Abstract
In this paper, we discuss the following second-order coupled differential system with coupled integral boundary value conditions and nonlinearities depending on the first derivatives:
where \(\alpha \) and \(\beta \) denote linear functionals given by
involving Stieltjes integrals with suitable functions A, B of bounded variation. By the theory of fixed point index on a special cone in \(C^1[0,1]\times C^1[0,1]\), the existence of the positive solutions of the system is obtained through posing some inequality conditions and the spectral radius conditions on the nonlinearities.
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1 Introduction
In this paper, we discuss the existence of positive solutions for the following second-order coupled differential system with coupled integral boundary value conditions and nonlinearities depending on the first derivatives:
where \(\alpha \) and \(\beta \) denote linear functionals given by
involving Stieltjes integrals with suitable functions A, B of bounded variation.
The existence of positive solutions for second-order differential systems with either coupled boundary value conditions or coupled nonlinear terms have been studied by many researchers. Cui and Zou in [6] studied the existence and uniqueness of positive solutions for second-order differential systems with coupled integral boundary value conditions using prior estimation method and maximum principle. In [12], Henderson and Luca investigated the existence of positive solutions of coupled systems for second-order ordinary differential equations with multi-point boundary conditions using Guo–Krasnosel’skii fixed point theorem. In these works mentioned above, the nonlinear terms do not depend on derivatives. Also see [5].
In other papers, the systems are coupled in nonlinear terms of differential equations and the nonlinear terms depend on derivatives, but are not coupled in boundary conditions. For example, Minhós and Sousa in [21] studied the existence of positive solutions for coupled systems of three-order boundary value problems using Guo–Krasnosel’skii fixed point theorem.
And finally, there are some papers, and the systems are coupled both in nonlinear terms of differential equations and in boundary conditions, but the nonlinearities do not depend on derivatives. In [7], Cui and Zou proved the existence of solutions for second-order differential systems with coupled integral boundary value conditions using monotone iterative technique combined with upper and lower solutions. Goodrich in [10] studied a coupled system of second-order boundary value problems with asymptotically superlinear and nonlocal boundary conditions using Guo–Krasnosel’skii fixed point theorem. For this situation, we can also cite [1,2,3,4, 9, 18, 20].
In all of the above works with Stieltjes integral boundary conditions or with multi-point boundary conditions, the vast majority of Stieltjes integral boundary value problem is limited to the positive measure, the coefficients of multi-point boundary conditions are limited to be positive, and only a small number of them allowed sign-changing measure and sign-changing coefficients. It is noted that the Stieltjes integral boundary conditions include two special cases: multi-point and integral boundary conditions.
Motivated by those previous works, we investigate the existence of positive solutions for the system (1.1) that is coupled in both the nonlinearities of the differential equations and the boundary conditions with Stieltjes integrals of sign-changing measure, and whose nonlinearities depend on the derivative terms. We convert (1.1) into a coupled system of integral equations. By the theory of fixed point index on a special cone in \(C^1[0,1]\times C^1[0,1]\), the existence of the positive solutions of the system (1.1) is obtained through posing some inequality conditions and the spectral radius conditions on the nonlinearities. The conditions and method in this paper are different from those in references. We refer to some references in which the more general cases of integral equations are discussed; see [13,14,15,16,17, 22, 23, 25]. Especially, it should be noted that Infante and Minhós in [15] obtained the existence and nonexistence of nontrivial solutions of coupled systems of integral equations by constructing a cone of sign-changing functions and using the fixed point index theory. Most recent works due to Infante [13] (where the cone of non-negative, non-decreasing functions is used to study, via fixed point index, second-order ODEs with nonlocal boundary conditions with derivative dependence) and [14] (where the Krein–Rutman theorem, combined with fixed point index, is used to study systems with nonlinearities involving derivative dependence and coupled functional boundary conditions) also deserve attention. The results of this paper complement those in [13, 14]. In addition, we refer to [24, 26].
The structure of this paper is as follows. In Sect. 2, we give some useful lemmas for our main results. In Sect. 3, we discuss the existence results of positive solutions. In Sect. 4, two examples are given that are second-order coupled systems with mixed boundary conditions including multi-point one of sign-changing coefficients and integral one of sign-changing kernel.
2 Preliminaries
Let \(C^1[0,1]\) denote the Banach space of all continuously differentiable functions on [0, 1] with the norm
For \((u,v)\in C^1[0,1]\times C^1[0,1]\), define
We make the assumptions:
\((C_{1})\) \(f_i\): [0,1]\(\times {\mathbb {R}}^4_{+}\rightarrow {\mathbb {R}}_{+}\) is continuous \((i=1,2)\); here, \({\mathbb {R}}_{+}=[0,\infty )\);
\((C_2)\) A and B are of bounded variation and for \(s\in [0,1]\)
where
\((C_3)\) \(0\le \alpha [t]<1,\ \alpha [1]\ge 0,\ 0\le \beta [t]<1,\ \beta [1]\ge 0\), and
It is easy to verify the following lemmas.
Lemma 2.1
For \(y_1,y_2\in C[0,1]\), the second-order system
has a unique solution
where
Lemma 2.2
If \((C_2)\) and \((C_3)\) hold, then the following inequalities are satisfied for \(t, s\in [0,1]\):
where
are non-negative functions.
Define two cones in \(C^{1}[0,1]\times C^{1}[0,1]\)
where \(P_{i}=\left\{ w \in C^{1}[0,1] : w(t) \ge 0, w^{\prime }(t) \ge 0, t \in [0,1]\right\} (i=1,2)\) and
\((i=1,2,\ \alpha _{1}=\alpha , \alpha _{2}=\beta )\), and an operator as follows:
where
By Lemma 2.1 (u, v) is a positive solution of (1.1) if and only if \((u,v)\in K\) is a fixed point of S. Define a linear operator
where
where \(a_i,b_i,c_i,d_i\) are non-negative constants \((i=1,2,3,4)\). We write \((u_1,v_1)\preceq (u_2,v_2)\), or \((u_2,v_2)\succeq (u_1,v_1)\), if and only if \((u_2,v_2)-(u_1,v_1)\in P\), to denote the cone ordering induced by P.
Lemma 2.3
If \((C_1)\)-\((C_3)\) hold, then \(S:P\rightarrow K\) and \(L: C^{1}[0,1]\times C^{1}[0,1]\rightarrow C^{1}[0,1]\times C^{1}[0,1]\) are completely continuous operators with \(L(P)\subset K\).
Proof
It is clear that \(S:P\rightarrow P\). By Lemma 2.2 for \((u,v)\in P\) and \(t\in [0,1]\)
and hence
moreover
so \(S_{1}(u, v)\in K_1\). Similarly, we also have \(S_2(u, v)\in K_2\), and thus, \(S:P\rightarrow K\). It is easy to see from \((C_1)\) that S is continuous.
Let F be a bounded set in P, and then, there exists \(M>0\), such that \(\Vert (u,v)\Vert _{C^1}\le M\) for all \((u,v)\in F\). By \((C_{1})\) and Lemma 2.2, we have that \(\forall (u,v)\in F\) and \(t\in [0,1]\)
then \(S_1(F)\) is uniformly bounded in \(C^{1}[0,1]\). Moreover, \(\forall (u,v)\in F\) and \(t_1,t_2\in [0,1]\) with \(t_1<t_2\)
thus, \(S_1(F)\) and \(S'_1(F):=\{w': w'(t)=(S_1(u,v))'(t), (u,v)\in F\}\) are equicontinuous. It follows from Arzelà-Ascoli theorem that \(\overline{S_1(F)}\) is a compact set in \(C^1[0,1]\).
In the same way, \(\overline{S_2(F)}\) is a compact set in \(C^1[0,1]\). Therefore, \(\overline{S(F)}=\overline{S_1(F)}\times \overline{S_2(F)}\) is compact set in \(C^1[0,1]\times C^1[0,1]\), and hence, \(S: P\rightarrow K\) is completely continuous. A similar argument works for the operator L. \(\square \)
To prove the main theorems, we need the following properties of fixed point index, see [8, 11].
Lemma 2.4
Let \(\Omega \) be a bounded open subset of X with \(0\in \Omega \) and K be a cone in X. If \(A:K\cap {\overline{\Omega }}\rightarrow K\) is a completely continuous operator and \(\mu Au\ne u\) for \(u\in K\cap \partial \Omega \) and \(\mu \in [0,1],\) then the fixed point index \(i(A,K\cap \Omega ,K)=1.\)
Lemma 2.5
Let \(\Omega \) be a bounded open subset of X and K be a cone in X. If \(A:K\cap {\overline{\Omega }}\rightarrow K\) is a completely continuous operator and there exists \(v_{0}\in {K{\setminus }\{0\}}\), such that \(u-Au\ne \nu v_{0}\) for \(u\in K\cap \partial \Omega \) and \(\nu \ge 0,\) then the fixed point index \(i(A,K\cap \Omega ,K)=0.\)
3 Main Results
Recall that a cone P in Banach space X is said to be reproducing if \(X=P-P\).
Lemma 3.1
(Krein–Rutman). Let P be a reproducing cone in Banach space X and \(L:X\rightarrow X\) be a completely continuous linear operator with \(L(P)\subset P.\) If the spectral radius \(r(L)>0\), then there exists \(\varphi \in {P{\setminus }\{0\}}\), such that \(L\varphi =r(L)\varphi ,\) where 0 denotes the zero element in X.
Lemma 3.2
([19]). Let P be a cone in Banach space X and \(L:X\rightarrow X\) be a completely continuous linear operator with \(L(P)\subset P.\) If there exist \(v_{0}\in P{\setminus }\{0\}\) and \(\lambda _0>0\), such that \(Lv_0\ge \lambda _0v_0\) in the sense of partial ordering induced by P, then there exist \(u_0\in P{\setminus }\{0\}\) and \(\lambda _1\ge \lambda _0\), such that \(Lu_0=\lambda _1u_0\).
Lemma 3.3
The cone P, which is defined by (2.5), is solid in \(C^1[0,1]\times C^{1}[0,1]\), i.e., the interior point set \(\mathring{P}\ne \emptyset \). Actually, \(\mathring{P}=\mathring{P}_1\times \mathring{P}_2\), where
Proof
Let \(\left( w_{1}^{(0)}, w_{2}^{(0)}\right) \in \mathring{P}_1\times \mathring{P}_2\), and then, \(w_i^{(0)}\in \mathring{P}_i (i=1,2)\) and
with \(r>0\). If \(\big (w_1, w_2\big )\in X\) and \(\big \Vert \big (w_1, w_2\big )-\big (w_1^{(0)}, w_2^{(0)}\big )\big \Vert _{C^1}<r\), we have
therefore, for \(t\in [0,1]\)
Therefore, \(\big (w_1, w_2\big )\in P\) which means that \(\left( w_{1}^{(0)}, w_{2}^{(0)}\right) \in \mathring{P}\).
Conversely, Let \(\left( w_{1}^{(0)}, w_{2}^{(0)}\right) \in \mathring{P}\), and then, there exists \(r>0\), such that \(\big (w_1, w_2\big )\in P\) when \(\big (w_1, w_2\big )\in X\) and \(\Vert \big (w_1, w_2\big )-\big (w_1^{(0)}, w_2^{(0)}\big )\Vert _{C^1}\le r\). For \(t\in [0,1]\), take
thus, \(\big (v_1, v_2\big )\in X\) and \(\big \Vert \big (v_1, v_2\big )-\big (w_1^{(0)}, w_2^{(0)}\big )\big \Vert _{C^1}=r\). Hence, \(\big (v_1, v_2\big )\in P\) and for \(t\in [0,1]\)
Consequently, \(\left( w_{1}^{(0)}, w_{2}^{(0)}\right) \in \mathring{P}_1\times \mathring{P}_2\), i.e., \(\mathring{P}=\mathring{P}_1\times \mathring{P}_2\).\(\square \)
Let \(X=C^1[0,1]\times C^{1}[0,1]\) and for \(r>0\) denote
Theorem 3.4
Under the hypotheses \((C_1)\)-\((C_3)\), suppose that
\((F_{1})\) there exist constants \(a_{1},\ b_{1}>0,\ \delta \ge 0\), such that
for all \((t,x_{1},x_{2},x_{3},x_{4})\in [0,1]\times {\mathbb {R}}^4_{+}\), where
\((F_{2})\) there exist constants \(c_1, d_1>0, c_i, d_i\ge 0 (i=2,3,4)\) and \(r>0\), such that
for all \((t,x_{1},x_{2},x_{3},x_{4})\in [0,1]\times [0,r]^4\), moreover the spectral radius \(r(L)\ge 1\), where L is defined by (2.8).
Then BVP (1.1) has at least one positive solution.
Proof
Let \(W=\{(u,v)\in K: (u,v)=\mu S(u,v),\ \mu \in [0,1]\}\) where K and S are, respectively, defined in (2.6) and (2.7).
We first assert that W is a bounded set. In fact, if \((u,v)\in W,\) then \((u,v)=\mu S(u,v)\) for some \(\mu \in [0,1].\) From Lemma 2.2, (3.1), and (3.2), we have that
we have again
By solving the inequalities system above, it follows that:
where
and thus, \(\Vert (u,v)\Vert _{C^1}\le \max \{T_1,T_2,T_3,T_4\}\), i.e., W is bounded.
Now, select \(R>\max \{r,\sup W\}\), then \(\mu S(u,v)\ne (u,v)\) for \((u,v)\in K\cap \partial \Omega _{R}\) and \(\mu \in [0,1],\) and \(i(S,K\cap \Omega _{R}, K)=1\) follows from Lemma 2.4.
It follows from Lemma 3.3 that P is a solid cone, and then, P is reproducing (cf. [8, 11, 19]). Since \(L: P\rightarrow K\subset P\) and \(r(L)\ge 1\), we have from Lemma 3.1 that there exists \(\varphi _0=(\varphi _{01},\varphi _{02})\in P{\setminus }\{(0,0)\}\), such that \(L(\varphi _{01},\varphi _{02})=r(L)(\varphi _{01},\varphi _{02}).\) Furthermore, \((\varphi _{01},\varphi _{02})=(r(L))^{-1}L(\varphi _{01},\varphi _{02})\in K\).
We may suppose that S has no fixed points in \(K\cap \partial \Omega _{r}\) and will show that
for \((u,v)\in K\cap \partial \Omega _{r}\) and \(\tau \ge 0\).
Otherwise, there exist \((u_0,v_0)\in K\cap \partial \Omega _{r}\) and \(\tau _{0}\ge 0\), such that
and it is clear that \(\tau _{0}>0.\) Since \((u_0,v_0)\in K\cap \partial \Omega _{r},\) we have
It follows from (2.4), (2.1), (2.8), and (3.3) that:
and
similarly
for \(t\in [0,1]\). These imply that
Set \(\tau ^{*}=\sup \{\tau >0: (u_0,v_0)\succeq \tau (\varphi _{01},\varphi _{02})\},\) and then, \(\tau _0\le \tau ^{*}<+\infty \) and \((u_0,v_0)\succeq \tau ^*(\varphi _{01},\varphi _{02})\). Thus, it follows from (3.4) that:
Since \(r(L)\ge 1,\) \((u_0,v_0)\succeq (\tau _{0}+\tau ^{*})(\varphi _{01},\varphi _{02}),\) which is a contradiction to the definition of \(\tau ^*\). Therefore, \((u,v)-S(u,v)\ne \tau (\varphi _{01},\varphi _{02})\) for \((u,v)\in K\cap \partial \Omega _{r}\) and \(\tau \ge 0.\)
From Lemma 2.5, it follows that \(i(S,K\cap \Omega _{r}, K)=0.\)
Making use of the properties of fixed point index, we have that
and hence, S has at least one fixed point in K. Therefore, BVP (1.1) has at least one positive solution. \(\square \)
Theorem 3.5
Under the hypotheses \((C_1)\)–\((C_3)\), suppose that
\((F_{3})\) there exist positive constants \(a_{i},\ b_{i} (i=1,2,3)\) satisfying
such that
for all \((t,x_{1},x_{2},x_{3},x_{4})\in [0,1]\times {\mathbb {R}}^4_{+};\)
\((F_{4})\) there exist constants \(c_1, d_1>0,\ c_i, d_i\ge 0 (i=2,3,4)\) and \(r>0\), such that
for all \((t,x_{1},x_{2},x_{3},x_{4})\in [0,1]\times [0,r]^{4}\), moreover the spectral radius \(r(L)<1\), where L is defined by (2.8).
If the following condition of Nagumo type is fulfilled, i.e.,
\((F_5)\) for any \(M>0\) there is a positive continuous function \(H_M(\rho )\) on \({\mathbb {R}}_+\) satisfying
such that for all \((t,x_{1},x_{2},x_{3},x_{4})\in [0,1]\times [0,M]^2\times {\mathbb {R}}_+^2 (i=1,2)\),
then BVP (1.1) has at least one positive solution.
Proof
(i) First, we prove that \(\mu S(u,v)\ne (u,v)\) for \((u,v)\in K\cap \partial \Omega _{r}\) and \(\mu \in [0,1].\) In fact, if there exist \((u_1,v_1)\in K\cap \partial \Omega _{r}\) and \(\mu _0\in [0,1]\), such that \((u_1,v_1)=\mu _0S(u_1,v_1)\), then we deduce from (3.7) and \(0\le u_1(t)\le r,\ 0\le u_1'(t)\le r,\ \forall t\in [0,1]\) that
Similarly, \(v_1(t)\le (L_2(u_1,v_1))(t)\) and \(v'_1(t)\le (L_2(u_1,v_1))'(t),\ \forall t\in [0,1]\), and thus, \((I-L)(u_1,v_1)\preceq (0,0)\). Because of the spectral radius \(r(L)<1\), we know that \(I-L\) has a bounded inverse operator \((I-L)^{-1}\) which can be written as
Since \(L(P)\subset K\subset P\) by Lemma 2.3, we have \((I-L)^{-1}(P)\subset P\) which implies the inequality \((u_1,v_1)\preceq (I-L)^{-1}(0,0)=(0,0)\) which contradicts \((u_1,v_1)\in K\cap \partial \Omega _{r}\).
Therefore, \(i(S,K\cap \Omega _{r},K)=1\) follows from Lemma 2.4.
(ii) Let
and \(M_3=\max \{M_1,M_2\},\ c=\max \{a_3,b_3\}\). By (3.8), it is easy to see that
hence, there exists \(M_4>4M_3\), such that
(iii) For \((u,v)\in P\), define
where
Similar to Lemma 2.3, we know that \({\widetilde{S}}: P\rightarrow K\) is completely continuous.
Let \(R>\max \{r, M_4\}\) and we will prove that
If it does not hold, there exist \((u_2,v_2)\in K\cap \partial \Omega _R\) and \(\lambda _0\in [0,1]\), such that
thus, by (3.5), (3.6), and Lemma 2.2, we obtain that
which implies that
Similarly, we also have
Now, we show that \(u'_2(t)+v'_2(t)\le M_4,\ \forall t\in [0,1]\). Otherwise, there exists \(t_0\in [0,1]\), such that \(u'_2(t_0)+v'_2(t_0)> M_4\). Since
for some \(\xi \in (0,1)\), it follows from intermediate value theorem that there exist \(t_1,t_2\in [0,1]\), such that \(u'_2(t_1)+v'_2(t_1)=M_4\) and \(u'_2(t_2)+v'_2(t_2)=2M_3\). Furthermore, \(u'_2(t)+v'_2(t)\) is decreasing by \(u_2''(t)+v_2''(t)\le 0\) for \(t\in [0,1]\) and it implies that \(t_1<t_2\). We can derive from (3.9), (3.13), (3.14), and (3.15) that
and
Thus
Multiplying both sides of the inequality (3.16) by \(u'_2(t)+v'_2(t)\ge 0\), we have that
Then, integrating the inequality (3.17) over \([t_1,t_2]\) and making the variable transformation \(\rho =u'_2(t)+v'_2(t)\), we obtain from (3.14) and (3.15) that
which is a contradiction to (3.10).
In summary, \(\Vert u'_2\Vert _C\le M_4\) and \(\Vert v'_2\Vert _{C}\le M_4\), and hence, \(\Vert (u_2,v_2)\Vert _{C^1}\le M_4\) by combining with (3.14) and (3.15). Therefore, a contradiction to \(\Vert (u_2,v_2)\Vert _{C^1}=R>M_4\) occurs.
From (3.12), it follows that:
by the homotopy invariance property of fixed point index.
(iv) Let \(h(t)=(h_1(t),h_2(t))=(t,t)\) and consider the linear operator on \(C[0,1]\times C[0,1]\) as follows:
where
it is easy to see that \({\widetilde{L}}\) is a completely continuous operator with
and \(h\in C^+[0,1]\times C^+[0,1]{\setminus }\{(0,0)\}\), where
is the positive cone in C[0, 1]. We have from Lemma 2.2 that
and
so by (3.5) and Lemma 3.2 in which \(P=C^+[0,1]\times C^+[0,1]\), there exist
and \(\varphi _0=(\varphi _{01},\varphi _{02})\in C^+[0,1]\times C^+[0,1]{\setminus }\{(0,0)\}\) such that \(\varphi _0=\lambda _1^{-1}{\widetilde{L}}\varphi _0\). According to the definition of \({\widetilde{L}}\), similar to the proof of Lemma 2.3, we have that \(\varphi _0\in K\).
(v) In this step, we prove that \((u,v)-{\widetilde{S}}(u,v)\ne \tau (\varphi _{01},\varphi _{02})\) for \((u,v)\in K\cap \partial \Omega _{R}\) and \(\tau \ge 0\), and hence
holds by Lemma 2.5.
If there exist \((u_0,v_0)\in K\cap \partial \Omega _{R}\) and \(\tau _{0}\ge 0\), such that \((u_0,v_0)-{\widetilde{S}}(u_0,v_0)=\tau _{0}(\varphi _{01},\varphi _{02})\). Obviously, \(\tau _{0}>0\) by (3.12) and
for \(t\in [0,1]\). Set
then \(\tau _0\le \tau ^*<+\infty \), \(u_0(t)\ge \tau ^{*}\varphi _{01}(t)\) and \(v_0(t)\ge \tau ^{*}\varphi _{02}(t)\) for \(t\in [0,1]\). From (3.6) and (3.20), we have that for \(t\in [0,1]\)
and
Since \(\lambda _1>2\), we have \(\lambda _1\tau ^{*}+\tau _{0}>\tau ^*\) which contradicts the definition of \(\tau ^{*}.\)
(vi) From (3.18) and (3.19), it follows that \(i(S,K\cap \Omega _{R},K)=0\) and:
Hence, S has at least one fixed solution and BVP (1.1) has at least one positive solution. \(\square \)
4 Examples
We consider second-order coupled system under mixed boundary conditions involving multi-point with sign-changing coefficients and integral with sign-changing kernel
that is, \(\alpha [v]=-\int _0^1v(t)\cos (\pi t){\text {d}}t,\ \beta [u]=\frac{1}{2}u\left( \frac{1}{3}\right) -\frac{1}{10}u\left( \frac{2}{3}\right) \). For \(s\in [0,1]\)
Since
and
\((C_2)\) and \((C_3)\) are satisfied. Furthermore
Example 4.1
If
and thus
Therefore, \((F_1)\) holds for \(\delta \) large enough. In addition, take
From Lemmas 2.2 and 2.3, we have that for \((u,v)\in K{\setminus }\{(0,0)\}\) and \(t\in [0,1]\)
and
By induction
Consequently, for \((u,v)\in K{\setminus }\{(0,0)\}\)
and by virtue of Gelfand’s formula, the spectral radius
Therefore, \((F_{2})\) holds, since (3.3) can be inferred easily. By Theorem 3.4, we know that the second-order coupled system (4.1) has at least one positive solution.
Example 4.2
If
take
and thus
Therefore, \((F_3)\) holds, since (3.6) is satisfied for \(a_3\) and \(b_3\) large enough. In addition, take
and thus, for \((u,v)\in C^1[0,1]\times C^1[0,1]\)
hence
Similarly, we have
and thus
Therefore, the spectral radius
It is easy to see that (3.7) can be inferred easily for \(r<1\). As for \((F_3)\), one can let \(H_{M}(\rho )=M^2+\rho ^2\). By Theorem 3.5, we know that the second-order coupled system (4.1) has at least one positive solution.
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The authors express their gratitude to the referees for their valuable comments and suggestions. The authors are supported by National Natural Science Foundation of China (61473065).
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Xu, S., Zhang, G. Positive Solutions for a Second-Order Nonlinear Coupled System with Derivative Dependence Subject to Coupled Stieltjes Integral Boundary Conditions. Mediterr. J. Math. 19, 50 (2022). https://doi.org/10.1007/s00009-022-01977-9
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DOI: https://doi.org/10.1007/s00009-022-01977-9