\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2010(2010), No. 157, pp. 1--11.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2010 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2010/157\hfil Existence of solutions] {Existence of solutions in the $\alpha$-norm for partial differential equations of neutral type with finite delay} \author[K. Ezzinbi, H. Megdiche, A. Rebey\hfil EJDE-2010/157\hfilneg] {Khalil Ezzinbi, Hatem Megdiche, Amor Rebey} % in alphabetical order \address{Khalil Ezzinbi \newline Universit\'e Cadi Ayyad, Facult\'e des Sciences Semlalia, D\'epartement de Math\'ematiques, BP 2390, Marrakech, Maroc} \email{ezzinbi@gmail.com} \address{Hatem Megdiche \newline D\'epartement de Math\'ematiques, Facult\'e des Sciences de Gab\`es, Cit\'e Erriadh 6072, Zrig, Gab\`es, Tunisie} \email{megdichehatem@yahoo.fr} \address{Amor Rebey \newline Institut Sup\'erieur des Math\'ematiques Appliqu\'ees et de l'Informatique de Kairouan, Avenue Assad Iben Fourat - 3100 Kairouan, Tunisie} \email{rebey\_amor@yahoo.fr} \thanks{Submitted June 28, 2010. Published October 29, 2010.} \subjclass[2000]{34K30, 47D06} \keywords{Neutral equation; analytic semigroup; fractional power; \hfill\break\indent phase space; mild solution; Sadovskii's fixed point theorem} \begin{abstract} In this work, we prove results on the local existence of mild solution and global continuation in the $\alpha$-norm for some class of partial neutral differential equations. We suppose that the linear part generates a compact analytic semigroup. The nonlinear part is just assumed to be continuous. We use the compactness method, to show the main result of this work. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{corollary}[theorem]{Corlllary} \newtheorem{definition}[theorem]{Definition} \newtheorem{remark}[theorem]{Remark} \section{Introduction} In this work, we study the existence and global continuation of solutions in the $\alpha$-norm for partial differential equations of neutral type with finite delay. The following model provides an example of such a situation \begin{equation}\label{explee} \begin{gathered} \begin{aligned} &\frac{\partial}{\partial t}[v(t,x)-av(t-r,x)]\\ &=\frac{\partial^2}{\partial x^2}[v(t,x)- av(t-r,x)] +f(\frac{\partial}{\partial x}v(t-r,x))\quad \text{for } t\geq0,\;x\in[0,\pi] \end{aligned}\\ v(t,0)=av(t-r,0),\quad v(t,\pi)=av(t-r,\pi)\quad \text{for } t\geq0,\\ v(t,x)=v_0(t,x) \quad \text{for } -r\leq t\leq0,\; x\in[0,\pi], \end{gathered} \end{equation} where $a$ and $r$ are positive constants, $f:\mathbb{R}\to\mathbb{R}$ is a continuous function, and $v_0$ is a given initial function from $[-r,0]\times [0,\pi]$ to $\mathbb{R}$. Equation \eqref{explee} can be written in the following abstract form for partial differential equations \begin{equation}\label{edp} \begin{gathered} \frac{d}{dt}Du_t = -ADu_t+F(t,\ u_t)\quad\text{for } t\geq0, \\ u_0 = \varphi ,\quad \varphi\in C_\alpha, \end{gathered} \end{equation} where $-A$ is the infinitesimal generator of an analytic semigroup on a Banach space $X$, $C_\alpha:=C([-r,0];D(A^{\alpha}))$, $0<\alpha<1$, denotes the space of continuous functions from $[-r,0]$ into $D(A^\alpha)$, and the operator $A^\alpha$ is the fractional $\alpha$-power of $A$. This operator $(A^{\alpha},D(A^{\alpha}))$ will be described later. For $x\in C([-r,b];D(A^\alpha)),b>0$, and $t\in[0,b]$, $x_t$ denotes, as usual, the element of $C_\alpha$ defined by $x_t(\theta)=x(t+\theta)$ for $\theta\in [-r,0]$. $F$ is a continuous function from $\mathbb{R}_+ \times C_\alpha$ with values in $X$ and $D$ is a bounded linear operator from $C_X:=C([-r,0];X)$ into $X$ defined by $D\varphi=\varphi(0)- D_0\varphi$, for $\varphi\in C_X$, where $D_0$ is a bounded linear operator given by: $$ D_0\varphi= \int^0_{-r} d\eta(\theta)\varphi(\theta)\quad\text{for }\varphi\in C_X, $$ where $\eta:[-r,0]\to \mathcal{L}(X) $ is of bounded variation and non-atomic at zero. That is, there is a continuous nondecreasing function $\delta:[0,r]\to[0,+\infty[$ such that $\delta(0)=0$ and \begin{equation}\label{non atomic} \big\| \int^0_{-s} d\eta(\theta)\varphi(\theta) \big\| \leq \delta(s) \| \varphi\|\quad \text{for } \varphi\in C_X \,; s\in[0,r]. \end{equation} There is an extensive literature of differential equations of neutral type motivated by physical applications. Xia and Wu (1996), Hale (1994), and Wu (1996) studied the neutral partial functional differential equation \begin{equation}\label{edpk} \frac{\partial}{\partial t}Du_t = K\frac{\partial^2}{\partial x^2}Du_t+f( u_t)\quad\text{for } x\in S^1, \end{equation} where $K$ is a positive constant and $X$ be the space $C(S^1,\mathbb{R})$. Let $A=K\frac{\partial^2}{\partial x^2}$ with domain $C^2(S^1,\mathbb{R})$, then $A$ is the infinitesimal generator of an analytic semigroup $(T(t))_{t\geq0}$ on $X$ and the associated integrated form of \eqref{edpk} subject to the initial condition $u_0=\varphi\in C([-r,0],X)$ is \begin{equation}\label{edpkk} D(u_t)=T(t)D(\varphi)+\int^t_0 T(t-s)f(u_s) ds\quad\text{for } t\geq 0. \end{equation} Wu \cite{Wu} established the existence of mild solution of \eqref{edpkk}. Travis and webb \cite{Tr-We2} considered partial differential equations of the form \begin{equation}\label{edps} \begin{gathered} \frac{d}{dt}u(t) = -Au(t)+F(t, u_t)\quad t\geq0, \\ u_0 = \varphi ,\quad \varphi \in C_\alpha, \end{gathered} \end{equation} where $-A$ the infinitesimal generator of a compact analytic semigroup and $F$ is only continuous with respect to a fractional power of $A$ in the second variable. This work is motivated by the paper of Travis and Webb \cite{Tr-We2}, where the authors studied the existence and continuability in the $\alpha$-norm for equation \eqref{edp} but in the case where $D_0=0$, they assumed that $F:C_\alpha\to X$ is continuous. In \cite{M-K-M} the authors obtained the local and the global existence of solution of Eq. \eqref{edp} for $\alpha=0$ in the case when the linear part is non densely defined Hille-Yosida. Recently, in \cite{M-K} Adimy and Ezzinbi have developed a basic theory of partial neutral functional differential equations in fractional power spaces, they proved the existence and regularity of the solution of Eq. \eqref{edp} where the nonlinear part satisfies Lipschitz conditions. The present paper is organized as follows. In the first section, we introduce some notations and necessary preliminaries. In Section 2, we study the local existence and global continuation of mild solutions of \eqref{edp}. Finally, to illustrate our results, we give in Section 3 an application. \section{Existence of local mild solutions} In this section we study the existence of mild solutions for the abstract Cauchy problem \eqref{edp}. Before that, we state the following assumption. \begin{itemize} \item[(H1)] $-A$ is the infinitesimal generator of an analytic semigroup $(T(t))_{t\geq0}$ on a Banach space $X$ and $0 \in \rho(A)$, where $\rho(A)$ is the resolvent set of $A$. \end{itemize} Note that if $0\in \rho(A)$ is not satisfied, one can substitute the operator $A$ by the operator ($A-\sigma I)$ with $\sigma$ large enough such that $0\in \rho(A-\sigma)$. This allows us to define the fractional power $A^\alpha$ for $0<\alpha<1$, as a closed linear invertible operator with domain $D(A^\alpha)$ dense in $X$. The closedness of $A^\alpha$ implies that $D(A^\alpha)$, endowed with the graph norm of $A^\alpha$; i.e., the norm $|x|=\| x\|+\| A^\alpha x\|$, is a Banach space. Since $A^\alpha$ is invertible, its graph norm $|\cdot|$ is equivalent to the norm $\| x\|_\alpha=\| A^\alpha x\|$. Thus, $D(A^\alpha)$ equipped with the norm $\|\cdot\|_\alpha$, is a Banach space, which we denote by $X_\alpha$. For $0<\beta \leq \alpha<1$, the imbedding $X_\alpha\hookrightarrow X_\beta$ is compact if the resolvent operator of $A$ is compact. Also, the following properties are well known. \begin{theorem}[\cite{P}]\label{zzz} Let $0<\alpha<1$ and assume that \textrm{(H1)} holds. Then \begin{itemize} \item[(i)] $T(t):X \longrightarrow D(A^\alpha)$ for every $t>0$, \item[(ii)] $T(t)A^\alpha x =A^\alpha T(t)x$ for every $x \in D(A^\alpha)$ and $t\geq0$, \item[(iii)] for every $t>0$ the operator $A^\alpha T(t)$ is bounded on $X$ and there exists $M_\alpha>0$ such that \begin{equation}\label{cc} \| A^\alpha T(t) \| \leq M_\alpha e^{\omega t} t^{-\alpha}, \end{equation} \item[(iv)] There exists $N_\alpha>0$ such that \begin{equation}\label{cccc} \|(T(t)-I)A^{-\alpha} \| \leq N_\alpha t^\alpha \quad \text{for } t> 0. \end{equation} \end{itemize} \end{theorem} In the sequel, we denote by $C_\alpha:=C([-r,0]; X_\alpha)$ the Banach space of all continuous function from $[-r,0]$ to $X_\alpha$ endowed with the norm $$ \|\varphi\|_{C_\alpha}:=\sup_{\theta\in[-r,0]} \|\varphi(\theta)\|_\alpha\quad \text{for } \varphi\in C_\alpha. $$ \begin{definition} \label{def1} \rm Let $\varphi\in C_\alpha$. A continuous function $u:[-r,+\infty[\to X_\alpha$ is called a mild solution of \eqref{edp} if \begin{itemize} \item[(i)] $D(u_t)=T(t)D(\varphi)+\int^t_0 T(t-s)F(s,u_s) ds$ for $t\geq0$, \item[(ii)] $u_0=\varphi$. \end{itemize} \end{definition} Besides (H1), we consider the hypothesis: \begin{itemize} \item[(H2)] The semigroup $(T(t))_{t\geq0}$ is compact on $X$. \item[(H3)] If $x\in X_\alpha$ and $\theta\in [-r,0]$ then $\eta(\theta)x \in X_\alpha$ and $A^\alpha\eta(\theta)x=\eta(\theta)A^\alpha x$. \end{itemize} \begin{remark}\label{rem} \rm Assumption \textbf{(H3)} implies that if $\varphi\in C_\alpha$ then \begin{equation}\label{aaa} D_0(\varphi)\in X_\alpha, \quad A^\alpha D_0(\varphi)=D_0(A^\alpha\varphi), \end{equation} where $$ (A^\alpha\varphi)(\theta) =A^\alpha(\varphi(\theta)) \quad\text{for } \theta\in [-r,0], \; \varphi\in C_\alpha. $$ \end{remark} The main result of this section is the following theorem. \begin{theorem}\label{thm-exist} Assume that the hypothesis {\rm (H1)--(H3)} hold true. Let $U$ be an open subset of the Banach space $C_\alpha$. If $F:[0,a] \times U\to X$ is continuous, then for each $\varphi\in U$ there exist $t_1:=t_1(\varphi)$ with $00$ such that $$ \|\varphi(t+\theta)-\varphi(\theta)\|_\alpha \leq \frac{\rho}{5} \min\{1,\frac{1}{{\rm var}_{[-r,0]}(\eta)}\}, $$ for $t\in [0,\gamma]$ and $\theta\in [-r,0]$ such that $t+\theta\in [-r,0]$. This implies in particular that $\|(H(u))_t(\theta)-\varphi(\theta)\|_\alpha\leq \rho$, for $t\in [0,\gamma]$ and $\theta\in [-r,0]$ such that $t+\theta\in [-r,0]$. Choose $s\in ]0,r]$ such that $\delta(s) \leq 1/5$ and $\| T(t)D\varphi-D\varphi \|_\alpha\leq \rho/5$, for $t\in [0,s]$. If $0\leq t+\theta \leq s$, then \begin{align*} (H(u))_t(\theta)-\varphi(\theta) &= \int^{-s}_{-r} d\eta(\tau)\Big(\varphi(t+\theta+\tau) -\varphi(\tau)\Big)\\ &\quad +\int^{0}_{-s} d\eta(\tau)\Big(u_{t+\theta}(\tau) -\varphi(\tau)\Big) +T(t+\theta)D(\varphi)- D(\varphi) \\ &\quad +\varphi(0)-\varphi(\theta) +\int^{t+\theta}_0 T(t+\theta-s) F(s,u_s) ds. \end{align*} As $F$ is continuous, we can choose $\rho>0$ small enough such that there exists $N>0$ so that $\| F(t,\psi)\| \leq N$, for $t\in [0,\rho]$ and $\| \psi-\varphi\|_{C_\alpha} \leq\rho$. Then, if $t_1\leq\rho$ we obtain $$ \|\int^{t+\theta}_0 T(t+\theta-s) F(s,u_s) ds\|_\alpha \leq M_\alpha N \int^t_0 e^{\omega s}s^{-\alpha} ds. $$ We can take $\gamma$ such that $\int^\gamma_0 e^{\omega s} s^{-\alpha} ds \leq \frac{\rho}{5 M_\alpha N}$. We deduce that \begin{align*} \|(H(u))_t(\theta)-\varphi(\theta)\|_\alpha &\leq \operatorname{var}_{[-r,0]}(\eta)\sup_{\tau\in [-r,-s]} \| \varphi(t+\theta+\tau)-\varphi(\tau)\|_\alpha\\ &\quad +\delta(s)\| u_{t+\theta}-\varphi\|_{C_\alpha} +\|\varphi(0)-\varphi(\theta)\|_\alpha \\ &\quad + \| T(t+\theta)D(\varphi)- D(\varphi)\|_\alpha +M_\alpha N \int^t_0 e^{\omega s} s^{-\alpha} ds. \end{align*} Finally, we choose \begin{equation}\label{s} t_1=\min\{\gamma,s,\rho \}. \end{equation} Then, for $0\leq t+ \theta \leq t_1$, we obtain $\|(H(u))_t(\theta)-\varphi(\theta)\|_\alpha \leq \rho$. So, we have proved that there exists $t_1:=t_1(\varphi) \in]0,a]$ such that $H(\Omega) \subseteq \Omega$. Consider now the mapping $H_1:\Omega\to C([-r,t_1];X_\alpha)$ defined by $$ H_1(u)(t)= \begin{cases} D_0(u_t) & \text{if } t\in [0,t_1], \\ \varphi(t)-D\varphi &\text{if } t\in [-r,0]. \end{cases} $$ Also define $H_2:\Omega\to C([-r,t_1];X_\alpha)$ by $$ H_2(u)(t)= \begin{cases} T(t)D(\varphi)+\int^t_0 T(t-s) F(s,u_s) ds & \text{if } t\in [0,t_1],\\ D\varphi &\text{if } t\in [-r,0]. \end{cases} $$ It is clear that $H=H_1 + H_2$. If we prove that $H_1$ is a strict contraction and $H_2$ is compact. Apply the Sadovskii's fixed theorem to obtain the existence of a fixed point of $H$ on $\Omega$. (1) Let $u,v \in \Omega$. Then for each $t\in [0,t_1]$, we have \begin{align*} H_1u(t)- H_1v(t) &= D_0(u_t-v_t)\\ &= \int^0_{-r}d\eta(\theta)(u(t+\theta)-v(t+\theta))\\ &= \int^0_{-s}d\eta(\theta)(u(t+\theta)-v(t+\theta)). \end{align*} According to \eqref{aaa}, we have $$ A^\alpha D_0(u_t-v_t)=\int^0_{-s}d\eta(\theta) A^\alpha(u(t+\theta)-v(t+\theta)), $$ which implies $$ \| D_0(u_t-v_t)\|_\alpha\leq \delta(s) \sup_{-r\leq t\leq t_1}\| u(t)-v(t)\|_\alpha $$ Consequently, $$ \sup_{-r\leq t\leq t_1}\| H_1u(t)-H_1v(t)\|_\alpha \leq \delta(s)\sup_{-r\leq t\leq t_1}\| u(t)-v(t)\|_\alpha. $$ Since $\delta(s)\leq 1/5$, $H_1$ is therefore a strict contraction in $\Omega$. (2) We will show that the $\operatorname{Im}(H_2):=\{H_2(u), u\in \Omega \}$, is relatively compact. By the Arzela-Ascoli theorem it suffices to prove that the set $\{H_2(u)(t): u\in \Omega \}$ is a relatively compact in $X_\alpha$ for each $t\in [0,t_1]$, and $H_2(\Omega)$ is an equicontinuous family of functions on $[0,t_1]$. (i) To prove the first assertion, it is sufficient to show that the set $\{H_2u(t) : u\in \Omega \}$ is relatively compact for each $t \in ]0,t_1]$. Let $t\in ]0,t_1]$ fixed, and $\beta>0$ such that $\alpha<\beta<1$, we have \begin{align*} \| (A^\beta H_2 u)(t) \| &\leq \| A^{\beta-\alpha} T(t)A^\alpha D(\varphi) \| + \| \int^t_0 A^\beta T(t-s) F(s,u_s) ds \|\\ &\leq M_{\beta-\alpha} e^{\omega t}t^{\alpha-\beta} \| D(\varphi) \|_\alpha + M_\beta N \int^t_0 e^{\omega s}s^{-\beta} ds<+\infty. \end{align*} Then for fixed $t\in ]0,t_1]$, $\{(A^\beta H_2 u)(t)\}$ is bounded in $X$, and appealing to the compactness of $A^{-\beta}:X\to X_\alpha$, we deduce that $\{ H_2(u)(t): u\in \Omega\}$ is relatively compact set in $X_\alpha$. (ii) On the other hand, for every $0\leq t_00$ the set $$ \Big\{\int^{t_0}_0 A^\alpha T(t_0-s) F(s,u_s) ds,\; u\in \Omega \Big\} $$ is relatively compact in $X$, there is a compact set $\widetilde{K}$ in $X$ such that $$ \int^{t_0}_0 A^\alpha T(t_0-s) F(s,u_s) ds \in \widetilde{K} \text{for } u\in \Omega. $$ By Banach-Steinhaus's theorem, we have $$ \big\|(T(t-t_0)-I)\int^{t_0}_0 A^\alpha T(t_0-s)F(s,u_s)ds\big\|\to 0 \quad\text{as } t\to t_0, $$ uniformly in $u\in \Omega$. This implies $$ \lim_{t\to t^+_0} \sup_{u\in \Omega} \| H_2(u)(t) - H_2(u)(t_0) \|_\alpha =0. $$ Using similar argument for $0\leq t < t_0\leq b$, we can conclude that $\{H_2u(t), u\in \Omega \}$ is equicontinuous. Finally, the Sadovskii's fixed-point theorem implies that $H$ has a fixed point $u$ in $\Omega$. The fact that $u$ is a mild solutions of Equation \eqref{edp}. This completes the proof. \end{proof} To define the mild solution in its maximal interval of existence, we add the following condition \begin{itemize} \item[(H4)] $F:[0,+\infty[ \times C_\alpha \to X$ is continuous and takes bounded sets of $[0,+\infty[ \times C_\alpha$ into bounded sets in $X$. \end{itemize} \begin{theorem}\label{prolon} Assume that the hypotheses of Theorem \ref{thm-exist} hold and $F$ satisfies \textbf{(H4)}. If $u$ is a mild solution of \eqref{edp} on $[-r,t_{\rm max}[$, then either $t_{\rm max}=+\infty$ or $\limsup_{t\to t_{\rm max}} \| u_t\|_{C_\alpha}=+\infty$. \end{theorem} To prove this result, we need the following lemma. \begin{lemma}[\cite{M-K}] \label{ineq} Assume that {\rm (H1), (H3)} hold, and that there exist positive constants $a,b,c$ such that, if $w\in C([-r,+\infty[;X_\alpha)$ is a solution of \begin{equation} \begin{gathered} Dw_t = f(t)\quad\text{for } t\geq 0,\\ w_0 = \varphi , \quad \varphi\in C_\alpha, \end{gathered} \end{equation} where $f$ is a continuous function from $[0,+\infty[$ to $X_\alpha$. Then \begin{equation}\label{lemma} \| w_t\|_{C_\alpha} \leq(a\|\varphi\|_{C_\alpha} +\sup_{0\leq s\leq t}\| f(s)\|_\alpha)e^{ct}\quad\text{for } t\geq 0. \end{equation} \end{lemma} \begin{proof}[Proof of Theorem \ref{prolon}] Assume that $t_{\rm max}<+\infty$ and $\limsup_{t\to t_{\rm max}} \| u_t\|_{C_\alpha}<+\infty$. Let $R=\sup_{s\in[0,t_{\rm max}[ } \| F(s,u_s)\|$ and $u:[t_0,t_{\rm max}[\to X_\alpha,\, t_0\in ]0,t_{\rm max}[$, be the restriction of $u$ to $[t_0,t_{\rm max}[$. Consider $t\in[t_0,t_{\rm max}[$ and $\beta$ such that $\alpha<\beta<1$. Then \begin{align*} \| D(u_t) \|_{\beta} &\leq \| A^{\beta-\alpha} T(t)A^\alpha D(\varphi) \| + \| \int^t_0 A^\beta T(t-s) F(s,u_s) ds \|\\ &\leq M_{\beta-\alpha} e^{\omega t} t^{\alpha-\beta}\| D(\varphi) \|_\alpha+ M_\beta R \int^t_0 e^{\omega s}s^{-\beta} ds. \end{align*} Thus, $\| D(u_t)\|_\beta $ is bounded on $[t_0,t_{\rm max}[$. Now, for $t_0\leq t0$, $T(t)$ is a Hilbert Schmidt operator). Let $u(t)=v(t,.)$ for $t\geq 0$, $\varphi(\theta)=v_0(\theta,.)$ for $\theta \in [-r,0]$, $D:C_{1/2} \to X_{1/2}$ be defined by $$ D\varphi=\varphi(0)-a\varphi(-r) =\varphi(0)-\int^0_{-r} d\eta(\theta)\varphi(\theta)\quad \text{for }\varphi \in C_{1/2}, $$ with $\eta(\theta)=0$ for $-r<\theta\leq0$ and $\eta(-r)=aI$. Let $F: C_{1/2} \longrightarrow X $ be given by $$ (F(\varphi))(x)=f(\varphi(-r)'(x))\quad \text{for } \varphi \in C_{1/2},\; x\in [0,\pi]. $$ Then \eqref{exple} takes the abstract form \begin{equation}\label{edpp} \begin{gathered} \frac{d}{dt}Du_t = -ADu_t+F(t, u_t)\quad\text{for } t\geq0, \\ u_0 = \varphi,\quad \varphi\in C_\alpha. \end{gathered} \end{equation} \begin{lemma} \label{lem1} Operator $F$ is continuous from $ C_{1/2}$ to $X$. \end{lemma} \begin{proof} Let $\varphi \in C_{1/2}$. We consider a sequence $(\varphi_n)_n$ convergent to $\varphi$ in $ C_{1/2}$. Then \begin{align*} \| A^{1/2}\varphi_n(-r)-A^{1/2}\varphi(-r)\|_X &\leq \sup_{\theta\in[-r,0]}\| A^{1/2}\varphi_n(\theta)-A^{1/2} \varphi(\theta)\|_X\\ &= \|\varphi_n-\varphi\|_{C_\frac{1}{2}}\to 0\quad \text{as } n \to +\infty. \end{align*} Then \[ \int^\pi_0|\frac{\partial}{\partial x}\varphi_n(-r)(x) -\frac{\partial}{\partial x}\varphi(-r)(x)|^2 dx\to 0\quad \text{as } n \to +\infty. \] This implies \[ \frac{\partial}{\partial x}\varphi_n(-r)\to \frac{\partial}{\partial x}\varphi(-r)\quad \text{as } n\to\infty \] in $L^2[0,\pi]$. Consequently, there exists $(\varphi_{n_k})_k$, $g\in L^2[0,\pi]$ such that \[ \frac{\partial}{\partial x}\varphi_{n_k}(-r)(x)\to \frac{\partial}{\partial x}\varphi(-r)(x)\quad \text{a. e., as } k\to\infty \] and \[ |\frac{\partial}{\partial x}\varphi_n(-r)(x)| \leq |g(x)| \quad\text{a.e.} \] By the continuity of $f$, \[ f\Big(\frac{\partial}{\partial x}\varphi_{n_k}(-r)(x)\Big)\to f\Big(\frac{\partial}{\partial x}\varphi(-r)(x)\Big) \quad \text{as } k\to\infty. \] Assuming that $|f(t)|\leq b|t|+c$, by the Lebesgue's dominated convergence theorem, we have \[ f\Big(\frac{\partial}{\partial x}\varphi_{n_k}(-r)\Big)\to f\Big(\frac{\partial}{\partial x}\varphi(-r)\Big) \quad \text{as } k\to\infty \] in $L^2[0,\pi]$. Since the limit does not depend on the subsequence $(\varphi_{n_k})_k$, then we obtain \[ F(\varphi_n)\to F(\varphi) \] in $L^2[0,\pi]$ as $n\to\infty$. 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