Existence of solutions for a class of nonlinear boundary value problems on half-line

Türker Ertem; Ağacık Zafer

doi:10.1186/1687-2770-2012-43

Research
Open Access

Existence of solutions for a class of nonlinear boundary value problems on half-line

Türker Ertem¹Email author and
Ağacık Zafer¹

Boundary Value Problems20122012:43

https://doi.org/10.1186/1687-2770-2012-43

Received: 28 January 2012
Accepted: 16 April 2012
Published: 16 April 2012

Abstract

Consider the infinite interval nonlinear boundary value problem

\begin{align} {(p (t) x^{'})}^{'} + q (t) x = f (t, x), t \geq t_{0} \geq 0, \\ x (t_{0}) = x_{0}, \\ x (t) = a v (t) + b u (t) + o (r_{i} (t)), t \to \infty, \end{align}

where u and v are principal and nonprincipal solutions of (p(t)x')' + q(t)x = 0, r₁(t) = o(u(t)(v(t))^μ) and r₂(t) = o(v(t)(u(t))^μ) for some μ ∈ (0, 1), and a and b are arbitrary but fixed real numbers.

Sufficient conditions are given for the existence of a unique solution of the above problem for i = 1, 2. An example is given to illustrate one of the main results.

Mathematics Subject Classication 2011: 34D05.

Keywords

Boundary value problem
singular
half-line
principal
nonprincipal

1. Introduction

Boundary value problems on half-line occur in various applications such as in the study of the unsteady flow of a gas through semi-infinite porous medium, in analyzing the heat transfer in radial flow between circular disks, in the study of plasma physics, in an analysis of the mass transfer on a rotating disk in a non-Newtonian fluid, etc. More examples and a collection of works on the existence of solutions of boundary value problems on half-line for differential, difference and integral equations may be found in the monographs [1, 2] For some works and various techniques dealing with such boundary value problems (we may refer to [3–6] and the references cited therein).

In this article by employing principal and nonprincipal solutions we introduce a new approach to study nonlinear boundary problems on half-line of the form

{(p (t) x^{'})}^{'} + q (t) x = f (t, x), t \geq t_{0},

(1.1)

x (t_{0}) = x_{0},

(1.2)

x (t) = a v (t) + b u (t) + o (r (t)), t \to \infty,

(1.3)

where a and b are any given real numbers, u and v are principal and nonprincipal solutions of

{(p (t) x^{'})}^{'} + q (t) x = 0, t \geq 0

(1.4)

and p ∈ C([0, ∞), (0, ∞)), q ∈ C([0, ∞), ℝ) and f ∈ C([0, ∞) × ℝ, ℝ).

We will show that the problem (1.1)-(1.3) has a unique solution in the case when

r (t) = o (u (t) {(v (t))}^{μ})

(1.5)

and

r (t) = o (v (t) {(u (t))}^{μ}),

(1.6)

where μ ∈ (0, 1) is arbitrary but fixed real numbers.

The nonlinear boundary value problem (1.1)-(1.3) is also closely related to asymptotic integration of second order differential equations. Indeed, there are several important works in the literature, see [7–16], dealing with mostly the asymptotic integration of solutions of second order nonlinear equations of the form

x^{''} = f (t, x) .

The authors are usually interested in finding conditions on the function f(t, x) which guarantee the existence of a solution asymptotic to linear function

x (t) = a t + b, t \to \infty .

(1.7)

We should point out that u(t) = 1 and v(t) = t are principal and nonprincipal solutions of the corresponding unperturbed equation

x^{''} = 0,

and the function x(t) in (1.7) can be written as

x = a v (t) + b u (t) .

Note that v(t) → ∞ as t → ∞ but u(t) is bounded in this special case. It turns out such information is crucial in investigating the general case. Our results will be applicable whether or not u(t) → ∞ (v(t) → ∞) as t → ∞.

2. Main results

It is well-known that [17, 18] if the second order linear Equation (1.4) has a positive solution or nonoscillatory at ∞, then there exist two linearly independent solutions u(t) and v(t), called principal and nonprincipal solutions of the equation. The principal solution u is unique up to a constant multiple. Moreover, the following useful properties are satisfied:

lim_{t \to \infty} \frac{u (t)}{v (t)} = 0, \int_{t_{*}}^{\infty} \frac{1}{p (t) u^{2} (t)} d t = \infty, \int_{t_{*}}^{\infty} \frac{1}{p (t) v^{2} (t)} d t < \infty,

where t_* ≥ 0 is a sufficiently large real number.

Let v be a principal solution of (1.4). Without loss of generality we may assume that v (t) > 0 if t ≥ t₁ for some t₁ ≥ 0. It is easy to see that

v (t) = u (t) \int_{t_{1}}^{t} \frac{1}{p (s) u^{2} (s)} d s

(2.1)

is a nonprincipal solution of (1.4), which is strictly positive for t > t₁.

Theorem 2.1. Let t₀ > t₁. Assume that the function f satisfies

|f (t, x)| \leq h_{1} (t) g (|x|) + h_{2} (t), t \geq t_{0}

(2.2)

and

|f (t, x_{1}) - f (t, x_{2})| \leq \frac{k (t)}{v (t)} |x_{1} - x_{2}|, t \geq t_{0},

(2.3)

where g ∈ C([0, ∞), [0, ∞)) is bounded; h₁, h₂, k ∈ C([t₀, ∞), [0, ∞)). Suppose further that

\int_{t_{0}}^{\infty} u (s) k (s) d s \leq μ

(2.4)

and

\frac{1}{p (t) u^{2} (t)} \int_{t}^{\infty} u (s) h_{i} (s) d s \leq β (t), t \geq t_{0}, i = 1, 2

(2.5)

for some β ∈ C([t₀, ∞), [0, ∞)) such that

\int_{t_{0}}^{t} β (s) d s = o ({(v (t))}^{μ}), t \to \infty .

(2.6)

If either

v (t) \to \infty, t \to \infty

(2.7)

or else

b = \frac{x_{0}}{u (t_{0})} - a \int_{t_{1}}^{t_{0}} \frac{1}{p (s) u^{2} (s)} d s,

(2.8)

then there is a unique solution x(t) of (1.1)-(1.3), where r is given by (1.5).

Proof. Denote by M the supremum of the function g over [0, ∞). Let X be a space of functions defined by

X = \{x \in C ([t_{0}, \infty), ℝ) | |x (t)| \leq l_{1} v (t) + l_{2} u (t), \forall t \geq t_{0}\},

where

l_{1} = (M + 1) p (t_{0}) u^{2} (t_{0}) β (t_{0}) + |a|

and

l_{2} = \frac{|x_{0}|}{u (t_{0})} + |a| \int_{t_{1}}^{t_{0}} \frac{1}{p (s) u^{2} (s)} d s .

Note that X is a complete metric space with the metric d defined by

d (x_{1}, x_{2}) = sup_{t \geq t_{0}} \frac{1}{v (t)} |x_{1} (t) - x_{2} (t)|, x_{1}, x_{2} \in X .

Define an operator F on X by

\begin{align} (F x) (t) & = - u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) f (τ, x (τ)) d τ d s + a v (t) \\ + [\frac{x_{0}}{u (t_{0})} - a \int_{t_{1}}^{t_{0}} \frac{1}{p (s) u^{2} (s)} d s] u (t) . \end{align}

In view of conditions (2.2) and (2.5) we see that F is well defined. Next we show that F X ⊂ X. Indeed, let x ∈ X, then

\begin{align} |(F x) (t)| & \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) |f (τ, x (τ))| d τ d s + |a| v (t) + l_{2} u (t) \\ \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{t_{0}}^{\infty} u (τ) |f (τ, x (τ))| d τ d s + |a| υ (t) + l_{2} u (t) \\ \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{t_{0}}^{\infty} u (τ) (h_{1} (τ) g (|x (τ)|) + h_{2} (τ)) d τ d s + |a| v (t) + l_{2} u (t) \\ \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{t_{0}}^{\infty} u (τ) (M h_{1} (τ) + h_{2} (τ)) d τ d s + |a| υ (t) + l_{2} u (t) \\ \leq (M + 1) p (t_{0}) u^{2} (t_{0}) β (t_{0}) u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} d s + |a| v (t) + l_{2} u (t) \\ \leq l_{1} v (t) + l_{2} u (t), \end{align}

which means that F x ∈ X.

Using (2.1), (2.3) and (2.4) we also see that

\begin{align} |(F x_{1}) (t) - (F x_{2}) (t)| & \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) |f (τ, x_{1} (τ)) - f (τ, x_{2} (τ))| d τ d s \\ \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) \frac{k (τ)}{v (τ)} |x_{1} (τ) - x_{2} (τ)| d τ d s \\ \leq d (x_{1}, x_{2}) u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) k (τ) d τ d s \\ \leq d (x_{1}, x_{2}) u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{t_{0}}^{\infty} u (τ) k (τ) d τ d s \\ \leq d (x_{1}, x_{2}) v (t) \int_{t_{0}}^{\infty} u (τ) k (τ) d τ \\ \leq μ d (x_{1}, x_{2}) v (t), \end{align}

where x₁, x₂ ∈ X arbitrary. This implies that F is a contracting mapping.

Thus according to Banach contraction principle F has a unique fixed point x. It is not difficult to see that the fixed point solves (1.1) and (1.2). It remains to show that x(t) satisfies (1.3) as well. It is not difficult to show that

\begin{align} |x (t) - a v (t) - b u (t)| & \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) |f (τ, x (τ))| d τ d s + |c| u (t) \\ \leq u (t) \int_{t_{0}}^{t} \frac{1}{p (s) u^{2} (s)} \int_{s}^{\infty} u (τ) (M h_{1} (τ) + h_{2} (τ)) d τ d s + |c| u (t) \\ \leq (M + 1) u (t) \int_{t_{0}}^{t} β (s) d s + |c| u (t), \end{align}

where

c = \frac{x_{0}}{u (t_{0})} - a \int_{t_{1}}^{t_{0}} \frac{1}{p (s) u^{2} (s)} d s - b .

If (2.7) is satisfied, then in view (2.6) and the above inequality we easily obtain (1.3). In case (2.8) holds, then c = 0 and hence we still have (1.3).

From Theorem 2.1 we deduce the following Corollary.

Corollary 2.2. Assume that the function f satisfies (2.2) and

|f (t, x_{1}) - f (t, x_{2})| \leq \frac{k (t)}{t} |x_{1} - x_{2}|, t \geq t_{0},

where k ∈ C([t₀, ∞), [0, ∞)). Suppose further that

\int_{t_{0}}^{\infty} k (s) d s \leq μ; \int_{t}^{\infty} h_{i} (s) d s \leq β (t), t \geq t_{0}, i = 1, 2

for some μ ∈ (0, 1) and β ∈ C([t₀, ∞), [0, ∞)), where

\int_{t_{0}}^{t} β (s) d s = o (t^{μ}), t \to \infty .

Then for each a, b ∈ ℝ the boundary value problem

\begin{align} x^{''} = f (t, x), t \geq t_{0}, \\ x (t_{0}) = x_{0}, \\ x (t) = a t + b + o (t^{μ}), t \to \infty \end{align}

has a unique solution.

Let υ be a nonprincipal solution of (1.4). Without loss of generality we may assume that v(t) > 0, if t ≥ t₂ for some t₂ ≥ 0. It is easy to see that [17, 18]

u (t) = v (t) \int_{t}^{\infty} \frac{1}{p (s) v^{2} (s)} d s

(2.9)

is a principal solution of (1.4) which is strictly positive. Take t₂ large enough so that

\int_{t}^{\infty} \frac{1}{p (s) v^{2} (s)} d s \leq 1 .

Then from (2.9), we have v (t) ≥ u(t) for t ≥ t₂, which is needed in the proof of the next theorem.

Theorem 2.3. Let t₀ ≥ t₂. Assume that the function f satisfies (2.2) and (2.3). Suppose further that

\int_{t_{0}}^{\infty} v (s) k (s) d s \leq μ

(2.10)

and

\frac{1}{p (t) v^{2} (t)} \int_{t}^{\infty} v (s) h_{i} (s) d s \leq β (t), t \geq t_{0}, i = 1, 2

(2.11)

for some β ∈ C([t₀, ∞), [0, ∞)) such that

\int_{t_{0}}^{t} β (s) d s = o ({(u (t))}^{μ}), t \to \infty .

(2.12)

If either

u (t) \to \infty, t \to \infty

(2.13)

or else

a = \frac{x_{0}}{v (t_{0})} - b \int_{t_{0}}^{\infty} \frac{1}{p (s) v^{2} (s)} d s,

(2.14)

then there is a unique solution x(t) of (1.1) - (1.3), where r is given by (1.6).

Proof. Let X be a space of functions defined by

X = \{x \in C ([t_{0}, \infty), ℝ) | |x (t)| \leq l_{1} v (t) + l_{2} u (t), \forall t \geq t_{0}\},

where

l_{1} = (M + 1) p (t_{0}) u (t_{0}) v (t_{0}) β (t_{0}) + \frac{|x_{0}|}{v (t_{0})} + |b| \int_{t_{0}}^{\infty} \frac{1}{p (s) v^{2} (s)} d s and l_{2} = |b| .

Again, X is a complete metric space with the metric d defined in the proof of the previous theorem.

We define an operator F on X by

\begin{align} (F x) (t) & = - v (t) \int_{t_{0}}^{t} \frac{1}{p (s) v^{2} (s)} \int_{s}^{\infty} v (τ) f (τ, x (τ)) d τ d s \\ + [\frac{x_{0}}{v (t_{0})} - b \int_{t_{0}}^{\infty} \frac{1}{p (s) v^{2} (s)} d s] v (t) + b u (t) . \end{align}

The remainder of the proof proceeds similarly as in that of Theorem 2.1 by using (2.2), (2.3), (2.9)-(2.14).

Corollary 2.4. Assume that the function f satisfies (2.2) and (2.3). Suppose further that

\int_{t_{0}}^{\infty} s k (s) d s \leq μ; \frac{1}{t^{2}} \int_{t}^{\infty} s h_{i} (s) d s \leq β (t), t \geq t_{0}, i = 1, 2

for some μ ∈ (0, 1) and β ∈ C([t₀, ∞), [0, ∞)), where

\int_{1}^{t} β (s) d s = o (1), t \to \infty .

If for any given a, b ∈ ℝ the condition (2.14) holds then the boundary value problem

\begin{align} x^{''} = f (t, x), t \geq t_{0}, \\ x (t_{0}) = x_{0}, \\ x (t) = a t + b + o (t), t \to \infty \end{align}

has a unique solution.

3. An example

Consider the boundary value problem

{(t x^{'})}^{'} = \frac{1}{t^{2}} arctan x + t^{ν}, t \geq t_{0}, ν < - 2,

(3.1)

x (t_{0}) = x_{0},

(3.2)

x (t) = a ln t + b + o ({(ln t)}^{μ}), t \to \infty .

(3.3)

where t₀ > t₁ = 1 and μ ∈ (0, 1) are chosen to satisfy

\frac{1 + ln t_{0}}{t_{0}} \leq μ .

(3.4)

Note that since

lim_{t_{0} \to \infty} \frac{1 + ln t_{0}}{t_{0}} = 0

for any given μ ∈ (0, 1) there is a t₀ such that (3.4) holds.

Comparing with the boundary value problem (1.1)-(1.3) we see that p(t) = t, q(t) = 0, and f(t, x) = (1/t²) arctan x + t^υ . The corresponding linear equation becomes

{(t x^{'})}^{'} = 0, t \geq t_{0} .

Clearly, we may take

u (t) = 1 and v (t) = ln t .

Let

h_{1} (t) = \frac{1}{t^{2}}, h_{2} (t) = t^{ν}, g (x) = arctan x, k (t) = \frac{ln t}{t^{2}}, β (t) = \frac{1}{t^{2}},

then it is easy to see that

\begin{align} |f (t, x)| \leq \frac{1}{t^{2}} arctan |x| + t^{ν} = h_{1} (t) g (|x|) + h_{2} (t), \\ |f (t, x_{1}) - f (t, x_{2})| \leq \frac{1}{t^{2}} |x_{1} - x_{2}| = \frac{k (t)}{v (t)} |x_{1} - x_{2}|, \\ \int_{t_{0}}^{\infty} k (s) d s = \int_{t_{0}}^{\infty} \frac{ln s}{s^{2}} d s = \frac{1 + ln t_{0}}{t_{0}} \leq μ by (3 .4) \\ \frac{1}{t} \int_{t}^{\infty} h_{1} (s) d s \leq \frac{1}{t} \int_{t}^{\infty} \frac{1}{s^{2}} d s = \frac{1}{t^{2}} = β (t), t \geq t_{0}, \\ \frac{1}{t} \int_{t}^{\infty} h_{2} (s) d s = - \frac{t^{ν}}{ν + 1} \leq β (t), t \geq t_{0}, \\ \int_{t_{0}}^{t} β (s) d s = \int_{t_{0}}^{t} \frac{1}{s^{2}} d s = \frac{1}{t_{0}} - \frac{1}{t} = o ({(ln t)}^{μ}), t \to \infty, μ \in (0, 1), \end{align}

and

v (t) = ln t \to \infty, t \to \infty,

i.e., all the conditions of Theorem 2.1 are satisfied. Therefore we may conclude that if (3.4) holds, then the boundary value problem (3.1)-(3.3) has a unique solution.

Furthermore, we may also deduce that there exist solutions x₁(t) and x₂(t) such that

x_{1} (t) = 1 + o ({(ln t)}^{μ}), t \to \infty

and

x_{2} (t) = ln t + o ({(ln t)}^{μ}), t \to \infty .

by taking (a, b) = (0, 1) and (a, b) = (1, 0), respectively.

Declarations

Acknowledgements

This work was supported by the Scientific and Technological Research Council of Turkey (TUBITAK) under project number 108T688.

Authors’ Affiliations

(1)

Department of Mathematics, Middle East Technical University, 06800 Ankara, Turkey

References

Agarwal RP, O'Regan D: Infinite Interval Problems for Differential, Difference and Integral Equations. Kluwer Academic Publisher, Netherlands; 2001.View ArticleGoogle Scholar
O'Regan D: Theory of Singular Boundary Value Problems. World Scientific, River Edge, New Jersey, USA; 1994.MATHView ArticleGoogle Scholar
Agarwal RP, O'Regan D: Boundary value problems on the half line in the theory of colloids. Math Probl Eng 2002, 8(2):143-150. 10.1080/10241230212905MATHMathSciNetView ArticleGoogle Scholar
Chen SZ, Zhang Y: Singular boundary value problems on a half-line. J Math Anal Appl 1995, 195: 449-468. 10.1006/jmaa.1995.1367MATHMathSciNetView ArticleGoogle Scholar
Rachůnková I, Tomeček J: Superlinear singular problems on the half line. Boundary Value Probl 2010, 2010: 18. pages (Article ID 429813Google Scholar
Li J, Nieto JJ: Existence of positive solutions for multipoint boundary value problem on the half-line with impulses. Boundary Value Probl 2009, 2009: 12. pages (Article ID 834158MathSciNetGoogle Scholar
Caligo D: Comportamento asintotico degli integrali dell'equazione y ″ + a ( t ) y = 0, nell'ipotesi lim_t→∞.a ( t ) = 0. Boll Un Mat Ital 1941, 3: 286-295.MathSciNetGoogle Scholar
Boas ML, Boas RP Jr, Levinson N: The growth of solutions of a differential equation. Duke Math J 1942, 9: 847-853. 10.1215/S0012-7094-42-00959-1MATHMathSciNetView ArticleGoogle Scholar
Haupt O: Über das asymptotische verhalten der lösungen gewisser linearer gewöhnlicher differentialgleichungen. Math Z 1942, 48: 289-292. 10.1007/BF01180019MathSciNetView ArticleGoogle Scholar
Bihari I: Researches of the boundedness and stability of the solutions of non-linear differential equations. Acta Math Acad Sci Hung 1957, 8: 261-278.MATHMathSciNetView ArticleGoogle Scholar
Hale JK, Onuchic N: On the asymptotic behavior of solutions of a class of differential equations. Contrib Diff Equ 1963, 2: 61-75.MathSciNetGoogle Scholar
Lipovan O: On the asymptotic behavior of the solutions to a class of second order nonlinear differential equations. Glasgow Math J 2003, 45: 179-187. 10.1017/S0017089502001143MATHMathSciNetView ArticleGoogle Scholar
Mustafa OG, Rogovchenko YV: Asymptotic integration of a class of nonlinear differential equations. Appl Math Lett 2006, 19: 849-853. 10.1016/j.aml.2005.10.013MATHMathSciNetView ArticleGoogle Scholar
Agarwal RP, Djebali S, Moussaoui T, Mustafa OG: On the asymptotic integration of nonlinear differential equations. J Comput Appl Math 2007, 202: 352-376. 10.1016/j.cam.2005.11.038MATHMathSciNetView ArticleGoogle Scholar
Eastham MSP: The Asymptotic Solution of Linear Differential Systems. In Applications of the Levinson Theorem. Clarendon Press, Oxford; 1989.Google Scholar
Kiguradze IT, Chanturia TA: Asymptotic Properties of Solutions of Nonautonomous Ordinary Differential Equations. Kluwer Academic Publishers, Dordrecht; 1993.MATHView ArticleGoogle Scholar
Hartman P: Ordinary Differential Equations. Wiley, New York; 1964.MATHGoogle Scholar
Kelley W, Peterson A: The Theory of Differential Equations: Classical and Qualitative. Pearson Education, Inc., Upper Saddle River, New Jersey; 2004.Google Scholar

Copyright

This article is published under license to BioMed Central Ltd. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.