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A Note On The Existence Of Positive Solutions Of Singular İnitial-Value Problem For Second Order Differential Equations

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2015, No. 84, 1–10; doi: 10.14232/ejqtde.2015.1.84 http://www.math.u-szeged.hu/ejqtde/

A note on the existence of positive solutions of

singular initial-value problem for second order

differential equations

Afgan Aslanov

B

Mathematics and Computing Department, Beykent University, Ayaza ˘ga, ¸Si¸sli, Istanbul, Turkey

Received 16 September 2015, appeared 27 November 2015 Communicated by Ivan Kiguradze

Abstract. We are interested in the existence of positive solutions to initial-value prob-lems for second-order nonlinear singular differential equations. Existence of solutions is proven under conditions which are directly applicable and considerably weaker than previously known conditions.

Keywords: second order equations, existence, Emden–Fowler equation.

2010 Mathematics Subject Classification: 34A12.

1

Introduction

In recent years, the studies of singular initial value problems for second order differential equation have attracted the attention of many mathematicians and physicists (see for example, [1–22])

Agarwal and O’Regan [1] established the existence theorems for the positive solution of the problems (py0)0+pqg(y) =0, t∈ [0, T) y(0) =a>0, lim t→0+p(t)y 0(t) =0 (1.1) and (py0)0+pqg(y) =0, t∈ [0, T) y(0) =a>0, y0(0) =0, (1.2) where 0< T≤∞, p≥0, q≥0 and g :[0,∞) → [0,∞). B Email: afganaslanov@beykent.edu.tr

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Theorem 1.1([1]). Suppose the following conditions are satisfied

p∈ C[0, T) ∩C1(0, T) with p>0 on(0, T) (1.3) q∈ L1p[0, t∗] for any t∗∈ (0, T)with q>0 on(0, T), (1.4) where L1r[0, a]is the space of functions u(t)withRa

0 |u(t)|r(t)dt<∞, Z t∗ 0 1 p(s) Z s 0 p (x)q(x)dxds<∞ for any t∗ ∈ (0, T) (1.5) and

g :[0,∞) → [0,∞)is continuous, nondecreasing on[0,∞)and g(u) >0 for u>0. (1.6) Let H(z) = Z a z dx g(x) for 0<z≤ a and assume Z t∗ 0 1 p(s) Z s 0 p (x)q(x)τ(x)dxds<a for any t∗ ∈ (0, T), (1.7) here τ(x) = g  H−1 Z x 0 1 p(w) Z w 0 p (z)q(z)dzdw  . Then (1.1) has a solution y ∈ C[0, T)with py0 ∈ C[0, T), (py0)0 ∈ L1

pq(0, T)and 0 < y(t) ≤ a for t∈ [0, T). In addition if either p(0) 6=0 (1.8) or p(0) =0 and lim t→0+ p(t)q(t) p0(t) =0 (1.9)

holds, then y is a solution of (1.2).

The condition (1.7) makes this theorem difficult for application. We try to establish a more general and applicable condition instead of (1.6) and (1.7).

2

Main results

Theorem 2.1. Suppose(1.3)–(1.5) hold. In addition we assume

Z t∗ 0 1 p(s) Z s 0 p(x)q(x)g(a)dxds< a (2.1)

for any t∗ ∈ (0, T0). Then

a) (1.1) has a solution y ∈ C[0, T0)with py0 ∈ C[0, T0), (py0)0 ∈ L1pq(0, T0)and 0 < y(t) ≤ a for t∈ [0, T0). b) If RT1 T0 1 p(s) Rs

0 p(x)q(x)g(T0)ds < y(T0), and conditions (1.3)–(1.6) satisfied then the solution can be extended to the interval[0, T1).

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By monotonicity of g(x), it follows from (1.7) that Z t∗ 0 1 p(s) Z s 0 p (x)q(x)τ(x)dxds≤ Z t∗ 0 1 p(s) Z s 0 p (x)q(x)g(a)dxds,

and therefore the condition (2.1) is stronger than condition (1.7) in the Theorem 1.1. But the statement b) of the Theorem 2.1 allows to extend the condition to the new intervals [T0, T1),

[T1, T2), . . . and therefore this theorem can be considered as a generalization of the Theo-rem1.1.

For the existence of the inverse of the function H(z), the Theorem1.1 proposes the condi-tion q > 0 on (0, T)and g(u) > 0 for u > 0. Since we shall not deal with the function H(z), we shall prove more general theorem.

Theorem 2.2. Suppose the following conditions are satisfied

p∈ C[0, T0) ∩C1(0, T0) with p>0 on(0, T0) (2.2) q∈ L1p[0, t∗] for any t∗ ∈ (0, T0) with q≥0 on(0, T0), (2.3) where L1r[0, a]is the space of functions u(t)withRa

0 |u(t)|r(t)dt< ∞, Z t∗ 0 1 p(s) Z s 0 p (x)q(x)dxds<∞ for any t∗ ∈ (0, T0), (2.4) g :[0,∞) → [0,∞)is nondecreasing on[0,∞)with g(u) ≥0 for u>0 (2.5) and Z t∗ 0 1 p(s) Z s 0 p (x)q(x)g(a)dx<a for any t∗ ∈ (0, T0). Then

a) (1.1) has a solution y ∈ C[0, T0)with py0 ∈ C[0, T0),(py0)0 ∈ L1pq(0, T0)and 0 < y(t) ≤ a for t ∈ [0, T0).

b) If RT0T1 p(1s)R0sp(x)q(x)g(T0)ds < y(T0), and conditions (2.2)–(2.5) satisfied then solution can be extended to the interval[0, T1).

In addition if either (1.8) and (1.9) holds, then y is a solution of (1.2).

Proof of Theorem2.2. Let us take y0(t) ≡ a, and define y1(t), y2(t), . . . from the recurrence relations yn(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(yn−1(x))dxds, n=1, 2, . . . (2.6) For the sequence{yn(t)}we obtain

y1(t) ≤y0(t) =a (2.7) y2(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y1(x))dxds≥a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y0(x))dxds=y1(t), y3(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y2(x))dxds≤a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y1(x))dxds=y2(t), y3(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y2(x))dxds≥a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(a)dxds= y1(t),

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y4(t) = a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y3(x))dxds≥ a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y2(x))dxds=y3(t), y4(t) = a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y3(x))dxds≤ a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y1(x))dxds=y2(t), .. .

That is, {y2n(t)} and {y2n+1(t)} are monotonically nonincreasing and nondecresing se-quences, consecutively. Let us show that these sequences are equicontinuous. Indeed we have |yn(t) −yn(r)| = Z t r 1 p(s) Z s 0 p (x)q(x)g(yn−1(x))dxds≤ M Z t r 1 p(s) Z s 0 p (x)q(x)dxds, where M=max{g(u): 0≤ u≤a}

and it follows from (2.4) that the right-hand side can be taken < ε for |t−r| < δ, regardless

of the choice of t and r: the function ϕ(t) = Rt

0 1 p(s)

Rs

0 p(x)q(x)dxds is (uniformly) continuous on [0, t∗]for any t∗ < T0. That is, the bounded and equicontinuous sequences {y2n(t)}and

{y2n+1(t)}both have a limit. Denote by lim

n→∞y2n(t) ≡u(t),

lim

n→∞y2n+1(t) ≡v(t).

Clearly we have u(t) ≥v(t). Now Lebesgue’s dominated theorem guarantees that u(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(v(x))dxds and v(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(u(x))dxds. (2.8)

If u(t) = v(t) we have that the function u(t) is the solution of the problem (1.1), indeed it follows from u(t) =a− Z t 0 1 p(s) Z s 0 p(x)q(x)g(u(x))dxds that u0(t) = − 1 p(t) Z t 0 p (x)q(x)g(u(x))dx, pu0 = − Z t 0 p (x)q(x)g(u(x))dx, pu00 = −pqg(u).

So we suppose u(t) 6= v(t)and consider the operator N : C[0, T0) →C[0, T0)defined by Ny(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y(x))dxds. (2.9) Next let K ={y∈C[0, T0): v(t) ≤y(t) ≤u(t)for t∈ [0, T0)}.

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Clearly K is closed, convex, bounded subset of C[0, T0) and N : K → K. Let us show that N : K → K is continuous and compact. Continuity follows from Lebesgue’s dominated con-vergence theorem: if yn(t) → y(t), then Nyn(t) → Ny(t). To show that N is completely continuous let y(t) ∈K, t∗< T0, then

|Ny(t) −Ny(r)| ≤M Z t r 1 p(x) Z x 0 p (z)q(z)dzds for t, r∈ [0, t∗], that is N completely continuous on[0, T0).

The Schauder–Tychonoff theorem guarantees that N has a fixed point w ∈ K, i.e. w is a solution of (1.1). Now if w(T0) >0, andRT0T1 p(1s) Rs 0 p(x)q(x)g(T0)ds<w(T0) =b we take y0(t) = ( w, if 0≤t ≤T0 b, if T0≤t <T1 yn(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(yn1(x))dxds, n=1, 2, . . . (2.10)

and in like manner we obtain the solution w of the problem (1.2) on the interval[0, T1). Clearly we obtain for this solution

w(T0) =b= w(T0) =a− Z T0 0 1 p(s) Z s 0 p (x)q(x)g(w(x))dxds and w0(T0+) = lim t→0+ w(T0+t) −w(T0) t = − lim t→0+ RT0+t T0 1 p(s) Rs 0 p(x)q(x)g(w(x))dxds t .

Using L’Hôpital’s rule we obtain w0(T0+) = − lim t→0+ 1 p(T0+t) Z T0+t 0 p (x)q(x)g(w(x))dx = − 1 p(T0) Z T0 0 p(x)q(x)g(w(x))dx=w0(T0−) and therefore w0 ∈ C[0, T1). It is also clear that pw0 is differentiable and

pw00

= −pqg(w)

for all t∈ [0, T1).

If (1.8) or (1.9) holds we easily have w0(0) =0 and therefore w is the solution of (1.2). Now we will prove the stronger result which generalizes the Theorems1.1,2.1and2.2. Consider the problem

(py0)0+p(t)h(t, y) =0, t∈ [0, T) y(0) =a>0, lim t→0+p(t)y 0(t) =0 (2.11)

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or

(py0)0+p(t)h(t, y) =0, t∈ [0, T)

y(0) =a>0, y0(0) =0

(2.12)

and some preliminary problem

(pz0)0+p(t)ϕ(t) =0, t∈ [0, T) z(0) =a >0, lim t→0+p(t)z 0(t) = 0 (2.13) or (pz0)0+p(t)ϕ(t) =0, t∈ [0, T) z(0) =a >0, z0(0) =0. (2.14)

Theorem 2.3. Suppose that p∈C[0, T0) ∩C1(0, T0)with p>0 on(0, T0)and p is integrable, k(t) ≥ ϕ(t) −h(t, y) ≥0, t∈ (0, T0) (2.15) where p(t)k(t)and p(t)ϕ(t)are integrable with

Z t∗ 0 1 p(s) Z s 0 p (t)k(x)dxds< ∞ and Z t∗ 0 1 p(s) Z s 0 p (t)ϕ(x)dxds<∞ for any t∗ ∈ (0, T0), (2.16)

ϕ(t) ∈C(0, T0)and such that the problem (2.13) has nonnegative solution z(t), for each t ∈ (0, T0), h(t,·) is continuous, for each fixed y, h(·, y) is measurable on [0, T0], then the problem (2.11) has nonnegative solution on[0, T0).

Note 2.4. Theorem2.3is the generalization of Theorem2.2in the following sense: since g(y)

in the Theorem2.2 is nonincreasing we have that g(a) ≥ g(y)and therefore for the solution of the problem (1.1) we have

y(t) =a− Z t 0 1 p(s) Z s 0 p (x)q(x)g(y)dxds =a− Z t 0 1 p(s) Z s 0 p (x)q(x) [g(y) −g(a)]dxds− Z t 0 1 p(s) Z s 0 p (x)q(x)g(a)dxds, that is y(t) =z(t) + Z t 0 1 p(s) Z s 0 [g(a) −g(y)]p(x)q(x)dxds,

where z(t)is the solution of the problem (2.13) with ϕ(t) = g(a). Thus Theorem2.2is a special case of Theorem2.3 with ϕ(t) =g(a)and k(t) =g(a) −g(y).

Note 2.5. Theorem2.3shows that the nondecreasing condition of g(y)in the statement of the Theorem2.2 can be omitted and therefore the scope of problems can be seriously extended.

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Proof of Theorem2.3. It follows from the condition (2.16) that the problem (2.13) has nonnega-tive solution: z= a− Z t 0 1 p(s) Z s 0 p (x)ϕ(x))dxds (2.17) on some interval[0, T0).

We will show that the problem (2.11) is equivalent to the (integral) equation:

y(t) =z(t) + Z t 0 1 p(s) Z s 0 p (x) [ϕ(x) −h(x, y)]dxds. (2.18)

Let us calculate the derivatives y0(t)and(py0(t))0 from (2.18) by using the Leibniz rule:

y0(t) =z0(t) + 1 p(t) Z t 0 p (x) [ϕ(x) −h(x, y(x))]dx, p(t)y0(t) = p(t)z0(t) + Z t 0 p (x) [ϕ(x) −h(x, y(x))]dx, py0(t)0 = pz0(t)0 +p(t)ϕ(t) −p(t)h(t, y(t)),

and since (pz0)0+p(t)ϕ(t) = 0 we obtain(py0(t))0+p(t)h(t, y(t)) =0. That is, the equation

(2.18) is equivalent to the problem (2.11). Let us consider the recurrence relations y0(t) =z(t), y1(t) =z(t) + Z t 0 1 p(s) Z s 0 p(x) [ϕ(x) −h(x, y0)]dxds, . . . yn(t) =z(t) + Z t 0 1 p(s) Z s 0 p (x) [ϕ(x) −h(x, yn−1)]dxds, . . . (2.19) We have |yn(t) −z(t)| ≤ Z t 0 1 p(s) Z s 0 p (x) [ϕ(x) −h(x, yn−1)]dxds ≤ Z t 0 1 p(s) Z s 0 p (x)k(x)dxds and |yn(t) −z(t) − (yn(r) −z(r))| (2.20) = Z t r 1 p(s) Z s 0 p (x) [ϕ(x) −h(x, yn−1)]dxds ≤ Z t r 1 p(s) Z s 0 p (x)k(x)dxds.

Thus, the sequence {yn(t) −z(t)} is uniformly bounded and equicontinuous on [0, t∗] for any t∗ < T0 and therefore by Ascoli–Arzelà lemma, there exists a continuous w(t)such that ynk(t) −z(t) → w(t)uniformly on [0, t∗]. Without loss of generality, say yn(t) −z(t) → w(t) or yn(t) →z(t) +w(t) ≡y(t). Then we obtain y(t) =z(t) + lim n→∞ Z t 0 1 p(s) Z s 0 p (x) [ϕ(x) −h(x, yn)]dxds =z(t) + Z t 0 1 p(s) Z s 0 p (x) [ϕ(x) −h(x, y(x))]dxds (2.21)

using the Lebesgue dominated convergence theorem. Thus y(t) ≥ 0 is the solution of the problem (2.11).

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Example 2.6. The problem (t−1/3y0)0+t−1/3 1 2 t2,5 t3+ (y1)2  =0, t∈ h0, √31 4 i y(0) =1, lim t→0+p(t)y 0(t) =0

has a positive solution y= −t3/2+1. For h(t, y)we have h(t, y) = 1 2 t2,5 t3+ (y1)2 ≤ 1 2√t ≡ ϕ(t), and z(t) = −2t3/2+1≥0 is the solution of the problem

(t−1/3z0)0+t−1/3ϕ(t) =0,

z(0) =1, lim

t→0+p(t)z

0(t) =0.

For the iteration sequence ynin (2.19) we obtain (by using standard Latex tools) y0(t) = −2t3/2+1, y1(t) = −2t3/2+1+ Z t 0 s 1/3Z s 0 x −1/3  1 2x1/2 − 1 2 x2.5 x3+4x3  dxds = −2t3/2+1+ 8 5t 3/2 =1 2 5t 3 2, y2(t) =1− 50 29t 3 2, y3(t) =1−1682 3341t 3 2, y4(t) =1−1. 595 6t32, y5(t) =1−0.564 03t 3 2, . . . , y17(t) =1−0.711 85t 3 2, . . .

Conflict of interests

The author declares that there is no conflict of interests regarding the publication of this paper.

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