PROBLEMS ON TIME SCALESALBERTO CABADA Received 24 January 2006; Revised 31 May 2006; Accepted 1 June 2006 This paper is devoted to proving the existence of the extremal solutions of aφ-L
Trang 1PROBLEMS ON TIME SCALES
ALBERTO CABADA
Received 24 January 2006; Revised 31 May 2006; Accepted 1 June 2006
This paper is devoted to proving the existence of the extremal solutions of aφ-Laplacian
dynamic equation coupled with nonlinear boundary functional conditions that include
as a particular case the Dirichlet and multipoint ones We assume the existence of a pair
of well-ordered lower and upper solutions
Copyright © 2006 Alberto Cabada This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited
1 Introduction
The method of lower and upper solutions is a very well-known tool used in the theory of ordinary and partial differential equations It was introduced by Picard [14] and allows us
to ensure the existence of at least one solution of the considered problem lying between
a lower solutionα and an upper solution β, such that α ≤ β Combining these kinds of
techniques with the monotone iterative ones (see [13] and references therein), one can deduce the existence of extremal solutions lying between the lower and the upper ones
In recent years these techniques have been applied to difference equations [7,9,15]
So, existence results of suitable boundary value problems are obtained and the differences and the similarities between the discrete and the continuous problems are pointed out For instance, in second-order ordinary differential equations, the existence of α≤ β, a pair
of well-ordered lower and upper solutions of the periodic problem, ensures the existence
of at least one solution remaining in [α,β] This result is true for the periodic discrete centered problem
Δ2u k = ft,u k+1
, k ∈ {0, 1, ,N−1}, u(0) = u(N), Δu(0) = Δu(N),
(1.1)
but it is false for the noncentered ones [4]
It is important to consider both situations under the same formulation, that is, to study equations on time scales One can see in [2] that, provided that f is a continuous
Hindawi Publishing Corporation
Advances in Di fference Equations
Volume 2006, Article ID 21819, Pages 1 11
DOI 10.1155/ADE/2006/21819
Trang 2function, the second-order Dirichlet problem
uΔΔ(t)= ft,u σ(t), t ∈[a,b], u(a) = A, uσ2(b)= B, (1.2) has at least one solution lying between a pair of well-ordered lower and upper solutions This study has been continued in [5] fornth-order periodic boundary value problems, in
[11] for antiperiodic dynamic equations, and in [1] for second-order dynamic equations with dependence of the nonlinear term on the first derivative
This paper is devoted to the study of theφ-Laplacian problem, which arises in the
theory of radial solutions for thep-Laplacian equation (φ(x) = | x | p −2x) on an annular
domain (see [12] and references therein) and has been studied recently for differential equations (see, e.g., [6,10]) and also for difference equations [4,8] It can be treated in the framework of second-order equations with discontinuities on the spacial variables [10]
First we study the existence results for the following boundary value problem:
−φuΔ(t)Δ= ft,u σ(t), t ∈ T κ2
B1
We assume that the following conditions are fulfilled:
(H1) f : I × R → Ris a continuous function;
(H2)φ : R → Ris continuous, strictly increasing,φ(0) =0, andφ(R)= R;
(H3)B1:R × C(T)→ Ris a continuous function, nondecreasing in the second vari-able;B2:C(T)× R → Ris a continuous function, nonincreasing in the first vari-able
Remark 1.1 Note that the assumption φ(0) =0 is not a restriction By redefining ¯φ(x) = φ(x) − φ(0), the same problem is considered.
It is clear that, by definingB1(x,η)= x − c0 andB2(ξ, y)= y − c1, these functional conditions include as a particular case the Dirichlet conditions
The multipoint boundary value conditions are given by
B1(x,η)= − x +n
i =1
a i ηt i , B2(ξ, y)= y −
m
j =1
b j ξs j
withn,m ∈ N,a i,bj ≥0 for alli =1, ,n and j =1, ,m, a < t1< ··· < t n ≤ σ2(b), and
a ≤ s1< ··· < s m < σ2(b)
Now, choosing twoΔ-measurable sets J0,J1⊂ Tandl,r ∈ Nodd, it is possible to con-sider nonlinear boundary conditions as
u(a) =
J u l(t)Δt, uσ2(b)=
Trang 3
u(a) =max
t ∈ J0
u(t), uσ2(b)=min
t ∈ J1
InSection 2we prove the existence of at least one solution of problem (1.3)–(1.5) lying between a lower solutionα and an upper solution β, such that α ≤ β.Section 3is devoted
to warrant the existence of extremal solutions of problem (1.3)-(1.4) coupled in this case with the nonfunctional boundary condition
B2 u(a),uσ2(b)=0 (1.10) The exposed results improve the ones given in [2] whenφ is the identity and the Dirichlet
conditions are considered In this case the regularity of the lower and the upper solutions
is weakened, here corners in the graphs are allowed Moreover they cover the existence results given in [4] for difference equations
Before defining the concept of lower and upper solutions, we introduce the following notations:
ut+
=
⎧
⎨
⎩
lim
s → t+u(s) if t is right-dense, u(t) ift is right-scattered,
ut −
=
⎧
⎨
⎩
lim
s → t − u(s) if t is left-dense,
uρ(t) ift is left-scattered.
(1.11)
Definition 1.2 Let n ≥0 be given and leta = t0< t1< t2< ··· < t n < t n+1 = σ(b) be fixed.
α ∈ C(T) is said to be a lower solution of problem (1.3)-(1.4) if the following properties hold
(1)αΔis bounded onTκ \{ t1, ,tn }
(2) For all i ∈ {1, ,n }, there are αΔ(t−
i ),αΔ(t+
i)∈ R satisfying the following in-equality:
αΔ
t −
i
< αΔ
t+
i
(3) For alli =0, 1, ,n, φ(αΔ)∈ C1(ti,ti+1) and it satisfies
−φαΔ(t)Δ≤ ft,α σ(t), t ∈t i,t i+1
,
B1 α(a),α≥0≥ B2 α,ασ2(b). (1.13)
β ∈ C(T) is an upper solution of problem (1.3)–(1.5) if the reversed inequalities hold for suitable pointsa = s0< s1< s2< ··· < s n < s n+1 = σ(b).
We look for solutionsu of problem (1.3)–(1.5) belonging to the set
u ∈ C(T) :u ∈ C1
Tκ:φuΔ
∈ C1
We define [α,β]= { v ∈ C(T) :α(t) ≤ v(t) ≤ β(t) for all t ∈ T}
Trang 42 Existence of solutions
In this section, provided that hypotheses (H1)–(H3) are satisfied, we prove the existence
of at least one solution in the sector [α,β] of the problem (1.3)–(1.5) First we construct
a truncated problem as follows
Definep(t,x) =max{ α(t),min { x,β(t) }}for allt ∈ Tandx ∈ R Thus, we consider the following modified problem:
−φuΔ(t)Δ= ft, pσ(t),u σ(t), t ∈[a,b], (2.1)
u(a) = B ∗
1(u)= pa,u(a) + B1
uσ2(b)= B ∗
2(u)= pσ2(b),uσ2(b)− B2
u,uσ2(b). (2.3) Now, we prove the following three results for problem (2.1)–(2.3)
Lemma 2.1 If u is a solution of ( 2.1 )–( 2.3 ), then u ∈[α,β]
Proof We will only see that α(t) ≤ u(t) for every t ∈ T The caseu(t) ≤ β(t) for all t ∈ T
follows in a similar way
By definition ofB ∗
1 andB ∗
2, using (2.2) and (2.3), we have thatα(a) ≤ u(a) ≤ β(a) and α(σ2(b))≤ u(σ2(b))≤ β(σ2(b))
Now, lets0∈(a,σ2(b)) such that
αs0
− us0
=max
t ∈T
(α− u)(t)> 0, (2.4) (α− u)(t) < (α − u)s0
∀ t ∈s0,σ2(b). (2.5)
As a consequence,
(α− u)Δ
s −
0
≥0≥(α− u)Δ
s+ 0
which tells us that there existsi0∈ {0, ,n }such thats0∈(ti0,ti0 +1)
In the case whens0is a right-dense point ofT, we have thatα − u ≥0 on [s0,s1]⊂
(ti0,t i0 +1) for some suitables1> s0 So, for allt ∈[s0,ρ(s1)], it is satisfied that
−φuΔ(t)Δ= ft,α σ(t)≥ −φαΔ(t)Δ, (2.7) and, integrating on [s,t]⊂(s0,ρ(s1)], we arrive at
φuΔ(t)− φαΔ(t)≤ φuΔ(s)− φαΔ(s). (2.8)
So, passing to the limit ins, from the regularity of α and u on (t i0,ti0 +1), we conclude that
φuΔ(t)− φαΔ(t)≤ φuΔ
s+ 0
− φαΔ
s+ 0
for allt ∈(s0,ρ(s1))
From this expression we arrive at (α− u)Δ≥0 on [s0,ρ(s1)], which contradicts the definition ofs
Trang 5Whens0is right-scattered, we have, from (2.5), that
(α− u)Δ
s0
If moreovers0is left-dense, the continuity of (α− u)Δon (ti0,t i0 +1) implies that there exists an intervalV0⊂(ti0,s0) such that
(α− u)(t) > (α − u)s0
which contradicts the definition ofs0
Finally, whens0is isolated, we know that (α− u)Δ(ρ(s0))≥0> (α − u)Δ(s0) and
−φuΔ ρs0 Δ
= fρs0 ,αs0
≥ −φαΔ ρs0 Δ. (2.12) Thus, we get at the following contradiction:
−φuΔ s0
+φuΔ ρs0
≥ −φαΔ s0
+φαΔ ρs0
> −φuΔ
s0
+
φuΔ
ρs0
Lemma 2.2 If u is a solution of problem ( 2.1 )–( 2.3 ), then B1(u(a),u)=0= B2(u,u(σ2(b)))
Proof Suppose that u(σ2(b))− B2(u,u(σ2(b))) < α(σ2(b)) By definition of B∗
2, we obtain
u(σ2(b))= α(σ2(b))
Thus, using the monotone properties ofB2andLemma 2.1, we conclude
ασ2(b)> ασ2(b)− B2
u,ασ2(b)≥ ασ2(b)− B2
α,ασ2(b)≥ ασ2(b),
(2.14)
reaching a contradiction
An analogous argument proves thatu(σ2(b)) + B2(u,u(σ2(b)))≤ β(σ2(b)) In conse-quence, it is clear that condition (1.5) holds In the same way we prove that (1.4) is
Now we prove the existence of at least one solution of the modified problem
Lemma 2.3 Let α and β be a lower solution and an upper solution, respectively, for problem ( 1.3 )–( 1.5 ) such that α ≤ β inT If hypotheses (H1)–(H3) are satisfied, then problem ( 2.1 )– ( 2.3 ) has at least one solution.
Proof Let T : C(T)→ C(T) be defined for allt ∈ Tas
Tu(t) = B ∗
2(u)−
σ(b)
t φ −1 τ u −
r
a fs, pσ(s),u σ(s)ΔsΔr, (2.15) withτ uthe unique solution of the expression
σ(b)
a φ −1 τ u −
r
a fs, pσ(s),u σ(s)ΔsΔr = B ∗
2(u)− B ∗
1(u) (2.16)
Trang 6It is not difficult to verify that u is a fixed point of T if and only if u is a solution of (2.1)–(2.3)
First, we see that operatorT is well defined.
Letu ∈ C(T) be fixed; we define the functiong u:R → Ras follows:
g u(x)=
σ(b)
a φ −1 x −
r
a fs, pσ(s),u σ(s)ΔsΔr ∀ x ∈ R (2.17) Sinceu is fixed, g uis a continuous and strictly increasing function onR
Note that the continuity of f and the definition of p imply that there exists M > 0
independent ofu ∈ C(T) such that
f
t, pσ(t),u σ(t) ≤ M ∀ t ∈ T κ (2.18) Sinceφ −1is increasing, we have, for eachx ∈ R, that
g −(x)≡σ(b) − aφ −1
x −σ(b) − aM≤ g u(x)
≤σ(b) − aφ −1
x +σ(b) − aM≡ g+(x) (2.19) The functionsg ±are continuous, strictly increasing and, sinceφ(R)= R,g ±(R)= R
So, we have thatg u(R)= Rfor allu ∈ C(T), and then for eachu ∈ C(T) there exists a uniqueτ usatisfyingg u(τu)= B ∗
2(u)− B ∗
1(u) which is equivalent to the fact that (2.16) is uniquely solvable for eachu ∈ C(T)
Now callc(u) ± =(g±)−1(B∗
2(u)− B ∗
1(u)) From (2.19) we deduce that
c(u)+≤ τ u ≤ c(u) − ∀ u ∈ C(T) (2.20) And now, sinceB ∗
2(u)− B ∗
1(u) is bounded in C(T) and (g±)−1 are continuous inR, there existsL > 0 such that
Therefore (2.18) and (2.21) show that operatorT is bounded in C(T)
Now, we prove that it is continuous
Supposeu n → u in C(T) Letτ nbe related tou nby (2.16) andτ uassociated tou Now
we prove that limn →∞ τ n = τ u
By construction ofτ nandτ u, we have
B ∗
2
u n
− B ∗
1
u n
− B ∗
2(u) + B∗
1(u)
=
σ(b)
a
φ −1 τ n −
r
a fs, pσ(s),u σ
n(s)Δs− φ −1 τ u −
r
a fs, pσ(s),u σ(s)ΔsΔr
.
(2.22) Thus, from the continuity ofp, B1, andB2, we conclude that
lim
n →∞
σ(b)
a φ −1 τ n −
r
a fs, pσ(s),u σ
n(s)ΔsΔt =
σ(b)
a φ −1 τ u −
r
a fs, pσ(s),u σ(s)ΔsΔt.
(2.23)
Trang 7From the fact that{ τ n }is a bounded sequence inR, we conclude that there exists a subsequence{ τ nk }converging to a real numberγ =lim sup{ τ n } Thus, from the continu-ity ofφ −1,p, and f , we have
lim
k →∞ φ −1 τ nk −
r
a fs, pσ(s),u σ
nk(s)Δs= φ −1 γ −
r
a fs, pσ(s),u σ(s)Δs ∀ r ∈T,
(2.24)
and then
σ(b)
a φ −1 τ u −
r
a fs, pσ(s),u σ(s)ΔsΔr =
σ(b)
a φ −1 γ −
r
a fs, pσ(s),u σ(s)ΔsΔr.
(2.25)
Sinceφ −1is a strictly increasing function, we conclude thatτ u = γ.
Analogously, we verify thatτ u =lim inf{ τ n }
Now, since
τ n −
t
a fs, pσ(s),u σ
n(s)Δs − τ u+
t
a fs, pσ(s),u σ(s)Δs
≤τ n − τ u+σ(b)
a
f
s, pσ(s),u σ(s)− fs, pσ(s),u σ
n(s)Δs ∀ t ∈ T,
(2.26)
the convergence of the sequence
τ n+
t
a fs, pσ(s),u σ
is uniform onT
Now, by using the uniform continuity ofφ −1on compact intervals, we conclude that
Now we are going to prove thatT(C(T)) is a relatively compact set inC(T)
Using (2.18), (2.21), and (H2), we have that there existsQ > 0 such that
φ −1(− Q) ≤(Tu)Δ(t)≤ φ −1(Q) ∀ t ∈ T κ,u ∈ C(T) (2.29)
As a consequence, the setT(C(T)) is uniformly equicontinuous:
Tu(t) − Tu(s) =t
s(Tu)Δ(r)Δr
≤max
φ −1(− Q),φ −1(Q)| t − s |, (2.30) for alls,t ∈ T
Now, sinceT(C(T)) is bounded, the Ascoli-Arzel´a theorem [3, Theorem IV.24] ensures that operatorT is compact Using the Tychonoff-Schauder fixed point theorem, see [2, Theorem 6.49], we know that there is at least one fixed point ofT; hence a solution of
Trang 8Now, we are in a position to enunciate the following existence result The proof is a direct consequence of the three previous lemmas
Theorem 2.4 Let α and β be a lower solution and an upper solution, respectively, for prob-lem ( 1.3 )–( 1.5 ) such that α ≤ β inT Assume that hypotheses (H1)–(H3) are satisfied Then problem ( 1.3 )–( 1.5 ) has at least one solution u ∈[α,β]
3 Existence of extremal solutions
In this section we prove that the problem (1.3), (1.4), (1.10) has extremal solutions on [α,β], that is, the problem has a unique solution on [α,β] or there is a pair of solutions
v ≤ w in [α,β] such that any other solution u in that sector satisfies v ≤ u ≤ w.
Theorem 3.1 Let α and β be a lower solution and an upper solution, respectively, for prob-lem ( 1.3 ), ( 1.4 ), ( 1.10 ) (with obvious notation) such that α ≤ β inT Assume that hypotheses (H1)–(H3) are satisfied Then problem ( 1.3 ), ( 1.4 ), ( 1.10 ) has extremal solutions in [α,β] Proof Denote
S : =v ∈[α,β] : v is solution of (1.3), (1.4), (1.10)
As in the proof ofLemma 2.3, we can verify that the set
is bounded in theC(Tκ)-norm
So S is closed, bounded, and uniformly equicontinuous As a consequence, see [3, Theorem IV.24], we have that it is compact inC(T)
Therefore, defining, fort ∈[a,b],
vmin(t) :=infv(t) : v ∈ S, (3.3)
we have that, for eacht0∈ T, there is a functionv ∗ ∈ S such that
v ∗t0
= vmin t0
(3.4)
andvminis continuous inT
Now we prove thatvminis a solution of (1.3), (1.4), (1.10), showing thatvminis a limit
of some sequence of elements ofS, that is, for every ε > 0, there exists v ∈ S such that
v − vmin C(T)≤ ε.
Fixε > 0 arbitrarily As S is an equicontinuous set and vminis a continuous function, there existsμ > 0 such that for t,s ∈ Twith| t − s | < μ we have
v(t) − v(s)< ε
2, ∀ v ∈ S ∪vmin
Trang 9
Now fix 0< r < μ and define { δ0,δ1, ,δm } ⊂ Tsuch thatδ0= a, δ m = σ2(b), and for
i =1, ,m −1,
δ i =
⎧
⎨
⎩σδ i −1
ifσδ i −1
> δ i −1+r,
max
t ∈ T\δ i −1
:t ≤ δ i −1+r otherwise (3.6)
It is clear that
δ i ≥ δ i −2+r ∀ i =2, ,m,
δ i = σδ i −1
or 0< δ i − δ i −1≤ r < μ ∀ i =1, ,m. (3.7)
Denoteβ0(t)≡ v a(t), where vais a function ofS that satisfies v a(a)= vmin(a), and for
i ∈ {1, ,m }define
β i(t)≡ β i −1(t) ifβ i −1 δ i
Otherwise, considerv i ∈ S such that
v iδ i
= vmin
δ i
(3.9)
and define
s i:=inf
t ∈δ i −1,δi
∩ T:v i(s) < βi −1(s)∀ s ∈t,δ i
∩ T,
s i+1:=sup
t ∈δ i,σ2(b)∩ T:v i(s) < βi −1(s)∀ s ∈δ i,t∩ T, (3.10) and the function
β i(t)=
⎧
⎨
⎩β i −1(t) if t∈a,s i
∪s i+1,σ2(b)∩ T,
v i(t) ift ∈s i,si+1
Since functionβ mis aC1function except, at most, at the set
A β =s im+1
i =1 ∪ρs im+1
i =1 ∪σs im+1
it is clear that, by construction,
βΔ
m
s −
≥ βΔ
m
s+
and coincides with a solution in (σ(si),ρ(si+1)), we have that the regularity hypotheses in
Definition 1.2hold
Now, from the definition ofβ mand (H3), we have
B1
β m(a),βm
= B1
v a(a),βm
≤ B1
v a(a),va
=0,
Bβ m(a),βm
σ2(b)= B β m(a),vm
σ2(b)≥ B v m(a),vm
σ2(b)=0 (3.14)
Trang 10Thus, we have thatβ mis an upper solution of (1.3), (1.4), (1.10) ByTheorem 2.4, there
is a solutionw mof (1.3), (1.4), (1.10) such thatw m ∈[α,βm] So, by the construction of
β m,
vmin
δ i
≤ w m
δ i
≤ β m
δ i
= vmin
δ i
∀ i ∈ {0, ,m } (3.15) Now, lett ∈ T\{ δ0, ,δm } By construction, we know that there is i ∈ {1, ,m}such that t ∈(δi −1,δi) with δ i − δ i −1≤ r (in other case δ i = σ(δ i −1) and so (δi −1,δi)∩ T is empty)
As a consequence, by (3.5),
w m(t)− vmin(t) ≤ w m(t)− wδ i+w m
δ i
− vmin(t)
=w m(t)− w m
δ i+vmin
δ i
− vmin(t)< ε. (3.16) Then
w m − vminC(
Asε is arbitrary, by the compactness of S on C(T), we conclude that
Analogous arguments show us that problem (1.3), (1.4), (1.10) has a maximal solution
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