Chapter One

The existence and uniqueness of positive solution of second order singular nonlinear boundary
value problem arising in the boundary layer flow is studied.

Key words: Boundary value problem (BVP), Positive upper and lower solutions and Positive
solution

INTRODUCTION

The boundary layer equation past a wedge of angle β is the nonlinear differential equation,
2

f ' ' ' + f f '' + β (1−f ' )=0 (1.1)

with boundary conditions f =f ' =0 at η=0 and f ' → 1 asη → ∞ ,is known as Falkner-Skan
equation.
1
Shin [1997] studied the nonlinear differential equation (1.1) for β= .In this article the analysis
2
is made for β=3 .
Let ,
y = f ' ' (η) and x=f ' (η) then
dy d ''
[f (η)] ' ' '
' dy d η d η f (η)
y= = = = '' ,
dx dx d ' f (η)
[f (η)]
dη dη
which implies
y ' f ' ' =f ' ' ' ( η) (1.2)
Differentiating (1.2) with respect to η and simplifying we get
2

f iv= y 2 y ' ' + y ( y ' )

1
Now ,for β= equation (1.1) takes the form
k
1 2

f ' ' ' + f f ' ' + (1−f ' )=0 (1.3)

k
As before differentiating (1.3) with respect to η one gets
 (k −2) ' ' '
f iv + f f ' ' ' + f f =0
k
1
2 ''
− yy ' − (1−x 2)
This gives y y + y ¿ (k −2) k
xy + y y ' { }=0
k y
And finally we get
(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0 .
k k
The value of f ' ' (0)=α (say ) is still unknown (Swarup,2000)

Here ,we assume

f (η)=η−ln (1+ η) (1.4)

which satisfies the three boundary conditions of (1.1)

from (1.4) one gets easily

1
f ' ' (η)= 2
( η+1)
from this we get for η=0 , f ' ' (0)=1
d '
Now y(x) = f ' ' (η)= [ f ( η)]
dη
From which
d '
y(1) =[ (f (η))¿ ¿ x=1 =¿
dη
Again
1 2

−f f ' ' − (1−f ' )

' '' '
2

dy f k 1 (1−f )
= '' = =−f −
dx f f '' k f ''
which implies
2
'
' dy dy dy 1 (1−f (0)) −1
y (0)= ∨¿ x=0= ∨¿f (η )=0= ∨¿η=0=−f (0)−
' = ¿¿¿
dx dx dx k f ' ' ( 0) k
Thus by letting y = f ' ' (η) and x=f ' (η) ,(1.3) can be transformed into a second order singular
nonlinear boundary value problem at x=1,

(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0, 0 ≤ x ≤ 1
k k
−1
y ' (0)= and y(1)= 0 (1.5)
k
Shin [1997]studied the existence and uniqueness of the system (1.5) for the case k=2 by using
the constructive method such as the method of upper and lower solutions. In this article the

1
analysis is made for k = .
3
1
For k = , equation (1.5) takes the form
3
y 2 y '' −5 xy−3 (1−x 2) y ' =0 , 0 ≤ x ≤1 ,
y ' (0)=−3∧ y (1)=0
And its positive solution has been studied by Shin [1997].
The objective of this paper is to establish the existence and uniqueness of a positive solution of

1
singular nonlinear boundary value problem (1.5)for k = .
3
1
To show the existence of positive solution of (1.5) for k = , we also use the constructive method
3
such as the method of upper and lower solutions.

Definition 1.1: We call a function α ∈ C2 [0,1] a positive lower solution of (1.5), if α >0 on the
interval (0, 1)
( k−2) 1
α 2α ' '+ xα − (1−x 2)α ' ≥ 0 on (0, 1)
k k
1
α ' (0)≥− ∧α (1) ≤0
k

Definition 1.2: We call a function α 1 ∈ C2 [0,1] a positive upper solution of (1.5), if α 1> 0 on the
interval (0, 1)
 (k −2) 1
α 12 α '' + x α 1− (1−x 2) α 1' ≥ 0 on (0, 1)
k k
1
α 1' ( 0)≤− ∧α 1 (1)≥ 0
k
Similar definitions hold for positive upper and lower solutions of a perturbation of (2.1) which
will be given in the following section

Definition 1.3: We call a function y ∈C [0,1]∩C 2 ¿ a positive solution of (1.5), if y >0 on the
interval (0, 1)
(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0 on (0, 1)
k k
−1
y ' (0)= ∧ y (1)=0
k

EXISTENCE OF A UNIQUE POSITIVE SOLUTION

1
For each p ≥1∧k= . we consider the nonlinear boundary value problem
3
(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0 , 0 ≤ x ≤1
k k
(2.1)
−1 1
y ' (0)= ∧ y (1)=
k p
Which may be viewed as a perturbation of (1.5)
To prove the existence of a positive solution of (1.5) we establish the existence of a positive
solution of (2.1).
1 1 1
Lemma 2.1: y up (x)= ln [ −x ]+117+ is a positive upper solution of (2.1), for each
k 2
k p

1
p ≥1∧k= .
3

' −1
Proof: It is clear that y up (x)>0 on (0,1) , y up (0)= ,which can be written as
k

−1 1 1 1 1
y ' up (0)= ≤− , y up (1)= 2 ln [ −1]+117 + , which can be written as
k k k k p
 1 1 1 1 1
y up (1)= ln [ −1]+117 + ≥ , for k = and
k 2
k p p 3

2 ( k−2)
'' 1 −1 1 1 1 2
y up y up+ x y up− (1−x 2) y 'up= 2
[ 2 ln[ −1]+117+ ]
k k 2 1 k k p +
k ( −1)
k

(k −2) 1 1 1 (1−x 2 )
x [ 2 ln [ −1]+117+ ]+ ≤0
k k k p 3 1
k ( −x)
k
1
for 0¿ x <1 ,k = ∧p ≥ 1
3
Thus y up is a positive upper solution of (2.1).

1 1 0
Lemma 2.2: y lp (x)= (1−x)[which can be considered as of the form (1−x )+ , for each
k k p

1
p ≥1∧k= ] is a positive lower solution of (2.1).
3

' −1
Proof: It is clear that y lp (x)>0 on (0,1) , y lp ( 0)= ,which can be written as
k

−1 1 1
y ' lp (0)= ≥− , y lp (1)=0, which can be written as y lp (1)=0 ≤ and
k k p

(k −2) 1 ( k−2) 1 1 1
y ' 'lp + x y lp − (1−x 2 ) y ' lp =x [ (1−x )]+ 2 (1−x2 )= 2 [(1−x 2 )+(k −2)( x−x 2)]≥ 0
k k k k k k

1
for 0¿ x <1 ,k = ∧p ≥ 1
3
Thus y lp is a positive lower solution of (2.1).
Hence we can formulate the following lemmas from an application of Schaunder’s Fixed point
Theorem [Schmitt, 1970]
Lemma 2.3: For any p1 and k =
1
there exists a positive solution
y p C2 [0,1] of the
4

problem (2.1) such that y lp (x) ≤ y p (x )≤ y 1 up on 0x1, where

y lp and y 1up are as
given in Lemma 2.2 and Lemma 2.1 respectively.

Lemma 2.4: If
y p is a positive solution of (2.1), then y 'p (x) < 0 on (0,1] .
2
Proof: Since
yp is a positive solution of (2.1), we get yp

'' (k−2 ) 1
xy p − (1−x 2 ) y p =0
'
y p+
k k
1
y 2p y 'p' y 'p ≥ (1−x2 )( y 'p )2
This gives k .
'' ' 1
y 2p y p y p ≥ (1−x2 )( y 'p )2 ≥0 ' 2
Since 0< x≤1 , it follows that k and so ( y p ) is increasing.
'
Since y 'p (0)<0 , y 'p (x ) is decreasing and hence y p (x )< 0 on (0,1].

Lemma 2.5: If y 1 and y 2 are two positive solution of (2.1), then y 1 = y 2

Proof: Suppose y 1 and y 2 are two positive solution of (2.1). Then we get

(k−2) 1 1
y 21 y '1' =− xy 1 + (1−x 2 ) y '1≥ (1−x 2 ) y '1
k k k , which can be written as

2 '
'' (1−x ) y 1
y1≥ 2
ky 1

(k−2) 1 1
y 22 y '2' =− xy 2 + (1−x 2 ) y '2 ≥ (1−x 2 ) y '2
and k k k , which can be written as

2 '
'' (1−x ) y 2
y 2≥ 2
ky 2
Suppose that there exists an η (0,1] such that y 1 (η )≠ y 2 (η) .

If y 1 (0 )= y 2 (0) , then by the uniqueness theorem of the initial value problem, we get

y 1 = y 2 , which is a contradiction. Therefore, without loss of generality, we may assume that

y 1 (0 )< y 2 (0 ) .
Since ,
y 1 (1)= y 2 (1 )=0 , by the continuity of ( y 1 − y 2 ), there exists a ξ (0,1] such that

y 1 (ξ )= y 2 (ξ ) and y 1 ( x )< y 2 ( x ) on [0, ξ ).

So the function ϕ( x )= y 2 ( x )− y 1 ( x ) has a maximum at x=0 or at the interior of [0, ξ ].

''
If the function ϕ( x) takes its minimum at x=0 , then we obtain ϕ ( 0)>0 .
Now,

lim φ ( x )−φ
' '
'' (0 )
ϕ ( 0)= >0
x
x → 0+ .

It follows that φ' ( x )>φ ' (0 )=0 near x=0 and so φ( x)>φ(0) near x=0 . This is a
contradiction.

Hence ϕ( x) does not have a minimum at x=0 .

If the function ϕ( x) takes its maximum at the interior of [0, ξ ], then there exists a
ξ 1 ∈( 0 ,ξ ) such that
'
ϕ ( ξ 1 )=0 and
''
ϕ ( ξ1 )<0 . But since y 1 (ξ 1 ), y 2 (ξ2 ) are

solutions of (2.1), y 1 (ξ 1 )< y 2 (ξ 2 ) and y '1 (ξ 1 )<0 , we obtain

(1−ξ 2 ) y'2 ( ξ 1 ) ( 1−ξ 2 ) y '1 ( ξ1 )

'' '' ''
ϕ ( ξ1 )= y 2 ( ξ 1 )− y 1 ( ξ 1 )≥
1
k [ 1
2
( y 2 ( ξ 1 ))
−
1

( y 1 ( ξ 1 ) )2 ]
( 1−ξ 2 ) y '1 ( ξ 1 ) ( 1−ξ 2 ) y '1 ( ξ 1 )
=
1
k [ 1

( y 2 ( ξ 1 ))2
− 1

( y1 ( ξ 1 ) )2 ]
1 1 1
= (1−ξ 2 ) y '1 (ξ )
k 1 [−
( y 2 (ξ1 )) ( y 1 (ξ 1 ))2
2
>0
] ,
which again leads to a contradiction.
Hence ϕ( x) does not have a maximum at the interior of [0, ξ ].
This implies that,
y 1= y 2

Lemma 2.6: If
y p is a positive solution of (2.1), for each k = 1 and p≥1 , then we obtain
3

1
y 'p (x )≥(− ) exp
k [ ( x (1+s)
∫0 k (1−s ) ds )] on [0,1).

Proof: Let
y lp be a positive lower solution of (2.1).
1
2 y lp ≤ y p , y 'p (0)=−
Since y p ∈ C [0,1 ] is a positive solution of (2.1), we obtain k and

(k −2) 1
y 2p y p +
''
xy p − (1−x 2 ) y p =0
'
k k .
(k−2) 1 1
0= y 2p y 'p' + xy p − (1−x 2 ) y 'p ≤ y 2p y ''p − (1−x 2 ) y 'p
Now, k k k
'' 1 '
0≤ y 2p y p − (1−x 2 ) y p
or, k
' '
1 y 1 y
0≤ y p − ( 1−x2 ) 2p ≤ y 'p' − ( 1−x 2 ) 2p
''
k yp k y lp
or,
y'p' 1
− '
≤−(1−x 2 )
or, yp ky lp2

Integrating this from 0 to x, we obtain

(1−s 2 )
[ (
y 'p (x )≥ y 'p (0) exp
x
∫0 k ( y
lp ( s ))
2
ds
)]
(1+ s )
1
[
¿(− ) exp
k
x
(∫ k (1−s
0 ) )]
ds
on [0,1),
1
y lp ( s)= (1−s)
because k on [0,1). This completes the proof of the lemma.
Lemma 2.7: If
p1 ≥p 2≥1 and y p 1 , y p 2 are positive solution of (2.1), then we have
' '
0< y p ( x )< y p ( x ) y p ( x )< y p ( x )<0
1 2 on [0,1) and 1 2 on (0,1].
yp
Proof: This is clear from the fact that 2 is a positive upper solution of (2.1) and so
y p (x )≤ y p ( x )
1 2 on [0,1].
y p ( 0)= y p ( 0)
If 1 2 , then by the uniqueness theorem of the initial value problem
y p (x )= y p ( x )
we obtain, 1 2 ,
0< y p ( 0 )< y p ( 0)
which is a contradiction. So we may assume that 1 2 . Then we have

1 1 1
''
y p (0)− y p (0)=−
2
''
1
[ −
k ( y p (0 )) ( y p ( 0))2
2
2
1
¿0
] ,
which implies that
1 1
y 'p (x )− y 'p ( x )> y 'p (0 )− y 'p (0 )=− −(− )=0
2 1 2 1 k k ,
y p ( x )− y p ( x )> y p ( 0 )− y p ( 0 )>0
2 1 2 1 ,for x near to 0.

If there exists a ξ∈ (0,1] such that

y 'p 2 ( ξ )− y 'p1 ( ξ )=0 y 'p 2 ( x )− y 'p1 ( x )>0 0< x <ξ ,
and ,
then we obtain
2 ' 2 '
1 ( 1−ξ ) y p2 ( ξ ) ( 1−ξ ) y p1 ( ξ )
2
''
y p ( ξ )− y ( ξ )≥
1 k
''
p
( y p ( ξ ))2
−
[
( y p ( ξ ))2
2 1
]
1 1 1
k
'
= (1−ξ 2 ) y p1 (ξ ) −
( y p (ξ )) ( y p (ξ ))2
2
¿0
[ 2 1
] ,
y 'p 1 ( ξ )<0 y p ( ξ )− y p ( ξ )> 0
Since and 2 1 .
Hence we have
y 'p 2 ( x )− y 'p1 ( x )< y 'p2 ( ξ )− y 'p1 ( ξ )=0 0< x <ξ ,which is a contradiction.
,
This completes the proof.
Theorem 3.0 (Existence): If y p is the positive solution of (2.1) for each p=1,2,3,…., then the
sequence { y p} converges to a solution y of (1.5).

Proof:
To prove this theorem, we prove the following steps:
Step 1: y p → y as p∞
Step 2: y C[0,1]∩C 2[0,1).
Step 3: y is a positive solution of (1.5).
our first step to show that y p → y as p∞.
From lemma 2.2 and lemma 2.5, we know that the sequence { y p} is monotone decreasing in p

1 1
and bounded below by ( 1−x ). Therefore yp  y as p∞ and y(x) ( 1−x ) on [0,1].
k k
Also from lemma 2.6 and lemma 2.7, we know that the sequence { y ' p} is monotone decreasing

in p and bounded below by

−1
k
exp ( )[ (∫ 0
k
(1+ s )
)
( 1−s ) ]
ds on [0,1).

Therefore, y ' p → y ' as p→∞

and
x

( )[
y ' ( x )≥
−1
k
exp ( (1+ s )
∫ k ( 1−s )
0
) ]
ds on [0,1).

Our second step is to show that y C[0,1]∩C 2[0,1).

( 2−k ) x y p + ( 1−x 2 ) y ' p ( x )
If we integrate y ' ' p= 2 from 0 to x, then we have
k ( y p( x ))

x
( 2−k ) ξ y p ( ξ )+ ( 1−ξ 2 ) y ' p ( ξ )
y ' p ( ξ ) ¿ xξ=0 =∫ 2
dξ
0 k ( y p(ξ ))
 x
−1 ( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2) y ' p ( ξ )
y ' p ( x )= +∫ 2
dξ
k 0 k ( y p ( ξ ))
( 2.2)

If we integrate both sides of (2.2) from 0 to x, then we obtain

x s
−x ( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2) y ' p ( ξ )
y p ( x ) − y p ( 0 )= +∫ ∫ 2
dξ ds
k 0 o k ( y p (ξ ))
Let,
s
( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2 ) y ' p ( ξ )
u ( s )=∫ 2
dξ
0 k ( y p (ξ ))
Then we have,
y p ( x) − y p ( 0)
x
x
¿− +∫ u ( s ) ds
k o
x
x
¿− + xu ( s )−¿ ∫ sdu
k o

x
x ( 2−k ) ξ y p ( ξ ) + ( 1−ξ2 ) y ' p ( ξ ) x
( 2−k ) s y p ( s ) + ( 1−s 2 ) y ' p ( s )
¿− + x ∫ 2
dξ−∫ s 2
ds
k 0 k ( y p ( ξ )) 0 k ( y p ( s) )
Changing s to 𝜉, we have
x
−x ( 2−k ) ξ y p ( ξ )+ ( 1−ξ 2 ) y ' p ( ξ ) x
( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2) y ' p ( ξ )
y p ( x ) − y p ( 0 )= + x∫ 2
dξ−∫ ξ 2
dξ
k 0 k ( yp ( ξ ) ) 0 k ( y p (ξ ))

(2.3)

If we let p→∞ in both sides of (2.2) and (2.3), then by Lebesgue’s Dominated convergence
theorem, we obtain,
x
' −1 ( 2−k ) ξy ( ξ ) + ( 1−ξ 2) y ' ( ξ )
y ( x )= +∫ 2
dξ (2.4)
k 0 k ( y (ξ ))
And
x x
−x ( 2−k ) ξy ( ξ ) + ( 1−ξ2 ) y ' ( ξ ) ( 2−k ) ξy ( ξ ) + ( 1−ξ2 ) y ' ( ξ )
y ( x ) − y ( 0 )= + x∫ 2
dξ−∫ ξ 2
dξ ,
k 0 k ( y (ξ )) 0 k ( y (ξ ))

which implies y ∈C 2[0,1).

Since y(x) converges to 0 x approaches1, y is continuous at 1,which implies y C[0,1]∩C 2

[0,1).
' −1
Finally, we will show that y is a positive solution of (1.5). It is clear that y ( 0 )=¿ and
k
y(1) = 0. If we take second derivative of both sides of (2.4), then we obtain
( 2−k ) xy + ( 1−x2 ) y ' ( x)
y ' ' ( x )= 2
k ( y (x ))

which implies that y is positive solution of (1.5).

Theorem 3.1 (Uniqueness): It is assumed that y1 and y2 are positive solution of (1.5). Then
y1 = y2

Proof: The proof of this theorem is similar to that of Lemma 2.5

CONCLUSION

Shin [1997 ] established the existence and uniqueness of a positive solution of the boundary
value problem (1.5) for k =2 only, by using the constructive method such as the method of
positive upper and lower solutions. In this article, we also established the existence and
 1
uniqueness of a positive solution of the boundary value problem (1.5) for k ¿ , by using the
3
constructive method such as the method of positive upper and lower solutions.