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c Pleiades Publishing, Inc., 2006.
Original Russian Text
c Zhaoyang Yin, 2006, published in Differentsial’nye Uravneniya, 2006, Vol. 42, No. 1, pp. 23–32.
DOI: 10.1134/S0012266106010034
1. INTRODUCTION
Consider the nonlinear ordinary second-order differential equation
2. MAIN RESULTS
In this section, we prove the existence of bounded positive global solutions of Eq. (1) under some
conditions imposed on the nonlinearity f .
First, we introduce a function space and prove two assertions to be used in the forthcoming proof
of Theorem 1. We define the set X = {u ∈ C 1 ([0, ∞), R) : ∃ limt→∞ u(t), limt→∞ u (t)} equipped
with the usual linear operations on C 1 -functions. Then the following two assertions are valid.
Proof. We only need to prove the completeness. Let {un }n≥1 be a Cauchy sequence in X.
By the definition of X, the sequence {un }n≥1 has a uniform limit u ∈ C([0, ∞)) as n → ∞, and
there exists a limit limt→∞ u(t). Likewise, by the definition of X, the sequence {un (t)}n≥1 has a
uniform limit v ∈ C([0, ∞)) as t → ∞, and there exists a limit limt→∞ v(t). Moreover, for each
t0 > 0, the sequence {un (t)}n≥1 is a Cauchy sequence in C ([0, t0 ] , R). Consequently, it has the
26
BOUNDED POSITIVE SOLUTIONS OF NONLINEAR SECOND-ORDER . . . 27
limit v on [0, t0 ] for each t0 > 0. The integral representation of un (t) has the form
t
un (t) = un (0) + un (s)ds, t ≥ 0.
0
Hence it follows that u ∈ C 1 ([0, ∞), R) and u (t) = v(t); therefore, u ∈ X. This completes the
proof of Assertion 1.
Proof. By using the Arzelá–Ascoli theorem, one can readily prove the desired assertion (see
also Assertion 12 in [9]).
for some c > 0, then Eq. (1) has at least one positive solution uc such that uc (t) > 0 for t ≥ 0 and
∞
lim uc (t) = c + sf (s, u(s), u (s)) ds. (4)
t→∞
0
Proof. By using assumption (3), and the monotonicity of F and by applying the dominated
convergence theorem, we find that there exists a δ = δ(c) ∈ (0, c) such that
∞
max{1, t}F (t, 2c − δ, c − δ)dt < c − δ. (5)
0
Note that
1 1
tF (t, 2c − δ, c − δ)dt ≤ F (t, 2c − δ, c − δ)dt,
0 0
∞ ∞
F (t, 2c − δ, c − δ)dt ≤ tF (t, 2c − δ, c − δ)dt.
1 1
By (5), we have
∞
F (t, 2c − δ, c − δ)dt < c − δ, (6)
0
∞
tF (t, 2c − δ, c − δ)dt < c − δ. (7)
0
We set
K = {u ∈ X : δ ≤ u(t) ≤ 2c − δ, |u (t)| ≤ c − δ}
and introduce an operator T : K → X by setting
t ∞
(T u)(t) = c + sf (s, u(s), u (s)) ds + t f (s, u(s), u (s)) ds, t ≥ 0, (8)
0 t
where ⎧∞ ⎫
⎨ ⎬
(T u)(0) = c + lim f (s, u(s), u (s)) ds .
t→0 ⎩ ⎭
t
We use the Schauder–Tikhonov theorem to prove the existence of a fixed point of the operator T
in the nonempty closed bounded convex set K.
(1◦ ) Let us show that T : K → K. Inequalities (2) and (7) and the monotonicity properties of
F imply that
t
∞
|(T u)(t) − c| =
sf (s, u(s), u (s)) ds + f (s, u(s), u (s)) ds
0 t
t ∞
≤ s |f (s, u(s), u (s))| ds + s |f (s, u(s), u (s))| ds (9)
0 t
∞ ∞
≤ sF (s, u(s), |u (s)|) ds ≤ sF (s, (2c − δ), c − δ)ds ≤ c − δ, t≥0
0 0
for each u ∈ K. Hence it follows that δ ≤ (T u)(t) ≤ 2c − δ for t ≥ 0. By differentiating both sides
of (8) with respect to t, we obtain the equation
∞
(T u) (t) = f (s, u(s), u (s)) ds, t ≥ 0, (10)
t
∞
where (T u) (0) = 0
f (s, u(s), u (s)) ds. Consequently, by Eq. (10) and inequality (6),
∞
∞
|(T u) (t)| =
f (s, u(s), u (s)) ds
t t
(11)
∞
≤ F (s, (2c − δ), c − δ)ds ≤ c − δ, t ≥ 0.
0
It follows that |(T u) (t)| ≤ c − δ. Therefore, the operator T : K → K is well defined.
(2◦ ) Let us show that T (K) is relatively compact in X. Let {un }n≥1 be an arbitrary sequence
in K; then, by (10) and (11),
∞ ∞
(T un ) (t)
≤ F (s, un (s), |un (s)|) ds ≤ F (s, (2c − δ), (c − δ))ds
(12)
t t
≤ c − δ, t ≥ 0, n ≥ 1.
2
t2
(T un ) (t1 ) − (T un ) (t2 )
=
f (s, un (s), un (s)) ds
≤ F (s, un (s), |un (s)|) ds
t1 t1
(14)
t2
≤ F (s, (2c − δ), (c − δ))ds, t2 > t1 ≥ 0.
t1
This, together with (13), implies the equicontinuity of the sequence {T un }n≥1 in X.
By (8), we have
∞
(T un )(t) − c − sf (s, un (s), un (s)) ds
∞
0
∞
=
t f (s, un (s), un (s)) ds − sf (s, un (s), un (s)) ds
(15)
t t
∞
≤2 sF (s, (2c − δ), (c − δ))ds.
t
Hence it follows that, for each ε > 0, there exists a t0 (ε) > 0 such that
∞
(T un ) (t) − c − sf (s, un (s), u (s)) ds
≤ ε, t ≥ t0 (ε), n ≥ 1. (16)
n
(T un ) (t)
≤ F (s, (2c − δ), (c − δ))ds
t
for t ≥ 0, which implies that, for each ε > 0, there exists a t1 (ε) > 0 such that
(T un ) (t)
≤ ε, t ≥ t1 (ε), n ≥ 1. (17)
It follows from (16) and (17) that the sequence {T un }n≥1 is equiconvergent in X.
Since T un ∈ K, it follows that {T un }n≥1 is bounded in X. By using Assertion 2, we find that
the sequence {T un }n≥1 is relatively compact in X.
(3◦ ) Let us show that the operator T : K → K is continuous. We take an ε > 0. Then, by (7),
there exists a t∗ ≥ 1 such that
∞
ε
sF (s, (2c − δ), (c − δ))ds < .
3
t∗
and
∞
(T u1 ) (t) − (T u2 ) (t)
≤ |f (s, u1 (s), u1 (s)) − f (s, u2 (s), u2 (s))| ds
t
∞
≤ |f (s, u1 (s), u1 (s)) − f (s, u2 (s), u2 (s))| ds
0
t∗
≤ |f (s, u1 (s), u1 (s)) − f (s, u2 (s), u2 (s))| ds
0
∞
+ s [|f (s, u1 (s), u1 (s))| + |f (s, u2 (s), u2 (s))|] ds
t∗
∞
ε
≤ t∗ 2 + 2 sF (s, (2c − δ), (c − δ))ds ≤ ε
3t∗
t∗
We have shown that the operator T : K → K satisfies all assumptions of the Schauder–Tikhonov
theorem [13]. Then there exists a uc ∈ K such that T uc = uc , uc (t) > 0 for t ≥ 0, and
t ∞
uc (t) = c + sf (s, uc (s), uc (s)) ds +t f (s, uc (s), uc (s)) ds, t ≥ 0.
0 t
By differentiating both sides of the last equation with respect to t, we find that uc (t) is a solution
of Eq. (1) and satisfies the condition
∞
lim uc (t) = c + sf (s, uc (s), uc (s)) ds
t→∞
0
∞ 1 ∞
max{1, t}F (t, 2, 1)dt = F (t, 2, 1)dt + tF (t, 2, 1)dt < 1.
0 0 1
Therefore, by Theorem 1, there exists a positive solution u1 (t) > 0 for t ≥ 0 and
∞
lim u1 (t) = 1 + sf (s, u(s), u (s)) ds ≤ 2.
t→∞
0
Note that the results in [9] do not imply our results, since we obtain information about solutions
on the entire half-line [0, ∞). The results in [10] cannot be used either.
Corollary 1. Let inequality (2) be valid, and let F (t, r, s) be a nondecreasing function of r and s.
If F (t, r, s) satisfies the condition
∞
tF (t, 2c, c)dt < ∞ (18)
1
for some c > 0, then there exists a t0 > 0 such that Eq. (1) has at least one bounded solution uc
on [t0 , ∞) such that uc (t) > 0 for t ≥ t0 and limt→∞ uc (t) ∈ R.
Proof. By condition (18), if we take a sufficiently large t0 ≥ 0, then we obtain the estimates
∞ ∞
c c
F (t, 2c, c)dt < , tF (t, 2c, c)dt < .
2 2
t0 t0
z + f (t + t0 , z, z ) = 0
Corollary 2. Let the function f satisfy the inequality |f (t, u)| ≤ F (t, |u|), where
F ∈ C([0, ∞) × [0, ∞))
and F (t, r) is a nondecreasing function of r.
(i) If F (t, r) satisfies the condition
∞
max{1, t}F (t, 2c)dt < c
0
for some c > 0, then Eq. (1) has at least one bounded solution uc such that uc (t) > 0 for t ≥ 0 and
∞
lim uc (t) = c + sf (s, u(s))ds.
t→∞
0
for some c > 0, then there exists a t0 > 0 such that Eq. (1) has at least one bounded positive solution
uc on [t0 , ∞) such that uc (t) > 0 for t > t0 and limt→∞ uc (t) ∈ R.
Remark 1. (1◦ ) The function f can be subjected [9, 14] to conditions ensuring that all solutions
of Eq. (1) are defined globally with respect to time. Our approach excludes these additional
conditions on f , and we show that some bounded solutions are global.
(2◦ ) The existence of solutions of Eq. (1) with the same asymptotics as in the present paper was
proved in [9] under the assumption that
|f (t, u, v)| ≤ h(t) [p1 (|u|/(t + 1)) + p2 (|v|)] , t ≥ 0, u, v ∈ R, (20)
where h, p1 , p2 ∈ C (R+ , R+ ) and p1 and p2 are nondecreasing. By Corollary 1, if condition (20)
∞
is satisfied and 0 sh(s)ds < ∞, then, for each b > 0, Eq. (1) has a bounded positive solution uc
such that limt→∞ uc (t) = b. The improvement of results as compared with [9] is explained by the
fact that our approach is not related to the use of nonlinear integral inequalities.
(3◦ ) Corollary 2 is a generalization of the results in [2] to the case of much more general conditions
for the function f .
in the two-dimensional external domain GA = {x ∈ R2 : |x| > A}, where A ≥ 0, with f satisfying
the local Hölder condition in GA × R and with g ∈ C 1 ([0, ∞), R).
By definition, a solution u(x) of Eq. (21) in GB with some B ≥ A is a function u(x) ∈ C 2 (GB )
satisfying Eq. (21) for each point x ∈ GB . By definition, a subsolution of Eq. (21) is a Hölder
continuous function u(x) such that
where h : [1, ∞) × [0, ∞) is a Hölder continuous function and h(r, s) is nondecreasing with respect
to s for each r ∈ [1, ∞). If the condition
∞
s max{1, ln s}(h(s, 2c) + c|g(s)|)ds < c (23)
1
is satisfied for some c > 0, then Eq. (21) has a bounded solution u(x) such that u(x) > 0 for
all |x| ≥ 1.
The Liouville transformation r = es , q(s) = y (es ) reduces Eq. (24) to the form
Note that
2s
e (h (es , q(s)) + g (es ) q (s))
≤ e2s (h (es , q(s)) + |g (es ) q (s)|) ;
By using Theorem 1, we prove the existence of a bounded positive solution q(s) = v1 (s) of
Eq. (25) such that v1 (s) > 0 for s ≥ 0 and there exists a limit lims→∞ v1 (s). Then y(r) = v1 (s) is
a positive solution of Eq. (24). If we set v(x) = v1 (s), then we find that v(x) > 0 for |x| ≥ 1, the
limit lim|x|→∞ v(x) exists, and
d dy dy
r(∆v + f (x, v) + g(|x|)(x, ∇v)) = r + rf (r, y) + r 2 g(r)
dr dr dr
d dy dy
≤ r + rh(r, y) + r 2 g(r) = e−s q (s) + es h (es , q(s)) + es g (es ) q (s)
dr dr dr
= e−s q (s) + e2s (h (es , q(s)) + g (es ) q (s)) = 0.
Consequently, the function v(x) is a supersolution of Eq. (21) for |x| ≥ 1. Moreover, obviously,
w(x) ≡ 0 satisfies the inequality
∆w(x) + f (x, w(x)) + g(|x|)(x, ∇w(x)) ≥ 0, |x| ≥ 1,
which implies that w(x) = 0 is a subsolution of Eq. (21) for |x| ≥ 1. By using Lemma 1 for
A = 1, we find that there exists a solution u(x) of Eq. (21) such that 0 ≡ w(x) ≤ u(x) ≤ v(x)
for all x ∈ G1 and u(x) = v(x) on S1 . Since the function v(x) is a bounded function, it follows
that the solution u(x) is bounded for |x| ≥ 1. Further, we show that u(x) > 0 for |x| ≥ 1. Since
∞
1
s max{1, ln s}|g(s)|ds < 1, it follows that there exists a k > 0 such that sups≥1 {|g(s)|} + 2 < k.
We introduce the operator
Lz = ∆z + g(|x|)x · ∇x, z ∈ C 2 (G1 ) ∩ C (S1 ) ,
≥ 2εk|x|2 e−k|x|
2
k − sup {|g(|x|)|}
|x|≥0
> 0 ≥ −f (x, u(x)) = ∆u(x) + g(|x|)x · ∇u(x) = L u + εe−k , x ∈ G1 ;
consequently, L u + εe−k − uε < 0 for x ∈ G1 .
If zε (x) = u(x)+εe−k −uε (x), then zε (x) has a finite infimum on G1 ∪S1 , since u(x) ≥ 0 on G1 ∪S1
and uε (x) is bounded on G1 ∪ S1 . If there exists an x0 ∈ G1 such that zε (x0 ) = infx∈G1 ∪S1 {zε (x)},
then
∆zε −k (x0 ) ≥
0 and ∇zε (x0 ) = 0; consequently, Lzε (x0 ) ≥ 0. This contradicts the inequality
L u + εe − uε < 0, x ∈ G1 .
If x0 ∈ S1 , then
0 ≤ inf {zε (x)} ≤ inf {zε (x)} .
x∈S1 x∈S1 ∪G1
−k
Therefore, the inequality uε (x) ≤ u(x) + εe is valid for all x ∈ S1 ∪ G1 . By letting ε tend to zero,
we obtain 0 < infx∈S1 {u(x)} ≤ u(x), x ∈ S1 ∪ G1 .
It remains to consider the case in which there exists a sequence {xn }n≥1 in G1 such that
limn→∞ |xn | = ∞ and zε (x) ≥ limn→∞ zε (xn ), x ∈ S1 ∪ G1 .
Since limn→∞ zε (xn ) ≥ εe−k − infx∈S1 {u(x)}, we have u(x) ≥ εe−k|x| > 0, x ∈ S1 ∪ G1 .
2
By virtue of the preceding considerations, the function u(x) is a bounded positive solution of
Eq. (21) for |x| ≥ 1. This completes the proof of Theorem 2.
Example 2. Consider the equation
2 + |u| x∇u
∆u + 3 + 3 = 0, x ∈ R2 , |x| ≥ 1,
8 (|x|2 + 1) 4 (1 + |x|2 )
3 3
with h(|x|, |u|) = 2 + |u| 8 (|x|2 + 1) and g(|x|) = 1 4 (1 + |x|2 ) . By straightforward
computations, we obtain
∞
s max{1, ln s}(h(s, 2) + |g(s)|)ds < 1.
1
Therefore, Theorem 2 claims that there exists a bounded positive solution u(x) > 0 for |x| ≥ 1.
Note that the results of [12, 15] cannot be used in this case.
Consider the following special case of Eq. (21):
∆u + f (x, u) = 0, x ∈ G1 ⊂ R2 . (26)
The following assertion is a corollary of Theorem 2.
is valid for some c > 0, then Eq. (26) has a bounded positive solution u(x) for |x| ≥ 1.
(2◦ ) If
∞
s max{1, ln s}a(s)ds < ∞
1
for some c > 0, then there exists a B ≥ 1 such that Eq. (26) has a bounded positive solution u(x)
for x ∈ GB .
Example 3. Of equations of the form (26), we consider the sublinear Emden–Fowler equation
∆u + p(x)|u|r sgn(u) = 0, 0 < r < 1, x ∈ G1 ⊂ R2 , (27)
where p(x) is a nonnegative Hölder continuous function in G1 . If
∞
s max{1, ln s} max{p(x)}ds < ∞, (28)
|x|=s
1
By using Corollary 3, we find that Eq. (27) has a positive bounded solution u(x) such that
u(x) > 0 for |x| ≥ 1. Note that, under the same conditions (28), only the existence of B > 1 such
that Eq. (27) has a bounded positive solution u(x) for x ∈ GB was proved in [12] and [6]. Moreover,
the results of [8] cannot be applied to Eq. (27).
ACKNOWLEDGMENTS
This work was partially supported by the AvH Foundation, the NNSF of China (no. 10531040),
the NSF of Guangdong Province, and the Foundation of Zhongshan University Advanced Research
Center.
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