## Boundary Value Problems

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# Positive solutions to second-order differential equations with dependence on the first-order derivative and nonlocal boundary conditions

Boundary Value Problems20132013:8

DOI: 10.1186/1687-2770-2013-8

Accepted: 15 January 2013

Published: 17 January 2013

## Abstract

In this paper, we consider the existence of positive solutions for second-order differential equations with deviating arguments and nonlocal boundary conditions. By the fixed point theorem due to Avery and Peterson, we provide sufficient conditions under which such boundary value problems have at least three positive solutions. We discuss our problem both for delayed and advanced arguments α and also in the case when , . In all cases, the argument β can change the character on , see problem (1). It means that β can be delayed in some set and advanced in . An example is added to illustrate the results.

MSC:34B10.

### Keywords

boundary value problems with delayed and advanced arguments nonlocal boundary conditions cone existence of positive solutions a fixed point theorem

## 1 Introduction

Put , . Let us consider the following boundary value problem:
(1)
where , denote linear functionals on given by

involving Stieltjes integrals with suitable functions A and B of bounded variation on J. It is not assumed that , are positive to all positive x. As we see later, the measures dA, dB can be signed measures.

We introduce the following assumptions:

H1: , , A and B are functions of bounded variation;

H2: and h does not vanish identically on any subinterval;

H3: or for , , .

Recently, the existence of multiple positive solutions for differential equations has been studied extensively; for details, see, for example, [131]. However, many works about positive solutions have been done under the assumption that the first-order derivative is not involved explicitly in nonlinear terms; see, for example, [3, 6, 814, 17, 20, 2527, 30]. From this list, only papers [912, 14, 20, 30] concern positive solutions to problems with deviating arguments. On the other hand, there are some papers considering the multiplicity of positive solutions with dependence on the first-order derivative; see, for example, [2, 4, 5, 7, 15, 16, 18, 19, 2124, 28, 29, 31]. Note that boundary conditions (BCs) in differential problems have important influence on the existence of the results obtained. In this paper, we consider problem (1) which is a problem with dependence on the first-order derivative with BCs involving Stieltjes integrals with signed measures of dA, dB appearing in functionals , ; moreover, problem (1) depends on deviating arguments.

For example, in papers [2, 4, 15, 18, 22, 24], the existence of positive solutions to second-order differential equations with dependence on the first-order derivative (but without deviating arguments) has been studied with various BCs including the following:
by fixed point theorems in a cone (such as Avery-Peterson, an extension of Krasnoselskii’s fixed point theorem or monotone iterative method) with corresponding assumptions:

or , respectively.

For example, in papers [811, 20, 22, 30], the existence of positive solutions to second-order differential equations including impulsive problems, but without dependence on the first-order derivative, has been studied with various BCs including the following:
under corresponding assumptions by fixed point theorems in a cone (such as Avery-Peterson, Leggett-Williams, Krasnoselskii or fixed point index theorem). See also paper [13], where positive solutions have been discussed for second-order impulsive problems with boundary conditions

here has the same form as in problem (1) with signed measure dA appearing in functional .

Positive solutions to second-order differential equations with boundary conditions that involve Stieltjes integrals have been studied in the case of signed measures in papers [25, 26] with BCs including, for example, the following:

The main results of papers [25, 26] have been obtained by the fixed point index theory for problems without deviating arguments. The study of positive solutions to boundary value problems with Stieltjes integrals in the case of signed measures has also been done in papers [3, 7, 13, 14, 27] for second-order differential equations (also impulsive) or third-order differential equations by using the fixed point index theory, the Avery-Peterson fixed point theorem or fixed point index theory involving eigenvalues.

Note that BCs in problem (1) with functionals , cover some nonlocal BCs, for example,

for some constants , and some functions , . In our paper, the assumption that the measures dA, dB in the definitions of , are positive is not needed. More precisely, one needs to choose the above functions , in such a way that the assumption H4 holds. It means that , can change sign on J.

A standard approach (see, for example, [2527]) to studying positive solutions of boundary value problems such as (1) is to translate problem (1) to a Hammerstein integral equation
(2)
to find a solution as a fixed point of the operator by using a fixed point theorem in a cone. , , are corresponding continuous functions while and have the same form as in problem (1). G denotes a Green function connected with our problem, so in our case it is given by

In our paper, we eliminate and from problem (2) to obtain the equation with a corresponding operator , and then we seek solutions as fixed points of this operator .

Note that if we put in the BCs of problem (1), then this new problem is more general than the previous one because in this case someone, for example, can take , . In this paper, we try to explain why for some cases we have to discuss problem (1) with constants or .

To apply such a fixed point theorem in a cone to problem (1), we have to construct a suitable cone K. Usually, we need to find a nonnegative function κ and a constant such that for and for and (see, for example, [2527]) to work with the inequality
Indeed, for problems without deviating arguments, someone can use any interval . It means that when on J, then we can take in the boundary conditions of problem (1) to work with the inequality

for ζ, ϱ such that , with ; see Section 5.

Note that for problems with delayed or advanced arguments, we have to use interval or , respectively. We see that if , then for problem (1) with deviated arguments. It shows that the approach from papers [2527] needs a little modification to problems with delayed or advanced arguments. Consider the situation on J. In this case, we can put in the boundary conditions of problem (1) to find a constant to work with the inequality

see Section 3. For the case on J, we can put to work similarly as in Section 3; see Section 4. Note that in the above three cases for the argument β, we need only the assumption , which means that β can change the character in J.

Note that in cited papers, positive solutions to differential equations with dependence on the first-order derivative have been investigated only for problems without deviating arguments, see [2, 4, 5, 7, 15, 16, 18, 19, 2124, 28, 29, 31]. Moreover, BCs in problem (1) cover some nonlocal BCs discussed earlier.

Motivated by [2527], in this paper, we apply the fixed point theorem due to Avery-Peterson to obtain sufficient conditions for the existence of multiple positive solutions to problems of type (1). In problem (1), an unknown x depends on deviating arguments which can be both of advanced or delayed type. To the author’s knowledge, it is the first paper when positive solutions have been investigated for such general boundary value problems with functionals , and with deviating arguments α, β in differential equations in which f depends also on the first-order derivative. It is important to indicate that problems of type (1) have been discussed with signed measures of dA, dB appearing in Stieltjes integrals of functionals , .

The organization of this paper is as follows. In Section 2, we present some necessary lemmas connected with our main results. In Section 3, we first present some definitions and a theorem of Avery and Peterson which is useful in our research. Also in Section 3, we discuss the existence of multiple positive solutions to problems with delayed argument α, by using the above mentioned Avery-Peterson theorem. At the end of this section, an example is added to verify theoretical results. In Section 4, we formulate sufficient conditions under which problems with advanced argument α have positive solutions. In the last section, we discuss problems of type (1) when on J.

## 2 Some lemmas

Let us introduce the following notations:
Lemma 1 Let , , . Assume that A and B are functions of bounded variation and, moreover,
with
1. (i)

or

2. (ii)

.

Then

Here, VarA denotes the variation of a function A on J.

Proof Note that in case (i), we have
so
Hence,
Combining this with the relation
we obtain

This proves case (i).

In case (ii), similarly,
so
Hence,

we get the result in case (ii). This ends the proof. □

Remark 1 If we assume that A and B are increasing functions, then there exists such that
Hence,
Similarly, we can show that
Now, the constant M from Lemma 1 has the form
Consider the following problem:
(3)

Let us introduce the assumption.

H0: A and B are functions of bounded variation and
for

We require the following result.

Lemma 2 Let the assumption H0 hold and let . Then problem (3) has a unique solution given by
with
Proof Integrating the differential equation in (3) two times, we have
(4)
Put and use the boundary conditions from problem (3) to obtain
Now, finding from this and then substituting it to formula (4), we have
(5)
Next, putting , we can find , and then substitute it to formula (5) to obtain
(6)
Now, we have to eliminate and from (6). If u is a solution of (6), then

Solving this system with respect to , and then substituting to (6), we have the assertion of this lemma. This ends the proof. □

Define the operator T by
with
We consider the Banach space with the maximum norm . Define the cone by
with

Let us introduce the following assumption.

H4: A and B are functions of bounded variation and
1. (i)

, , , , for where , , , δ, Δ are defined as in the assumption H0,

2. (ii)

, , , , , , , , , .

Lemma 3 Let the assumptions H1-H4 hold. Then .

Proof Clearly, is a positive solution of problem (1) if and only if solves the operator equation . Then
(7)

Note that , in view of the assumptions H1, H2, H4 and the positivity of Green’s function G.

Note that . Moreover,

Hence, Tu is concave and on J.

We next show that , . Indeed,
Finally, we show that

To do it, we consider two steps. Let .

Step 1. Let . Then or and .

Let . Then
so
It yields
Let . Then
so
It yields
Step 2. Let . Then and . Then
so
Hence,

It shows . This ends the proof. □

Remark 2 Take , . Note that the measure changes the sign and is increasing. It is easy to show that

If we assume that , then , , , .

Remark 3 Take , . Note that the measure changes the sign and is increasing. It is easy to show that

If we assume that , then , , , .

Remark 4 Let , , . Then the assumptions H3, H4 hold if one of the following conditions is satisfied:
1. (i)

, ,

2. (ii)

, ,

3. (iii)

.

We consider only case (i). First of all, we see that dA, dB change the sign and are increasing. Indeed, for , , we have
It means that the assumption H3 holds. Moreover,

It proves that the assumption H4 holds.

By a similar way, we prove the assertion in case (ii) or (iii).

## 3 Positive solutions to problem (1) with delayed arguments

Now, we present the necessary definitions from the theory of cones in Banach spaces.

Definition 1 Let E be a real Banach space. A nonempty convex closed set is said to be a cone provided that
1. (i)

for all and all , and

2. (ii)

implies .

Note that every cone induces an ordering in E given by if .

Definition 2 A map Φ is said to be a nonnegative continuous concave functional on a cone P of a real Banach space E if is continuous and

for all and .

Similarly, we say the map φ is a nonnegative continuous convex functional on a cone P of a real Banach space E if is continuous and

for all and .

Definition 3 An operator is called completely continuous if it is continuous and maps bounded sets into precompact sets.

Let φ and Θ be nonnegative continuous convex functionals on P, let Φ be a nonnegative continuous concave functional on P, and let Ψ be a nonnegative continuous functional on P. Then, for positive numbers a, b, c, d, we define the following sets:

We will use the following fixed point theorem of Avery and Peterson to establish multiple positive solutions to problem (1).

Theorem 1 (see [1])

Let P be a cone in a real Banach space E. Let φ and Θ be nonnegative continuous convex functionals on P, let Φ be a nonnegative continuous concave functional on P, and let Ψ be a nonnegative continuous functional on P satisfying for such that for some positive numbers and d,
for all . Suppose

is completely continuous and there exist positive numbers a, b, c with such that

(S1): and for ,

(S2): for with ,

(S3): and for with .

Then T has at least three fixed points such that
and
We apply Theorem 1 with the cone K instead of P and let . Now, we define the nonnegative continuous concave functional Φ on K by

Note that . Put .

Now, we can formulate the main result of this section.

Theorem 2 Let the assumptions H1-H4 hold with , . Let , . In addition, we assume that there exist positive constants a, b, c, d, M, and such that
with

and

(A1): for ,

(A2): for ,

(A3): for .

Then problem (1) has at least three nonnegative solutions , , satisfying , ,

and .

Proof Basing on the definitions of T, we see that is equicontinuous on J, so T is completely continuous.

Let , so . By Lemma 1, , so , . Assumption (A1) implies .

Moreover, in view of (7),
Combining it, we have

This proves that .

Now, we need to show that condition (S1) is satisfied. Take
Then , , and
for , . Moreover,
This proves that
Let for . Then for , so , . Assumption (A2) implies . Hence,
Moreover,
It yields

This proves that condition (S1) holds.

Now, we need to prove that condition (S2) is satisfied. Take and . Then

so condition (S2) holds.

Indeed, , so . Suppose that with . Note that , . Then
and finally,

This shows that condition (S3) is satisfied.

Since all the conditions of Theorem 1 are satisfied, problem (1) has at least three nonnegative solutions , , such that for , and

This ends the proof. □

Example Consider the following problem:
(8)
where
with . For example, we can take , on J with fixed . Indeed, , , , , and
Note that , so the measure changes the sign on J. Moreover,
so the assumption H4 holds; see Remark 4. Next,
Put , , , then , , . Let , . Then
and

for .

All the assumptions of Theorem 2 hold, so problem (8) has at least three positive solutions.

Remark 5 We can also construct an example in which, for example, to use the results of Remark 4. Note that also this measure changes the sign.

## 4 Positive solutions to problem (1) with advanced arguments

In this section, we consider the case when on J, so the interval is now replaced by . It means that we can put with in the boundary conditions of problem (1) because someone can take as an example. Let us introduce the cone by
with

Now . Functionals Ψ, Θ, φ are defined as in Section 3. We formulate only the main result using the cone instead of K (see Theorem 2); the proof is similar to the previous one.

Theorem 3 Let the assumptions H1-H4 hold with , . Let , . In addition, we assume that there exist positive constants a, b, c, d, M, and such that
with

and

(B1): for ,

(B2): for ,

(B3): for .

Then problem (1) has at least three nonnegative solutions , , satisfying , ,

and .

## 5 Positive solutions to problem (1) for the case when on J

In this section, we consider problem (1) when on J and . It means that now for some fixed constants ζ, ϱ such that . For we can show that , , . Now, for , we introduce the cone by

Functionals Ψ, Θ, φ are defined as in Section 3; the cone K is now replaced by .

Theorem 4 Let the assumptions H1-H4 hold with . Let , , . In addition, we assume that there exist positive constants a, b, c, d, M, and such that
with

and

(C1): for ,

(C2): for ,

(C3): for .

Then problem (1) has at least three nonnegative solutions , , satisfying , ,

and .

## 6 Conclusions

In this paper, we have discussed boundary value problems for second-order differential equations with deviating arguments and with dependence on the first-order derivative. In our research, the deviating arguments can be both delayed and advanced. By using the fixed point theorem of Avery and Peterson, new sufficient conditions for the existence of positive solutions to such boundary problems have been derived. An example is provided for illustration.

## Authors’ Affiliations

(1)
Department of Differential Equations and Applied Mathematics, Gdańsk University of Technology

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