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DOI: 10.1007/s10474-010-9268-6
First published online May 29, 2010
Abstract. In this paper the existence of positive solutions are obtained for a
class of second order differential equations. The proof is based on the fixed point
index theory in cones.
1. Introduction
0236–5294/$ 20.00
c 2010 Akadémiai Kiadó, Budapest
SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 167
authors obtained existence results for singular and multiple positive periodic
solutions.
Inspired and motivated by the work mentioned above, in this paper we
shall investigate the existence of positive periodic solutions for a class of
nonlinear second order ordinary differential equations
where b(t) and g(t) are continuous ω-periodic positive functions, and f ∈
C R × [0, ∞), [0, ∞) . Here, by an ω-periodic positive solution, we mean
a function x∗ (t) which satisfies (1.1) and x∗ (t + ω) = x∗ (t), x∗ (t) > 0 for
t ∈ (0, ω). It is well known [13] that the differential equation (1.1) has an ω-
periodic solution if and only if the following periodic boundary value problem
(PBVP) has a positive solution:
( 00
−x (t) + b(t)x(t) = g(t)f t, x(t) , 0 5 t 5 ω,
(1.2)
x(0) = x(ω), x0 (0) = x0 (ω).
We shall thus discuss the existence of positive solutions for the PBVP (1.2).
In the literature very few papers consider periodic boundary value prob-
lems by using fixed point index theory. In order to fill this gap, we establish
a new comparison theorem which is used to prove the existence of positive
solutions for the PBVP (1.2), and subsequently we obtain some new suffi-
cient conditions to guarantee the existence of at least one positive periodic
solution for the problem (1.1).
2. Preliminary lemmas
In order to study PBVP (1.2), we first consider the following second order
linear periodic boundary value problem:
(
−x00 (t) + L2 x(t) = y(t), 0 5 t 5 ω,
(2.1)
x(0) = x(ω), x0 (0) = x0 (ω).
Lemma 2.1. Let 0 < L < ωπ . Then for any y ∈ C[0, ω], the linear periodic
boundary value problem (2.1) has the unique solution x , Ay, where
A : C[0, ω] → C[0, ω] is a linear completely continuous operator,
Ay = 0 for y = 0 (A is positive), and kAk = 1 .
L2
Proof. Let
ω
cosh L(t − 2 )
(2.2) v(t) = Lω
, 0 5 t 5 ω.
2L sinh 2
Lemma 2.2. Let b(t) satisfy (A1 ). Then for any y ∈ C[0, ω], the lin-
ear periodic boundary value problem (2.8) has the unique solution x , By,
where B : C[0, ω] → C[0, ω] is a linear completely continuous operator, and
B satisfies the inequality
L2
(2.9) 0 5 Ay 5 By 5 kAyk, ∀ y = 0.
l2
Proof. Define the operator P : C[0, ω] → C[0, ω] by
(2.10) x = Ay + AP x or (I − AP )x = Ay.
Since
L2 − l2
kAP k 5 kAk · kP k 5 < 1,
L2
it follows that I − AP has a bounded inverse (I − AP )−1 . Hence, the oper-
ator equation (2.10) has the unique solution
x = (I − AP )−1 Ay , By,
where B = (I − AP )−1 A.
Since A is a linear completely continuous operator, thus B : C[0, ω] →
C[0, ω] is also a linear completely continuous operator. Further, by Neumann
extending formula we have
(2.11)
B = I + AP + · · · + (AP )n + · · · A = A + AP A + · · · + (AP )n A + · · · .
n=0
∞ ∞ 2 n
L2 − l L2
X n X
5 kAk · kP k kAyk 5 kAyk = kAyk.
L2 l2
n=0 n=0
cos Lω
2 1
(2.15) 05 Lω
5 G(t, s) 5 , t, s ∈ [0, ω].
2L sin 2 2L sin Lω
2
(2.16)
ω cos Lω ω
Z Z
2
(Sx)(t) = G(t, s)g(s)f s, x(s) ds = Lω
g(s)f s, x(s) ds.
0 2L sin 2 0
(2.17) Z ω Z ω
1
kSxk = max G(t, s)g(s)f s, x(s) ds 5 g(s)f s, x(s) ds.
05t5ω 0 2L sin Lω
2 0
Lω
(Sx)(t) = cos kSxk.
2
Hence, Sx ∈ K. Consequently, S(K) j K. The operator S is completely
continuous by an application of the Arzéla–Ascoli theorem (see [8, 9, 10]).
Remark 2.3. Since the operator T is a special case of S, it follows from
Lemma 2.3 that T : K → K is also a completely continuous operator.
Lemma 2.4 [7, 15]. Suppose that J : K → K is a linear completely con-
tinuous operator and J(K) ⊂ K. If there exist φ ∈ C[0, ω]\K and a constant
q > 0 such that qJφ = φ, then the spectral radius r(J) 6= 0 and J has a posi-
−1
tive eigenfunction ϕ corresponding to its first eigenvalue λ1 = r(J) , i.e.,
ϕ = λ1 Jϕ.
Applying Lemma 2.4, we obtain the following result.
Lemma 2.5. Let (A1 ) and (A2 ) hold and 0 < L < ωπ . Then, for the op-
erator T defined by (2.13), the spectral radius r(T ) 6= 0 and T has a positive
−1
eigenfunction corresponding to its first eigenvalue λ1 = r(T ) .
Proof. It is easy to see that there exists t1 ∈ (0, ω) such that
G(t1 , t1 )g(t1 ) > 0.
Thus, there exists [α, β] ⊂ [0, ω] such that G(t, s)g(s) > 0 for all t, s ∈ [α, β].
Pick φ ∈ C[0, ω] such that
φ(t) = 0 for t ∈ [0, ω], φ(t1 ) > 0, φ(t) = 0 for t 6∈ [α, β].
Clearly, φ 6∈ K since kφk > 0, but for t ∈ [0, ω]\[α, β], φ(t) = 0 cos Lω
2 kφk.
For t ∈ [α, β], we have φ(t) = 0 and
Z ω Z β
(T φ)(t) = G(t, s)g(s)φ(s) ds = G(t, s)g(s)φ(s) ds > 0.
0 α
So there exists a constant q > 0 such that
(2.18) q(T φ)(t) = φ(t), t ∈ [α, β].
Next, for t ∈ [0, ω]\[α, β], we have φ(t) = 0 and (T φ)(t) = 0. Hence, it is
clear that
(2.19) q(T φ)(t) = φ(t), t ∈ [0, ω]\[α, β].
Combining (2.18) and (2.19), we get
q(T φ)(t) = φ(t), t ∈ [0, ω].
The proof is completed by applying Lemma 2.4.
The next two lemmas [6, 7] are instrumental in establishing the existence
of positive solutions of the PBVP (1.2).
Lemma 2.6. Let E be a Banach space, K be a cone in E, and Ω(K) be
a bounded open set in K with 0 ∈ Ω(K). Suppose that S : Ω(K) → K is a
completely continuous operator. If there exists x0 ∈ K\{0} such that
x − Sx 6= µx0 , ∀ x ∈ ∂Ω(K), µ = 0,
then the fixed point index i S, Ω(K), K = 0.
Lemma 2.7. Let E be a Banach space, K be a cone in E, and Ω(K) be
a bounded open set in K with 0 ∈ Ω(K). Suppose that S : Ω(K) → K is a
completely continuous operator. If there exists x0 ∈ K\{0} such that
Sx 6= µx0 ,
∀ x ∈ ∂Ω(K), µ = 1,
then the fixed point index i S, Ω(K), K = 1.
f (t, x) f (t, x)
fν+ = lim sup max , fν− = lim inf min .
x→ν t∈[0,ω] x x→ν t∈[0,ω] x
Theorem 3.1. Suppose that the conditions (A1 ) and (A2 ) are satisfied,
0 < L < ωπ , and
(3.6) x1 = Sx1 + ε0 x∗ = ε0 x∗ .
5 (T1 x)(t) + M.
Thus, (I − T1 )x (t) 5 M , t ∈ [0, ω]. Since λ1 is the first eigenvalue of T and
−1
0 < σ < 1, the first eigenvalue of T1 = r(T1 ) > 1. Therefore, the inverse
−1
operator (I − T1 ) exists and
It follows from (3.12) and the fact T1 (K) j K that (I − T1 )−1 (K) j K. So
we have x(t) 5 (I − T1 )−1 (M ) for t ∈ [0, ω] and hence W is bounded.
Choose r3 > max r2 , supx∈W kxk . Then from the homotopy invariance
property of fixed point index we have
(3.13) i(S, Kr3 ∩ K, K) = 1.
Combining (3.7) with (3.13) yields
i S, (Kr3 ∩ K)\(Kr1 ∩ K), K = i(S, Kr3 ∩ K, K) − i(S, Kr1 ∩ K, K) = 1.
Then S has at least one fixed point in (Kr3 ∩ K)\(Kr1 ∩ K). Noting Re-
marks 2.1 and 2.2, and also that the PBVPs (2.14) and (1.2) are respectively
PBVPs (2.1) and (2.8) with y(t) = g(t)f t, x(t) , it follows from Lemma 2.2
that PBVP (1.2) has a solution x0 = By where B is a positive operator (see
(2.9)). Since y(t) = g(t)f t, x(t) = 0, we have x0 = By = 0. Finally, x0 is
extended to an ω-periodic solution of the equation (1.1).
ω
For ε ∈ (0, 2 ) such that g(s) 6≡ 0 for s ∈ (ε, ω − ε), we define
Z ω−ε
(3.14) (Tε x)(t) = G(t, s)g(s)x(s) ds, t ∈ [0, ω].
ε
(3.15)
Z ω−εn
xεn (t) = λεn (Tεn xεn )(t) = λεn G(t, s)g(s)xεn (s) ds, t ∈ [0, ω].
εn
Z ω
(3.16) (Tεn xεn )(t1 ) − (Tεn xεn )(t2 ) 5 G(t1 , s) − G(t2 , s) g(s) ds.
0
It follows from (3.16) that {Tεn xεn } ⊂ C[0, ω] is equicontinuous since G(t, s)
is uniformly continuous on [0, ω] × [0, ω]. By a standard argument using the
Arzéla–Ascoli theorem and λεn → λ e1 , we get xε → x0 as n → ∞. Thus,
n
kx0 k = 1 and by (3.15), we have
Z ω
x0 (t) = λ
e1 G(t, s)g(s)x0 (s) ds,
0
i.e., x0 = λ
e1 T x0 . We have shown that λ
e1 is an eigenvalue of T .
Theorem 3.2. Suppose that the conditions (A1 ) and (A2 ) are satisfied,
0 < L < ωπ , and
T2 x = λ1 T x, x ∈ C[0, ω].
We have
Taking the supremum over [0, ω] gives µn0 5 kT2n k. Then, by Gelfand’s for-
mula we get
q
r(T2 ) = lim n kT2n k = µ0 > 1,
n→∞
Next, from (3.18) and Lemma 3.1 it is easy to see that there exist a
sufficiently small ε > 0 and r2 > r1 such that
(3.24) f (t, x) = λε x, x = r2 .
λε Tε x2 = λε Tε (ρ∗ xε ) = ρ∗ λε Tε xε = ρ∗ xε .
which contradicts the definition of ρ∗ . Hence (3.26) is true and we have from
Lemma 2.6 that
Thus, S has at least one fixed point in (Kr2 ∩ K)\(Kr1 ∩ K). Noting Re-
marks 2.1 and 2.2, and also that the PBVPs (2.14) and (1.2) are respectively
PBVPs (2.1) and (2.8) with y(t) = g(t)f t, x(t) , it follows from Lemma 2.2
that PBVP (1.2) has a solution x0 = By where B is a positive operator (see
(2.9)). Since y(t) = g(t)f t, x(t) = 0, we have x0 = By = 0. Finally, x0 is
extended to an ω-periodic solution of the equation (1.1).
Corollary 3.1. Suppose that (A1 ) and (A2 ) are satisfied and 0 < L
< ωπ . If one of the following conditions holds:
(i) f0+ = 0, f∞
− = ∞ (superlinear);
then the equation (1.1) has at least one positive ω-periodic solution.
Proof. It follows from Theorems 3.1 and 3.2 directly.
We shall now present some examples to illustrate the results obtained.
Example 3.1. Consider the differential equation
1 1
(3.28) −x00 (t) + (5 + 2 cos t)x(t) = (8 − 7 cos2 t) n
30 1 + x(t)
f (t, x) 1
f0− = lim inf min = lim inf = ∞,
x→0 t∈[0,2π] x x→0 (1 + xn )x
and
+ f (t, x) 1
f∞ = lim sup max = lim sup n
= 0.
x→∞ t∈[0,2π] x x→∞ (1 + x )x
It follows from Corollary 3.1 that the equation (3.28) has at least one positive
2π-periodic solution.
Example 3.2. Consider the differential equation
1 3x(t)
(3.29) −x00 (t) + (3 + cos t)x(t) = n
20 1 + x(t)
1
where n is a positive number. Here we have b(t) = 20 (3 + cos t), g(t) = 1
3x
and f (t, x) = 1+xn . Obviously, conditions (A1 ) and (A2 ) hold with ω = 2π.
Further,
r
r 1 π
L= max b(t) = ∈ 0, .
05t5ω 5 ω
or equivalently
(
−x001 (t) + L2 − λ1 g(t) x1 (t) = 0, 0 5 t 5 ω,
(3.30)
x1 (0) = x1 (ω), x01 (0) = x01 (ω).
It is easy to check that µ < 0 is not an eigenvalue since the only solution is
trivial. If µ > 0, from (3.31) we get
√ √
y(t) = c1 cos µt + c2 sin µt
where c1 and c2 are constants. The boundary conditions then lead to the
equations
√ √ √ √
c1 1 − cos 2π µ = c2 sin 2π µ and c2 1 − cos 2π µ = −c1 sin 2π µ.
1 6
−µ = L2 − λ1 g(t) = L2 − λ1 or λ1 = L2 + µ = +1= .
5 5
Next, we find
f (t, x) 3x
lim inf min = lim inf = 3 > λ1 ,
x→0 t∈[0,2π] x x→0 (1 + xn )x
and
f (t, x) 3x
lim sup max = lim sup n
= 0 < λ1 .
x→∞ t∈[0,2π] x x→∞ (1 + x )x
It follows from Theorem 3.1 that the equation (3.29) has at least one positive
2π-periodic solution.
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