Open-access Multiple Solutions for a Sixth Order Boundary Value Problem

ABSTRACT

This work presents conditions for the existence of multiple solutions for a sixth order equation with homogeneous boundary conditions using Avery Peterson’s theorem. In addition, non-trivial examples are presented and a new numerical method based on the Banach’s Contraction Principle is introduced.

Keywords:
numerical solutions; sixth-order; boundary value problem and multiple solutions

RESUMO

Este trabalho apresenta condições para existência de múltiplas soluções para uma equação de sexta ordem com condições de contorno homogêneas usando o teorema de Avery Peterson. Além disso, exemplos não triviais são apresentados e um novo método numérico baseado no Princípio de Contração de Banach é introduzido.

Palavras-chave:
soluções numéricas; sexta ordem; problema de valor de contorno e múltiplas soluções

In this manuscript we address conditions for the existence of multiple solutions for the sixth order limit value problem:

u 6 + f t , u = 0 , 0 < t < 1 , (0.1)

u ( 0 ) = u ' ( 0 ) = u ' ' ( 0 ) = 0 , u ' ( 1 ) = u ' ' ' ( 1 ) = u ( 5 ) ( 1 ) = 0 . (0.2)

where f:R2R is a continue function.

In the literature, there are several studies mainly focused only on the existence of solutions with qualitative and quantitative aspects. Among them, we recommend 1), (2), (3), (5), (13), (6), (7), (8), (12), (4 and the references therein.

Some specific studies, as 5), (8 and 14, have analyzed conditions for the existence of solutions for this class of problems. In 14, the authors approach a simplified version of problem, in which they consider the dependence of f only on t, the authors apply the Krasnoselskii’s fixed point theorem to determine sufficient conditions for the existence of a positive solution.

Few papers present numerical studies related to the sixth order problem. Numerical solutions are poorly explored, thus we complement this work presenting a numerical study for (0.1)-(0.2) based on Banach’s Contraction Principle.

1 POSITIVE SOLUTIONS

As presented in 14, we can represent the problem (0.1)-(0.2) as a fixed point of the operator T:C1[0,1]C1[0,1] defined by:

T u ( t ) = 0 1 G ( t , s ) f ( s , u ) d s (1.1)

where G is the Green’s function:

G ( t , s ) = t 3 2 - t 4 8 ( 1 - s ) 4 24 + - t 3 12 + t 4 16 ( 1 - s ) 2 2 + t 3 48 - 5 t 4 192 + t 5 120 - ( t - s ) 5 120 H ( t - s ) , (1.2)

and

H ζ = 1 , ζ 0 0 , ζ < 0 . (1.3)

In the sequence, some properties that will be useful related to G are listed.

Propriety 1 How G ( 1 , s ) = s 3 960 ( 20 - 25 s + 8 s 2 ) 0 following as presented in 14 there are polynomials p(t) and q(t) such that:

p ( t ) G ( 1 , t ) G ( t , s ) q ( t ) G ( 1 , s ) , (1.4)

where

p ( t ) = 4 t 2 - 4 t + t 4 , q ( t ) = t 3 3 ( 20 - 25 t + 8 t 2 ) .

The polynomials p and q are illustrated in Figure 1 .

Figure 1
Illustration of polynomials p and q for t 0, 1.

To determine multiple solutions, consider the cone

E = { u C 1 [ 0 , 1 ] : u ( 0 ) = 0 , u ( t ) 0 , t [ 0 , 1 ] } ,

where C10, 1 is the Banach space of continuously differentiable functions in [0,1] equipped with

u E = u .

In order, as T is an integral operator, this is continuous and completely continuous as shown in the proposition (1)

Proposition 1. The operator T is continuous and completely continuous.

Proof. Continuity follows immediately from the Lebesgue dominated convergence theorem and the fact that

T u t - T u n t 0 1 G t , s | f s , u s - f s , u n s | d s , 0 1 G t , s | f s , u s - f s , u n s | d s , 0 1 q t G 1 , s | f s , u s - f s , u n s | d s , 0 1 G 1 , s | f s , u s - f s , u n s | d s ,

with un,uE. To show complete continuity we will use the Arzela-Ascoli’s theorem. Let Ω E be bounded, in other words, there exists Λ0>0 with uΛ0 for each uΩ. Now if uΩ we have

| ( T u ) ( t ) | 0 1 | G ( t , s ) | H Λ 0 ( s ) d s

where HΛ0 is determined by the bounded set and function f. It is easy to check that HΛ0(s)L1[0,1]. Then imply that T(Ω) is a bounded equicontinuous family on [0,1]. Consequently the Arzela-Ascoli theorem implies T:EE is completely continuous.

To demonstrate the main result of this work, we need to present the main tool to be used.

Avery-Peterson theorem. Now, we need to consider the convex sets

P ( γ , d ) = { x P | γ ( x ) < d }

P ( γ , α , b , d ) = { x P | b α ( x ) a n d γ ( x ) < d }

P ( γ , θ , α , b , c , d ) = { x P | b α ( x ) , θ ( x ) c a n d γ ( x ) < d }

and the closed set

R ( γ , ψ , a , d ) = { x P | a ψ ( x ) a n d γ ( x ) < d } .

Theorem 1 Let P be a cone in a real Banach space X. Let γ and θ nonnegative continuous convex functionals on P, α be a nonnegative continuous concave functional on P, and ψ be a nonnegative continuous functional on P satisfying ψ ( λ x ) λ ψ ( x ) f o r 0 λ 1 , such that for some positive numbers μ and d,

α ( x ) ψ ( x ) a n d x μ γ ( x ) ,

for allxP(γ,d)¯. Suppose

T : P ( γ , d ) ¯ P ( γ , d ) ¯

is completely continuous and there exist positive numbers a, b, c with a<b, such that

{ u P ( γ , θ , α , b , c , d ) | α ( u ) > b } a n d

u P ( γ , θ , α , b , c , d ) α ( T u ) > b , (1.5)

α ( T u ) > b f o r u P ( γ , α , b , d ) w i t h θ ( T u ) > c , (1.6)

0 R ( γ , ψ , a , d ) a n d ψ ( T u ) < a f o r (1.7)

u R ( γ , ψ , a , d ) w i t h ψ ( u ) = a .

Then T has at least three distinct fixed points in P ( γ , d ) ¯ .

In order to prove the existence of solutions, we need to consider some basic assumptions.

(H1) For problem (0.1)-(0.2) there is a positive constant d such that:

· F o r a l l ( s , v ) [ 0 , 1 ] × [ 0 , d ] t h e n 0 f ( s , v ) d r 1

· r 1 = 0 1 G 1 , s d s .

The lemma presented will be fundamental for demonstrating our main result.

Lemma 2.Suppose that(H1)holds andP=E and γ(.)=.E, then T defined in(1.1)fulfillsT:P(γ,d)¯P(γ,d)¯.

Proof. Let us consider uE with uEd, so from (H1) we can obtain:

T u E = m a x t 0 , 1 T u t , m a x t 0 , 1 0 1 G t , s f s , u d s m a x t 0 , 1 0 1 q t G 1 , s f s , u d s d r 1 0 1 G 1 , s d s m a x t 0 , 1 q t d m a x t 0 , 1 q t d .

Therefore T:P(γ,d)¯P(γ,d)¯.

Theorem 2 presents conditions under which the problem defined in (0.1)-(0.2) has at least three positive solutions.

Theorem 2 Suppose that the hypothesis (H1) is satisfied. Suppose, in addition, that there exist a, 0 < a < d such that f satisfies the following conditions:

(H2) f ( s , u ) > 2 a r 2 , ( s , u ) [ 0 , 1 ] × [ 2 a , 8 a ] , w h e r e r 2 = 423 2048 3 8 5 8 G ( 1 , s ) d s

(H3) f ( s , u ) < a r 1 , ( s , u ) [ 0 , 1 ] × [ 0 , a ]

Then, the Problem (0.1) - (0.2) has at least three positive solutions.

Proof. We will apply Avery-Peterson theorem, let us consider T and P as defined before. Furthermore, we need define the following functionals:

γ u = u E , ψ u = m a x t 0 , 1 u t , θ u = m a x t 3 8 , 5 8 u t α u = m i n t 3 8 , 5 8 u t .

Therefore, from Lemma 2 we obtain

T : P ( γ , d ) ¯ P ( γ , d ) ¯

and T is completely continuous and there exist positive numbers b and c with a<b, such that

{ u P ( γ , θ , α , b , c , d ) | α ( u ) > b } a n d

u P ( γ , θ , α , b , c , d ) α ( T u ) > b (1.8)

α ( T u ) > b f o r u P ( γ , α , b , d ) w i t h θ ( T u ) > c , (1.9)

0 R ( γ , ψ , a , d ) a n d ψ ( T u ) < a f o r u R ( γ , ψ , a , d ) w i t h ψ ( u ) = a . (1.10)

Now, we consider the constants b and c as follows:

b = 2 a

and

c = 8 a .

Clearly, we have {uP(γ,θ,α,b,c,d)|α(u)>b}. Let us demonstrate (1.8).

Using (H2) we obtain

α T u = m i n t 3 8 , 5 8 T u t = m i n t 3 8 , 5 8 0 1 G t , s f s , u s d s m i n t 3 8 , 5 8 0 1 p t G 1 , s f s , u s d s p 0 . 375 0 1 G 1 , s f s , u s d s 423 2048 0 1 G 1 , s f s , u s d s 423 2048 3 8 5 8 G 1 , s f s , u s d s 423 2048 2 a r 2 3 8 5 8 G 1 , s d s 2 a = b .

Let us demonstrate (1.9). Let uP(γ,α,b,d) with θ(Tu)>c. Then

α T u = m i n t 3 8 , 5 8 T u t = m i n t 3 8 , 5 8 0 1 G t , s f s , u s d s m i n t 3 8 , 5 8 0 1 p t G 1 , s f s , u s d s p 0 . 375 0 1 G 1 , s f s , u s d s q 0 . 625 p 0 . 375 q 0 . 625 0 1 G 1 , s f s , u s d s p 0 . 375 q 0 . 625 m a x t 3 8 , 5 8 0 1 q t G 1 , s f s , u s d s 1 4 m a x t 3 8 , 5 8 0 1 G 1 , s f s , u s d s 1 4 θ T u 1 4 c = b .

Now, to show (1.10) let us consider uR(γ,ψ,a,d) with ψ(u)=a. From (H3) we have,

ψ T u = m a x t 0 , 1 T u t m a x t 0 , 1 0 1 G t , s f s , u d s m a x t 0 , 1 0 1 q t G 1 , s f s , u d s a r 1 0 1 G 1 , s d s m a x t 0 , 1 q t a .

Applying Avery-Peterson theorem we obtain that the problem has at least three distinct solutions in the set P(γ,d)¯, so these solutions are non-negative. On the other hand, they must satisfy the hypothesis (H2) so they cannot be null. Therefore, the Problem (0.1) - (0.2) has at least three positive.

The example presented below illustrates the hypotheses assumed in Theorem 2.

Example 1.1. Let us consider (0.1) - (0.2) with

f t , u = 6 e t + 6561 + 5 u - 2 a 2 a u 2 a 6 e t + 9 u 2 a 4 u < 2 a

Choosing the constants

d = 10 , a = 1 ,

we can easily verify that in these conditions the hypotheses (H1) and hypotheses of Theorem 2 are satisfied.

2 NUMERICAL SOLUTIONS

In this section, we show the existence and uniqueness for (0.1)-(0.2) using Banach Fixed Point Theorem. This approach is classical but very important to define numerical methods for our problem. Let us consider the iterative sequence

u k + 1 t = T u k t = 0 1 G t , s f s , u k s d s .

and the basic assumptions

(H4) | f ( s , u ) - f ( s , v ) | β r 1 | u ( s ) - v ( s ) | ; u , v [ 0 , d ] , s [ 0 , 1 ] a n d β ( 0 , 1 ) .

Theorem 3.Suppose that(H1)and(H4)are satisfied. Then(0.1)-(0.2)has an unique solution u withuEd. Moreover, uk+1=T(uk)u*.

Proof. We will prove that the operator T is a contraction. For this, consider u,vE with uEd and vEd. Then

T u - T E = T u - T v = m a x t 0 , 1 0 1 G t , s f s , u - f s , v d s m a x t 0 , 1 0 1 G t , s f s , u s , v d s m a x t 0 , 1 0 1 q t G 1 , s f s , u - f s , v d s β r 1 m a x s u s - v s m a x t 0 , 1 q t 0 1 G 1 , s d s β m a x s u s - v s β u - v E .

Therefore, by the principle of contraction there is only one solution that can be obtained as a limit of the sequence uk+1=T(uk)u*.

Motivated by the last result we can define Algorithm 1.

Algorithm 1
Fixed-Point

In sequence, examples are presented in order to establish the effectiveness of Algorithm 1. In the Table 1, εuk denotes u*-uk where u* is the exact solution, εk denotes uk + 1 - uk and ε¯k = uk + 1 - ukuk + 1. Still, “It” denotes “iteration”.

Table 1
Algorithm 1 considering Example 2.1.

Example 2.1. Consider in problem (0.1) - (0.2) :

f ( t , u ) = - ( 32400 t ( t - 1 ) 2 + 14400 ( t - 1 ) 3 + 6480 t 2 ( 2 t - 2 ) + 720 t 3 ) ;

The analytical solution of (0.1) - (0.2) is u*(t)=t3(1-t)6. Table 1 contains results of application of the Algorithmic 1 in this example and the results are shown in Figure 2.

Figure 2
Graph of the analytical solution u k and approximate solution u * obtained by the algorithm 1.

Figure 2 shows that the solution provided by algorithm 1 is very close to the analytical solution and the error increases when t tends to 1. This behavior can be justified because in (0.2) does not specify a condition for u(1).

Example 2.2.This example consider the function components of Example 1. We know that, according to theorem 2, the problem of example 1 has at least 3 solutions with a norm less than 1, Algorithm 1 is not the most suitable for determining multiples solutions because it requires that the operator T be in the vicinity of the solution contraction, as seen in Theorem 3. Even so, we performed a test to verify the behavior of Algorithm 1 in an attempt to determine multiple solutions. So inspired by the works9), (10 and11, how know that the solutions we are looking for must be continuous and satisfy the condition 0.2. We choose initial approaches that satisfy the conditions u(0)=u'(0)=0 and u'(1)=0. Thus, functions parable approaches are reasonable ways to approach the solution. In this sense, our heuristic methodology is to generate parables about starting points as follows:

u 0 ( t ) = ζ ( 2 t 2 - t 4 )

where the constants ζ is a random numbers in [0,d]. For practical purposes, the proposed procedure is defined by Algorithm 2. It is expected that this procedure returns several solutions.

Algorithm 2

Therefore, it is necessary to establish a way to compare these solutions. Note that the magnitude of the solutions may be different. In this sense, we say that the numeric solutions u * and u ** are equivalent if

u * - u * * max { 10 - 4 , 10 - 2 min { u * , u * * } } . (2.1)

is satisfied.

We consider N=50 in Algorithm 2 and ε=10-6 in Algorithm 1, we get the convergence of Algorithm 1 in all initializations. Of these 32 initializations converged to the solution u1* the others converged on the u2* solution illustrated in the figure 3. We can notice that the curves obtained seem to fulfill the hypotheses of Theorem 2 and the conditions (0.2).

Figure 3
Illustration of solutions obtained for Example 1. The left solutions obtained are illustrated on a linear scale, the right for better visualization we present the solutions on a logarithmic scale

3 FINAL REMARKS

This work is restricted to the problem (0.1), (0.2) can have several solutions if the f function meets certain conditions through of the Avery-Peterson theorem. Additionally, conditions are determined for convergence of the interactive sequence uk+1=Tuk through the principle of contraction. To complement the analysis, the implementation of this method is performed and non-trivial examples were tested. The results were detailed showing the feasibility of the proposed methods.

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Publication Dates

  • Publication in this collection
    05 Apr 2021
  • Date of issue
    Jan-Mar 2021

History

  • Received
    11 Apr 2020
  • Accepted
    18 Nov 2020
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