in (C(K, E), ω).
Asy(·,·,0,0) =v(·,·, ε1, ε2)∈V∩Tz, the setV∪Tzis connected, and therefore the set
W = [
z∈Sη
Tz∪V is connected in (C(K, E), ω).
MoreoverSη ⊂W, becausez=y(·,·, β1, β2)∈Tz for eachz∈Sη. On the other handW ⊂Sη, sinceTz ⊂Sη andV ⊂Sη. FinallySη =W is a connected subset of (C(K, E), ω).
III. Suppose that the setS is not connected.
As S is weakly compact, there exist nonempty weakly compact sets W1 and W2 such that S = W1∪W2 and W1 ∩W2 = ∅. Consequently there exist two disjoint weakly open setsU1,U2such thatW1⊂U1, W2⊂U2. Suppose that for everyn∈N there exists aun∈Vn\U, whereVn=Sω1
n and U =U1∪U2. Put H ={un : n∈N}ω.
Since un−F(un) −→ 0 in C(K, E) as n → ∞ and H(x, y) ⊂ {un(x, y)− F(un)(x, y) :un∈H}+F(H)(x, y), an analysis similar to that in part I.shows that there existsu0 ∈H such thatu0 =F(u0), i.e. u0∈S. On the other hand, H ⊂(C(K, E), ω)\U, as U is weakly open, sou0∈S\U, a contradiction.
Therefore, there ism∈N such thatVm⊂U.
SinceU1∩Vm 6=∅ 6=U2∩Vm, Vm is not connected, a contradiction with the connectedness of eachVn. Consequently,Sis connected in (C(K, E), ω).
Remarks
Iff(·, x) is scalarly measurable,f(t,·) is weakly-weakly continuous,f is bound- ed andE is aW CGspace then for each absolutely strongly continuous function x(·) f(·, x(·)) is Pettis-integrable, so our assumption onf seems to be natural.
One can easily prove that the integral of a weakly continuous function is weakly differentiable with respect to the right endpoint of the integration interval and its derivative equals the integral at the same point. In this case a pseudo-solution is, actually, a weak solution ([22]). Moreover, in separable Banach spaces our pseudo-solutions are also strong Carath´eodory solutions.
It seems to be natural to point out thatSis strongly equicontinuous inC(K, E), so S is a continuum in Cω(K, E) (cf. [6], [7]). A very interesting lecture about the structure of the solution sets, including the Darboux problem, one can find in [10].
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Faculty of Mathematics and Computer Science, A. Mickiewicz University, Matejki 48/49, 60-769 Pozna´n, Poland
(Received May 5, 2000)