Volume 2009, Article ID 362983,16pages doi:10.1155/2009/362983
Research Article
Existence and Uniqueness of
Solutions for Higher-Order Three-Point
Boundary Value Problems
Minghe Pei
1and Sung Kag Chang
21Department of Mathematics, Bei Hua University, JiLin 132013, China
2Department of Mathematics, Yeungnam University, Kyongsan 712-749, South Korea
Correspondence should be addressed to Sung Kag Chang,skchang@ynu.ac.kr
Received 5 February 2009; Accepted 14 July 2009
Recommended by Kanishka Perera
We are concerned with the higher-order nonlinear three-point boundary value problems:xn ft, x, x, . . . , xn−1, n≥3,with the three point boundary conditionsgxa, xa, . . . , xn−1a 0;xib μ
i, i0,1, . . . , n−3;hxc, xc, . . . , xn−1c 0,wherea < b < c, f:a, c×Rn → R −∞,∞is continuous,g, h : Rn → Rare continuous, andμ
i ∈ R, i 0,1, . . . , n−3 are
arbitrary given constants. The existence and uniqueness results are obtained by using the method of upper and lower solutions together with Leray-Schauder degree theory. We give two examples to demonstrate our result.
Copyrightq2009 M. Pei and S. K. Chang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
1. Introduction
Higher-order boundary value problems were discussed in many papers in recent years; for instance, see1–22and references therein. However, most of all the boundary conditions in the above-mentioned references are for two-point boundary conditions2–11,14,17–22, and three-point boundary conditions are rarely seen1,12,13,16,18. Furthermore works for nonlinear three point boundary conditions are quite rare in literatures.
The purpose of this article is to study the existence and uniqueness of solutions for higher order nonlinear three point boundary value problem
with nonlinear three point boundary conditions
gxa, xa, . . . , xn−1a0,
xib μi, i0,1, . . . , n−3,
hxc, xc, . . . , xn−1c0,
1.2
wherea < b < c,f:a, c×Rn → R −∞,∞is a continuous function,g, h:Rn → Rare
continuous functions, andμi∈R, i0,1, . . . , n−3 are arbitrary given constants. The tools we
mainly used are the method of upper and lower solutions and Leray-Schauder degree theory. Note that for the cases ofaborbcin the boundary conditions1.2, our theorems hold also true. However, for brevity we exclude such cases in this paper.
2. Preliminary
In this section, we present some definitions and lemmas that are needed to our main results.
Definition 2.1. αt, βt ∈ Cna, care called lower and upper solutions of BVP1.1,1.2,
respectively, if
αnt≥ft, αt, αt, . . . , αn−1t, t∈a, c,
gαa, αa, . . . , αn−1a≤0, αib≤μ
i, i0,1, . . . , n−3,
hαc, αc, . . . , αn−1c≤0,
βnt≤ft, βt, βt, . . . , βn−1t, t∈a, c,
gβa, βa, . . . , βn−1a≥0, βib≥μ
i, i0,1, . . . , n−3,
hβc, βc, . . . , βn−1c≥0.
2.1
Definition 2.2. Let Ebe a subset ofa, c×Rn. We say thatft, x
0, x1, . . . , xn−1satisfies the
Nagumo condition onEif there exists a continuous functionφ:0,∞ → 0,∞such that
ft, x0, x1, . . . , xn−1≤φ|xn−1|, t, x0, x1, . . . , xn−1∈E, ∞
0
sds φs ∞.
2.2
Lemma 2.3see10. Letf : a, c×Rn → Rbe a continuous function satisfying the Nagumo
condition on
whereγit,Γit:a, c → Rare continuous functions such that
γit≤Γit, i0,1, . . . , n−2, t∈a, c. 2.4
Then there exists a constant r > 0 (depending only on γn−2t,Γn−2tand φtsuch that every
solutionxtof 1.1with
γit≤xit≤Γit, i0,1, . . . , n−2, t∈a, c 2.5
satisfiesxn−1 ∞≤r.
Lemma 2.4. Letφ:0,∞ → 0,∞be a continuous function. Then boundary value problem
xnxn−2φxn−1, t∈a, c, 2.6
xn−2a xib xn−2c 0, i0,1, . . . , n−3 2.7
has only the trivial solution.
Proof. Suppose thatx0tis a nontrivial solution of BVP2.6,2.7. Then there existst0 ∈
a, csuch thatx0n−2t0 > 0 orx0n−2t0 < 0. We may assumex0n−2t0 > 0. There exists
t1∈a, csuch that
max
t∈a,cx n−2
0 t:x
n−2
0 t1>0. 2.8
Thenx0n−1t1 0,x0nt1≤0. From2.6we have
0≥x0nt1 x0n−2t1φx0n−1t1
>0, 2.9
which is a contradiction. Hence BVP2.6,2.7has only the trivial solution.
3. Main Results
We may now formulate and prove our main results on the existence and uniqueness of solutions fornth-order three point boundary value problem1.1,1.2.
Theorem 3.1. Assume that
ithere exist lower and upper solutionsαt, βtof BVP1.1,1.2, respectively, such that
−1n−iαit≤−1n−iβit, t∈a, b, i0,1, . . . , n−2,
iift, x0, . . . , xn−1is continuous ona, c×Rn,−1n−ift, x0, . . . , xn−1is nonincreasing in
xii0,1, . . . , n−3onDba, andft, x0, . . . , xn−1is nonincreasing inxi i0,1, . . . , n−
3onDc
band satisfies the Nagumo condition onDca, where
ϕit min
αit, βit , ψ
it max
αit, βit , i0, . . . , n−2,
Db
a
t, x0, . . . , xn−1∈a, b×Rn :ϕit≤xi≤ψit, i0, . . . , n−2 ,
Dc
b
t, x0, . . . , xn−1∈b, c×Rn:ϕit≤xi≤ψit, i0, . . . , n−2 ,
Dc
a
t, x0, . . . , xn−1∈a, c×Rn:ϕit≤xi≤ψit, i0, . . . , n−2 ;
3.2
iiigx0, x1, . . . , xn−1is continuous onRn, and−1n−igx0, x1, . . . , xn−1is nonincreasing
inxi i0,1, . . . , n−3and nondecreasing inxn−1onni−02ϕia, ψia×R;
ivhx0, x1, . . . , xn−1is continuous onRn, and nonincreasing inxi i0,1, . . . , n−3and
nondecreasing inxn−1onin−02ϕic, ψic×R.
Then BVP1.1,1.2has at least one solutionxt∈Cna, csuch that for eachi0,1, . . . , n−2,
−1n−iαit≤−1n−ixit≤−1n−iβit, t∈a, b,
αit≤xit≤βit, t∈b, c.
3.3
Proof. For eachi0,1, . . . , n−2 define
wit, x ⎧ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎩
ψit, x > ψit,
x, ϕit≤x≤ψit,
ϕit, x < ϕit,
3.4
whereϕit min{αit, βit},ψit max{αit, βit}.
Forλ∈0,1, we consider the auxiliary equation
xnt λft, w0t, xt, . . . , wn−2
t, xn−2t, xn−1t
xn−2t−λwn−2
t, xn−2tφxn−1t,
3.5
whereφis given by the Nagumo condition, with the boundary conditions
xn−2a λwn−2
a, xn−2a−gw0a, xa, . . . , wn−2
a, xn−2a, xn−1a,
xib λμi, i0,1, . . . , n−3,
xn−2c λwn−2
c, xn−2c−hw0c, xc, . . . , wn−2
Then we can choose a constantMn−2>0 such that
−Mn−2< αn−2t≤βn−2t< Mn−2, t∈a, c, 3.7
ft, αt, . . . , αn−2t,0−Mn−2αn−2t
φ0<0, t∈a, c,
ft, βt, . . . , βn−2t,0Mn−2−βn−2t
φ0>0, t∈a, c,
3.8
αn−2a−gαa, . . . , αn−2a,0< M n−2,
βn−2a−gβa, . . . , βn−2a,0< Mn−2,
3.9
αn−2c−hαc, . . . , αn−2c,0< Mn−2,
βn−2c−hβc, . . . , βn−2c,0< Mn−2.
3.10
In the following, we will complete the proof in four steps.
Step 1. Show that every solutionxtof BVP3.5,3.6satisfies
xn−2t< Mn−2, t∈a, c, 3.11
independently ofλ∈0,1.
Suppose that the estimate|xn−2t| < M
n−2 is not true. Then there existst0 ∈ a, c
such thatxn−2t
0 ≥Mn−2 orxn−2t0≤ −Mn−2. We may assumexn−2t0 ≥Mn−2 . There
existst1∈a, csuch that
max
t∈a,cx
n−2t:xn−2t
1≥Mn−2>0. 3.12
There are three cases to consider.
Case 1t1 ∈a, c. In this case,xn−1t1 0 andxnt1≤0. Forλ ∈0,1, by3.8, we get
the following contradiction:
0≥xnt1
λft1, w0t1, xt1, . . . , wn−2
t1, xn−2t1
, xn−1t1
xn−2t1−λwn−2
t1, xn−2t1
φxn−1t1
λft1, w0t1, xt1, . . . , wn−3
t1, xn−3t1
, βn−2t1,0
xn−2t1−λβn−2t1
φ0
≥λft1, βt1, . . . , βn−2t1,0
Mn−2−βn−2t1
φ0>0,
and forλ0, we have the following contradiction:
0≥xnt1 xn−2t1φ0≥Mn−2φ0>0. 3.14
Case 2t1a. In this case,
max
t∈a,cx
n−2t:xn−2a≥M
n−2>0, 3.15
andxn−1a≤0. Forλ0, by3.6we have the following contradiction:
0< Mn−2≤xn−2a 0. 3.16
Forλ∈0,1, by3.9and conditioniiiwe can get the following contradiction:
Mn−2≤xn−2a,
λwn−2
a, xn−2a−gw0a, xa, . . . , wn−2
a, xn−2a, xn−1a,
≤λβn−2a−gβa, . . . , βn−2a,0< Mn−2.
3.17
Case 3t1c. In this case,
max
t∈a,cx
n−2t:xn−2c≥M
n−2>0, 3.18
andxn−1c≥0. Forλ0, by3.6we have the following contradiction:
0< Mn−2≤xn−2c 0. 3.19
Forλ∈0,1, by3.10and conditionivwe can get the following contradiction:
Mn−2≤xn−2c,
λwn−2
c, xn−2c−hw0c, xc, . . . , wn−2
c, xn−2c, xn−1c
≤λβn−2c−hβc, . . . , βn−2c,0< Mn−2.
3.20
By3.6, the estimates
xit< Mi: c−aMi1μi, i0,1, . . . , n−3, t∈a, c 3.21
Step 2. Show that there exists Mn−1 > 0 such that every solution xt of BVP 3.5, 3.6
satisfies
xn−1t< Mn−1, t∈a, c, 3.22
independently ofλ∈0,1. Let
E{t, x0, . . . , xn−1∈a, c×Rn:|xi| ≤Mi, i0,1, . . . , n−2}, 3.23
and define the functionFλ:a, c×Rn → Ras follows:
Fλt, x0, . . . , xn−1 λft, w0t, x0, . . . , wn−2t, xn−2, xn−1
xn−2−λwn−2t, xn−2φ|xn−1|.
3.24
In the following, we show that Fλt, x0, . . . , xn−1 satisfies the Nagumo condition on E,
independently ofλ∈0,1. In fact, sincefsatisfies the Nagumo condition onDc
a, we have
|Fλt, x0, . . . , xn−1|λft, w0t, x0, . . . , wn−2t, xn−2, xn−1
xn−2−λwn−2t, xn−2φ|xn−1| ≤12Mn−2φ|xn−1|:φE|xn−1|.
3.25
Furthermore, we obtain
∞
0
s φEsds
∞
0
s
12Mn−2φsds ∞. 3.26
Thus,Fλsatisfies the Nagumo condition onE, independently ofλ∈0,1. Let
γit −Mi, Γit Mi, i0,1, . . . , n−2, t∈a, c. 3.27
ByStep 1andLemma 2.3, there existsMn−1>0 such that|xn−1t|< Mn−1fort∈a, c. Since
Mn−2andφEdo not depend onλ, the estimate|xn−1t|< Mn−1ona, cis also independent
ofλ.
Step 3. Show that forλ1, BVP3.5,3.6has at least one solutionx1t.
Define the operators as follows:
by
Lxxnt, xn−2a, xb, . . . , xn−3b, xn−2c,
Nλ:Cn−1a, c−→Ca, c×Rn,
3.29
by
Nλx
Fλ
t, xt, . . . , xn−1t, A
λ, λμ0, . . . , λμn−3, Cλ
, 3.30
with
Aλ:λ
wn−2
a, xn−2a−gw
0a, xa, . . . , wn−2
a, xn−2a, xn−1a
Cλ:λ
wn−2
c, xn−2c−hw0c, xc, . . . , wn−2
c, xn−2c, xn−1c. 3.31
SinceL−1is compact, we have the following compact operator:
Tλ:Cn−1a, c−→Cn−1a, c, 3.32
defined by
Tλx L−1Nλx. 3.33
Consider the setΩ {x∈Cn−1a, c:xi
∞< Mi, i0,1, . . . , n−1}.
By Steps1and2, the degree degI−Tλ,Ω,0is well defined for everyλ∈0,1,and
by homotopy invariance, we get
degI−T0,Ω,0 degI−T1,Ω,0. 3.34
Since the equationx T0x has only the trivial solution fromLemma 2.4, by the degree
theory we have
degI−T1,Ω,0 degI−T0,Ω,0 ±1. 3.35
Hence, the equationxT1xhas at least one solution. That is, the boundary value problem
xnt ft, w0t, xt, . . . , wn−2
t, xn−2t, xn−1t
xn−2t−w n−2
t, xn−2tφxn−1t,
with the boundary conditions
xn−2a wn−2
a, xn−2a−gw0a, xa, . . . , wn−2
a, xn−2a, xn−1a,
xib μi, i0,1, . . . , n−3,
xn−2cwn−2
c, xn−2c−hw0c, xc, . . . , wn−2
c, xn−2c, xn−1c,
3.37
has at least one solutionx1tinΩ.
Step 4. Show thatx1tis a solution of BVP1.1,1.2.
In fact, the solutionx1tof BVP3.36,3.37will be a solution of BVP1.1,1.2, if it
satisfies
ϕit≤x1it≤ψit, i0,1, . . . , n−2, t∈a, c. 3.38
By contradiction, suppose that there existst0 ∈ a, csuch thatx1n−2t0 > ψn−2t0. There
existst1∈a, csuch that
max
t∈a,c
x1n−2t−ψn−2t
:x1n−2t1−ψn−2t1>0. 3.39
Now there are three cases to consider.
Case 1t1∈a, c. In this case, sinceψn−2t βn−2tona, c, we havex1n−1t1 βn−1t1
andx1nt1≤βnt1. By conditionsiandii, we get the following contradiction:
0≥x1nt1−βnt1
≥ft1, w0t1, x1t1, . . . , wn−2
t1, x1n−2t1
, x1n−1t1
x1n−2t1−wn−2
t1, x1n−2t1
φx1n−1t1
−ft1, βt1, . . . , βn−1t1
≥ft1, βt1, . . . , βn−1t1
x1n−2t1−βn−2t1
φx1n−1t1
−ft1, βt1,· · ·, βn−1t1
x1n−2t1−βn−2t1
φx1n−1t1
>0.
3.40
Case 2t1a. In this case, we have
max
t∈a,c
x1n−2t−ψn−2t
:x1n−2a−βn−2a>0,
and x1n−1a ≤ βn−1a. By 3.37 and conditionsi and iii we can get the following contradiction:
βn−2a< xn−2
1 a,
wn−2
a, x1n−2a−gw0a, x1a, . . . , wn−2
a, x1n−2a, x1n−1a
≤βn−2a−gβa, . . . , βn−2a, βn−1a≤βn−2a.
3.42
Case 3t1c. In this case, we have
max
t∈a,c
x1n−2t−ψn−2t
:x1n−2c−βn−2c>0, 3.43
and x1n−1c ≥ βn−1c. By 3.37 and conditions i and iv we can get the following contradiction:
βn−2c< x1n−2c
wn−2
c, x1n−2c−hw0c, x1c, . . . , wn−2
c, x1n−2c, x1n−1c
≤βn−2c−hβc, . . . , βn−2c, βn−1c≤βn−2c.
3.44
Similarly, we can show thatϕn−2t≤x1n−2tona, c. Hence
αn−2t ϕn−2t≤x1n−2t≤ψn−2t βn−2t, t∈a, c. 3.45
Also, by boundary condition3.37and conditioni, we have
αib x1ib βib, in−1−2j, j1,2, . . . ,
n−1 2
,
αib≤x1ib≤βib, in−2−2j, j1,2, . . . ,
n−2 2
.
3.46
Therefore by integration we have for eachi0,1, . . . , n−2,
−1n−iαit≤−1n−ix1it≤−1n−iβit, t∈a, b,
αit≤xi
1 t≤βit, t∈b, c,
that is,
ϕit≤x1it≤ψit, i0,1, . . . , n−2, t∈a, c. 3.48
Hencex1tis a solution of BVP1.1,1.2and satisfies3.3.
Now we give a uniqueness theorem by assuming additionally the differentiability for functionsf,gandh, and a kind of estimating condition inTheorem 3.1.
Theorem 3.2. Assume that
ithere exist lower and upper solutionsαt, βtof BVP1.1,1.2, respectively, such that
−1n−iαit≤−1n−iβit, t∈a, b, i0,1, . . . , n−2,
αit≤βit, t∈b, c, i0,1, . . . , n−2; 3.49
iift, x0, . . . , xn−1 and its first-order partial derivatives in xi i 0,1, . . . , n −1 are
continuous ona, c×Rn,−1n−i∂f/∂x
i ≤ 0i 0,1, . . . , n−3onDab,∂f/∂xi ≤
0 i0,1, . . . , n−3onDc
band satisfy the Nagumo condition onDca;
iiigx0, x1, . . . , xn−1 is continuous on Rn and continuously partially differentiable on n−2
i0ϕia, ψia×R, and
−1n−i∂g ∂xi ≤
0, i0,1, . . . , n−3,
∂g
∂xn−1 ≤0, on n−2
i0
ϕia, ψia
×R;
3.50
ivhx0, x1, . . . , xn−1 is continuous on Rn and continuously partially differentiable on n−2
i0ϕic, ψic×R, and
∂h ∂xi ≤
0, i0,1, . . . , n−3,
∂h ∂xn−1 ≥
0, on
n−2
i0
ϕic, ψic
×R;
vthere exists a functionγt∈Cna, csuch thatγn−2t>0ona, c,and
γnt<
n−1
i0
∂f ∂xi ·
γit, onDca
n−1
i0
∂g ∂xi ·
γia>0, on
n−2
i0
ϕia, ψia
×R,
n−1
i0
∂h ∂xi ·
γic>0, on
n−2
i0
ϕic, ψic
×R,
γib 0, ifn−i: odd, i0,1, . . . , n−3,
γib≥0, ifn−i: even, i0,1, . . . , n−3.
3.52
Then BVP1.1,1.2has a unique solutionxtsatisfying3.3.
Proof. The existence of a solution for BVP 1.1, 1.2 satisfying 3.3 follows from
Theorem 3.1.
Now, we prove the uniqueness of solution for BVP1.1,1.2. To do this, we letx1t
andx2tare any two solutions of BVP1.1,1.2satisfying3.3. Letzt x2t−x1t. It
is easy to show thatztis a solution of the following boundary value problem
znt
n−1
i0
ditzit, 3.53
n−1
i0
aizia 0,
n−1
i0
cizic 0, 3.54
zib 0, i0,1, . . . , n−3, 3.55
where for eachi0,1, . . . , n−1,
dit 1
0
∂ ∂xi
ft, x1t θzt, x1t θzt, . . . , x n−1
1 t θz
n−1tdθ,
ai 1
0
∂ ∂xi
gx1a θza, x1a θza, . . . , x n−1
1 a θzn−1a dθ, ci 1 0 ∂ ∂xi
hx1c θzc, x1c θzc, . . . , x n−1
1 c θzn−1c
dθ.
By conditionsii,iii, andiv, we have thatdit∈Ca, c, i0,1, . . . , n−3,and
−1n−idit≤0, i0,1, . . . , n−3, t∈a, b,
dit≤0, i0,1, . . . , n−3, t∈b, c,
−1n−iai≤0, i0,1, . . . , n−3, an−1≤0,
ci≤0, i0,1, . . . , n−3, cn−1≥0.
3.57
Now suppose that there exists t0 ∈ a, c such that zn−2t0/0. Without loss of
generality assumezn−2t
0>0, and let
Ω M:Mzn−2t< γn−2t, t∈a, c. 3.58
It is easy to see that 0 ∈ Ωby condition v, hence Ω/∅. Let M0 supΩ. We have that
0 < M0 < ∞,M0zn−2t ≤ γn−2tona, c, and there exists a pointt1 ∈a, csuch that
M0zn−2t1 γn−2t1. Furthermoret1/a, c. In fact, ift1 a, thenM0zn−1a≤ γn−1a.
By conditionvand3.55we can easily show that
−1n−iM0zit−γit
≤0, i0,1, . . . , n−3, t∈a, b. 3.59
In particular
−1n−iM0zia−γia
≤0, i0,1, . . . , n−3. 3.60
Hence
n−1
i0
M0aizia≥ n−1
i0
aiγia>0, 3.61
which contradicts to 3.54. Thus t1/a. Similarly we can show that t1/c. Consequently
M0zn−1t1 γn−1t1.
Now, there are two cases to consider, that is
t1∈a, b or t1∈b, c. 3.62
Ift1∈a, b, then by3.59we have
−1n−iM0zit1−γit1
Thus, by3.53and conditionvwe have
M0znt1 n−1
i0
M0dit1zit1≥ n−1
i0
dit1γit1> γnt1. 3.64
Consequently, by Taylor’s theorem there existst2∈t1, csuch that
M0zn−2t> γn−2t, ∀t∈t1, t2, 3.65
which is a contradiction.
A similar contradiction can be obtained ift1 ∈b, c. Hencezn−2t ≡0 ona, c. By
3.55, we obtainzt≡0 ona, c. This completes the proof of the theorem.
Next we give two examples to demonstrate the application ofTheorem 3.2.
Example 3.3. Consider the following third-order three point BVP:
x−tx2t21x1
3x
3−t4sintx, t∈−1,1, 3.66
13x−1 x−13−x−1 13 0,
x0 0,
−1−x1 2x1 x13x1 13 0.
3.67
Let
ft, x0, x1, x2 −tx0
2t21x 1
1 3x
3
1−t4sintx2,
gx0, x1, x2 13x1x31−x213,
hx0, x1, x2 −1−x02x1x31 x213.
3.68
Choose αt −t, βt t and γt t. It is easy to check that αt −t, and βt t are lower and upper solutions of BVP3.66,3.67respectively, and all the assumptions in
Theorem 3.2are satisfied. Therefore byTheorem 3.2BVP3.66,3.67has a unique solution xxtsatisfying
t≤xt≤ −t, t∈−1,0, −t≤xt≤t, t∈0,1,
Example 3.4. Consider the following fourth-order three point BVP:
x4−t2xxx3, t∈−1,1, 3.70
−x−1 x−1313x−1 0, x0 0, x0 0,
−x1−4x1 x129x1 0.
3.71
Let
ft, x0, x1, x2, x3 −t2x0x2x32,
gx0, x1, x2, x3 −x0x3113x2,
hx0, x1, x2, x3 −x0−4x1x219x2.
3.72
Chooseαt −t2, βt t2 andγt t2. It is easy to check thatαt −t2, andβt t2
are lower and upper solutions of BVP3.70,3.71, respectively, and all the assumptions in
Theorem 3.2are satisfied. Therefore byTheorem 3.2BVP3.70,3.71has a unique solution xxtsatisfying
−2≤xt≤2, t∈−1,1,
2t≤xt≤ −2t, t∈−1,0, −2t≤xt≤2t, t∈0,1,
−t2≤xt≤t2, t∈−1,1.
3.73
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