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Boundary Value Problems

Volume 2010, Article ID 458015,16pages doi:10.1155/2010/458015

Research Article

Existence of Positive Solutions of

a Singular Nonlinear Boundary Value Problem

Ruyun Ma

1

and Jiemei Li

1, 2

1College of Mathematics and Information Science, Northwest Normal University, Lanzhou 730070, China 2The School of Mathematics, Physics & Software Engineering, Lanzhou Jiaotong University,

Lanzhou 730070, China

Correspondence should be addressed to Ruyun Ma,ruyun [email protected]

Received 21 May 2010; Accepted 11 August 2010

Academic Editor: Vicentiu Radulescu

Copyrightq2010 R. Ma and J. Li. 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.

We are concerned with the existence of positive solutions of singular second-order boundary value problemut ft, ut 0,t∈0,1,u0 u1 0, which is not necessarily linearizable. Here, nonlinearityf is allowed to have singularities att 0,1. The proof of our main result is based upon topological degree theory and global bifurcation techniques.

1. Introduction

Existence and multiplicity of solutions of singular problem

uft, u 0, t∈0,1,

u0 u1 0, 1.1

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theory in cones. Recently, Ma 7studied the existence of nodal solutions of the singular boundary value problem

uratfu 0, t∈0,1,

u0 u1 0, 1.2

by applying Rabinowitz’s global bifurcation theorem, whereais allowed to have singularities att0,1 andfis linearizable at 0 as well as at∞. It is the purpose of this paper to study the existence of positive solutions of1.1, which is not necessarily linearizable.

LetXbe Banach space defined by

X

φL1loc0,1| 1

0

t1−tφtdt <

, 1.3

with the norm

φX

1

0

t1−tφtdt. 1.4

Let

XφX|φt≥0, a.e. t∈0,1,

Xp

φX|

1

0

t1−tφtdt >0

.

1.5

Definition 1.1. A functiong :0,1×R → Ris said to be anL1loc-Carath´eodory function if it satisfies the following:

ifor eachu∈R,g·, uis measurable; iifor a.e.t∈0,1,gt,·is continuous; iiifor anyR >0, there existshRXp,such that

gt, uhRt, a.e. t0,1,|u| ≤R. 1.6

In this paper, we will prove the existence of positive solutions of 1.1by using the global bifurcation techniques under the following assumptions.

H1Letf : 0,1×0,∞ → 0,∞be an L1

loc-Carath´eodory function and there

exist functionsa0·,a0·,c∞·, andc∞·∈Xp,such that

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for someL1loc-Carath´eodory functionsξ1, ξ2defined on0,1×0,∞with

ξ1t, ua0tu, ξ2t, ua0tu

, asu−→0, 1.8

uniformly for a.e.t∈0,1, and

ctuζ1t, uft, uctuζ2t, u, 1.9

for someL1loc-Carath´eodory functionsζ1, ζ2defined on0,1×0,∞with

ζ1t, uctu, ζ2t, uctu, asu → ∞, 1.10

uniformly for a.e.t∈0,1.

H2ft, u>0 for a.e.t∈0,1andu∈0,∞. H3There exists functionc1·∈Xp,such that

ft, uc1tu, a.e. t∈0,1, u∈0,. 1.11

Remark 1.2. Ifa0·,a0·,c∞·, andc∞·∈C0,1,0,∞, then1.8implies that

ξ1t, uu, ξ2t, uu, asu → 0, 1.12

and1.10implies that

ζ1t, uu, ζ2t, uu, asu → ∞. 1.13

The main tool we will use is the following global bifurcation theorem for problem which is not necessarily linearizable.

Theorem ARabinowitz,8. Let V be a real reflexive Banach space. LetF : R×VV be

completely continuous, such thatFλ,0 0, for allλ∈R. Leta, b∈R a < b, such thatu0is an isolated solution of the following equation:

uFλ, u 0, uV, 1.14

forλ aandλ b, wherea,0,b,0are not bifurcation points of 1.14. Furthermore, assume that

dIFa,·, Br0,0/dIFb,·, Br0,0, 1.15

whereBr0is an isolating neighborhood of the trivial solution. Let

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then there exists a continuum (i.e., a closed connected set)CofScontaininga, b× {0}, and either iCis unbounded inV×R, or

iiC ∩R\a, b× {0}/.

To state our main results, we need the following.

Lemma 1.3see1, Proposition 4.7. LetaXp, then the eigenvalue problem

uλatu0, t∈0,1,

u0 u1 0

1.17

has a sequence of eigenvalues as follows:

0< λ1a< λ2a<· · ·< λka< λk1a<· · ·, lim

k→ ∞λka. 1.18

Moreover, for eachk∈N,λkais simple and its eigenfunctionψkC10,1has exactlyk−1zeros in0,1.

Remark 1.4. Note that ψkC10,1andψk0 ψk1 0 for eachk ∈ N. Therefore, there exist constantsMk>0, such that

ψktMkt1t, t0,1. 1.19

Our main result is the following.

Theorem 1.5. Let (H1)–(H3) hold. Assume that either

λ1c<1< λ1 a0

1.20

or

λ1a0<1< λ1c, 1.21

then1.1has at least one positive solution.

Remark 1.6. For other references related to this topic, see9–14and the references therein.

2. Preliminary Results

Lemma 2.1see15, Proposition 4.1. For anyhX, the linear problem

ut ht 0, t∈0,1,

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has a unique solutionuW1,10,1anduAC

loc0,1, such that

ut

1

0

Gt, shsds, 2.2

where

Gt, s

⎧ ⎨ ⎩

s1−t, 0≤st≤1,

t1−s, 0≤ts≤1.

2.3

Furthermore, ifhX, then

ut≥0, t∈0,1. 2.4

LetY C0,1be the Banach space with the normumaxt∈0,1|ut|, and

E{uC0,1|u0 u1 0}. 2.5

LetL:DLYXbe an operator defined by

Luu, uDL, 2.6

where

DL uW1,10,1|uX, u0 u1 0. 2.7

Then, fromLemma 2.1,L−1:X C0,1is well defined.

Lemma 2.2. LetaXpandψ1be the first eigenfunction of1.17. Then for alluDL, one has

1

0

utψ1tdt 1

0

utψ1tdt. 2.8

Proof. For anyδ∈0,1/2, integrating by parts, we have 1−δ

δ

utψ1tdtuψ11δ−δ− 1 1−δ

δ

1−δ

δ

utψ1tdt. 2.9

SinceuDLandψ1∈C10,1, then

lim δ→0uδψ

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Therefore, we only need to prove that

lim δ→0u

δψ

1δ 0, lim

δ→0u

1δψ

11−δ 0. 2.11

Let us deal with the first equality, the second one can be treated by the same way. Note that

uDL, then

tututuL10, δ, 2.12

which implies thattutAC0, δ. Thentutis bounded on0, δ. Now, we claim that

lim t→0t

ut0. 2.13

Suppose on the contrary that limt→0t|ut|a >0, then forδsmall enough, we have

tuta

2, t∈0, δ. 2.14

Therefore,

>

δ

0

utdt

δ

0

a

2tdt, 2.15

which is a contradiction. Combining1.19with2.13, we have

uδψ

1δM11−δδuδ−→0, δ → 0. 2.16

This completes the proof.

Remark 2.3. Under the conditions ofLemma 2.2, for the later convenience,2.8is equivalent to

Lu, ψ1

u, Lψ1

. 2.17

Lemma 2.4see1, Lemma 2.3. For everyρX, the subsetKdefined by

KL−1φX|φtρt, a.e.t∈0,1 2.18

is precompact inC0,1.

LetΣ⊂R×Ebe the closure of the set of positive solutions of the problem

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We extend the functionfto anL1

loc-Carath´eodory functionfdefined on0,1×Rby

ft, u

⎧ ⎨ ⎩

ft, u, t, u∈0,1×0,,

ft,0, t, u∈0,1×−∞,0.

2.20

Thenft, u≥ 0 foru∈ Rand a.e.t ∈ 0,1. Forλ ≥ 0, letube an arbitrary solution of the problem

Luλft, u. 2.21

Sinceλft, ut ≥ 0 for a.e. t ∈ 0,1,Lemma 2.2yieldsut ≥ 0 for t ∈ 0,1. Thus,uis a nonnegative solution of2.19, and the closure of the set of nontrivial solutionsλ, uof2.21 inR×Eis exactlyΣ.

Let g : 0,1×R → Rbe an L1

loc-Carath´eodory function. Let N : EX be the

Nemytskii operator associated with the functiongas follows:

Nut gt, ut, uE. 2.22

Lemma 2.5. Letgt, u≥0on0,1×R. LetuDLbe such thatLuλNuin0,1≥0. Then,

ut≥0, t∈0,1. 2.23

Moreover,ut>0, t∈0,1, wheneveru /≡0.

LetN:EXbe the Nemytskii operator associated with the functionfas follows:

Nut ft, u, uE. 2.24

Then2.21, withλ≥0, is equivalent to the operator equation

uλL−1Nu, uE, 2.25

that is,

ut λ

1

0

Gt, sNusds, uE. 2.26

Lemma 2.6. Let (H1) and (H2) hold. Then the operatorL−1N : C0,1 C0,1is completely

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Proof. From1.10inH1, there existsR >0, such that, for a.e.t∈0,1and|u|> R,

|ζ1t, u| ≤ 1

2ctu, |ζ2t, u| ≤ 1 2c

tu. 2.27

Sincefis anL1

loc-Carath´eodory function, then there existshRXp, such that, for a.e.t∈0,1

and|u| ≤R,|ft, u| ≤hRt. Therefore, for a.e.t∈0,1andu∈R, we have

ft, u≤ 3 2c

tuhRt. 2.28

For convenience, let T L−1N. We first show that T : C0,1 C0,1 is continuous.

Suppose thatumuinC0,1asm → ∞. Clearly,ft, umft, uasm → ∞for a.e.

t∈0,1and there existsM >0 such thatumMfor everym∈N. It is easy to see that

|TumtTut| ≤

1

0

s1−sfs, umsfs, usds,

fs, umsfs, us≤3csM2hRs, a.e. s∈0,1.

2.29

By the Lebesgue dominated convergence theorem, we have thatTumTu inC0,1 as

m → ∞. Thus,L−1Nis continuous.

LetDbe a bounded set inC0,1.Lemma 2.4together with2.28shows thatTDis precompact inC0,1. Therefore,Tis completely continuous.

In the following, we will apply the Leray-Schauder degree theory mainly to the mappingΦλ:EE,

Φλu uλL−1Nu. 2.30

ForR >0, letBR {uE:u< R}, let degΦλ, BR,0denote the degree ofΦλonBRwith respect to 0.

Lemma 2.7. LetΛ ⊂ R be a compact interval withλ1a0, λ1a0∩Λ ∅, then there exists a numberδ1>0with the property

Φλu/0,uY : 0<uδ1,λ∈Λ. 2.31

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Setvn un/un. ThenLvn μnun−1Nun μnun−1ft, unandvn 1. Now, from conditionH1, we have the following:

a0tunξ1t, unft, una0tunξ2t, un, 2.32

and accordingly

μn

a0tvnξ1t, un

un

μn

ft, un

unμn

a0tvn ξ2t, un

un

. 2.33

Let ϕ0 and ϕ

0 denote the nonnegative eigenfunctions corresponding to λ1a0 and

λ1a0, respectively, then we have from the first inequality in2.33that

μn

a0tvn

ξ1t, un

un

, ϕ0

μn

ft, un

un

, ϕ0

Lvn, ϕ0

. 2.34

FromLemma 2.2, we have that

Lvn, ϕ0

vn, Lϕ0

λ1a0

vn, a00

. 2.35

Sinceun → 0 inE, from1.12, we have that

ξ1t, un

un −→

0, asun −→0. 2.36

By the fact thatvn1, we conclude thatvn vinE. Thus,

vn, a00

−→v, a00

. 2.37

Combining this and2.35and lettingn → ∞in2.34, it follows that

μa0tv, ϕ0

λ1a0

a00, v

, 2.38

and consequently

μ∗≤λ1a0. 2.39

Similarly, we deduce from second inequality in2.33that

λ1 a0

μ. 2.40

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Corollary 2.8. Forλ∈0, λ1a0andδ∈0, δ1,degΦλ, Bδ,0 1.

Proof. Lemma 2.7, applied to the intervalΛ 0, λ, guarantees the existence ofδ1 >0,such

that forδ∈0, δ1,

uτλL−1Nu/0, uE: 0<uδ, τ ∈0,1. 2.41

This together withLemma 2.6implies that for anyδ∈0, δ1,

degΦλ, Bδ,0 degI, Bδ,0 1, 2.42

which ends the proof.

Lemma 2.9. Supposeλ > λ1a0, then there existsδ2>0such that for alluEwith0<uδ2, for allτ ≥0,

Φλu/τϕ0, 2.43

whereϕ0is the nonnegative eigenfunction corresponding toλ1a0.

Proof. Suppose on the contrary that there existτn≥0 and a sequence{un}withun>0 and

un → 0 inEsuch thatΦλun τnϕ0for alln∈N. As

LunλNun τnλ1a0a00 2.44

andτnλ1a0a00≥0 in0,1, it concludes fromLemma 2.2that

unt≥0, t∈0,1. 2.45

Notice thatunDLhas a unique decomposition

unwnsnϕ0, 2.46

wheresn ∈Randwn, a000. Sinceun≥0 on0,1andun>0, we have from2.46 thatsn>0.

Chooseσ >0,such that

σ < λλ1a0

λ . 2.47

ByH1, there existsr1 >0, such that

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Therefore, for a.e.t∈0,1, u∈0, r1,

ft, ua0tuξ1t, u≥1−σa0tu. 2.49

Sinceun → 0, there existsN>0, such that

0≤unr1,nN, 2.50

and consequently

ft, un≥1−σa0tun,nN. 2.51

Applying2.51, it follows that

snλ1a0

ϕ0, a00

un, Lϕ0

Lun, ϕ0

λNun, ϕ0

τnλ1a0

a00, ϕ0

λNun, ϕ0

λ1−σa0tun, ϕ0

λ1−σa00, un

λ1−σsn

a00, ϕ0

.

2.52

Thus,

λ1a0≥λ1−σ. 2.53

This contradicts2.47.

Corollary 2.10. Forλ > λ1a0andδ∈0, δ2,degΦλ, Bδ,0 0.

Proof. Let 0< δδ2, whereδ2is the number asserted inLemma 2.9. AsΦλis bounded in, there existsc >0 such thatΦλu/cϕ0, for allu. ByLemma 2.9, one has

Φλu/τcϕ0, u∂Bδ, τ ∈0,1. 2.54

This together withLemma 2.6implies that

degΦλ, Bδ,0 deg

Φλ−0, Bδ,0

0. 2.55

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Proposition 2.11. λ1a0, λ1a0is a bifurcation interval from the trivial solution for2.30. There exists an unbounded componentCof positive solutions of2.30which meetsλ1a0, λ1a0× {0}. Moreover,

C ∩ R\λ1 a0

, λ1a0

× {0}∅. 2.56

Proof. For fixedn ∈ Nwithλ1a0−1/n > 0, let us take thatan λ1a0−1/n,bn

λ1a01/nandδmin{δ1, δ2}. It is easy to check that, for 0< δ <δ, all of the conditions

of Theorem A are satisfied. So there exists a connected componentCn of solutions of2.30 containingan, bn× {0}, and either

iCnis unbounded, or

iiCn∩R\an, bn× {0}/∅.

ByLemma 2.7, the caseiican not occur. Thus,Cnis unbounded bifurcated froman, bn×{0} inR×E. Furthermore, we have fromLemma 2.7that for any closed intervalIan, bn\ λ1a0, λ1a0, ifu ∈ {yE |λ, y ∈ Σ, λI}, thenu → 0 inEis impossible. SoCn must be bifurcated fromλ1a0, λ1a0× {0}inR×E.

3. Proof of the Main Results

Proof ofTheorem 1.5. It is clear that any solution of2.30of the form1, uyields solutionsu

of1.1. We will show thatCcrosses the hyperplane{1} ×EinR×E. To do this, it is enough to show thatCjoinsλ1a0, λ1a0× {0}toλ1c, λ1c∞× {∞}. Letηn, yn∈ Csatisfy

ηnyn−→ ∞. 3.1

We note that ηn > 0 for alln ∈ N since0,0 is the only solution of2.30 forλ 0 and C ∩{0} ×E ∅.

Case 1. consider the following:

λ1c<1< λ1 a0

. 3.2

In this case, we show that the interval

λ1c, λ1 a0

⊆ {λ∈R|λ, u∈ C}. 3.3

We divide the proof into two steps.

Step 1. We show that{ηn}is bounded.

Sinceηn, yn∈ C,Lynηnft, yn. FromH3, we have

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Letϕdenote the nonnegative eigenfunction corresponding toλ1c1.

From3.4, we have

Lyn, ϕ

ηn

c1tyn, ϕ

. 3.5

ByLemma 2.2, we have

λ1c1

yn, c1

yn, Lϕ

ηn

c1tϕ, yn

. 3.6

Thus,

ηnλ1c1. 3.7

Step 2. We show thatCjoinsλ1a0, λ1a0× {0}toλ1c, λ1c∞× {∞}.

From3.1and3.7, we have thatyn → ∞. Notice that2.30is equivalent to the integral equation

ynt ηn 1

0

Gt, sfs, ynsds, 3.8

which implies that

ηn 1

0

Gt, scsyns ζ2

s, ynsdsynt

ηn 1

0

Gt, scsynsζ1

s, ynsds.

3.9

We divide the both sides of3.9byynand setvn yn/yn. Sincevn is bounded inE, there exist a subsequence of{vn}andv∗∈Ewithv∗≥0 andv/≡0 on0,1, such that

ηn−→η, vn vω ∗ inE, 3.10

relabeling if necessary. Thus,3.9yields that

η

1

0

Gt, scsvsdsvtη

1

0

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Letϕ∞ andϕ∞ denote the nonnegative eigenfunctions corresponding toλ1c∞and

λ1c∞, respectively, then it follows from the second inequality in3.11that

λ1ccϕ, v, v∗−ϕ, v∗− 1

0

ϕtvtdt

≥ − 1

0

ϕ

1

0

Gt, scsvsdsdt

η

1

0

csvs

1

0

Gt, sϕtdtds

η

1

0

csvsds

ηcϕ, v,

3.12

and consequently

η∗≤λ1c. 3.13

Similarly, we deduce from the first inequality in3.11that

λ1c∞≤η. 3.14

Thus,

λ1c∞≤η∗≤λ1c. 3.15

SoCjoinsλ1a0, λ1a0× {0}toλ1c, λ1c∞× {∞}.

Case 2. λ1a0<1< λ1c∞.

In this case, ifηn, yn∈ Cis such that

lim n→ ∞

ηnyn,

lim

n→ ∞ηn,

3.16

then

λ1a0, λ1c∞⊆ {λ∈0,∞|λ, u∈ C}, 3.17

and moreover,

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Assume that{ηn}is bounded, applying a similar argument to that used inStep 2of Case1, after taking a subsequence and relabeling if necessary, it follows that

ηn−→η∗∈λ1c, λ1c, yn−→ ∞, as n−→ ∞. 3.19

AgainCjoinsλ1a0, λ1a0× {0}toλ1c, λ1c∞× {∞}and the result follows.

Remark 3.1. Lomtatidze13, Theorem 1.1proved the existence of solutions of singular two-point boundary value problems as follows:

ut gt, u,

ua 0, ub 0, 3.20

under the following assumptions: A1

gt, xh1tx, 0< x < δ,

gt, xh2tx, x >

1

δ,

3.21

wherehi:a, bRi1,2satisfies the following condition:

b

a

tabt|hit|dt <i1,2, 3.22

A2Fori1,2, letvibe the solution of singular IVPs

vt hitv, va 0, va 1, 3.23

satisfyingv1has at least one zero ina, bandv2has no zeros ina, b.

It is worth remarking thatA1-A2imply Condition1.21inTheorem 1.5. However, Condition 1.21is easier to be verified than A1-A2since λ1c∞ and λ1a0 are easily

estimated by Rayleigh’s Quotient.

The language of eigenvalue of singular linear eigenvalue problem did not occur until Asakawa1in 2001. The first part ofTheorem 1.5is new.

Acknowledgments

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References

1 H. Asakawa, “Nonresonant singular two-point boundary value problems,”Nonlinear Analysis: Theory, Methods & Applications, vol. 44, no. 6, pp. 791–809, 2001.

2 R. P. Agarwal and D. O’Regan,Singular Differential and Integral Equations with Applications, Kluwer Academic Publishers, Dordrecht, The Netherlands, 2003.

3 D. O’Regan,Theory of Singular Boundary Value Problems, World Scientific, River Edge, NJ, USA, 1994.

4 P. Habets and F. Zanolin, “Upper and lower solutions for a generalized Emden-Fowler equation,”

Journal of Mathematical Analysis and Applications, vol. 181, no. 3, pp. 684–700, 1994.

5 X. Xu and J. Ma, “A note on singular nonlinear boundary value problems,”Journal of Mathematical Analysis and Applications, vol. 293, no. 1, pp. 108–124, 2004.

6 X. Yang, “Positive solutions for nonlinear singular boundary value problems,”Applied Mathematics and Computation, vol. 130, no. 2-3, pp. 225–234, 2002.

7 R. Ma, “Nodal solutions for singular nonlinear eigenvalue problems,” Nonlinear Analysis: Theory, Methods & Applications, vol. 66, no. 6, pp. 1417–1427, 2007.

8 P. H. Rabinowitz, “Some aspects of nonlinear eigenvalue problems,”The Rocky Mountain Journal of Mathematics, vol. 3, pp. 161–202, 1973.

9 R. P. Agarwal and D. O’Regan, An Introduction to Ordinary Differential Equations, Universitext, Springer, New York, NY, USA, 2008.

10 R. P. Agarwal and D. O’Regan,Ordinary and Partial Differential Equations, Universitext, Springer, New York, NY, USA, 2009.

11 M. Ghergu and V. D. R˘adulescu,Singular Elliptic Problems: Bifurcation and Asymptotic Analysis, vol. 37 ofOxford Lecture Series in Mathematics and Its Applications, Oxford University Press, Oxford, UK, 2008.

12 A. Krist´aly, V. R˘adulescu, and C. Varga, Variational Principles in Mathematical Physics, Geometry, and Economics: Qualitative Analysis of Nonlinear Equations and Unilateral Problems, Encyclopedia of Mathematics and Its Applications, no. 136, Cambridge University Press, Cambridge, UK, 2010.

13 A. G. Lomtatidze, “Positive solutions of boundary value problems for second-order ordinary differential equations with singularities,”Differentsial’nye Uravneniya, vol. 23, no. 10, pp. 1685–1692, 1987.

14 I. T. Kiguradze and B. L. Shekhter, “Singular boundary-value problems for ordinary second-order differential equations,”Journal of Soviet Mathematics, vol. 43, no. 2, pp. 2340–2417, 1988, translation from: Itogi Nauki Tekh., Ser. Sovrem. Probl. Mat., Novejshie Dostizh., vol. 30, pp. 105–201, 1987.

15 C. D. Coster and P. Habets,Two-Point Boundary Value Problems: Lower and Upper Solutions, vol. 205 of

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