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The nonlinear Kneser problem for singular in phase variables second-order differential equations
Boundary Value Problems volume 2014, Article number: 147 (2014)
Abstract
For the singular in phase variables differential equation
sufficient conditions are found for the existence of a solution satisfying the conditions
where is a continuous nondecreasing functional, , and .
MSC: 34B16, 34B40.
1 Statement of the problem and formulation of the main results
Suppose
and is a continuous function. Consider the differential equation
A continuous function is said to be the Kneser solution of Eq. (1.1) if it is twice continuously differentiable in the interval , and in this interval it satisfies the inequalities
and the differential equation (1.1).
In the present paper, we investigate the problem on the existence of a Kneser solution of Eq. (1.1) satisfying the condition
where is a continuous, nondecreasing functional, , and .
It is natural to name this problem the nonlinear Kneser problem since it was first studied by Kneser [1] in the case where Eq. (1.1) and condition (1.2) have the forms
where is a continuous function. Particularly, in [1] it is proved that if is a nondecreasing in the second argument function satisfying the local Lipschitz condition in this argument and , then for an arbitrarily fixed , the differential equation (1.3) has a unique Kneser solution satisfying condition (1.4).
-
30
years later since Kneser’s paper was published, in their study of the problem on the distribution of electrons in a heavy atom, Fermi [2] and Thomas [3] had to investigate the problem analogous to the Kneser one for the concrete second-order differential equation
(1.5)
In particular, they have proved that Eq. (1.5) has a unique solution satisfying the boundary conditions
It is easy to see that a solution of problem (1.5), (1.6) is a Kneser solution of Eq. (1.5) and vice versa, a Kneser solution of that equation, satisfying the initial condition
is a solution of problem (1.5), (1.6). Therefore, problem (1.5), (1.6) is equivalent to the Kneser problem for Eq. (1.5) with the initial condition (1.7).
After the papers by Fermi and Thomas were published, many mathematicians have been interested in the Kneser-type problems, and such problems have been investigated in detail for a wide class of differential equations and systems.
Most of the results on the solvability and unique solvability of the Kneser problem for second-order nonlinear differential equations, obtained until the beginning of 50s of the last century, are reflected in the monograph by Sansone [4]. From further investigations, first of all the paper by Hartman and Wintner [5], where the Kneser problem for Eq. (1.1) was studied in the case when is a continuous function, should be noted. Kiguradze [6], [7] studied the same problem in the case when the function has a nonintegrable singularity in the first argument at the point .
The Kneser problem for singular in a time variable higher-order nonlinear differential equations first was studied by Kiguradze in [8], where the optimal conditions are established for the solvability of the above-mentioned problem (see, [9], Sect. 13] as well). Analogous results were obtained by Kiguradze and Rachůnková [10] for the Kneser problem with a nonlinear initial condition.
Sufficient conditions for the solvability of the Kneser-type problems for nonlinear differential systems were obtained by Chanturia [11], Coffman [12], Hartman and Wintner [13], Kiguradze and Rachůnková [14], and Rachůnková [15], [16].
In all the above-mentioned works, differential equations and systems, not having singularities in phase variables, are considered. The Kneser problem for the differential equation with a singularity in one of the phase variables first was investigated by Kiguradze [17]. However, in this paper we consider not the general differential equation but the Emden-Fowler type higher-order differential equation
As for the general differential equation (1.1) with singularities in phase variables, for it the Kneser problem has been practically unstudied so far. The aim of the present paper is to fill this gap.
In what follows it is assumed that the function satisfies the inequality
in the domain . Here and are nonnegative constants, , and () are continuous functions, not equal identically to zero in an arbitrary neighborhood of , i.e., there exists a sequence of positive numbers such that
Consequently, Eq. (1.1) has singularities in phase variables since either
or
Throughout the paper, the following notation and definitions are used.
is the Banach space of continuous functions with the norm
A functional is said to be nondecreasing if for any and the inequality holds.
For any , we put , where .
A Kneser solution of Eq. (1.1) is called vanishing at infinity if , and it is called remote from zero if .
Theorem 1.1
If Eq. (1.1) has a Kneser solution, then
and
where
Corollary 1.1
If condition (1.11) holds and
then problem (1.1), (1.2) has no Kneser solution.
Theorem 1.2
If
then for any positive numberEq. (1.1) has at least one Kneser solution satisfying equality (1.14).
Theorem 1.3
If along with (1.11) the condition
is satisfied, then Eq. (1.1) has at least one vanishing at infinity Kneser solution.
According to Corollary 1.1, for small problem (1.1), (1.2) has no Kneser solution. Thus we can expect the solvability of that problem only for large .
Suppose that condition (1.16) holds. Then obviously condition (1.11) is satisfied as well. We introduce the function
and the number
Theorem 1.4
Let the functionsatisfy condition (1.16), and
If, moreover,
then problem (1.1), (1.2) has at least one Kneser solution.
Remark 1.1
In the case, where conditions (1.16) hold and
the question on the existence of a Kneser solution of problem (1.1), (1.2) remains open.
Consider now the case where
i.e., the case where inequality (1.8) has the form
From Theorems 1.1, 1.2, and 1.4 we immediately have the following corollary.
Corollary 1.2
Let the functionsatisfy identity (1.22), and let the functionalsatisfy condition (1.20). Then the following assertions are equivalent:
-
(i)
the function satisfies conditions (1.11);
-
(ii)
Eq. (1.1) has at least one remote from zero Kneser solution;
-
(iii)
for any , problem (1.1), (1.14) has at least one Kneser solution;
-
(iv)
for any sufficiently large , problem (1.1), (1.2) has at least one Kneser solution.
The following statement is also valid.
Corollary 1.3
Let the functionsatisfy identity (1.22), and the functionalsatisfy condition (1.20). Let, moreover, there exist numbersandsuch that
Then the following assertions are equivalent:
-
(i)
, ;
-
(ii)
Eq. (1.1) has at least one remote from zero Kneser solution;
-
(iii)
Eq. (1.1) has at least one vanishing at infinity Kneser solution;
-
(iv)
for any , problem (1.1), (1.14) has at least one Kneser solution;
-
(v)
for any sufficiently large , problem (1.1), (1.2) has at least one Kneser solution.
Remark 1.2
In Theorem 1.4 and its corollaries it can be assumed, for example, that
where is a continuous, nondecreasing function, and is a nondecreasing function such that
Remark 1.3
The above-formulated theorems and their corollaries cover the case, where the function has a nonintegrable singularity in a time variable at the point . Indeed, if conditions (1.23) hold, where , then
2 Auxiliary propositions
2.1 Lemmas on a priori estimates
Consider the differential inequalities
and
Everywhere in this section it is assumed that and are nonnegative constants, is a continuous function such that
and () are continuous functions, not equal identically to zero in an arbitrary neighborhood of , i.e., there exists a sequence of positive numbers such that condition (1.9) is satisfied.
A continuous function is said to be the Kneser solution of the differential inequality (2.1) (of the differential inequality (2.2)) if it is twice continuously differentiable in the interval and in this interval along with the inequality satisfies the differential inequality (2.1) (the differential inequality (2.2)).
Lemma 2.1
If the differential inequality (2.1) has a Kneser solution, then the functionsatisfies condition (1.11), andadmits estimate (1.12), whereis the function given by equality (1.13), and, are numbers given by equalities (1.10) and (1.14).
Proof
In view of (2.3) and the fact that is a Kneser solution, from (2.1) we find
and, consequently,
If we integrate this inequality from to , then due to equalities (1.10) and (1.14), we obtain
Therefore condition (1.11) is satisfied and the function admits estimate (1.12). □
Let , and along with (2.3) let the inequality
be fulfilled. A continuous function is said to be a Kneser solution of the differential inequality (2.1) (of the differential inequality (2.2)) in the interval if it is continuously differentiable in the interval and in this interval along with the inequality satisfies the differential inequality (2.1) (the differential inequality (2.2)).
The following lemma can be proved analogously to Lemma 2.1.
Lemma 2.2
Let inequality (2.4) be fulfilled and the differential inequality (2.1) in the intervalhave a Kneser solution. Then
and that solution admits the estimate
where and
Lemma 2.3
Let along with (2.4) the condition
be fulfilled, and let the differential inequality (2.2) in the intervalhave a Kneser solution. Then this solution along with (2.6) admits the estimates
where, , and
for.
Proof
First note that the validity of condition (2.8) guarantees the validity of condition (2.5). On the other hand, by Lemma 2.2 the function admits estimate (2.6). By virtue of this estimate and the fact that is a Kneser solution, (2.2) and (2.11) yield
and, consequently,
Integration of this inequality from to results in estimate (2.9).
If along with (2.9) we take into account inequalities (2.12) and (2.13), then the validity of estimate (2.10) becomes evident. □
2.2 Lemma on the solvability of a nonlinear Kneser problem on a finite interval
Let . Consider the problem on the existence of a Kneser solution of Eq. (1.1) in the interval satisfying condition (1.2).
If condition (2.8) holds, then for any , , and , we assume
Lemma 2.4
Let condition (2.8) be fulfilled and there exist numbers, , andsuch that
and
Then problem (1.1), (1.2) has a Kneser solutionin the intervalsuch that
Proof
For arbitrarily fixed and natural number , we consider the Cauchy problem
where
By virtue of conditions (1.8), (2.8) and equalities (2.20), (2.21), problem (2.18), (2.19) has a unique solution in the interval , which is a Kneser solution of the differential inequality (2.2) as well, where . Denote this solution by . It is clear that the function is continuous on , and on it satisfies the inequalities
On the other hand, by Lemma 2.3, on this function admits the estimates
where
Due to (2.8) and (2.21), the equality
is satisfied uniformly with respect to . Thus from (2.16) it follows the inequality
where is a sufficiently large natural number.
Let . Suppose
From the continuity of and it follows that is a continuous on function. On the other hand, by virtue of estimates (2.22) and (2.23), inequalities (2.15) and (2.25) yield the inequalities
since is a nondecreasing functional. From these inequalities it follows the existence of a number such that . Consequently,
In view of estimates (2.22)-(2.24), for every natural , the inequalities
hold in the interval , and the inequalities
hold in the interval . From these inequalities it follows that the sequence is uniformly bounded and equicontinuous on , and the sequence is uniformly bounded and equicontinuous on every closed interval contained in .
According to the Arzelà-Ascoli lemma, without loss of generality it can be assumed that is uniformly converging on the interval , and is uniformly converging on every closed interval contained in . Then, by virtue of notation (2.20), (2.21) and estimates (2.28), (2.29), from equality (2.26) it follows that the sequence is also uniformly converging on every closed interval contained in .
Suppose
It is evident that the function is continuous on and twice continuously differentiable on . Moreover,
and conditions (2.17) are satisfied.
If now we pass to the limit in equalities (2.26) and (2.27) as and take into account estimates (2.28) and (2.29), then it becomes evident that is a Kneser solution of problem (1.1), (1.2) in the interval . □
2.3 Lemma on the solvability of the Cauchy problem on a finite interval
Lemma 2.5
Letand condition (2.8) be fulfilled. Then, for arbitrarily fixedand, problem (1.1), (2.19) has at least one Kneser solution in the intervaland every such solution admits the estimates
whereandare functions given by equalities (2.7) and (2.14).
Proof
According to the Peano theorem, the continuity of the function guarantees the local solvability of problem (1.1), (2.19). Let be any maximally extended solution of that problem defined on some interval . Then on this interval the inequalities
hold. Moreover, either , or and
By virtue of conditions (1.8) and (2.32), we have
Hence, in view of (2.19), we find
where
and, as it follows from (2.8),
If we assume that , then from estimate (2.34) we find
But this contradicts equality (2.33). The contradiction obtained proves that .
Due to (2.34) and (2.35), the function has a finite right-hand limit at the point 0. If we put
then it becomes obvious that is a Kneser solution of problem (1.1), (2.19) in the interval .
According to condition (1.8), the function is a Kneser solution of the differential inequality (2.2) as well, where . By Lemma 2.3, this solution admits estimates (2.6), (2.9), (2.10). On the other hand, when , from (2.11) and (2.14) it follows that
Therefore estimates (2.30) and (2.31) are valid. □
2.4 Lemma on the existence of a remote from zero Kneser solution of Eq. (1.1)
Lemma 2.6
Letbe a positive number, and let, , andbe sequences of positive numbers such that
and for any natural, the differential equation (1.1) has a Kneser solutionin the intervalsatisfying the conditions
Let, moreover, condition (1.16) be satisfied. Then the sequencecontains a uniformly converging on every finite interval ofsubsequence, whose limit is a Kneser solution of problem (1.1), (1.14).
Proof
According to Lemma 2.5 and condition (1.16), for any natural the inequality
holds in the interval , and the inequality
holds in the interval . Hence, by virtue of conditions (1.8), (1.16), and (2.37), we have
where
On the other hand, in view of (1.9) and (2.36), it is clear that
where
Let and be arbitrary numbers, and let and be such large numbers that
Then in view of inequalities (2.39)-(2.41), the sequence is uniformly bounded on , and the sequences and are uniformly bounded on . Hence by the Arzelà-Ascoli lemma and conditions (2.40), (2.42) it follows the existence of a subsequence of the sequence such that is uniformly converging on every finite interval contained in , and is uniformly converging on every finite closed interval contained in . On the other hand, by virtue of conditions (2.39), (2.40), and (2.43), from the equalities
it follows that the sequence is also uniformly converging on every finite closed interval contained in .
Suppose
According to the above said, the function is continuous on , twice continuously differentiable on , and
Thus from (2.36), (2.39), (2.40), and (2.45) it follows that is a Kneser solution of problem (1.1), (1.14). □
3 Proof of the main results
Proof of Theorem 1.1
Let be a Kneser solution of Eq. (1.1). Then, by condition (1.8), this function is a Kneser solution of the differential inequality (2.1) as well, where . Due to Lemma 2.1, the function satisfies condition (1.11), and admits estimate (1.12). □
Proof of Corollary 1.1
Assume the contrary that problem (1.1), (1.2) has a Kneser solution . Then, by Theorem 1.1, the function admits estimate (1.12), where is a number, given by equality (1.14). Thus (1.2) yields
But this inequality contradicts inequality (1.15). The contradiction obtained proves the validity of the corollary. □
Proof of Theorem 1.2
Let (), and let and be sequences of positive numbers satisfying conditions (2.36) and (2.37). By Lemma 2.5 and condition (1.16), for any natural the differential equation (1.1) has a Kneser solution in the interval satisfying conditions (2.38). Hence, by virtue of Lemma 2.6, it follows the existence of a Kneser solution of problem (1.1), (1.14). □
Proof of Theorem 1.3
Conditions (1.11) and (1.17) imply condition (1.16), which by Theorem 1.2 guarantees the existence of a Kneser solution of problem (1.1), (1.14) for any . Consequently, for any natural , the differential equation (1.1) has a Kneser solution such that
On the other hand, by virtue of Theorem 1.1, each satisfies the estimate
This estimate, due to conditions (1.8), (1.9), (1.17), yields
where , while and are functions given by equalities (1.18) and (2.44).
By virtue of the Arzelà-Ascoli lemma and the equality
from estimates (3.1)-(3.3) it follows the existence of a subsequence of the sequence such that is uniformly converging on every finite closed interval contained in , and and are uniformly converging on every finite closed interval contained in .
If we assume
then in view of conditions (3.1), (3.2), (3.4) we find
Therefore is a vanishing at infinity Kneser solution of Eq. (1.1). □
Proof of Theorem 1.4
According to conditions (1.19)-(1.21), there exist numbers and such that along with (2.15) the inequality
holds.
Let and be the functions given by equalities (2.7) and (2.14). Then, by virtue of (1.16), we have
uniformly on . Thus from inequality (3.5) it follows the existence of a number such that
Let be a sequence of positive numbers such that
Then due to condition (3.6), there exists a sequence of positive numbers satisfying (2.37) and the inequalities
By Lemma 2.4 and conditions (2.15), (3.7), for any natural , problem (1.1), (1.2) has a Kneser solution in the interval such that
where .
Without loss of generality, we can assume that the sequence is converging. Put
By Lemma 2.6, the sequence contains a uniformly converging on every finite interval from subsequence such that the function, defined by the equality
is a Kneser solution of problem (1.1), (1.14). On the other hand, if in the equality we pass to the limit as , then it becomes clear that satisfies condition (1.2) as well. Thus is a Kneser solution of problem (1.1), (1.2). □
To convince ourselves that Corollary 1.3 is valid, it suffices to note that if conditions (1.22)-(1.24) are fulfilled, then each of conditions (1.11), (1.16), (1.17) is satisfied iff and .
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Acknowledgements
For the first author this work is supported by the Shota Rustaveli National Science Foundation (Project # FR/317/5-101/12), and for the second author this work is supported by the Internal Grant Agency at Brno University of Technology (Project # FP-S-13-2148).
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Partsvania, N., Půža, B. The nonlinear Kneser problem for singular in phase variables second-order differential equations. Bound Value Probl 2014, 147 (2014). https://doi.org/10.1186/s13661-014-0147-x
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DOI: https://doi.org/10.1186/s13661-014-0147-x