Disconjugacy, disfocality, and differentiation with respect to boundary conditions (Q1088826)

For the nth order ordinary differential equation (1) \(y^{(n)}=f(x,y,y',...,y^{(n-1)}),\) where (i) \(f(x,y_ 1,...,y_ n): (a,b)\times {\mathbb{R}}^ n\to {\mathbb{R}}\) is continuous, and (ii) \(\partial f/\partial y_ i(x,y_ 1,...,y_ n): (a,b)\times {\mathbb{R}}^ n\to {\mathbb{R}},\) \(1\leq i\leq n\), are continuous, the paper is concerned with the differentiation with respect to both boundary points and boundary values of solutions of conjugate boundary value problems. An analogue of a theorem of Peano's, which dealt with differentiation of solutions of (1) with respect to initial conditions, is proved. In establishing this analogue, given a solution y(x) of (1), consideration is also given to solutions of the variational equation along y(x) which is defined by \[ (2)\quad Z^{(n)}=\sum^{n}_{i=1}\frac{\partial f}{\partial y_ i}(x,y(x),y'(x)),...,y^{(n-1)}(x))Z^{(i-1)}. \] The main theorem is as follows: Theorem: Let \(2\leq k\leq n\) be given and let \(m_ 1,...,m_ k\) be positive integers such that \(\sum^{k}_{i=1}m_ i=n\). Assume that (1) and the variational equation (2) along all solutions y(x) of (1) are \((m_ 1,...,m_ k)\) disconjugate on (a,b). Let u(x) be a solution of (1) with maximal interval of existence (a,\(\omega)\)(a,b). Let \(\alpha <x_ 1<...<x_ k<\omega\) be given, so that \(u(x)=u(x;x_ 1,...,x_ k,u_{01},...,u_{m_{\bar k}1,k})\), where \(u^{(i)}(x_ j)=u_{ij}\), \(0\leq i\leq m_ j-1\), \(1\leq j\leq k\). Then (a) For each \(1\leq \ell \leq k\) and \(0\leq r\leq m_{\ell}-1\), \(\partial u/\partial u_{r_{\ell}}\) exists on (\(\alpha\),\(\omega)\) and \(y_{r_{\ell}}\equiv \partial u/\partial u_{r_{\ell}}\) is the solution of the variational equation (2) along u(x) and satisfies the boundary conditions \(y_{r_{\ell}}^{(i)}(x_ j)=0\), \(0\leq i\leq m_ j-1\), \(1\leq j\leq k\), \(j\neq \ell\), \(y_{r_{\ell}}^{(i)}(x,\ell)=0\), \(0\leq i\leq m_{\ell}-1\), \(i\neq r\), and \(y_{r_{\ell}}^{(r)}(x_{\ell})=1\); (b) For each \(1\leq \ell \leq k\), \(\partial u/\partial x_{\ell}\) exists on (\(\alpha\),\(\omega)\) and \(z\equiv \partial u/\partial x_{\ell}\) is the solution for the variational equation (2) along u(x) and satisfies the boundary conditions \(z^{(i)}(x_ j)=0\), \(0\leq i\leq m_ j-1\), \(1\leq j\leq k\), \(j\neq \ell\), and \(z_{\ell}^{(i)}(x_{\ell})=-u^{(i+1)}(x_{\ell}),\) \(0\leq i\leq m_{\ell}-1\); and (c) For each \(1\leq \ell \leq k\), \((\partial u/\partial x)(x)=-\sum^{m-1,\ell}_{r=0}u^{(r+1)}(x_{\ell})u/\partial u_{r\ell}(x).\)