Nonlinear
Analysis,
Theory, Methods
PII: SO362-546X(96)00333-1
EXISTENCE
THEOREMS FOR NONLINEAR CONTINUATION METHODS RADU
Department Key words differential
and phrases: equations,
& Applications, Vol. 30. No. 6, pp. 3313-3322, 1997 Proc. 2nd World Congress of Nonlinear Analysts 0 1997 Elsevier Science Ltd Printed in Great Britain. All rights reserved 0362-546X.97 $17.00 + 0.00
of Mathematics,
BY
PRECUP
University
Continuation methods, fixed singular differential equations,
PROBLEMS
“BabekBolyai”,
3400
point., essential map, periodic solutions.
Cluj,
coincidence
Romania theorems,
impulsive
1. INTRODUCTION
Continuation methods of Leray-Schauder type represent an important tool in the theory of differential and integral equations. Roughly speaking, by means of a continuation theorem we can obtain a solution of a given equation starting from one of the solutions of a more simpler equation. There are two main approaches to the theory of continua,tion methods. One uses the subtle notion of Leray-Schauder degree for compact perturbations of t.he identity and its extensions to various classes of mappings. We only mention a few names of contributors as follows: J. Leray, J. Schauder, E.H. Rothe, H. Amann, J. Mawhin, F.E. Browder, R.D. Nussbaum and W.V. Petryshyn. The other approach is based upon the fixed point theorem of Schauder and its generalizations, and on the notion of an essential mapping. In this direction, we mention the names of H. Schafer, A. Granas, M. Furi, M. Martelli, A. Vignoli, I. Massabb and W. Krawcewicz. In this report, we adopt the second approach and we describe recent developments both in theory and applications. We first present an abstract continuation principle which makes possible to understand unitary particular continuation theorems for a great variety of single and set-valued mappings in metric, locally convex or Banach spaces. We then present several existence principles of coincidence type which complement the results obtained by K. Geba, A. Granas, T. Kaczynski and W. Krawcewicz [8] and by A. Granas, R.B. Guenther and J.W. Lee [lo]. Using these principles we can give no degree versions to some continuation theorems in the absence of a priori bounds, recently obtained by A. Capietto, J. Mawhin and F. Zanolin [2]. Finally, following the ideas from [2] and [3], we describe two applications to the existence of periodic solutions of impulsive differential equations and of singular superlinear differential equations. 2. AN
Let X mapping Assume least on
ABSTRACT
CONTINUATION
PRINCIPLE
and Y be two sets and A and B two proper subsets of X and Y. respectively. Consider a H : X x [0, l] -+ Y and a set A of functions from X into [0, 11 which are constant on A. the constant functions 0 and 1 belong to A. Also consider a function v which is defined at the following family of subsets of X
{H(.>a(.))-l(B); The nature
of the values of v does not import.
S = {ZEE X;
a E d} u (8). Denote
H(x,X) E B for some X E [O,l])
and HA = H(., X) for each X E [0, 11.
3313
3314
Second World Congress of Nonlinear Analysts
THEOREM2.1 [19]. Suppose that the following
conditions
are satisfied
(i) for each a E A, there exists a* E A such that u”(z) (ii)
the ma,pping
u(z) for z E s 0 for z E A;
=
F = Ho satisfies
v(H(., a(.))-‘(B)) for any a E A with
= dF-‘(B))
# 40)
(2-l)
H(., u(.)) IA= F ;A.
Then there exists at least one z E X \ A solution (2.1) and v(H,-l(B))
to HI(z)
E B. Moreover,
F = HI also satisfies
= v(H,-l(B)).
A mapping F of the form H(.,a(.)), a E A, satisfying (2.1), is said to be essential with respect to (H,d, v). If F is essential with respect to (H,d, v), then F-‘(B) # 0, i.e. the inclusion F(z) E B has at least one solution. Theorem 2.1 says that, under assumption (i), the property of Ho of being essential with respect to (H, d, V) spreads to HI. To make theorem 2.1 useful for applications we need to identify the essentiality property. This can be done by using, for example, methods from fixed point theory or degree theory. The function v is in the first case the simple indicator function having only two values: ~(‘)=
{
lif0fCCX OifC=0
while for the second case, its values are integers obtained The continuation A special (particularly,
principle
in normal
version of theorem a metric space).
topological
2.1 is obtained
COROLLARY2.2. Assume X is a normal the following (i) (ii)
conditions
spaces if we assume that X is a normal
topological
topological
space
space, V is a closed set, 3; c V c X \ A, and
[O,l]) with 8(z) = 0 for z E x and e(z) = 1 for z E V;
with respect to (H,d,r/).
Then HI is also essential
with respect to (A,d, v(H;l(B))
For example,
by means of the degree.
hold
Bu E A for every a E A and B E C(X; Ho is essential
(2.2)
condition
v), and = v(H,-l(B)).
(i) is satisfied for A = {a E C(X;
This is the case of most particular Granas [9] (see also [5]).
continuation
[O,l]);
a 1~ is constant}.
theorems
but not of the following
result due to A.
Second World Congress of Nonlinear Analysts The continuation THEOREM a mapping
principle
for contractions
2.3 [9]. Let U be an open subset of a complete such that
(a)
T(z, X) # z for all 2 E dU and X E [O,l];
(b)
for each E > 0 there is 6 > 0 with d(T(z,
(c) there is (Y E [O, l[ such that d(T(z, Then, if To = T(.,O)
3315
has a (unique)
X),T(y,
and T : u x [0, l] --, 2
2 E for 1 X - p 15 6 and 2 E u;
X)) 2 ad(z, y) for all 2, y E ?? and X E [0, 11.
fixed point in U, Tl = T(., 1) also has.
Notice that, under the assumptions with X = v’, Y = 2 x 2, A = %I, and
A
X),T(s,p))
metric space (Z,d)
of theorem B = ((2,~);
= {u E C(g;
2.3, all the hypothesis of corollary 2.2 are satisfied z E Z}, H(z, X) = (T(z, X),z), Y given by (2.2)
[O, 11); a ]a~ and a 1~ are constant}
where V = w and W is the union of the open balls B(z; T), z E S, with T > 0 sufficiently small that S C W C m C U. In this case, the essentiality of Ho with respect to (H, A, V) is equivalent with the equality {A 6 [O,l]; T(z,X) = 2 for some z E U} = [O,l]. The continuation
principle
in completely
regular
spaces
Suppose X is a completely regular space (particularly, the type of corollary 2.2 is true, if in addition
a locally
convex space). Then,
a result of
V or ;ii is compact. For details
and other consequences
of the abstract
continuation
principle
we send to [17], (181 and
P91* 3. CONTINUATION
THEOREMS
FOR
COINCIDENCES
Throughout the Sections 3-5, X and Y are Banach spaces and L : D(L) c X -+ Y is a linear Fredholm mapping of index zero. We let X = X1 $ X2 and Y = Ye $ Yz, where X1 = kerL and Yz =Im L. We also consider continuous linear projectors P : X -+ X1 and Q : Y -+ Ye and we fix a linear isomorphism J : X1 + Ye. If 2 is a metric space, then a mapping N : 2 + Y is said to be L-compact on 2 provided that (L + JP)-‘N is compact (continuous and with relatively compact range). Also, we say that N is L-completely continuous on 2 if it is L-compact on each bounded subset of 2. These definitions do not depend on the choice of P, Q and J. Finally, we consider a subset K,-, of X, a nonempty open bounded subset U of KO and a nonempty convex set K c Y. We denote by ?? and 1)U the closure and boundary of U with respect to Ko. Let M = {F : i? + K; F is L-compact
and Lx # F(z)
on au}.
We say that the mapping F E M is essential in M provided that for each G E M with G Jau= F (au, there is at least one z E U with Lz = G(z). The following result is known as the topological transversality theorem for coincidences. It is also a simple consequence of theorem 2.1. THEOREM conditions
3.1 [12]. Assume hold
H : v x [0, l] -+ K is L-compact
on u x [O, l] and that the following
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Second World1 Congress of Nonlinear Analysts
(a)
Lr # H(z,
X) for ail z E dU and X E [O! l];
(b)
He is essential in M.
Then there exists z E U with As an example PROPOSITION be L-compact
of essential
HI is essential in M too.
LZ = H(z, 1). Moreover, mapping,
we have the following
proposition.
3.2 [21]. Suppose lie is convex and (L + JP)-l(K on n and x0 E U. Assume -
+ JP(g))
C I<,,. Let Fc, : u---f Yr
L,to + Fe(U) c K,
Fe(x) # 0 and (Fe(x), J(x - 20)) 5 0 for x E (20 + Xl) n au. Then
the mapping
More about
Lzo t Fn is essential in hf.
this subject
4. A CONTINUATION
can be found in [7], [8], [lo], [12] and [al]. PRINCIPLE
FOR
FAMILIES
OF MAPPINGS
WITH
DIFFERENT
DOMAINS
Let U c Kn x [O,l] be a nonempty open bounded subset of Ku x [0, l] and H : a + K a mapping. If V is any subset of X x [O,l], we write VA = {Z E X; (x,X) E V}. We also denote HA : ,?i~ --t K, HA(X) = H(x, X). In this section we deal with the family {HA; X E [0, l]} of mappings with the different domains a~. The main idea is to reduce the study of this family to that of a certain family of mappings from the same domain. u into K x [O,l].Thus, we pass from mappings acting between X and Y, to mappings acting between X x R and Y x R. Such an idea has already been used by M. Furi and M.P. Pera [6] and P.M. Fitzpatrick, I. Massabb and J. Pejsachowicz [4]. In addition to Section 3, let C : D(L) x It + Y x R be defined by C(Z~ X) = (Lz, X), and let
M=(F:ii THEOREM
+ K x [0, 11; F i;s L-compact
4.1 [21]. Assume H : u -+ K is L-compact
(a)
Ls # H(z, A) for any (z, X) E 8U;
(b)
Ho :a 3 li x [O,l],
‘&(x,X)
Then there exists x E Ur with essential in M too.
and C(Z, X) # F(x, A) on 824 1 . on u and
essential in M.
= (H(a,X),O),is
Lx = H(r, 1). Moreover,
the mapping
31r(o, X) = (H(x,X),
The next result is concerning with a sufticient condition for that (b) holds, namely homotopic on l/e with a mapping of the form Lx0 + F(x) like that in proposition 3.2. THEOREM
1) is
that HO be
4.2 [21]. Suppose that K. is convex and
(L t JP)-‘(K Let Fo : KO --f Yr be L-completely
continuous
+ JP(Ko)) c Ko. on Ke and 10 E Ue and the following
(4.1) conditions
hold
Second World
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Congress of Nonlinear Analysts
Lxo + Fo(Ko) c K, (4.2)
~~(~1 # 0 ad (F~(~), J(X - z~)) I 0 for z E (x0 + xl) n au,. If H : u -+ K is L-compact,
satisfies (a) and
Lx# (1- P)(LXO t Fe(x)) +pH(z,O) for(x,0)EdU,P~10, I[, then there exists z E Us with Lz = H(z, 1). Notice that for X = Y, ri, = K and L = I (the identity), tively, proposition 2 and corollary 1 in [20]. 5. NO DEGREE
VERSIONS
OF SOME
CONTINUATION
THEOREMS
theorems
4.1 and 4.2 become,
respec-
OF CAPIETTO-MAWHIN-ZANOLIN
Let H : lie x [0, I] + K be an L-completely continuous mapping and try to find z E KO such that Le = H(z: 1). For this we could apply theorem 4.2 if we should be able to find a set U c K. x [0, l] with the required properties. Such a method of finding U was given in [2] in the frame of the coincidence degree theory. In this section we present a no degree approach to that method. Suppose Ko is convex, 20 E Ko, FO : Ko + Ye is L-completely continuous and (4.1)-(4.2) hold. In addition, assume that Fo(~) # 0 for x E 20 + X1 with 2 # zo,
(Fo(x), J(x - 20)) I 0 for 2 E 20 t Xl. Denote S = {(x,X)e
K. x [O,l];
Lz = H(x,X)}
S(xo) = {(x,0); x E Ko, Lz = (1 - P)(LZO t Fob(z)) + pH(z,O) for some P E [0, l]}. Also consider
a continuous
functional
CJ : ri,
x
[0, l] -+ R.
5.1 [21]. Assume there are constants c- and c+, c- < c+, such that if we denote c+[), the following conditions are satisfied:
THEOREM
a-‘(]~-, (il)
S n U is bounded;
(i2)
a(S)
(i3)
S(Q)
V =
n {c-, c+} = 0; is bounded
and included
Then there exists z E & with
by V.
Lz = H(z,l).
The proof is based upon theorem 4.2 where U is constructed as a bounded open subset of the level set V. A simple consequence of theorem 5.1 is the following result. Recall that the functional @ is said to be proper on S provided that @-‘([a, b]) is compact for each bounded real interval [a, b]. COROLLARY (il’)
5.2 [21]. Suppose
9 is proper
on S;
Second World
3318
(i2’)
+ is lower bounded cj sf a(S) for ah j;
(i3’)
S(Q)
Congress
of Nonlinear
on S and there is a sequence
Analysts
(cj) of real numbers
with
cI +
co and
is bounded.
Then there exists 2 E Kn such that Lz = H(z,
1).
For X = Y, Kn = K and L = I, the results of this section reduce to theorem from [20]. 6. PERIODIC
SOLUTIONS
FOR
IMPULSIVE
In the next sections we describe two applications the existence of solutions to the following problem
DIFFERENTIAL
1 and corollary
2
EQUATIONS
of corollary 5.2. The first one is concerning with impulses:
u” = f(t,u,u’) a.e. t E [O,l] u(0) = U(l),, u’(0) = a’(1) u($) = (Yk(u(tk)) u’(tt) = Pk(u(tk), u’(tk)), k = 1, . .. . m
with
(6.1)
where the points (T): 0 = tn < tr < ... < t,, < tm+r = 1 are fixed and (hl)
Cyk : R --t R and @k : R2 + R are continuous functions, while f : [O, l] x R2 + R is an L’-Caratheodory function (f( ., U.,ZJ) is Lebesgue measurable for each (u, V) E R2, f(t, ., .) is continuous for a.e. t E [O,l], and for each r > 0, there exists yr E L1[O, l] such that If(t, u, v)l 5 -yr(t) for a.e. t E [0, l] and u2 + v2 5 r”).
We look for solutions
in the following
space
C* = {u : [O, l] -+ R; u and U’ are everywhere continuous except possibly discontinuity of first kind, at which u and u’ are left continuous} endowed
with norm
]] u ]I= sup{(U2(t)
+ ~“(t))l/~;
W,‘J = {u E q; u’ is absolutely continuous u(0) = u(l), U’(0) = U’(l)}, and for a given number
c > 0, consider
t E [0, l]}. Denote on each ]tk, &+I[,
and its inverse L-l
NA : C; --+ L’[O, 11 x R” NA(u)
=
x(f(-,
u,u’)
t
c2u,
{Qk(?‘(tk)))~z~,
A) = 4 Is,l [u’2 -
The next assumptions (h2)
a&t)
xuf(t,
x Rm,
{u’(tjk)}&). is a linear
bounded
mapping.
Also consider
x R”, {Pk(‘lL(tk),‘IL’(tk))}~=CT).
Then the mapping H : C* x [0, l] -+ C$., H(., X) = L-‘Nx, equivalent to the equation u = H(u, 1). Now we consider the functional Q : C+ x [0, l] -+ R, qu,
li = 0, .. .. m, and
L : WZJ -+ L1[O, l] x R”
the linear mapping
Lu = (u” t c2u, {U(t;r.)}pl, It is easy to see that L is invertible
at points (T) of
is completely
u,u’) + (1 - X)c2u2] min{l,
l/( cw
continuous
+
ut2)}dtl
while
(6.1) is
.
are as follow:
= 0 if and only if t = 0 and there is q1> 0 such that tPk(O,t) > 0 for ) t I> ql (1 < k 5 m);
Second World
(h3)
there exist
Congress
of Nonlinear
and q2 > 0 such that
0 5 6 < c7r/(2m)
Analysts
3319
] @k(t,s)/ok(t)
- s/t
]i
d whenever
t # 0, t2 + s2 2 qz, 1 5 k 5 m. Then,
if (u, A) E S (i.e. u = H(u, A)) and c2u2 + u’~ 2 1 on [O,l], by (h2), we have
where n is the number
of zeroes of u in 10, 11. By (h3), we deduce that
Q(u, A) E [n - ms/(m),
n + ms/(cn)]
C ]n - l/2, n + 1/2[
whenever u* + uf2 2 q2on [0, 11, where q = max{ 1,1/c, ql, qz}. Thus (i2’) holds with cj = j +-l/2, jo and ju sufficiently large, provided that the following condition is satisfied: (ha)
for each rr > 0 there is rz 2 ~1 such that if (u, A) E S and inf(u2(t) then ]] u ]I< ~2.
FinaUy, for (il’) (h5)
we need the following
6.1 [20]. If (hl)-(h5)
t E [0, l]} 5 T:,
assumption:
for each n E N there is R, 2 0 such that if (u,X) then inf{u2(t) + u’2(t); t E [O,l]} < R;.
THEOREM
$ uf2(t);
j 2
E S and @(u,X)
E [n-m6/(c?r),n+m6/(c~)]
hold for some c > 0, then there exists at least one solution
u 6 C+
to (6.1). For example, conditions (h4) and (h5) are fulfilled when f(t, U, u) = -c2u + g(t, u, w), where c > 0 and g(t, XL,v)/(u2+ w2)1/2+ 0 as u2 + v* + 00 uniformly a.e. in t E [0, 11, provided that the following nonresonance-like condition is satisfied: C/K $ [n - mS/(m),
n + mh/(cr)]
for ah n E N.
For details, see [PO].See also [ll] for f(t, U,D) superlinear the results in [ll] and [20] reduce to those in [2]. 7. PERIODIC
SOLUTIONS
OF SINGULAR
SUPERLINEAR
We now show how to use corollary 5.2 to establish singular periodic boundary value problem b(pu’)’
= -g(u)
in u and w. In the absence of impulses,
f f(t, u,pu’)
DIFFERENTIAL
the existence
conditions
of solutions
for the following
for a.e. t E [0, l]
40) = U(l), (P')(O) = (Pal). We shall assume that the following
EQUATIONS
(7.1)
hold
(al) p E C[O, l]nC’(]O,
l[), p > 0 on ]O,l[, g E C(R), g(u)/u -+ cc as ] u I---* 00, f : [0, l] xR2 + R is a Carathkodory function and ] f(t,u,v) ]I c(] u ] + ] w I) + k(t) for aII U,V E R and a.e. t E [O,l], where c 2 0;
(a2)
l/p E L’[O, 1] and k E L’[O, 11.
Without
loss of generality,
we suppose that
p 5 1 on [0, l] and ug(u) > 0 for u # 0.
3320
Second World
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of Nonlinear
Analysts
We look for solutions to (7.1) in C[O, l] n Cl(]O, l[), with pu’ E C[O, l] and pu’ differentiable a.e. on [0, 11. Because we do not require p(O)p(l) # 0, the differential equation in (7.1) may be singular at t=Oandt=l. In order to apply corollary 5.2 we let X = CA, where
c:, = {U E C[o,i]n Cl(]o,i[); pi' E C[o,i],~(o) = I, with norm 11u /II= max[o,l] (u*(t)
$ (p~‘)~(t))‘/~,
= (pd)(i))
Y = Co,
co = {u E C[O, 11; U(0) = O} with norm 1 u jo3. We consider
I, : CA --f CO, W)(t)
= (Pu’)(t)
- (PaJ)
and H : C$, x [O,l] ---f CO,
H(u,X)(t)
= s;{-(1
- x)[;g(u) t &]
- &7(u)
t $‘f(s,%P~‘))~s.
Next we define FO : CA --f tR,
Fe(u)(t) = -t J~Mu)Ip+ P’u’/(~ + Ipu’l)Vs, and @ : CA x [0, 11 --+ R, @(u,X)
= $y IJo'{P~'2t(1
&It
- +[$s(4t
-XPzlf'(s,u,PU')}X(2L)(S)dS where
x(u)(t) = min{l,
We have the following THEOREM
existence (al)
I
+ (pu’)2(t))}.
l/(G(t)
7.1 [22]. Assume
~P'1LS(~)
principle
for (7.1).
and (a2). Also suppose
(as)
there is R > 1 such that II u Ill< R for each (u,X)
(a4)
for each n E N there is R, > 1 such that II u Ill< R, for any (u, A) E S satisfying and min[o,l] (u* + (p~‘)~) > 1.
Then
(7.1) has at least one solution.
E S with
min[,,,]
(u’ + (pu’)“) < 1; Q(u, X) = n
Remarks. 1) It is not hard to prove that for each n. E N there is rn 2 1 such that min[o,l] (PU’)~)~/~< r, for every (u, X) E S with @(u, X) = n. 2) Let us state the following (a5)
(~2 +
condition:
for every P > 1 there is R(r) > 1 sucJn that 111~ II*< R(r) f or each (u, X) E S with min[o,l]
(u” +
(pu’)2)1/2 5 I-. By remark 1, (a5) implies both (a3) and (a4). For example, seams that this does not occur for singular equations.
(6)
holds when p E 1 (see [2]), but it
Second World Congress of Nonlinear Analysts A suficient
condition
for (a3)
For x = (XI, ~2) E R2, we denote G(zi)
= Jo”’ g(s)&, fl(h
fi(C
27 A) =
Also, let p(r) = sup{V(z); PROPOSITION (as)
-[Cl
-
X)/P
+
x, A) =
XPl!J(Z*)
-
V(z)
= G(zl)
+
xf/2,
x2/p
(1 -
X)pxzl(l
t
1x21)
+ XPf(&Xl,
x2).
]z] 5 r} for r > 1.
7.2 [22]. Suppose
there exist ti E L’(0,
1; R+) and $ : [0, co[-IO, LJ(x1)h(k
for all 2 E R2,
x7 A) +
x2f2(t!
W[ continuous, x> A) I
such that
q+fqv/(x))
X E [0, l] and a.e. t E [O,l], and m
J 41) Then
3321
dYlti,(Y)
>
(7.2)
I 29 I1 '
(a3) is satisfied.
Remark. In case that Jo” dy/$(y) = co, inequality (7.2) with p( 1) replaced by p(r) is true for each T 2 I. Hence, in this case, even (a5) is satisfied. This happens for p E 1, when +(y) = y + 1 (see
PI). A suficient PROPOSITION (a2*) Then
condition
for
(aA)
7.3 [22]. Suppose
l/p E Lq[O, 11 for some q > 1 and k E Lo3[0, 11. (a4) is satisfied.
This result follows from the following
lemmas.
Let (u, X) E S. Then:
1) Suppose 0 < t2 - tl 5 1 and u2(to) + (pu’)2(to) 5 r2 for some to E [tl, t2]. Also assume that pu’ > 0 (or 2 0) on [tl, t2]. Then there exists r > 1 only depending on r, such that I (p4(t)
II T on [tl,t21.
2) If& > 0 (or I) on some interval [tl, tz], 0 < t2 - tl 5 1, (pu’)(tl) = (pu’)(t2) (or < 0) on ]tl, t2[, then there is r, 2 1 independent of tl, t2, u, and X, such that I (mu’)
II 7, on [h,t21.
3) If ] (pu’)(t) ]I r on [tr,tz], 0 < t2 - tl 5 1, and minltl,tzl r* 2 r only depending on r and r such that maq,,,,,]
= 0 and u > 0
(u” t (P.u’)~)‘/~
For existence results concerning singular boundary solutions, see [l], [15], [16] and their references.
(u2 $ (~u’)~)r/~
5 T, then there is
I r*.
value problems
which admit
a priori
bounds
of
3322
Second
World
Congress
of Nonlinear
Analysts
REFERENCES 1. BOBISUD
L. E. & O’REGAN
resonance,
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2. CAPIE’ITO
A.,
problems,
Am.
4. FITZPATRICK Bull.
5. FRIGON
spaces,
7. GAINES
Accad.
Vol.
K., GRANAS
9. GRANAS
A., Continuation
10. GRANAS
A., GUENTHER
nonlinear 11.
KIRR
differential
13.
W.,
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