Abstract
We study the existence of solution to the system of differential equations \((\phi (u'))'=f(t,u,u')\) with nonlinear boundary conditions
where \(f:[0,1]\times \mathbb {R}^{n}\times \mathbb {R}^{n}\rightarrow \mathbb {R}^{n}\), \(g,h:\mathbb {R}^{n}\times C([0,1],\mathbb {R}^{n})\times C([0,1],\mathbb {R}^{n})\rightarrow \mathbb {R}^{n}\) are continuous, \(\phi :\prod _{i=1}^{n}(-a_i,a_i) \rightarrow \mathbb {R}^{n}\), \(0<a_i\le +\infty \), \(\phi (s)=\left( \phi _1(s_1),\dots ,\phi _n(s_n)\right) \) and \(\phi _i:(-a_i,a_i)\rightarrow \mathbb {R}\) is a one dimensional regular or singular homeomorphism. Our proofs are based on the concept of the lower and upper solutions.
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1 Introduction
We consider the following system of differential equations
subject to nonlinear boundary conditions of the following type
where \(f:[0,1]\times \mathbb {R}^{n}\times \mathbb {R}^{n}\rightarrow \mathbb {R}^{n}\), \(g,h:\mathbb {R}^{n}\times C([0,1],\mathbb {R}^{n})\times C([0,1],\mathbb {R}^{n})\rightarrow \mathbb {R}^{n}\) are continuous and \(\phi :\prod _{i=1}^{n}(-a_i,a_i) \rightarrow \mathbb {R}^{n}\) given by
is such that: \(\phi _i:(-a_i,a_i)\rightarrow \mathbb {R}\) is a one dimensional increasing homeomorphism with \(\phi _i (0)=0\) and \(0<a_i\le +\infty \), \(i=1,\dots ,n\). If \(a_i=+\infty \) then \(\phi _i:\mathbb {R}\rightarrow \mathbb {R}\) is a regular homeomorphism and if \(a_i<+\infty \), \(\phi _i\) is said to be a singular homeomorphism, cf. [1, 5, 10].
Lower and upper solutions are an effective tool in proving the existence of solutions to differential equations. The idea of lower solution comes from Picard [19]. More than twenty years later, Perron [18] and then Müller [16] proved the existence of solutions to the first order Cauchy problem together with their localization between functions \(\alpha \) and \(\beta \), which are ordered \(\alpha \le \beta \). Papers of Scorza Dragoni [21, 22], for second order Dirichlet boundary value problem, indicate the important role played by the functions \(\alpha \) and \(\beta \), which we call today lower and upper solutions, and form the core of the method. Later, Nagumo [17] enlarged the class of functions to be considered as lower and upper solutions: the differential inequalities must be satisfied between the functions \(\alpha \) and \(\beta \) and not, as in Scorza Dragoni’s papers, for larger sets of values of \(u'\). Since then, the theory of lower and upper solutions has been constantly developing, see, for instance [6].
There are many results regarding the existence of solutions, using lower and upper solutions, for two-points boundary value problems for second-order differential equations. We refer to monographs [7, 20] and the literature included therein for a detailed description of these results. Since then, using the method of lower and upper solutions, the mentioned results have been generalized for problems with non-local boundary conditions [4, 8, 13], non-linear second-order coupled systems [15], non-linear boundary conditions or equations involving homeomorphisms [2, 11, 20].
The aim of this paper is to give sufficient conditions for the existence of solutions to the problem (1)–(2), using the method of lower and upper solutions. To the best of our knowledge this approach has never been used before in the context of the systems of differential equations involving homeomorphism and nonlinear boundary conditions (although there are known results for this type of systems of equations using other methods, cf. [9, 12]). Firstly, in Sect. 2, we consider an auxiliary problem, which from the Schauder fixed point theorem has a solution, under certain additional assumptions (Theorem 2.1). The concept of lower and upper solutions for a system of equations is described in Sect. 3 (Definition 3.1), cf. [14]. In Sect. 4, we obtain the existence and localization of a solution to the problem (1)–(2) (Theorem 4.1). In our approach we used some ideas from the paper [3]. Our results cover some recent ones derived in [23]. The scalar equation with the nonlinear BCs considered in [23] are a special case of the problem (1)–(2) (see Sect. 4). Despite the fact that the main results in [23] are based on the extension of Mawhin’s continuation theorem for quasi-linear operators, the assumptions made there allow us to find the lower and upper solutions for this particular case of the problem (1)–(2) (Corollary 4.1). In Sect. 4, we also present an example which illustrates an application of Theorem 4.1.
2 Auxiliary Problem
Denote by \(C^{1}\left( [0,1],\mathbb {R}^{n}\right) \) the Banach space of all continuously differentiable functions \(u:[0,1]\rightarrow \mathbb {R}^{n}\) endowed with the norm
The following assumptions will be needed throughout the paper:
-
(A1)
\(f:[0,1]\times \mathbb {R}^{n}\times \mathbb {R}^{n}\rightarrow \mathbb {R}^{n}\) is continuous;
-
(A2)
\(\phi =\left( \phi _1,\dots ,\phi _n\right) :\prod _{i=1}^{n}(-a_i,a_i) \rightarrow \mathbb {R}^{n}\) and \(\phi _i\) is one dimensional increasing homeomorphism with \(\phi _i (0)=0\) and \(0<a_i\le +\infty \), \(i=1,\dots ,n\);
-
(A3)
\(g,h:\mathbb {R}^{n}\times C([0,1],\mathbb {R}^{n})\times C([0,1],\mathbb {R}^{n})\rightarrow \mathbb {R}^{n}\) are continuous.
For the purposes of this section, we introduce the following assumptions:
-
(S1)
f is bounded;
-
(S2)
\(\mathcal {A},\mathcal {B}:C^{1}\left( [0,1],\mathbb {R}^{n}\right) \rightarrow \mathbb {R}^{n}\) are continuous and bounded not necessarily linear functionals with \(\mathcal {B}\left( C^{1}\left( [0,1],\mathbb {R}^{n}\right) \right) \subset \prod _{i=1}^{n}(-a_i,a_i)\).
Consider the following auxiliary problem
Note that the solutions to (3) are exactly the fixed points of the operator \(T:C^{1}\left( [0,1],\mathbb {R}^{n}\right) \rightarrow C^{1}\left( [0,1],\mathbb {R}^{n}\right) \) defined as
We have
If A, B, M are bounds for \(\mathcal {A},\mathcal {B},f\), respectively, then for any \(u\in C^{1}\left( [0,1],\mathbb {R}^{n}\right) \) and \(t\in [0,1]\) we obtain
and
Clearly, the functions T(u), \((T(u))'\) are continuous and, from (5) and (6), the operator T is well defined. Moreover, from (5) and (6), the fact that \(\phi \) is a homeomorphism and the Lebesgue Dominated Convergence Theorem, T is continuous.
Denote by \(B_R\) the ball of radius R centered at the origin in the space \(C^{1}\left( [0,1],\mathbb {R}^{n}\right) \). To prove that T is completely continuous it is sufficient to observe that the image of \(B_R\) under T is relatively compact. From (5) and (6), \(T(B_R)\) is uniformly bounded in \(C^{1}\left( [0,1],\mathbb {R}^{n}\right) \). Observe that, for every \(u\in B_R\), we have
As \(\phi \) is a homeomorphism, one can see that \(\{(T(u))':u\in B_R\}\) is equicontinuous on [0, 1]. The fact that \(\{(T(u))':u\in B_R\}\) is uniformly bounded implies that \(\{T(u):u\in B_R\}\) is equicontinuous on [0, 1]. Hence T is completely continuous.
Consequently, from the Schauder fixed point theorem, the operator \(T:B_R\rightarrow B_R\) defined in (4) has a fixed point and the following theorem holds true.
Theorem 2.1
Let Assumptions (A1), (A2), (S1) and (S2) be satisfied. Then the problem (3) has at least one solution.
Remark 2.1
Note that in the case where \(\phi \) is a singular homomorphism, then Theorem 2.1 holds under assumptions (A1), (A2) and (S2), i.e. the condition (S1) is not necessary to prove this Theorem.
Remark 2.2
Theorem 2.1 holds true if (A1) is replaced by the assumption that f is a Carathéodory function. In case when f is an \(L^1\)–Carathéodory function, one can also skip condition (S1).
3 Lower and Upper Solutions
By a solution to the problem (1)–(2) we mean a function \(u:[0,1]\rightarrow \mathbb {R}^{n}\), \(u=(u_1,\dots ,u_n)\in C^{1}\left( [0,1],\mathbb {R}^{n}\right) \) with \(\left| u'_i(t)\right| <a_i\) on [0, 1] for each i and \(\phi (u')\in C^{1}\left( [0,1],\mathbb {R}^{n}\right) \), which satisfies (1) and (2) on [0, 1].
Let \(\alpha ,\beta \in C^{1}\left( [0,1],\mathbb {R}^{n}\right) \) with \(\left| \alpha '_i(t) \right| <a_i\), \(\left| \beta '_i(t) \right| <a_i\) on [0, 1], \(i=1,2,\dots ,n\) and \(\phi (\alpha '),\phi (\beta ')\in C^{1}\left( [0,1],\mathbb {R}^{n}\right) \).
Definition 3.1
We say that \(\alpha \) is a lower solution and \(\beta \) is an upper solution to problem (1)–(2), if
and for each \(i\in \{1,\ldots , n\}\)
whenever \(\alpha _j(t)\le u_j\le \beta _j(t)\), \(j\in \{1,\ldots , n\}\), and \(\alpha '_j(t)\le v_j\le \beta '_j(t)\), \(j\in \{1,\ldots , n\}{\setminus }\{i\}\), and
whenever \(\alpha _j(t)\le \nu _j(t)\le \beta _j(t)\), \(\alpha '_j(t)\le \xi _j(t)\le \beta '_j(t)\), \(j\in \{1,\ldots , n\}\).
Remark 3.1
In the case, where \(n=1\) and \(\alpha \), \(\beta \) are constant Definition 3.1 takes the following form.
We say that \(\alpha \) is a lower solution and \(\beta \) is an upper solution to problem (1)–(2), if \(\alpha \le \beta \) and
whenever \(\alpha \le u\le \beta \), \(t\in [0,1]\), and
whenever \(\alpha \le \nu \le \beta \).
Remark 3.2
Observe that in the case when \(n=1\) if g and h are nonincreasing functions with respect to their second and third arguments, then the assumptions on g and h in Definition 3.1 can be written as
and
Remark 3.3
In the case when f is a Carathéodory function, the definition of the lower and upper solutions can be weakened in the standard way.
4 Main Results
Now we shall prove that the existence of a couple of lower and upper solutions implies the existence and localization of a solution to (1)–(2).
Theorem 4.1
Let Assumptions (A1)–(A3) be satisfied. Suppose that there exist a couple \((\alpha ,\beta )\) of lower and upper solutions to (1)–(2). Then problem (1)–(2) has at least one solution u such that \(\alpha \le u\le \beta \) and \(\alpha '\le u'\le \beta '\).
Proof
For each \(i\in \{1,\ldots , n\}\) we define the continuous and bounded functions \(\zeta _i,\eta _i:[0,1]\times \mathbb {R}\rightarrow \mathbb {R}\) by
and consider the modified problem
where
and \(\mathcal {A}^*,\mathcal {B}^*:C^{1}\left( [0,1],\mathbb {R}^{n}\right) \rightarrow \mathbb {R}^{n}\) are given by
Clearly, \(f^*\) is bounded and \(\mathcal {B}^*_i(v)\in (-a_i,a_i)\).
First let us observe that Theorem 2.1 implies that problem (7) has at least one solution.
Now we shall show that if u is a solution to (7), then
for all \(t\in [0,1]\) and \(i\in \{1,\ldots , n\}\). Suppose to the contrary that for some i we have \(u'_i\not \le \beta '_i\). From (7), we have
which means that there exists \(t_0\in (0,1]\) such that \(u'_i(t_0)=\beta '_i(t_0)\) and \(u'_i(t)>\beta '_i(t)\) for all \(t\in [t_0-\delta ,t_0)\). By the monotonicity of \(\phi _i\), \(\phi _i(u'_i(t))>\phi _i(\beta '_i(t))\) for all \(t\in [t_0-\delta ,t_0)\). Now, knowing that u is a solution of (7) and using Definition 3.1, we reach a contradiction. Indeed, for \(t\in [t_0-\delta ,t_0)\), we obtain
The proof that \(\alpha '(t)\le u'(t)\), \(t\in [0,1]\), is similar.
Now, let us prove that if u is a solution to (7), then
for all \(t\in [0,1]\) and \(i\in \{1,\ldots , n\}\). From (8), we obtain
Moreover, we have
Consequently, (10) and (11) imply (9).
Now, observe that
\(i\in \{1,\ldots , n\}\). Suppose to the contrary that \(u'_i(1)-h_i(u'(1),u,u')<\alpha '_i(1)\). Then, by the definition of \(\eta _i\), \(u'_i(1)=\alpha '_i(1)\) and thus, from Definition 3.1, one has
a contradiction. In a similar way, it can be shown that \(u'_i(1)-h_i(u'(1),u,u')\le \beta '_i(1)\).
Finally, notice that
\(i\in \{1,\ldots , n\}\). Indeed, if we suppose to the contrary that \(u_i(0)-g_i(u(0),u,u')<\alpha _i(0)\), then, by the definition of \(\zeta _i\), \(u_i(0)=\alpha _i(0)\) and, from Definition 3.1, we reach a contradiction
It is now easy to see that a solution to (7) is also a solution to (1) satisfying (9) and (8). Moreover, from (12) and (13) we obtain that this solution satisfies the boundary conditions (2). \(\square \)
Example 4.1
Consider the system of differential equations
with \(\phi _i:\mathbb {R}\rightarrow \mathbb {R}\) an increasing homeomorphism such that \(\phi _i(0)=0\), subject to the nonlinear functional boundary conditions
Obviously, problem (14)–(15) can be seen as a particular case of (1)–(2) with
and
Observe that the couple \(\alpha (t)=(t^2-1,3\,t)\), \(\beta (t)=(3\,t,3\,t+1)\), \(t\in [0,1]\), are a lower and an upper solution for problem (14)–(15). Indeed, let \(t\in [0,1]\) and \(\alpha _j(t)\le u_j\le \beta _j(t)\), \(j=1,2\). Since \(\alpha '_2(t)=\beta '_2(t)=3\), for \(\alpha '_2(t)\le v_2\le \beta '_2(t)\) we have
and
while for \(\alpha '_1(t)\le v_1\le \beta '_1(t)\) we get
and
Moreover, if \(\alpha _j(t)\le \nu _j(t)\le \beta _j(t)\), \(\alpha '_j(t)\le \xi _j(t)\le \beta '_j(t)\), \(j=1,2\), then
Therefore, Theorem 4.1 ensures that problem (14)–(15) has at least one solution \((u_1,u_2)\) such that for \(t\in [0,1]\)
and
It is worth mentioning that the couple \(\alpha (t)=(t^2-1,3\,t)\), \(\beta (t)=(3\,t,3\,t+1)\), are a lower and an upper solution to problem (14)–(15) involving any homeomorphism with \(a_i>3\).
We finish this paper by considering the scalar case of the differential equation (1) with the homeomorphism \(\phi :(-a,a)\rightarrow \mathbb {R}\), \(0<a\le +\infty \), and the boundary conditions
where the functions \(g,h:\mathbb {R}^2\rightarrow \mathbb {R}\) are continuous and \(G,H:C([0,1])\rightarrow \mathbb {R}\) are continuous functionals and map bounded sets into bounded sets, cf. [23]. Moreover, assume that the following conditions hold:
-
(H1)
there exist \(M_1,M_2\in (-a,a)\), \(M_1\le 0\le M_2\), such that for all \(y\in \mathbb {R}\) we have
$$\begin{aligned} h(M_1,y)\le 0, \quad h(M_2,y)\ge 0; \end{aligned}$$ -
(H2)
there exist \(m_1,m_2\in \mathbb {R}\), \(m_1\le m_2\), such that for all \(y\in \mathbb {R}\) we have
$$\begin{aligned} g(m_1,y)\le 0, \quad g(m_2,y)\ge 0; \end{aligned}$$ -
(H3)
for each \(t\in [0,1]\) and each \(x\in [m_1+M_1,m_2+M_2]\), we have
$$\begin{aligned} f(t,x,M_1)\le 0, \quad f(t,x,M_2)\ge 0. \end{aligned}$$
Now, we are in a position to establish an existence result in the line of those in [23], as a consequence of Theorem 4.1. In this case, the lower and upper solutions are straight lines.
Corollary 4.1
Assume that conditions (A1), (A2) and (H1)–(H3) hold. Then problem (1)–(16) has at least one solution u such that
Proof
Note that problem (1)–(16) is a particular case of problem (1)–(2) and, under assumptions (H1), (H2) and (H3), the functions \(\alpha \) and \(\beta \) defined as
are a couple of lower and upper solutions for problem (1)–(2). Therefore the conclusion follows from Theorem 4.1. \(\square \)
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Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature. M. Zima was partially supported by the Centre for Innovation and Transfer of Natural Science and Engineering Knowledge of University of Rzeszów. J. Rodríguez-López was partially supported by Agencia Estatal de Investigación, Spain, Project PID2020-113275GBI00, and Xunta de Galicia, Spain, Project ED431C 2023/12.
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Rodríguez–López, J., Szymańska-Dȩbowska, K. & Zima, M. Lower and Upper Solutions for System of Differential Equations Involving Homeomorphism and Nonlinear Boundary Conditions. Results Math 79, 181 (2024). https://doi.org/10.1007/s00025-024-02213-4
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DOI: https://doi.org/10.1007/s00025-024-02213-4
Keywords
- Nonlinear boundary value problem
- nonlinear boundary conditions
- homeomorphism
- lower solution
- upper solution
- Schauder fixed point theorem