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POSITIVE SOLUTIONS FOR BOUNDARY VALUE PROBLEM OF NONLINEAR FRACTIONAL DIFFERENTIAL EQUATION

TINGTING QIU1∗AND ZHANBING BAI2

Abstract. We investigate the positive solution of nonlinear fractional differ- ential equation with semi-positive nonlinearity

½ D0α+u(t) +f(t, u(t)) = 0, 0< t <1, u(0) =u0(1) =u00(0) = 0

where 2 < α3 is a real number, Dα0+ is the Caputo’s differentiation, and f : [0,1]×[0,∞) (−∞,∞). By use of Krasnosel’skii fixed point theorem, the existence results of positive solution are obtained.

1. Introduction and preliminaries

Fractional differential equations have been of great interest recently. It is caused both by the intensive development of the theory of fractional calculus itself and by the applications of such constructions in various sciences such as physics, me- chanics, chemistry, engineering, etc. For details, see [4, 6, 7, 8] and the references therein.

It should be noted that most of papers and books on fractional calculus are devoted to the solvability of linear initial fractional differential equations in terms of special functions [9]. Recently, there are some papers deal with the existence and multiplicity of solution (or positive solution) of nonlinear initial fractional differential equation by the use of techniques of nonlinear analysis (fixed-point theorems, Leray-Shauder theory, etc.), see [2, 3, 5, 11, 12].

However, there are few papers consider the semipositone nonlinearity differ- ential equations of fractional order. No contributions exist, as far as we know,

Date: Received: 4 September 2008; Revised: 28 September 2008.

Corresponding author.

2000Mathematics Subject Classification. Primary 34B15; Secondary 34B18.

Key words and phrases. Fractional differential equation; Positive solution; Fixed-point theorem.

123

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concerning the positive solution with semipositone nonlinearity of the following

problem: ½

D0α+u(t) +f(t, u(t)) = 0, 0< t <1,

u(0) =u0(1) =u00(0) = 0 (1.1)

where 2 < α 3 is a real number, D0α+ is the Caputo’s differentiation, and f : [0,1]×[0,∞)→(−∞,∞) is continuous.

In this paper, we firstly derive the corresponding Green’s function,then we give the properties of Green’s function,finally,the existence of positive solution with semipositone nonlinearity are obtained by Krasnosel’skii fixed point theorem.

Here, a positive solutionu of (1.1) will mean a solution u of (1.1) satisfying u(t)>0, 0< t <1.

For the convenience of the reader, we present here the necessary definitions from fractional calculus theory. These definitions can be found in the recent literature.

Definition 1.1. The Riemann-Liouville fractional integral of order α > 0 of a function f : [0,1]→R is given by

I0+α f(t) = 1 Γ(α)

Z t

0

(t−s)α−1f(s)ds provided that the right side is pointwise defined on (0,∞).

Definition 1.2. The Caputo’s fractional derivative of order α >0 of a function f ∈ACn[0,1] is given by

Dα0+f(t) = 1 Γ(n−α)

Z t

0

f(n)(s) (t−s)α−n+1ds

where n−1< α≤n, provided that the right side is pointwise defined on (0,∞).

From the definition we can obtain the following lemma:

Lemma 1.3. Assume that u∈Cn[0,1], then

I0+α D0+α u(t) = u(t)−C1−C2t− · · · −Cntn−1 where Ci ∈R, i= 1,2, . . . , n, n = [α] + 1.

Lemma 1.4. [6] The relation

Ia+α Ia+β ϕ =Ia+α+βϕ is valid in following case

Reβ >0, Re(α+β)>0, ϕ(x)∈L1(a, b).

Lemma 1.5. Given f ∈C[0,1], and 2< α≤3, the unique solution of D0α+u(t) +f(t) = 0, 0< t <1,

u(0) =u0(1) =u00(0) = 0. (1.2)

is

u(t) = Z 1

0

G(t, s)f(s)ds

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where

G(t, s) =

( (α−1)t(1−s)α−2−(t−s)α−1

Γ(α) , 0≤s ≤t≤1,

t(1−s)α−2

Γ(α−1) , 0≤t ≤s≤1. (1.3)

Proof. We may apply Lemma1.3 to reduce Eq.(1.2) to an equivalent integral equation

u(t) =−I0+α f(t) +C1+C2t+C3t2 for some Ci ∈R, i= 1,2,3. By Lemma1.4 we have

u0(t) = −D0+1 I0+α f(t) +C2+ 2C3t=−D0+1 I0+1 I0+α−1f(t) +C2+ 2C3t

=−I0+α−1f(t) +C2+ 2C3t

u00(t) =−D10+I0+α−1f(t) + 2C3 =−D10+I0+1 I0+α−2f(t) + 2C3 =−I0+α−2f(t) + 2C3. From u(0) =u0(1) =u00(0) = 0, one has

C1 = 0, C2 = 1 Γ(α1)

Z 1

0

(1−s)α−2f(s)ds, C3 = 0.

Therefore, the unique solution of problem (1.2) is u(t) =− 1

Γ(α) Z t

0

(t−s)α−1f(s)ds+ 1 Γ(α1)

Z 1

0

t(1−s)α−2f(s)ds

= Z t

0

·t(1−s)α−2

Γ(α1) (t−s)α−1 Γ(α)

¸

f(s)ds+ Z 1

t

t(1−s)α−2

Γ(α1) f(s)ds

= Z 1

0

G(t, s)f(s)ds

The proof is complete. ¤

Lemma 1.6. The function G(t, s) defined by Eq. (1.3) satisfies (1) G(t, s)>0, for t, s∈(0,1);

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1/4≤t≤3/4min G(t, s)≥ 1 4 max

0≤t≤1G(t, s) = 1

4G(1, s), for 0< s <1. (1.4) Proof. Setting

g1(t, s) = (α1)t(1−s)α−2(t−s)α−1

Γ(α) , g2(t, s) = t(1−s)α−2 Γ(α1) . (1) For g1(t, s), since 2< α≤3, 0≤s≤t≤1 we can obtain

1)t(1−s)α−2 ≥t(1−s)α−2 ≥t(t−s)α−2 (t−s)α−1

we get g1(t, s) > 0. It is clearly that g2(t, s) > 0, therefore G(t, s) >

0, for t, s (0,1).

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(2) Since

∂g1(t, s)

∂t = (α1)(1−s)α−21)(t−s)α−2

Γ(α) >0,

∂g2(t, s)

∂t = (1−s)α−2 Γ(α1) >0.

we know G(t, s) is increasing with respect to t. Consequently, 0≤G(t, s)≤ max

0≤t≤1G(t, s) = G(1, s), for t, s [0,1].

One has

1/4≤t≤3/4min G(t, s) =G(1 4, s) =



1

4(α−1)(1−s)α−2−(14−s)α−1

Γ(α) , s∈(0,14],

1

4(1−s)α−2

Γ(α−1) , s∈[14,1).

0≤t≤1maxG(t, s) = G(1, s) =1)(1−s)α−2(1−s)α−1

Γ(α) , s∈(0,1).

we will prove

1/4≤t≤3/4min G(t, s)≥ 1 4 max

0≤t≤1G(t, s) = 1

4G(1, s) As follows,

10 : For 0< s≤ 14,

1/4≤t≤3/4min G(t, s) =1)(1−s)α−2

4Γ(α) (14 −s)α−1 Γ(α) 1

4 max

0≤t≤1G(t, s) = 1

4G(1, s) =1)(1−s)α−2

4Γ(α) (1−s)α−1 4Γ(α) Since 2< α≤3, 0< s≤ 14 we can obtain

(1

4 −s)α−1 = (1

4)α−1(14s)α−1 1

4(14s)α−1 < 1

4(1−s)α−1 Thus,

1/4≤t≤3/4min G(t, s)≥ 1 4 max

0≤t≤1G(t, s) = 1

4G(1, s).

20 : For 14 ≤s <1,

1/4≤t≤3/4min G(t, s) =

1

4(1−s)α−2

Γ(α1) = (α1)(1−s)α−2 4Γ(α) 1

4 max

0≤t≤1G(t, s) = 1

4G(1, s) =1)(1−s)α−2

4Γ(α) (1−s)α−1 4Γ(α) It is clearly that

1/4≤t≤3/4min G(t, s)≥ 1 4 max

0≤t≤1G(t, s) = 1

4G(1, s).

The proof is complete. ¤

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Lemma 1.7. If f C[0,1], and f 0, then,the unique solution u of prob- lem (1.1) satisfies

1min

4≤t≤34u(t)≥ 1 4kuk, Proof. By Lemma 1.5,u can be expressed by

u(t) = Z 1

0

G(t, s)f(s, u(s))ds Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds so,

0≤t≤1max Z 1

0

G(t, s)f(s, u(s))ds Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds then,

kuk= max

0≤t≤1|u(t)|= max

0≤t≤1

Z 1

0

G(t, s)f(s, u(s))ds Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds Taking into account(1.4), we obtain

1min

4≤t≤34u(t) = min

1 4≤t≤34

Z 1

0

G(t, s)f(s, u(s))ds

1 4

Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds 1 4 max

0≤t≤1

Z 1

0

G(t, s)f(s, u(s))ds = 1 4kuk

The proof is complete. ¤

Lemma 1.8. [5] Let X be a Banach space, P X a cone, and1,2 are two bounded open balls of X centered at the origin with1 2. Suppose that

A:P (Ω2\1)→P is a completely continuous operator such that either (i) kAxk ≤ kxk, x∈P ∩∂Ω1 and kAxk ≥ kxk, x∈P ∩∂Ω2, or

(ii) kAxk ≥ kxk, x∈P ∩∂Ω1 and kAxk ≤ kxk, x∈P ∩∂Ω2 holds. Then A has a fixed point in P (Ω2\1).

2. Main results

In this section, by uses of Lemma 1.5, Lemma 1.6,Lemma 1.7 and Lemma 1.8, we will obtain the existence of positive solution with semipositone nonlinearity for Problem (1.1).

Let X = C[0,1] be endowed with the ordering u v if u(t) v(t) for all t∈[0,1], and the maximum norm

kuk= max

0≤t≤1|u(t)|

Define the coneK ⊂X by

K = (

u∈X¯

¯u(t)≥0, and min

1

4≤t≤34u(t)≥ 1 4 max

0≤t≤1|u(t)|= 1 4kuk,

)

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Define operator T :K →K T u(t) =

Z 1

0

G(t, s)f(s, u(s))ds Lemma 2.1. T :K →K is completely continuous.

Proof. Let u∈K, we have T u(t) =

Z 1

0

G(t, s)f(s, u(s))ds≤ Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds So,

0≤t≤1maxT u(t) = max

0≤t≤1

Z 1

0

G(t, s)f(s, u(s))ds≤ Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds Taking into account (1.4), we get

1min

4≤t≤34T u(t) = min

1 4≤t≤34

Z 1

0

G(t, s)f(s, u(s))ds

1 4

Z 1

0

0≤t≤1maxG(t, s)f(s, u(s))ds≥ 1 4 max

0≤t≤1

Z 1

0

G(t, s)f(s, u(s))ds= 1 4kT uk Also, by Lemma1.6, foru∈K, we have T u(t)≥0, 0≤t≤1.

Consequently, T :K →K. Further, with the nonnegativeness and continuity ofG(t, s) andf(t, u), by means of Arzela-Ascoli theorem we can easily obtainT

is completely continuous. The proof is complete. ¤

Theorem 2.2. Suppose

(H1) f ∈C([0,1]×[0,∞),(−∞,+∞)), ∃M >0, L >−M, such that

−M ≤f(t, x)≤L, ,0≤t≤1, 0≤x≤1;

(H2) lim

x→∞

f(t,x)

x = +∞, t [α, β][0,1],uniformly hold.

Then Problem (1.1) has at least one positive solution.

Proof. Let

w(t) = Z 1

0

G(t, s)ds = αt−tα

Γ(α+ 1) < 1 Γ(α) and set

v(t) = 1

4Mw(t)<

1 4M

Γ(α), u(t) =u(t) +v(t)

thenu(t) is the positive solution of problem(1.1) if and only ifu(t) is the solution of the following problem:

½ Dα0+u(t) + [f(t, u(t)−v(t)) +M] = 0, 0< t <1,

u(0) =u0(1) =u00(0) = 0 (2.1)

and satisfies u(t)−v(t)>0, (0< t <1).

Define the operatorT :K →K Tx(t) =

Z 1

0

G(t, s)[f(s, x(s)−v(s)) +M]ds

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From Lemma2.1, we know T : K K is completely continuous operator.

Clearly, the fixed point of operatorT is the solution of problem (2.1).

Let

K1 =

½

x∈K :kXk< M +L Γ(α)

¾

foru∈∂K1 we get

kT xk= max

0≤t≤1

Z 1

0

G(t, s)[f(s, x(s)−v(s)) +M]ds

(M+L) max

0≤t≤1

Z 1

0

G(t, s)ds < M+L

Γ(α) =kxk Thus,kT xk=kxk, for u∈∂K1.

By condition (H2) exists R >0 is large enough such thatR > Γ(α)2M satisfies f(t, x) +M

x ≥N, for t [ξ, η][0,1] , x≥ R 8 where N is chosen so that

1 4N

2 Z η

ξ

G(ξ+η

2 , s)ds >1 Set

KR={x∈K :kxk< R}, for x∈∂KR. we have

x(t)> 1

4kxk= 1

4R > M

2Γ(α) >2v(t) so

x(t)−v(t)> x(t)− 1

2x(t) = 1

2u(t)> R

8, t∈[0,1]

x(t)−v(t)> R

8, t∈[ξ, η]

Thus, we obtain

f(t, x(t)−v(t)) +M ≥N(x(t)−v(t))≥ R

8, t∈[ξ, η].

Consequently,

T x(t) = Z 1

0

G(ξ+η

2 , s)[f(s, x(s)−v(s)) +M]ds

Z η

ξ

G(ξ+η

2 , s)NR14

2 ds NR14 2

Z η

ξ

G(ξ+η

2 , s)ds > R=kxk

Therefore, kT xk=kxk, forx∈∂KR.An application of Lemma1.8 yields that existsu∈KR\K1, such that u=T u.

Namely, u=u(t) satisfies

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½ D0α+u(t) + [f(t, u(t)−v(t)) +M] = 0, 0< t <1, u(0) =u0(1) =u00(0) = 0

thus,

u(t)≥ 1

4kuk= 1 4 max

0≤t≤1|u(t)|

= 1 4 max

0≤t≤1

¯¯

¯¯ Z 1

0

G(t, s)[f(s, x(s)−v(s)) +M]ds

¯¯

¯¯

1

4 ·M max

0≤t≤1

Z 1

0

G(t, s)ds=

1 4M

Γ(α) > v(t) Consequently,

u(t) =u(t)−v(t)>0, 0< t≤1.

and satisfies ½

D0α+u(t) +f(t, u(t)) = 0, 0< t <1, u(0) =u0(1) =u00(0) = 0,

Obviously, u(t) 0 < t < 1 is positive solution of problem (1.1). The proof is

complete. ¤

References

1. Z.B. Bai, Positive solutions for boundary value problem of nonlinear fractional differential equation, J. Math. Anal. Appl. 311(2005) 495–505.

2. A. Babakhani and V.D. Gejji, Existence of positive solutions of nonlinear fractional differ- ential equations, J. Math. Anal. Appl. 278(2003) 434–442. 1

3. D. Delbosco and L. Rodino, Existence and uniqueness for a nonlinear fractional differential equation, J. Math. Anal. Appl.204(1996) 609–625. 1

4. A.M.A. El-Sayed, Nonlinear functional differential equations of arbitrary orders,Nonlinear Analysis TMA 33(1998) 181–186. 1

5. V.D. Gejji and A. Babakhani, Analysis of a system of fractional differential equations, J.

Math. Anal. Appl. 293(2004) 511–522. 1, 1.8

6. A.A. Kilbas, O.I. Marichev, and S.G. Samko,Fractional Integral and Derivatives (Theory and Applications). Gordon and Breach, Switzerland, 1993. 1, 1.4

7. A.A. Kilbas and J.J. Trujillo, Differential equations of fractional order: methods, results and problems-I,Applicable Analysis 78 (2001) 153–192. 1

8. A.A. Kilbas and J.J. Trujillo, Differential equations of fractional order: methods, results and problems-II, Applicable Analysis 81(2002) 435–493. 1

9. K.S. Miller, Fractional differential equations,J. Fract. Calc.3(1993) 49–57. 1

10. K.S. Miller and B. Ross,An Introduction to the Fractional Calculus and Fractional Differ- ential Equations, Wiley, New York, 1993.

11. S.Q. Zhang, The existence of a positive solution for a nonlinear fractional differential equa- tion,J. Math. Anal. Appl. 252(2000) 804–812. 1

12. S.Q. Zhang, Existence of positive solution for some class of nonlinear fractional differential equations,J. Math. Anal. Appl. 278(2003) 136–148. 1

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13. Q.L. Yao, Existence of positive solution for a third order three point boundary value problem with semipositone nonlinearity, Journal of Mathematical Research Exposition. 23 (2003) 591-596.

1 Department of Mathematics, Shandong University of Science and Technol- ogy,Qingdao, 266510, PRC.

E-mail address: [email protected]

2 Department of Mathematics, Shandong University of Science and Technol- ogy, Qingdao, 266510, PRC.

E-mail address: [email protected]

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