On the constructive analysis of a two-point boundary value problem for a nonlinear Lyapunov equation (Q2496486)

Consider the matrix differential equation \[ {dX\over dt}= A(t)X+ XB(t)+ F(t,X)\tag{1} \] subject to the boundary condition \[ MX(0)= NX(\omega)= 0,\tag{2} \] where \(X,M,N\in \mathbb{R}^{n\times n}\), \(A,B\in \mathbb{C}(I,\mathbb{R}^{n\times n})\), \(F\in\mathbb{D}(D_\rho, \mathbb{R}^{n\times n})\), \(I= [0,\omega]\), \(D_\rho:= \{(t,x): t\in I,\| X\|\leq\rho\}\), \(\omega,\rho> 0\). \(F\) is Lipschitzian in \(X\), \(F(t,0)\not\equiv 0\). The authors derive conditions under which (1) and (2) have a unique solution. The proof is constructive.