1 Introduction and preliminaries

Let X, Y be real Banach spaces. Consider a linear mapping L:domLXY and a nonlinear operator N:XY. Here we assume that L is a Fredholm operator of index zero, that is, ImL is closed and dim KerL=codim ImL<. Then the solvability of the operator equation

Lx=Nx

has been studied by many researchers in the literature; see [18] and the references therein. In [1], Cremins established a fixed point index for A-proper semilinear operators defined on cones which includes and improves the results in [5, 8, 9]. Using the fixed point index and the concept of a quasi-normal cone introduced in [10], Cremins established a norm-type existence theorem concerning cone expansion and compression in [11], which generalizes some corresponding results contained in [12].

In this paper, we will use the properties of the fixed point index in [1] and partial order to present a new order-type existence theorem concerning cone expansion and compression which extends the corresponding results in [12]. We recall that a partial order in X induced by a cone KX is defined by

xyyxK.

As applications, we study the first- and second-order periodic boundary problems and obtain new existence results. During the last few decades, periodic boundary value problems have been studied by many researchers in the literature; see, for example, [1319] and the references therein. Our new results improve those contained in [13, 18].

Next we recall some notations and results which will be needed in this paper. Let X and Y be Banach spaces, D be a linear subspace of X, { X n }D and { Y n }Y be the sequences of oriented finite dimensional subspaces such that Q n yy in Y for every y and dist(x, X n )0 for every xD, where Q n :Y Y n and P n :X X n are sequences of continuous linear projections. The projection scheme Γ={ X n , Y n , P n , Q n } is then said to be admissible for maps from DX to Y. A map T:DXY is called approximation-proper (abbreviated A-proper) at a point yY with respect to an admissible scheme Γ if T n Q n T | D X n is continuous for each nN and whenever { x n j : x n j D X n j } is bounded with T n j x n j y, then there exists a subsequence { x n j k } such that x n j k xD and Tx=y. T is simply called A-proper if it is A-proper at all points of Y. L:domLXY is a Fredholm operator of index zero if ImL is closed and dim  KerL=codim  ImL<. As a consequence of this property, X and Y may be expressed as direct sums; X= X 0 X 1 , Y= Y 0 Y 1 with continuous linear projections P:XKerL= X 0 and Q:Y Y 0 . The restriction of L to domL X 1 , denoted L 1 , is a bijection onto ImL= Y 1 with continuous inverse L 1 1 : Y 1 domL X 1 . Since X 0 and Y 0 have the same finite dimension, there exists a continuous bijection J: Y 0 X 0 . Let H=L+ J 1 P, then H:domLXY is a linear bijection with bounded inverse. Let K be a cone in a Banach space X. Then K 1 =H(KdomL) is a cone in Y. In [20], Petryshyn has shown that an admissible scheme Γ L can be constructed such that L is A-proper with respect to Γ L . The following properties of the fixed point index ind K and two lemmas can be found in [1].

Proposition 1.1 Let ΩX be open and bounded and Ω K =ΩK. Assume that Q n K 1 K 1 , P+JQN+ L 1 1 (IQ)N maps K to K, and LxNx on Ω K .

(P1) (Existence property) If ind K ([L,N],Ω){0}, then there exists x Ω K such that Lx=Nx.

(P2) (Normality) If x 0 Ω K , then ind K ([L, J 1 P+ y ˆ 0 ],Ω)={1}, where y ˆ 0 =H x 0 and y ˆ 0 (y)= y 0 for every yH Ω K .

(P3) (Additivity) If LxNx for x Ω ¯ K ( Ω 1 Ω 2 ), where Ω 1 and Ω 2 are disjoint relatively open subsets of Ω K , then

ind K ( [ L , N ] , Ω ) ind K ( [ L , N ] , Ω 1 ) + ind K ( [ L , N ] , Ω 2 )

with equality if either of indices on the right is a singleton.

(P4) (Homotopy invariance) If LN(λ,x) is an A-proper homotopy on Ω K for λ[0,1] and (N(λ,x)+ J 1 P) H 1 : K 1 K 1 and θ(LN(λ,x))(domL Ω K ) for λ[0,1], then ind K ([L,N(λ,x)],Ω)= ind K 1 ( T λ ,U) is independent of λ[0,1], where T λ =(N(λ,x)+ J 1 P) H 1 .

Lemma 1.1 If L:domLY is Fredholm of index zero, Ω is an open bounded set and Ω K domL, θΩX. Let LλN be A-proper for λ[0,1]. Assume that N is bounded and P+JQN+ L 1 1 (IQ)N maps K to K. If LxμNx(1μ) J 1 Px on Ω K for μ[0,1], then

ind K ( [ L , N ] , Ω ) ={1}.

Lemma 1.2 If L:domLY is Fredholm of index zero, Ω is an open bounded set and Ω K domL. Let LλN be A-proper for λ[0,1]. Assume that N is bounded and P+JQN+ L 1 1 (IQ)N maps K to K. If there exists e K 1 {θ} such that

LxNxμe,

for every x Ω K and all μ0, then

ind K ( [ L , N ] , Ω ) ={0}.

2 An abstract result

We will establish an abstract existence theorem concerning cone expansion and compression of order type, which reads as follows.

Theorem 2.1 If L:domLY is Fredholm of index zero, let LλN be A-proper for λ[0,1]. Assume that N is bounded and P+JQN+ L 1 1 (IQ)N maps K to K. Suppose further that Ω 1 and Ω 2 are two bounded open sets in X such that θ Ω 1 Ω ¯ 1 Ω 2 , Ω 1 KdomL and Ω 2 KdomL. If one of the following two conditions is satisfied:

(C1) (P+JQN)x+ L 1 1 (IQ)Nxx for all x Ω 1 K and (P+JQN)x+ L 1 1 (IQ)Nxx for all x Ω 2 K;

(C2) (P+JQN)x+ L 1 1 (IQ)Nxx for all x Ω 1 K and (P+JQN)x+ L 1 1 (IQ)Nxx for all x Ω 2 K.

Then there exists x( Ω ¯ 2 Ω 1 )K such that Lx=Nx.

Proof We assume that (C1) is satisfied. First we show that

LxμNx(1μ) J 1 Px,for any x Ω 1 K,μ[0,1].
(2.1)

In fact, otherwise, there exist x 1 Ω 1 K and μ 1 [0,1] such that

L x 1 = μ 1 N x 1 (1 μ 1 ) J 1 P x 1 ,

then we obtain

( L + J 1 P ) x 1 = μ 1 ( N + J 1 P ) x 1 .

Therefore,

x 1 = μ 1 ( L + J 1 P ) 1 ( N + J 1 P ) x 1 = μ 1 [ ( P + J Q N ) x 1 + L 1 1 ( I Q ) N x 1 ] ( P + J Q N ) x 1 + L 1 1 ( I Q ) N x 1 ,

which contradicts condition (C1). From (2.1) and Lemma 1.1, we have

ind K ( [ L , N ] , Ω 1 ) ={1}.
(2.2)

Choosing an arbitrary e K 1 {θ}, next we prove that

LxNxμe.
(2.3)

In fact, otherwise, there exist x 2 Ω 2 K and μ 2 0 such that

L x 2 N x 2 = μ 2 e,

then we obtain

( L + J 1 P ) x 2 = ( N + J 1 P ) x 2 + μ 2 e 1 ( N + J 1 P ) x 2 ,

in which the partial order is induced by the cone K 1 in Y. So,

x 2 ( L + J 1 P ) 1 ( N + J 1 P ) x 2 =(P+JQN) x 2 + L 1 1 (IQ)N x 2 ,

which is a contradiction to condition (C1). Hence (2.3) holds, and then by Lemma 1.2, we have

ind K ( [ L , N ] , Ω 2 ) ={0}.
(2.4)

It follows therefore from (2.2), (2.4) and the additivity property (P3) of Proposition 1.1 that

ind K ( [ L , N ] , Ω 2 Ω 1 ) = ind K ( [ L , N ] , Ω 2 ) ind K ( [ L , N ] , Ω 1 ) = { 0 } { 1 } = { 1 } .
(2.5)

Since the index is nonzero, the existence property (P1) of Proposition 1.1 implies that there exists x( Ω ¯ 2 Ω 1 )K such that Lx=Nx.

Similarly, when (C2) is satisfied, instead of (2.2), (2.4) and (2.5), we have

ind K ( [ L , N ] , Ω 1 ) ={0}, ind K ( [ L , N ] , Ω 2 ) ={1},

and therefore

ind K ( [ L , N ] , Ω 2 Ω 1 ) ={1}.

Also, we can assert that there exists x( Ω ¯ 2 Ω 1 )K such that Lx=Nx. □

3 Applications

3.1 First-order periodic boundary value problems

We consider the following first-order periodic boundary value problem:

{ x ( t ) = f ( t , x ( t ) ) , t ( 0 , 1 ) , x ( 0 ) = x ( 1 ) ,
(3.1)

where f:[0,1]×[0,+)R is continuous and f(0,x)=f(1,x) for all xR.

Consider the Banach spaces X=Y=C[0,1] endowed with the norm x= max t [ 0 , 1 ] |x(t)|. Define the cone K in X by

K= { x X : x ( t ) 0 , t [ 0 , 1 ] } .

Let L be the linear operator from domLX to Y with

domL= { x X : x C [ 0 , 1 ] , x ( 0 ) = x ( 1 ) } ,

and

Lx(t)= x (t),xdomL,t[0,1].

Let us define N:XY by

Nx(t)=f ( t , x ( t ) ) ,t[0,1].

Then (3.1) is equivalent to the equation

Lx=Nx.

It is obvious that L is a Fredholm operator of index zero with

Next we define the projections P:XX, Q:YY by

and the isomorphism J:ImQImP as Jy=y. Note that for yImL, the inverse operator

L 1 1 :ImLdomLKerP

of

L | dom L Ker P :domLKerPImL

is given by

( L 1 1 y ) (t)= 0 1 K(t,s)y(s)ds,

where

K(t,s)={ s + 1 , 0 s < t 1 , s , 0 t s 1 .

Set

G(t,s)=1+K(t,s) 0 1 K(t,s)ds.

We can verify that

G(t,s)={ 3 2 ( t s ) , 0 s < t 1 , 1 2 + ( s t ) , 0 t s 1 ,

and

1 2 G(t,s) 3 2 ,t,s[0,1].

To state the existence result, we introduce two conditions:

(H1) f(t,b)<0 for all t[0,1],

(H2) f(t,x)>0 for all (t,x)[0,1]×[0,a].

Theorem 3.1 Assume that there exist two positive numbers 0<a<b such that (H1), (H2) and

(H3) f(t,x) 2 3 x for all (t,x)[0,1]×[0,b]

hold. Then (3.1) has at least one positive periodic solution x K with a x b.

Proof First, we note that L, as defined, is Fredholm of index zero, L 1 1 is compact by the Arzela-Ascoli theorem and thus LλN is A-proper for λ[0,1] by [[20], Lemma 2(a)].

For each xK, then by condition (H3),

Thus (P+JQN+ L 1 1 (IQ)N)(K)K.

Let

Ω 1 = { x X : x < a } , Ω 2 = { x X : x < b } .

Clearly, Ω 1 and Ω 2 are bounded open sets and

θ Ω 1 Ω ¯ 1 Ω 2 .

We now show that

(P+JQN)x+ L 1 1 (IQ)Nxxfor any x Ω 2 K.
(3.2)

In fact, if there exists x 3 Ω 2 K such that

(P+JQN) x 3 + L 1 1 (IQ)N x 3 x 3 .

Then

x 3 (t)f ( t , x 3 ( t ) ) ,t[0,1].

Let t 1 [0,1] be such that x 3 ( t 1 )=b. Clearly, the function x 3 2 attains a maximum on [0,1] at t= t 1 . Therefore 2 x 3 ( t 1 ) x 3 ( t 1 )=0. As a consequence,

0=2b x 3 ( t 1 )2bf ( t 1 , x 3 ( t 1 ) ) =2bf( t 1 ,b),

which is a contradiction to (H1). Therefore (3.2) holds.

On the other hand, we claim that

(P+JQN)x+ L 1 1 (IQ)Nxxfor any x Ω 1 K.
(3.3)

In fact, if not, there exists x 4 Ω 1 K such that

(P+JQN) x 4 + L 1 1 (IQ)N x 4 x 4 .

For any x 4 Ω 1 K, we have x 4 =a, then 0 x 4 (t)a for t[0,1]. By condition (H2), we have

x 4 ( t ) ( P + J Q N ) x 4 ( t ) + L 1 1 ( I Q ) N x 4 ( t ) = 0 1 x 4 ( s ) d s + 0 1 G ( t , s ) f ( s , x 4 ( s ) ) d s > 0 1 x 4 ( s ) d s , for any  t [ 0 , 1 ] ,

which is a contradiction. As a result, (3.3) is verified.

It follows from (3.2), (3.3) and Theorem 2.1 that there exists x K( Ω ¯ 2 Ω 1 ) such that L x =N x with a x b. □

Remark 3.1 In [18], the following condition is required instead of (H2):

(H) there exist a(0,b), t 0 [0,1], r(0,1], and continuous functions g:[0,1][0,), h:(0,a][0,) such that f(t,x)g(t)h(x) for all t[0,1] and x(0,a], h(x)/ x r is nonincreasing on (0,a] with

h ( a ) 2 r 1 0 1 G( t 0 ,s)g(s)dsa.

Obviously, our condition (H2) is much weaker and less strict compared with (H). Moreover, (H2) is easier to check than (H). So, our result generalizes and improves [[18], Theorem 5].

Remark 3.2 From the proof of Theorem 3.1, we can see that condition (H2) can be replaced by one of the following two relatively weaker conditions:

( H 2 ) f(t,x)0 for all (t,x)[0,1]×[0,a] and f(t,) is positive for almost everywhere on [0,a].

( H 2 ) lim x 0 + min t [ 0 , 1 ] f(t,x)>0.

Remark 3.3 Finally in this section, we note that conditions (H1) and (H2) can be replaced by the following asymptotic conditions:

( H 1 ) lim x + f ( t , x ) x <0 uniformly for t;

( H 2 ) lim x 0 + f ( t , x ) x >0 uniformly for t.

Example 3.1 Let the nonlinearity in (3.1) be

f(t,x)=c(t) x α +μd(t) x β kx,

where 0<α<1<β, c(t),d(t)C[0,1] are positive 1-periodic functions, k(0,2/3) and μ>0 is a positive parameter. Then (3.1) has at least one positive 1-periodic solution for each 0<μ< μ , here μ is some positive constant.

Proof We will apply Theorem 3.1 with f(t,x)=c(t) x α +μd(t) x β kx. Since k(0,2/3), it is easy to see that (H3) holds. Set

T(x)= k x c x α d x β ,

where

c = max t c(t), d = max t d(t).

Since 0<α<1<β, we have

T ( 0 + ) =,T(+)=0.

One may easily see that there exists b>0 such that

T(b)= k b c b α d b β = sup x > 0 T(x)>0.

Let

μ = k b c b α d b β .

Then, for each μ(0, μ ), we have

f ( t , b ) = c ( t ) b α + μ d ( t ) b β k b < c b α + μ d b β k b = 0 ,

which implies that (H1) holds.

On the other hand, we have

which implies that ( H 2 ) holds. Now we have the desired result. □

3.2 Second-order periodic boundary value problems

Let f:[0,1]×[0,+)R be continuous and f(0,x)=f(1,x) for all xR. We will discuss the existence of positive solutions of the second-order periodic boundary value problem

{ x ( t ) = f ( t , x ) , t ( 0 , 1 ) , x ( 0 ) = x ( 1 ) , x ( 0 ) = x ( 1 ) .
(3.4)

Since some parts of the proof are in the same line as that of Theorem 3.1, we will outline the proof with the emphasis on the difference.

Let X, Y be Banach spaces and the cone K be as in Section 3.1. In this case, we may define

domL= { x X : x C [ 0 , 1 ] , x ( 0 ) = x ( 1 ) , x ( 0 ) = x ( 1 ) } ,

and let the linear operator L:domLY be defined by

Lx= x ,for xdomL.

Then L is Fredholm of index zero,

KerL= { x dom L : x ( t ) constants } ,

and

ImL= { y Y : 0 1 y ( s ) d s = 0 } .

Define N:XY by

Nx(t)=f ( t , x ( t ) ) .

Thus it is clear that (3.4) is equivalent to

Lx=Nx.

We use the same projections P, Q as in Section 3.1 and define the isomorphism J:ImQImP as

Jy=βy,

where β= 1 6 . It is easy to verify that the inverse operator L 1 1 :ImLdomLKerP of L | dom L Ker P :domLKerPImL is

( L 1 1 y ) (t)= 0 1 Λ(t,s)y(s)ds,

where

Λ(t,s)={ s 2 ( 1 2 t + s ) , 0 s < t 1 , 1 2 ( 1 s ) ( 2 t s ) , 0 t s 1 .

Set

H(t,s)= 1 6 +Λ(t,s) 0 1 Λ(t,s)ds.

We can verify that

H(t,s)={ 1 4 + s 2 ( 1 2 t + s ) + t 2 2 t 2 , 0 s < t 1 , 1 4 + 1 2 ( 1 s ) ( 2 t s ) + t 2 2 + t 2 , 0 t s 1 ,

and

1 8 H(t,s) 1 4 ,t,s[0,1].

Theorem 3.2 Assume that there exist two positive numbers 0<a<b such that (H1), (H2) and

(H4) f(t,x)4x for all (t,x)[0,1]×[0,b]

hold. Then (3.4) has at least one positive periodic solution x K with a x b.

Proof It is again easy to show that LλN is A-proper for λ[0,1] by [[20], Lemma 2(a)].

For each xK, then by condition (H4),

Thus (P+JQN+ L 1 1 (IQ)N)(K)K.

Let

Ω 3 = { x X : x < a } , Ω 4 = { x X : x < b } .

Clearly, Ω 3 and Ω 4 are bounded and open sets and

θ Ω 3 Ω ¯ 3 Ω 4 .

Next, we show that

(P+JQN)x+ L 1 1 (IQ)Nxx,for any x Ω 4 K.
(3.5)

On the contrary, suppose that there exists x 5 Ω 4 K such that

(P+JQN) x 5 + L 1 1 (IQ)N x 5 x 5 .

Then

x 5 (t)f ( t , x 5 ( t ) ) ,t[0,1].

Let t 2 [0,1] such that x 5 ( t 2 )= max t [ 0 , 1 ] x 5 (t)=b. Using the boundary conditions, we have t 2 (0,1). In this case, x 5 ( t 2 )=0, x 5 ( t 2 )0. This gives

0 x 5 ( t 2 )f ( t 2 , x 5 ( t 2 ) ) =f( t 2 ,b),

which is a contradiction to condition (H1). Therefore (3.5) holds.

Finally, similar to the proof of (3.3), it follows from condition (H2) that

(P+JQN)x+ L 1 1 (IQ)Nxx,for any x Ω 3 K.

Consequently all conditions of Theorem 2.1 are satisfied. Therefore, there exists x K( Ω ¯ 4 Ω 3 ) such that L x =N x with x K and a x b and the assertion follows. □