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Acta Math. Hungar., 129 (1–2) (2010), 166–181.

DOI: 10.1007/s10474-010-9268-6
First published online May 29, 2010

EXISTENCE OF POSITIVE PERIODIC


SOLUTIONS OF PERIODIC BOUNDARY
VALUE PROBLEM FOR SECOND ORDER
ORDINARY DIFFERENTIAL EQUATIONS

R. P. AGARWAL1 , Y. SUN2 and P. J. Y. WONG3

1 Department of Mathematical Sciences, Florida Institute of Technology, Melbourne,


Florida 32901-6975, U.S.A.
e-mail: agarwal@fit.edu
2 Department of Mathematics, Shanghai Normal University, Shanghai 200234,
People’s Republic of China
e-mail: ysun@shnu.edu.cn; ysun881@sina.com.cn
3 School of Electrical and Electronic Engineering, Nanyang Technological University,
50 Nanyang Avenue, Singapore 639798, Singapore
e-mail: ejywong@ntu.edu.sg

(Received December 3, 2009; accepted February 3, 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

The existence of periodic solutions is one of the most important aspects


of functional differential equations, many mathematicians have studied it via
different tools and methods, for example fixed point theory [1, 2, 3, 4, 13],
upper and lower solutions method and the monotone iterative technique [5, 8,
13], and the continuation method of topological degree [10, 11, 12]. Recently,
Wang and Luo [14] discussed the existence of positive periodic solutions for
the second order differential equation
x00 (t) + a(t)x0 (t) + f t, x(t) = 0


where a(t) ∈ C(R, R), f (t, x) ∈ C R × [0, ∞), [0, ∞) , a(t + ω) = a(t) and
f (t + ω, x) = f (t, x). By employing fixed point index theory for cones, the

∗ Corresponding author. He is supported by Leading Academic Discipline Project of Shanghai

Normal University (DZL803), Shanghai Municipal Education Commission (10YZ77).


Key words and phrases: cone, positive periodic solution, fixed point index.
2000 Mathematics Subject Classification: 34C25, 47H10.

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

−x00 (t) + b(t)x(t) = g(t)f t, x(t)



(1.1)

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 this section, we present some lemmas for later use.


Throughout the paper, we shall adopt the following assumptions:
(A1 ) b(t), g(t) : R → (0, ∞) are continuous ω-periodic positive functions;
(A2 ) f (t, x) : R × [0, ∞) → [0, ∞) is continuous and is ω-periodic with
respect to t.
Let the Banach space C[0, ω] be endowed with the ordering x5 y if
x(t) 5 y(t) for all t ∈ [0, ω], and the maximum norm kxk = max x(t) . We

05t5ω
define the following constants:
r r
l= min b(t), L= max b(t).
05t5ω 05t5ω

Clearly, 0 < l 5 L < ∞.

Acta Mathematica Hungarica 129, 2010


168 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

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

Clearly, v(t) ∈ C 2 [0, ω], v(t) > 0 and


(2.3)
−v 00 (t) + L2 v(t) = 0, v(0) = v(ω), v 0 (0) + 1 = v 0 (ω), v 0 (0) = −v 0 (ω).

Define the function G : [0, ω] × [0, ω] → R by


(
v(t − s), 0 5 s 5 t 5 ω,
(2.4) G(t, s) =
v(ω + t − s), 0 5 t 5 s 5 ω.

In view of (2.3), we see that


Z ω Z t
(2.5) x(t) = G(t, s)y(s) ds = v(t − s)y(s) ds
0 0
Z ω
+ v(ω + t − s)y(s) ds, t ∈ [0, ω]
t

is a solution of (2.1). By virtue of the maximum principle theorem we know


that the solution of (2.1) is unique. Writing x = Ay, where A is an operator,
it follows from (2.5) that
Z ω
(2.6) x(t) = (Ay)(t) = G(t, s)y(s) ds, t ∈ [0, ω].
0

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SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 169

So A : C[0, ω] → C[0, ω] is a linear completely continuous operator. From


(2.4) it is clear that G(t, s) = 0. Hence, from (2.6) we see that Ay = 0 for
y = 0, and so A is a positive linear completely continuous operator.
Next, by simple computation we have
Z ω Z ω
1
(2.7) G(t, s) ds = v(s) ds = 2 , t ∈ [0, ω].
0 0 L

For all y ∈ C[0, ω], from (2.6) and (2.7) we get


Z ω
1
(Ay)(t) 5 G(t, s) y(s) ds 5 2 kyk, t ∈ [0, ω].
0 L

Thus, kAyk 5 L12 kyk.


On the other hand, taking y0 (t) ≡ 1, then
Z ω
1
(Ay0 )(t) = G(t, s) ds = 2 , t ∈ [0, ω].
0 L
1 1
So kAy0 k = L2
. Hence, we have shown that kAk = L2
. 
Now we consider the linear periodic boundary value problem
( 00
−x (t) + b(t)x(t) = y(t), 0 5 t 5 ω,
(2.8)
x(0) = x(ω), x0 (0) = x0 (ω).

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

(P x)(t) = L2 − b(t) x(t), x ∈ C[0, ω].




Then, P is a positive linear bounded operator and kP k 5 L2 − l2 .


If x is a solution of the periodic boundary value problem (2.8), then it
satisfies the operator equation

(2.10) x = Ay + AP x or (I − AP )x = Ay.

Acta Mathematica Hungarica 129, 2010


170 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

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 + · · · .


Let y ∈ C[0, ω] and y = 0. Since A and P are positive operators, it follows


from (2.11) that
By = Ay + (AP A)y + · · · + (AP )n Ay + · · · = Ay.
Also,

X 
By 5 kByk 5 (I − AP )−1 · kAyk 5 kAP kn kAyk

n=0
∞ ∞  2 n
L2 − l L2

X n X
5 kAk · kP k kAyk 5 kAyk = kAyk.
L2 l2
n=0 n=0

Thus, (2.9) holds. 


Remark 2.1. From the proof of Lemma 2.2 it is clear that the existence
of a solution for PBVP (2.1) leads to the existence of a solution for PBVP
(2.8).
Let K be a cone in C[0, ω] given by
   

K = x ∈ C[0, ω] : x(t) = cos kxk, t ∈ [0, ω]
2

(note that 0 < < π2 ). With G given in (2.4), define
2
Z ω

(2.12) (Sx)(t) = G(t, s)g(s)f s, x(s) ds, t ∈ [0, ω]
0
and
Z ω
(2.13) (T x)(t) = G(t, s)g(s)x(s) ds, t ∈ [0, ω].
0

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SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 171

Remark 2.2. It is clear that a fixed point of the operator S (defined in


(2.12)) is a solution of the periodic boundary value problem
(
−x00 (t) + L2 x(t) = g(t)f t, x(t) , 0 5 t 5 ω,

(2.14)
x(0) = x(ω), x0 (0) = x0 (ω).
π
Lemma 2.3. Suppose that (A1 ) and (A2 ) are satisfied and 0 < L < ω,
then S : K → K is a completely continuous operator.
Proof. Let x ∈ K. From (2.2) and (2.4), we compute that

cos Lω
2 1
(2.15) 05 Lω
5 G(t, s) 5 , t, s ∈ [0, ω].
2L sin 2 2L sin Lω
2

Thus, we have for t ∈ [0, ω],

(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

On the other hand, using (2.15) again we find

(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

Combining (2.16) with (2.17), we get for t ∈ [0, ω],


(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.

Acta Mathematica Hungarica 129, 2010


172 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

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.

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SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 173

3. Existence of ω-periodic positive solutions

We shall denote the open ball of radius r by



Kr = x ∈ C[0, ω] : kxk < r .

We also define for ν ∈ {0, ∞},

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

(3.1) f0− > λ1 ,


+
(3.2) f∞ < λ1 ,

where λ1 is the first eigenvalue of T (defined in (2.13)). Then, the equation


(1.1) has at least one positive ω-periodic solution.
Proof. By Lemma 2.5, T has a positive eigenfunction x∗ corresponding
to its first eigenvalue λ1 , i.e., x∗ = λ1 T x∗ .
Next, it follows from (3.1) that there exists r1 > 0 such that

(3.3) f (t, x) = λ1 x, 0 5 x 5 r1 , t ∈ [0, ω].

Let x ∈ ∂(Kr1 ∩ K). In view of (3.3), we find


Z ω
(3.4) (Sx)(t) = λ1 G(t, s)g(s)x(s) ds = λ1 (T x)(t), t ∈ [0, ω].
0

Now, we shall show that


(3.5) x − Sx 6= µx∗ , ∀ x ∈ ∂(Kr1 ∩ K), µ = 0.

Suppose otherwise, then there exist x1 ∈ ∂(Kr1 ∩ K) and ε0 = 0 such that


x1 − Sx1 = ε0 x∗ . We may suppose that S has no fixed point on ∂(Kr1 ∩ K)
(otherwise the proof is finished). Hence, ε0 > 0. Further, since S is a positive
operator and x1 = 0, we have

(3.6) x1 = Sx1 + ε0 x∗ = ε0 x∗ .

Define ε∗ = sup {ε : x1 = εx∗ }. It is clear that ε∗ = ε0 > 0 and x1 = ε∗ x∗ .


Then, noting that T is a nondecreasing operator, we get
λ1 T x1 = λ1 T (ε∗ x∗ ) = ε∗ λ1 T x∗ = ε∗ x∗ ,

Acta Mathematica Hungarica 129, 2010


174 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

which, together with (3.4), leads to

x1 = Sx1 + ε0 x∗ = λ1 T x1 + ε0 x∗ = ε∗ x∗ + ε0 x∗ = (ε∗ + ε0 )x∗ .


This contradicts the definition of ε∗ . Hence (3.5) is true and we have from
Lemma 2.6 that
(3.7) i(S, Kr1 ∩ K, K) = 0.
Next, condition (3.2) implies that there exist 0 < σ < 1 and r2 > r1 such
that
(3.8) f (t, x) 5 σλ1 x, x = r2 , t ∈ [0, ω].

Let T1 : C[0, ω] → C[0, ω] be a linear operator defined by


T1 x = σλ1 T x, x ∈ C[0, ω].

It can be easily shown that T1 (K) j K. Let


  Z ω 
(3.9) M= max G(t, s) sup g(s)f s, x(s) ds.
05s,t5ω x∈Kr2 ∩K 0

It is clear that M < ∞. Let


(3.10) W = {x ∈ K : x = µSx, 0 5 µ 5 1}.

We shall prove that W is bounded. For any x ∈ W , let E(x) = s ∈ [0, ω] :

x(s) > r2 . Then, using (3.8) and (3.9), we find for x ∈ W and t ∈ [0, ω],
Z ω

(3.11) x(t) = µ(Sx)(t) 5 G(t, s)g(s)f s, x(s) ds
0
Z Z
 
= G(t, s)g(s)f s, x(s) ds + G(t, s)g(s)f s, x(s) ds
E(x) [0,ω]\E(x)
Z ω Z

5 σλ1 G(t, s)g(s)x(s) ds + G(t, s)g(s)f s, x(s) ds
0 [0,ω]\E(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

(3.12) (I − T1 )−1 = I + T1 + T12 + T13 + · · · + T1n + · · · .

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SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 175

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

It is clear that Tε : C[0, ω] → C[0, ω] is a linear completely continuous op-


erator and Tε (K) j K. Using the same technique as in Lemma 2.5, we can
show that the spectral radius r(Tε ) 6= 0 and Tε has a positive eigenfunction
 −1
corresponding to its first eigenvalue λε = r(Tε ) .
Lemma 3.1. Let (A1 ) and (A2 ) hold and 0 < L < ωπ . Then, there ex-
ists an eigenvalue λe1 of T (defined in (2.13)) such that λε → λ e1 as ε → 0+ ,
where λε is the first eigenvalue of Tε .
Proof. Let the sequence {εn }∞ ω
n=1 ∈ (0, 2 ) be such that ε1 = ε2 = · · ·
= εn = · · · , εn → 0 as n → ∞, and g(s) 6≡ 0 for s ∈ (ε1 , ω − ε1 ).
For m > n and x ∈ C[0, ω], we have
(Tεn x)(t) 5 (Tεm x)(t) 5 (T x)(t), t ∈ [0, ω].
It is easy to show that

(Tεkn x)(t) 5 (Tεkm x)(t) 5 (T k x)(t), t ∈ [0, ω], k = 1, 2, . . . .

Consequently, kTεkn k 5 kTεkm k 5 kT k k, k = 1, 2, . . . . By Gelfand’s formula we


have λεn = λεm = λ1 , where λ1 is the first eigenvalue of T . Let λεn → λ e1
= λ1 as n → ∞.

Acta Mathematica Hungarica 129, 2010


176 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

e1 is an eigenvalue of T . For any n ∈ {1, 2, . . . }, let


We shall prove that λ
xεn be the positive eigenfunction of Tεn corresponding to the first eigenvalue
λεn , i.e.,

(3.15)
Z ω−εn
xεn (t) = λεn (Tεn xεn )(t) = λεn G(t, s)g(s)xεn (s) ds, t ∈ [0, ω].
εn

Without loss of generality, we have kxεn k = 1. Hence,


Z ω−εn Z ω
kTεn xεn k = max G(t, s)g(s)xεn (s) ds 5 max G(t, s)g(s) ds
05t5ω εn 05t5ω 0

and so {Tεn xεn } ⊂ C[0, ω] is bounded.


Further, for any n ∈ {1, 2, . . . } and t1 , t2 ∈ [0, ω],


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

(3.17) f0+ < λ1 ,



(3.18) f∞ >λ
e1 ,

where λ1 is the first eigenvalue of T (defined in (2.13)) and λ e1 is as in


Lemma 3.1. Then, the equation (1.1) has at least one positive ω-periodic
solution.
Proof. It follows from (3.17) that there exists r1 > 0 such that

(3.19) f (t, x) 5 λ1 x, 0 5 x 5 r1 , t ∈ [0, ω].

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SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 177

Let T2 : C[0, ω] → C[0, ω] be a linear operator defined by

T2 x = λ1 T x, x ∈ C[0, ω].

We have

(3.20) T2 (K) j K and r(T2 ) 5 1.

Let x ∈ ∂(Kr1 ∩ K). In view of (3.19), we find


Z ω
(3.21) (Sx)(t) 5 λ1 G(t, s)g(s)x(s) ds = (T2 x)(t), t ∈ [0, ω].
0

We shall show that

(3.22) Sx 6= µx, ∀ x ∈ ∂(Kr1 ∩ K), µ = 1.

Suppose otherwise, then there exist x1 ∈ ∂(Kr1 ∩ K) and µ0 = 1 such that


Sx1 = µ0 x1 . We may suppose that S has no fixed point on ∂(Kr1 ∩ K) (oth-
erwise the proof is finished). Thus, µ0 > 1. Moreover, using (3.21) we have
µ0 x1 = Sx1 5 T2 x1 , which, by induction, leads to

µn0 x1 5 T2n x1 5 kT2n k · kx1 k.

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→∞

which is a contradiction to (3.20). Hence, (3.22) is true and by Lemma 2.7


we have

(3.23) i(S, Kr1 ∩ K, K) = 1.

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 .

Let xε be the positive eigenfunction of Tε corresponding to λε , i.e., xε =


λε Tε xε . Using (3.24), we find for x ∈ ∂(Kr2 ∩ K),
Z ω−ε
(3.25) (Sx)(t) = λε G(t, s)g(s)x(s) ds = λε (Tε x)(t), t ∈ [0, ω].
ε

Acta Mathematica Hungarica 129, 2010


178 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

Now we shall show that

(3.26) x − Sx 6= µxε , ∀ x ∈ ∂(Kr2 ∩ K), µ = 0.

Suppose otherwise, then there exist x2 ∈ ∂(Kr2 ∩ K) and ρ0 = 0 such that


x2 − Sx2 = ρ0 xε . We may suppose that S has no fixed point on ∂(Kr2 ∩ K)
(otherwise the proof is finished). Hence, ρ0 > 0. Clearly, x2 = Sx2 + ρ0 xε
= ρ0 xε . Let ρ∗ = sup{ρ : x2 = ρxε }. It is easy to see that ρ∗ = ρ0 > 0 and
x2 = ρ∗ xε . Since Tε is nondecreasing, it follows that

λε Tε x2 = λε Tε (ρ∗ xε ) = ρ∗ λε Tε xε = ρ∗ xε .

Together with (3.25), we find

x2 = Sx2 + ρ0 xε = λε Tε x2 + ρ0 xε = ρ∗ xε + ρ0 xε = (ρ∗ + ρ0 )xε

which contradicts the definition of ρ∗ . Hence (3.26) is true and we have from
Lemma 2.6 that

(3.27) i(S, Kr2 ∩ K, K) = 0.

Combining (3.23) with (3.27) gives



i S, (Kr2 ∩ K)\(Kr1 ∩ K), K = i(S, Kr2 ∩ K, K) − i(S, Kr1 ∩ K, K) = −1.

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);

(ii) f0− = ∞, f∞+ = 0 (sublinear);

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)

Acta Mathematica Hungarica 129, 2010


SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 179

where n is a nonnegative number. Comparing with (1.1), here we have b(t) =


1 2 1
30 (5 + 2 cos t), g(t) = 8 − 7 cos t and f (t, x) = 1+xn . Let ω = 2π, then clearly
conditions (A1 ) and (A2 ) hold, and
r
r 7  π
L= max b(t) = ∈ 0, .
05t5ω 30 ω

By direct computation, we have

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

We shall compute the first eigenvalue λ1 of T (defined in (2.13)). Suppose


x
R ω the eigenfunction corresponding to λ1 , then x1 = λ1 T x1 yields x1 =
1 is
0 G(t, s)λ1 g(s)x1 (s) ds, which is the same as
(
−x001 (t) + L2 x1 (t) = λ1 g(t)x1 (t), 0 5 t 5 ω,
x1 (0) = x1 (ω), x01 (0) = x01 (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).

Acta Mathematica Hungarica 129, 2010


180 R. P. AGARWAL, Y. SUN and P. J. Y. WONG

We shall consider the following problem related to (3.30)


(
y 00 (t) + µy(t) = 0, 0 5 t 5 ω,
(3.31)
y(0) = y(ω), y 0 (0) = y 0 (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.

In order to have a nontrivial solution y, we must have


√ √
sin 2π µ = 0 and cos 2π µ = 1

which both yield µ = k ∈ {1, 2, . . . }. Hence, the first eigenvalue is µ = 1.
Comparing (3.30) and (3.31), we have

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. 

Acta Mathematica Hungarica 129, 2010


SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS 181

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