Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient

The method of Green’s functional is a little-known technique for the construction of fundamental solutions to linear ordinary differential equations (ODE) with nonlocal conditions. We apply this technique to a higher order linear ODE involving general nonlocal conditions. A novel kind of adjoint pro...

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Date:2019
Main Authors: Özen, K., Озен, К.
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Language:English
Published: Institute of Mathematics, NAS of Ukraine 2019
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/1422
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Özen, K.
Озен, К.
author_facet Özen, K.
Озен, К.
author_sort Özen, K.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
collection OJS
datestamp_date 2019-12-05T08:54:16Z
description The method of Green’s functional is a little-known technique for the construction of fundamental solutions to linear ordinary differential equations (ODE) with nonlocal conditions. We apply this technique to a higher order linear ODE involving general nonlocal conditions. A novel kind of adjoint problem and Green’s functional are constructed for the completely inhomogeneous problem. Several illustrative applications of the theoretical results are provided.
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fulltext UDC 517.9 K. Özen (Namık Kemal Univ., Turkey) GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS WITH GENERAL NONLOCAL CONDITIONS AND VARIABLE PRINCIPAL COEFFICIENT ФУНКЦIОНАЛ ГРIНА ДЛЯ ЗВИЧАЙНИХ ДИФЕРЕНЦIАЛЬНИХ РIВНЯНЬ ВИЩОГО ПОРЯДКУ З НЕЛОКАЛЬНИМИ УМОВАМИ ЗАГАЛЬНОГО ВИГЛЯДУ ТА ЗМIННИМ ГОЛОВНИМ КОЕФIЦIЄНТОМ The method of Green’s functional is a little-known technique for the construction of fundamental solutions to linear ordinary differential equations (ODE) with nonlocal conditions. We apply this technique to a higher order linear ODE involving general nonlocal conditions. A novel kind of adjoint problem and Green’s functional are constructed for the completely inhomogeneous problem. Several illustrative applications of the theoretical results are provided. Метод функцiонала Грiна є маловiдомою технiкою побудови фундаментальних розв’язкiв лiнiйних звичайних ди- ференцiальних рiвнянь (ЗДР) з нелокальними умовами. В роботi цю технiку застосовано до лiнiйних ЗДР вищого порядку з нелокальними умовами загального вигляду. Спряжену проблему нового типу та функцiонал Грiна побудо- вано для повнiстю неоднорiдної задачi. Наведено також кiлька iлюстративних застосувань теоретичних результатiв. 1. Introduction. As is known, a fundamental function is a distributional formulation and plays a cru- cial role in mathematical analysis of differential equations. Once the fundamental function is found, the desired solution of the original equation can be easily obtained by superposition principle. Green’s function is a kind of fundamental function which is principally based on the theory of linear operators and the theory of generalized functions in mathematical analysis [7 – 9, 11, 12, 18, 20, 32, 34 – 36], and its construction by classical methods [35] such as Green’s function method and the method of variation of parameters for a class of nonclassical problems such as differential problems with nonlo- cal condition(s) may not be possible or may be troublesome. In order to overcome, in the literature, a small number of studies exist on the investigations of this class of nonclassical problems by Green’s functional method, the origin of which dates back to S. S. Akhiev [1 – 5, 21 – 25, 27 – 29, 33]. The governing equation of the considered problems in most of these studies is in the standard form with principal coefficient equal to one. The case with variable principal coefficient has been considered only in [3]. Moreover, the case of a third order ODE with variable principal coefficient has been stud- ied in [26]. To the best of our knowledge, any generalization on the case of the mth order ODE with variable principal coefficient does not exist for an integer m greater than or equal to four. In order to contribute to the enrichment of the literature in this context, we aim to extend the method for the sec- ond and third order linear ODEs in [3, 26] to the higher order linear ODEs with nonlocal conditions. The structure of our work is organized as follows. In Section 2, the problem considered through- out the work is stated in detail. In Section 3, the solution space and its adjoint space are introduced. In Section 4, the adjoint operator, adjoint system and solvability conditions for the completely nonho- mogeneous problem are presented. In Section 5, Green’s functional and the special adjoint system are defined. In Section 6, several applications are provided. In Section 7, the conclusions are emphasized. 2. Statement of the problem. Let R be the set of real numbers, X = (x0, x1) be a bounded open interval in R, and Lp with 1 \leq p < \infty be the space of the p-integrable functions on X, let L\infty be the space of the measurable and essentially bounded functions on X. The aim in this work is to investigate the solvability conditions and Green’s function of the mth order ordinary differential equation c\bigcirc K. ÖZEN, 2019 ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 99 100 K. ÖZEN (Vmu)(x) \equiv \bigl( gm - 1(x)(gm - 2(x) . . . (g2(x)(g1(x)u \prime (x))\prime )\prime . . .)\prime \bigr) \prime +A0(x)u(x) = zm(x), x \in X, (1) subject to the nonlocal conditions Viu \equiv a0iu(x0) + a1iu1(x0) + a2iu2(x0) + . . .+ am - 1 i um - 1(x0)+ + x1\int x0 Bi(\xi )u \prime m - 1(\xi ) d\xi = zi, i = 0, 1, 2, . . . ,m - 1, (2) where m \geq 3 is an integer, zm \in Lp, zi \in R for i = 0, 1, 2, . . . ,m - 1, u1(x) = g1(x)u \prime (x), u2(x) = g2(x)u \prime 1(x), u3(x) = g3(x)u \prime 2(x), . . . , um - 1(x) = gm - 1(x)u \prime m - 2(x). Here, the following assumptions are hold: g1, g2, . . . , gm - 1 \in L\infty are the given functions such that 1 g1 , 1 g2 , . . . , 1 gm - 1 \in \in Lp and the following integrals belong to the space Lp as functions of sm - 1 : sm - 1\int x0 dsm - 2 g2(sm - 2)g1(sm - 1) \in Lp, sm - 1\int x0 sm - 2\int x0 dsm - 3 dsm - 2 g3(sm - 3)g2(sm - 2)g1(sm - 1) \in Lp, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . sm - 1\int x0 sm - 2\int x0 . . . s2\int x0 ds1 . . . dsm - 3 dsm - 2 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) \in Lp for 1 \leq p \leq \infty , and A0 \in Lp, Bi \in Lq for i = 0, 1, 2, . . . ,m - 1, where 1 p + 1 q = 1, a0i , a 1 i , . . . , a m - 1 i \in R for i = 0, 1, 2, . . . ,m - 1, and integration variables si are considered for i \geq 1 throught the work. Equation (1) is one of the generalized forms of the mth order linear ODEs in Sturm – Liouville theory [19]. This equation is assumed to have generally nonsmooth coefficient becoming some general properties such as p-integrability and boundedness, and its principal part\bigl( gm - 1(gm - 2 . . . (g2(g1u \prime )\prime )\prime . . .)\prime \bigr) \prime may have weak singularities at finite number points (in the clo- sure X of X ) where some or all of functions gm - 1, gm - 2, . . . , g1 are continuous and zero. Form (2) for the conditions can be considered as a generalization of the linearly local and non- local conditions for such mth order ODEs. Many conditions such as the initial and classical type boundary conditions and also multipoint [13, 14] and integral type conditions arising in modelling of many physical phenomena by such an equation are specific forms of (2) for a suitable choice of a0i , a 1 i , . . . , a m - 1 i and Bi(\xi ). Problem (1), (2) may not have a classical adjoint problem. In such a case, some serious difficul- ties arise in applying the classical methods for this problem. In order to overcome these difficulties, a novel method based on [1 – 3, 5] is presented. By this method, the isomorphic decompositions of a weighted space of solutions and its adjoint space are used. A novel adjoint problem called as ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 101 adjoint system for problem (1), (2) is introduced by these decompositions. This adjoint system is constructed by more different and easier calculations than constructing the traditional adjoint prob- lem. This system consists of m + 1 integro-algebraic equations for an unknown (m + 1)-tuple (Fm(\xi ), Fm - 1, Fm - 2, . . . , F0) of a function Fm(\xi ) and m real numbers Fm - 1, Fm - 2, . . . , F0. One of these equations is an integral equation and the others are algebraic equations. This system has a similar role to that of the adjoint operator in general theory of the linear operators in Banach spaces [10, 15 – 17]. The solvability conditions of the completely nonhomogeneous problem and corre- sponding adjoint system are derived. Green’s functional concept for the problem is introduced as a solution \bigl( Fm(\xi , x), Fm - 1(x), Fm - 2(x), . . . , F0(x) \bigr) of the adjoint system with a free term depending on x \in X as a parameter. This concept is more natural than the classical Green’s function concept. Fm(\xi , x) corresponds to Green’s function for the problem. 3. The solution space and its adjoint space. Equation (1) can be considered as a system of m first order ODEs with unknowns u, u1, u2, . . . , um - 1 \in W (1) p , where W (1) p is the space of all functions u \in Lp having derivative u\prime \in Lp. Hence, the solvability of problem (1), (2) can be studied in space Wp with the weights gm - 1,gm - 2, . . . , g1 consecutively of all u \in Lp with u\prime \in Lp, (g1u \prime )\prime \in Lp, (g2(g1u \prime )\prime )\prime \in Lp, . . . , \bigl( gm - 1(gm - 2 . . . (g2(g1u \prime )\prime )\prime . . .)\prime \bigr) \prime \in Lp and also \| u\| Wp = \| u\| Lp + \| u\prime \| Lp + \| u\prime 1\| Lp + \| u\prime 2\| Lp + . . .+ \| u\prime m - 1\| Lp , u1 = g1u \prime , u2 = g2u \prime 1, . . . , um - 1 = gm - 1u \prime m - 2. This problem, which is linear completely nonhomogeneous, can be considered as an equation in the form V u = z (3) with operator V = (Vm, Vm - 1, . . . , V0) and (m + 1)-tuples z = (zm(x), zm - 1, . . . , z0). By the assumptions considered, V is a linear bounded operator from Wp into the Banach space Ep \equiv Lp \times R\times R\times . . .\times R\underbrace{} \underbrace{} m times consisting of the (m + 1)-tuples z = (zm(x), zm - 1, . . . , z0) with \| z\| Ep = \| zm\| Lp + | zm - 1| + . . . . . .+ | z0| . Some of the principal features concerning with solution space Wp can be given as follows: The trace or value operators D0u = u(\gamma ), D1u = u1(\gamma ), . . . , Dm - 1u = um - 1(\gamma ) are surjective and bounded from Wp onto R for a given point \gamma of X. The operator Nu = \bigl( u\prime m - 1(x), um - 2(\gamma ), . . . , u1(\gamma ), u(\gamma ) \bigr) is a linear homeomorphism from Wp onto Ep and has a bounded inverse. On the other hand, any function u \in Wp can be represented as u(x) = u(x0) + u1(x0) x\int x0 dsm - 1 g1(sm - 1) + u2(x0) x\int x0 sm - 1\int x0 dsm - 2 dsm - 1 g2(sm - 2)g1(sm - 1) + ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 102 K. ÖZEN +u3(x0) x\int x0 sm - 1\int x0 sm - 2\int x0 dsm - 3 dsm - 2 dsm - 1 g3(sm - 3)g2(sm - 2)g1(sm - 1) + . . . . . .+ um - 1(x0) x\int x0 sm - 1\int x0 . . . s2\int x0 ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) + + x\int x0 u\prime m - 1(\xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) d\xi . (4) The structure of adjoint space W \ast p is determined by the following theorem for the general case of gm - 1, gm - 2, . . . , g1 [1 – 3, 5, 26]. Theorem 1. If 1 \leq p < \infty , then any linear bounded functional F \in W \ast p can be represented by F (u) = x1\int x0 u\prime m - 1(x)\varphi m(x) dx+ um - 1(x0)\varphi m - 1+ +um - 2(x0)\varphi m - 2 + . . .+ u1(x0)\varphi 1 + u(x0)\varphi 0, u \in Wp, (5) by means of a unique element \varphi = \bigl( \varphi m(x), \varphi m - 1, \varphi m - 2, . . . , \varphi 1, \varphi 0 \bigr) \in Eq, where 1 p + 1 q = 1. Any linear bounded functional F \in W \ast \infty can be represented by F (u) = x1\int x0 u\prime m - 1(x) d\varphi m + um - 1(x0)\varphi m - 1+ +um - 2(x0)\varphi m - 2 + . . .+ u1(x0)\varphi 1 + u(x0)\varphi 0, u \in W\infty , (6) by means of a unique element \varphi = \bigl( \varphi m(e), \varphi m - 1, \varphi m - 2, . . . , \varphi 1, \varphi 0 \bigr) \in \widehat E1 = \Bigl( BA \Bigl( \sum , \mu \Bigr) \Bigr) \times R\times R\times . . .\times R\underbrace{} \underbrace{} m times , where \mu is Lebesgue measure on R, \sum is \sigma -algebra of the \mu -measurable subsets e \subset X and BA \bigl( \sum , \mu \bigr) is the space of all bounded additive functions \varphi m(e) defined on \sum such that \varphi m(e) = 0 when \mu (e) = 0 [15]. The inverse is also true: That is, if \varphi \in Eq, then (5) is bounded on Wp for 1 \leq p < \infty and 1 p + 1 q = 1. If \varphi \in \widehat E1, then (6) is bounded on W\infty [3, 26]. Proof. Theorem 1 can be proved as in [3, 26]. The adjoint operator N\ast of N with \gamma = x0 is a linear homeomorphism from E\ast p onto W \ast p . Thus, for any linear bounded functional F \in W \ast p there exists one and only one \varphi \in E\ast p such that F = N\ast \varphi or F (u) = \varphi (Nu) for all u \in Wp. Any \varphi \in E\ast p is an (m+ 1)-tuple \varphi = (\varphi m, \varphi m - 1, \varphi m - 2, . . . , \varphi 1, \varphi 0) \in L\ast p \times R\ast \times R\ast \times . . .\times R\ast \underbrace{} \underbrace{} m times ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 103 of the linear bounded functionals \varphi m, \varphi m - 1, \varphi m - 2, . . . , \varphi 1, \varphi 0 defined on Lp, R, R, . . . , R, R respectively. That is F (u) = \varphi m(u\prime m - 1) + \varphi m - 1 \bigl( um - 1(x0))+ +\varphi m - 2(um - 2(x0) \bigr) + . . .+ \varphi 1 \bigl( u1(x0)) + \varphi 0(u(x0) \bigr) , u \in Wp. Furthermore, R\ast = R, L\ast p = Lq for 1 \leq p < \infty and L\ast \infty = BA \bigl( \sum , \mu \bigr) in the sense of an isomorphism [15]. Therefore, any F \in W \ast p can be represented by (5) for 1 \leq p < \infty and by (6) for p = \infty . The inverse is obtained from (5) and (6). As can be seen from Theorem 1, undoubtedly, conditions (2) are the most general ones as linear conditions for the continuous differential operator Vm : Wp \rightarrow Lp corresponding to equation (1). Namely, each condition Viu = zi where Vi, i = 0, 1, 2, . . . ,m - 1, is a continuous linear functional on Wp can be written in form (2) provided that p < \infty . 4. Adjoint operator, adjoint system and solvability conditions. An explicit expression for the adjoint operator V \ast of V is investigated in this section. To this end, any F = (Fm(x), Fm - 1, . . . . . . , F0) \in Eq is taken as a linear bounded functional on Ep, and F (V u) \equiv x1\int x0 Fm(x)(Vmu)(x) dx+ m - 1\sum i=0 Fi(Viu), u \in Wp, (7) can be supposed. By substituting expressions (1), (2) and (4) into (7), we have F (V u) \equiv x1\int x0 Fm(x) \left[ u\prime m - 1(x) +A0(x) \left\{ u(x0) + u1(x0) x\int x0 dsm - 1 g1(sm - 1) + +u2(x0) x\int x0 sm - 1\int x0 dsm - 2 dsm - 1 g2(sm - 2)g1(sm - 1) + +u3(x0) x\int x0 sm - 1\int x0 sm - 2\int x0 dsm - 3 dsm - 2 dsm - 1 g3(sm - 3)g2(sm - 2)g1(sm - 1) + . . . . . .+ um - 1(x0) x\int x0 sm - 1\int x0 . . . s2\int x0 ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) + + x\int x0 u\prime m - 1(\xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) d\xi \right\} \right] dx+ + m - 1\sum i=0 Fi \left[ a0iu(x0) + a1iu1(x0) + a2iu2(x0) + . . .+ am - 1 i um - 1(x0) + x1\int x0 Bi(\xi )u \prime m - 1(\xi ) d\xi \right] . Hence, we can obtain the following result by rearrangement: ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 104 K. ÖZEN F (V u) \equiv x1\int x0 Fm(x)(Vmu)(x) dx+ m - 1\sum i=0 Fi(Viu) = = x1\int x0 (wmF )(\xi )u\prime m - 1(\xi ) d\xi + + m - 1\sum i=1 (wiF )ui(x0) + (w0F )u(x0) \equiv (wF )(u) \forall F \in Eq \forall u \in Wp, (8) where (wmF )(\xi ) = x1\int \xi Fm(x)A0(x) x\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) dx+ +Fm(\xi ) + m - 1\sum i=0 FiBi(\xi ), \xi \in X, wm - 1F = x1\int x0 Fm(x)A0(x) x\int x0 sm - 1\int x0 . . . s2\int x0 ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) dx+ m - 1\sum i=0 Fia m - 1 i , wm - 2F = x1\int x0 Fm(x)A0(x) x\int x0 sm - 1\int x0 . . . s3\int x0 ds2 . . . dsm - 2 dsm - 1 gm - 2(s2) . . . g2(sm - 2)g1(sm - 1) dx+ m - 1\sum i=0 Fia m - 2 i , wm - 3F = x1\int x0 Fm(x)A0(x) x\int x0 sm - 1\int x0 . . . s4\int x0 ds3 . . . dsm - 2 dsm - 1 gm - 3(s3) . . . g2(sm - 2)g1(sm - 1) dx+ m - 1\sum i=0 Fia m - 3 i , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . (9) w3F = x1\int x0 Fm(x)A0(x) x\int x0 sm - 1\int x0 sm - 2\int x0 dsm - 3 dsm - 2 dsm - 1 g3(sm - 3)g2(sm - 2)g1(sm - 1) dx+ m - 1\sum i=0 Fia 3 i , w2F = x1\int x0 Fm(x)A0(x) x\int x0 sm - 1\int x0 dsm - 2 dsm - 1 g2(sm - 2)g1(sm - 1) dx+ m - 1\sum i=0 Fia 2 i , w1F = x1\int x0 Fm(x)A0(x) x\int x0 dsm - 1 g1(sm - 1) dx+ m - 1\sum i=0 Fia 1 i , w0F = x1\int x0 Fm(x)A0(x) dx+ m - 1\sum i=0 Fia 0 i . ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 105 The operators wm, wm - 1, . . . , w1 and w0 are linear and bounded from the space Eq of the (m+ + 1)-tuples F = \bigl( Fm(\xi ), Fm - 1, Fm - 2, . . . , F0 \bigr) into the spaces Lq(X), R, R, . . . , R, respectively. So, the operator w = (wm, wm - 1, . . . , w0) : Eq \rightarrow Eq represented by wF = (wmF,wm - 1F, . . . , w0F ) is linear and bounded. By (8) and Theorem 1, V \ast becomes w for 1 \leq p < \infty and w\ast becomes V S for 1 < p \leq \infty where S is the inverse of N with \gamma = x0. The operators V S and w can be considered as adjoint operators to each other. Consequently, the equation wF = \varphi , (10) with an unknown F = \bigl( Fm(\xi ), Fm - 1, Fm - 2, . . . , F0 \bigr) \in Eq and a given \varphi = \bigl( \varphi m(\xi ), \varphi m - 1, \varphi m - 2, . . . , \varphi 0 \bigr) \in Eq can be considered as an adjoint equation of (3) for all 1 \leq p \leq \infty . The restrictions imposed on the coefficients A0, B0, B1, . . . , Bm - 1 and the aforementioned assumptions assure that the operator Q \equiv w - Iq : Eq \rightarrow Eq is completely continuous, where Iq is the identity operator on Eq and 1 < p < \infty . Thus, (10) is a canonical Fredholm equation and S is a right regularizer of V [3, 5, 6, 16, 17, 26]. (10) can be written in explicit form as the following system of the integro-algebraic equations: (wmF )(\xi ) = \varphi m(\xi ), \xi \in X, wm - 1F = \varphi m - 1, wm - 2F = \varphi m - 2, (11) . . . . . . . . . . . . . . . w0F = \varphi 0. As can be seen from (9), the first equation in (11) is generally an integral equation for Fm(\xi ) and it may include F0, F1, . . . , Fm - 1 as parameters; on the other hand, the other m equations in (11) are algebraic equations for the unknowns F0, F1, . . . , Fm - 1 and they may include some integral functionals on Fm(\xi ). In other words, (11) is a system of m + 1 integro-algebraic equations. This system, called the adjoint system for (3) is constructed by using (8), which is actually a formula of integration by parts in a nonclassical form, and the traditional (classical) form of an adjoint problem is defined by the classical Green’s formula of integration by parts [3, 4, 26, 35], therefore, the traditional form only works for some restricted class of problems. From this point, Fredholm alternative can be stated by the following theorem in the context of solvability of the problem: Theorem 2. If 1 < p < \infty , then V u = 0 has either only the trivial solution or a finite number of linearly independent solutions in Wp : (1) If V u = 0 has only the trivial solution in Wp, then also wF = 0 has only the trivial solution in Eq. Then, the operators V : Wp \rightarrow Ep and w : Eq \rightarrow Eq become linear homeomorphisms. ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 106 K. ÖZEN (2) If V u = 0 has n linearly independent solutions u(1), . . . , u(n) in Wp, then wF = 0 has also n linearly independent solutions F \star 1 \star = \bigl( F \star 1 \star m (x), F \star 1 \star m - 1, . . . , F \star 1 \star 0 \bigr) , . . . , F \star n \star = \bigl( F \star n \star m (x), F \star n \star m - 1, . . . , F \star n \star 0 \bigr) in Eq. In this case, (3) and (10) have solutions u \in Wp and F \in Eq for given z \in Ep and \varphi \in Eq if and only if the conditions x1\int x0 F \star i \star m (\xi )zm(\xi ) d\xi + F \star i \star m - 1zm - 1 + . . .+ F \star i \star 0 z0 = 0, i = 1, . . . , n, (12) and x1\int x0 \varphi m(\xi )u\prime (i),m - 1(\xi ) d\xi + \varphi m - 1u(i),m - 1(x0) + . . . . . .+ \varphi 1u(i),1(x0) + \varphi 0u(i)(x0) = 0, i = 1, . . . , n, (13) where u(i),1(x) = g1(x)u \prime (i)(x), u(i),2(x) = g2(x)u \prime (i),1(x), . . . , u(i),m - 1(x) = gm - 1(x)u \prime (i),m - 2(x) are satisfied, respectively [3, 4, 26]. 5. Green’s functional and a specific adjoint system. Consider the following equation given in the form of a functional identity (wF )(u) = u(x) \forall u \in Wp, (14) where F = (Fm(\xi ), Fm - 1, . . . , F0) \in Eq is an unknown (m+ 1)-tuple and x \in X is a parameter. Identity (14) is equivalent to the following system: (wmF )(\xi ) = H(x - \xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) , wm - 1F = x\int x0 sm - 1\int x0 . . . s2\int x0 ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . w3F = x\int x0 sm - 1\int x0 sm - 2\int x0 dsm - 3 dsm - 2 dsm - 1 g3(sm - 3)g2(sm - 2)g1(sm - 1) , (15) w2F = x\int x0 sm - 1\int x0 dsm - 2 dsm - 1 g2(sm - 2)g1(sm - 1) , ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 107 w1F = x\int x0 dsm - 1 g1(sm - 1) , w0F = 1, where H(x - \xi ) is a Heaviside function on R, and \xi \in X. Definition 1. Let F (x) = \bigl( Fm(\xi , x), Fm - 1(x), Fm - 2(x), . . . , F0(x) \bigr) \in Eq be an unknown (m+ 1)-tuple with a parameter x \in X. If F (x) is a solution of (15) for a given x \in X, then F (x) is called a Green’s functional of V [3, 4, 26, 27, 29]. Theorem 3. If a Green’s functional F (x) = \bigl( Fm(\xi , x), Fm - 1(x), Fm - 2(x), . . . , F0(x) \bigr) of V exists, then any solution u \in Wp of (3) can be represented by u(x) = x1\int x0 Fm(\xi , x)zm(\xi ) d\xi + m - 1\sum i=0 Fi(x)zi. (16) Additionally, \mathrm{K}\mathrm{e}\mathrm{r}V = \{ 0\} where \mathrm{K}\mathrm{e}\mathrm{r}V denotes the kernel of V. Proof. By (8), we can obtain the following identity: x1\int x0 Fm(\xi , x)zm(\xi ) d\xi + m - 1\sum i=0 Fi(x)zi = = x1\int x0 H(x - \xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) u\prime m - 1(\xi ) d\xi + + x\int x0 sm - 1\int x0 . . . s2\int x0 ds1 . . . dsm - 2 dsm - 1 gm - 1(s1) . . . g2(sm - 2)g1(sm - 1) um - 1(x0) + . . . . . .+ x\int x0 sm - 1\int x0 dsm - 2 dsm - 1 g2(sm - 2)g1(sm - 1) u2(x0) + x\int x0 dsm - 1 g1(sm - 1) u1(x0) + u(x0). By (4), the right-hand side of the above identity equals to u(x). Thus, (16) is valid. The verity of Ker V = \{ 0\} is obtained from (16). Theorem 3 is related to the necessary condition for the existence a Green’s functional of V, and the following theorem is related to the sufficient condition for the existence of a Green’s functional. Theorem 4 [3, 26]. If V has a priori estimate as follows: \| u\| Wp \leq c0\| V u\| Ep , u \in Wp, (17) where c0 is a positive constant, then a Green’s functional of V exists, where 1 \leq p \leq \infty . ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 108 K. ÖZEN Proof. V has a bounded left inverse by (17). Then the image Im w of w equals to Eq [3, 15]. Hence (15) has a solution F (x) = \bigl( Fm(\xi , x), Fm - 1(x), Fm - 2(x), . . . , F0(x) \bigr) \in Eq for all x \in X. Remark 1. If w has a priori estimate as follows: \| F\| Eq \leq c1\| wF\| Eq , F \in Eq, (18) where c1 is a positive constant, then (1), (2) has always a solution u \in Wp. If both (17) and (18) are valid, then V and w become homeomorphisms and a unique Green’s functional of V exists. Estimates (17) and (18) are valid if \sum m - 1 i=0 \| Bi\| Lq is sufficiently small and\bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| a00 a10 \cdot \cdot \cdot am - 1 0 a01 a11 \cdot \cdot \cdot am - 1 1 ... ... . . . ... a0m - 1 a1m - 1 \cdot \cdot \cdot am - 1 m - 1 \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \bigm| \not = 0. Theorem 5 [3, 4, 26, 27, 29]. Assume that 1 < p < \infty . If there exists a Green’s functional, then it is unique. Additionally, a Green’s functional exists if and only if V u = 0 has only the trivial solution. 6. Several applications. In this section, we consider mth order problems involving generally nonlocal condition(s) in order to support the theoretical presentation and to demonstrate the validity, utility and advantages of the proposed approach. Example 1. Firstly, in order to demonstrate the applicability for a problem with principal coeffi- cient equal to one, we consider the following problem for which Green’s function has been presented in [30, 31], (Vmu)(x) \equiv u(m)(x) = f(x), x \in X = (0, 1), Vm - 1u \equiv u(1) - \gamma u(\eta ) = 0, Vm - 2u \equiv u(m - 2)(0) = 0, Vm - 3u \equiv u(m - 3)(0) = 0, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V1u \equiv u\prime (0) = 0, V0u \equiv u(0) - \beta u(\alpha ) = 0, where f(x) \in Lp, \alpha , \eta \in X and \beta , \gamma \in R. Here gi(x) = 1 for i = 1, 2, . . . ,m - 1, A0(x) = 0, zm(x) = f(x), a0m - 1 = 1 - \gamma , zm - 1 = 0, ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 109 a1m - 1 = 1\int 0 dsm - 1 - \gamma \eta \int 0 dsm - 1, a2m - 1 = 1\int 0 sm - 1\int 0 dsm - 2 dsm - 1 - \gamma \eta \int 0 sm - 1\int 0 dsm - 2 dsm - 1, a3m - 1 = 1\int 0 sm - 1\int 0 sm - 2\int 0 dsm - 3 dsm - 2 dsm - 1 - - \gamma \eta \int 0 sm - 1\int 0 sm - 2\int 0 dsm - 3 dsm - 2 dsm - 1, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . am - 1 m - 1 = 1\int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1 - - \gamma \eta \int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1, Bm - 1(\xi ) = 1\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 - - \gamma H(\eta - \xi ) \eta \int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1, aim - 2 = \left\{ 1 for i = m - 2, 0 for i \not = m - 2, zm - 2 = 0, Bm - 2(\xi ) = 0, aim - 3 = \left\{ 1 for i = m - 3, 0 for i \not = m - 3, zm - 3 = 0, Bm - 3(\xi ) = 0, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ai1 = \left\{ 1 for i = 1, 0 for i \not = 1, z1 = 0, B1(\xi ) = 0, ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 110 K. ÖZEN a00 = 1 - \beta , z0 = 0, a10 = - \beta \alpha \int 0 dsm - 1, a20 = - \beta \alpha \int 0 sm - 1\int 0 dsm - 2 dsm - 1, a30 = - \beta \alpha \int 0 sm - 1\int 0 sm - 2\int 0 dsm - 3 dsm - 2 dsm - 1, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . am - 1 0 = - \beta \alpha \int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1, B0(\xi ) = - \beta H(\alpha - \xi ) \alpha \int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1, where H(\alpha - \xi ) and H(\eta - \xi ) are Heaviside functions on R. System (15) corresponding to the problem can be written in the following form: Fm(\xi ) + F0 \left[ - \beta H(\alpha - \xi ) \alpha \int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 \right] + +Fm - 1 \left[ 1\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 - - \gamma H(\eta - \xi ) \eta \int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1 \right] = = H(x - \xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi ds1 . . . dsm - 2 dsm - 1, \xi \in (0, 1), (19) F0 \left[ - \beta \alpha \int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1 \right] + ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 111 +Fm - 1 \left[ 1\int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1 - - \gamma \eta \int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1 \right] = = x\int 0 sm - 1\int 0 . . . s2\int 0 ds1 . . . dsm - 2 dsm - 1, (20) F0 \left[ - \beta \alpha \int 0 sm - 1\int 0 . . . s3\int 0 ds2 . . . dsm - 2 dsm - 1 \right] + Fm - 2+ +Fm - 1 \left[ 1\int 0 sm - 1\int 0 . . . s3\int 0 ds2 . . . dsm - 2 dsm - 1 - - \gamma \eta \int 0 sm - 1\int 0 . . . s3\int 0 ds2 . . . dsm - 2 dsm - 1 \right] = = x\int 0 sm - 1\int 0 . . . s3\int 0 ds2 . . . dsm - 2 dsm - 1, (21) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . F0 \left[ - \beta \alpha \int 0 sm - 1\int 0 dsm - 2 dsm - 1 \right] + Fm - 1 \left[ 1\int 0 sm - 1\int 0 dsm - 2 dsm - 1 - - \gamma \eta \int 0 sm - 1\int 0 dsm - 2 dsm - 1 \right] + F2 = x\int 0 sm - 1\int 0 dsm - 2 dsm - 1, (22) - F0\beta \alpha \int 0 dsm - 1 + F1 + Fm - 1 \left[ 1\int 0 dsm - 1 - \gamma \eta \int 0 dsm - 1 \right] = x\int 0 dsm - 1, (23) F0(1 - \beta ) + Fm - 1(1 - \gamma ) = 1. (24) In order to solve (19) – (24), firstly, F0 and Fm - 1 are uniquely obtained from (20) and (24) under the condition \Delta \equiv (1 - \beta )(1 - \gamma \eta m - 1) + (1 - \gamma )\beta \alpha m - 1 \not = 0 and then substituting the obtained values of F0 and Fm - 1 into the other equations in (19) – (24), we have ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 112 K. ÖZEN F0(x) = 1 - \gamma \eta m - 1 - (1 - \gamma )xm - 1 \Delta , Fi(x) = xi i! + \biggl[ 1 - \gamma \eta m - 1 - (1 - \gamma )xm - 1 \Delta \biggr] \beta \alpha m - 2 (m - 2)! - - \biggl[ \beta \alpha m - 1 + (1 - \beta )xm - 1 \Delta \biggr] \biggl\{ 1 - \gamma \eta i i! \biggr\} , i = 1, 2, . . . ,m - 2, Fm - 1(x) = \beta \alpha m - 1 + (1 - \beta )xm - 1 \Delta , Fm(\xi , x) = H(x - \xi ) (x - \xi )m - 1 (m - 1)! - - \biggl[ 1 - \gamma \eta m - 1 - (1 - \gamma )xm - 1 \Delta \biggr] H(\alpha - \xi )( - \beta ) (\alpha - \xi )m - 1 (m - 1)! - - \biggl[ \beta \alpha m - 1 + (1 - \beta )xm - 1 \Delta \biggr] \times \times \biggl[ (1 - \xi )m - 1 (m - 1)! - \gamma H(\eta - \xi ) (\eta - \xi )m - 1 (m - 1)! \biggr] . Hence, under the condition (1 - \beta )(1 - \gamma \eta m - 1) + (1 - \gamma )\beta \alpha m - 1 \not = 0 we have Green’s functional F (x) = \bigl( Fm(\xi , x), Fm - 1(x), Fm - 2(x), . . . , F0(x) \bigr) . The first component Fm(\xi , x) of this functional corresponds to Green’s function for the problem. After substitution \xi = s into Fm(\xi , x) for notational compatibility, one can see easily that the first component equals to G(x, s) in Example 3 of [31]. Consequently, by Theorem 3, Green’s solution can be represented by u(x) = 1\int 0 \biggl[ H(x - \xi ) (x - \xi )m - 1 (m - 1)! - - \biggl[ 1 - \gamma \eta m - 1 - (1 - \gamma )xm - 1 \Delta \biggr] H(\alpha - \xi )( - \beta ) (\alpha - \xi )m - 1 (m - 1)! - - \biggl[ \beta \alpha m - 1 + (1 - \beta )xm - 1 \Delta \biggr] \times \times \biggl[ (1 - \xi )m - 1 (m - 1)! - \gamma H(\eta - \xi ) (\eta - \xi )m - 1 (m - 1)! \biggr] \biggr] f(\xi ) d\xi since zm - 1 = zm - 2 = . . . = z0 = 0 for the problem. Example 2. Now, we consider the following nonlocal problem: (Vmu)(x) \equiv (e - xu(m - 1)(x))\prime = 0, x \in X = (0, 1), Viu \equiv u(i)(0) = 1, for i = m - 1,m - 2, . . . , 1, ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 113 V0u \equiv 1\int 0 u(\tau ) d\tau = e - 1. Here gi(x) = 1 for i = 1, 2, . . . ,m - 2, gm - 1(x) = e - x, A0(x) = 0, zm(x) = 0, aim - 1 = \left\{ 1 for i = m - 1, 0 for i \not = m - 1, zm - 1 = 1, Bm - 1(\xi ) = 0, aim - 2 = \left\{ 1 for i = m - 2, 0 for i \not = m - 2, zm - 2 = 1, Bm - 2(\xi ) = 0, . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ai2 = \left\{ 1 for i = 2, 0 for i \not = 2, z2 = 1, B2(\xi ) = 0, ai1 = \left\{ 1 for i = 1, 0 for i \not = 1, z1 = 1, B1(\xi ) = 0, a00 = 1\int 0 d\tau , z0 = e - 1, a10 = 1\int 0 \tau \int 0 dsm - 1 d\tau , a20 = 1\int 0 \tau \int 0 sm - 1\int 0 dsm - 2 dsm - 1 d\tau , . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . am - 2 0 = 1\int 0 \tau \int 0 sm - 1\int 0 . . . s3\int 0 ds2 . . . dsm - 2 dsm - 1 d\tau , am - 1 0 = 1\int 0 \tau \int 0 sm - 1\int 0 . . . s2\int 0 es1 ds1 . . . dsm - 2 dsm - 1 d\tau , B0(\xi ) = 1\int \xi \tau \int \xi sm - 1\int \xi . . . s2\int \xi es1 ds1 . . . dsm - 2 dsm - 1 d\tau . System (15) corresponding to the problem can be written in the form ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 114 K. ÖZEN Fm(\xi ) + F0 \left[ 1\int \xi \tau \int \xi sm - 1\int \xi . . . s2\int \xi es1 ds1 . . . dsm - 2 dsm - 1 d\tau \right] = = H(x - \xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi es1 ds1 . . . dsm - 2 dsm - 1, \xi \in (0, 1), F0 \biggl[ e - 1 (m - 1)! - 1 (m - 2)! - . . . - 1 - 1 \biggr] + Fm - 1 = = ex - xm - 2 (m - 2)! - xm - 3 (m - 3)! - . . . - x - 1, F0 (m - 1)! + Fm - 2 = xm - 2 (m - 2)! , (25) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . F0 3! + F2 = x2 2! , F0 2! + F1 = x, F0 = 1. Substituting the obtained value of F0 in (25) into the other equations, we have F0(x) = 1, Fi(x) = xi i! - 1 (i+ 1)! , i = 1, 2, . . . ,m - 2, Fm - 1(x) = ex - e - m - 2\sum i=0 xi i! + m\sum i=1 1 (i - 1)! , Fm(\xi , x) = H(x - \xi ) x\int \xi sm - 1\int \xi . . . s2\int \xi es1 ds1 . . . dsm - 2 dsm - 1 - - 1\int \xi \tau \int \xi sm - 1\int \xi . . . s2\int \xi es1 ds1 . . . dsm - 2 dsm - 1 d\tau . Thus, Green’s functional F (x) = \bigl( Fm(\xi , x), Fm - 1(x), Fm - 2(x), . . . , F0(x) \bigr) has been determined. The first component Fm(\xi , x) of this functional corresponds to Green’s function for the problem. Consequently, by Theorem 3, we have u(x) = ex since zm(\xi ) = 0, zm - 1 = zm - 2 = . . . = z1 = 1, z0 = e - 1 for the problem. ISSN 1027-3190. Укр. мат. журн., 2019, т. 71, № 1 GREEN’S FUNCTIONAL FOR HIGHER-ORDER ORDINARY DIFFERENTIAL EQUATIONS . . . 115 7. Conclusion. The introduced method for the second and third order linear ODEs with variable principal coefficient involving nonlocal conditions in [3, 26] is extended to the mth order linear ODEs with variable principal coefficient involving nonlocal conditions. As can be seen from the theory and illustrations, the proposed method principally is different from the known classical construction methods of Green’s function. The structural properties of the space of solutions instead of the classical Green’s formula of integration by parts are used. The proposed method can successfully be employed also for the problems resulting from the addition of some delayed, loaded (forced) or neutral terms to the operator Vm, provided that the linearity for the operator is conserved. The applicability easily to a very wide class of linear and some linear boundary-value problems involving linear nonlocal conditions is a natural property of the method. 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spelling umjimathkievua-article-14222019-12-05T08:54:16Z Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient Функцiонал Грiна для звичайних диференцiальних рiвнянь вищого порядку з нелокальними умовами загального вигляду та змiнним головним коефiцiєнтом Özen, K. Озен, К. The method of Green’s functional is a little-known technique for the construction of fundamental solutions to linear ordinary differential equations (ODE) with nonlocal conditions. We apply this technique to a higher order linear ODE involving general nonlocal conditions. A novel kind of adjoint problem and Green’s functional are constructed for the completely inhomogeneous problem. Several illustrative applications of the theoretical results are provided. Метод функцiонала Грiна є маловiдомою технiкою побудови фундаментальних розв’язкiв лiнiйних звичайних диференцiальних рiвнянь (ЗДР) з нелокальними умовами. В роботi цю технiку застосовано до лiнiйних ЗДР вищого порядку з нелокальними умовами загального вигляду. Спряжену проблему нового типу та функцiонал Грiна побудовано для повнiстю неоднорiдної задачi. Наведено також кiлька iлюстративних застосувань теоретичних результатiв. Institute of Mathematics, NAS of Ukraine 2019-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/1422 Ukrains’kyi Matematychnyi Zhurnal; Vol. 71 No. 1 (2019); 99-116 Український математичний журнал; Том 71 № 1 (2019); 99-116 1027-3190 en https://umj.imath.kiev.ua/index.php/umj/article/view/1422/406 Copyright (c) 2019 Özen K.
spellingShingle Özen, K.
Озен, К.
Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
title Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
title_alt Функцiонал Грiна для звичайних диференцiальних рiвнянь вищого порядку з нелокальними умовами загального вигляду та змiнним головним коефiцiєнтом
title_full Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
title_fullStr Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
title_full_unstemmed Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
title_short Green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
title_sort green’s functional for higher-order ordinary differential equations with general nonlocal conditions and variable principal coefficient
url https://umj.imath.kiev.ua/index.php/umj/article/view/1422
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AT ozenk greensfunctionalforhigherorderordinarydifferentialequationswithgeneralnonlocalconditionsandvariableprincipalcoefficient
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AT ozenk funkcionalgrinadlâzvičajnihdiferencialʹnihrivnânʹviŝogoporâdkuznelokalʹnimiumovamizagalʹnogoviglâdutazminnimgolovnimkoeficiêntom