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Existence Of Solution For Third-Order m -Point Boundary Value Problem

Jian-Ping Sun and Qiu-Yan Ren

Received 30 december 2009

Abstract

In this paper, we consider the following nonlinear third-orderm-point bound- ary value problem

 u000(t) +f(t, u(t), u0(t), u00(t)) = 0, t∈[0,1], u(0) = Σm−i=12aiu(ηi), u0(1) =u00(0) = 0,

where 0< η1< η2<· · ·< ηm−2 <1,ai≥0 (i= 1,2,· · ·, m−2) and Σmi=1−2ai<

1. By imposing some conditions on the nonlinear termf, we construct a lower solution and an upper solution and prove the existence of solution to the above boundary value problem. Our main tools are upper and lower solution method and Schauder fixed point theorem.

1 Introduction

Third-order differential equations arise in a variety of different areas of applied mathe- matics and physics, e.g., in the deflection of a curved beam having a constant or varying cross section, a three-layer beam, electromagnetic waves or gravity driven flows and so on [5]. Recently, third-order two-point or three-point boundary value problems (BVPs for short) have received much attention from many authors, see [1, 2, 4, 6, 7, 9, 11]

and the references therein. Although there are many excellent results on third-order two-point or three-point BVPs, few works have been done for more general third-order m-point BVPs [3, 10].

Motivated greatly by [2, 8], in this paper, we investigate the following nonlinear third-order m-point BVP

u000(t) +f(t, u(t), u0(t), u00(t)) = 0, t∈[0,1],

u(0) = Σm−2i=1 aiu(ηi), u0(1) =u00(0) = 0. (1) Throughout this paper, we always assume that 0< η1 < η2 <· · ·< ηm−2 <1,ai ≥ 0 (i= 1,2, ..., m−2), Σm−2i=1 ai<1 and f : [0,1]×R3→Ris continuous. By imposing some conditions on the nonlinear term f, we construct a lower solution and an upper solution and prove the existence of solution to the BVP (1). Our main tools are upper and lower solution method and Schauder fixed point theorem.

Mathematics Subject Classifications: 34B10, 34B15.

Department of Applied Mathematics, Lanzhou University of Technology, Lanzhou, Gansu 730050, P. R. China

268

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2 Preliminary

In this section, we will present some fundamental definitions and lemmas.

DEFINITION 1. Ifx∈C3[0,1] satisfies

x000(t) +f(t, x(t), x0(t), x00(t))≥0, t∈[0,1], x(0) =Pm−2

i=1 aix(ηi), x0(1) = 0, x00(0)≥0, (2) then xis called a lower solution of the BVP (1).

DEFINITION 2. Ify∈C3[0,1] satisfies

y000(t) +f(t, y(t), y0(t), y00(t))≤0, t∈[0,1], y(0) =Pm−2

i=1 aiy(ηi), y0(1) = 0, y00(0)≤0, (3) then yis called an upper solution of the BVP (1).

LEMMA 1. LetPm−2

i=1 ai6= 1.Then for anyh∈C[0,1],the second-order m-point

BVP

−u00(t) =h(t), t∈[0,1], u(0) =Pm−2

i=1 aiu(ηi), u0(1) = 0 (4) has a unique solution

u(t) = Z 1

0

G(t, s)h(s)ds, t∈[0,1], where

G(t, s) =K(t, s) + 1 1−Pm−2

i=1 ai

Xm−2

i=1 aiK(ηi, s), (t, s)∈[0,1]×[0,1], here

K(t, s) =

s, 0≤s≤t≤1, t, 0≤t≤s≤1 is the Green’s function of the second-order two-point BVP

−u00(t) = 0, t∈[0,1], u(0) =u0(1) = 0.

PROOF. Ifuis a solution of the BVP (4), then we may suppose that u(t) =

Z 1 0

K(t, s)h(s)ds+c1t+c2, t∈[0,1].

By the boundary conditions in (4), we know that c1= 0 andc2= 1

1−Pm−2 i=1 ai

Xm−2

i=1 ai

Z 1 0

K(ηi, s)h(s)ds.

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Therefore, the unique solution of the BVP (4) u(t) =

Z 1 0

K(t, s)h(s)ds+ 1 1−Pm−2

i=1 ai

Xm−2

i=1 ai

Z 1 0

K(ηi, s)h(s)ds

= Z 1

0

G(t, s)h(s)ds, t∈[0,1].

ForG(t, s), we have the following obvious result.

LEMMA 2. Letai ≥0 (i= 1,2,· · ·, m−2) and Σm−2i=1 ai<1.Then 0≤G(t, s)≤ G(s, s) for (t, s)∈[0,1]×[0,1].

3 Main Result

For convenience, we let γ =R1

0 G(s, s)sds. Obviously,γ >0.Our main result is the following theorem.

THEOREM 1. If there exist two constants M and N with M ≤ 0 ≤ N and N ≥ −M such that

M ≤f(t, s, r, l)≤0 for (t, s, r, l)∈[0,1]×[γM,0]×[M

2 ,0]×[0,−M] (5) and

0≤f(t, s, r, l)≤N for (t, s, r, l)∈[0,1]×[0, γN]×[0,N

2 ]×[−N,0], (6) then the BVP (1) has a solutionu0, which satisfies

x(t)≤u0(t)≤y(t) andy00(t)≤u000(t)≤x00(t) fort∈[0,1], where x(t) =MR1

0 G(t, s)sdsandy(t) =NR1

0 G(t, s)sds, t∈[0,1].

PROOF. LetE =C[0,1] be equipped with the norm kvk= max

t∈[0,1]|v(t)| and K={v∈E:v(t)≥0 fort∈[0,1]}.

ThenK is a cone inE and (E, K) is an ordered Banach space.

Define operatorsA andB :E→E as follows:

(Av) (t) = Z 1

0

G(t, s)v(s)ds, t∈[0,1]

and

(Bv) (t) = Z 1

t

v(s)ds, t∈[0,1].

Obviously,A andB are increasing onE.

If we letv(t) =−u00(t), t∈[0,1], then the BVP (1) is equivalent to the following problem

v0(t) =f(t,(Av)(t),(Bv)(t),−v(t)), t∈[0,1],

v(0) = 0. (7)

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Now, we divide our proof into four steps.

Step 1. We assert thatxandy are, respectively, a lower and an upper solution of the BVP (1).

In fact, if we letα(t) = −x00(t) =M t andβ(t) =−y00(t) = N t, t ∈[0,1],then it follows from (5) and (6) that

α0(t)−f(t,(Aα)(t),(Bα)(t),−α(t))≤0, t∈[0,1], α(0) = 0

and

β0(t)−f(t,(Aβ)(t),(Bβ)(t),−β(t))≥0, t∈[0,1], β(0) = 0,

which implies thatxandyare, respectively, a lower and an upper solution of the BVP (1).

Step 2. We consider the following auxiliary problem

v0(t) =F(t,(Av)(t),(Bv)(t),−v(t)), t∈[0,1],

v(0) = 0, (8)

where

F(t, s, r, l) =

f1(t, s, r,−α(t)), l >−α(t), f1(t, s, r, l), −β(t)≤l≤ −α(t), f1(t, s, r,−β(t)), l <−β(t),

f1(t, s, r, l) =

f2(t, s,(Bβ)(t), l), r >(Bβ)(t), f2(t, s, r, l), (Bα)(t)≤r≤(Bβ)(t), f2(t, s,(Bα)(t), l), r <(Bα)(t) and

f2(t, s, r, l) =

f(t,(Aβ)(t), r, l), s >(Aβ)(t), f(t, s, r, l), (Aα)(t)≤s≤(Aβ)(t), f(t,(Aα)(t), r, l), s <(Aα)(t).

If we define an operatorT :E→E by (T v)(t) =

Z t 0

F(s,(Av)(s),(Bv)(s),−v(s))ds, t∈[0,1],

then it is obvious that fixed points of T are solutions of the auxiliary problem (8).

Now, we will apply Schauder fixed point theorem to prove that the operator T has a fixed point.

LetBN ={v ∈E : kvk ≤N}. Then BN is a bounded, closed and convex set.

First, we prove thatT : BN →BN. For anyv ∈ BN, we consider the following four cases:

Case 1. β(t)< v(t)≤N, t∈[0,1];

Case 2. 0≤v(t)≤β(t), t∈[0,1];

Case 3. α(t)≤v(t)≤0, t∈[0,1];

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Case 4. −N ≤v(t)< α(t), t∈[0,1].

We can verify that

0≤F(t,(Av)(t),(Bv)(t),−v(t))≤N in Case 1 and Case 2 (9) and

M ≤F(t,(Av)(t),(Bv)(t),−v(t))≤0 in Case 3 and Case 4. (10) Since the proof is similar, we only consider Case 1. In this case, by the definition ofF, we obtain

F(t,(Av)(t),(Bv)(t),−v(t)) = f1(t,(Av)(t),(Bv)(t),−β(t))

= f2(t,(Av)(t),(Bβ)(t),−β(t))

= f(t,(Aβ)(t),(Bβ)(t),−β(t)),

which together with (6) indicates that (9) is fulfilled. Since N ≥ −M, it follows from (9) and (10) that for any v∈BN,

|F(t,(Av)(t),(Bv)(t),−v(t))| ≤N, t∈[0,1], which implies that

|(T v) (t)| =

Z t 0

F(s,(Av)(s),(Bv)(s),−v(s))ds

≤ Z 1

0

|F(s,(Av)(s),(Bv)(s),−v(s))|ds

≤ N, t∈[0,1]. This shows that T :BN →BN.

Next, we prove that T :BN →BN is completely continuous. Since the continuity ofT is obvious, we only need to prove thatT is compact. LetX be a bounded subset inBN. Then T(X)⊆BN, which implies thatT(X) is uniformly bounded. Now, we shall prove that T(X) is equicontinuous. For any > 0, we choose δ = N+1 . Then for any ω ∈ T(X) (there exists a v ∈ X such that ω = T v) and t1, t2 ∈ [0,1] with

|t1−t2|< δ, we have

|ω(t1)−ω(t2)| = |(T v)(t1)−(T v)(t2)|

=

Z t1 0

F(s,(Av)(s),(Bv)(s),−v(s))ds

− Z t2

0

F(s,(Av)(s),(Bv)(s),−v(s))ds

Z t1 t2

|F(s,(Av)(s),(Bv)(s),−v(s))|ds

≤ N|t1−t2|

< ,

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which shows thatT(X) is equicontinuous. By the Arzela-Ascoli theorem, we know that T :BN →BN is a compact mapping.

It is now immediate from the Schauder fixed point theorem that the operatorT has a fixed pointv0,which solves the auxiliary problem (8).

Step 3. We prove thatv0is a solution of the problem (7). To this end, we only need to verify that α(t)≤v0(t)≤β(t) fort∈[0,1].Since the proof ofv0(t)≤β(t) fort∈ [0,1] is similar, we only proveα(t)≤v0(t) fort∈[0,1].

Suppose on the contrary that there existst ∈[0,1] such thatv0(t)< α(t). Obvi- ously,t∈(0,1].By the continuity ofv0andαandv0(0) = 0 =α(0),we know that there exists t∈[0, t) such thatv0(t) =α(t) andv0(t)< α(t) fort∈(t, t].Therefore,

v00(t) = F(t,(Av0)(t),(Bv0)(t),−v0(t))

= f1(t,(Av0)(t),(Bv0)(t),−α(t))

= f2(t,(Av0)(t),(Bα)(t),−α(t))

= f(t,(Aα)(t),(Bα)(t),−α(t)), (11) for t ∈ t, t

. Letm(t) = v0(t)−α(t), t∈ t, t

. Sincexis a lower solution of the BVP (1), one has

α0(t) = −x000(t)≤f(t, x(t), x0(t), x00(t))

= f(t,(Aα) (t),(Bα) (t),−α(t)), t∈[0,1]. (12) In view of (11) and (12), we havem0(t) =v00(t)−α0(t)≥0 fort∈ t, t

,which together withm(t) = 0 implies thatm(t)≥0 for t∈

t, t

,that is,v0(t)≥α(t) fort∈ t, t

. This is a contradiction. Thus, α(t)≤v0(t) fort∈[0,1].

Step 4. We claim that the BVP (1) has a solution.

In fact, if we letu0(t) =R1

0 G(t, s)v0(s)ds, t∈[0,1], then u0 is a desired solution of the BVP (1) satisfyingx(t)≤u0(t)≤y(t) andy00(t)≤u000(t)≤x00(t) fort∈[0,1].

Acknowledgment.This work is supported by the National Natural Science Foun- dation of China (10801068).

References

[1] D. R. Anderson, Green’s function for a third-order generalized right focal problem, J. Math. Anal. Appl., 288(2003), 1–14.

[2] Z. B. Bai, Existence of solution for some third-order boundary-value problems, Electronic Journal of Differential Equations, 25(2008), 1–6.

[3] Z. J. Du, X. J. Lin and W. G. Ge, On a third-order multi-point boundary value problem at resonance, J. Math. Anal. Appl., 302(2005), 217–229.

[4] Y. Feng and S. Liu, Solvability of a third-order two-point boundary value problem, Appl. Math. Lett., 18(2005), 1034–1040.

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[5] M. Gregus, Third Order Linear Differential Equations, in: Math. Appl., Reidel, Dordrecht, 1987.

[6] L. J. Guo, J. P. Sun and Y. H. Zhao, Existence of positive solution for nonlinear third-order three-point boundary value problem, Nonlinear Anal., 68(2008), 3151–

3158.

[7] B. Hopkins and N. Kosmatov, Third-order boundary value problems with sign- changing solutions, Nonlinear Anal., 67(2007), 126–137.

[8] R. Ma, A survey on nonlocal boundary value problems, Applied Mathematics E-Notes, 7(2007), 257–279.

[9] R. Ma, Multiplicity results for a third order boundary value problem at resonance, Nonlinear Anal., 32(1998), 493–499.

[10] J. P. Sun and H. E. Zhang, Existence of solutions to third-orderm-point boundary- value problems, Electronic Journal of Differential Equations, 125(2008), 1–9.

[11] Y. Sun, Positive solutions for third-order three-point nonhomogeneous boundary value problems, Appl. Math. Lett., 22(2009), 45–51.

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