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Volume 2007, Article ID 74517,10pages doi:10.1155/2007/74517

Research Article

Positive Solutions for Nonlinear nth-Order Singular Nonlocal Boundary Value Problems

Xin’an Hao, Lishan Liu, and Yonghong Wu

Received 23 June 2006; Revised 16 January 2007; Accepted 26 January 2007 Recommended by Ivan Kiguradze

We study the existence and multiplicity of positive solutions for a class of nth-order singular nonlocal boundary value problems u(n)(t) +a(t)f(t,u)=0, t(0, 1),u(0)= 0, u(0)=0,. . .,u(n2)(0)=0,αu(η)=u(1), where 0< η <1, 0< αηn1 <1. The singu- larity may appear att=0 and/ort=1. The Krasnosel’skii-Guo theorem on cone expan- sion and compression is used in this study. The main results improve and generalize the existing results.

Copyright © 2007 Xin’an Hao et al. 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

In this paper, we study the existence and multiplicity of positive solutions for the follow- ingnth-order nonlinear singular nonlocal boundary value problems (BVPs):

u(n)(t) +a(t)f(t,u)=0, t(0, 1),

u(0)=0, u(0)=0,. . .,u(n2)(0)=0, αu(η)=u(1), (1.1) where 0< η <1, 0< αηn1<1,amay be singular att=0 and/ort=1. We calla(t) singu- lar if limt0+a(t)= ∞or limt1a(t)= ∞.

The BVPs for nonlinear differential equations arise in a variety of areas of applied mathematics, physics, and variational problems of control theory. Many authors have discussed the existence of solutions of second-order or higher-order BVPs, for instance, [1–4]. Singular BVPs have also been widely studied because of their importance in both practical and theoretical aspects. In many practical problems, it is frequent that only positive solutions are useful. There have been many papers available in literature con- cerning the positive solutions of singular BVPs, see [5–9] and references therein. The

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study of singular nonlocal BVPs for nonlinear differential equations was initiated by Kiguradze and Lomtatidze [10] and Lomtatidze [11,12]. Since then, more general non- linear singular nonlocal BVPs have been studied extensively. Recently, Eloe and Ahmad [13] studied the positive solutions for thenth-order differential equation

u(n)(t) +a(t)f(u)=0, t(0, 1), (1.2) subject to the nonlocal boundary conditions

u(0)=0, u(0)=0,. . .,u(n2)(0)=0, αu(η)=u(1), (1.3) where 0< η <1, 0< αηn1<1. For the case in which ais nonsingular, Eloe and Ah- mad established the existence of one positive solution for BVPs (1.2) and (1.3) if f is either superlinear (i.e., limu0+(f(u)/u) = 0, limu→∞(f(u)/u) = ∞) or sublinear (i.e., limu0+(f(u)/u)= ∞, limu→∞(f(u)/u)=0) by applying the fixed point theorem on cones duo to Krasnosel’skii and Guo. However, research for existence of multiple positive solu- tions for higher-order singular nonlocal BVPs has proceeded very slowly and the related results are very limited.

Motivated by the above works, we consider thenth-order nonlinear singular BVPs (1.1) for the more general equations. In this paper, the results of existence and multiplicity of positive solutions are obtained under certain suitable weak conditions. The theorems and corollaries improve and generalize the results of [13]. The main results extend and include the results obtained by others. The main tool used for the study in this paper is the following Krasnosel’skii and Guo fixed point theorem.

Lemma 1.1 [14]. LetX be a Banach space, and letPbe a cone inX. Assume thatΩ1and Ω2are two bounded open subsets ofXwith 0Ω1,Ω1Ω2. LetA:P2\Ω1)Pbe a completely continuous operator, satisfying either

(i) Axx, xPΩ1, Axx, xPΩ2, (1.4) or

(ii) Axx, xPΩ1, Axx, xPΩ2. (1.5) ThenAhas at least one fixed point inP2\Ω1).

LetGbe Green’s function for theu(n)(t)=0 subjected to the nonlocal boundary con- ditions (1.3), then

G(t,s)=

φ(s)tn1

(n1)!, 0ts1, φ(s)tn1+ (ts)n1

(n1)! , 0st1,

(1.6)

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where

φ(s)=

(1s)n1

1αηn1, ηs,

(1s)n1α(ηs)n1

1αηn1 , sη.

(1.7)

It is easy to see that

G(t,s)<0, t(0, 1),s(0, 1). (1.8) Lemma 1.2 [13]. Let 0< αηn1<1. Ifusatisfiesu(n)(t)0, 0< t <1, with the nonlocal conditions (1.3), then

tmin[η,1]u(t)γu, (1.9)

whereγ=min{αηn1,α(1η)(1αη)1n1}.

Defineg(s)=maxt[0,1]|G(t,s)|. From the proof ofLemma 1.2in [13], we know that G(t,s)γg(s), t[η, 1],s[0, 1]. (1.10) We first list some hypotheses for convenience.

(H1) f : [0, 1]×[0,)[0,) is continuous and does not vanish identically on any subinterval of [0, 1].

(H2)a: (0, 1)[0,) is continuous and may be singular att=0 and/ort=1.

(H3) There existst0[η, 1) such thata(t0)>0 and01g(s)a(s)ds <+.

By (H3) we can chooseη1,η2:ηη1t0< η2<1 such thata(t)>0 fort1,η2) and 0< ηη12g(s)a(s)ds < +. Under the conditions of Lemma 1.2, we also have mint12]u(t)γu.

The rest of the paper is organized as follows. InSection 2, we give some preliminaries and a lemma which establishes a completely continuous operator. InSection 3, Theorems 3.1and3.2, and results for the existence of at least one positive solution are established.

Two corollaries on eigenvalue problems are also given.Section 4deals with the existence of two positive solutions. Finally, inSection 5, we give three examples to illustrate the application of our main results.

2. Preliminaries

In what follows, we will impose the following conditions.

(H4) 0f0< L,l < f≤ ∞. (H5)l < f0≤ ∞, 0f< L.

(H6) f0=f= ∞.

(H7) There existsρ >0 such that f(t,u)< Lρ, 0< uρ,t[0, 1].

(H8) f0=f=0.

(H9) There existsρ >0 such that f(t,u)> lρ,γρuρ,t12].

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In the above assumptions, we write L:= 1

0g(s)a(s)ds 1

, l:=

γ2

η2

η1

g(s)a(s)ds 1

, fα:=lim sup

uα max

t[0,1]

f(t,u)

u , fβ:=lim inf

uβ min

t12]

f(t,u)

u , α,β=0+, +.

(2.1)

SetE=C[0, 1]= {u: [0, 1]R|uis continues on [0, 1]}. It is easy to testify thatEis a Banach space with the normu =supt[0,1]|u(t)|. We define a conePas follows:

P=

uE:u(t)0,t[0, 1], min

t12]u(t)γu

, (2.2)

whereγis given inLemma 1.2. Define an operatorA:PEby Au(t)= − 1

0G(t,s)a(s)fs,u(s)ds. (2.3)

By (H1)–(H3) and the properties of the functionG(t,s), we see that operatorAis well defined. It is clear that the positive solution of singular BVP (1.1) is equivalent to the fixed point ofAinP.

Before presenting the main results, we first give the following lemma establishing the conditions for A to be a completely continuous operator.

Lemma 2.1. Assume that conditions (H1)–(H3) hold. ThenA:PP is a completely con- tinuous operator.

Proof. By (H1)–(H3), (1.8) and (2.3), we know thatAu(t)0,t[0, 1]. For anyuP andt[0, 1], we have

Au(t)= 1

0

G(t,s)a(s)fs,u(s)ds 1

0g(s)a(s)fs,u(s)ds. (2.4) Hence,

Au 1

0g(s)a(s)fs,u(s)ds. (2.5)

On the other hand, by (1.10) and (2.5), we have

tmin12]Au(t)= min

t12] 1 0

G(t,s)a(s)fs,u(s)ds

γ

1

0g(s)a(s)fs,u(s)dsγAu.

(2.6)

Therefore,A(P)P.

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Now let us prove thatAis completely continuous. Definean: (0, 1)[0, +) by

an(t)=

inf

a(t),a

1 n

, 0< t1 n,

a(t), 1

ntn1 n , inf

a(t),a

n1 n

, n1

n t <1.

(2.7)

It is easy to see thatanC(0, 1) is bounded and

0an(t)a(t), t(0, 1). (2.8)

Furthermore, we define an operatorAn:PPas follows:

Anu(t)= − 1

0G(t,s)an(s)fs,u(s)ds, n2. (2.9) Obviously,Anis a completely continuous operator onPfor eachn2. For anyR >0, set BR= {uP:uR}, thenAnconverges uniformly toAonBRasn→ ∞. In fact, for R >0 anduBR, by (2.3) and (2.9), we get

Anu(t)Au(t)= 1

0G(t,s)a(s)an(s)fs,u(s)ds

1/n

0 G(t,s)a(s)an(s)fs,u(s)ds +

1

(n1)/nG(t,s)a(s)an(s)fs,u(s)ds

M

1/n

0 g(s)a(s)an(s)ds +

1

(n1)/ng(s)a(s)an(s)ds

−→0 (n−→ ∞),

(2.10)

whereM=maxt[0,1],x[0,R]f(t,x), and we have used the facts g(s)a(s)L1(0, 1) and (2.8). So we conclude that An converges uniformly to A on BR asn→ ∞. Thus, A is

completely continuous.

3. Existence of a positive solution

Lemma 2.1will help us obtain the following existence results of positive solution of BVP (1.1).

Theorem 3.1. Assume that conditions (H1)–(H4) hold. Then BVP (1.1) has at least one positive solution.

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Proof. By the first inequality of (H4), there existM1>0 and 0< ε1< Lsuch that f(t,u) (Lε1)ufor 0t1, 0< uM1. SetΩ1= {uE:u< M1}. So for anyuP∂Ω1,

Au(t) 1

0g(s)a(s)fs,u(s)ds Lε1

u 1

0g(s)a(s)ds <u, t[0, 1]. (3.1) Thus,

Au<u, uPΩ1. (3.2)

Next, byl < f≤ ∞, there existM2>0 and ε2>0 such that f(t,u)(l+ε2)u for uM2,t12]. LetM2=max{2M1,M2}andΩ2= {uE:u< M2}. Thenu PΩ2implies that mint12]u(t)γu =γM2M2. So, by (1.10), we obtain

Au(η)= 1

0

G(η,s)a(s)fs,u(s)dsγ

1

0g(s)a(s)fs,u(s)ds

γ

η2

η1

g(s)a(s)fs,u(s)dsγ2l+ε2

u η2

η1

g(s)a(s)ds >u.

(3.3)

Thus,

Au>u, uP∂Ω2. (3.4)

By (3.2), (3.4) andLemma 1.1,Ahas at least one fixed point uP2\Ω1) with 0< M1uM2. On the other hand, for anyt(0, 1) we have thatu(t)=Au(t)= 1

0|G(t,s)|a(s)f(s,u(s))dsη2

η1|G(t,s)|a(s)f(s,u(s))ds >0, and henceuis a positive

solution of BVP (1.1).

Theorem 3.2. Assume that conditions (H1)–(H3) and (H5) hold. Then BVPs (1.1) has at least one positive solution.

Proof. Byl < f0≤ ∞, there existM3>0 andε3>0 such that f(t,u)(l+ε3)ufor 0<

uM3,t12]. LetΩ3= {uE:u< M3}. Following the procedure used in the second part ofTheorem 3.1, we have

Au(η)γ2l+ε3

u η2

η1

g(s)a(s)ds >u. (3.5)

Thus,

Au>u, uPΩ3. (3.6)

By 0f< L, there existM4>0 and 0< ε4< Lsuch that f(t,u)(Lε4)uforuM4, t[0, 1]. SetM=max0t1, 0xM4f(t,x), then

f(t,u)M+Lε4

u, (t,u)[0, 1]×[0, +). (3.7)

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ChooseM4>max{M3,M/ε4}andΩ4= {uE:u< M4}, then for anyuP∂Ω4, by (3.7), we have

Au 1

0g(s)a(s)fs,u(s)ds 1

0g(s)a(s)M+Lε4 M4

ds

LM4 1

0g(s)a(s)ds

ε4M4M

1

0g(s)a(s)ds < M4= u.

(3.8)

Thus,

Au<u, uPΩ4. (3.9)

ApplyingLemma 1.1to (3.6) and (3.9), it follows thatAhas at least one positive solution u∗∗P4\Ω3). This completes the proof ofTheorem 3.2.

The following corollaries are direct consequences of Theorems3.1and3.2.

Corollary 3.3. Assume that conditions (H1)–(H4) are satisfied. Then for eachλ(l/ f, L/ f0), there exists at least one positive solution for the eigenvalue problems

u(n)(t) +λa(t)f(t,u)=0, t(0, 1),

u(0)=0, u(0)=0,. . .,u(n2)(0)=0, αu(η)=u(1), (3.10) where 0< η <1, 0< αηn1<1.

Corollary 3.4. Assume that conditions (H1)–(H3) and (H5) are satisfied. Then for each λ(l/ f0,L/ f), there exists at least one positive solution for (3.10).

4. Existence of multiple positive solutions

Theorem 4.1. Assume that conditions (H1)–(H3), (H6) and (H7) hold. Then BVP (1.1) has at least two positive solutions.

Proof. Firstly, by f0= ∞, there existsR1: 0< R1< ρsuch that f(t,u)> lufor 0< uR1, t12]. SetΩ1= {uE:u< R1}, then for anyuP∂Ω1,

Au(η)= 1

0

G(η,s)a(s)fs,u(s)dsγ

1

0g(s)a(s)fs,u(s)ds

γ

η2

η1

g(s)a(s)fs,u(s)ds > γ2lu η2

η1

g(s)a(s)ds= u.

(4.1)

Thus,

Au>u, uPΩ1. (4.2)

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Secondly, sincef= ∞, there existsR2> ρsuch thatf(t,u)> luforuR2,t12].

SetR2=R2/γ,Ω2= {uE:u< R2}. Then foruP∂Ω2, we have mint12]u(t) γu =R2. Hence,

Au(η)= 1

0

G(η,s)a(s)fs,u(s)dsγ

1

0g(s)a(s)fs,u(s)ds

γ

η2

η1

g(s)a(s)fs,u(s)ds > γ2lu η2

η1

g(s)a(s)ds= u,

(4.3)

which indicates

Au>u, uPΩ2. (4.4)

Thirdly, let Ω3= {uE:u< ρ}. For any uP∂Ω3, we get from (H7) that f(t,u(t))< Lρfort[0, 1], then

Au 1

0g(s)a(s)fs,u(s)ds < Lρ

1

0g(s)a(s)ds=ρ= u. (4.5) Therefore,

Au<u, uPΩ3. (4.6)

Finally, (4.2), (4.4), (4.6), and 0< R1< ρ < R2imply thatAhas fixed pointsuP3\Ω1) andu∗∗P2\Ω3) such that 0<u< ρ <u∗∗. This completes the

proof.

Theorem 4.2. Assume that conditions (H1)–(H3), (H8) and (H9) hold. Then BVP (1.1) has at least two positive solutions.

The proof ofTheorem 4.2is similar to that ofTheorem 4.1, so we omit it.

5. Examples

Example 5.1. Leta(t)=(1αηn1)(n1)!/(1t)n1,f(t,u)=λtln(1 +u) +u2, fixλ >0 sufficiently small. By tedious compute,

0<

1

0g(s)a(s)ds 1

0

(1s)n1

1αηn1(n1)!a(s)ds=1<+, (5.1) but01a(s)ds=+. On the other hand, f0=λ,f= ∞. ByTheorem 3.1, BVPs (1.1) have at least one positive solution. But the result of [13] is not suitable for this problem.

Example 5.2. Leta(t) be as inExample 5.1and letf(t,u)= f(u)=u2eu+μsinu, fixμ >

0 sufficiently large. Then limu0(f(t,u)/u)=μ, limu→∞(f(t,u)/u)=0. ByTheorem 3.2, BVP (1.1) has at least one positive solution. But the result of [13] is not suitable for this problem because of limu0(f(t,u)/u)=μ <.

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Example 5.3. Let a(t) = (1αηn1)(n1)!/10(1t)n1, f(t,u) = u2 + 1 + (t + 1/2)(sinu)2/3. Then f0 = +, f =+, 0 < 1/L= 1

0g(s)a(s)ds 1

0((1s)n1/ (1αηn1)(n1)!)a(s)ds=1/10,L10. On the other hand, we could chooseρ=1, then f(t,u)12+ 1 + 3/2< Lρfor (t,u)[0, 1]×[0,ρ]. ByTheorem 4.1, BVP (1.1) has at least two positive solutions.

Remark 5.4. Note that iff is superlinear or sublinear, our conclusions hold. In particular, if f(t,u)= f(u) andahas no singularity, the conclusions of Theorems3.1and3.2still hold. So our conclusions extend and improve the corresponding results of [13].

Remark 5.5. Under suitable conditions, the multiplicity results for the more general equa- tions are established. The multiplicity of positive solutions of Theorems4.1and4.2still holds for nonlocal BVP (1.2) and (1.3) and they are new results.

Acknowledgments

The first and second authors were supported financially by the National Natural Science Foundation of China (10471075) and the State Ministry of Education Doctoral Foun- dation of China (20060446001). The third author was supported financially by the Aus- tralian Research Council through an ARC Discovery Project Grant. The authors are grate- ful to the referees for their valuable suggestions and comments.

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[7] R. P. Agarwal and D. O’Regan, “Positive solutions to superlinear singular boundary value prob- lems,” Journal of Computational and Applied Mathematics, vol. 88, no. 1, pp. 129–147, 1998.

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[9] Z.-C. Hao, J. Liang, and T.-J. Xiao, “Positive solutions of operator equations on half-line,” Journal of Mathematical Analysis and Applications, vol. 314, no. 2, pp. 423–435, 2006.

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[12] A. G. Lomtatidze, “Positive solutions of boundary value problems for second-order ordinary differential equations with singularities,” Differential Equations, vol. 23, no. 10, pp. 1146–1152, 1987.

[13] P. W. Eloe and B. Ahmad, “Positive solutions of a nonlinearnth order boundary value problem with nonlocal conditions,” Applied Mathematics Letters, vol. 18, no. 5, pp. 521–527, 2005.

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Xin’an Hao: Department of Mathematics, Qufu Normal University, Qufu 273165, Shandong, China Email address:[email protected]

Lishan Liu: Department of Mathematics, Qufu Normal University, Qufu 273165, Shandong, China Current address: Department of Mathematics and Statistics, Curtin University of Technology, Perth 6845, WA, Australia

Email address:[email protected]

Yonghong Wu: Department of Mathematics and Statistics, Curtin University of Technology, Perth 6845, WA, Australia

Email address:[email protected]

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Special Issue on

Time-Dependent Billiards

Call for Papers

This subject has been extensively studied in the past years for one-, two-, and three-dimensional space. Additionally, such dynamical systems can exhibit a very important and still unexplained phenomenon, called as the Fermi acceleration phenomenon. Basically, the phenomenon of Fermi accelera- tion (FA) is a process in which a classical particle can acquire unbounded energy from collisions with a heavy moving wall.

This phenomenon was originally proposed by Enrico Fermi in 1949 as a possible explanation of the origin of the large energies of the cosmic particles. His original model was then modified and considered under different approaches and using many versions. Moreover, applications of FA have been of a large broad interest in many different fields of science including plasma physics, astrophysics, atomic physics, optics, and time-dependent billiard problems and they are useful for controlling chaos in Engineering and dynamical systems exhibiting chaos (both conservative and dissipative chaos).

We intend to publish in this special issue papers reporting research on time-dependent billiards. The topic includes both conservative and dissipative dynamics. Papers dis- cussing dynamical properties, statistical and mathematical results, stability investigation of the phase space structure, the phenomenon of Fermi acceleration, conditions for having suppression of Fermi acceleration, and computational and numerical methods for exploring these structures and applications are welcome.

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