General Cauchy–Lipschitz theory for Δ-Cauchy problems with Carathéodory dynamics on time scales

Abstract

The aim of this paper was to complete some aspects of the classical Cauchy–Lipschitz (or Picard–Lindelöf) theory for general nonlinear systems posed on time scales. Despite a rich literature on Cauchy–Lipschitz type results on time scales, most of the existing results are concerned with rd-continuous dynamics (and -solutions) and do not cover the framework of general Carathéodory dynamics encountered for instance in control theory with measurable controls (which are not rd-continuous in general). In this paper, our main objective was to study -Cauchy problems with general Carathéodory dynamics. We introduce the notion of absolutely continuous solution (weaker regularity than ) and then the notion of maximal solution. We state and prove a Cauchy–Lipschitz theorem, providing existence and uniqueness of the maximal solution of a given -Cauchy problem under suitable assumptions such as regressivity and local Lipschitz continuity. Three new related issues are also discussed in this paper: the boundary value is not necessarily an initial or a final condition, the solutions are constrained to take their values in a non-empty open subset and the behaviour of maximal solutions at terminal points is studied.