Let
\(k>0\). From the assumptions on
g,
h,
\(\psi_{i}\) (
\(i=1,2\)) and (
3.39) we have
$$\begin{aligned} \varphi\bigl(u(n)\bigr) \leq&k+\frac{1}{\Gamma(\alpha)}\sum _{s=0}^{n-\alpha}(n-s-1)^{(\alpha -1)}f(s) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi\bigl(u(s+\alpha-1)\bigr) \\ &{}+\frac{1}{\Gamma(\alpha)}\sum_{s=0}^{T-\alpha}(T-s-1)^{(\alpha -1)}f(s) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi\bigl(u(s+\alpha-1)\bigr) \\ =&k+\sum_{s=0}^{n-\alpha}F(s,n) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi\bigl(u(s+\alpha -1)\bigr) \\ &{}+\sum_{s=0}^{T-\alpha}F(s,T) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi\bigl(u(s+\alpha -1)\bigr),\quad n \in I_{\alpha-1}, \end{aligned}$$
(3.41)
where
$$F(s,n)=\frac{1}{\Gamma(\alpha)}(n-s-1)^{(\alpha-1)}f(s). $$
Define
$$\begin{aligned} z(n) =&k+\sum_{s=0}^{n-\alpha}F(s,n) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi\bigl(u(s+\alpha -1)\bigr) \\ &{}+\sum_{s=0}^{T-\alpha}F(s,T) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi\bigl(u(s+\alpha -1)\bigr), \quad n\in I_{\alpha-1}. \end{aligned}$$
(3.42)
Then
\(z(n)\geq0\) is nondecreasing,
$$ z(\alpha-1)=k+\sum_{s=0}^{T-\alpha}F(s,T) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi \bigl(u(s+\alpha-1) \bigr), $$
(3.43)
and
$$ u(n)\leq\varphi^{-1}\bigl(z(n)\bigr),\quad n\in I_{\alpha-1}. $$
(3.44)
By the definition of
\(F(s,n)\) and
\(t^{(\alpha)}\), we can easily get that
\(F(s,n)\) is decreasing in
n for each
\(s\in\mathbf{N}_{0}\). So from (
3.42) and a straightforward computation, for
\(n\in I_{\alpha}\), we obtain that
$$\begin{aligned}& z(n)-z(n-1) \\& \quad = F(n-\alpha,n)\varphi'\bigl(u(n-1)\bigr)\psi\bigl(u(n-1) \bigr) \\& \qquad {}+\sum_{s=0}^{n-\alpha-1} \bigl[F(s,n)-F(s,n-1) \bigr]\varphi'\bigl(u(s+\alpha -1)\bigr)\psi \bigl(u(s+\alpha-1)\bigr) \\& \quad \leq F(n-\alpha,n)\varphi'\bigl(u(n-1)\bigr)\psi\bigl(u(n-1) \bigr) \\& \quad \leq F(n-\alpha,n)\varphi'\bigl(\varphi^{-1} \bigl(z(n-1)\bigr)\bigr)\psi\bigl(\varphi ^{-1}\bigl(z(n-1)\bigr)\bigr) \\& \quad = f(n-\alpha)\varphi'\bigl(\varphi^{-1} \bigl(z(n-1)\bigr)\bigr)\psi\bigl(\varphi^{-1}\bigl(z(n-1)\bigr)\bigr). \end{aligned}$$
(3.45)
Using the monotonicity of
\(\varphi'\),
\(\varphi^{-1}\), and
z, we deduce
$$\begin{aligned} \varphi'\bigl(\varphi^{-1}\bigl(z(n-1) \bigr)\bigr) \geq&\varphi'\bigl(\varphi ^{-1}\bigl(z( \alpha-1)\bigr)\bigr) \\ =&\varphi' \Biggl(\varphi^{-1} \Biggl(k+\sum _{s=0}^{T-\alpha}F(s,T)\varphi '\bigl(u(s+ \alpha-1)\bigr)\psi\bigl(u(s+\alpha-1)\bigr) \Biggr) \Biggr) \\ >&0,\quad n\in I_{\alpha}. \end{aligned}$$
(3.46)
So from (
3.45) and (
3.46) we have
$$\frac{z(n)-z(n-1)}{\varphi'[\varphi^{-1}(z(n-1))]}\leq f(n-\alpha)\psi \bigl(\varphi^{-1}\bigl(z(n-1) \bigr)\bigr), \quad n\in I_{\alpha}, $$
that is,
$$ \frac{\Delta z(n-1)}{\varphi'[\varphi^{-1}(z(n-1))]}\leq f(n-\alpha)\psi \bigl(\varphi^{-1}\bigl(z(n-1) \bigr)\bigr),\quad n\in I_{\alpha}. $$
(3.47)
On the other hand, by the mean value theorem and the monotonicity of
\(\varphi'\) and
\(\varphi^{-1}\) we have, for
\(n\in I_{\alpha}\),
$$\begin{aligned} \Delta\varphi^{-1}\bigl(z(n-1)\bigr) =& \varphi^{-1}\bigl(z(n)\bigr)- \varphi^{-1}\bigl(z(n-1)\bigr) \\ =&\frac{1}{\varphi'(\varphi^{-1}(\xi))}\Delta z(n-1) \\ \leq&\frac{\Delta z(n-1)}{\varphi'[\varphi^{-1}(z(n-1))]},\quad \xi\in \bigl[z(n-1),z(n)\bigr]. \end{aligned}$$
(3.48)
So from (
3.47) and (
3.48) we obtain
$$ \Delta\varphi^{-1}\bigl(z(n-1)\bigr)\leq f(n-\alpha)\psi\bigl(\varphi ^{-1}\bigl(z(n-1)\bigr)\bigr). $$
(3.49)
Setting
\(n=s\) in inequality (
3.49) and summing with respect to
s from
α to
\(n-1\), we get
$$\varphi^{-1}\bigl(z(n-1)\bigr)\leq\varphi^{-1}\bigl(z( \alpha-1)\bigr)+\sum_{s=\alpha }^{n-1}f(s-\alpha) \psi\bigl(\varphi^{-1}\bigl(z(s-1)\bigr)\bigr). $$
Now by applying Lemma
2.1 to the function
\(\varphi^{-1}(z(n-1))\) we have
$$\varphi^{-1}\bigl(z(n-1)\bigr)\leq G^{-1} \Biggl(G \bigl( \varphi^{-1}\bigl(z(\alpha-1)\bigr) \bigr)+\sum _{s=\alpha}^{n-1}f(s-\alpha) \Biggr),\quad n\in I_{\alpha}, $$
that is,
$$ \varphi^{-1}\bigl(z(n)\bigr)\leq G^{-1} \Biggl(G \bigl( \varphi^{-1}\bigl(z(\alpha-1)\bigr) \bigr)+\sum _{s=\alpha}^{n}f(s-\alpha) \Biggr), \quad n\in I_{\alpha-1}, $$
(3.50)
where
\(G(r)=\int_{r_{0}}^{r}\frac{1}{\psi(s)}\,\mathrm{d}s\). By (
3.42) we get
$$ 2z(\alpha-1)-k=k+2\sum_{s=0}^{T-\alpha}F(s,T) \varphi'\bigl(u(s+\alpha-1)\bigr)\psi \bigl(u(s+\alpha-1) \bigr)=z(T), $$
(3.51)
and then from (
3.50) and (
3.51) we have
$$\begin{aligned} \varphi^{-1}\bigl(2z(\alpha-1)-k\bigr) =&\varphi^{-1} \bigl(z(T)\bigr) \\ \leq& G^{-1} \Biggl(G \bigl( \varphi^{-1} \bigl(z(\alpha-1)\bigr) \bigr)+\sum_{s=\alpha}^{T}f(s- \alpha) \Biggr), \end{aligned}$$
that is,
$$ G \bigl(\varphi^{-1}\bigl(2z(\alpha-1)-k\bigr) \bigr)-G \bigl( \varphi^{-1}\bigl(z(\alpha -1)\bigr) \bigr)\leq\sum _{s=\alpha}^{T}f(s-\alpha). $$
(3.52)
Since
\(\Omega(t)=G(\varphi^{-1}(2t-k))-G(\varphi^{-1}(t))\) is increasing for
\(t\geq k\) and Ω has an inverse function
\(\Omega^{-1}\), from (
3.52) we get
$$ z(\alpha-1)\leq\Omega^{-1} \Biggl(\sum_{s=\alpha}^{T}f(s- \alpha) \Biggr). $$
(3.53)
Substituting (
3.53) into (
3.50) we have
$$ \varphi^{-1}\bigl(z(n)\bigr)\leq G^{-1} \Biggl\{ G \Biggl[ \varphi^{-1} \Biggl(\Omega ^{-1} \Biggl(\sum _{s=\alpha}^{T}f(s-\alpha) \Biggr) \Biggr) \Biggr]+\sum _{s=\alpha }^{n}f(s-\alpha) \Biggr\} ,\quad n\in I_{\alpha-1}. $$
(3.54)
Combining (
3.44) with (
3.54), we obtain the desired inequality (
3.40). If
\(k=0\), then we carry out the above procedure with
\(\varepsilon>0\) instead of
k and subsequently let
\(\varepsilon\rightarrow0\). This completes the proof. □