COMMENTATIONES MATHEMATICAE Vol. 53, No.

2 (2013), 113-133

Wojciech. M. Kozlowski

On Nonlinear Differential Equations in Generalized

Musielak-Orlicz Spaces
In tribute to Julian Musielak on his 85th birthday

Abstract. We consider ordinary differential equations u0 (t) + (I − T )u(t) = 0,

where an unknown function takes its values in a given modular function space being
a generalization of Musielak-Orlicz spaces, and T is nonlinear mapping which is
nonexpansive in the modular sense. We demonstrate that under certain natural
assumptions the Cauchy problem related to this equation can be solved. We also
show a process for the construction of such a solution. This result is then linked to
the recent results of the fixed point theory in modular function spaces.
2010 Mathematics Subject Classification: Primary 34G20, Secondary 34K30, 65J15,
46E30, 47H09, 46B20, 47H10, 47H20, 47J25.
Key words and phrases: Ordinary differential equation, nonlinear equation, Cauchy
problem, initial value problem, fixed point, nonexpansive mapping, modular function
space, Orlicz space, Musielak-Orlicz space, convex modular.

1. Introduction. The purpose of this paper is to prove the existence of a

solution of a Cauchy problem given by a differential equation u0 (t)+(I −T )u(t) = 0,
where an unknown function takes its values in a modular function space, and T is
nonlinear mapping which is nonexpansive in the modular sense, and not necessarily
in the norm sense. Theory of Musielak-Orlicz spaces grew out of the theory of Orlicz
and modular spaces in late 1950s, see [56, 57], and then achieved its established
status in a seminal book by Musielak [55] which laid solid foundations for the theory
and its applications. Modular function spaces are natural generalizations of both
function and sequence variants of many important, from applications perspective,
spaces like Lebesgue, Orlicz, Musielak-Orlicz, Lorentz, Orlicz-Lorentz, Calderon-
Lozanovskii spaces and many others, see the book by Kozlowski [42] for an extensive
list of examples and special cases. See also the paper by Cerda, Hudzik and Mastylo
[7] for the definition and geometrical properties of Calderon-Lozanovskii spaces.
114 Nonlinear Differential Equations

The results and methods of fixed point theory, applied to spaces of measurable
functions, have been used extensively in the field of differential and integral equ-
ations. Since the 1930s many prominent mathematicians like Orlicz and Birnbaum
recognized that using the methods of Lp -spaces alone created many complications
and in some cases did not allow to solve some non-power type integral equations,
see [5, 59, 60]. They considered spaces of functions with some growth properties
different from the power type growth control provided by the Lp -norms. Orlicz and
Birnbaum considered function spaces defined as follows:
 Z 
ϕ


L = f : R → R; ∃λ > 0 : ϕ λ|f (x)| dm(x) < ∞ ,
R

where ϕ : [0, ∞) → [0, ∞) was assumed to be a convex function increasing to

infinity, i.e. the function which to some extent behaves similarly to power functions
ϕ(t) = tp . Let us mention two other typical examples of such functions: ϕ1 (t) =
2
et − t − 1 or ϕ2 (t) = et − 1. The possibility of introducing the structure of a
linear metric in Lϕ as well as the interesting properties of these spaces, later named
Orlicz spaces, and many applications to differential and integral equations with
kernels of nonpower types were among the reasons for the development of the theory
of Orlicz spaces, their applications and generalizations. Consider for example the
following Hammerstein nonlinear integral equation which plays an important role
in the elasticity theory:
Z 1
f (x) = k(x, y)ϕ(f (y))dy,
0

where ϕ(u) is a function which increases more rapidly than an arbitrary power
function. Krasnosel’skii and Rutickii, [52], showed that the Hammerstein operator
defined by the right member of this integral equation does not operate in any of the
Lp spaces. And yet, they showed how to find an Orlicz space where the Hammerstein
operator is well defined and posses properties allowing to use some fixed point
theorems for solving the corresponding integral equation.
Many successful applications of Orlicz spaces led to several extensions and gene-
ralizations. Using the apparatus of abstract modular spaces introduced by Nakano
in [58] and then developed further by Musielak and Orlicz, see e.g. [56, 57], Mu-
sielak developed a theory of generalized Orlicz spaces, known in the contemporary
literature as Musielak-Orlicz spaces, see the book by Musielak [55].
Given a a nontrivial, σ-finite measure space (Ω, Σ, µ), and a real-valued function
ϕ : Ω × [0, ∞) → [0, ∞) which satisfies the following conditions
(i) ϕ(ω, u) is a non-decreasing, continuous function of u such that ϕ(ω, 0) = 0,
ϕ(ω, u) > 0 for u > 0, ϕ(ω, 0) → ∞ as u → ∞,
(ii) ϕ(ω, u) is a Σ-measurable function of ω for all u ≥ 0.
Denoting by M the space of all Σ-measurable, real-valued functions with equality
µ-almost everywhere, we can define the Orlicz-Musielak modular on a function
f ∈ M by
Z
(1) ρ(f ) = ϕ(ω, |f (ω)|)dµ.
Ω
 W.M. Kozlowski 115

Keeping this in mind, the Musielak-Orlicz space is defined as a corresponding

modular space, that is
n Z o
(2) Lϕ = f ∈ M : ϕ(ω, λ|f (ω)|)dµ → 0 as λ → 0+ .
Ω

Musielak-Orlicz spaces have been proven to be very useful in application to

integral and differential equations due to their flexibility and generality (e.g. they
do not have to be symmetric spaces). They have been generalized to a more abstract
and even more flexible setting of modular functions spaces introduced by Kozlowski
in [40, 41, 42]. We refer the reader to the Section “Preliminaries” for the brief
recollection of the fundamentals of the theory of modular function spaces.
There is a solid body of work on the subject of ordinary and partial differential
equations in Orlicz and Musielak Orlicz spaces, especially in the context of Orlicz-
Sobolev and Musielak-Orlicz-Sobolev spaces, see for instance [21, 64, 22, 26, 11],
and more recent works often related to applications to modeling of “smart fluids”,
see e.g. [63, 14, 25, 3, 23, 24, 4] and the papers referenced there. Frequently in these
applications, a nonlinear extension of modular function spaces are used leading to
the concepts of the modular metric spaces, see e.g. [9, 10, 1].
Typically these results use the classical techniques of differential equations with
values in Banach spaces. Our approach is to use the modular notions, like the ρ-
nonexpansiveness, whenever this is practical. Our results generalize the results of
Khamsi from [32] obtained for norm-continuous, nonexpansive mappings acting in
Musielak-Orlicz spaces Lϕ with ϕ satisfying the Musielak-Orlicz version of the ∆2
condition, in relation to the problem of existence of ρ-nonexpansive semigroups of
mappings, which - on their own - extended classical Banach space results of [12, 62].

2. Preliminaries. Let us introduce basic notions related to modular function

spaces and related notation which will be used in this paper. For further details
we refer the reader to preliminary sections of the recent articles [35, 36, 13] or to
the survey article [46]; see also [40, 41, 42] for the standard framework of modular
function spaces.
Let Ω be a nonempty set and Σ be a nontrivial σ-algebra of subsets of Ω. Let
P be a δ-ring of subsets of Ω, such that E ∩ A ∈ P for any E ∈ P and A ∈ Σ.
Let usS assume that there exists an increasing sequence of sets Kn ∈ P such that
Ω = Kn . By E we denote the linear space of all simple functions with supports
from P. By M∞ we will denote the space of all extended measurable functions,
i.e. all functions f : Ω → [−∞, ∞] such that there exists a sequence {gn } ⊂ E,
|gn | ≤ |f | and gn (ω) → f (ω) for all ω ∈ Ω. By 1A we denote the characteristic
function of the set A.

Definition 2.1 Let ρ : M∞ → [0, ∞] be a nontrivial, convex and even function.

We say that ρ is a regular convex function pseudomodular if:
(i) ρ(0) = 0;
(ii) ρ is monotone, i.e. |f (ω)| ≤ |g(ω)| for all ω ∈ Ω implies ρ(f ) ≤ ρ(g), where
f, g ∈ M∞ ;
116 Nonlinear Differential Equations

(iii) ρ is orthogonally subadditive, i.e. ρ(f 1A∪B ) ≤ ρ(f 1A )+ρ(f 1B ) for any A, B ∈
Σ such that A ∩ B 6= ∅, f ∈ M;
(iv) ρ has the Fatou property, i.e. |fn (ω)| ↑ |f (ω)| for all ω ∈ Ω implies ρ(fn ) ↑
ρ(f ), where f ∈ M∞ ;

(v) ρ is order continuous in E, i.e. gn ∈ E and |gn (ω)| ↓ 0 implies ρ(gn ) ↓ 0.

Similarly, as in the case of measure spaces, we say that a set A ∈ Σ is ρ-null if
ρ(g1A ) = 0 for every g ∈ E. We say that a property holds ρ-almost everywhere if
the exceptional set is ρ-null. As usual we identify any pair of measurable sets whose
symmetric difference is ρ-null as well as any pair of measurable functions differing
only on a ρ-null set. With this in mind we define M = {f ∈ M∞ : |f (ω)| <
∞ ρ − a.e}, where each element is actually an equivalence class of functions equal
ρ-a.e. rather than an individual function.

Definition 2.2 We say that a regular function pseudomodular ρ is a regular co-

nvex function modular if ρ(f ) = 0 implies f = 0 ρ − a.e.. The class of all nonzero
regular convex function modulars defined on Ω will be denoted by <.

Definition 2.3 ([40, 41, 42]) Let ρ be a convex function modular. A modular
function space is the vector space Lρ = {f ∈ M : ρ(λf ) → 0 as λ → 0}.

The following notions will be used throughout the paper.

Definition 2.4 Let ρ ∈ <.

(a) We say that {fn } is ρ-convergent to f and write fn → f (ρ) if and only if
ρ(fn − f ) → 0.
(b) A sequence {fn } where fn ∈ Lρ is called ρ-Cauchy if ρ(fn − fm ) → 0 as
n, m → ∞.
(c) A set B ⊂ Lρ is called ρ-closed if for any sequence of fn ∈ B, the convergence
fn → f (ρ) implies that f belongs to B.
(d) A set B ⊂ Lρ is called ρ-bounded if sup{ρ(f − g) : f ∈ B, g ∈ B} < ∞.

(e) A set B ⊂ Lρ is called strongly ρ-bounded if there exists β > 1 such that
Mβ (B) = sup{ρ(β(f − g)) : f ∈ B, g ∈ B} < ∞.
Since ρ fails in general the triangle identity, many of the known properties of limit
may not extend to ρ-convergence. For example, ρ-convergence does not necessarily
imply ρ-Cauchy condition. However, it is important to remember that the ρ-limit
is unique when it exists. The following proposition brings together few facts that
will be often used in the proofs of our results.
 W.M. Kozlowski 117

Proposition 2.5 Let ρ ∈ <.

(i) Lρ is ρ-complete.
(ii) ρ-balls Bρ (x, r) = {y ∈ Lρ : ρ(x − y) ≤ r} are ρ-closed and ρ-a.e. closed.
(iii) If ρ(αfn ) → 0 for an α > 0 then there exists a subsequence {gn } of {fn } such
that gn → 0 ρ − a.e.
(iv) ρ(f ) ≤ lim inf ρ(fn ) whenever fn → f ρ−a.e. (Note: this property is equivalent
to the Fatou Property).

Definition 2.6 The following formula defines a norm in Lρ (frequently called the
Luxemburg norm) :
kf kρ = inf{α > 0 : ρ(f /α) ≤ 1}.

Remark 2.7 It is not difficult to prove that k · kρ defines actually a norm such that
kf kρ ≤ kgkρ whenever |f )| ≤ |g| ρ-a.e. It is also straightforward to demonstrate
that kfn kρ → 0 if and only if ρ(αfn ) → 0 for every α > 0. See Theorem 1.6 in [55].

The above remarks immediately implies the next proposition.

Proposition 2.8 Let ρ ∈ <. If C ⊂ Lρ is ρ-closed then C is closed with respect to

the Luxemburg norm.
Since every ρ ∈ < is a left-continuous, convex modular we have the following
result, see Theorems 1.5 and 1.8 in [55].

Proposition 2.9 Let ρ ∈ <. The following assertions are true:

(a) If kf kρ < 1 then ρ(f ) ≤ kf kρ
(b) kf kρ ≤ 1 if and only if ρ(f ) ≤ 1.
Using the definition of the Luxemburg norm, it is easy to prove the following
proposition.

Proposition 2.10 Let ρ ∈ < and let f ∈ Lρ . Then kf kρ > 1 implies ρ(f ) ≥ kf kρ .
In the sequel, we will use the following important result being an immediate
corollary to Proposition 2.10.

Proposition 2.11 Let ρ ∈ <. If C ⊂ Lρ is ρ-bounded then C is bounded with

respect to the Luxemburg norm.
We will also need the definition of the ∆2 -property of a function modular, see
e.g. [42, 13].
118 Nonlinear Differential Equations

Definition 2.12 Let ρ ∈ <. We say that ρ has the ∆2 -property if

sup ρ(2fn , Dk ) → 0
n

whenever Dk ↓ ∅ and sup ρ(fn , Dk ) → 0.

n

The next result is a straightforward consequence from Definitions 2.6 and 2.12,
and from Remark 2.7.

Proposition 2.13 Let ρ ∈ <. The ρ-convergence is equivalent to the convergence

with respect to the Luxemburg norm k · kρ if and only if ρ has the ∆2 -property.
A specific subspace of Lρ will be of particular importance for our discussions in
this paper.

Definition 2.14 Define L0ρ = {f ∈ Lρ ; ρ(f, ·) is order continuous} and Eρ =

{f ∈ Lρ ; λf ∈ L0ρ f or every λ > 0}.
The position of Eρ with respect to Lρ is characterized in the following theorem.

Theorem 2.15 ([40, 41, 42]) Let ρ ∈ <.

(a) Lρ ⊃ L0ρ ⊃ Eρ ,
(b) Eρ has the Lebesgue property, i.e. ρ(αf, Dk ) → 0 for α > 0, f ∈ Eρ and Dk ↓ ∅.
(c) Eρ is the closure of E (in the sense of k · kρ ).
(d) Eρ = Lρ if and only if ρ has the ∆2 -property.
An extremal flexibility gained by using the apparatus of the modular function
spaces can be illustrated as follows: the operator itself is used for the construction of
a modular and hence a space in which this operator has required properties. Let us
consider for instance the following Uryshon integral operator, being a generalization
of the Hammerstein operator:
Z 1
T (f )(x) = k(x, y, |f (y)|)dy + f0 (x),
0

where f0 is a fixed function and f : [0, 1] → R is Lebesgue measurable. For the

kernel k we assume that
(a) k : [0, 1] × [0, 1] × R+ → R+ is Lebesgue measurable,
(b) k(x, y, 0) = 0,
(c) k(x, y, .) is continuous, convex and increasing to +∞,
Z 1
(d) k(x, y, t)dx > 0 for t > 0 and y ∈ (0, 1),
0
 W.M. Kozlowski 119

Assume in addition that for almost all t ∈ [0, 1] and measurable functions f, g there
holds
Z 1 nZ 1 o Z 1
k(t, u, |k(u, v, |f (v)|) − k(u, v, |g(v)|)|)dv du ≤ k(t, u, |f (u) − g(u)|)du.
0 0 0
Z 1 nZ 1 o
Setting ρ(f ) = k(x, y, |f (y)|)dy dx and using Jensen’s inequality it is easy
0 0
to show that ρ is a nonnegative, even, convex nonlinear functional on the space of
measurable functions Lρ = {f : [0, 1] → R : ∃λ > 0, ρ(λf ) < ∞}, and that
ρ(T (f ) − T (g)) ≤ ρ(f − g), that is, T is nonexpansive with respect to ρ. We will
come back to this example towards the end of this paper, see Example 4.8.
An additional importance for applications of modular function spaces consists
in the richness of structure of modular function spaces, that - besides being Banach
spaces (or F-spaces in a more general settings) - are equipped with modular equ-
ivalents of norm or metric notions, and also are equipped with almost everywhere
convergence and convergence in submeasure. As the above example of the Urysohn
operator vividly demonstrated, in many situations in differential and integral equ-
ations, approximation and fixed point theory, modular type conditions are much
more natural and modular type assumptions can be more easily verified than their
metric or norm counterparts. There are also important results that can be proved
only using the apparatus of modular function spaces.

3. Vitali Property. According to Proposition 2.13, the ρ-convergence and

the k · kρ -convergence are in general equivalent if only if ρ satisfies ∆2 . However, it
is legitimate to ask on what subsets of Lρ such equivalence may hold even ρ does
not have ∆2 . In this paper we introduce a new concept of sets with the Vitali
property that will play this role. The reference to Giuseppe Vitali is justified by
the following version of the Vitali Convergence Theorem which was proved in the
context of modular function spaces in [42], Theorem 2.4.3.

Theorem 3.1 ([42]) Let ρ ∈ <. Let fn ∈ Eρ , f ∈ Lρ and fn → f ρ-a.e. Then the
following conditions are equivalent:
(i) f ∈ Eρ and kfn − f kρ → 0.
(ii) for every α > 0 the subadditive measures ρ(αfn , ·) are order equicontinuous,
that is, if Ek ∈ Σ are such that Ek ↓ ∅ then lim sup ρ(αfn , Ek ) = 0.
k→∞ n∈N

Definition 3.2 A set C ⊂ Lρ is said to posses the Vitali property if C ⊂ Eρ , and

for any g ∈ Lρ and gn ∈ C with ρ(gn − g) → 0 there exists a subsequence {gnk }
of {gn } such that for every α > 0 the subadditive measures ρ(αgnk , ·) are order
equicontinuous.

Our next result characterizes sets with the Vitali property as those subsets of
Eρ on which the ρ-convergence and the k · kρ -convergence are indeed equivalent.
120 Nonlinear Differential Equations

Theorem 3.3 Let ρ ∈ <. A set C ⊂ Lρ has the Vitali property if and only the
following two conditions are satisfied:

(i) C ⊂ Eρ .

(ii) If g ∈ Lρ and gn ∈ C with ρ(gn − g) → 0 then kgn − gkρ → 0.

Proof Let us assume first that C ⊂ Lρ has the Vitali property. Hence, by de-
finition, the condition (i) is satisfied. To prove (ii), take a sequence {gn }, and
a function g ∈ Lρ such that ρ(gn − g) → 0. By Proposition 2.5 there exists a
subsequence {gnk } such that

(3) gnk → g ρ − a.e.

Because C has the Vitali property, there exists a subsequence {gnkl } such that for
every α > 0 the submeasures ρ(αgnkl , ·) are order equicontinuous. Hence, using (3)
and the Vitali Theorem (Theorem 3.1), we conclude that kgnkl − gkρ → 0. Since
this reasoning can be repeated for any subsequence of {gn }, every subsequence of
{gn } contains a subsequence converging in k · kρ to g, proving (ii).
Conversely, let us assume that (i) and (ii) are satisfied. Assume to the contrary
that C does not have the Vitali property. Then there exists a sequence {gk } of
elements of C, g ∈ Lρ and α > 0 such that the submeasures ρ(αgn , ·) are not
order equicontinuous while ρ(gk − g) → 0. The latter fact implies by (ii) that
kgn − gkρ → 0, which also implies, via closedness of Eρ that g ∈ Eρ . By Proposition
2.5 we can assume, without loosing generality, that gnk → g ρ-a.e. From Theorem
3.1 we conclude that kgn − gkρ cannot tend to zero. Contradiction completes the
proof. 

Remark 3.4 Combining Proposition 2.8 with Theorem 3.3, we can easily see that
a set with the Vitali property is ρ-closed if and only if it is k · kρ -closed.

Remark 3.5 Let C ⊂ Lρ be a set with the Vitali property and let a, b ∈ R. Let
u : [a, b] → C be a ρ-continuous function, that is, ρ(u(tn ) − u(t)) → 0 provided
tn → t. It follows immediately from Theorem 3.3 that u is k · kρ -continuous.

As an immediate corollary to Remark 3.5 we obtain the following important

result.

Remark 3.6 Let Z be a separable linear subspace of (Eρ , k · kρ ) and let C ⊂ Z

have the Vitali property. Assume that the function u : [a, b] → C is ρ-continuous.
Then u is the Bochner integrable function with respect the the Lebesgue measure
m on [a, b], i.e. u ∈ L1 (Ω, Z, m).

In this context, let us discuss the separability of (Eρ , k · kρ ). First, we need the
following definition.
 W.M. Kozlowski 121

Definition 3.7 The function modular ρ ∈ < is called separable if kf 1(·) kρ ) is a

separable set function for each f ∈ E, which means that there exists a countable
A ⊂ P such that to every A ∈ P there corresponds a sequence {Ak } of elements of
A with

(4) ρ(αf, A∆Ak ) → 0

for every α > 0, where ∆ denotes the symmetric set difference.

We are now ready to formulate the following characterization of separable

(Eρ , k · kρ ) spaces, see Theorem 2.5.4 in [42].

Theorem 3.8 ([42]) Let ρ ∈ <. The space (Eρ , k · kρ ) is a separable Banach space
if and only ρ is separable.

Finally, we can combine the last two results into the following very useful state-
ment.

Proposition 3.9 Let ρ ∈ < be a separable function modular. If u : [a, b] → C is

ρ-continuous, where C ⊂ Eρ has the Vitali property, then u ∈ L1 (Ω, Z, m).

Let us finish this section with few examples of sets with the Vitali property.

Example 3.10 If ρ has ∆2 property then every set C ⊂ Lρ has the Vitali property.

Example 3.11 Let C ⊂ Eρ . If there exists g ∈ Eρ such that |f (ω) ≤ |g(ω)| ρ-a.e
for every f ∈ C then C has the Vitali property.

Example 3.12 Let C ⊂ Eρ be k · kρ -conditionally compact. Then C has the Vitali

property (see Theorem 2.5.1 in [42]) .

4. Solution of the Initial Value Problems in Modular Function Spaces.

To the end of this paper we will be considering the following initial value problem
for an unknown function u : [0, A] → C, where C ⊂ Eρ :
(
u(0) = f
(5)
u0 (t) + (I − T )u(t) = 0,

where f ∈ C and A > 0 are fixed and T : C → C is ρ-nonexpansive.

To start with, let us recall the definition of ρ-nonexpansive mappings.

Definition 4.1 Let ρ ∈ < and let C ⊂ Lρ be nonempty. A mapping T : C → C

is called a ρ-nonexpansive mapping if ρ(T (f ) − T (g)) ≤ ρ(f − g), for all f, g ∈ C.
122 Nonlinear Differential Equations

Let us first consider the following question: Are the ρ-nonexpansive mappings
really different from the mappings nonexpansive with respect to the Luxemburg
norm associated with the modular ρ? First we will show the following simple result.

Proposition 4.2 Let ρ ∈ <. If for every λ > 0

(6) ρ (λ (T (f ) − T (g))) ≤ ρ (λ(f − g))

then, kT (f ) − T (g)kρ ≤ kf − gkρ .

Proof Assume to the contrary that there exist f, g ∈ Lρ and α > 0 such that

kf − gkρ < α < kT (f ) − T (g)kρ .

 
f − g f −g
Then, < 1, which by Proposition 2.9 part (a) implies that ρ < 1.
α ρ α
It also implies that
T (f ) − T (g)
1< ,
α
ρ
 
T (f ) − T (g)
which, by Proposition 2.9 part (b), yields 1 < ρ . Finally, setting
α
λ = α−1 , we obtain

ρ (λ(f − g)) < 1 < ρ (λ (T (f ) − T (g))) .

Contradiction completes the proof. 

In view of Proposition 4.2, we need to ask whether the inequality (6) needs to
hold for every λ > 0 in order to ensure the norm nonexpansiveness? If we knew
that it sufficed to assume it merely for λ = 1, then there would be no real reason
to consider ρ-nonexpansiveness. The answer to this question can be found in the
following simple example of a mapping which is ρ-nonexpansive but it is not k.kρ -
nonexpansive.

Example 4.3 [37] Let X = (0, ∞) and Σ be the σ-algebra of all Lebesgue measu-
rable subsets of X. Let P denote the δ-ring of subsets of finite measure. Define a
function modular by Z
1 ∞
ρ(f ) = 2 |f (x)|x+1 dm(x).
e 0
Let B be the set of all measurable functions f : (0, ∞) → R such that 0 ≤ f (x) ≤
1/2. Consider the map

f (x − 1), for x ≥ 1,
T (f )(x) =
0, for x ∈ [0, 1].

Clearly, we have T (B) ⊂ B. For every f, g ∈ B and λ ≤ 1, we have

ρ (λ (T (f ) − T (g))) ≤ λρ (λ(f − g)) ,

 W.M. Kozlowski 123

which implies that T is ρ-nonexpansive. On the other hand, if we take f = 1[0,1] ,

then
kT (f )kρ > e ≥ kf kρ ,
which clearly implies that T is not k.kρ -nonexpansive. Note that T is linear.
Returning to our Cauchy problem (5), the meaning of the above considerations is
that for such mappings T the classical methods of differential equations for functions
with values in Banach spaces would not work. It is also worthwhile mentioning that,
due to the indirect definition of the Luxemburg norm, quite often it is much more
convenient to evaluate formulas expressed only in terms of a modular which is, in
applications, typically given by a direct formula allowing numerical computations.
Let us introduce the following convenient notations which will be used thro-
ughout this paper. For any t > 0 we define
Z t
−t
(7) K(t) = 1 − e = es−t ds.
0

We define the ρ-diameter of a set C ⊂ Lρ as

(8) δρ (C) = sup ρ(f − g).
f,g∈C

Observe that δρ (C) < ∞ whenever the set C is ρ-bounded.

For any Bochner measurable function v : [0, A] → Lρ , where A > 0, and any
t ∈ [0, A], we define
Z t
(9) S(v)(t) = es−t v(s)ds.
0

Similarly, we will denote

n−1
X
(10) Sτ (v)(t) = (ti+1 − ti )eti −t v(ti ),
i=0

for any τ = {t0 , . . . , tn }, a subdivision of the interval [0, A].

Let us start with the following technical lemma.

Lemma 4.4 Let ρ ∈ < be separable. Let x, y : [0, A] → Lρ be two Bochner-integrable

k · kρ -bounded functions, where A > 0. Then for every t ∈ [0, A] we have
 Z t 
(11) ρ e−t y(t) + es−t x(s)ds ≤ e−t ρ(y(t)) + K(t) sup ρ(x(s)).
0 s∈[0,t]

Proof Without any loss of generality we can assume that sup ρ(x(s)) < ∞. Let
s∈[0,t]
τ = {t0 , . . . , tn } be a subdivision of the interval [0, A]. Define

n−1
X
(12) Zτ (t) = e−t y(t) + Sτ (x)(t) = e−t y(t) + (ti+1 − ti )eti −t x(ti ).
i=0
124 Nonlinear Differential Equations

It follows from the Lebesgue Dominated Convergence Theorem for Bochner in-
tegrals, that for every t ∈ [0, A], Zτ (t) converges in k.kρ to Z(t) defined by

Z t
−t −t
(13) Z(t) = e y(t) + S(x)(t) = e y(t) + es−t x(s)ds,
0

whenever |τ | = sup |ti+1 −ti | → 0. Using the Fatou Property of ρ and Proposition
0≤i≤n
2.5, we can easily see that

(14) ρ(Z(t)) ≤ lim inf ρ(Zτ (t)).

|τ |→0

Since
n−1
X
(15) e−t + (ti+1 − ti )eti −t ≤ 1,
i=0

and ρ is convex, it follows that

 n−1
X 
(16) ρ(Zτ (t)) ≤ e−t ρ(y(t)) + (ti+1 − ti )eti −t sup ρ(x(s)).
i=0 s∈[0,t]

By combining (16) with (14) and letting |τ | → 0 we get the desired inequality
(11). 

We are now ready to prove our main result.

Theorem 4.5 Let ρ ∈ < be separable. Let C ⊂ Eρ be a nonempty, convex, ρ-

bounded, ρ-closed set with the Vitali property. Let T : C → C be a ρ-nonexpansive
mapping. Let us fix f ∈ C and A > 0 and define the sequence of functions un :
[0, A] → C by the following inductive formula:
(
u0 (t) = f
(17) Rt
un+1 (t) = e−t f + 0 es−t T (un (s))ds.

Then for every t ∈ [0, A] there exists u(t) ∈ C such that

(18) ρ(un (t) − u(t)) → 0

and the function u : [0, A] → C defined by (18) is a solution of the Initial Value
Problem (5).

Proof We will show that un (t) ∈ C for every n ∈ N and every t ∈ [0, A]. Indeed,
for a given subdivision τ of [0, A], define
 
uτn+1 (t) = e−t f + Sτ T (un (ti )) (t).
 W.M. Kozlowski 125

Since C is a a convex set, it is easy to prove by induction that uτn (t) ∈ C. Note
that, by the properties of the Bochner integral, kuτn (t) − un (t)kρ → 0. Since C is
k · kρ -closed it is also ρ-closed. Hence un (t) ∈ C as claimed.
Now we are going to prove that

(19) ρ(un+p (t) − un (t)) ≤ K n+1 (A)δρ (C)

for all t ∈ [0, A] and every n, p ∈ N. We will prove (19) by induction with respect
to n. For n = 0 we have
Z t
(20) up (t) − u0 (t) = es−t T (up−1 (s))ds.
0

Applying Lemma 4.4 with y(t) = 0 and x(t) = T (up−1 (s)) − f we have

(21) ρ(up (t) − u0 (t)) ≤ K(t) sup ρ(T (up−1 (s)) − f ) ≤ K(A)δρ (C),
s∈[0,t]

because both f , and T (up−1 (s)) belong to C. Assume now that (19) holds for an
n ∈ N. Then
Z t  
(22) un+1+p (t) − un+1 (t) = es−t T (un+p (s)) − T (un (s)) ds.
0

Applying Lemma 4.4 again, with y(t) = 0 and x(t) = T (un+p (s)) − T (un (s)) we
have
 
(23) ρ(un+1+p (t) − un+1 (t)) ≤ K(A) sup ρ T (un+p (s)) − T (un (s))
s∈[0,t]

≤ K(A) sup ρ(un+p (s) − un (s))

s∈[0,t]

≤ K n+1 (A)δρ (C),

where we used the ρ-nonexpansiveness of T and the inductive assumption.

It follows directly from (19) that for every t ∈ [0, A], the sequence {un (t)} is a
ρ-Cauchy sequence the latter implies that

(24) kun (t) − u(t)kρ → 0.

Rememeber that T is ρ-nonexpansive and hence it is ρ-continuous in C, which

- via the Vitali property - implies that T is k · kρ -continuous in C. Using this fact,
it is easy to prove by induction that un is a k · kρ -continuous mapping from [0, A]
to C. Consequently, functions λn : [0, A] → C defined by λn (s) = T (un (s)) are
k · kρ -continuous and bounded. Hence, it follows from the Lebesgue Dominated
Convergence Theorem for Bochner integrals that
Z t
(25) lim kSτ (T (uk (t)) − es−t T (uk (s))dskρ → 0,
|τ |→0 0
126 Nonlinear Differential Equations

for every k ∈ N. Using the ρ-nonexpansiveness of T and the fact that ρ(un (t) −
u(t)) → 0, we have the following
 
(26) ρ Sτ (T (u(t)) − Sτ (T (un (t))
n−1
X  
≤ (ti+1 − ti )eti −t ρ T (u(t)) − T (un (t))
i=0
≤ AeA−t ρ(u(t) − un (t)) → 0,

which, via the Vitali property, implies that

(27) lim kSτ (T (u(t)) − Sτ (T (un (t))kρ = 0.

n→∞

For every t ∈ [0, A] we have now

(28) kSτ (T (u(t)) − u(t) + e−t f kρ ≤ kSτ (T (u(t)) − Sτ (T (un (t))kρ

Z t
+kSτ (T (un (t)) − es−t T (un (s))dskρ
0
Z t
+k es−t T (un (s))ds − u(t) + e−t f kρ .
0

Observing that
Z t
(29) es−t T (un (s))ds = un+1 − e−t f
0

and using (27), (25) and (24) we obtain that

(30) lim kSτ (T (u(t)) − u(t) + e−t f kρ = 0.

|τ |→0

Hence the function s 7→ es−t T (u(s) is Bochner-integrable on [0, A] and

Z t
(31) es−t T (u(s))ds = u(t) − e−t f.
0

Using (31) it can be easily proved, via the standard methods of Bochner inte-
gration, that u is differentiable and is a solution of the Initial Value Problem (5).
The proof of Theorem 4.5 is now complete. 

Remark 4.6 It is clear that the solution of the the Initial Value Problem (5) can
be extended to a solution u(t) defined on [0, +∞) such that its restriction to the
interval [0, A] is the ρ-limit of the sequence {un } defined as in the proof of Theorem
4.5.
 W.M. Kozlowski 127

Remark 4.7 Theorem 4.5 extends results of [32] proven for norm continuous, no-
nexpansive mappings acting in Musielak-Orlicz spaces with the ∆2 property.

Example 4.8 Let us go back to the example of the Urysohn operator T from the
Preliminary section of this paper:
Z 1
T (f )(x) = k(x, y, |f (y)|)dy + f0 (x),
0

As we saw, T i a ρ-nonexpansive mapping where the convex function modular ρ is

defined as
Z 1 nZ 1 o
(32) ρ(f ) = k(x, y, |f (y)|)dy dx.
0 0

Let us fix an r > 0 and set C = {f ∈ Eρ : ρ(f − f0 ) ≤ r}. It is easy to see that
T : C → C. If we assume additionally that there exists a constant M > 0 and a
Bochner-integrable function h : [0, 1] × [0, 1] → [0, ∞) such that for every u ≥ 0 and
x, y ∈ [0, 1]

(33) k(x, y, 2u) ≤ M k(x, y, u) + h(x, y),

then the modular ρ has the property ∆2 in the sense of Definition 2.12. Using the
Vitali property of C and Theorem 4.5 it is then easy to see that the corresponding
Initial Value Problem
(
u(0) = f0
(34)
u0 (t) + (I − T )u(t) = 0,

has a solution in C that can be calculated as the ρ-limit of the sequence {un } as
defined in Theorem 4.5.

Still in the context of Theorem 4.5, let us introduce the following notation: for
f ∈ C we write uf (t) ≡ f for all t ≥ 0. Let ask a question for which f ∈ C, uf are
the solutions of (5). The answer will be provided in our next result. First, let us
denote by F (T ) the set of all fixed points of T , that is, F (t) = {f ∈ C : T (f ) = f }.

Theorem 4.9 Under the assumptions of Theorem 4.5, uf is a solution of (5) if

and only if f ∈ F (T ).

Proof It is obvious that for every fixed point f ∈ F (T ), uf is a solution of (5).

Conversely, let us assume that uf is a solution of (5). Arguing like in the proof of
Theorem 4.5, we obtain that

(35) ρ(f − un (t)) ≤ K n+1 (A)δρ (C)

for any n ∈ N, any A > 0 and any t ∈ [0, A]. Noting that
Z t  
−t
(36) e f + K(t)T (f ) − un+1 (t) = es−t T (f ) − T (un (s)) ds
0
128 Nonlinear Differential Equations

and applying Lemma 4.4 we obtain

   
(37) ρ e−t f + K(t)T (f ) − un+1 (t) ≤ K(t) sup ρ T (f ) − T (un (s) .
s∈[0,t]

Using the fact that T is ρ-nonexpansive and inequality (35) we get

 
(38) ρ e−t f + K(t)T (f ) − un+1 (t) ≤ K n+2 (A)δρ (C),

hence {un (t)} ρ-converges to e−t f + K(t)T (f ) for any t ≥ 0. The uniqueness of the
ρ-limit implies that

(39) f = uf (t) = e−t f + K(t)T (f ),

which yields T (f ) = f , as claimed. 

The above-mentioned result establishes a connection between the theory of diffe-

rential equations in modular function spaces and the fixed point theory for nonlinear
mappings acting in modular function spaces. The latter theory has been a subject
to intensive study since 1990s, see e.g. [37, 38, 33, 34, 15, 16, 17, 35, 36, 45, 46,
13, 49, 51]. The fixed point theorem which is most relevant for the considerations
in this paper is a result by Khamsi and Kozlowski, [36]. First we need to recall a
notion of uniformly convex function modulars.

Definition 4.10 Let ρ ∈ <. We define the following uniform convexity type
properties of the function modular ρ:

(i) Let r > 0, ε > 0. Define

D1 (r, ε) = {(f, g); f, g ∈ Lρ , ρ(f ) ≤ r, ρ(g) ≤ r, ρ(f − g) ≥ εr}.

Let
n 1 f + g o
δ1 (r, ε) = inf 1 − ρ ; (f, g) ∈ D1 (r, ε) , if D1 (r, ε) 6= ∅,
r 2
and δ1 (r, ε) = 1 if D1 (r, ε) = ∅.

(ii) We say that ρ is uniformly convex (U U C1) if for every s ≥ 0, ε > 0 there
exists
η1 (s, ε) > 0

depending on s and ε such that

δ1 (r, ε) > η1 (s, ε) > 0 f or r > s.

 W.M. Kozlowski 129

Example 4.11 It is known that in Orlicz spaces, the Luxemburg norm is uniformly
convex if and only ϕ is uniformly convex and ∆2 property holds; this result can be
traced to early papers by Luxemburg [53], Milnes [54], Akimovic [2], and Kamin-
ska [31]. It is also known that, under suitable assumptions, the modular uniform
convexity in Orlicz spaces is equivalent to the very convexity of the Orlicz function
[38, 8]. Remember that the function ϕ is called very convex if or every ε > 0 and
any x0 > 0, there exists δ > 0 such that
 
1 ε
ϕ (x − y) ≥ (ϕ(x) + ϕ(y)) ≥ εϕ(x0 ),
2 2

implies  
1 1
ϕ (x + y) ≤ (1 − δ) (ϕ(x) + ϕ(y)) .
2 2
Typical examples of Orlicz functions that do not satisfy the ∆2 condition but are
2
very convex are: ϕ1 (t) = e|t| − |t| − 1 and ϕ2 (t) = et − 1, [54, 52]. Therefore, these
are the examples of Orlicz spaces that are not uniformly convex in the norm sense
and hence the classical Kirk theorem cannot be applied. However, these spaces are
uniformly convex in the modular sense, and respective modular fixed point results
can be applied.

Theorem 4.12 ([36] ) Assume ρ ∈ < is uniformly convex (U U C1). Let C be

a ρ-closed ρ-bounded convex nonempty subset of Lρ . Then any T : C → C ρ-
nonexpansive mapping has a fixed point. Moreover, the set of all fixed points F (T )
is convex and ρ-closed.

Note that the statement of Theorem 4.12 is completely parallel to that of the
Browder/Gohde/Kirk classic fixed point theorem but formulated purely in terms
of function modulars without any reference to norms. Also, note that the results
in [36] actually extend outside nonexpansiveness and assumes merely asymptotic
pointwise ρ-nonexpansiveness of the mapping T . Therefore, Theorem 4.12 can be
actually understood as the modular equivalent of the theorem by Kirk and Xu [28],
see also [20, 61, 19, 68, 65, 6, 66, 67, 29, 30, 18, 39, 27, 43, 44, 47, 48, 50] and the
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Wojciech. M. Kozlowski
School of Mathematics and Statistics, University of New South Wales
Sydney, NSW 2052, Australia
E-mail: w.m.kozlowski@unsw.edu.au

(Received: 19.08.2013)