IOSR Journal of Mathematics (IOSR-JM)

e-ISSN: 2278-5728, p-ISSN: 2319-765X. Volume 11, Issue 5 Ver. 5 (Sep. - Oct. 2015), PP 15-19
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Fourth Order Nonlinear Random Differential Equation

R. N. Ingle1, M. K. Bhosale2
1

(Dept. of MathematicsBahirjiSmarakMahavidyalaya, Basmathnagar/SRTMUN UniversityNanded,

Maharashtra. India)
2
(Dept. of MathematicsShri. ChhatrapatiShivajiMaharaj College of EngineeringDist. Ahmednagar/Pune
University, Maharashtra. India)

Abstract:In this paper, an existence result for a nonlinear fourth order random differential equation is proved
under Carathodory condition. Two existence result for extremal random solutions are also proved for
Carathodory as well as discontinuous cases of nonlinearity involved in the equation. Our investigation are
placed in the Banach space of continuous real valued function on closed and bounded interval of the real line
together with an application of the random version of the Leray-Schauder Principle.
Keywords and phrases:Initial value problem, Random differential equation, Random fixed point theorem,
Existence theorem, Extremal solution.

I.

Introduction

Let denote the real line and the J = [0, 1] a closed and bounded interval in . Let C1 (J, ) denote the
class of real valued function defined and continuously differentiable on J. Given a measurable space (, ) and
for a given measurable function x: C3 (J, ). We consider a fourth order nonlinear random differential
equation (NRDE)
x(iv)(t, ) = f(t, x(t, ),x(t, ),x(t, ),x(t, )) , 0 < t <1
(1.1)
with boundary condition x(0, ) = x(1, ) = x(0, ) = x(1, ) = 0
for all where f: J .
By a random solution of equation (1.1) we mean a measurable function x: C3 (J, ) that satisfied
the equation (1.1) where C3 (J, ) is the space of real-valued function whose third derivative exists and is
absolutely continuously differentiable on J.
When the random parameter is absent, the random (1.1) reduce to the fourth order ordinary
differential equation
x(iv)(t) = f(t, x(t),x(t),x(t),x(t)) , 0 < t < 1

(1.2)

With boundary condition x (0) = x (1) = x(0) = x(1) = 0

where f: J .
Equation (1.2) has been studied by many authors for different aspects of solution, see for example [3, 4,
5] In this paper we discuss the NRDE (1.1) for existence of solution as well as for existence of the extremal
solution, under suitable condition of nonlinearity f which thereby generalize several existence result of the
NRDE (1.2) proved in the above mentioned alternatives of Leray- schaudertype[6,7] and algebraic random fixed
point theorem of Dhage[6]

II.

Existence Result

Let E denote a Banach space with the norm ||.|| and let Q: EE. We further assume that the Banach
space E is separable i.e. E has countable dense subset and let E be the algebra of Borel subset of E. We say a
mapping x: E is measurable if for any B E one has
x-1(B) = {(, x)E : x (, x) B } E
Where E is the direct product of the algebras A and E those defined in and E respectively.

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Fourth Order Nonlinear Random Differential Equation

Let Q: E E be a mapping. Then Q is called a random operator if Q (, x) is measurable in for
all xE and it is expressed as Q() x = Q(, x). A random operator Q () on E is called continuous (resp.
compact, totally bounded and completely continuous) If Q(, x) is continuous (resp. compact, totally bounded
and completely continuous) in x for all .
Lemma 2.1[2]: LetBR (0) and (0) be the open and closed ball centered at origin of radius R in the separable
Banach space E and let Q: (0) E be a compact and continuous random operator. Further suppose that
there does not exists an u E with ||u||=R such that Q () u = u for all where > 1. Then the random
equation Q()x = x has a random solution, i.e. there is a measurable function : (0) such that
Q()()=() for all .
Lemma 2.2[2]: (Carathodory) Let Q: E E be a mapping such that Q(.,x) is measurable for all x E and
Q(,.) is continuous for all Then the map (, x) Q(, x) is jointly measurable.
We seek random solution of (1.1) in Banach space C (J, ) of continuous real valued function defined
on J. We equip the space C ( J, ) with the supremum norm||.|| defined by
||x|| = supt|x(t)|
It is known that the Banach space C (, ) is separable. By L1 (, ) we denote the space of Lebesgue
measurable real-valued function defined on . By. 1 we denote the usual norm in L1 (, ) defined by
1

1 = 0 .
We need the following definition in the sequel.
Definition 2.3: A function f : is called random Carathodory if
i)
the map (t, )f(t, x, y, ) is jointly measurable for all (x, y)2 , and
ii)
the map (x, y)f(t, x, y, ) is continuous for almost all t and
Definition 2.4: A Carathodory function f : is called random L1- Carathodory if for each
real number r>0 there is a measurable and bounded function hr : L1(,) such that
|f (t, x, y, )|hr (t, )
a. e.t .
Where|x|, |y| r and for all . Similarly a Carathodory function f is called L- Carathodory if there is a
measurable and bounded function h: L1 (, ) such that
|f (t, x, y, )|h (t, ) a. e. t .
for all and (x, y) 2
We consider the following set of hypothesis
H1)
The function f is random Carathodory on
H2)
There exists a measurable and bounded function : L2 (, ) and a continuous and non decreasing
function : + (0,) such that
|f(s, x, x, )|(t, )(|x|) , a. e. t
For all and x

Moreover we assume that () = for all c 0.
Our main existence result is
Theorem 2.4: Assume that the hypothesis H1 H2 hold. Suppose that there exist a real number R>0 such that
R > r1 || () ||L1 ()
(2.1)
for all where r1 = maxt[0,1] r(t), r(t) is in the greens function
Then the (1.1) has a random solution defined on
Proof: - Set E=C (, ) and define a mapping Q: EE by
1
Q ()x(t) = 0 , , , , , , , , ,
(2.2)
for all t , . Then the solution of (1.1) is fixed point of operator Q.
Define a closed ball (0) in E centered at origin 0 of radius R, Where the real number R satisfies the
inequality (2.1). We show that Q satisfies all the condition of lemma 2.1 on (0).
First we show that Q is random operator in (0)Since f (t, x, x, x, x, ) is random Carathodory
and x (t, ) is measurable; the map f (t, x, x, x, x, ) is measurable.
Similarly the production G (t, s) f (s, x(s, ), x(s, ), x(s, ), x(s, ), ) of continuous and measurable
function is again measurable. Further the integral is a limit of a finite sum of measurable function therefore the
map
1
0 , (, (, ), (, ), (, ), (, ), ) = Q()x(t)
is measurable. As a result Q is random operator on (0)into E.
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Fourth Order Nonlinear Random Differential Equation

Next we show that the random operator Q() is continuous on (0). Let xn be a sequence of point in
(0)converging to the point x in (0). Then it is sufficient to prove that
xn(t) = Q() X(t) for all t ,
By the dominated convergence theorem we obtain
1
()xn(t) = 0 , f (s, xn(s, ),xn(s, ), xn(s, ), xn(s, ), ) ds
=

1
,
0

f(s,
0

f (s, xn(s, ),xn (s, ), xn(s, ), xn (s, ), ) ds

=
(, ), (, ), (, ), (, ), ) ds
= Q () x(t)
for all t , . This show that Q () is a continuous random operator on (0)
Now we show that Q () is compact random operator on (0). To finish it, we should prove that Q () (0)is
uniformly bounded and equicontinuous set in E for each . Since the map (t, ) is bounded and
L2(,) L1(,), by (H2),there is a constant c such that ||()||L1c for all . Let be fixed then for
any x: (0)one has
1
|Q()xn(t)| 0 , |f(s, (, ), (, ), (, ), (, ))| ds
1

0 , (s, ) (| x(s, )|) ds

1c () = K
for all t and each . This shows that Q () (0)is uniformly bounded subset of E for each .
Nextwe show thatQ() (0)is equi-continuous set in E. Forany x (0), t1, t2 we have
1
|Q()x(t1)- Q()x(t2)| 0 |(t1,s)- G(t2,s)|(s, )(|x(s, )|) ds
1

0 | (t1, s) - G(t2, s)| (s, )(R) ds

By Hider inequality
1
1
|Q()x(t1)- Q()x(t2)|( 0 |(t1,s)- G(t2,s)|2ds)1/2( 0 |(s, )|2ds)1/2(R) .
Hence for all t1, t2
|Q () x (t1) - Q () x (t2) | 0 as t1t2
Uniformly for all x (0). Therefore Q () (0)is an equi-continuous set in E, then we know it is
compact by Arzela-Ascoli theorem for each . Consequently, Q () is a completely continuous random
operator on (0)
Finally, we suppose there exists such an element u in E with ||u|| = R satisfying Q()u(t) = u(t, ) for
some , where >1. Now for this we have
1
|u (t, ) | | Q() u(t) |

1
(
0

t, s)| f(s, u(s, ), u(s, ), u(s, ), u(s, ),)|ds

1

r1 0 , ,
r1 || () ||L1||()||
for all t
Taking supremum over t in the above inequality yields.
R = || u ()|| r1 || ()||L1()
for some . This contradicts to condition (2.1). This all the condition of Lemma2.1 are satisfied. Hence the
random equation
Q () x (t) = x (t, )
has a random solution in (0)i.e. there is a measurable function : (0)such that Q()(t) = (t, ) for
all t , . As a result, the random (1.1) has a random solution defined on . This completes the proof.

III.

Extremal Random Solutions

It is sometime desirable to know the realistic behavior of random solution of a given dynamical system.
Therefore we prove the existence of extremal positive random solution of (1.1) defines on .
We introduce an order relation in C(, ) with the help of cone K defined by
K = {x C (, ): x (t) 0 on }
Let x, y X then x y if and only if y - x K. Thus we have x y x (t) y (t) for all t . It is known that
the cone K is normal in C (, ). For any function a, b: C (, ) we define a random interval [a, b] in
C(, ) by
[ a ,b] = {x C(, ) : a()xb() } = [a() ,b()]
Definition:3.1: A operator Q: E E is called non decreasing if Q()xQ()y for all and for all x, y
E for which xy
We use the following random fixed point theorem of Dhage[6]
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Fourth Order Nonlinear Random Differential Equation

Theorem 3.2[6]: Let (, ) be a measurable space and let [a, b] be a random order integral in the separable
Banach space E. Let Q: [a, b] [a, b] be a completely continuous and non decreasing random operator.
Then has a minimal fixed point x* and maximal random fixed point y* in [a, b]. Moreover the sequence {Q
() xn} with x0 = a and {Q ()yn} with y0 = b converge to x* and y*.
Definition 3.3: A measurable function : C(, ) is called a lower random solution of (1.1) if
(iv) f(t, (t, ), (t, ), (t, ), (t, ), )
a. e. t
(0, ) 0, (0, ) 0, (0, ) 0; (0, ) 0 for all t and .
Similarly a measurable function : C (, ) is called a upper random solution of (1.1) if
(iv) f(t, (t, ), (t, ), (t, ), (t, ), )
a. e. t
(0, ) 0, (0, ) 0, (0, ) 0; (0, ) 0 for all t and .
Definition 3.4: A random solution of (1.1) is called maximal if for all random solution of (1.1), one hasx (t, )
for all t and .
(H3)
The (1.1) has lower random solution a and an upper random solution b with a b on
(H4)
The function h: + defined by
h (t, ) = |f(t, a(t, ),)|+ |f(t, b(t, ),)| is Lebegueintegrable in t for all .
Hypothesis (H3) holds in particular when there exist measurable function u, v : C(, ) such that for each
u(t, ) f(t, x, y, ) for all t and x . In this case the lower and upper random solution of (1.1) are
given by
1
a (t, ) = 0 (t , s) u(s, )ds
1

And b (t, ) = 0 (t , s) v(s, )ds respectively.

The detail about the lower and upper random solution for differential equation could be found in [8] if f is
L1Carathodory on then (H4) remains valid.
Theorem3.5: Assume that H1 H4 holds; then (1.1) has a minimal random solution x*() and maximal solution
y*() defined on moreover ,
x*(t, ) = n (t, ) ,
y*(t, ) = n (t, ) for all t and where the random sequences {xn()} and {yn() }
are given by
1
xn+1 (t, ) = 0 (t, s) |f(s xn(s, ),xn(s, ), xn(s, ),xn(s, ),)| ds
for all n0 with x0 = a and
1
yn+1 (t, ) = 0 (t, s)| f(s yn(s, ),yn(s, ), yn(s, ),yn(s, ),)|ds
for all n0 with y0 = b and for all t , .
Proof: We set E = C(, ) and define an operator Q: [, ] E by [2.2]. We show that Q satisfies all the
condition of [3.2] on [a, b]. It can be shown as in the proof of theorem 2.1 that Q is a random operator on [a,
b]. We show that it is non decreasing random operator on [a, b]. Let x, y: [a, b] be arbitrary such that x
y on Then
1
Q () x (t) 0 G(t, s) f (s, x s, , x s, , x s, , x s, ,) ds
1

0 G(t, ) f (s, y s, , y s, , y s, , y s, ,) ds
Q() y(t)
for all t and . As a result Q () x Q () y for all and that Q is non decreasing random operator
on [a, b]
Second by the hypothesis (H3)
a(t, ) Q ()a(t)
1
= 0 G(t, s) f (s, a s, , a s, , a s, , a s, ,) ds
1

0 G(t, s) f (s, x s, , x s, , x s, , x s, ,) ds
= Q () x (t)
Q () b (t)
1
= 0 G(t, s) f (s, b s, , b s, , b s, , b s, , ) ds
b (t, )
for all t and . As a result Q defines a random operator Q: [a, b] [a, b]
Next since (H4) holds, the hypothesis (H2) is satisfied with (t, ) = h(t, ) for all (t, ) and
(r) = 1 for all real number r 0. Now it can be shown as in the proof of Theorem 3.1 that the random operator
Q () is completely continuous on [a, b] into itself. Thus the random operator Q () satisfies all the conditions
of theorem 3.1 and so the random operator equation Q()x = x() has a least and greatest random solution in
[a, b]. Consequently the (1.1) has a minimal and a maximal random solution defined on . This completes the
proof.
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Fourth Order Nonlinear Random Differential Equation

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