This section is devoted to solving the range equation (2.5) for system (1.1)–(1.2). Note that the method of solving the range equation (2.6)–(2.7) for system (1.4)–(1.5) is similar, so, we mainly discuss the range equation for the conservation case.
4.1 The Nash–Moser algorithm
For convenience, we denote \(u(x,t)=\tilde{u}(x,t)\), \(w(x,t)=\tilde{w}(x,t)\) and \(P_{W}(\tilde{w}-\tilde{u}+\bar{w}-\bar{u})^{+}=(\tilde{w}-\tilde{u})^{+}\). Consider the range equation
$$\begin{aligned}& \mathcal{L}_{\omega}u=K(w-u)^{+}+m_{b}g+\epsilon \tilde{h}_{1}(x,t), \end{aligned}$$
(4.1)
$$\begin{aligned}& \mathcal{J}_{\omega}w=-K(w-u)^{+}+m_{c}g+ \epsilon\tilde{h}_{2}(x,t), \end{aligned}$$
(4.2)
with the boundary condition
$$\begin{aligned}& u(0,t)=u(\pi,t)=0, \\& w(0,t)=w(\pi,t)=0,\qquad w_{xx}(0,t)=w_{xx}(\pi,t)=0. \end{aligned}$$
Define a sequence of subspaces
$$\begin{aligned}& W^{(i)}_{1}=\biggl\{ u=\sum_{1\leq|l|\leq N_{i}}u_{l,j} \varphi_{j}(x)e^{ilt}\biggr\} ,\qquad W^{(i)}_{2}= \biggl\{ w=\sum_{1\leq|l|\leq N_{i}}w_{l,j} \psi_{j}(x)e^{ilt}\biggr\} , \\& \bigl(W^{(i)}_{1}\bigr)^{\perp}=\biggl\{ u=\sum _{|l|\geq N_{i}}u_{l,j}\varphi_{j}(x)e^{ilt} \biggr\} , \qquad \bigl(W^{(i)}_{2}\bigr)^{\perp}=\biggl\{ w=\sum_{|l|\geq N_{i}}w_{l,j}\psi_{j}(x)e^{ilt} \biggr\} . \end{aligned}$$
Then
$$ W_{1}=W^{(i)}_{1}\otimes\bigl(W^{(i)}_{1} \bigr)^{\perp},\qquad W_{2}=W^{(i)}_{2}\otimes \bigl(W^{(i)}_{2}\bigr)^{\perp}, \quad i\in\mathbb{N}. $$
Let \(S_{i}\) denote the smooth projections on \(W^{(i)}_{1}\) and \(W^{(i)}_{2}\). For all \(\sigma, \sigma'\geq0\), the following smoothing properties hold:
$$ \begin{aligned} &\|S_{i}u\|_{\sigma+\sigma'}\leq N_{i}^{\sigma'}\|u\|_{\sigma}, \\ &N_{i}^{\sigma'} \bigl\Vert (I-S_{i})u \bigr\Vert _{\sigma}\leq\|u\|_{\sigma+\sigma'}, \end{aligned} $$
(4.3)
where θ satisfies assumption (4.53) below and \(N_{i}=e^{\theta^{i}}\) for all \(i\in\mathbb{N}\).
For convenience, we write in short
$$\begin{aligned}& X_{\sigma}=X_{\sigma,s}, \qquad \|u\|_{\sigma}=\|u \|_{\sigma,s}, \\& Y_{\sigma}=Y_{\sigma,s},\qquad \|w\|_{\sigma}=\|w \|_{\sigma,s}. \end{aligned}$$
Note that \((\mathcal{L}_{\omega}+C)^{-1}1=\frac{1}{C}\) (or for \(\mathcal{J}_{\omega}\)) holds in a suitable big space, for a constant \(C\neq0\). We introduce a fixed positive constant \(\eta_{i}\) (\(i\in\mathbb{N}\)) and operators
$$\begin{aligned}& \tilde{\mathcal{L}}_{\omega}=\omega^{2}m_{b} \partial_{tt}-Q\partial _{xx}+\eta_{i}, \\& \tilde{\mathcal{J}}_{\omega}=\omega^{2}m_{c} \partial_{tt}+EI\partial _{xxxx}+\eta_{i}. \end{aligned}$$
Remark 4.1
Another reason of introducing the parameters \(\eta_{i}\) is to get a more exact domain where \(m_{c}g\) and \(m_{b}g\) exist. Moreover, the optimal value of parameters \(\eta_{i}\) is obtained from the estimate in (4.57).
The range equations (4.1)–(4.2) become
$$\begin{aligned}& \tilde{\mathcal{L}}_{\omega}u=K(w-u)^{+}+\eta_{i} u+m_{c}g+\epsilon\tilde {h}_{1}(x,t), \end{aligned}$$
(4.4)
$$\begin{aligned}& \tilde{\mathcal{J}}_{\omega}w=-K(w-u)^{+}+\eta_{i} w+m_{b}g+\epsilon\tilde{h}_{2}(x,t). \end{aligned}$$
(4.5)
Summing up (4.4)–(4.5) yields
$$ \tilde{\mathcal{L}}_{\omega}u +\tilde{\mathcal{J}}_{\omega}w =\eta_{i}(u+w)+(m_{b}+m_{c})g+\epsilon( \tilde{h}_{1}+\tilde{h}_{2}). $$
(4.6)
Set
$$ A_{1}=\tilde{\mathcal{J}}_{\omega}^{-1}u, \qquad A_{2}=\tilde{\mathcal{L}}_{\omega}^{-1}w,\qquad A_{3}=\tilde{\mathcal{L}}_{\omega}^{-1}A_{1}+ \tilde{\mathcal{J}}_{\omega}^{-1}A_{2}. $$
(4.7)
By Eq. (4.6), it follows that
$$ A_{1}+A_{2}=\eta_{i}A_{3}+ \frac{1}{\eta_{i}^{2}}(m_{b}+m_{c})g+\epsilon \tilde{ \mathcal{L}}_{\omega}^{-1}\tilde{\mathcal{J}}_{\omega }^{-1}( \tilde{h}_{1}+\tilde{h}_{2}). $$
(4.8)
Combining the second equation in (4.2) with (4.8), we get
$$ \mathcal{J}_{\omega}\tilde{\mathcal{L}}_{\omega}A_{2} =-K(f_{1})^{+}+m_{b}g+\epsilon\tilde{h}_{2}(x,t), $$
(4.9)
where
$$ f_{1}=\biggl((\tilde{\mathcal{L}}_{\omega}+\tilde{ \mathcal{J}}_{\omega})A_{2}-\eta _{i}\tilde{ \mathcal{J}}_{\omega}A_{3}-\frac{1}{\eta_{i}}(m_{b}+m_{c})g -\epsilon\tilde{\mathcal{L}}_{\omega}^{-1}(\tilde{h}_{1}+ \tilde{h}_{2})\biggr)^{+}. $$
Let
$$ \Lambda=\mathcal{J}_{\omega}\tilde{\mathcal{L}}_{\omega}( \tilde{\mathcal {L}}_{\omega}+\tilde{\mathcal{J}}_{\omega})^{-1}, $$
(4.10)
and
$$ A_{4}=(\tilde{\mathcal{L}}_{\omega}+\tilde{ \mathcal{J}}_{\omega})A_{2}. $$
(4.11)
Then we rewrite (4.9) as
$$ \Lambda A_{4}+K(A_{4}-f_{2})^{+}=m_{b}g+ \epsilon\tilde{h}_{2}(x,t), $$
(4.12)
where
$$ f_{2}=\eta_{i}\tilde{\mathcal{J}}_{\omega}A_{3}+ \frac{1}{\eta_{i}}(m_{b}+m_{c})g +\epsilon\tilde{ \mathcal{L}}_{\omega}^{-1}(\tilde{h}_{1}+ \tilde{h}_{2}). $$
For convenience, we rewrite (4.12) as
$$ \Lambda a+K(a-f_{2})^{+}=m_{c}g+\epsilon \tilde{h}_{2}(x,t). $$
(4.13)
Then from
$$ w-u=\tilde{\mathcal{L}}_{\omega}w-\tilde{ \mathcal{J}}_{\omega}u=a-f_{2}, $$
(4.14)
the solution of system (4.1)–(4.2) can be written as
$$\begin{aligned}& u=\mathcal{L}_{\omega}^{-1}\bigl[K(a-f_{2})^{+}+m_{b}g+ \epsilon \tilde{h}_{1}\bigr], \end{aligned}$$
(4.15)
$$\begin{aligned}& w=\mathcal{J}_{\omega}^{-1}\bigl[-K(a-f_{2})^{+}+m_{c}g+ \epsilon \tilde{h}_{2}\bigr]. \end{aligned}$$
(4.16)
Remark 4.2
Outline of the strategy of the Nash–Moser algorithm:
Our target is to construct the approximation solution \(a_{\infty}= \sum_{i=0}^{\infty}a_{i}\) and the approximation parameters \((m_{c}g)_{\infty}= \sum_{i=0}^{\infty}(m_{c}g)_{i}\) and \((m_{b}g)_{\infty}= \sum_{i=0}^{\infty}(m_{b}g)_{i}\) of Eq. (4.13) by the Nash–Moser algorithm. Then, by (4.15)–(4.16), the solution in the range equations (4.1)–(4.2) is
$$\begin{aligned}& u_{\infty}=\mathcal{L}_{\omega}^{-1}\bigl[K \bigl(a_{\infty}-f_{2}^{(\infty )}\bigr)^{+}+(m_{b}g)_{\infty}+ \epsilon \tilde{h}_{1}\bigr], \\& w_{\infty}=\mathcal{J}_{\omega}^{-1}\bigl[-K \bigl(a_{\infty}-f_{2}^{(\infty )}\bigr)^{+}+(m_{c}g)_{\infty}+ \epsilon \tilde{h}_{2}\bigr], \end{aligned}$$
where
$$ f_{2}^{(\infty)}=\frac{K}{2}+\epsilon\tilde{L}_{\omega}( \tilde{h}_{1}+\tilde{h}_{2}). $$
In fact, if we choose suitable initial approximation \((u_{0},w_{0})\), then, by (4.7) and (4.11), the initial approximation \(a_{0}\) of (4.13) can be obtained. Furthermore, by (4.15)–(4.16), the corresponding first step approximation solution of (4.1)–(4.2) is
$$\begin{aligned}& u_{1}=\mathcal{L}_{\omega }^{-1}\bigl[K \bigl(a_{0}+a_{1}-f_{2}^{(0)} \bigr)^{+}+(m_{b}g)_{0}+(m_{b}g)_{1}+ \epsilon \tilde{h}_{1}\bigr]\in W_{1}^{(1)}, \\& w_{1}=\mathcal{J}_{\omega }^{-1}\bigl[-K \bigl(a_{0}+a_{1}-f_{2}^{(0)} \bigr)^{+}+(m_{c}g)_{0}+(m_{c}g)_{1}+ \epsilon \tilde{h}_{2}\bigr]\in W_{2}^{(1)}. \end{aligned}$$
To obtain the ith step approximation solution \((u_{i},w_{i})\), we first need to get the ith step approximation solution \(\sum_{k=0}^{i}a_{k}\) and the ith step approximation parameters \(\sum_{k=0}^{i}(m_{b}g)_{k}\) and \(\sum_{k=0}^{i}(m_{c}g)_{k}\). Lemmas 4.3–4.4 show how to get the ith approximation step \(a_{i}\). In the process of proving convergence of Nash–Moser algorithm, the optimal ith approximation step value of parameters \((m_{b}g)_{i}\) and \((m_{c}g)_{i}\) can be determined in Lemmas 4.5–4.6. Then, by (4.15)–(4.16), the corresponding ith step approximation solution of (4.1)–(4.2) is
$$\begin{aligned}& u_{i}=\mathcal{L}_{\omega}^{-1}\Biggl[K\Biggl(\sum _{k=0}^{i}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}+\sum_{k=0}^{i}(m_{c}g)_{k}+ \epsilon S_{i-1}\tilde{h}_{1}\Biggr]\in W_{1}^{(i)}, \\& w_{i}=\mathcal{J}_{\omega}^{-1}\Biggl[-K\Biggl(\sum _{k=0}^{i}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}+\sum_{k=0}^{i}(m_{b}g)_{k}+ \epsilon S_{i-1}\tilde{h}_{2}\Biggr]\in W_{2}^{(i)}, \end{aligned}$$
where
$$ f_{2}^{(i-1)}=\eta_{i-1}\tilde{\mathcal{J}}_{\omega}A_{3}^{(i-1)}+ \frac {(m_{b}g)_{i-1}+(m_{c}g)_{i-1}}{\eta_{i-1}} +\epsilon\tilde{\mathcal{L}}_{\omega}^{-1}S_{i-1}( \tilde{h}_{1}+\tilde{h}_{2}). $$
Since there are errors (denoted by \(E_{i}\)) in constructing each approximation step, the convergence of Nash–Moser algorithm remains to be treated. We will prove it in Lemma 4.6.
Fix the following “nonresonant” set:
$$\begin{aligned} \mathcal{D}_{\gamma} :=&\biggl\{ (\nu,\omega)\in\bigl(\nu', \nu''\bigr)\times(\gamma ,+\infty): \bigl\vert \omega\sqrt{m_{b}+m_{c}}l-\sqrt{EIj^{4}+Qj^{2}} \bigr\vert \geq\frac{\gamma}{ \vert l \vert ^{\kappa +1}}, \\ & \biggl\vert 1+K\biggl(\frac{1}{2\omega\sqrt{m_{b}}l(\omega\sqrt{m_{b}}l-\sqrt{Q}j)}+\frac {1}{2\omega\sqrt{m_{c}}l(\omega\sqrt{m_{c}}l-\sqrt{EI}j^{2})}\biggr) \biggr\vert \geq\frac{\gamma }{ \vert l \vert ^{\kappa+1}}, \\ & \vert \omega\sqrt{m_{b}}l-\sqrt{Q}j \vert \geq \frac{\gamma}{ \vert l \vert ^{\kappa+1}}, \bigl\vert \omega\sqrt{m_{c}}l- \sqrt{EI}j^{2} \bigr\vert \geq\frac{\gamma}{ \vert l \vert ^{\kappa+1}}, \frac{\nu}{\omega} \leq C\gamma^{2}, l,j\geq1\biggr\} , \end{aligned}$$
(4.17)
where \(\kappa\in(0,+\infty)\), \((\nu',\nu'')\) denotes a neighborhood of \(\nu_{0}\), for some \(\nu_{0}\in[0,\nu''']\), and
$$ \nu=\max\biggl\{ \frac{1}{\sqrt{m_{b}}},\frac{1}{\sqrt{m_{c}}}\biggr\} . $$
Remark 4.3
In what follows, for each iteration step \(i\in\mathbb{N}\), the nonresonant conditions
$$\begin{aligned}& \bigl\vert \sqrt{\omega^{2}(m_{b}+m_{c})l^{2}-2 \eta_{i}}-\sqrt{EIj^{4}+Qj^{2}} \bigr\vert \geq \frac {\gamma}{ \vert l \vert ^{\kappa+1}}, \\& \bigl\vert \sqrt{\omega^{2}m_{b}l^{2}- \eta_{i}}-\sqrt{Q}j \bigr\vert \geq\frac{\gamma}{ \vert l \vert ^{\kappa+1}},\qquad \bigl\vert \sqrt{\omega^{2}m_{c}l^{2}- \eta_{i}}-\sqrt{Q}j^{2} \bigr\vert \geq\frac{\gamma }{ \vert l \vert ^{\kappa+1}}, \end{aligned}$$
and
$$\begin{aligned}& \biggl\vert 1+K\biggl[\frac{1}{-\omega^{2}m_{b}l+Qj^{2}+\eta_{i}}+\frac{1}{-\omega ^{2}m_{c}l^{2}+EIj^{4}}+\frac{\eta_{i}}{(-\omega^{2}m_{b}l+Qj^{2}+\eta_{i})(-\omega ^{2}m_{c}l^{2}+EIj^{4})} \biggr] \biggr\vert \\& \quad \geq\frac{\gamma}{|l|^{\kappa+1}} \end{aligned}$$
are also needed. But we find that if \(\omega\in[\gamma,+\infty]\backslash\mathcal{D}_{\gamma}\), then, for \(i\in\mathbb{N}\), \(|l|< N_{i}\) and \(\eta_{i}< e^{-N_{i}}\), one derives
$$\begin{aligned}& \bigl\vert \sqrt{\omega^{2}(m_{b}+m_{c})l^{2}-2 \eta_{i}}-\sqrt{EIj^{4}+Qj^{2}} \bigr\vert \\& \quad = \bigl\vert \omega\sqrt{m_{b}+m_{c}}l- \sqrt{EIj^{4}+Qj^{2}}+\sqrt{\omega ^{2}(m_{b}+m_{c})l^{2}-2 \eta_{i}}-\omega\sqrt{m_{b}+m_{c}}l \bigr\vert \\& \quad \geq \bigl\vert \omega\sqrt{m_{b}+m_{c}}l- \sqrt{EIj^{4}+Qj^{2}} \bigr\vert -\frac{2\eta_{i}}{\sqrt {\omega^{2}(m_{b}+m_{c})l^{2}-2\eta_{i}}+\omega\sqrt{m_{b}+m_{c}}l} \\& \quad \geq \frac{\gamma}{ \vert l \vert ^{\kappa+1}}-\frac{C(\gamma)\eta_{i}}{2 \vert l \vert } \\& \quad \geq \frac{\gamma}{2 \vert l \vert ^{\kappa+1}}. \end{aligned}$$
In a similar manner, we obtain
$$ \bigl\vert \sqrt{\omega^{2}m_{b}l^{2}- \eta_{i}}-\sqrt{Q}j \bigr\vert \geq\frac{\gamma}{ \vert l \vert ^{\kappa+1}},\qquad \bigl\vert \sqrt{\omega^{2}m_{c}l^{2}- \eta_{i}}-\sqrt{Q}j^{2} \bigr\vert \geq\frac{\gamma}{ \vert l \vert ^{\kappa+1}}. $$
Finally, for \(i\in\mathbb{N}\), \(|l|< N_{i}\) and \(\eta_{i}< e^{-N_{i}}\), we have
$$\begin{aligned}& \biggl\vert 1+K\biggl[\frac{1}{-\omega^{2}m_{b}l+Qj^{2}+\eta_{i}}+\frac{1}{-\omega ^{2}m_{c}l^{2}+EIj^{4}}+\frac{\eta_{i}}{(-\omega^{2}m_{b}l+Qj^{2}+\eta_{i})(-\omega ^{2}m_{c}l^{2}+EIj^{4})} \biggr] \biggr\vert \\& \quad \geq \biggl\vert 1+K\biggl(\frac{1}{-\omega^{2}m_{b}l+Qj^{2}}+\frac{1}{-\omega ^{2}m_{c}l^{2}+EIj^{4}}\biggr) \biggr\vert \\& \qquad {}-K \biggl\vert \frac{1}{-\omega^{2}m_{b}l+Qj^{2}+\eta_{i}}-\frac{1}{-\omega ^{2}m_{b}l+Qj^{2}} \biggr\vert \\& \qquad {} - \biggl\vert \frac{K\eta_{i}}{(-\omega^{2}m_{b}l+Qj^{2}+\eta_{i})(-\omega ^{2}m_{c}l^{2}+EIj^{4})} \biggr\vert \\& \quad \geq \biggl\vert 1+K\biggl(\frac{1}{2\omega\sqrt{m_{b}}l(\omega\sqrt{m_{b}}l-\sqrt {Q}j)}+\frac{1}{2\omega\sqrt{m_{c}}l(\omega\sqrt{m_{c}}l-\sqrt {EI}j^{2})}\biggr) \biggr\vert \\& \qquad {}-2K\eta_{i}\gamma^{2} \vert l \vert ^{2\kappa+2} \\& \quad \geq\frac{\gamma}{2 \vert l \vert ^{\kappa+1}}. \end{aligned}$$
Therefore, the nonresonant condition is sufficient to keep the operators \(\mathcal{L}_{\omega}\), \(\tilde{\mathcal{L}}_{\omega}\), \(\mathcal{J}_{\omega}\), \(\tilde{\mathcal{J}}_{\omega}\), Λ and \(1+K\Lambda^{-1}\) invertible in a bigger space.
Lemma 4.1
Let
\(\omega\in\mathcal{X}(\nu)\)
and
\(\bar{\sigma}>\tilde{\sigma}\geq0\). Then the “diagonal” operators
\(\mathcal{L}_{\omega}\), \(\mathcal{J}_{\omega}\), \(\tilde{\mathcal{L}}_{\omega}\)
and
\(\tilde{\mathcal{J}}_{\omega}\)
satisfy the following:
(1) For any
\((u,w)\in X_{\sigma}\times Y_{\sigma}\),
$$\begin{aligned}& \mathcal{L}_{\omega}u = \mathcal{L}_{\omega}\biggl( \sum _{(l,j)\in \mathbb{Z}^{2}}u_{l,j}\varphi_{j}(x)e^{ilt} \biggr)=\lambda_{l,j} u, \\& \mathcal{J}_{\omega}w = \mathcal{J}_{\omega}\biggl( \sum _{(l,j)\in \mathbb{Z}^{2}}w_{l,j}\psi_{j}(x)e^{ilt} \biggr)=\mu_{l,j} w, \\& \tilde{\mathcal{L}}_{\omega}u = \tilde{\mathcal{L}}_{\omega } \biggl( \sum_{(l,j)\in\mathbb{Z}^{2}}u_{l,j}\varphi _{j}(x)e^{ilt}\biggr)=\tilde{\lambda}_{l,j} u, \\& \tilde{\mathcal{J}}_{\omega}w = \tilde{\mathcal{J}}_{\omega } \biggl( \sum_{(l,j)\in\mathbb{Z}^{2}}w_{l,j}\psi _{j}(x)e^{ilt}\biggr)=\tilde{\mu}_{l,j}w, \end{aligned}$$
where
$$ \begin{aligned} &\lambda_{l,j}=- \omega^{2}m_{b}l^{2}+Qj^{2},\qquad \mu_{l,j}=-\omega ^{2}m_{c}l^{2}+EIj^{4}, \\ &\tilde{\lambda}_{l,j}=-\omega^{2}m_{b}l^{2}+Qj^{2}+ \eta_{i},\qquad \tilde{\mu }_{l,j}=-\omega^{2}m_{c}l^{2}+EIj^{4}+ \eta_{i}. \end{aligned} $$
(4.18)
Operators
\(\mathcal{L}_{\omega}\), \(\tilde{\mathcal{L}}_{\omega}\), \(\mathcal{J}_{\omega}\)
and
\(\tilde{\mathcal{J}}_{\omega}\)
are invertible and map the spaces
\(X_{\bar{\sigma},s}\)
and
\(Y_{\bar{\sigma},s}\)
onto space
\(X_{\tilde{\sigma},s}\)
and
\(Y_{\bar{\sigma},s}\), respectively, and
$$\begin{aligned}& \mathcal{L}_{\omega}^{-1}u=\mathcal{L}_{\omega}^{-1} \biggl(\sum_{(l,j)\in \mathbb{Z}^{2}}u_{l,j} \varphi_{j}(x)e^{ilt}\biggr)=\lambda_{l,j}^{-1} u, \\& \mathcal{J}_{\omega}^{-1}w=\mathcal{J}_{\omega}^{-1} \biggl(\sum_{(l,j)\in \mathbb{Z}^{2}}w_{l,j} \psi_{j}(x)e^{ilt}\biggr)=\mu_{l,j}^{-1} w, \\& \tilde{\mathcal{L}}_{\omega}^{-1}u=\tilde{\mathcal{L}}_{\omega }^{-1} \biggl(\sum_{(l,j)\in\mathbb{Z}^{2}}u_{l,j} \varphi_{j}(x)e^{ilt}\biggr)=\tilde {\lambda}_{l,j}^{-1} u, \\& \tilde{\mathcal{J}}_{\omega}^{-1}w=\tilde{\mathcal{J}}_{\omega }^{-1} \biggl(\sum_{(l,j)\in\mathbb{Z}^{2}}w_{l,j} \psi_{j}(x)e^{ilt}\biggr)=\tilde{\mu }_{l,j}^{-1}w, \\& \Lambda^{-1}u=\biggl(\frac{1}{\mathcal{J}_{\omega}}+\frac{1}{\tilde{\mathcal {L}}_{\omega}}+ \frac{\eta_{i}}{\mathcal{J}_{\omega}\tilde{\mathcal {L}}}_{\omega}\biggr) \biggl(\sum _{(l,j)\in\mathbb{Z}^{2}}u_{l,j}\varphi_{j}(x)e^{ilt} \biggr) =\bigl(\mu_{l,j}^{-1}+\tilde{\lambda}_{l,j}^{-1}+ \eta_{i}\mu_{l,j}^{-1}\tilde {\lambda}_{l,j}^{-1} \bigr)u, \end{aligned}$$
where
\(\lambda_{l,j}\), \(\mu_{l,j}\), \(\tilde{\lambda}_{l,j}\)
and
\(\tilde{\mu}_{l,j}\)
are defined in (4.18).
(2) Set
$$\begin{aligned}& \Sigma_{1}(\varpi):=\sup_{(l,j)\in\mathbb{Z}^{2}/\{0\}}\bigl( \bigl\vert \omega ^{2}m_{b}l^{2}-Qj^{2} \bigr\vert ^{-1}e^{-\varpi \vert l \vert }\bigr), \\& \Sigma_{2}(\varpi):=\sup_{(l,j)\in\mathbb{Z}^{2}/\{0\}}\bigl( \bigl\vert \omega ^{2}m_{c}l^{2}-EIj^{4} \bigr\vert ^{-1}e^{-\varpi \vert l \vert }\bigr), \\& \Sigma_{3}(\varpi):=\sup_{(l,j)\in\mathbb{Z}^{2}/\{0\}}\bigl( \bigl\vert \omega ^{2}m_{b}l^{2}-Qj^{2}+ \eta_{i} \bigr\vert ^{-1}e^{-\varpi \vert l \vert }\bigr), \\& \Sigma_{4}(\varpi):=\sup_{(l,j)\in\mathbb{Z}^{2}/\{0\}}\bigl( \bigl\vert \omega ^{2}m_{c}l^{2}-EIj^{4}+ \eta_{i} \bigr\vert ^{-1}e^{-\varpi \vert l \vert }\bigr), \\& \Sigma_{5}(\varpi):=\sup_{(l,j)\in\mathbb{Z}^{2}/\{0\}}\bigl( \eta_{i} \bigl\vert \omega ^{2}m_{c}l^{2}-EIj^{4} \bigr\vert ^{-1} \bigl\vert \omega^{2}m_{b}l^{2}-Qj^{2}+ \eta_{i} \bigr\vert ^{-1}e^{-2\varpi \vert l \vert }\bigr). \end{aligned}$$
Then we have
$$\begin{aligned}& \bigl\Vert \mathcal{L}_{\omega}^{-1}u \bigr\Vert _{\tilde{\sigma}}\leq\Sigma_{1}(\bar {\sigma}-\tilde{\sigma}) \Vert u \Vert _{\bar{\sigma}},\qquad \bigl\Vert \mathcal{J}_{\omega }^{-1}w \bigr\Vert _{\tilde{\sigma}}\leq\Sigma_{2}(\bar{\sigma}-\tilde{ \sigma}) \Vert w \Vert _{\bar{\sigma}}, \\& \bigl\Vert \tilde{\mathcal{L}}_{\omega}^{-1}u \bigr\Vert _{\tilde{\sigma}}\leq\Sigma _{3}(\bar{\sigma}-\tilde{\sigma}) \Vert u \Vert _{\bar{\sigma}}, \qquad \bigl\Vert \tilde{\mathcal {J}}_{\omega}^{-1}w \bigr\Vert _{\tilde{\sigma}}\leq\Sigma_{4}(\bar{\sigma}-\tilde { \sigma}) \Vert w \Vert _{\bar{\sigma}}, \\& \bigl\Vert \Lambda^{-1}u \bigr\Vert _{\tilde{\sigma}}\leq\bigl( \Sigma_{2}(\bar{\sigma}-\tilde {\sigma})+\Sigma_{3}(\bar{ \sigma}-\tilde{\sigma})+\Sigma_{5}(\bar{\sigma }-\tilde{\sigma})\bigr) \Vert u \Vert _{\bar{\sigma}}, \end{aligned}$$
and
$$ \Sigma_{1}(\varpi),\Sigma_{2}(\varpi),\Sigma_{3}( \varpi),\Sigma_{4}(\varpi)\leq \frac{C\gamma}{\varpi^{\kappa}}\biggl( \frac{\kappa}{e}\biggr)^{\kappa},\qquad \Sigma_{5}(\varpi)\leq \frac{C^{2}\gamma^{2}}{\varpi^{2\kappa+2}}\biggl(\frac{2\kappa +2}{e}\biggr)^{2\kappa+2}, $$
where
C
is a positive constant.
Proof
The property of the operators \(\mathcal{L}_{\omega}\), \(\mathcal{J}_{\omega}\), \(\tilde{\mathcal{L}}_{\omega}\) and \(\tilde{\mathcal{J}}_{\omega}\) is obvious. Now we verify the property of the operators \(\mathcal{L}_{\omega}^{-1}\), \(\mathcal{J}_{\omega}^{-1}\), \(\tilde{\mathcal{L}}_{\omega}^{-1}\) and \(\tilde{\mathcal{J}}_{\omega}^{-1}\). We have
$$\begin{aligned} \bigl\Vert \mathcal{L}_{\omega}^{-1}u \bigr\Vert _{\tilde{\sigma}} =&\sum_{l\in\mathbb{Z}}\bigl( \bigl\vert \omega^{2}m_{b}l^{2}-Qj^{2} \bigr\vert ^{-1}e^{-(\bar{\sigma }-\tilde{\sigma}) \vert l \vert }\bigr) \vert u_{l,j} \vert \bigl\vert \varphi_{j}(x) \bigr\vert e^{ \vert l \vert \bar{\sigma}} \\ \leq&\Sigma_{1}(\bar{\sigma}-\tilde{\sigma})\|u\|_{\bar{\sigma}}. \end{aligned}$$
Since \(\omega\in\mathcal{D}_{\gamma}\), we have
$$\begin{aligned} \bigl\vert \omega^{2}m_{b}l^{2}-Qj^{2} \bigr\vert ^{-1} =& \vert \omega\sqrt{m_{b}}l-\sqrt{Q}j \vert ^{-1} \vert \omega \sqrt{m_{b}}l+\sqrt{Q}j \vert ^{-1} \\ \leq&\frac{|l|^{\kappa+1}}{\gamma}\frac{\nu|l|}{\omega}=|l|^{\kappa }\gamma. \end{aligned}$$
Then, from \(\sup_{x>0}(x^{y}e^{-x})=(\frac{y}{e})^{y}\), \(\forall y\geq0\), we obtain
$$ \Sigma_{1}(\varpi)\leq\frac{\gamma}{\varpi^{\kappa}}\biggl(\frac{\kappa }{e} \biggr)^{\kappa}. $$
In a same manner, we can get the property of the operators \(\mathcal{J}_{\omega}^{-1}\), \(\tilde{\mathcal{L}}_{\omega}^{-1}\), \(\tilde{\mathcal{J}}_{\omega}^{-1}\) and \(\Lambda^{-1}\). □
To solve (4.13), introduce the function spaces
$$ W^{(i)}_{3}:=\biggl\{ a=\sum_{1\leq|l|\leq N_{i}}a_{l,j} \phi_{j}(x)e^{ilt}\biggr\} , $$
where \(\{\phi_{j}(x)=\sin(jx)\}\) is the complete orthonormal system of the eigenfunctions of the operator Λ.
Lemma 4.2
Let
\(\omega\in\mathcal{X}(\nu)\). Then, for a constant
\(K>0\), equation
$$ \Lambda a_{i}+K(a_{i})^{+}+E_{i-1}=0 $$
(4.19)
has a unique solution
\(a_{i}\in W^{(i)}_{3}\). Especially, equation
$$ \Lambda a_{i}+K(a_{i})^{+}=0 $$
has a unique solution
\(a_{i}=0\). Furthermore,
$$ \|a_{i}\|_{\sigma}\leq C\Sigma_{5}( \bar{\sigma}-\sigma)\|E_{i-1}\|_{\bar{\sigma}}, $$
(4.20)
where
\(i\in\mathbb{N}\), \(\bar{\sigma}>\sigma\), \(E_{i-1}\)
is periodic in time
t
and does not depend on
\(a_{i}\).
Proof
For convenience, we denote \(a=a_{i}\) and \(E=E_{i-1}\), \(i\in\mathbb{N}\). From the definition of operator Λ in (4.10), \(a= \sum_{1\leq|l|\leq N_{i}}a_{l,j}\phi_{j}(x)e^{ilt}\) and \(E= \sum_{1\leq|l|\leq N_{i}}E_{l,j}\phi_{j}(x)e^{ilt}\), Eq. (4.19) can be written as
$$\begin{aligned} &\sum_{1\leq|l|\leq N_{i}}\frac{\tilde{\lambda}_{l,j}\mu_{l,j}}{\tilde{\lambda}_{l,j}+\tilde {\mu}_{l,j}}a_{l,j} \phi_{j}(x)e^{ilt}+K\biggl(\sum_{1\leq|l|\leq N_{i}}a_{l,j} \phi_{j}(x)e^{ilt}\biggr)^{+} \\ &\quad {}+\sum_{1\leq|l|\leq N_{i}}E_{l,j} \phi_{j}(x)e^{ilt}=0. \end{aligned}$$
(4.21)
Denote the domain \(\Omega^{+}:=\{(x,t)\mid a= \sum_{1\leq|l|\leq N_{i}}a_{l,j}\phi_{j}(x)e^{ilt}\geq0\}\). Then, comparing the coefficients of the above equation in \(\Omega^{+}\), we get
$$ \biggl(\frac{\tilde{\lambda}_{l,j}\mu_{l,j}}{\tilde{\lambda}_{l,j}+\tilde{\mu }_{l,j}}+K\biggr)a_{l,j}=-E_{l,j}, $$
which implies that
$$ a_{l,j}=\frac{-\tilde{\lambda}_{l,j}-\tilde{\mu}_{l,j}}{\tilde{\lambda }_{l,j}\mu_{l,j}+K\tilde{\lambda}_{l,j}+K\tilde{\mu}_{l,j}}E_{l,j}. $$
(4.22)
Denote the domain \(\Omega^{-}:=\{(x,t)\mid a= \sum_{1\leq|l|\leq N_{i}}a_{l,j}\phi_{j}(x)e^{ilt}\leq0\}\). Then, from (4.21), it follows
$$ \sum_{1\leq|l|\leq N_{i}}\frac{\tilde{\lambda}_{l,j}\mu_{l,j}}{\tilde{\lambda}_{l,j}+\tilde {\mu}_{l,j}}a_{l,j} \phi_{j}(x)e^{ilt}+\sum_{1\leq|l|\leq N_{i}}E_{l,j} \phi_{j}(x)e^{ilt}=0. $$
Comparing the coefficients of the above equation, one derives
$$ a_{l,j}=\frac{-\tilde{\lambda}_{l,j}-\tilde{\mu}_{l,j}}{\tilde{\lambda }_{l,j}\mu_{l,j}}E_{l,j}. $$
(4.23)
Note that \(\phi_{j}(x)=\sin(jx)\), \(j\in\mathbb{Z}\). So, we have
$$\begin{aligned} a\biggl(t,\frac{\pi}{j}\biggr) =& \sum_{1\leq|l|\leq N_{i}} \frac{-\tilde{\lambda}_{l,j}-\tilde{\mu}_{l,j}}{\tilde{\lambda }_{l,j}\mu_{l,j}+K\tilde{\lambda}_{l,j}+K\tilde{\mu}_{l,j}}E_{l,j}\phi _{j}\biggl(\frac{\pi}{j} \biggr)e^{ilt} \\ =& \sum_{1\leq|l|\leq N_{i}}\frac{-\tilde{\lambda}_{l,j}-\tilde{\mu}_{l,j}}{\tilde{\lambda }_{l,j}\mu_{l,j}}E_{l,j} \phi_{j}\biggl(\frac{\pi}{j}\biggr)e^{ilt}=0. \end{aligned}$$
(4.24)
Combining (4.22)–(4.23) with (4.24), there exists a unique solution \(a_{i}\in W_{3}^{(i)}\). Here, the solution \(a_{i}\) is in \(\mathbb{C}((0,\pi),\mathbb{R})\). Especially, when \(E_{i-1}=0\), there exists a unique zero solution.
Due to nonresonant condition and Remark 4.3, we have
$$\begin{aligned} \biggl\vert \frac{1}{\mu_{l,j}}+\frac{1}{\tilde{\lambda}_{l,j}}+\frac{\eta _{i}}{\tilde{\lambda}_{l,j}\mu_{l,j}} \biggr\vert \leq& \biggl\vert \frac{1}{\mu_{l,j}} \biggr\vert + \biggl\vert \frac {1}{\tilde{\lambda}_{l,j}} \biggr\vert +\eta_{i} \biggl\vert \frac{1}{\tilde{\lambda}_{l,j}\mu _{l,j}} \biggr\vert \\ \leq& \vert l \vert ^{\kappa+1}\gamma\bigl(2+\eta_{i} \vert l \vert ^{\kappa+1}\gamma\bigr). \end{aligned}$$
(4.25)
Furthermore, by (4.22)–(4.25), Remark 4.3 and \(\sup_{x>0}(x^{y}e^{-x})=(\frac{y}{e})^{y}\), one derives
$$\begin{aligned} \|a\|_{\sigma} \leq&\max\biggl\{ \sum_{1\leq \vert l \vert , \vert j \vert \leq N_{i}} \biggl\vert \frac{\tilde{\lambda}_{l,j}+\tilde{\mu}_{l,j}}{\tilde{\lambda }_{l,j}\mu_{l,j}+K\tilde{\lambda}_{l,j}+K\tilde{\mu }_{l,j}} \biggr\vert \vert E_{l,j} \vert \bigl\vert \phi_{j}(x) \bigr\vert e^{ \vert l \vert \sigma}, \\ &\sum_{1\leq \vert l \vert , \vert j \vert \leq N_{i}} \biggl\vert \frac{\tilde{\lambda}_{l,j}+\tilde{\mu }_{l,j}}{\tilde{\lambda}_{l,j}\mu_{l,j}} \biggr\vert \vert E_{l,j} \vert \bigl\vert \phi _{j}(x) \bigr\vert e^{ \vert l \vert \sigma}\biggr\} \\ \leq&\max\biggl\{ \sum_{1\leq \vert l \vert , \vert j \vert \leq N_{i}} \biggl\vert \frac{1}{\mu_{l,j}}+\frac{1}{\tilde{\lambda}_{l,j}}+\frac{\eta _{i}}{\tilde{\lambda}_{l,j}\mu_{l,j}} \biggr\vert \biggl\vert 1+K\biggl(\frac{1}{\mu_{l,j}}+\frac{1}{\tilde{\lambda}_{l,j}}+\frac{\eta _{i}}{\tilde{\lambda}_{l,j}\mu_{l,j}}\biggr) \biggr\vert \\ &{}\times \vert E_{l,j} \vert \bigl\vert \phi_{j}(x) \bigr\vert e^{ \vert l \vert \sigma }, \\ &\sum_{1\leq \vert l \vert , \vert j \vert \leq N_{i}} \biggl\vert \frac{1}{\mu_{l,j}}+ \frac{1}{\tilde {\lambda}_{l,j}}+\frac{\eta_{i}}{\tilde{\lambda}_{l,j}\mu _{l,j}} \biggr\vert \vert E_{l,j} \vert \bigl\vert \phi_{j}(x) \bigr\vert e^{ \vert l \vert \sigma}\biggr\} \\ \leq&\max\biggl\{ \sum_{1\leq \vert l \vert , \vert j \vert \leq N_{i}} \vert l \vert ^{2\kappa+2}\bigl(2+\eta_{i} \vert l \vert ^{\kappa+1}\gamma \bigr) \vert E_{l,j} \vert \bigl\vert \phi _{j}(x) \bigr\vert e^{ \vert l \vert \sigma}, \\ &\gamma\sum_{1\leq \vert l \vert , \vert j \vert \leq N_{i}} \vert l \vert ^{\kappa+1}\bigl(2+\eta_{i} \vert l \vert ^{\kappa+1}\gamma \bigr) \vert E_{l,j} \vert \bigl\vert \phi _{j}(x) \bigr\vert e^{ \vert l \vert \sigma}\biggr\} \\ \leq&\max\bigl\{ C\Sigma_{5}(\bar{\sigma}-\sigma)\|E \|_{\bar{\sigma}},\gamma \Sigma_{1}(\bar{\sigma}-\sigma)\|E \|_{\bar{\sigma}}\bigr\} \\ \leq&C\Sigma_{5}(\bar{\sigma}-\sigma)\|E\|_{\bar{\sigma}}, \end{aligned}$$
where C is a constant, \(\Sigma_{1}(\bar{\sigma}-\sigma)\) and \(\Sigma_{5}(\bar{\sigma}-\sigma)\) are defined in Lemma 4.1. This completes the proof. □
Define
$$ \mathcal{M}(a,m_{b}g)=\Lambda a+K(a-f_{2})^{+}-m_{b}g- \epsilon\tilde{h}_{2}(x,t)=0. $$
(4.26)
Lemma 4.3
Let
\(\omega\in\mathcal{X}(\nu)\). Then Eq. (4.26) possesses the first step approximation
\(a_{1}\in W_{3}^{(1)}\)
satisfying (4.20) for
\(i=1\). For the range equation (4.1)–(4.2), we obtain the corresponding approximation solution
$$\begin{aligned}& u_{1}=\mathcal{L}_{\omega }^{-1} \bigl[K_{0}\bigl(a_{0}+a_{1}-f_{2}^{(0)} \bigr)^{+}+(m_{c}g)_{0}+(m_{c}g)_{1}+ \epsilon S_{1}\tilde{h}_{1}\bigr]\in W_{1}^{(1)}, \end{aligned}$$
(4.27)
$$\begin{aligned}& w_{1}=\mathcal{J}_{\omega }^{-1} \bigl[-K_{0}\bigl(a_{0}+a_{1}-f_{2}^{(0)} \bigr)^{+}+(m_{b}g)_{0}+(m_{b}g)_{1}+ \epsilon S_{1}\tilde{h}_{2}\bigr]\in W_{2}^{(1)}, \end{aligned}$$
(4.28)
where
$$\begin{aligned}& f_{2}^{(0)}=\eta_{0}\tilde{\mathcal{J}}_{\omega}A_{3}^{(0)}+ \frac {(m_{b}g)_{0}+(m_{c}g)_{0}}{\eta_{0}} +\epsilon\tilde{\mathcal{L}}_{\omega}^{-1}( \tilde{h}_{1}+\tilde{h}_{2}), \\& A_{1}^{(0)}=\tilde{\mathcal{J}}_{\omega}^{-1}u_{0}, \qquad A_{2}^{(0)}=\tilde {\mathcal{L}}_{\omega}^{-1}w_{0}, \qquad A_{3}^{(0)}=\tilde{\mathcal{L}}_{\omega}^{-1}A_{1}^{(0)}+ \tilde{\mathcal {J}}_{\omega}^{-1}A_{2}^{(0)}, \\& E_{0}=\Lambda a_{0}+K\bigl(a_{0}-f_{2}^{(0)} \bigr)^{+}-m_{b}g-\epsilon S_{0}\tilde{h}_{2}(x,t). \end{aligned}$$
Proof
Define
$$\begin{aligned} R_{0} =&K\bigl(a_{0}+a_{1}-f_{2}^{(1)} \bigr)^{+}-K\bigl(a_{0}-f_{2}^{(0)} \bigr)^{+}-K(a_{1})^{+}-(m_{b}g)_{1} \\ &{}+\epsilon(S_{0}- S_{1})\tilde{h}_{2}(x,t). \end{aligned}$$
Then we have
$$\begin{aligned}& \mathcal{M}\bigl(a_{0}+a_{1},(m_{b}g)_{0}+(m_{b}g)_{1} \bigr) \\& \quad = \Lambda a_{0}+\Lambda a_{1}+K\bigl(a_{0}+a_{1}-f_{2}^{(1)} \bigr)^{+}-(m_{b}g)_{0}-(m_{b}g)_{1}- \epsilon S_{1}\tilde{h}_{2}(x,t) \\& \quad = \Lambda a_{0}+K\bigl(a_{0}-f_{2}^{(0)} \bigr)^{+}-(m_{b}g)_{0}-\epsilon S_{0} \tilde{h}_{2}(x,t)+\Lambda a_{1}+K(a_{1})^{+} \\& \qquad {} +K\bigl(a_{0}+a_{1}-f_{2}^{(1)} \bigr)^{+}-K\bigl(a_{0}-f_{2}^{(0)} \bigr)^{+}-K(a_{1})^{+}-(m_{b}g)_{1}+\epsilon (S_{0}-S_{1})\tilde{h}_{2}(x,t) \\& \quad = E_{0}+\Lambda a_{1}+K(a_{1})^{+}+R_{0}. \end{aligned}$$
On the basis of our approximation method, we need to solve the following equation:
$$ \Lambda a_{1}+K(a_{1})^{+}+E_{0}=0. $$
(4.29)
Lemma 4.2 shows that Eq. (4.29) has a unique solution \(a_{1}\in W_{3}^{(1)}\) which satisfies
$$ \|a_{1}\|_{\sigma}\leq C(\bar{\sigma}-\sigma) \|E_{0}\|_{\bar{\sigma}}, $$
where \(C(\bar{\sigma}-\sigma)=\Sigma_{1}(\bar{\sigma}-\sigma)+\Sigma_{2}(\bar {\sigma}-\sigma)+\Sigma_{5}(\bar{\sigma}-\sigma)\).
By (4.14)–(4.16), we obtain
$$\begin{aligned}& u_{1}=\mathcal{L}_{\omega }^{-1}\bigl[K \bigl(a_{1}+a_{0}-f_{2}^{(0)} \bigr)^{+}+(m_{c}g)_{0}+(m_{c}g)_{1}+ \epsilon S_{1}\tilde{h}_{1}\bigr], \\& w_{1}=\mathcal{J}_{\omega }^{-1}\bigl[-K \bigl(a_{1}+a_{0}-f_{2}^{(0)} \bigr)^{+}+(m_{b}g)_{0}+(m_{b}g)_{1}+ \epsilon S_{1}\tilde{h}_{2}\bigr]. \end{aligned}$$
This completes the proof. □
Using the same method in Lemma 4.3, the following result holds.
Lemma 4.4
Let
\(\omega\in\mathcal{X}(\nu)\). Then (4.26) possesses the
ith step approximation
\(a_{i}\in W_{3}^{(i)}\)
satisfying (4.20). For the range equation (4.1)–(4.2), we obtain the corresponding approximation solution
$$\begin{aligned}& u_{i}=\mathcal{L}_{\omega}^{-1}\Biggl[K \Biggl(\sum_{k=0}^{i}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}+\sum_{k=0}^{i}(m_{c}g)_{k}+ \epsilon S_{i-1}\tilde{h}_{1}\Biggr], \end{aligned}$$
(4.30)
$$\begin{aligned}& w_{i}=\mathcal{J}_{\omega}^{-1} \Biggl[-K\Biggl(\sum_{k=0}^{i}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}+\sum_{k=0}^{i}(m_{b}g)_{k}+ \epsilon S_{i-1}\tilde{h}_{2}\Biggr], \end{aligned}$$
(4.31)
where
$$\begin{aligned}& f_{2}^{(i-1)}=\eta_{i-1}\tilde{ \mathcal{J}}_{\omega}A_{3}^{(i-1)}+\frac {[(m_{b}g)_{i-1}+(m_{c}g)_{i-1}]}{\eta_{i-1}} + \epsilon\tilde{\mathcal{L}}_{\omega}^{-1}S_{i-1}( \tilde{h}_{1}+\tilde {h}_{2}), \end{aligned}$$
(4.32)
$$\begin{aligned}& A_{1}^{(i-1)}=\tilde{\mathcal{J}}_{\omega }^{-1}u_{i-1}, \qquad A_{2}^{(i-1)}=\tilde{\mathcal{L}}_{\omega}^{-1}w_{i-1}, \qquad A_{3}^{(i-1)}=\tilde{\mathcal{L}}_{\omega}^{-1}A_{1}^{(i-1)}+ \tilde {\mathcal{J}}_{\omega}^{-1}A_{2}^{(i-1)}, \\& R_{i-1}=K\Biggl(\sum_{k=0}^{i}a_{k}-f_{2}^{(i)} \Biggr)^{+}-K\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}-K(a_{i})^{+}+(m_{b}g)_{i} \\& \hphantom{R_{i-1}={}}{}+\epsilon(S_{i-1}-S_{i}) \tilde{h}_{2}, \\& E_{i}=\sum_{k=0}^{i}\Lambda a_{k}+K\Biggl(\sum_{k=0}^{i}a_{k}-f_{2}^{(i)} \Biggr)^{+}-m_{b}g-\epsilon S_{i}\tilde{h}_{2}. \end{aligned}$$
(4.33)
In order to prove the convergence of Nash–Moser algorithm, we need the following KAM estimates. For convenience, we choose the initial step \((u_{0},w_{0})=(0,0)\) and parameters \((m_{b}g)_{0}=(m_{c}g)_{0}=0\). Then, by (4.11), it follows that \(a_{0}=0\). Set
$$\begin{aligned}& E_{0} = K\bigl(-f_{2}^{(0)} \bigr)^{+}-\epsilon S_{0}\tilde{h}_{2}, \end{aligned}$$
(4.34)
$$\begin{aligned}& E_{1} = R_{0} =K\bigl(a_{1}-f_{2}^{(1)}\bigr)^{+}-K \bigl(-f_{2}^{(0)}\bigr)^{+}-K(a_{1})^{+}-(m_{b}g)_{1} +\epsilon(S_{0}-S_{1}) \tilde{h}_{2}(x,t), \end{aligned}$$
(4.35)
$$\begin{aligned}& f_{2}^{(0)} = \epsilon\tilde{ \mathcal{L}}_{\omega}^{-1}S_{0}(\tilde {h}_{1}+\tilde{h}_{2}), \end{aligned}$$
(4.36)
$$\begin{aligned}& f_{2}^{(1)} = \eta_{1}\tilde{ \mathcal{J}}_{\omega}A_{3}^{(1)}+\frac {[(m_{b}g)_{1}+(m_{c}g)_{1}]}{\eta_{1}} + \epsilon\tilde{\mathcal{L}}_{\omega}^{-1}S_{1}( \tilde{h}_{1}+\tilde {h}_{2}), \\& A_{1}^{(1)} = \tilde{\mathcal{J}}_{\omega}^{-1}u_{1}, \qquad A_{2}^{(1)}=\tilde {\mathcal{L}}_{\omega}^{-1}w_{1}, \qquad A_{3}^{(1)}=\tilde{\mathcal{L}}_{\omega}^{-1}A_{1}^{(1)}+ \tilde{\mathcal {J}}_{\omega}^{-1}A_{2}^{(1)} . \end{aligned}$$
(4.37)
Lemma 4.5
(KAM estimates)
Let
\(\omega\in\mathcal{X}(\nu)\). Then, for any
\(0<\alpha<\sigma\), the following estimates hold:
$$\begin{aligned}& \|E_{0}\|_{\sigma}\leq K\epsilon C(\alpha)N_{0}^{\alpha} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma}+\| \tilde{h}_{2}\|_{\sigma }\bigr)+\epsilon N_{0}^{\alpha} \|\tilde{h}_{2}\|_{\sigma}, \\& \|a_{1}\|_{\sigma-\frac{\alpha}{3}}\leq\biggl(2C\biggl(\frac{\alpha}{3} \biggr)+C'\biggl(\frac {\alpha}{3}\biggr)\biggr)\|E_{0} \|_{\sigma}, \\& \|u_{1}\|_{\sigma-\frac{2\alpha}{3}}\leq C(K) \biggl(C\biggl(\frac{\alpha}{3} \biggr)C'\biggl(\frac{\alpha}{3}\biggr)+ C\biggl( \frac{2\alpha}{3}\biggr)\biggr)\|E_{0}\|_{\sigma}, \\& \|w_{1}\|_{\sigma-\frac{2\alpha}{3}}\leq C(K) \biggl(C\biggl(\frac{\alpha}{3} \biggr)C'\biggl(\frac{\alpha}{3}\biggr)+ C\biggl( \frac{2\alpha}{3}\biggr)\biggr)\|E_{0}\|_{\sigma}, \\& \|E_{1}\|_{\sigma-\frac{\alpha}{3}}\leq C(\eta_{0},K,\alpha) \|E_{0}\|^{2}_{\sigma}+\epsilon C\biggl( \frac{\alpha}{3}\biggr)N_{0}^{-\frac{\alpha}{3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma}+\| \tilde{h}_{2} \|_{\sigma}\bigr) \\& \hphantom{\|E_{1}\|_{\sigma-\frac{\alpha}{3}}\leq{}}{}+\epsilon N_{0}^{-\frac{2\alpha}{3}} \bigl\Vert \tilde{h}_{2}(x,t) \bigr\Vert _{\sigma}+(m_{b}g)_{1}, \end{aligned}$$
where
\(C(K)\)
and
\(C(\eta_{0},K,\alpha)\)
are constants, \(C(\alpha)\)
and
\(C'(\alpha)\)
are defined in (4.38)–(4.39).
Proof
Denote
$$\begin{aligned}& C(\alpha) = \frac{\gamma}{\alpha^{\kappa}}\biggl(\frac{\kappa}{e} \biggr)^{\kappa }=C(\kappa,\gamma)\alpha^{-\kappa}, \end{aligned}$$
(4.38)
$$\begin{aligned}& C'(\alpha) = \frac{C^{2}\gamma^{2}}{\alpha^{2\kappa+2}}\biggl( \frac{2\kappa +2}{e}\biggr)^{2\kappa+2}\leq C'(\kappa,\gamma) \alpha^{-2\kappa-2}. \end{aligned}$$
(4.39)
From the definition of \(E_{0}\) in (4.34) and \(f_{2}^{(0)}\) in (4.36), it follows that
$$\begin{aligned} \bigl\Vert f_{2}^{(0)} \bigr\Vert _{\sigma} =& \bigl\Vert \epsilon\tilde{\mathcal{L}}_{\omega }^{-1}S_{0}( \tilde{h}_{1}+\tilde{h}_{2}) \bigr\Vert _{\sigma}\leq \epsilon \bigl\Vert \tilde {\mathcal{L}}_{\omega}^{-1}S_{0}( \tilde{h}_{1}+\tilde{h}_{2}) \bigr\Vert _{\sigma } \\ \leq&\epsilon C(\alpha)N_{0}^{\alpha}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma}+ \Vert \tilde{h}_{2} \Vert _{\sigma}\bigr) \end{aligned}$$
(4.40)
and
$$\begin{aligned} \Vert E_{0} \Vert _{\sigma} =& \bigl\Vert K \bigl(-f_{2}^{(0)}\bigr)^{+}-\epsilon S_{0} \tilde{h}_{2} \bigr\Vert _{\sigma} \\ \leq&K \bigl\Vert f_{2}^{(0)} \bigr\Vert _{\sigma}+\epsilon \Vert S_{0}\tilde{h}_{2} \Vert _{\sigma} \\ \leq&K\epsilon C(\alpha)N_{0}^{\alpha}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma}+ \Vert \tilde{h}_{2} \Vert _{\sigma }\bigr)+\epsilon N_{0}^{\alpha} \Vert \tilde{h}_{2} \Vert _{\sigma}. \end{aligned}$$
(4.41)
By (4.20), for \(i=1\),
$$ \|a_{1}\|_{\sigma-\frac{\alpha}{3}}\leq C'\biggl( \frac{\alpha}{3}\biggr)\|E_{0}\|_{\sigma}. $$
(4.42)
Then, from the property of operator Λ in Lemma 4.1, (4.40) and (4.42), it follows that
$$\begin{aligned} \Vert u_{1} \Vert _{\sigma-\frac{2\alpha}{3}} =& \bigl\Vert \mathcal{L}_{\omega }^{-1}\bigl[K\bigl(a_{1}-f_{2}^{(0)} \bigr)^{+}+\epsilon S_{0}\tilde{h}_{1}\bigr] \bigr\Vert _{\sigma-\frac{2\alpha}{3}} \\ \leq& \bigl\Vert K\mathcal{L}_{\omega}^{-1}a_{1}+ \mathcal{L}_{\omega }^{-1}\bigl[\bigl(-f_{2}^{(0)} \bigr)^{+}+\epsilon S_{0}\tilde{h}_{1}\bigr] \bigr\Vert _{\sigma-\frac{2\alpha}{3}} \\ \leq&KC\biggl(\frac{\alpha}{3}\biggr) \Vert a_{1} \Vert _{\sigma-\frac{\alpha}{3}}+C\biggl(\frac {2\alpha}{3}\biggr) \bigl\Vert K \bigl(-f_{2}^{(0)}\bigr)^{+}+\epsilon S_{0} \tilde{h}_{1} \bigr\Vert _{\sigma} \\ \leq&C(K) \biggl(C\biggl(\frac{\alpha}{3}\biggr)C'\biggl( \frac{\alpha}{3}\biggr)+ C\biggl(\frac{2\alpha}{3}\biggr)\biggr) \Vert E_{0} \Vert _{\sigma} \end{aligned}$$
(4.43)
and
$$\begin{aligned} \Vert w_{1} \Vert _{\sigma-\frac{2\alpha}{3}} =& \bigl\Vert \mathcal{L}_{\omega }^{-1}\bigl[K\bigl(a_{1}-f_{2}^{(0)} \bigr)^{+}-\epsilon S_{0}\tilde{h}_{1}\bigr] \bigr\Vert _{\sigma-\frac{2\alpha}{3}} \\ \leq& \bigl\Vert K\mathcal{L}_{\omega}^{-1}a_{1}+ \mathcal{L}_{\omega }^{-1}\bigl[\bigl(-f_{2}^{(0)} \bigr)^{+}-\epsilon S_{0}\tilde{h}_{1}\bigr] \bigr\Vert _{\sigma-\frac{2\alpha}{3}} \\ \leq&KC\biggl(\frac{\alpha}{3}\biggr) \Vert a_{1} \Vert _{\sigma-\frac{\alpha}{3}}+C\biggl(\frac {2\alpha}{3}\biggr) \bigl\Vert K \bigl(-f_{2}^{(0)}\bigr)^{+}-\epsilon S_{0} \tilde{h}_{1} \bigr\Vert _{\sigma} \\ \leq&C(K) \biggl(C\biggl(\frac{\alpha}{3}\biggr)C'\biggl( \frac{\alpha}{3}\biggr)+ C\biggl(\frac{2\alpha}{3}\biggr)\biggr) \Vert E_{0} \Vert _{\sigma}, \end{aligned}$$
(4.44)
where \(C(K)\) is a constant depending on K.
Denote
$$ \tilde{f}_{3}^{(1)} = \tilde{L}^{-1}( \eta_{1}u_{1}-\eta_{0}u_{0}),\qquad \tilde{f}_{4}^{(1)}=\tilde{L}^{-1}( \eta_{1}w_{1}-\eta_{0}w_{0}). $$
Then
$$ f_{2}^{(1)}-f_{2}^{(0)}= \tilde{f}_{3}^{(1)}+\tilde{f}_{4}^{(1)}+ \epsilon\tilde {L}_{\omega}^{-1}(S_{1}-S_{0}) (\tilde{h}_{1}+\tilde{h}_{2}). $$
(4.45)
By (4.43)–(4.44), we derive
$$\begin{aligned} \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma-\alpha} \leq& \bigl\Vert \tilde{L}^{-1}(\eta _{1}u_{1}-\eta_{0}u_{0}) \bigr\Vert _{\sigma-\alpha}\leq \eta_{1}C\biggl(\frac{\alpha}{3}\biggr) \|u_{1}\|_{\sigma-\frac{2\alpha}{3}} \\ \leq&\eta_{1}C(K)C\biggl(\frac{\alpha}{3}\biggr) \biggl(C\biggl( \frac{\alpha}{3}\biggr)C'\biggl(\frac{\alpha}{3}\biggr)+ C \biggl(\frac{2\alpha}{3}\biggr)\biggr)\|E_{0}\|_{\sigma} \\ =&C_{1}(\eta_{1},K,\alpha)\|E_{0} \|_{\sigma} \end{aligned}$$
(4.46)
and
$$\begin{aligned} \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma-\alpha} \leq& \bigl\Vert \tilde{L}^{-1}(\eta _{1}w_{1}-\eta_{1}w_{0}) \bigr\Vert _{\sigma-\alpha}\leq \eta_{1}C\biggl(\frac{\alpha}{3}\biggr) \|w_{1}\|_{\sigma-\alpha} \\ \leq&\eta_{1}C(K)C\biggl(\frac{\alpha}{3}\biggr) \biggl(C\biggl( \frac{\alpha}{3}\biggr)C'\biggl(\frac{\alpha}{3}\biggr)+ C \biggl(\frac{2\alpha}{3}\biggr)\biggr)\|E_{0}\|_{\sigma} \\ =&C_{2}(\eta_{1},K,\alpha)\|E_{0} \|_{\sigma}, \end{aligned}$$
(4.47)
where \(C_{1}(\eta_{1},K,\alpha)\) and \(C_{2}(\eta_{1},K,\alpha)\) are constants.
By the definition of \(E_{1}\) in (4.35) and (4.45), we derive
$$\begin{aligned} \Vert E_{1} \Vert _{\sigma-\alpha} =& \bigl\Vert K \bigl(a_{1}-f_{2}^{(1)}\bigr)^{+}-K \bigl(-f_{2}^{(0)}\bigr)^{+}-K(a_{1})^{+}-(m_{b}g)_{1} \\ &{}+\epsilon(S_{0}- S_{1})\tilde{h}_{2}(x,t) \bigr\Vert _{\sigma-\alpha} \\ \leq& \bigl\Vert K\bigl(a_{1}-f_{2}^{(1)}+f_{2}^{(0)} \bigr)^{+}-K(a_{1})^{+}+K\bigl(-f_{2}^{(0)}\bigr)^{+}-K \bigl(-f_{2}^{(0)}\bigr)^{+} \bigr\Vert _{\sigma-\alpha} \\ &{}+(m_{b}g)_{1}+\epsilon \bigl\Vert (S_{0}- S_{1})\tilde{h}_{2}(x,t) \bigr\Vert _{\sigma-\frac{2\alpha}{3}} \\ \leq& \bigl\Vert K\bigl(\tilde{f}_{3}^{(1)}+ \tilde{f}_{4}^{(1)}\bigr)^{+} \bigr\Vert _{\sigma-\alpha }+ \epsilon \bigl\Vert \tilde{L}_{\omega}^{-1}(S_{0}-S_{1}) (\tilde{h}_{1}+\tilde{h}_{2}) \bigr\Vert _{\sigma-\alpha} \\ &{}+(m_{b}g)_{1}+\epsilon \bigl\Vert (S_{0}- S_{1})\tilde{h}_{2}(x,t) \bigr\Vert _{\sigma-\alpha} \\ \leq&K\bigl[ \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma-\alpha}+ \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma-\alpha}\bigr] +\epsilon C\biggl(\frac{\alpha}{3} \biggr)N_{0}^{-\frac{2\alpha}{3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma}+ \Vert \tilde{h}_{2} \Vert _{\sigma} \bigr) \\ &{}+\epsilon N_{0}^{-\alpha} \bigl\Vert \tilde{h}_{2}(x,t) \bigr\Vert _{\sigma}+(m_{b}g)_{1}, \end{aligned}$$
which, together with (4.42), (4.46) and (4.47), yields
$$\begin{aligned} \Vert E_{1} \Vert _{\sigma-\alpha} \leq&C(\eta_{0},K, \alpha) \Vert E_{0} \Vert ^{2}_{\sigma }+\epsilon C\biggl(\frac{\alpha}{3}\biggr)N_{0}^{-\frac{\alpha}{3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma}+ \Vert \tilde{h}_{2} \Vert _{\sigma}\bigr) \\ &{}+\epsilon N_{0}^{-\frac{2\alpha}{3}} \bigl\Vert \tilde{h}_{2}(x,t) \bigr\Vert _{\sigma}+(m_{b}g)_{1}, \end{aligned}$$
where \(C(\eta_{0},K,\alpha)\) is a constant. This completes the proof. □
4.2 Convergence of Nash–Moser algorithm, and local uniqueness
In the following, we will give a sufficient condition on the convergence of Newton algorithm. For \(i\in\mathbb{N}\) and \(0<\bar{\sigma}<\sigma<\tilde{\sigma}\), set
$$\begin{aligned}& \sigma_{i}:=\bar{\sigma}+\frac{\sigma-\bar{\sigma}}{2^{i}}, \end{aligned}$$
(4.48)
$$\begin{aligned}& \alpha_{i+1}:=\sigma_{i}-\sigma_{i+1}= \frac{\sigma-\bar{\sigma}}{2^{i+1}}. \end{aligned}$$
(4.49)
By (4.48), we have
$$ \sigma_{0}>\sigma_{1}>\cdots>\sigma_{i}> \sigma_{i+1}>\cdots,\quad i\in\mathbb{N}. $$
For the convergence of the Nash–Moser algorithm, we need to choose
$$ \bigl[(m_{b}g)_{i}+(m_{c}g)_{i} \bigr]=e^{-\frac{N_{i+1}}{2^{i-1}}},\qquad \eta_{i}=\bigl[(m_{b}g)_{i}+(m_{c}g)_{i} \bigr]=e^{-\frac{N_{i+1}}{2^{i-1}}}, \quad i\in\mathbb{N}. $$
(4.50)
Furthermore, for convenience, choose
$$ (m_{b}g)_{i}=(m_{c}g)_{i}= \frac{1}{2}e^{-\frac{N_{i+1}}{2^{i-1}}}, \quad i\in\mathbb{N}. $$
(4.51)
Remark 4.4
The choice of \(\eta_{i}\) in (4.50) depends on making
$$ \eta_{i-1}\|a_{i}\|_{\sigma_{i-2}}\leq\eta_{i-1}e^{\frac {N_{i}}{2^{i-1}}+\frac{N_{i}}{2^{i-2}}} \|a_{i}\|_{\sigma_{i}}\leq\|a_{i}\| _{\sigma_{i}} $$
holds. Moreover, to make \(\lim_{i\rightarrow\infty}\frac{[(m_{b}g)_{i}+(m_{c}g)_{i}]}{\eta_{i}}=C\) (C is a constant), the choice of \((m_{b}g)_{i}+(m_{c}g)_{i}\) in (4.50) is determined by \(\eta_{i}\). For convenience, the values of \((m_{b}g)_{i}\) and \((m_{c}g)_{i}\) are chosen in (4.51). It is important to prove the convergence of the Nash–Moser algorithm.
We assume there exist sufficiently small K and ϵ such that
$$\begin{aligned}& \Xi\leq2^{-24\kappa}C^{-2}(\kappa,\gamma,\sigma,\bar{ \sigma})\rho ^{-1}, \end{aligned}$$
(4.52)
$$\begin{aligned}& \theta\geq2\theta_{1}>2\ln\Xi^{-1}, \end{aligned}$$
(4.53)
where Ξ is to be defined in (4.75) and depends on K and ϵ.
Lemma 4.6
(Convergence of Nash–Moser algorithm)
Let
\(\omega\in\mathcal{X}(\nu)\). Assume that (4.52)–(4.53) holds. Then there exist
\(\sum_{i=0}^{\infty}a_{i}\)
and
\(\sum_{i=0}^{\infty}(m_{b}g)_{i}\)
such that
$$ \mathcal{M}\Biggl(\sum_{i=0}^{\infty}a_{i}, \sum_{i=0}^{\infty}(m_{b}g)_{i} \Biggr)=0. $$
Proof
The target is to prove that the convergence of the error \(E_{i}\) of the ith iterative step, i.e.,
$$\lim_{i\rightarrow\infty}\|E_{i}\|_{\sigma_{i}}=0. $$
Denote
$$ \tilde{f}_{3}^{(i)} = \tilde{L}_{\omega}^{-1}( \eta_{i}u_{i}-\eta_{i-1}u_{i-1}),\qquad \tilde{f}_{4}^{(i)}=\tilde{L}_{\omega}^{-1}( \eta_{i}w_{i}-\eta_{i-1}w_{i-1}). $$
(4.54)
Then, by (4.54), we have
$$ f_{2}^{(i)}-f_{2}^{(i-1)}= \tilde{f}_{3}^{(i)}+\tilde{f}_{4}^{(i)}+ \epsilon \mathcal{L}_{\omega}^{-1}(S_{i-1}-S_{i-2}) (\tilde{h}_{1}+\tilde{h}_{2}). $$
(4.55)
From (4.33) and (4.55), it follows
$$\begin{aligned} \Vert E_{i} \Vert _{\sigma_{i}} =& \Vert R_{i-1} \Vert _{\sigma_{i}} \\ =& \Biggl\Vert K\Biggl(\sum_{k=0}^{i}a_{k}-f_{2}^{(i)} \Biggr)^{+}-K\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}-K(a_{i})^{+} \\ &{}+\epsilon(S_{i-1}-S_{i})\tilde {h}_{2}+(m_{b}g)_{i} \Biggr\Vert _{\sigma_{i}} \\ \leq& \Biggl\Vert K\bigl(a_{i}+f_{2}^{(i-1)}-f^{(i)}_{2} \bigr)^{+}-K(a_{i})^{+}+K\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}-K\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-1)} \Biggr)^{+} \\ &{} +\epsilon(S_{i-1}-S_{i})\tilde{h}_{2} \Biggr\Vert _{\sigma_{i}}+(m_{b}g)_{i} \\ \leq& \bigl\Vert K\bigl(\tilde{f}_{3}^{(i)}+ \tilde{f}_{4}^{(i-1)}\bigr)^{+} \bigr\Vert _{\sigma _{i}}+K \epsilon C(\alpha_{i}) e^{-(\frac{\theta}{2})^{i}(\sigma-\bar{\sigma})}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma _{i}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i}}\bigr) \\ &{} +\epsilon \bigl\Vert (S_{i-1}-S_{i}) \tilde{h}_{2} \bigr\Vert _{\sigma_{i}}+(m_{b}g)_{i} \\ \leq& K\bigl( \bigl\Vert \tilde{f}_{3}^{(i)} \bigr\Vert _{\sigma_{i}}+ \bigl\Vert \tilde{f}_{4}^{(i)} \bigr\Vert _{\sigma _{i}}\bigr)+K\epsilon C(\alpha_{i})N_{i}^{-\alpha_{i}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i}}\bigr) \\ &{}+\epsilon N_{i}^{-\alpha_{i}} \Vert \tilde{h}_{2} \Vert _{\sigma _{i}}+e^{-\theta_{1}^{i}} \\ \leq& K\bigl( \bigl\Vert \tilde{f}_{3}^{(i)} \bigr\Vert _{\sigma_{i}}+ \bigl\Vert \tilde{f}_{4}^{(i)} \bigr\Vert _{\sigma _{i}}\bigr)+K\epsilon C(\alpha_{i}) e^{-\theta_{1}^{i}(\sigma-\bar{\sigma})} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i}}+ \Vert \tilde {h}_{2} \Vert _{\sigma_{i}}\bigr) \\ &{} +\epsilon e^{-\theta_{1}^{i}(\sigma-\bar{\sigma})} \Vert \tilde{h}_{2} \Vert _{\sigma _{i}}+e^{-\theta_{1}^{i}}. \end{aligned}$$
(4.56)
In what follows, we need to estimate \(\|\tilde{f}_{3}^{(i)}\|_{\sigma_{i}}\) and \(\|\tilde{f}_{4}^{(i)}\|_{\sigma_{i}}\). From the definition of \(\tilde{f}_{3}^{(i)}\) in (4.54) and \(\eta_{i}\) in (4.50), we derive
$$\begin{aligned} \bigl\Vert \tilde{f}_{3}^{(i)} \bigr\Vert _{\sigma_{i}} =& \bigl\Vert \tilde{L}_{\omega}^{-1}(\eta _{i}u_{i}-\eta_{i-1}u_{i-1}) \bigr\Vert _{\sigma_{i}} \\ \leq&\eta_{i-1} \Biggl\Vert \tilde{L}_{\omega}^{-1}L_{\omega}^{-1}K \Biggl(\Biggl(\sum_{k=0}^{i}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}-\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-2)} \Biggr)^{+}\Biggr) \Biggr\Vert _{\sigma_{i}} \\ &{}+\epsilon\eta_{i-1} \bigl\Vert \mathcal{L}_{\omega}^{-1}(S_{i-1}-S_{i-2}) \tilde {h}_{1} \bigr\Vert _{\sigma_{i}} \\ \leq&\eta_{i-1}C(\alpha_{i})C(\alpha_{i-1}) \bigl\Vert K\bigl[a_{i}+f_{2}^{(i-2)}-f_{2}^{(i-1)} \bigr]^{+} \bigr\Vert _{\sigma_{i-2}} \\ &{}+\epsilon\eta_{i-1} \bigl\Vert \mathcal{L}_{\omega}^{-1}(S_{i-1}-S_{i-2}) \tilde {h}_{1} \bigr\Vert _{\sigma_{i}} \\ \leq&\frac{\eta_{i-1}}{2}C(\alpha_{i})C(\alpha_{i-1}) \Vert a_{i} \Vert _{\sigma_{i-2}}^{2} +\frac{\eta_{i-1}}{2}C( \alpha_{i})C(\alpha_{i-1}) \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-2}}^{2} \\ &{}+\frac{\eta_{i-1}}{2}C(\alpha_{i})C(\alpha_{i-1}) \bigl\Vert \tilde {f}_{4}^{(i-1)} \bigr\Vert _{\sigma_{i-2}}^{2} \\ &{}+\epsilon K\eta_{i-1} C(\alpha_{i})C( \alpha_{i-1})C(\alpha_{i-2})N_{i-2}^{-\alpha_{i-2}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}\bigr) \\ &{}+\epsilon\eta_{i-1} C(\alpha_{i})N_{i-1}^{-\alpha_{i-1}} \Vert h_{1} \Vert _{\sigma_{i}}+2\eta_{i-1}C(\alpha _{i})C(\alpha_{i-1})K^{2} \\ \leq&\eta_{i-1}e^{\frac{2N_{i}}{2^{i}}}e^{\frac {2N_{i-1}}{2^{i-1}}}C(\alpha_{i})C( \alpha_{i-1}) \Vert a_{i} \Vert _{\sigma_{i}}^{2} +\eta_{i-1}e^{\frac{2N_{i-1}}{2^{i-1}}}C(\alpha_{i})C( \alpha_{i-1}) \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2} \\ &{}+\eta_{i-1}e^{\frac{2N_{i-1}}{2^{i-1}}}C(\alpha_{i})C( \alpha_{i-1}) \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2} \\ &{}+\epsilon K\eta_{i-1} C(\alpha_{i})C( \alpha_{i-1})C(\alpha_{i-2})N_{i-2}^{-\alpha_{i-2}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}\bigr) \\ &{}+\epsilon\eta_{i-1} C(\alpha_{i})N_{i-1}^{-\alpha_{i-1}} \Vert \tilde{h}_{1} \Vert _{\sigma_{i}}+2\eta _{i-1}C( \alpha_{i})C(\alpha_{i-1})K^{2} \\ \leq& \Vert a_{i} \Vert _{\sigma_{i}}^{2} +C( \alpha_{i})C(\alpha_{i-1}) \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma _{i-1}}^{2} \\ &{}+C(\alpha_{i})C(\alpha_{i-1}) \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma _{i-1}}^{2} \\ &{}+\epsilon K\eta_{i-1} C(\alpha_{i})C( \alpha_{i-1})C(\alpha_{i-2})N_{i-2}^{-\alpha_{i-2}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}\bigr) \\ &{}+\epsilon\eta_{i-1} C(\alpha_{i})N_{i-1}^{-\alpha_{i-1}} \Vert \tilde{h}_{1} \Vert _{\sigma_{i}}+2\eta _{i-1}C( \alpha_{i})C(\alpha_{i-1})K^{2}. \end{aligned}$$
(4.57)
In a similar manner, we get
$$\begin{aligned} \bigl\Vert \tilde{f}_{4}^{(i)} \bigr\Vert _{\sigma_{i}} =& \bigl\Vert \tilde{L}_{\omega}^{-1}(\eta _{i}w_{i}-\eta_{i-1}w_{i-1}) \bigr\Vert _{\sigma_{i}} \\ \leq& \Vert a_{i} \Vert _{\sigma_{i}}^{2} +C( \alpha_{i})C(\alpha_{i-1}) \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma _{i-1}}^{2} \\ &{}+C(\alpha_{i})C(\alpha_{i-1}) \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma _{i-1}}^{2} \\ &{}+\epsilon K\eta_{i-1} C(\alpha_{i})C( \alpha_{i-1})C(\alpha_{i-2})N_{i-2}^{-\alpha_{i-2}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}\bigr) \\ &{}+\epsilon\eta_{i-1} C(\alpha_{i})N_{i-1}^{-\alpha_{i-1}} \Vert \tilde{h}_{2} \Vert _{\sigma_{i}}+2\eta _{i-1}C( \alpha_{i})C(\alpha_{i-1})K^{2}. \end{aligned}$$
(4.58)
Hence, by (4.57)–(4.58), it follows that
$$\begin{aligned}& \bigl\Vert \tilde{f}_{3}^{(i)} \bigr\Vert _{\sigma_{i}}+ \bigl\Vert \tilde{f}_{4}^{(i)} \bigr\Vert _{\sigma_{i}} \\& \quad \leq 2 \Vert a_{i} \Vert ^{2}_{\sigma_{i}} +2C(\alpha_{i})C(\alpha_{i-1}) \bigl( \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2}+ \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2}\bigr) \\& \qquad {}+2\epsilon K\eta_{i-1} C(\alpha_{i})C( \alpha_{i-1})C(\alpha_{i-2})N_{i-2}^{-\alpha_{i-2}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}\bigr) \\& \qquad {}+\epsilon\eta_{i-1} C(\alpha_{i})N_{i-1}^{-\alpha_{i-1}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i}}+ \Vert \tilde {h}_{2} \Vert _{\sigma_{i}}\bigr)+4\eta_{i-1}C( \alpha_{i})C(\alpha_{i-1})K^{2}. \end{aligned}$$
(4.59)
Furthermore, by using the Young inequality, we get
$$\begin{aligned} \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2} \leq& 6C^{2}(\alpha _{i-1})C^{2}( \alpha_{i-2}) \Vert a_{i-1} \Vert _{\sigma_{i-1}}^{2^{2}} +6C^{2}(\alpha_{i-1})C^{2}(\alpha_{i-2}) \bigl\Vert \tilde{f}_{3}^{(i-2)} \bigr\Vert _{\sigma _{i-2}}^{2^{2}} \\ & {}+6C^{2}(\alpha_{i-1})C^{2}( \alpha_{i-2}) \bigl\Vert \tilde{f}_{4}^{(i-2)} \bigr\Vert _{\sigma _{i-2}}^{2^{2}} \\ & {}+6\epsilon^{2}K^{2}\eta_{i-2}^{2} C^{2}(\alpha_{i-1})C^{2}(\alpha_{i-2})C^{2}( \alpha_{i-3})N_{i-3}^{-2\alpha _{i-3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-3}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-3}}\bigr)^{2} \\ &{}+6\epsilon^{2}\eta_{i-2}^{2}C^{2}( \alpha_{i-1})N_{i-2}^{-2\alpha_{i-2}} \Vert \tilde{h}_{1} \Vert _{\sigma_{i-1}}^{2} \\ &{}+6 \times2^{2}\eta_{i-2}^{2}C^{2}(\alpha _{i-1})C^{2}(\alpha_{i-2})K^{2^{2}}. \end{aligned}$$
(4.60)
Also,
$$\begin{aligned} \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2} \leq&6C^{2}(\alpha _{i-1})C^{2}( \alpha_{i-2}) \Vert a_{i-1} \Vert _{\sigma_{i-1}}^{2^{2}} +6C^{2}(\alpha_{i-1})C^{2}(\alpha_{i-2}) \bigl\Vert \tilde{f}_{3}^{(i-2)} \bigr\Vert _{\sigma _{i-2}}^{2^{2}} \\ &{}+6C^{2}(\alpha_{i-1})C^{2}( \alpha_{i-2}) \bigl\Vert \tilde{f}_{4}^{(i-2)} \bigr\Vert _{\sigma _{i-2}}^{2^{2}} \\ &{}+6\epsilon^{2}K^{2}\eta_{i-2}^{2} C^{2}(\alpha_{i-1})C^{2}(\alpha_{i-2})C^{2}( \alpha_{i-3})N_{i-3}^{-2\alpha _{i-3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-3}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-3}}\bigr)^{2} \\ &{}+6\epsilon^{2}\eta_{i-2}^{2}C^{2}( \alpha_{i-1})N_{i-2}^{-2\alpha_{i-2}} \Vert \tilde{h}_{2} \Vert _{\sigma_{i-1}}^{2} \\ &{}+6 \times2^{2}\eta_{i-2}^{2}C^{2}(\alpha _{i-1})C^{2}(\alpha_{i-2})K^{2^{2}}. \end{aligned}$$
(4.61)
This, combining (4.60)–(4.61), shows that
$$\begin{aligned}& \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2}+ \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2} \\& \quad \leq 6\times2C^{2}( \alpha_{i-1})C^{2}(\alpha_{i-2}) \Vert a_{i-1} \Vert _{\sigma _{i-1}}^{2^{2}} \\& \qquad {}+6\times2C^{2}(\alpha_{i-1})C^{2}( \alpha_{i-2}) \bigl\Vert \tilde{f}_{3}^{(i-2)} \bigr\Vert _{\sigma_{i-2}}^{2^{2}} \\& \qquad {}+6\times2C^{2}(\alpha_{i-1})C^{2}( \alpha_{i-2}) \bigl\Vert \tilde{f}_{4}^{(i-2)} \bigr\Vert _{\sigma_{i-2}}^{2^{2}} \\& \qquad {}+6\times2\epsilon^{2}K^{2} C^{2}( \alpha_{i-1})C^{2}(\alpha_{i-2})C^{2}( \alpha_{i-3})N_{i-3}^{-2\alpha _{i-3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-3}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-3}}\bigr)^{2} \\& \qquad {}+6\epsilon^{2}\eta_{i-2}^{2}C^{2}( \alpha_{i-1})N_{i-2}^{-2\alpha_{i-2}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-1}}^{2}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-1}}^{2}\bigr) \\& \qquad {}+6\times2^{2^{2}-1}\eta_{i-2}^{2}C^{2}( \alpha_{i-1})C^{2}(\alpha_{i-2})K^{2^{2}}. \end{aligned}$$
(4.62)
Then, applying the Young inequality to (4.60)–(4.61), we have
$$\begin{aligned}& \bigl\Vert \tilde{f}_{3}^{(i-2)} \bigr\Vert _{\sigma_{i-2}}^{2^{2}} + \bigl\Vert \tilde{f}_{4}^{(i-2)} \bigr\Vert _{\sigma_{i-2}}^{2^{2}} \\& \quad \leq 6^{2^{2}-1}\times2^{2^{2}-1}C^{2^{2}}( \alpha_{i-2})C^{2^{2}}(\alpha _{i-3}) \Vert a_{i-2} \Vert _{\sigma_{i-2}}^{2^{3}} \\& \qquad {} +6^{2^{2}-1}\times2^{2^{2}-1}C^{2^{2}}( \alpha_{i-2})C^{2^{2}}(\alpha_{i-3}) \bigl\Vert \tilde{f}_{3}^{(i-3)} \bigr\Vert _{\sigma_{i-3}}^{2^{3}} \\& \qquad {} +6^{2^{2}-1}\times2^{2^{2}-1}C^{2^{2}}( \alpha_{i-2})C^{2^{2}}(\alpha_{i-3}) \bigl\Vert \tilde{f}_{4}^{(i-3)} \bigr\Vert _{\sigma_{i-3}}^{2^{3}} \\& \qquad {} +6^{2^{2}-1}\times2^{2^{2}-1}\epsilon^{2^{2}}K^{2^{2}} C^{2^{2}}(\alpha_{i-2})C^{2^{2}}(\alpha_{i-3})C^{2^{2}}( \alpha _{i-4})N_{i-4}^{-2^{2}\alpha_{i-4}} \\& \qquad {} \times\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-4}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-4}}\bigr)^{2^{2}} \\& \qquad {} +6^{2^{2}-1}\epsilon^{2^{2}}\eta_{i-3}^{2^{2}}C^{2^{2}}( \alpha _{i-2})N_{i-3}^{-2^{2}\alpha_{i-3}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma _{i-2}}^{2^{2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}^{2^{2}}\bigr) \\& \qquad {} +6^{2^{2}-1}\times2^{2^{3}-1}\eta_{i-3}^{2^{2}}C^{2^{2}}( \alpha _{i-2})C^{2^{2}}(\alpha_{i-3})K^{2^{3}}, \\& \ldots, \\& \bigl\Vert \tilde{f}_{3}^{(2)} \bigr\Vert _{\sigma_{2}}^{2^{i-2}} + \bigl\Vert \tilde{f}_{4}^{(2)} \bigr\Vert _{\sigma_{2}}^{2^{i-2}} \\& \quad \leq 6^{2^{i-2}-1}\times2^{2^{i-2}-1}C^{2^{i-2}}(\alpha _{2})C^{2^{i-2}}(\alpha_{1}) \Vert a_{2} \Vert _{\sigma_{2}}^{2^{i-1}} \\& \qquad {} +6^{2^{i-2}-1}\times2^{2^{i-2}-1}C^{2^{i-2}}(\alpha _{2})C^{2^{i-2}}(\alpha_{1}) \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma _{1}}^{2^{i-1}} \\& \qquad {} +6^{2^{i-2}-1}\times2^{2^{i-2}-1}C^{2^{i-2}}(\alpha _{2})C^{2^{i-2}}(\alpha_{1}) \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma _{1}}^{2^{i-1}} \\& \qquad {} +6^{2^{i-2}-1}\times2^{2^{i-2}-1}\epsilon^{2^{i-2}}K^{2^{i-2}} C^{2^{i-2}}(\alpha_{2})C^{2^{i-2}}(\alpha_{1})C^{2^{i-2}}( \alpha _{0})N_{0}^{-{2^{i-2}}\alpha_{0}} \\& \qquad {} \times\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{0}}\bigr)^{2^{i-2}} \\& \qquad {} +6^{2^{i-2}-1}\epsilon^{2^{i-2}}C^{2^{i-2}}(\alpha _{2})N_{0}^{-{2^{i-2}}\alpha_{0}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma _{2}}^{2^{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{2}}^{2^{i-2}}\bigr) \\& \qquad {} +6^{2^{i-2}-1}\times2^{2^{i-1}-1}\eta_{0}^{2^{i-2}}C^{2^{i-2}}( \alpha _{2})C^{2^{i-2}}(\alpha_{1})K^{2^{i-1}}. \end{aligned}$$
Iterating the above estimates one by one, we obtain
$$ \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}^{2}+ \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma _{i-1}}^{2}\leq R_{1}+R_{2}+R_{3}+R_{4}+R_{5}, $$
(4.63)
where
$$\begin{aligned}& R_{1} = \sum_{k=2}^{i-1} \Vert a_{i-k+1} \Vert _{\sigma_{i-k+1}}^{2^{k}}\prod _{j=2}^{k}12^{2^{j-1}}C^{2^{j-1}}( \alpha_{i-j+1})C^{2^{j-1}}(\alpha _{i-j}), \\& R_{2} = \bigl( \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma_{1}}^{2^{i-1}}+ \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma_{1}}^{2^{i-1}}\bigr)\prod _{k=2}^{i-1}12^{2^{k-1}}C^{2^{k-1}}(\alpha _{i-k+1})C^{2^{k-1}}(\alpha_{i-k}), \\& R_{3} = \sum_{k=2}^{i-2}(K \epsilon)^{2^{k+1}}\bigl(C(\alpha_{i-k+1})C(\alpha _{i-k})C(\alpha_{i-k-1})\bigr)^{2^{k}} N_{i-k-1}^{-2^{k}\alpha_{i-k-1}} \\& \hphantom{R_{3} ={}}{} \times\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-k-1}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-k-1}} \bigr)^{2^{k}}\prod_{j=2}^{k}12^{2^{j-1}}C^{2^{j-1}}( \alpha _{i-j+1})C^{2^{j-1}}(\alpha_{i-j}), \\& R_{4} = \sum_{k=2}^{i-2} \epsilon^{2^{k}}C^{2^{k}}(\alpha_{i-k}) N_{i-k}^{-2^{k-1}\alpha_{i-k}}\bigl( \Vert \tilde{h}_{1} \Vert ^{2^{k}}_{\sigma_{i-k}}+ \Vert \tilde{h}_{2} \Vert ^{2^{k}}_{\sigma_{i-k}}\bigr) \\& \hphantom{R_{4} ={}}{} \times\prod_{j=2}^{k}6^{2^{j-1}}C^{2^{j-1}}( \alpha _{i-j+1})C^{2^{j-1}}(\alpha_{i-j}), \\& R_{5} = \sum_{k=2}^{i-1} \eta_{i-k-2}^{2^{k}}K^{2^{k}}\prod _{j=2}^{k}12^{2^{j}}C^{2^{j-1}}( \alpha_{i-j+1})C^{2^{j-1}}(\alpha_{i-j}). \end{aligned}$$
By (4.48) and (4.49), there exist positive constants \(C(\kappa,\gamma,\sigma,\bar{\sigma})\) and \(C_{1}(\kappa,\gamma,\sigma,\bar{\sigma})\), depending on κ, σ, σ̄ such that
$$ C(\alpha_{i})\leq C(\kappa,\gamma,\sigma,\bar{ \sigma})2^{i\kappa},\qquad C_{1}(\alpha_{i})\leq C_{1}(\kappa,\gamma,\sigma,\bar{\sigma})2^{2i\kappa}, $$
(4.64)
where \(C(\alpha)\) and \(C'(\alpha)\) are defined in (4.38)–(4.39), \(C_{1}(\alpha)=2C(\alpha)+C'(\alpha)\).
On the other hand, from \(N_{n}=e^{\theta^{n}}\), \(\theta>2\theta_{1}\) and \(k\geq1\), it follows that
$$\begin{aligned}& N_{i-k-1}^{-2^{k}\alpha_{i-k-1}} = e^{-(\frac{\theta}{2})^{i-1}}e^{-(\frac {4}{\theta})^{k}(\sigma-\bar{\sigma})} \leq e^{-\theta_{1}^{i-1}}, \end{aligned}$$
(4.65)
$$\begin{aligned}& N_{i-k}^{-2^{k-1}\alpha_{i-k}} = e^{-(\frac{\theta}{2})^{i}}e^{-2(\frac {4}{\theta})^{k}(\sigma-\bar{\sigma})} \leq e^{-\theta_{1}^{i-1}}. \end{aligned}$$
(4.66)
Note that \(N_{i-k-1}=e^{\theta^{i-k-1}}>\theta^{i-k-1}\). We have
$$ \eta_{i-k-2}^{2^{k}} = e^{-N_{i-k-1}2^{2k-i+3}}\leq e^{-\theta_{1}^{i-1}}. $$
(4.67)
So, by (4.64)–(4.67), we estimate \(R_{1}\), \(R_{2}\), \(R_{3}\) and \(R_{4}\), having
$$\begin{aligned}& \begin{aligned}[b] R_{1} &= \sum _{k=2}^{i-1} \Vert a_{i-k+1} \Vert _{\sigma_{i-k+1}}^{2^{k}}\prod_{j=2}^{k}12^{2^{j-1}}C^{2^{j-1}}( \alpha_{i-j+1})C^{2^{j-1}}(\alpha _{i-j}) \\ &\leq \sum_{k=2}^{i-1}12^{2^{k}} \times2^{[2^{k+1}(i-k+2)-8(i-1)]\kappa} C^{2^{k+1}}(\kappa,\gamma,\sigma,\bar{\sigma}) \Vert a_{i-k+1} \Vert _{\sigma_{i-k+1}}^{2^{k}} \\ &\leq \sum_{k=2}^{i-1}\bigl(12C^{2}( \kappa,\gamma,\sigma,\bar{\sigma })\bigr)^{2^{k}}\times2^{[2^{k+1}(i-k+2)-8i+8]\kappa} \Vert a_{i-k+1} \Vert _{\sigma_{i-k+1}}^{2^{k}}, \end{aligned} \end{aligned}$$
(4.68)
$$\begin{aligned}& \begin{aligned}[b] R_{2} &\leq 12^{2^{i-1}} \times2^{(2^{i+2}-4i)\kappa}C^{2^{i}}(\kappa,\gamma ,\sigma,\bar{\sigma}) \bigl( \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma_{1}}^{2^{i-1}}+ \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma_{1}}^{2^{i-1}}\bigr) \\ &\leq \bigl[12\times2^{8\kappa} C^{2}(\kappa,\gamma,\sigma, \bar{\sigma}) \bigl( \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma _{1}}+ \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma_{1}}\bigr)\bigr]^{2^{i-1}}, \end{aligned} \end{aligned}$$
(4.69)
$$\begin{aligned}& \begin{aligned}[b] R_{3} &\leq e^{-\theta_{1}^{i-1}}\sum _{k=2}^{i-2}2^{[2^{k}(5i-5k+2)-8i+8]\kappa} \bigl(12K \epsilon C^{5}\bigr)^{2^{k}}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-k-2}}+ \Vert \tilde {h}_{2} \Vert _{\sigma_{i-k-2}}\bigr)^{2^{k+1}} \\ &\leq e^{-\theta_{1}^{i-1}}\sum_{k=2}^{i-2}2^{[2^{k}(5i-5k+2)-8i+8]\kappa } \bigl[12K\epsilon C^{5}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{0}} \bigr)^{2}\bigr]^{2^{k}}, \end{aligned} \end{aligned}$$
(4.70)
$$\begin{aligned}& \begin{aligned}[b] R_{4} &\leq e^{-\theta_{1}^{i-1}}\sum _{k=2}^{i-2}2^{[2^{k}(5i-5k+2)-8i+8]\kappa}\bigl(6\epsilon C^{2}(\kappa,\gamma,\sigma,\bar{\sigma})\bigr)^{2^{k}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-k}}^{2^{k}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-k}}^{2^{k}}\bigr) \\ &\leq e^{-\theta_{1}^{i-1}}\sum_{k=2}^{i-2}2^{[2^{k}(5i-5k+2)-8i+8]\kappa } \bigl[6\epsilon C^{2}(\kappa,\gamma,\sigma,\bar{\sigma}) \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{0}}\bigr)\bigr]^{2^{k}}, \end{aligned} \end{aligned}$$
(4.71)
and
$$ R_{5}\leq e^{-\theta_{1}^{i-1}}\sum _{k=2}^{i-1}\bigl(12KC^{2}(\kappa,\gamma, \sigma,\bar {\sigma})\bigr)^{2^{k}}\times2^{[2^{k+1}(i-k+2)-8i+8]\kappa}. $$
(4.72)
Inserting (4.59), (4.63), (4.68)–(4.72) into (4.56), then, by (4.20), the relation between \(\|E_{i}\|_{\sigma_{i}}\) and \(\|E_{i-1}\|_{\sigma_{i-1}}\) is
$$\begin{aligned} \|E_{i}\|_{\sigma_{i}} \leq&2KC_{1}^{2}( \alpha_{i})\|E_{i-1}\|^{2}_{\sigma _{i-1}}+K\sum _{k=2}^{i-1}\rho^{2^{k}}2^{[2^{k+2}(i-k+2)-4i]\kappa} \| E_{i-k}\|_{\sigma_{i-k}}^{2^{k}} \\ &{}+\Upsilon_{i}^{(1)}+\Upsilon_{i}^{(2)}+ \Upsilon_{i}^{(3)} +\Upsilon_{i}^{(4)}+ \Upsilon_{i}^{(5)} \\ \leq&2KC_{1}^{2}(\alpha_{i})\|E_{i-1} \|^{2}_{\sigma_{i-1}}+K\sum_{k=1}^{i-1} \rho^{2^{k}}2^{[2^{k+2}(i-k+2)-4i]\kappa}\|E_{i-k}\|_{\sigma _{i-k}}^{2^{k+1}} \\ &{}+\Upsilon_{i}^{(1)}+\Upsilon_{i}^{(2)}+ \Upsilon_{i}^{(3)} +\Upsilon_{i}^{(4)}+ \Upsilon_{i}^{(5)}, \end{aligned}$$
(4.73)
where
$$\begin{aligned}& \rho = 12 C^{2}(\kappa,\gamma,\sigma,\bar{\sigma})C^{2}_{1}( \kappa,\gamma,\sigma,\bar {\sigma}), \\ & \Upsilon_{i}^{(1)} = C^{2}(\kappa,\gamma,\sigma, \bar{\sigma})\bigl[12\times 2^{8\kappa} C^{2}(\kappa,\gamma, \sigma,\bar{\sigma}) \bigl( \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma _{1}}+ \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma_{1}}\bigr)\bigr]^{2^{i-1}}, \\ & \Upsilon_{i}^{(2)} = e^{-\theta_{1}^{i-1}}C^{2}( \kappa,\gamma,\sigma ,\tilde{\sigma})\sum_{k=2}^{i-2}2^{[2^{k}(5i-5k+2)-4i]\kappa } \bigl[12K\epsilon C^{5}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{0}} \bigr)^{2}\bigr]^{2^{k}}, \\ & \Upsilon_{i}^{(3)} = e^{-\theta_{1}^{i-1}}\sum _{k=2}^{i-2}2^{[2^{k}(5i-5k+2)-4i]\kappa}\bigl[6\epsilon C^{2}(\kappa,\gamma,\sigma,\bar{\sigma}) \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{0}}\bigr)\bigr]^{2^{k}}, \\ & \Upsilon_{i}^{(4)} = e^{-\theta_{1}^{i}}C^{2}( \kappa,\gamma,\sigma,\tilde {\sigma})\sum_{k=1}^{i-1} \bigl(12KC^{2}(\kappa,\gamma,\sigma,\bar{\sigma })\bigr)^{2^{k}} \times2^{[2^{k+1}(i-k+2)-4i]\kappa}, \\ & \Upsilon_{i}^{(5)} = 3K\epsilon C(\alpha_{i}) e^{-\theta_{1}^{i}(\sigma-\bar{\sigma})}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-2}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-2}}\bigr)+\epsilon e^{-\theta_{1}^{i}(\sigma-\bar{\sigma})} \Vert \tilde{h}_{2} \Vert _{\sigma_{i}} \\ & \hphantom{\Upsilon_{i}^{(5)} ={}}{} +4e^{-\theta_{1}^{i}}C(\alpha_{i})C( \alpha_{i-1})K^{2}+e^{-\theta_{1}^{i}}. \end{aligned}$$
By (4.53), it follows that
$$ \lim_{i\rightarrow+\infty}e^{-\theta_{1}^{i}}\sum_{k=1}^{i}2^{(i-k)2^{k}}=0. $$
Hence, for small K and ϵ, by (4.46) and assumptions (4.52)–(4.53), it is easy to check that
$$ \lim_{i\rightarrow\infty}\Upsilon_{i}^{(j)}=0,\quad j=1,2,3,4,5. $$
In what follows, we will prove \(\lim_{i\rightarrow\infty}E_{i}=0\) by induction.
When \(i=2\), by (4.73), we have
$$\begin{aligned} \|E_{2}\|_{\sigma_{2}} \leq&2KC_{1}^{2}( \alpha_{2})\|E_{1}\|_{\sigma_{1}}^{2}+\rho ^{2}2^{2^{4}\kappa}\|E_{1}\|^{2^{2}}_{\sigma_{1}} +\Upsilon_{2}^{(1)}+\Upsilon_{2}^{(2)}+ \Upsilon_{2}^{(3)}+\Upsilon _{2}^{(4)}+ \Upsilon_{2}^{(5)}, \\ \leq&\Xi^{2}C_{1}^{2}(\alpha_{2}) \bigl(2Kb^{2}+\rho^{2}2^{2^{4}\kappa}C_{1}^{-2}( \alpha _{2})\Xi^{2}b^{2^{2}}+\Phi_{2}\bigr) \\ \leq&\Xi^{2}C_{1}^{2}(\alpha_{2}) \Theta_{2}, \end{aligned}$$
(4.74)
where
$$\begin{aligned}& b\Xi = \|E_{1}\|_{\sigma_{1}}, \\& \Xi^{2}\Phi_{2} = \Upsilon_{2}^{(1)}+ \Upsilon_{2}^{(2)}+\Upsilon _{2}^{(3)}+ \Upsilon_{2}^{(4)}+\Upsilon_{2}^{(5)}, \\& \Theta_{2} = \bigl(2Kb^{2}+\rho^{2}2^{2^{4}\kappa}C_{1}^{-4}( \alpha_{2})\Xi ^{2}b^{2^{2}}+\Phi_{2}\bigr) . \end{aligned}$$
(4.75)
By assumptions (4.52)–(4.53), for a small \(b>0\), it is easy to check that
When \(i=3\), by (4.73), we derive
$$\begin{aligned} \|E_{3}\|_{\sigma_{3}} \leq&2KC_{1}^{2}( \alpha_{3})\|E_{2}\|_{\sigma_{2}}^{2}+\rho ^{2}2^{2^{5}\kappa}\|E_{2}\|^{2^{2}}_{\sigma_{2}} +\rho^{2^{2}}2^{2^{6}\kappa}\|E_{1}\|^{2^{3}}_{\sigma_{1}} \\ &{}+\Upsilon_{3}^{(1)}+\Upsilon_{3}^{(2)}+ \Upsilon_{3}^{(3)}+\Upsilon _{3}^{(4)}+ \Upsilon_{3}^{(5)}, \\ \leq&2KC_{1}^{2}(\alpha_{3})C_{1}^{2^{2}}( \alpha_{2})\Xi^{2^{2}}\Theta_{2}^{2}+\rho ^{2}2^{2^{5}\kappa}C_{1}^{2^{3}}( \alpha_{2})\Xi^{2^{3}}\Theta_{2}^{2} \\ &{}+\rho^{2^{2}}2^{2^{6}\kappa}b^{2^{3}}\Xi^{2^{3}}+ \Upsilon_{3}^{(1)}+\Upsilon _{3}^{(2)}+ \Upsilon_{3}^{(3)}+\Upsilon_{3}^{(4)}+ \Upsilon_{3}^{(5)} \\ \leq&\Xi^{2^{2}}C_{1}^{2}(\alpha_{3})C_{1}^{2^{2}}( \alpha_{2})\Theta_{3}, \end{aligned}$$
where
$$\begin{aligned}& \Xi^{2}\Phi_{3} = \Upsilon_{3}^{(1)}+ \Upsilon_{3}^{(2)}+\Upsilon _{3}^{(3)}+ \Upsilon_{3}^{(4)}+\Upsilon_{3}^{(5)}, \\& \Theta_{3} = 2K\Theta_{2}^{2}+ \rho^{2}2^{2^{5}\kappa}C_{1}^{-2}(\alpha _{3})C_{1}^{2^{2}}(\alpha_{2}) \Xi^{2^{2}}\Theta_{2}^{2^{2}} \\& \hphantom{\Theta_{3} ={}}{} +C_{1}^{-2}(\alpha_{3})C_{1}^{-2^{2}}( \alpha_{2})\rho^{2^{2}}2^{2^{6}\kappa }b^{2^{3}} \Xi^{2^{2}}+C_{1}^{-2}(\alpha_{3})C_{1}^{-2^{2}}( \alpha_{2})\Phi_{3}. \end{aligned}$$
By assumptions (4.52)–(4.53), for a small \(b>0\), it is easy to check
For \(2\leq k\leq i-1\), assume that the following estimate holds:
$$ \|E_{k}\|_{\sigma_{k}}\leq\Xi^{2^{k-1}} C_{1}^{2}( \alpha_{k})C_{1}^{2^{2}}(\alpha_{k-1})\cdots C_{1}^{2^{k-1}}(\alpha_{2})\Theta_{k}, $$
where
$$\begin{aligned}& \Xi^{2^{k-1}}\Phi_{k} = \Upsilon_{k}^{(1)}+ \Upsilon_{k}^{(2)}+\Upsilon _{k}^{(3)}+ \Upsilon_{k}^{(4)}+\Upsilon_{k}^{(5)}, \\& \Theta_{k} = 2K\Theta^{2}_{k-1}+ \rho^{2}2^{(2^{4}-4)i\kappa}C_{1}^{-2}(\alpha _{k})C_{1}^{2^{2}}(\alpha_{k-1}) \Xi^{2^{k-1}}\Theta^{2^{2}}_{k-1} \\& \hphantom{\Theta_{k} ={}}{} +\rho^{2^{2}}2^{(2^{5}(i-1)-4i)\kappa}C_{1}^{-2}( \alpha_{k})C_{1}^{2^{2}}(\alpha _{k-1})\cdots C_{1}^{2^{i-1}}(\alpha_{2})\Xi^{2^{k-1}} \Theta_{i-2}^{2^{3}} \\& \hphantom{\Theta_{k} ={}}{} +\cdots \\& \hphantom{\Theta_{k} ={}}{} +C_{1}^{-2}(\alpha_{k})C_{1}^{-2^{2}}( \alpha_{k-1})\cdots C_{1}^{-2^{k-1}}( \alpha_{2})\rho^{2^{k-1}}2^{(2^{k+3}(i-k+1)-4i)\kappa}\Xi ^{2^{k-1}}b^{2^{k}} \\& \hphantom{\Theta_{k} ={}}{} +C_{1}^{-2}(\alpha_{k})C_{1}^{-2^{2}}( \alpha_{k-1})\cdots C_{1}^{-2^{k-1}}( \alpha_{2})\Xi^{-2^{k-2}}K^{2^{k}} \\& \hphantom{\Theta_{k} ={}}{} +C_{1}^{-2}(\alpha_{i})C_{1}^{-2^{2}}( \alpha_{i-1})\cdots C_{1}^{-2^{k-1}}(\alpha_{2}) \Phi_{k}, \end{aligned}$$
and
By (4.73), we get
$$\begin{aligned} \|E_{i}\|_{\sigma_{i}} \leq&C_{1}^{2}( \alpha_{i})\|E_{i-1}\|_{\sigma_{i-1}}^{2}+\sum _{k=1}^{i-1}\rho^{2^{k}}2^{[2^{k+2}(i-k+2)-4i]\kappa} \|E_{i-k}\|_{\sigma _{i-k}}^{2^{k+1}} \\ &{}+\Upsilon_{i}^{(1)}+\Upsilon_{i}^{(2)}+ \Upsilon_{i}^{(3)}+\Upsilon _{i}^{(4)} \\ \leq&C_{1}^{2}(\alpha_{i})C_{1}^{2^{2}}( \alpha_{i-1})\cdots C_{1}^{2^{i-1}}(\alpha_{2}) \Xi^{2^{i-1}}\Theta_{i-1}^{2} \\ &{}+\rho^{2}2^{(2^{4}-4)i\kappa}C_{1}^{2^{3}}( \alpha_{i-1})\cdots C_{1}^{2^{i}}(\alpha_{2}) \Xi^{2^{i}}\Theta^{2^{2}}_{i-1} \\ &{}+\rho^{2^{2}}2^{(2^{5}(i-1)-4i)\kappa}C_{1}^{2^{4}}( \alpha_{i-2})\cdots C_{1}^{2^{i}}(\alpha_{2}) \Xi^{2^{i}}\Theta_{i-2}^{2^{3}} \\ &{}+\cdots+\rho^{2^{i-1}}2^{(2^{i+3}-4i)\kappa}b^{2^{i}} \Xi^{2^{i}} +\Upsilon_{i}^{(1)}+\Upsilon_{i}^{(2)}+ \Upsilon_{i}^{(3)}+\Upsilon _{i}^{(4)}+ \Upsilon_{i}^{(5)} \\ \leq&C_{1}^{2}(\alpha_{i})C_{1}^{2^{2}}( \alpha_{i-1})\cdots C_{1}^{2^{i-1}}(\alpha_{2}) \Xi^{2^{i-1}}\Theta_{i}, \end{aligned}$$
(4.76)
where
$$\begin{aligned}& \Xi^{2^{i-1}}\Phi_{i} = \Upsilon_{i}^{(1)}+ \Upsilon_{i}^{(2)}+\Upsilon _{i}^{(3)}+ \Upsilon_{i}^{(4)}+\Upsilon_{i}^{(5)}, \\& \Theta_{i} = 2K\Theta^{2}_{i-1}+ \rho^{2}2^{(2^{4}-4)i\kappa}C_{1}^{-2}(\alpha _{i})C_{1}^{2^{2}}(\alpha_{i-1}) \Xi^{2^{i-1}}\Theta^{2^{2}}_{i-1} \\& \hphantom{\Theta_{i} ={}}{} +\rho^{2^{2}}2^{(2^{5}(i-1)-4i)\kappa}C_{1}^{-2}( \alpha_{i})C_{1}^{2^{2}}(\alpha _{i-1})\cdots C_{1}^{2^{i-1}}(\alpha_{2})\Xi^{2^{i-1}} \Theta_{i-2}^{2^{3}} \\& \hphantom{\Theta_{i} ={}}{} +\cdots \\& \hphantom{\Theta_{i} ={}}{} +C_{1}^{-2}(\alpha_{i})C_{1}^{-2^{2}}( \alpha_{i-1})\cdots C_{1}^{-2^{i-1}}(\alpha_{2}) \rho^{2^{i-1}}2^{(2^{i+3}-4i)\kappa}\Xi ^{2^{i-1}}b^{2^{i}} \\& \hphantom{\Theta_{i} ={}}{} +C_{1}^{-2}(\alpha_{i})C_{1}^{-2^{2}}( \alpha_{i-1})\cdots C_{1}^{-2^{i-1}}(\alpha_{2}) \Phi_{i}. \end{aligned}$$
Note that
$$ C_{1}^{2}(\alpha_{i})C_{1}^{2^{2}}( \alpha_{i-1})\cdots C_{1}^{2^{i-1}}(\alpha_{2}) \leq\bigl(2^{8\kappa}C_{1}^{2}(\kappa,\gamma,\sigma, \bar {\sigma})\bigr)^{2^{i-1}}. $$
Hence, by (4.76), it shows that
$$ \|E_{i}\|_{\sigma_{i}}\leq\bigl(2^{8\kappa}C_{1}^{2}( \kappa,\gamma,\sigma,\bar {\sigma})\Xi\bigr)^{2^{i-1}}\Theta_{i} $$
(4.77)
and
$$\begin{aligned} \Theta_{i} \leq&2K\Theta^{2}_{i-1}+ \rho^{2}C_{1}^{2}(\kappa,\gamma,\sigma ,\bar{ \sigma})\Xi^{2^{i-1}}\Theta^{2^{2}}_{i-1} + \rho^{2^{2}}\bigl(2^{8\kappa}C_{1}(\kappa,\gamma,\sigma, \bar{\sigma})\Xi \bigr)^{2^{i-1}}\Theta_{i-2}^{2^{3}} \\ &{}+\cdots+\bigl(2^{24\kappa}C_{1}^{2}(\kappa, \gamma,\sigma,\bar{\sigma})\Xi\rho b^{2}\bigr)^{2^{i-1}}+\bigl(4 \times2^{8\kappa}C_{1}^{2}(\kappa,\gamma,\sigma,\bar { \sigma})\bigr)^{-2^{i-1}}\Phi_{i}. \end{aligned}$$
By assumptions (4.52)–(4.53), for small \(b>0\), it is also easy to check
$$ \Theta_{i}< \sum_{i=1}^{\infty}2^{-i}=1. $$
Hence, we have
$$ 0\leq\lim_{i\rightarrow\infty}\|E_{i}\|_{\sigma_{i}}\leq\lim _{i\rightarrow \infty}\bigl(2^{8\kappa}C_{1}^{2}( \kappa,\gamma,\sigma,\bar{\sigma})\Xi \bigr)^{2^{i-1}}\Theta_{i} \rightarrow0, $$
which implies that
$$ \lim_{i\rightarrow\infty}\|E_{i}\|_{\sigma_{i}}=0. $$
This means that Eq. (4.26) has a solution \(a_{\infty}=\sum_{k=1}^{\infty}a_{k}\). This completes the proof. □
Lemma 4.7
(Existence of solution)
Let
\(\omega\in\mathcal{X}(\nu)\). Assume (4.52)–(4.53) hold. Then system (4.1)–(4.2) has a solution
\((u_{\infty},w_{\infty})\in X_{\bar{\sigma}}\times Y_{\bar{\sigma}}\)
to be defined in (4.82)–(4.83).
Proof
This result is to prove the existence of solution for system (4.1)–(4.2), i.e., \(\lim_{j\rightarrow\infty}\|u_{j}\|_{\sigma_{j}}\) and \(\lim_{j\rightarrow\infty}\|w_{j}\|_{\sigma_{j}}\) exist. Since the methods for the two are the same, we only prove the former.
From the definition of \(u_{i}\) in (4.30), for \(j\geq i\), we have
$$\begin{aligned}& \Vert u_{i}-u_{i-1} \Vert _{\sigma_{j+1}} \\& \quad \leq \Vert u_{i}-u_{i-1} \Vert _{\sigma _{i+1}} \\& \quad \leq \Biggl\Vert L_{\omega}^{-1}K\Biggl(\Biggl(\sum _{k=0}^{i}a_{k}-f_{2}^{(i-1)} \Biggr)^{+}-\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-2)} \Biggr)^{+}\Biggr) \Biggr\Vert _{\sigma_{i+1}} \\& \qquad {}+\epsilon \bigl\Vert \mathcal {L}_{\omega}^{-1}(S_{i-1}-S_{i-2}) \tilde{h}_{1} \bigr\Vert _{\sigma_{i+1}} \\& \quad \leq C(\alpha_{i+1}) \Biggl\Vert K\bigl(a_{i}+f_{2}^{(i-2)}-f_{2}^{(i-1)} \bigr)^{+}+\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-2)} \Biggr)^{+}-\Biggl(\sum_{k=0}^{i-1}a_{k}-f_{2}^{(i-2)} \Biggr)^{+} \Biggr\Vert _{\sigma_{i}} \\& \qquad {}+\epsilon \bigl\Vert \mathcal{L}_{\omega}^{-1}(S_{i-1}-S_{i-2}) \tilde{h}_{1} \bigr\Vert _{\sigma_{i+1}} \\& \quad = C(\alpha_{i+1}) \bigl\Vert K\bigl(a_{i}+f_{2}^{(i-2)}-f_{2}^{(i-1)} \bigr)^{+} \bigr\Vert _{\sigma_{i}} +\epsilon \bigl\Vert \mathcal{L}_{\omega}^{-1}(S_{i-1}-S_{i-2}) \tilde{h}_{1} \bigr\Vert _{\sigma_{i+1}} \\& \quad \leq C(\alpha_{i+1}) \bigl( \Vert a_{i} \Vert _{\sigma_{i}} + \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}} + \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}\bigr)+K\epsilon C(\alpha_{i})C( \alpha_{i-1})N_{i-1}^{-\alpha_{i-1}} \\& \qquad {}\times\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-1}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{i-1}}\bigr)+\epsilon C( \alpha_{i})N_{i-1}^{-\alpha_{i-1}} \Vert h_{1} \Vert _{\sigma_{i}}. \end{aligned}$$
(4.78)
In what follows, we estimate the term \(\|\tilde{f}_{3}^{(i-1)}\|_{\sigma_{i-1}}\) and \(\|\tilde{f}_{4}^{(i-1)}\|_{\sigma_{i-1}}\). By (4.59), (4.63), (4.68)–(4.71), it follows that
$$\begin{aligned}& \bigl\Vert \tilde{f}_{3}^{(i-1)} \bigr\Vert _{\sigma_{i-1}}+ \bigl\Vert \tilde{f}_{4}^{(i-1)} \bigr\Vert _{\sigma _{i-1}} \\& \quad \leq2\|a_{i-1}\|^{2}_{\sigma_{i-1}} +2C(\kappa,\gamma, \sigma,\bar{\sigma})\sum_{k=2}^{i-2}\rho ^{2^{k}}2^{[2^{k+1}(i-k+1)-4i+4]}\|a_{i-k}\|_{\sigma_{i-k}}^{2^{k}} \\& \qquad {}+\Upsilon_{i-1}^{(1)}+\Upsilon_{i-1}^{(2)}+ \Upsilon _{i-1}^{(3)}+\Upsilon_{i-1}^{(4)}+R_{6}, \end{aligned}$$
(4.79)
where
$$\begin{aligned}& \Upsilon_{i-1}^{(1)} = C^{2}(\kappa,\gamma,\sigma, \bar{\sigma})\bigl[12\times 2^{8\kappa} C^{2}(\kappa,\gamma, \sigma,\bar{\sigma}) \bigl( \bigl\Vert \tilde{f}_{3}^{(1)} \bigr\Vert _{\sigma _{1}}+ \bigl\Vert \tilde{f}_{4}^{(1)} \bigr\Vert _{\sigma_{1}}\bigr)\bigr]^{2^{i-2}}, \\& \Upsilon_{i-1}^{(2)} = e^{-\theta_{1}^{i-2}}C^{2}( \kappa,\gamma,\sigma ,\tilde{\sigma})\sum_{k=2}^{i-3}2^{[2^{k}(5i-5k-3)-4i+4]\kappa } \bigl[12K\epsilon C^{5}\bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma _{0}} \bigr)^{2}\bigr]^{2^{k}}, \\& \Upsilon_{i-1}^{(3)} = e^{-\theta_{1}^{i-2}}\sum _{k=2}^{i-3}2^{[2^{k}(5i-5k-3)-4i+4]\kappa}\bigl[6\epsilon C^{2}(\kappa,\gamma,\sigma,\bar{\sigma}) \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{0}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{0}}\bigr)\bigr]^{2^{k}}, \\& \Upsilon_{i-1}^{(4)} = e^{-\theta_{1}^{i-1}}C^{2}( \kappa,\gamma,\sigma ,\tilde{\sigma})\sum_{k=1}^{i-2} \bigl(12KC^{2}(\kappa,\gamma,\sigma,\bar{\sigma })\bigr)^{2^{k}} \times2^{[2^{k+1}(i-k+1)-4i+4]\kappa}, \\& R_{6} = 2\epsilon K\eta_{i-2} C(\alpha_{i-1})C( \alpha_{i-2})C(\alpha_{i-3})N_{i-3}^{-\alpha_{i-3}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-3}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-3}}\bigr) \\& \hphantom{R_{6} = {}}{} +\epsilon\eta_{i-2} C(\alpha_{i-1})N_{i-2}^{-\alpha_{i-2}} \bigl( \Vert \tilde{h}_{1} \Vert _{\sigma_{i-1}}+ \Vert \tilde{h}_{2} \Vert _{\sigma_{i-1}}\bigr)+4\eta_{i-2}C( \alpha_{i-1})C(\alpha _{i-2})K^{2}. \end{aligned}$$
Combining (4.78) with (4.79), we get
$$\begin{aligned}& \Vert u_{i}-u_{i-1} \Vert _{\sigma_{j+1}} \\& \quad \leq C( \alpha_{i+1})C_{1}(\alpha_{i}) \Vert E_{i-1} \Vert _{\sigma_{i-1}}+2C(\alpha_{i+1})C( \alpha_{i-1}) \Vert E_{i-2} \Vert ^{2}_{\sigma_{i-2}} \\& \qquad {}+2C^{2}(\kappa,\gamma,\sigma,\bar{\sigma})\sum _{k=2}^{i-2}\bigl(C(\kappa ,\gamma,\sigma,\bar{ \sigma})\rho\bigr)^{2^{k}}2^{2^{k+2}(i-k+1)-2i} \Vert E_{i-k-1} \Vert _{\sigma_{i-k-1}}^{2^{k}} \\& \qquad {}+C(\alpha_{i+1}) \bigl(\Upsilon_{i-1}^{(1)}+ \Upsilon_{i-1}^{(2)}+\Upsilon _{i-1}^{(3)}+ \Upsilon_{i-1}^{(4)}+R_{6}\bigr)+R_{7}, \end{aligned}$$
(4.80)
where
$$\begin{aligned}& \rho = 12C^{2}(\kappa,\gamma,\sigma,\bar{\sigma})C^{2}_{1}( \kappa,\gamma ,\sigma,\bar{\sigma}), \\& R_{7} = K\epsilon C^{2}(\kappa,\gamma,\sigma,\bar{ \sigma})2^{(2i-1)\kappa}e^{-\theta _{1}^{i-1}(\sigma-\bar{\sigma})}(\|\tilde{h}_{1} \|_{\sigma_{i-1}}+\|\tilde {h}_{2}\|_{\sigma_{i-1}}) \\& \hphantom{R_{7} ={}}{}+\epsilon C(\kappa,\gamma,\sigma,\bar{\sigma})2^{(i)\kappa}e^{-\theta _{1}^{i-1}(\sigma-\bar{\sigma})} \|h_{1}\|_{\sigma_{i}}. \end{aligned}$$
By (4.77), for \(\forall1\leq k\leq i\), it follows that
$$ \|E_{i-k}\|_{\sigma_{i-k}}\leq\bigl(2^{8\kappa}C_{1}^{2}( \kappa,\gamma,\sigma ,\bar{\sigma})\Xi\bigr)^{2^{i-k-1}}\Theta_{i-k}, $$
(4.81)
where
$$\begin{aligned} \Theta_{i} \leq&2K\Theta^{2}_{i-1}+ \rho^{2}C_{1}^{2}(\kappa,\gamma,\sigma ,\bar{ \sigma})\Xi^{2^{i-1}}\Theta^{2^{2}}_{i-1} + \rho^{2^{2}}\bigl(2^{8\kappa}C_{1}(\kappa,\gamma,\sigma, \bar{\sigma})\Xi \bigr)^{2^{i-1}}\Theta_{i-2}^{2^{3}} \\ &{}+\cdots+\bigl(2^{24\kappa}C_{1}^{2}(\kappa, \gamma,\sigma,\bar{\sigma})\Xi\rho b^{2}\bigr)^{2^{i-1}}+\bigl(4 \times2^{8\kappa}C_{1}^{2}(\kappa,\gamma,\sigma,\bar { \sigma})\bigr)^{-2^{i-1}}\Phi_{i} \\ < &1. \end{aligned}$$
Inserting (4.81) into (4.80), we derive
$$\begin{aligned} \|u_{i}-u_{i-1}\|_{\sigma_{j+1}} \leq&C( \alpha_{i+1})C_{1}(\alpha _{i}) \bigl(2^{8\kappa}C_{1}^{2}(\kappa,\gamma,\sigma,\bar{ \sigma})\Xi \bigr)^{2^{i-2}}\Theta_{i-1} \\ &{}+2C(\alpha_{i+1})C(\alpha_{i-1}) \bigl(2^{8\kappa}C_{1}^{2}( \kappa,\gamma,\sigma ,\bar{\sigma})\Xi\bigr)^{2^{i-2}}\Theta_{i-2}^{2} \\ &{}+2C^{2}(\kappa,\gamma,\sigma,\bar{\sigma}) \bigl(2^{8\kappa}C_{1}^{2}( \kappa ,\gamma,\sigma,\bar{\sigma})\Xi\bigr)^{2^{i-1}} \\ &{}\times\sum_{k=2}^{i-2}\bigl(C(\kappa, \gamma,\sigma,\bar{\sigma})\rho \bigr)^{2^{k}}2^{2^{k+2}(i-k+1)-2i} \Theta_{i-2}^{2^{k}} \\ &{}+C(\alpha_{i+1}) \bigl(\Upsilon_{i-1}^{(1)}+ \Upsilon_{i-1}^{(2)}+\Upsilon _{i-1}^{(3)}+ \Upsilon_{i-1}^{(4)}+R_{6}\bigr)+R_{7}. \end{aligned}$$
By (4.52)–(4.53), the above estimate implies that \(i\rightarrow\infty\) as \(j\rightarrow\infty\). Then
$$ \|u_{i}-u_{i-1}\|_{\sigma_{j}}\rightarrow0. $$
Therefore, by the relation \(\|u_{j}\|_{\sigma_{j}}=\|u_{0}+\sum_{i=1}^{j}(u_{i}-u_{i-1})\|_{\sigma_{j}}\leq\sum_{i=1}^{j}\|u_{i}-u_{i-1}\|_{\sigma_{i}}\), we find that \(\lim_{j\rightarrow\infty}\|u_{j}\|_{\sigma_{j}}\) exists.
Thus, the solution of system (4.1)–(4.2) is
$$\begin{aligned}& \tilde{u}_{\infty}=\mathcal{L}_{\omega}^{-1} \Biggl[K\Biggl(\sum_{k=1}^{\infty }a_{k}-f_{2}^{(\infty)} \Biggr)^{+}+\sum_{k=1}^{\infty}(m_{b}g)_{k}+ \epsilon \tilde{h}_{1}\Biggr], \end{aligned}$$
(4.82)
$$\begin{aligned}& \tilde{w}_{\infty}=\mathcal{J}_{\omega}^{-1} \Biggl[-K\Biggl(\sum_{k=1}^{\infty }a_{k}-f_{2}^{(\infty)} \Biggr)^{+}+\sum_{k=1}^{\infty}(m_{c}g)_{k}+ \epsilon \tilde{h}_{2}\Biggr], \end{aligned}$$
(4.83)
where
$$ f_{2}^{(\infty)}=\frac{K}{2}+\epsilon \tilde{L}_{\omega}(\tilde{h}_{1}+\tilde{h}_{2}). $$
(4.84)
□
Lemma 4.8
(Local uniqueness of solution)
System (4.1)–(4.2) has a unique solution
\((u_{\infty},w_{\infty})\in X_{\bar{\sigma}}\times Y_{\bar{\sigma}}\), which is obtained in (4.82)–(4.83).
Proof
Suppose that there exist two solutions \((u,w)\) and \((u',w')\) of system (4.1)–(4.2). Then we denote by ā and ã the corresponding solutions of Eq. (4.26), respectively. Let \((h^{(1)},h^{(2)})=(u-u',w-w')\) and \(h^{(3)}=\bar{a}-\tilde{a}\). Then, by (4.26), we have
$$\begin{aligned}& \mathcal{M}\bigl(h^{(3)},(m_{b}g)-(m_{b}g)' \bigr) \\& \quad = \Lambda h^{(3)}+K\bigl(h^{(3)}\bigr)^{+}+K( \bar{a}-f_{2})^{+}-K(\tilde {a}-f_{2})^{+}-K\bigl(h^{(3)} \bigr)^{+}-(m_{b}g)+(m_{b}g)' \\& \quad = \Psi_{1}\bigl(h^{(3)}\bigr)+\Psi_{2} \bigl(h^{(3)}\bigr)=0, \end{aligned}$$
(4.85)
where \(f_{2}\) is defined in (4.84), and
$$\begin{aligned}& \Psi_{1}\bigl(h^{(3)}\bigr) = \Lambda h^{(3)}+K \bigl(h^{(3)}\bigr)^{+}, \\& \Psi_{2}\bigl(h^{(3)}\bigr) = K(\bar{a}-f_{2})^{+}-K( \tilde {a}-f_{2})^{+}-K\bigl(h^{(3)}\bigr)^{+}-(m_{b}g)+(m_{b}g)'. \end{aligned}$$
Take \((m_{b}g)=(m_{b}g)'\). Then, by the definition of \(\Psi_{2}(h^{(3)})\), we derive
$$\begin{aligned} \bigl\Vert \Psi_{2}\bigl(h^{(3)}\bigr) \bigr\Vert _{0} =& \bigl\Vert K(\bar{a}-f_{2})^{+}-K(\tilde {a}-f_{2})^{+}-K\bigl(h^{(3)}\bigr)^{+}-(m_{b}g)+(m_{b}g)' \bigr\Vert _{0} \\ \leq& \bigl\Vert K\bigl(h^{(3)}\bigr)^{+}+K(\tilde{a}-f_{2})^{+}-K( \tilde {a}-f_{2})^{+}-K\bigl(h^{(3)}\bigr)^{+} \bigr\Vert _{0} \\ \leq&0, \end{aligned}$$
which means \(\Psi_{2}(h^{(3)})=0\). Then, from (4.85), we get \(\Psi_{1}(h^{(3)})=\Lambda h^{(3)}+K(h^{(3)})^{+}=0\). Therefore, by Lemma 4.2, \(\bar{a}=\tilde{a}\). Then, from the definition \((u,w)\) and \((u',w')\) in (4.82)–(4.83), we obtain \(u=u'\) and \(w=w'\). This completes the proof. □