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International Journal of Differential Equations
VolumeΒ 2011Β (2011), Article IDΒ 679528, 31 pages
doi:10.1155/2011/679528
Research Article

A High Order Iterative Scheme for a Nonlinear Kirchhoff Wave Equation in the Unit Membrane

1Nhatrang Educational College, 01 Nguyen Chanh Street, Nhatrang City, Vietnam
2Department of Mathematics and Computer Science, University of Natural Science, Vietnam National University Ho Chi Minh City, 227 Nguyen Van Cu Street, District 5, Ho Chi Minh City, Vietnam

Received 5 May 2011; Accepted 16 October 2011

Academic Editor: BashirΒ Ahmad

Copyright Β© 2011 Le Thi Phuong Ngoc and Nguyen Thanh Long. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

A high-order iterative scheme is established in order to get a convergent sequence at a rate of order 𝑁 ( 𝑁 β‰₯ 1 ) to a local unique weak solution of a nonlinear Kirchhoff wave equation in the unit membrane. This extends a recent result in (EJDE, 2005, No. 138) where a recurrent sequence converges at a rate of order 2.

1. Introduction

In this paper we consider the initial and boundary value problem 𝑒 𝑑 𝑑 ξ‚€ β€– β€– 𝑒 βˆ’ 𝐡 π‘Ÿ β€– β€– 2 0 𝑒  ξ‚€ π‘Ÿ π‘Ÿ + 1 π‘Ÿ 𝑒 π‘Ÿ  | | | | = 𝑓 ( π‘Ÿ , 𝑑 , 𝑒 ) , 0 < π‘Ÿ < 1 , 0 < 𝑑 < 𝑇 , l i m π‘Ÿ β†’ 0 + √ π‘Ÿ 𝑒 π‘Ÿ | | | | 𝑒 ( π‘Ÿ , 𝑑 ) < ∞ , π‘Ÿ ( 1 , 𝑑 ) + β„Ž 𝑒 ( 1 , 𝑑 ) = 0 , 𝑒 ( π‘Ÿ , 0 ) = Μƒ 𝑒 0 ( π‘Ÿ ) , 𝑒 𝑑 ( π‘Ÿ , 0 ) = Μƒ 𝑒 1 ( π‘Ÿ ) , ( 1 . 1 ) where 𝐡 , 𝑓 , Μƒ 𝑒 0 , Μƒ 𝑒 1 are given functions satisfying conditions specified later, β€– 𝑒 π‘Ÿ β€– 2 0 = ∫ 1 0 π‘Ÿ | 𝑒 π‘Ÿ ( π‘Ÿ , 𝑑 ) | 2 𝑑 π‘Ÿ , and β„Ž > 0 is a given constant.

Equation (1.1)1 herein is the bidimensional nonlinear wave equation describing nonlinear vibrations of the unit membrane Ξ© 1 = { ( π‘₯ , 𝑦 ) ∢ π‘₯ 2 + 𝑦 2 < 1 } . In the vibration process, the area of the unit membrane and the tension at various points change in time. The condition on the boundary πœ• Ξ© 1 describes elastic constraints, where the constant β„Ž 1 has a mechanical signification. The boundary condition | l i m π‘Ÿ β†’ 0 + √ π‘Ÿ 𝑒 π‘Ÿ ( π‘Ÿ , 𝑑 ) | < ∞ is satisfied automatically if 𝑒 is a classical solution of the problem (1.1), for example, with 𝑒 ∈ C 1 ( [ 0 , 1 ] Γ— ( 0 , 𝑇 ) ) ∩ 𝐢 2 ( ( 0 , 1 ) Γ— ( 0 , 𝑇 ) ) . This condition is also used in connection with Sobolev spaces with weight π‘Ÿ (see [13]).

Equation (1.1)1 is related to the Kirchhoff equation 𝜌 β„Ž 𝑒 𝑑 𝑑 =  𝑃 0 + 𝐸 β„Ž ξ€œ 2 𝐿 𝐿 0 | | | | πœ• 𝑒 | | | | πœ• 𝑦 ( 𝑦 , 𝑑 ) 2 ξƒͺ 𝑒 𝑑 𝑦 π‘₯ π‘₯ ( 1 . 2 ) presented by Kirchhoff in 1876 (see [4]). This equation is an extension of the classical D’Alembert wave equation which considers the effects of the changes in the length of the string during the vibrations. The parameters in (1.2) have the following meanings: 𝑒 is the lateral deflection, 𝐿 is the length of the string, β„Ž is the area of the cross-section, 𝐸 is the Young modulus of the material, 𝜌 is the mass density, and 𝑃 0 is the initial tension.

The Kirchhoff wave equation of the form (1.1)1 received much attention. Many interesting results about the existence, stability, regularity in time variable, asymptotic behavior, and asymptotic expansion of solutions can be found, for example, in [2, 3, 514] and references therein.

In [2], in a special case, sufficient conditions were established for a quadratic convergence to the solution of (1.1) with 𝑓 ( π‘Ÿ , 𝑑 , 𝑒 ) = 𝑓 ( π‘Ÿ , 𝑒 ) and 𝐡 ( β€– 𝑒 π‘Ÿ β€– 2 0 ) = 𝑏 0 + β€– 𝑒 π‘Ÿ β€– 2 0 , 𝑏 0 > 0 . Based on the ideas about recurrence relations for a third-order method for solving the nonlinear operator equation 𝐹 ( 𝑒 ) = 0 in [15], we extend the above result by the construction of a high-order iterative scheme for (1.1)1, where 𝑓 and 𝐡 are more generalized.

In this paper, we associate with (1.1)1 a recurrent sequence { 𝑒 π‘š } defined by πœ• 2 𝑒 π‘š πœ• 𝑑 2 ξ‚€ β€– β€– 𝑒 βˆ’ 𝐡 π‘š π‘Ÿ β€– β€– 2 0  ξ‚΅ πœ• 2 𝑒 π‘š πœ• π‘Ÿ 2 + 1 π‘Ÿ πœ• 𝑒 π‘š ξ‚Ά = πœ• π‘Ÿ 𝑁 βˆ’ 1  𝑖 = 0 1 πœ• 𝑖 ! 𝑖 𝑓 πœ• 𝑒 𝑖 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 𝑒 ξ€Έ ξ€· π‘š βˆ’ 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑖 , ( 1 . 3 ) 0 < π‘Ÿ < 1 , 0 < 𝑑 < 𝑇 , with 𝑒 π‘š satisfying (1.1)2-3. The first term 𝑒 0 is chosen as 𝑒 0 ≑ 0 . If 𝐡 ∈ 𝐢 1 ( ℝ + ) and 𝑓 ∈ 𝐢 𝑁 ( [ 0 , 1 ] Γ— ℝ + Γ— ℝ ) , we prove that the sequence { 𝑒 π‘š } converges at a rate of order 𝑁 to a unique weak solution of the problem (1.1). This result is a relative generalization of [2, 3, 8, 9, 14, 16].

2. Preliminary Results, Notations, Function Spaces

Put Ξ© = ( 0 , 1 ) . We omit the definitions of the usual function spaces 𝐢 π‘š ( Ξ© ) , 𝐿 𝑝 ( Ξ© ) , 𝐻 π‘š ( Ξ© ) , and π‘Š π‘š , 𝑝 ( Ξ© ) . For any function 𝑣 ∈ 𝐢 0 ( Ξ© ) we define β€– 𝑣 β€– 0 as β€– 𝑣 β€– 0 ∫ = ( 1 0 π‘Ÿ 𝑣 2 ( π‘Ÿ ) 𝑑 π‘Ÿ ) 1 / 2 and define the space 𝑉 0 as completion of the space 𝐢 0 ( Ξ© ) with respect to the norm β€– β‹… β€– 0 . Similarly, for any function 𝑣 ∈ 𝐢 1 ( Ξ© ) we define β€– 𝑣 β€– 1 as β€– 𝑣 β€– 1 = ( β€– 𝑣 β€– 2 0 + β€– 𝑣 π‘Ÿ β€– 2 0 ) 1 / 2 and define the space 𝑉 1 as completion of the space 𝐢 1 ( Ξ© ) with respect to the norm β€– β‹… β€– 1 . Note that the norms β€– β‹… β€– 0 and β€– β‹… β€– 1 can be defined, respectively, from the inner products ξ€œ ⟨ 𝑒 , 𝑣 ⟩ = 1 0 π‘Ÿ 𝑒 ( π‘Ÿ ) 𝑣 ( π‘Ÿ ) 𝑑 π‘Ÿ , ⟨ 𝑒 , 𝑣 ⟩ + ⟨ 𝑒 π‘Ÿ , 𝑣 π‘Ÿ ⟩ . ( 2 . 1 ) Identifying 𝑉 0 with its dual 𝑉 ξ…ž 0 we obtain the dense and continuous embedding 𝑉 1 β†ͺ 𝑉 0 ≑ 𝑉 ξ…ž 0 β†ͺ 𝑉 ξ…ž 1 . The inner product notation will be reutilized to denote the duality pairing between 𝑉 1 and 𝑉 ξ…ž 1 .

We then have the following lemmas, the proofs of which can be found in [1].

Lemma 2.1. There exist two constants 𝐾 1 > 0 and 𝐾 2 > 0 such that, for all 𝑣 ∈ 𝐢 1 ( Ξ© ) , we have(i) β€– 𝑣 π‘Ÿ β€– 2 0 + 𝑣 2 ( 1 ) β‰₯ β€– 𝑣 β€– 2 0 , (ii) | 𝑣 ( 1 ) | ≀ 𝐾 1 β€– 𝑣 β€– 1 , (iii) √ π‘Ÿ | 𝑣 ( π‘Ÿ ) | ≀ 𝐾 2 β€– 𝑣 β€– 1 , f o r a l l π‘Ÿ ∈ Ξ© .

Lemma 2.2. The embedding 𝑉 1 β†ͺ 𝑉 0 is compact.

Remark 2.3. In Lemma 2.1, the two constants 𝐾 1 and 𝐾 2 can be given explicitly as 𝐾 1 =  √ 1 + 2 and 𝐾 2 =  √ 1 + 5 . We also note that l i m π‘Ÿ β†’ 0 + √ π‘Ÿ 𝑣 ( π‘Ÿ ) = 0 for all 𝑣 ∈ 𝑉 1 (see [17, page 128/Lemma 5.40]). On the other hand, by 𝐻 1 ( πœ€ , 1 ) β†ͺ 𝐢 0 ( [ πœ€ , 1 ] ) , 0 < πœ€ < 1 and √ πœ€ β€– 𝑣 β€– 𝐻 1 ( πœ€ , 1 ) ≀ β€– 𝑣 β€– 1 for all 𝑣 ∈ 𝑉 1 , it follows that 𝑣 | [ πœ€ , 1 ] ∈ 𝐢 0 ( [ πœ€ , 1 ] ) . From both relations we deduce that √ π‘Ÿ 𝑣 ∈ 𝐢 0 ( Ξ© ) for all 𝑣 ∈ 𝑉 1 .
Now, let the bilinear form π‘Ž ( β‹… , β‹… ) be defined by ξ€œ π‘Ž ( 𝑒 , 𝑣 ) = β„Ž 𝑒 ( 1 ) 𝑣 ( 1 ) + 1 0 π‘Ÿ 𝑒 π‘Ÿ ( π‘Ÿ ) 𝑣 π‘Ÿ ( π‘Ÿ ) 𝑑 π‘Ÿ , 𝑒 , 𝑣 ∈ 𝑉 1 , ( 2 . 2 ) where β„Ž is a positive constant. Then, there exists a unique bounded linear operator 𝐴 ∢ 𝑉 1 β†’ 𝑉 ξ…ž 1 such that π‘Ž ( 𝑒 , 𝑣 ) = ⟨ 𝐴 𝑒 , 𝑣 ⟩ for all 𝑒 , 𝑣 ∈ 𝑉 1 . We then have the following lemma.

Lemma 2.4. The symmetric bilinear form π‘Ž ( β‹… , β‹… ) defined by (2.2) is continuous on 𝑉 1 Γ— 𝑉 1 and coercive on 𝑉 1 , that is,(i) | π‘Ž ( 𝑒 , 𝑣 ) | ≀ 𝐢 1 β€– 𝑒 β€– 1 β€– 𝑣 β€– 1 , (ii) π‘Ž ( 𝑣 , 𝑣 ) β‰₯ 𝐢 0 β€– 𝑣 β€– 2 1 , for all 𝑒 , 𝑣 ∈ 𝑉 1 , where 𝐢 0 = ( 1 / 2 ) m i n { 1 , β„Ž } and 𝐢 1 √ = 1 + ( 1 + 2 ) β„Ž .

The proof of Lemma 2.4 is straightforward and we omit it.

Lemma 2.5. There exists an orthonormal Hilbert basis { 𝑀 𝑗 } of the space 𝑉 0 consisting of eigenfunctions 𝑀 𝑗 corresponding to eigenvalues πœ† 𝑗 such that(i) 0 < πœ† 1 ≀ πœ† 2 ≀ β‹― ≀ πœ† 𝑗 ↑ + ∞ a s 𝑗 β†’ ∞ , (ii) π‘Ž ( 𝑀 𝑗 , 𝑣 ) = πœ† 𝑗 ⟨ 𝑀 𝑗 , 𝑣 ⟩ f o r a l l 𝑣 ∈ 𝑉 1 a n d 𝑗 ∈ β„• . Note that it follows from (ii) that { 𝑀 𝑗 / √ πœ† 𝑗 } is automatically an orthonormal set in 𝑉 1 with respect to π‘Ž ( β‹… , β‹… ) as inner product. The eigensolutions 𝑀 𝑗 are indeed eigensolutions for the boundary value problem 𝐴 𝑀 𝑗 ≑ βˆ’ 1 π‘Ÿ 𝑑 ξ‚΅ π‘Ÿ 𝑑 π‘Ÿ 𝑑 𝑀 𝑗 ξ‚Ά 𝑑 π‘Ÿ = πœ† 𝑗 𝑀 𝑗 | | | | , i n Ξ© , l i m π‘Ÿ β†’ 0 + √ π‘Ÿ 𝑑 𝑀 𝑗 | | | | 𝑑 r ( π‘Ÿ ) < + ∞ , 𝑑 𝑀 𝑗 𝑑 π‘Ÿ ( 1 ) + β„Ž 𝑀 𝑗 ( 1 ) = 0 . ( 2 . 3 )

The proof of Lemma 2.5 can be found in ([18, page 87, Theorem 7.7]) with 𝑉 = 𝑉 1 , 𝐻 = 𝑉 0 and π‘Ž ( β‹… , β‹… ) as defined by (2.2).

For any function 𝑣 ∈ 𝐢 2 ( Ξ© ) we define β€– 𝑣 β€– 2 as β€– 𝑣 β€– 2 = ξ‚€ β€– 𝑣 β€– 2 0 + β€– β€– 𝑣 π‘Ÿ β€– β€– 2 0 + β€– 𝐴 𝑣 β€– 2 0  1 / 2 ( 2 . 4 ) and define the space 𝑉 2 as completion of 𝐢 2 ( Ξ© ) with respect to the norm β€– β‹… β€– 2 . Note that 𝑉 2 is also a Hilbert space with respect to the scalar product ⟨ 𝑒 , 𝑣 ⟩ + ⟨ 𝑒 π‘Ÿ , 𝑣 π‘Ÿ ⟩ + ⟨ 𝐴 𝑒 , 𝐴 𝑣 ⟩ ( 2 . 5 ) and that 𝑉 2 can be defined also as 𝑉 2 = { 𝑣 ∈ 𝑉 1 ∢ 𝐴 𝑣 ∈ 𝑉 0 } .

We then have the following two lemmas the proof of which can be found in [1].

Lemma 2.6. The embedding 𝑉 2 β†ͺ 𝑉 1 is compact.

Lemma 2.7. For all 𝑣 ∈ 𝑉 2 we have β€– β€– 𝑣 ( i ) π‘Ÿ β€– β€– 𝐿 ∞ ( Ξ© ) ≀ 1 √ 2 β€– 𝐴 𝑣 β€– 0 , β€– β€– 𝑣 ( i i ) π‘Ÿ π‘Ÿ β€– β€– 0 ≀ ξ‚™ 3 2 β€– 𝐴 𝑣 β€– 0 , ( i i i ) β€– 𝑣 β€– 2 𝐿 ∞ ( Ξ© ) ≀  2 β€– 𝑣 β€– 0 + 1 √ 2 β€– 𝐴 𝑣 β€– 0 ξƒͺ β€– 𝑣 β€– 0 . ( 2 . 6 )

For a Banach space 𝑋 , we denote by β€– β‹… β€– 𝑋 its norm, by 𝑋 ξ…ž its dual space, and by 𝐿 𝑝 ( 0 , 𝑇 ; 𝑋 ) , 1 ≀ 𝑝 ≀ ∞ the Banach space of all real measurable functions 𝑒 ∢ ( 0 , 𝑇 ) β†’ 𝑋 such that β€– 𝑒 β€– 𝐿 𝑝 ( 0 , 𝑇 ; 𝑋 ) = ξ‚΅ ξ€œ 𝑇 0 β€– 𝑒 ( 𝑑 ) β€– 𝑝 𝑋 ξ‚Ά 𝑑 𝑑 1 / 𝑝 β€– < ∞ , f o r 1 ≀ 𝑝 < ∞ , 𝑒 β€– 𝐿 ∞ ( 0 , 𝑇 ; 𝑋 ) = e s s s u p 0 < 𝑑 < 𝑇 β€– 𝑒 ( 𝑑 ) β€– 𝑋 f o r 𝑝 = ∞ . ( 2 . 7 )

Let 𝑒 ( 𝑑 ) , 𝑒 ξ…ž ( 𝑑 ) = 𝑒 𝑑 ( 𝑑 ) = Μ‡ 𝑒 ( 𝑑 ) , 𝑒 ξ…ž ξ…ž ( 𝑑 ) = 𝑒 𝑑 𝑑 ( 𝑑 ) = ̈ 𝑒 ( 𝑑 ) , 𝑒 π‘Ÿ ( 𝑑 ) = βˆ‡ 𝑒 ( 𝑑 ) , 𝑒 π‘Ÿ π‘Ÿ ( 𝑑 ) ( 2 . 8 ) denote 𝑒 ( π‘Ÿ , 𝑑 ) , πœ• 𝑒 πœ• πœ• 𝑑 ( π‘Ÿ , 𝑑 ) , 2 𝑒 πœ• 𝑑 2 ( π‘Ÿ , 𝑑 ) , πœ• 𝑒 πœ• πœ• π‘Ÿ ( π‘Ÿ , 𝑑 ) , 2 𝑒 πœ• π‘Ÿ 2 ( π‘Ÿ , 𝑑 ) , ( 2 . 9 ) respectively.

With 𝑓 ∈ 𝐢 π‘˜ ( Ξ© Γ— ℝ + Γ— ℝ ) , 𝑓 = 𝑓 ( π‘Ÿ , 𝑑 , 𝑒 ) , we put 𝐷 1 𝑓 = πœ• 𝑓 / πœ• π‘Ÿ , 𝐷 2 𝑓 = πœ• 𝑓 / πœ• 𝑑 , 𝐷 3 𝑓 = πœ• 𝑓 / πœ• 𝑒 , and 𝐷 𝛾 𝑓 = 𝐷 𝛾 1 1 𝐷 𝛾 2 2 𝐷 𝛾 3 3 𝑓 , 𝛾 = ( 𝛾 1 , 𝛾 2 , 𝛾 3 ) ∈ β„€ 3 + , | 𝛾 | = 𝛾 1 + 𝛾 2 + 𝛾 3 = π‘˜ .

3. The Hight Order Iterative Schemes

Fix 𝑇 βˆ— > 0 , we make the following assumptions: ( 𝐻 1 ) Μƒ 𝑒 0 ∈ 𝑉 2 a n d Μƒ 𝑒 1 ∈ 𝑉 1 ; ( 𝐻 2 ) 𝐡 ∈ 𝐢 1 ( ℝ + ) a n d t h e r e e x i s t c o n s t a n t s 𝑏 βˆ— > 0 , 𝛼 > 1 , 𝑑 0 , 𝑑 1 > 0 s u c h t h a t (i) 𝑏 βˆ— ≀ 𝐡 ( πœ‚ ) ≀ 𝑑 0 ( 1 + πœ‚ 𝛼 ) , f o r a l l πœ‚ β‰₯ 0 , (ii) | 𝐡 ξ…ž ( πœ‚ ) | ≀ 𝑑 1 ( 1 + πœ‚ 𝛼 βˆ’ 1 ) , f o r a l l πœ‚ β‰₯ 0 ; ( 𝐻 3 ) 𝑓 ∈ 𝐢 𝑁 ( Ξ© Γ— [ 0 , 𝑇 βˆ— ] Γ— ℝ ) a n d s a t i s fi e s t h e f o l l o w i n g c o n d i t i o n ∢ f o r a l l 𝑀 > 0 ,  𝐾 ( 1 ) βˆ— 𝑖 ( 𝑀 , 𝑓 ) = s u p ( π‘Ÿ , 𝑑 , 𝑒 ) ∈ 𝐴 𝑀 | | | | ξ‚€ √ π‘Ÿ  βˆ’ 𝑖 πœ• 𝑖 𝑓 πœ• 𝑒 𝑖 | | | |  𝐾 ( π‘Ÿ , 𝑑 , 𝑒 ) < + ∞ , 𝑖 = 0 , 1 , … , 𝑁 βˆ’ 1 , ( 2 ) βˆ— 𝑖 ( 𝑀 , 𝑓 ) = s u p ( π‘Ÿ , 𝑑 , 𝑒 ) ∈ 𝐴 𝑀 | | | | ξ‚€ √ π‘Ÿ  βˆ’ 𝑖 πœ• 𝑖 𝑓 πœ• π‘Ÿ πœ• 𝑒 𝑖 βˆ’ 1 | | | | ( π‘Ÿ , 𝑑 , 𝑒 ) < + ∞ , 𝑖 = 1 , … , 𝑁 βˆ’ 1 , ( 3 . 1 )

where 𝐴 𝑀 = { ( π‘Ÿ , 𝑑 , 𝑒 ) ∈ [ 0 , 1 ] Γ— [ 0 , 𝑇 βˆ—  ] Γ— ℝ ∢ | 𝑒 | ≀ 𝑀 √ 2 + 1 / 2 } . We put  𝐾 βˆ— 𝑖 ⎧ βŽͺ ⎨ βŽͺ ⎩  𝐾 ( 𝑀 , 𝑓 ) = ( 1 ) βˆ— 0   𝐾 ( 𝑀 , 𝑓 ) , 𝑖 = 0 , m a x ( 1 ) βˆ— 𝑖  𝐾 ( 𝑀 , 𝑓 ) , ( 2 ) βˆ— 𝑖  ( 𝑀 , 𝑓 ) , 𝑖 = 1 , … , 𝑁 βˆ’ 1 . ( 3 . 2 )

With 𝐡 and 𝑓 satisfying assumptions ( 𝐻 2 ) and ( 𝐻 3 ) , respectively, for each 𝑀 > 0 given, we introduce the following constants:  𝐾 𝑀 ( 𝐡 ) = s u p 0 ≀ πœ‚ ≀ 𝑀 2 ξ€· 𝐡 | | 𝐡 ( πœ‚ ) + ξ…ž | | ξ€Έ , ( πœ‚ ) 𝐾 0 ( 𝑀 , 𝑓 ) = s u p ( π‘Ÿ , 𝑑 , 𝑒 ) ∈ 𝐴 𝑀 | | | | , 𝑓 ( π‘Ÿ , 𝑑 , 𝑒 ) 𝐾 𝑁  ( 𝑀 , 𝑓 ) = | | 𝛾 | | ≀ 𝑁 𝐾 0 ( 𝑀 , 𝐷 𝛾 𝑓 ) . ( 3 . 3 )

For each 𝑇 ∈ ( 0 , 𝑇 βˆ— ] and 𝑀 > 0 we get ξ€½ π‘Š ( 𝑀 , 𝑇 ) = 𝑣 ∈ 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝑉 2 ξ€Έ ∢ 𝑣 ξ…ž ∈ 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝑉 1 ξ€Έ , 𝑣 ξ…ž ξ…ž ∈ 𝐿 2 ξ€· 0 , 𝑇 ; 𝑉 0 ξ€Έ , w i t h β€– 𝑣 β€– 𝐿 ∞ ( 0 , 𝑇 ; 𝑉 2 ) , β€– β€– 𝑣 ξ…ž β€– β€– 𝐿 ∞ ( 0 , 𝑇 ; 𝑉 1 ) , β€– β€– 𝑣 ξ…ž ξ…ž β€– β€– 𝐿 2 ( 0 , 𝑇 ; 𝑉 0 )  , π‘Š ≀ 𝑀 1 ξ€½ ( 𝑀 , 𝑇 ) = 𝑣 ∈ π‘Š ( 𝑀 , 𝑇 ) ∢ 𝑣 ξ…ž ξ…ž ∈ 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝑉 0 . ξ€Έ ξ€Ύ ( 3 . 4 )

We will choose as first initial term 𝑒 0 ≑ 0 , suppose that 𝑒 π‘š βˆ’ 1 ∈ π‘Š 1 ( 𝑀 , 𝑇 ) , ( 3 . 5 ) and associate with the problem (1.1) the following variational problem.

Find 𝑒 π‘š ∈ π‘Š 1 ( 𝑀 , 𝑇 ) ( π‘š β‰₯ 1 ) so that  𝑒 π‘š ξ…ž ξ…ž  ( 𝑑 ) , 𝑣 + 𝑏 π‘š ξ€· 𝑒 ( 𝑑 ) π‘Ž π‘š ξ€Έ ( 𝑑 ) , 𝑣 = ⟨ 𝐹 π‘š ( 𝑑 ) , 𝑣 ⟩ , βˆ€ 𝑣 ∈ 𝑉 1 , 𝑒 π‘š ( 0 ) = Μƒ 𝑒 0 , 𝑒 ξ…ž π‘š ( 0 ) = Μƒ 𝑒 1 , ( 3 . 6 ) where 𝑏 π‘š ξ‚€ β€– β€– ( 𝑑 ) = 𝐡 βˆ‡ 𝑒 π‘š β€– β€– ( 𝑑 ) 2 0  , 𝐹 π‘š ( π‘Ÿ , 𝑑 ) = 𝑁 βˆ’ 1  𝑖 = 0 1 𝐷 𝑖 ! 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 𝑒 ξ€Έ ξ€· π‘š βˆ’ 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑖 . ( 3 . 7 )

Then, we have the following theorem.

Theorem 3.1. Let assumptions ( 𝐻 1 ) - ( 𝐻 3 ) hold. Then there exist a constant 𝑀 > 0 depending on 𝑇 βˆ— , Μƒ 𝑒 0 , Μƒ 𝑒 1 , 𝐡 , β„Ž and a constant 𝑇 > 0 depending on 𝑇 βˆ— , Μƒ 𝑒 0 , Μƒ 𝑒 1 , 𝐡 , β„Ž , 𝑓 such that, for 𝑒 0 ≑ 0 , there exists a recurrent sequence { 𝑒 π‘š } βŠ‚ π‘Š 1 ( 𝑀 , 𝑇 ) defined by (3.6), (3.7).

Proof. The proof consists of several steps.
Step 1. The Faedo-Galerkin approximation (introduced by Lions [19]). Consider as in Lemma 2.5 the basis { 𝑀 𝑗 } for 𝑉 1 and put 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) = π‘˜  𝑗 = 1 𝑐 ( π‘˜ ) π‘š 𝑗 ( 𝑑 ) 𝑀 𝑗 , ( 3 . 8 ) where the coefficients 𝑐 ( π‘˜ ) π‘š 𝑗 satisfy the system of the following nonlinear differential equations:  ̈ 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) , 𝑀 𝑗 ξ‚­ + 𝑏 π‘š ( π‘˜ ) ξ‚€ 𝑒 ( 𝑑 ) π‘Ž π‘š ( π‘˜ ) ( 𝑑 ) , 𝑀 𝑗  =  𝐹 π‘š ( π‘˜ ) ( 𝑑 ) , 𝑀 𝑗 ξ‚­ 𝑒 , 1 ≀ 𝑗 ≀ π‘˜ , π‘š ( π‘˜ ) ( 0 ) = Μƒ 𝑒 0 π‘˜ , Μ‡ 𝑒 π‘š ( π‘˜ ) ( 0 ) = Μƒ 𝑒 1 π‘˜ , ( 3 . 9 ) where Μƒ 𝑒 0 π‘˜ = π‘˜  𝑗 = 1 𝛼 𝑗 ( π‘˜ ) 𝑀 𝑗 ⟢ Μƒ 𝑒 0 s t r o n g l y i n 𝑉 2 , Μƒ 𝑒 1 π‘˜ = π‘˜  𝑗 = 1 𝛽 𝑗 ( π‘˜ ) 𝑀 𝑗 ⟢ Μƒ 𝑒 1 s t r o n g l y i n 𝑉 1 . 𝑏 ( 3 . 1 0 ) π‘š ( π‘˜ ) ξ‚€ β€– β€– ( 𝑑 ) = 𝐡 βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0  , 𝐹 π‘š ( π‘˜ ) ( π‘Ÿ , 𝑑 ) = 𝑁 βˆ’ 1  𝑖 = 0 1 𝐷 𝑖 ! 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ 𝑒 π‘š ( π‘˜ ) βˆ’ 𝑒 π‘š βˆ’ 1  𝑖 = 𝑁  𝑗 = 0 Ξ¨ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 , Ξ¨ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ = 𝑁 βˆ’ 1  𝑖 = 𝑗 1 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! ( βˆ’ 1 ) 𝑖 βˆ’ 𝑗 𝐷 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 βˆ’ 𝑗 π‘š βˆ’ 1 , 0 ≀ 𝑗 ≀ 𝑁 βˆ’ 1 . ( 3 . 1 1 )
Let us suppose that 𝑒 π‘š βˆ’ 1 satisfies (3.5). Then we have the following lemma.

Lemma 3.2. Let assumptions ( 𝐻 1 ) - ( 𝐻 3 ) hold. For fixed 𝑀 > 0 and 𝑇 > 0 , then, the system (3.8)–(3.11) has a unique solution 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) on an interval [ 0 , 𝑇 π‘š ( π‘˜ ) ] βŠ‚ [ 0 , 𝑇 ] .
Proof of Lemma 3.2. The system of (3.8)–(3.11) is rewritten in the form ̈ 𝑐 ( π‘˜ ) π‘š 𝑗 ( 𝑑 ) = βˆ’ πœ† 𝑗 𝑏 π‘š ( π‘˜ ) ( 𝑑 ) 𝑐 ( π‘˜ ) π‘š 𝑗  𝐹 ( 𝑑 ) + π‘š ( π‘˜ ) ( 𝑑 ) , 𝑀 𝑗 ξ‚­ 𝑐 , 1 ≀ 𝑗 ≀ π‘˜ , ( π‘˜ ) π‘š 𝑗 ( 0 ) = 𝛼 𝑗 ( π‘˜ ) , Μ‡ 𝑐 ( π‘˜ ) π‘š 𝑗 ( 0 ) = 𝛽 𝑗 ( π‘˜ ) , ( 3 . 1 2 ) and it is equivalent to the system of integral equations 𝑐 ( π‘˜ ) π‘š 𝑗 ( 𝑑 ) = 𝛼 𝑗 ( π‘˜ ) + 𝛽 𝑗 ( π‘˜ ) 𝑑 βˆ’ πœ† 𝑗 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 𝑏 π‘š ( π‘˜ ) ( 𝑠 ) 𝑐 ( π‘˜ ) π‘š 𝑗 ( ξ€œ 𝑠 ) 𝑑 𝑠 + 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0  𝐹 π‘š ( π‘˜ ) ( 𝑠 ) , 𝑀 𝑗 ξ‚­ 𝑑 𝑠 , ( 3 . 1 3 ) for 1 ≀ 𝑗 ≀ π‘˜ . Omitting the index π‘š , it is written as follows: [ 𝑐 ] , 𝑐 = β„± ( 3 . 1 4 ) where β„± [ 𝑐 ] = ( β„± 1 [ 𝑐 ] , … , β„± π‘˜ [ 𝑐 ] ) , 𝑐 = ( 𝑐 1 , … , 𝑐 π‘˜ ) , β„± 𝑗 [ 𝑐 ] ( 𝑑 ) = π‘ž 𝑗 ( 𝑑 ) βˆ’ πœ† 𝑗 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 Μƒ 𝑏 ( 𝑠 ) 𝑐 𝑗 ( + 𝑠 ) 𝑑 𝑠 𝑁 βˆ’ 1  𝑖 = 1 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0  Ξ¨ 𝑖 ξ€· β‹… , 𝑠 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 ( 𝑠 ) , 𝑀 𝑗  π‘ž 𝑑 𝑠 , 1 ≀ 𝑗 ≀ π‘˜ , 𝑗 ( 𝑑 ) = 𝛼 𝑗 ( π‘˜ ) + 𝛽 𝑗 ( π‘˜ ) ξ€œ 𝑑 + 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0  Ξ¨ 0 ξ€· β‹… , 𝑠 , 𝑒 π‘š βˆ’ 1 ξ€Έ , 𝑀 𝑗  Μƒ Μƒ 𝑏 [ 𝑐 ] ξ€· 𝑑 𝑠 , 1 ≀ 𝑗 ≀ π‘˜ , 𝑏 ( 𝑑 ) = ( 𝑑 ) = 𝐡 β€– βˆ‡ 𝑒 ( 𝑑 ) β€– 2 0 ξ€Έ , 𝑒 ( 𝑑 ) = π‘˜  𝑗 = 1 𝑐 𝑗 ( 𝑑 ) 𝑀 𝑗 . ( 3 . 1 5 )
For every 𝑇 π‘š ( π‘˜ ) ∈ ( 0 , 𝑇 ] and 𝜌 > 0 that will be chosen later, we put 𝑋 = 𝐢 0 ( [ 0 , 𝑇 π‘š ( π‘˜ ) ] ; ℝ π‘˜ ) , 𝑆 = { 𝑐 ∈ π‘Œ ∢ β€– 𝑐 β€– 𝑋 ≀ 𝜌 } , where β€– 𝑐 β€– 𝑋 = s u p 0 ≀ 𝑑 ≀ 𝑇 π‘š ( π‘˜ ) | 𝑐 ( 𝑑 ) | 1 , | 𝑐 ( 𝑑 ) | 1 = βˆ‘ π‘˜ 𝑗 = 1 | 𝑐 𝑗 ( 𝑑 ) | , for each 𝑐 = ( 𝑐 1 , … , 𝑐 π‘˜ ) ∈ 𝑋 . Clearly 𝑆 is a closed nonempty subset in 𝑋 , and we have the operator β„± ∢ 𝑋 β†’ 𝑋 . In what follows, we will choose 𝜌 > 0 and 𝑇 π‘š ( π‘˜ ) > 0 such that(i) 𝑆 i s m a p p e d i n t o i t s e l f b y β„± , (ii) β„± ∢ 𝑆 β†’ 𝑆 i s c o n t r a c t i v e .
Proof (i). First we note that, for all 𝑐 = ( 𝑐 1 , … , 𝑐 π‘˜ ) ∈ 𝑆 , 𝑒 ( 𝑑 ) = π‘˜  𝑗 = 1 𝑐 𝑗 ( 𝑑 ) 𝑀 𝑗 , β€– 𝑒 ( 𝑑 ) β€– 0 = ξ„Ά ξ„΅ ξ„΅ ξ„΅ ⎷ π‘˜  𝑗 = 1 𝑐 2 𝑗 | | | | ( 𝑑 ) ≀ 𝑐 ( 𝑑 ) 1 , β€– β€– βˆ‡ 𝑒 ( 𝑑 ) 2 0 ≀ π‘Ž ( 𝑒 ( 𝑑 ) , 𝑒 ( 𝑑 ) ) = π‘˜  𝑖 , 𝑗 = 1 𝑐 𝑖 ( 𝑑 ) 𝑐 𝑗 ξ€· 𝑀 ( 𝑑 ) π‘Ž 𝑖 , 𝑀 𝑗 ξ€Έ = π‘˜  𝑗 = 1 πœ† 𝑗 𝑐 2 𝑗 ( 𝑑 ) ≀ πœ† π‘˜ β€– β€– 𝑒 ( 𝑑 ) 2 0 , β€– 𝑒 ( 𝑑 ) β€– 0 ≀ | | | | 𝑐 ( 𝑑 ) 1 ≀ β€– 𝑐 β€– 𝑋 ≀ 𝜌 , β€– βˆ‡ 𝑒 ( 𝑑 ) β€– 0 ≀ √ πœ† π‘˜ | | | | 𝑐 ( 𝑑 ) 1 ≀ √ πœ† π‘˜ 𝜌 , β€– 𝑒 ( 𝑑 ) β€– 1 ≀ ξƒŽ 1 𝐢 0 √ ξƒŽ π‘Ž ( 𝑒 ( 𝑑 ) , 𝑒 ( 𝑑 ) ) ≀ 1 𝐢 0 √ πœ† π‘˜ β€– 𝑒 ( 𝑑 ) β€– 0 ≀ ξƒŽ πœ† π‘˜ 𝐢 0 | | | | 𝑐 ( 𝑑 ) 1 ≀ ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 , ( 3 . 1 6 ) so Μƒ 𝑏 ξ€· β€– ( 𝑑 ) = 𝐡 β€– βˆ‡ 𝑒 ( 𝑑 ) 2 0 ξ€Έ ≀ 𝑑 0 ξ€· β€– 1 + β€– βˆ‡ 𝑒 ( 𝑑 ) 0 2 𝛼 ξ€Έ ≀ 𝑑 0 ξ€· 1 + πœ† π‘˜ 2 𝛼 𝜌 2 𝛼 ξ€Έ . ( 3 . 1 7 ) On the other hand, by | | 𝑒 π‘š βˆ’ 1 | | ξƒŽ ≀ 𝑀 1 2 + √ 2 | | Ξ¨ ≑ πœƒ , 0 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ | | = | | | | | 𝑁 βˆ’ 1  𝑖 = 0 1 𝑖 ! ( βˆ’ 1 ) 𝑖 𝐷 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 π‘š βˆ’ 1 | | | | | ≀ 𝑁 βˆ’ 1  𝑖 = 0 | | | 1 𝐷 𝑖 ! 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 π‘š βˆ’ 1 | | | ≀ 𝐾 𝑁 ( 𝑀 , 𝑓 ) 𝑁 βˆ’ 1  𝑖 = 0 1  𝑀 ξƒŽ 𝑖 ! 1 2 + √ 2 ξƒͺ 𝑖 = 𝐾 𝑁 ( 𝑀 , 𝑓 ) 𝑁 βˆ’ 1  𝑖 = 0 πœƒ 𝑖 , 𝑖 ! ( 3 . 1 8 ) we have | |  Ξ¨ 0 ξ€· 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ , 𝑀 𝑗  | | ≀ β€– β€– Ξ¨ 0 ξ€· 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ β€– β€– 0 β€– β€– 𝑀 𝑗 β€– β€– 0 = β€– β€– Ξ¨ 0 ξ€· 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ β€– β€– 0 ≀ 1 √ 2 𝐾 𝑁 ( 𝑀 , 𝑓 ) 𝑁 βˆ’ 1  𝑖 = 0 πœƒ 𝑖 . 𝑖 ! ( 3 . 1 9 ) By Lemma 2.1, (iii), and the assumption ( 𝐻 3 ), we deduce from (3.16) that | |  Ξ¨ 𝑖 ξ€· 𝑠 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 ( 𝑠 ) , 𝑀 𝑗  | | = | | | | | 𝑁 βˆ’ 1  𝑙 = 𝑖 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! ( βˆ’ 1 ) 𝑙 βˆ’ 𝑖  𝐷 𝑙 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑙 βˆ’ 𝑖 π‘š βˆ’ 1 𝑒 𝑖 ( 𝑠 ) , 𝑀 𝑗  | | | | | = | | | | | 𝑁 βˆ’ 1  𝑙 = 𝑖 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! ( βˆ’ 1 ) 𝑙 βˆ’ 𝑖  ξ‚€ √ π‘Ÿ  βˆ’ 𝑙 𝐷 𝑙 3 𝑓 ξ€· π‘Ÿ , 𝑠 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ √ π‘Ÿ  𝑙 βˆ’ 𝑖 𝑒 𝑙 βˆ’ 𝑖 π‘š βˆ’ 1 ξ‚€ √ π‘Ÿ  𝑖 𝑒 𝑖 ( 𝑠 ) , 𝑀 𝑗 ξƒ’ | | | | | ≀ 𝑁 βˆ’ 1  𝑙 = 𝑖 1  𝐾 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝐾 𝑖 2 β€– 𝑒 ( 𝑠 ) β€– 𝑖 1  ξ‚€ √ π‘Ÿ  𝑙 βˆ’ 𝑖 , | | 𝑀 𝑗 | | ξƒ’ ≀ 𝑁 βˆ’ 1  𝑙 = 𝑖 1  𝐾 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝐾 𝑖 2  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑖 1 √ ≀ 2 + 𝑙 βˆ’ 𝑖 𝑁 βˆ’ 1  𝑙 = 𝑖 1 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! √  𝐾 2 + 𝑙 βˆ’ 𝑖 βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝐾 𝑖 2  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑖 , 1 ≀ 𝑖 ≀ 𝑁 βˆ’ 1 . ( 3 . 2 0 )
It follows that | | β„± 𝑗 [ 𝑐 ] ( | | ≀ | | π‘ž 𝑑 ) 𝑗 ( | | 𝑑 ) + πœ† π‘˜ 𝑑 0 ξ€· 1 + πœ† π‘˜ 2 𝛼 𝜌 2 𝛼 ξ€Έ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | 𝑐 𝑗 ( | | + 1 𝑠 ) 𝑑 𝑠 2 𝑑 2 𝑁 βˆ’ 1  𝑖 = 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! √  𝐾 2 + 𝑙 βˆ’ 𝑖 βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝐾 𝑖 2  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑖 . ( 3 . 2 1 ) Thus | | β„± [ 𝑐 ] ( | | 𝑑 ) 1 ≀ | | | | π‘ž ( 𝑑 ) 1 + πœ† π‘˜ 𝑑 0 ξ€· 1 + πœ† π‘˜ 2 𝛼 𝜌 2 𝛼 ξ€Έ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) 1 + 1 𝑑 𝑠 2 π‘˜ 𝑑 2 𝑁 βˆ’ 1  𝑖 = 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! √  𝐾 2 + 𝑙 βˆ’ 𝑖 βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝐾 𝑖 2  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑖 ≀ β€– π‘ž β€– 𝑇 + 1 2 𝐷 𝜌 ξ‚€ 𝑇 π‘š ( π‘˜ )  2 , ( 3 . 2 2 ) where β€– π‘ž β€– 𝑇 = s u p 0 ≀ 𝑑 ≀ 𝑇 | π‘ž ( 𝑑 ) | 1 and 𝐷 𝜌 = 𝐷 𝜌 ( 𝑓 , 𝜌 , π‘˜ , 𝑀 , π‘š , 𝑁 ) = πœ† π‘˜ 𝑑 0 ξ€· 1 + πœ† π‘˜ 2 𝛼 𝜌 2 𝛼 ξ€Έ 𝜌 + π‘˜ 𝑁 βˆ’ 1  𝑖 = 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! √  𝐾 2 + 𝑙 βˆ’ 𝑖 βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝐾 𝑖 2  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑖 . ( 3 . 2 3 )
Hence, we obtain [ 𝑐 ] β€– β€– β„± 𝑋 ≀ β€– π‘ž β€– 𝑇 + 1 2 𝐷 𝜌 ξ‚€ 𝑇 π‘š ( π‘˜ )  2 , ( 3 . 2 4 )
choosing 𝜌 > β€– π‘ž β€– 𝑇 and 𝑇 π‘š ( π‘˜ ) ∈ ( 0 , 𝑇 ] , such that 1 2 𝐷 𝜌 ξ‚€ 𝑇 π‘š ( π‘˜ )  2 ≀ 𝜌 βˆ’ β€– π‘ž β€– 𝑇 , 1 2  𝐷 𝜌 ξ‚€ 𝑇 π‘š ( π‘˜ )  2 < 1 , ( 3 . 2 5 ) where  𝐷 𝜌 =  𝐷 𝜌 ( 𝜌 , π‘˜ , 𝑀 , 𝑇 , π‘š , 𝑁 , 𝑓 ) ≑ 𝑑 0 πœ† π‘˜ ξ€· 1 + πœ† π‘˜ 2 𝛼 𝜌 2 𝛼 ξ€Έ + 2 𝑑 1 πœ† 2 π‘˜ 𝜌 2 ξ€· 1 + πœ† π‘˜ 𝛼 βˆ’ 1 𝜌 2 𝛼 βˆ’ 2 ξ€Έ + π‘˜ 𝑁 βˆ’ 1  𝑖 = 1 𝑖  ξƒŽ πœ† π‘˜ 𝐢 0 𝐾 2 ξƒͺ 𝑖 𝜌 𝑖 βˆ’ 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! √  𝐾 2 + 𝑙 βˆ’ 𝑖 βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 . ( 3 . 2 6 ) Then [ 𝑐 ] β€– β€– β„± 𝑋 ≀ β€– π‘ž β€– 𝑇 + 1 2 𝐷 𝜌 ξ‚€ 𝑇 π‘š ( π‘˜ )  2 ≀ 𝜌 , βˆ€ 𝑐 ∈ 𝑆 , ( 3 . 2 7 ) which means that β„± maps 𝑆 into itself.

Proof (ii). We now prove that, for all 𝑐 , 𝑑 ∈ 𝑆 , for all 𝑑 ∈ [ 0 , 𝑇 π‘š ( π‘˜ ) ] , | | β„± [ 𝑐 ] [ 𝑑 ] | | ( 𝑑 ) βˆ’ β„± ( 𝑑 ) 1 ≀ 1 2  𝐷 𝜌 𝑑 2 β€– 𝑐 βˆ’ 𝑑 β€– 𝑋 , βˆ€ 𝑛 ∈ β„• , ( 3 . 2 8 ) where  𝐷 𝜌 is defined as (3.26).
Proof of (3.28) is as follows.
For all 𝑗 = 1 , 2 , … , π‘˜ , for all 𝑑 ∈ [ 0 , 𝑇 π‘š ( π‘˜ ) ] , we have | | β„± 𝑗 [ 𝑐 ] ( 𝑑 ) βˆ’ β„± 𝑗 [ 𝑑 ] ( | | 𝑑 ) ≀ πœ† 𝑗 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | Μƒ 𝑏 [ 𝑐 ] ( ξ€· 𝑐 𝑠 ) 𝑗 ( 𝑠 ) βˆ’ 𝑑 𝑗 ( ξ€Έ | | 𝑠 ) 𝑑 𝑠 + πœ† 𝑗 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | ξ€· Μƒ 𝑏 [ 𝑐 ] Μƒ 𝑏 [ 𝑑 ] ξ€Έ 𝑑 ( 𝑠 ) βˆ’ ( 𝑠 ) 𝑗 | | + ( 𝑠 ) 𝑑 𝑠 𝑁 βˆ’ 1  𝑖 = 1 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | |  Ξ¨ 𝑖 ξ€· 𝑠 , 𝑒 π‘š βˆ’ 1 𝑒 ξ€Έ ξ€· 𝑖 ( 𝑠 ) βˆ’ 𝑣 𝑖 ξ€Έ ( 𝑠 ) , 𝑀 𝑗  | | 𝑑 𝑠 , ( 3 . 2 9 ) where Μƒ 𝑏 [ 𝑐 ] ξ€· β€– ( 𝑑 ) = 𝐡 β€– βˆ‡ 𝑒 ( 𝑑 ) 2 0 ξ€Έ , Μƒ 𝑏 [ 𝑑 ] ξ€· β€– ( 𝑑 ) = 𝐡 β€– βˆ‡ 𝑣 ( 𝑑 ) 2 0 ξ€Έ , 𝑒 ( 𝑑 ) = π‘˜  𝑗 = 1 𝑐 𝑗 ( 𝑑 ) 𝑀 𝑗 , 𝑣 ( 𝑑 ) = π‘˜  𝑗 = 1 𝑑 𝑗 ( 𝑑 ) 𝑀 𝑗 , ( 3 . 3 0 ) so | | β„± [ 𝑐 ] ( [ 𝑑 ] ( | | 𝑑 ) βˆ’ β„± 𝑑 ) 1 ≀ πœ† π‘˜ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 Μƒ 𝑏 [ 𝑐 ] ( | | | | 𝑠 ) 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 + πœ† π‘˜ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | Μƒ 𝑏 [ 𝑐 ] Μƒ 𝑏 [ 𝑑 ] | | | | | | ( 𝑠 ) βˆ’ ( 𝑠 ) 𝑑 ( 𝑠 ) 1 + 𝑑 𝑠 π‘˜  𝑗 = 1 𝑁 βˆ’ 1  𝑖 = 1 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | |  Ξ¨ 𝑖 ξ€· 𝑠 , 𝑒 π‘š βˆ’ 1 𝑒 ξ€Έ ξ€· 𝑖 ( 𝑠 ) βˆ’ 𝑣 𝑖 ξ€Έ ( 𝑠 ) , 𝑀 𝑗  | | 𝑑 𝑠 ≀ πœ† π‘˜ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 Μƒ 𝑏 [ 𝑐 ] | | | | ( 𝑠 ) 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 + πœ† π‘˜ 𝜌 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | Μƒ 𝑏 [ 𝑐 ] Μƒ 𝑏 [ 𝑑 ] | | + ( 𝑠 ) βˆ’ ( 𝑠 ) 𝑑 𝑠 π‘˜  𝑗 = 1 𝑁 βˆ’ 1  𝑖 = 1 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | |  Ξ¨ 𝑖 ξ€· 𝑠 , 𝑒 π‘š βˆ’ 1 𝑒 ξ€Έ ξ€· 𝑖 ( 𝑠 ) βˆ’ 𝑣 𝑖 ξ€Έ ( 𝑠 ) , 𝑀 𝑗  | | 𝑑 𝑠 ≑ 𝐽 1 + 𝐽 2 + 𝐽 3 , ( 3 . 3 1 ) in which 𝐽 1 = πœ† π‘˜ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 Μƒ 𝑏 [ 𝑐 ] ( | | | | 𝑠 ) 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 ≀ πœ† π‘˜ 𝑑 0 ξ€· 1 + πœ† π‘˜ 2 𝛼 𝜌 2 𝛼 ξ€Έ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 ≑ 𝜁 1 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 . ( 3 . 3 2 ) In order to consider 𝐽 2 , we also note that Μƒ 𝑏 [ 𝑐 ] Μƒ 𝑏 [ 𝑑 ] ( 𝑠 ) βˆ’ ( 𝑠 ) = 𝐡 ξ…ž ξ€· β€– ( πœ‰ ) β€– βˆ‡ 𝑒 ( 𝑠 ) 2 0 β€– βˆ’ β€– βˆ‡ 𝑣 ( 𝑠 ) 2 0 ξ€Έ , ( 3 . 3 3 ) where β€– πœ‰ = πœƒ β€– βˆ‡ 𝑒 ( 𝑠 ) 2 0 + β€– ( 1 βˆ’ πœƒ ) β€– βˆ‡ 𝑣 ( 𝑠 ) 2 0 , 0 ≀ πœ‰ ≀ πœ† π‘˜ 𝜌 2 , 0 < πœƒ < 1 , ( 3 . 3 4 ) and 𝐡 ξ…ž ( πœ‰ ) satisfy the following inequality: | | 𝐡 ξ…ž | | ( πœ‰ ) ≀ 𝑑 1 ξ€· 1 + πœ‰ 𝛼 βˆ’ 1 ξ€Έ ≀ 𝑑 1 ξ€· 1 + πœ† π‘˜ 𝛼 βˆ’ 1 𝜌 2 𝛼 βˆ’ 2 ξ€Έ . ( 3 . 3 5 )
It implies that | | Μƒ 𝑏 [ 𝑐 ] Μƒ 𝑏 [ 𝑑 ] | | = | | 𝐡 ( 𝑠 ) βˆ’ ( 𝑠 ) ξ…ž ξ€· β€– ( πœ‰ ) β€– βˆ‡ 𝑒 ( 𝑠 ) 2 0 β€– βˆ’ β€– βˆ‡ 𝑣 ( 𝑠 ) 2 0 ξ€Έ | | ≀ 𝑑 1 ξ€· 1 + πœ† π‘˜ 𝛼 βˆ’ 1 𝜌 2 𝛼 βˆ’ 2 ξ€Έ 2 πœ† π‘˜ 𝜌 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 = 2 πœ† π‘˜ 𝜌 𝑑 1 ξ€· 1 + πœ† π‘˜ 𝛼 βˆ’ 1 𝜌 2 𝛼 βˆ’ 2 ξ€Έ | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 , ( 3 . 3 6 ) and then 𝐽 2 = πœ† π‘˜ 𝜌 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | Μƒ 𝑏 [ 𝑐 ] ( Μƒ 𝑏 [ 𝑑 ] ( | | 𝑠 ) βˆ’ 𝑠 ) 𝑑 𝑠 ≀ 2 πœ† 2 π‘˜ 𝜌 2 𝑑 1 ξ€· 1 + πœ† π‘˜ 𝛼 βˆ’ 1 𝜌 2 𝛼 βˆ’ 2 ξ€Έ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 ≑ 𝜁 2 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 . ( 3 . 3 7 )
It remains to estimate 𝐽 3 . By ξ‚€ √  π‘Ÿ 𝑒 ( 𝑠 ) 𝑖 βˆ’ ξ‚€ √  π‘Ÿ 𝑣 ( 𝑠 ) 𝑖 = 𝑖 βˆ’ 1  𝑗 = 0 ξ‚€ √  π‘Ÿ 𝑒 ( 𝑠 ) 𝑗 ξ‚€ √  π‘Ÿ 𝑣 ( 𝑠 ) 𝑖 βˆ’ 𝑗 βˆ’ 1 √ π‘Ÿ ( 𝑒 ( 𝑠 ) βˆ’ 𝑣 ( 𝑠 ) ) , ( 3 . 3 8 ) we obtain | | | ξ‚€ √  π‘Ÿ 𝑒 ( 𝑠 ) 𝑖 βˆ’ ξ‚€ √  π‘Ÿ 𝑣 ( 𝑠 ) 𝑖 | | | ≀ 𝐾 𝑖 2 𝑖 βˆ’ 1  𝑗 = 0 β€– 𝑒 ( 𝑠 ) β€– 𝑗 1 β€– 𝑣 ( 𝑠 ) β€– 1 𝑖 βˆ’ 𝑗 βˆ’ 1 β€– 𝑒 ( 𝑠 ) βˆ’ 𝑣 ( 𝑠 ) β€– 1 ≀ 𝐾 𝑖 2 𝑖 βˆ’ 1  𝑗 = 0 β€– β€– 𝑒 ( 𝑠 ) 𝑗 1 β€– β€– 𝑣 ( 𝑠 ) 1 𝑖 βˆ’ 𝑗 βˆ’ 1 β€– β€– 𝑒 ( 𝑠 ) βˆ’ 𝑣 ( 𝑠 ) 1 ≀ 𝐾 𝑖 2 𝑖 βˆ’ 1  𝑗 = 0  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑗  ξƒŽ πœ† π‘˜ 𝐢 0 𝜌 ξƒͺ 𝑖 βˆ’ 𝑗 βˆ’ 1 ξƒŽ πœ† π‘˜ 𝐢 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 = 𝐾 𝑖 2 𝑖 βˆ’ 1  𝑗 = 0  ξƒŽ πœ† π‘˜ 𝐢 0 ξƒͺ 𝑖 𝜌 𝑖 βˆ’ 1 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1  ξƒŽ = 𝑖 πœ† π‘˜ 𝐢 0 𝐾 2 ξƒͺ 𝑖 𝜌 𝑖 βˆ’ 1 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 . ( 3 . 3 9 ) On the other hand, Ξ¨ 𝑖 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ = 𝑁 βˆ’ 1  𝑙 = 𝑖 1 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! ( βˆ’ 1 ) 𝑙 βˆ’ 𝑖 𝐷 𝑙 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑙 βˆ’ 𝑖 π‘š βˆ’ 1 , ξ‚€ √ π‘Ÿ  βˆ’ 𝑖 | | Ξ¨ 𝑖 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ | | = | | | | | 𝑁 βˆ’ 1  𝑙 = 𝑖 1 ( 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ’ 1 ) 𝑙 βˆ’ 𝑖 ξ‚€ √ π‘Ÿ  βˆ’ 𝑙 𝐷 𝑙 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ √ π‘Ÿ  𝑙 βˆ’ 𝑖 𝑒 𝑙 βˆ’ 𝑖 π‘š βˆ’ 1 | | | | | ≀ | | | | | 𝑁 βˆ’ 1  𝑙 = 𝑖 1 ξ‚€ √ 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! π‘Ÿ  βˆ’ 𝑙 | | 𝐷 𝑙 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ | | ξ‚€ √ π‘Ÿ  𝑙 βˆ’ 𝑖 | | 𝑒 𝑙 βˆ’ 𝑖 π‘š βˆ’ 1 | | | | | | | ≀ 𝑁 βˆ’ 1  𝑙 = 𝑖 1  𝐾 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 ξ‚€ √ π‘Ÿ  𝑙 βˆ’ 𝑖 . ( 3 . 4 0 )
Hence, we deduce from (3.39), (3.40) that 𝐽 3 = π‘˜  𝑗 = 1 𝑁 βˆ’ 1  𝑖 = 1 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | |  ξ‚€ √ π‘Ÿ  βˆ’ 𝑖 Ξ¨ 𝑖 ξ€· 𝑠 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚΅ ξ‚€ √  π‘Ÿ 𝑒 ( 𝑠 ) 𝑖 βˆ’ ξ‚€ √  π‘Ÿ 𝑣 ( 𝑠 ) 𝑖 ξ‚Ά , 𝑀 𝑗 ξƒ’ | | | | ≀ 𝑑 𝑠 π‘˜  𝑗 = 1 𝑁 βˆ’ 1  𝑖 = 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1  𝐾 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝑖  ξƒŽ πœ† π‘˜ 𝐢 0 𝐾 2 ξƒͺ 𝑖 𝜌 𝑖 βˆ’ 1 Γ— ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | |  ξ‚€ √ π‘Ÿ  𝑙 βˆ’ 𝑖 , | | 𝑀 𝑗 | | ξƒ’ | | | | | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 = 𝑑 𝑠 π‘˜  𝑗 = 1 𝑁 βˆ’ 1  𝑖 = 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1  𝐾 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 𝑖  ξƒŽ πœ† π‘˜ 𝐢 0 𝐾 2 ξƒͺ 𝑖 𝜌 𝑖 βˆ’ 1 1 √ Γ— ξ€œ 2 + 𝑙 βˆ’ 𝑖 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 = π‘˜ 𝑁 βˆ’ 1  𝑖 = 1 𝑖  ξƒŽ πœ† π‘˜ 𝐢 0 𝐾 2 ξƒͺ 𝑖 𝜌 𝑖 βˆ’ 1 𝑁 βˆ’ 1  𝑙 = 𝑖 1  𝐾 𝑖 ! ( 𝑙 βˆ’ 𝑖 ) ! βˆ— 𝑙 ( 𝑀 , 𝑓 ) πœƒ 𝑙 βˆ’ 𝑖 1 √ Γ— ξ€œ 2 + 𝑙 βˆ’ 𝑖 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 ≑ 𝜁 3 ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 𝑑 𝑠 . ( 3 . 4 1 )
We deduce that | | β„± [ 𝑐 ] ( [ 𝑑 ] ( | | 𝑑 ) βˆ’ β„± 𝑑 ) 1 ≀ ξ€· 𝜁 1 + 𝜁 2 + 𝜁 3 ξ€Έ ξ€œ 𝑑 0 ξ€œ 𝑑 𝜏 𝜏 0 | | | | 𝑐 ( 𝑠 ) βˆ’ 𝑑 ( 𝑠 ) 1 1 𝑑 𝑠 ≀ 2  𝐷 𝜌 𝑑 2 β€– 𝑐 βˆ’ 𝑑 β€– 𝑋 . ( 3 . 4 2 ) We note that 𝜁 1 + 𝜁 2 + 𝜁 3 =  𝐷 𝜌  𝐷 ( 𝜌 , π‘˜ , 𝑀 , 𝑇 , π‘š , 𝑁 , 𝑓 ) = 𝜌 . ( 3 . 4 3 )
It follows from (3.28) that [ 𝑐 ] [ 𝑑 ] β€– β€– β„± βˆ’ β„± 𝑋 ≀ 1 2  𝐷 𝜌 ξ‚€ 𝑇 π‘š ( π‘˜ )  2 β€– 𝑐 βˆ’ 𝑑 β€– 𝑋 , βˆ€ 𝑐 , 𝑑 ∈ 𝑆 . ( 3 . 4 4 )
By (3.25), it follows that β„± ∢ 𝑆 β†’ 𝑆 is contractive. We deduce that β„± has a unique fixed point in 𝑆 ; that is, the system (3.8)–(3.11) has a unique solution 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) on an interval [ 0 , 𝑇 π‘š ( π‘˜ ) ] . The proof of Lemma 3.2 is complete.

The following estimates allow one to take constant 𝑇 π‘š ( π‘˜ ) = 𝑇 for all π‘š and π‘˜ .
Step 2. A priori estimates. Put 𝑆 π‘š ( π‘˜ ) ( 𝑑 ) = 𝑋 π‘š ( π‘˜ ) ( 𝑑 ) + π‘Œ π‘š ( π‘˜ ) ( ξ€œ 𝑑 ) + 𝑑 0 β€– β€– ̈ 𝑒 π‘š ( π‘˜ ) ( β€– β€– 𝑠 ) 2 0 𝑑 𝑠 , ( 3 . 4 5 ) where 𝑋 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) = Μ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0 + 𝑏 π‘š ( π‘˜ ) ξ‚€ 𝑒 ( 𝑑 ) π‘Ž π‘š ( π‘˜ ) ( 𝑑 ) , 𝑒 π‘š ( π‘˜ )  , π‘Œ ( 𝑑 ) π‘š ( π‘˜ ) ξ‚€ ( 𝑑 ) = π‘Ž Μ‡ 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) , Μ‡ 𝑒 π‘š ( π‘˜ )  ( 𝑑 ) + 𝑏 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 𝐴 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0 , ( 3 . 4 6 ) with 𝐴 is defined by (2.2). Then it follows that 𝑆 π‘š ( π‘˜ ) ( 𝑑 ) = 𝑆 π‘š ( π‘˜ ) ( ξ€œ 0 ) + 𝑑 0 Μ‡ 𝑏 π‘š ( π‘˜ ) (  π‘Ž ξ‚€ 𝑒 𝑠 ) π‘š ( π‘˜ ) ( 𝑠 ) , 𝑒 π‘š ( π‘˜ ) (  + β€– β€– 𝑠 ) 𝐴 𝑒 π‘š ( π‘˜ ) ( β€– β€– 𝑠 ) 2 0 ξ‚„ ξ€œ 𝑑 𝑠 + 2 𝑑 0  𝐹 π‘š ( π‘˜ ) ( 𝑠 ) , Μ‡ 𝑒 π‘š ( π‘˜ ) ξ‚­ ξ€œ ( 𝑠 ) 𝑑 𝑠 + 2 𝑑 0 π‘Ž ξ‚€ 𝐹 π‘š ( π‘˜ ) ( 𝑠 ) , Μ‡ 𝑒 π‘š ( π‘˜ )  + ξ€œ ( 𝑠 ) 𝑑 𝑠 𝑑 0  𝐹 π‘š ( π‘˜ ) ( 𝑠 ) , ̈ 𝑒 π‘š ( π‘˜ ) ξ‚­ ξ€œ ( 𝑠 ) 𝑑 𝑠 βˆ’ 𝑑 0 𝑏 π‘š ( π‘˜ )  ( 𝑠 ) 𝐴 𝑒 π‘š ( π‘˜ ) ( 𝑠 ) , ̈ 𝑒 π‘š ( π‘˜ ) ξ‚­ ( 𝑠 ) 𝑑 𝑠 ≑ 𝑆 π‘š ( π‘˜ ) ( 0 ) + 5  𝑗 = 1 𝐼 𝑗 . ( 3 . 4 7 )
We will now require the following lemma.

Lemma 3.3. We have ( i ) 0 < 𝑏 βˆ— ≀ 𝑏 π‘š ( π‘˜ ) ( 𝑑 ) ≀ 𝑑 0 ξ‚€ β€– β€– 1 + βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 2 𝛼  , | | Μ‡ 𝑏 ( i i ) π‘š ( π‘˜ ) | | ≀ ( 𝑑 ) 2 𝑑 1 √ 𝑏 βˆ—  𝑆 π‘š ( π‘˜ ) ( 𝑑 ) + 𝑏 βˆ— 1 βˆ’ 𝛼 ξ‚€ 𝑆 π‘š ( π‘˜ )  ( 𝑑 ) 𝛼 ξ‚„ , β€– β€– 𝐹 ( i i i ) π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 ≀ 𝑁 βˆ’ 1  𝑗 = 0 Μƒ π‘Ž 𝑗 ( 0 ) ξ‚΅  𝑆 π‘š ( π‘˜ ) ξ‚Ά ( 𝑑 ) 𝑗 , ( β€– β€– β€– πœ• i v ) 𝐹 πœ• π‘Ÿ π‘š ( π‘˜ ) ( β€– β€– β€– 𝑑 ) 0 ≀ 𝑁 βˆ’ 1  𝑗 = 0 Μƒ π‘Ž 𝑗 ( 1 ) ξ‚΅  𝑆 π‘š ( π‘˜ ) ( ξ‚Ά 𝑑 ) 𝑗 , ( 3 . 4 8 ) where Μƒ π‘Ž 𝑗 ( 0 ) , Μƒ π‘Ž 𝑗 ( 1 ) , 𝑗 = 0 , 1 , … , 𝑁 βˆ’ 1 are defined as follows: Μƒ π‘Ž 𝑗 ( 0 ) = ⎧ βŽͺ βŽͺ βŽͺ ⎨ βŽͺ βŽͺ βŽͺ ⎩ Μƒ π‘Ž 0 ( 0 ) = 1 √ 2 𝐾 𝑁 ( 𝑀 , 𝑓 ) 𝑁 βˆ’ 1  𝑖 = 0 πœƒ 𝑖 𝑖 ! , 𝑗 = 0 , Μƒ π‘Ž 𝑗 ( 0 ) = 𝐾 𝑗 2 ξ‚€ √ 𝑏 βˆ— 𝐢 0  𝑗 𝑁 βˆ’ 1  𝑖 = 𝑗 πœƒ 𝑖 βˆ’ 𝑗 1 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! √  𝐾 2 + 𝑖 βˆ’ 𝑗 βˆ— 𝑖 ( 𝑀 , 𝑓 ) , 1 ≀ 𝑗 ≀ 𝑁 βˆ’ 1 , Μƒ π‘Ž 𝑗 ( 1 ) = ⎧ βŽͺ βŽͺ βŽͺ βŽͺ ⎨ βŽͺ βŽͺ βŽͺ βŽͺ ⎩  1 √ 2 ξƒͺ + 2 𝑀 𝐾 𝑁 ( 𝑀 , 𝑓 ) 𝑁 βˆ’ 1  𝑖 = 0 πœƒ 𝑖 𝐾 𝑖 ! , 𝑗 = 0 , 𝑗 2 ξ‚€ √ 𝑏 βˆ— 𝐢 0  𝑗 𝑁 βˆ’ 1  𝑖 = 𝑗 πœƒ 𝑖 βˆ’ 𝑗  𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! 𝑗 𝐾 2 βˆ’ 1  𝐾 βˆ— 𝑖 +  1 ( 𝑀 , 𝑓 ) √ ξƒͺ  𝐾 𝑖 βˆ’ 𝑗 + 3 + 2 𝑀 βˆ— 𝑖 + 1 ξƒ­ ξƒŽ ( 𝑀 , 𝑓 ) , 1 ≀ 𝑗 ≀ 𝑁 βˆ’ 1 , πœƒ = 𝑀 1 2 + √ 2 . ( 3 . 4 9 )
Proof of Lemma 3.3. Proof (i), (ii). Note that 𝑆 π‘š ( π‘˜ ) ( 𝑑 ) β‰₯ 𝑋 π‘š ( π‘˜ ) ( 𝑑 ) β‰₯ 𝑏 βˆ— π‘Ž ξ‚€ 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) , 𝑒 π‘š ( π‘˜ )  ( 𝑑 ) β‰₯ 𝑏 βˆ— β€– β€– βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0 , 𝑆 π‘š ( π‘˜ ) ( 𝑑 ) β‰₯ π‘Œ π‘š ( π‘˜ ) ξ‚€ ( 𝑑 ) β‰₯ π‘Ž Μ‡ 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) , Μ‡ 𝑒 π‘š ( π‘˜ )  β‰₯ β€– β€– ( 𝑑 ) βˆ‡ Μ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0 . ( 3 . 5 0 ) We deduce that 𝑏 π‘š ( π‘˜ ) ξ‚€ β€– β€– ( 𝑑 ) = 𝐡 βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0  ≀ 𝑑 0 ξ‚€ β€– β€– 1 + βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 2 𝛼  , | | Μ‡ 𝑏 π‘š ( π‘˜ ) | | | | | 𝐡 ( 𝑑 ) = 2 ξ…ž ξ‚€ β€– β€– βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 2 0  | | | | | |  βˆ‡ 𝑒 π‘š ( π‘˜ ) ( 𝑑 ) , βˆ‡ Μ‡ 𝑒 π‘š ( π‘˜ ) ξ‚­ | | | ( 𝑑 ) ≀ 2 𝑑 1 ξ‚€ β€– β€– 1 + βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 2 𝛼 βˆ’ 2  β€– β€– βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 β€– β€– βˆ‡ Μ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 ≀ 2 𝑑 1 ξ‚΅ 1 + 𝑏 βˆ— 1 βˆ’ 𝛼 ξ‚€ 𝑆 π‘š ( π‘˜ )  ( 𝑑 ) 𝛼 βˆ’ 1 ξ‚Ά 1 √ 𝑏 βˆ— 𝑆 π‘š ( π‘˜ ) = ( 𝑑 ) 2 𝑑 1 √ 𝑏 βˆ—  𝑆 π‘š ( π‘˜ ) ( 𝑑 ) + 𝑏 βˆ— 1 βˆ’ 𝛼 ξ‚€ 𝑆 π‘š ( π‘˜ )  ( 𝑑 ) 𝛼 ξ‚„ . ( 3 . 5 1 )
Proof (iii). We have β€– β€– 𝐹 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 ≀ β€– β€– Ξ¨ 0 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ β€– β€– 0 + 𝑁 βˆ’ 1  𝑗 = 1 β€– β€– β€– Ξ¨ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 β€– β€– β€– 0 . ( 3 . 5 2 ) By (3.18)3, we have β€– β€– Ξ¨ 0 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ β€– β€– 0 ≀ 1 √ 2 𝐾 𝑁 ( 𝑀 , 𝑓 ) 𝑁 βˆ’ 1  𝑖 = 0 πœƒ 𝑖 𝑖 ! ≑ Μƒ π‘Ž 0 ( 0 ) . ( 3 . 5 3 ) On the other hand, it follows from (3.49) and 𝑒 π‘š βˆ’ 1 ∈ π‘Š 1 ( 𝑀 , 𝑇 ) that β€– β€– β€– Ξ¨ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 β€– β€– β€– 0 ≀ 𝑁 βˆ’ 1  𝑖 = 𝑗 1 β€– β€– β€– 𝐷 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 βˆ’ 𝑗 π‘š βˆ’ 1 ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 β€– β€– β€– 0 = 𝑁 βˆ’ 1  𝑖 = 𝑗 1 β€– β€– β€– ξ‚€ √ 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! π‘Ÿ  𝑖 βˆ’ 𝑗 ξ‚€ √ π‘Ÿ  βˆ’ 𝑖 𝐷 𝑖 3 𝑓 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒 𝑖 βˆ’ 𝑗 π‘š βˆ’ 1 ξ‚€ √ π‘Ÿ  𝑗 ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 β€– β€– β€– 0 ≀ 𝑁 βˆ’ 1  𝑖 = 𝑗 1 β€– β€– β€– ξ‚€ √ 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! π‘Ÿ  𝑖 βˆ’ 𝑗 β€– β€– β€– 0  𝐾 βˆ— 𝑖 ( 𝑀 , 𝑓 ) πœƒ 𝑖 βˆ’ 𝑗 𝐾 𝑗 2 β€– β€– 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 𝑗 1 = 𝑁 βˆ’ 1  𝑖 = 𝑗 1 1 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! √  𝐾 2 + 𝑖 βˆ’ 𝑗 βˆ— 𝑖 ( 𝑀 , 𝑓 ) πœƒ 𝑖 βˆ’ 𝑗 𝐾 𝑗 2 β€– β€– 𝑒 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 𝑗 1 ≀ 𝐾 𝑗 2 ξ‚€ √ 𝑏 βˆ— 𝐢 0  𝑗 𝑁 βˆ’ 1  𝑖 = 𝑗 πœƒ 𝑖 βˆ’ 𝑗 1 𝑗 ! ( 𝑖 βˆ’ 𝑗 ) ! √  𝐾 2 + 𝑖 βˆ’ 𝑗 βˆ— 𝑖 ξ‚΅  ( 𝑀 , 𝑓 ) 𝑆 π‘š ( π‘˜ ) ξ‚Ά ( 𝑑 ) 𝑗 ≑ Μƒ π‘Ž 𝑗 ( 0 ) ξ‚΅  𝑆 π‘š ( π‘˜ ) ξ‚Ά ( 𝑑 ) 𝑗 . ( 3 . 5 4 )
It follows from (3.52)–(3.54) that β€– β€– 𝐹 π‘š ( π‘˜ ) β€– β€– ( 𝑑 ) 0 ≀ 𝑁 βˆ’ 1  𝑗 = 0 Μƒ π‘Ž 𝑗 ( 0 ) ξ‚΅  𝑆 π‘š ( π‘˜ ) ξ‚Ά ( 𝑑 ) 𝑗 , ( 3 . 5 5 ) where Μƒ π‘Ž 𝑗 ( 0 ) , 0 ≀ 𝑗 ≀ 𝑁 βˆ’ 1 are defined by (3.49)1.

Proof (iv). We have πœ• 𝐹 πœ• π‘Ÿ π‘š ( π‘˜ ) πœ• ( π‘Ÿ , 𝑑 ) = Ξ¨ πœ• π‘Ÿ 0 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ + 𝑁 βˆ’ 1  𝑗 = 1 𝑗 Ξ¨ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 βˆ’ 1 βˆ‡ 𝑒 π‘š ( π‘˜ ) + 𝑁 βˆ’ 1  𝑗 = 1 ξ‚€ πœ• Ξ¨ πœ• π‘Ÿ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒  ξ‚€ π‘š ( π‘˜ )  𝑗 . ( 3 . 5 6 )
Hence β€– β€– β€– πœ• 𝐹 πœ• π‘Ÿ π‘š ( π‘˜ ) β€– β€– β€– ( 𝑑 ) 0 ≀ β€– β€– β€– πœ• Ξ¨ πœ• π‘Ÿ 0 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ β€– β€– β€– 0 + 𝑁 βˆ’ 1  𝑗 = 1 𝑗 β€– β€– β€– Ξ¨ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ ξ‚€ 𝑒 π‘š ( π‘˜ )  𝑗 βˆ’ 1 βˆ‡ 𝑒 π‘š ( π‘˜ ) β€– β€– β€– 0 + 𝑁 βˆ’ 1  𝑗 = 1 β€– β€– β€– ξ‚€ πœ• Ξ¨ πœ• π‘Ÿ 𝑗 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ 𝑒  ξ‚€ π‘š ( π‘˜ )  𝑗 β€– β€– β€– 0 ≑ 𝐿 1 + 𝐿 2 + 𝐿 3 . ( 3 . 5 7 ) We shall estimate step by step the terms on the right-hand side of (3.57) as follows.(iv.1) Estimating 𝐿 1 = β€– ( πœ• / πœ• π‘Ÿ ) Ξ¨ 0 ( π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ) β€– 0 . We have πœ• Ξ¨ πœ• π‘Ÿ 0 ξ€· π‘Ÿ , 𝑑 , 𝑒 π‘š βˆ’ 1 ξ€Έ = 𝑁 βˆ’ 1  𝑖 = 1