A p p l . M a t h . J . Chinese U n i v . Ser.

B
2005,20(2) : 159-164

A C L A S S OF S I N G U L A R L Y P E R T U R B E D
NONLINEAR BOUNDARY V A L U E PROBLEM

Mo Jiaqi Lin Wantao

Abstract. The singularly perturbed boundary value problem for the nonlinear boundary
conditions is considered. Under suitable conditions, the asymptotic behavior of solution for the
original problems is studied by using theory of differential inequalities.

§1 Introduction

T h e nonlinear singularly perturbed p r o b l e m is a very attractive object of study in the

international academic circles ElI. During the past decade many approximate methods have
been developed and refined,including the m e t h o d of averaging, boundary l a y e r m e t h o d ,
methods of m a t c h e d asymptotic expansion and multiple scales. R e c e n t l y , many scholars
have done a g r e a t deal of work ~z-73. U s i n g the m e t h o d of differential inequality,Mo et al
considered also a class of singularly perturbed nonlinear boundary value problems f o r the
ordinary differential equation in R e f s . [ 8 , 9 ] , t h e reaction diffusion equations in R e f s . [ 1 0 - -
12],the boundary value problems of elliptic equation in R e f s . [13,14],the initial boundary
value problems of hyperbolic equation in Ref. [ 1 5 ] , the s h o c k l a y e r solution of nonlinear
equation f o r singularly perturbed p r o b l e m in R e f s . [16, 17] and the problems of
biomathematics in Ref. [ 1 8 ] . In this p a p e r , u s i n g a unique and simple m e t h o d , w e study a
class of singularly perturbed nonlinear boundary value problem.
W e consider the following nonlinear singularly perturbed problem:
ey"(t) = f ( t , y ( t ) , y ' ( t ) ) , 0 ~ t ~ 1, (1)
g ( y ( O ) ,y' (O) ) = O, (2)
h ( y ( 1 ) , y ( 1 ) ) = 0, (3)
where ¢ is a positive small parameter.
Baxley studied a special p r o b l e m[193 of ( 1 ) - - ( 3 ) .
An application concerning the stress boundary value p r o b l e m for a symmetric

Received :2003-09-11.
MR Subject Classification : 34A40, 34B15.
Keywords:nonlinear, singular perturbation, boundary value problem.
Supported by the National Natural Science Foundation of China(90111011 and 10471039) and the
Natural Science Foundation of Zhejiang Province(102009).
 160 A p p l . M a t h . J . Chinese U n i v . Set. B Vol. 20,No. 2

membrane is presented in [202.

We assume
f-HI] f , g and h are sufficiently smooth bounded functions w i t h r e g a r d t o variables in
corresponding ranges.
f-H2] T h e r e are constants M ~ O , O ~ a o % b o and natural n u m b e r n , s u c h that f ( t , • , xp)
is non-increasing for any (t , xr ) E EO, 1] )< f-a0 ,b0] and
] f ( t , y ( t ) , y ' (t) ) l ~ M [ y ' (t) ]"+l, ao ~ y ' (t) ~ bo, O ~ t ~ 1.
And t h e r e are positive constants k and k ' , k ' ~ e k , s u c h that f s , ~ - - k , f y ~ - - k r in their
variables.
[Ha] g ( y , • ) , h ( y , • ) and g ( • , j ) , h ( • ,yr) are increasing for f i x e d y and y~
respectively. And t h e r e are positive constants rij ,i , j = 1,2 ,such that g y ~ r l l , g y ~ r l 2 and hy
~rzl ,hy,~r22 ,r~le -1 - - r , 2 ~ 0 , i = 1,2 ,in t h e i r variables.

§2 Constructing formal asymptotic solution

We now construct the formal asymptotic expansions for solution of the problem ( 1 ) - -
(3).
The reduced problem of original problem is
f ( t , y ( t ) , y ' ( t ) ) = 0, 0 ~ t ~ 1, (4)
h(y(1),y'(1)) = 0. (5)
From (4) as t = 0 , t h e r e is a solution s = s l ( r ) of f ( O , r , s ) = O . And from (5) w e obtain
r = r l which is the solution for h ( r , s l ) = 0 . Thus y ( 0 ) = r l . Then w e get a solution Y o ( t ) for
the problem (4), (5).
Now w e construct the outer solution Y ( t , e ) of the problem ( 1 ) - - ( 3 ) . Let

Y ( t , e ) = ~ Y i ( t ) ~~. (6)
i=0

Substituting (6) into ( 1 ) , ( 3 ) , developing f and h in e,incorporating and equating the

terms of coefficients of like powers of e for two sides of the equations respectively, w e
obtain
fy,(t,Yo,Y;)Yt~ + f y ( t , Y o , Y ' ) Y i = Y"i-1 + F~,i = 1,2 . . . . . (7)
h y ( Y o ( 1 ) , Y ; ( 1 ) ) Y ~ i ( 1 ) + g ~ ( Y o ( 1 ) , Y ; ( 1 ) ) Y i ( 1 ) = H~,i = 1,2 . . . . . (8)
w h e r e F i and Hi are determined functions. From linear problems (7), (8) w e can obtain the
solutions Y i ( t ) ,i---- 1,2 . . . . . successively.
Substituting Yi ( t ) ,i = 0 , 1 , 2 . . . . . into (6), w e yield the outer solution Y ( t , e) of the
problem ( 1 ) - - ( 3 ) . But it may not satisfy boundary condition ( 2 ) , s o w e need construct for
boundary layer the corrective term Z near t = 0 .
We introduce a stretched variable El? r = t / e , a n d let
u = Y ( t , e ) + Z(r,e), (9)
 Mo diaqi ,et al. S I N G U L A R L Y PERTURBATION 161

where

Z(r) = ~ Z i ( r ) si. (10)

i=l

From (9) and ( 1 ) - - ( 3 ) we have

ld2Z ( IdZ)
d r2 -- f er,Y Jr Z,Y' -+- T drr -- ¢Y"' (11)

g ( Y ( O ) q - Z ( 0 ) , Y ' ( 0 ) + Z ' ( 0 ) ) = 0, (12)

h ( Y ( 1 ) q - Z ( 1 ) , Y ' ( 1 ) q - Z ' ( 1 ) ) = 0. (13)
Substituting (10) into (11)--(13),developing f , g and h in e,ineorporating and equating
the terms of coefficients of like powers of e for two sides o f the equations respectively,we
obtain
( d Z l ( 0 ) ) dZi
d2Zidr2 -- fs' 0 , Y o ( 0 ) , Y ' ( 0 ) -1- dr -dTr q- Fi,i = 1,2 . . . . . (14)

d Z l ( 0 ) dZ,(0) _ U,,i = 1,2 (15)

gy, Yo(0),Y; (0) + dr dr .....

hy,(Yo(1),Y,(1 ) q_ d Zdl r( 1 ) dZi(1) --

dr -- H i , i = 1,2 . . . . . (16)

where F,,Gi and Hi are determined functions successively.

It is easy to see that there are solutions Zi,i = 1,2 . . . . . for the problems ( 1 4 ) - - ( 1 6 ) ,
and they possess the following boundary l a y e r behavior near t = 0:
t
Zi = O ( e x p ( - - k i t ) ) = O ( e x p ( - - k~ T ) ) , ~ = 1,2 . . . . . 0 % e << 1, (17)

where k i , k i ~ k i - t , i = 1 , 2 , . . . ,are certain positive constants.

T h e n we have the following formal asymptotic expansion of the solution y ( t , ¢) f o r
the original p r o b l e m ( 1 ) - - ( 3 ) :

y(t,¢) = Yi(t)e+ Zi g q- O ( ¢ D , 0 ~ t ~ 1,0 % ¢<< 1, (18)

i=0

y'(t,e) = ~ Y S ( t ) e + Z~ ei q- O ( ~ ) , 0 ~ t ~ 1,0 < s << 1. (19)

i=0 i=

§3 Final result

N o w we prove that ( 1 8 ) , (19) are uniformly valid asymptotic expansions of the

solution y ( t , s ) f o r the p r o b l e m ( 1 ) - - ( 3 ) .
W e have the following theorem..
Theorem. U n d e r the hypotheses [H1-]--[-Ha~, there exists a solution y ( t , s ) of the
singularly p e r t u r b e d nonlinear boundary value p r o b l e m ( 1 ) - - ( 3 ) , a n d the uniformly valid
asymptotic expansions (18) and (19) hold.
Proof. W e f i r s t construct the auxiliary functions a and ,9
 162 A p p l . M a t h . J . Chinese U n i v . Ser. B Vol. 20,No. 2

a = Um - - ~e-t¢m, (20)
fl = Um+ 3e-'¢ ~, (21)
where 3 is a positive constant large enough,which will be decided b e l o w and
ra m

: + Zzx.
i=O i=1

Obviously ,we have

~ < f i , 0<~t~<l. (z2)
And there is a positive constant M1 such that
h ( a , d ) = h ( U m ,U~ ) -- [h(Um,U~ ) -- h(Um -- 3 e - ' g ' , U ~ + 3e-'g~)] ~ h ( y ( 1 ) , y ' (1)) +
m
[hy, (Y0(1) ,Yo' (1))Y~ (1) + gy(Yo(1) ,Y~ (1))Y;(1) -- H ; ] g -+-
e=0

~=~ hy, Yo(1),Yo'(1) + d-------~ dr

Mlem - - (rzle -1 -- r22)8¢m = M1¢m -- (rxle-1 -- rzz)~¢m.

Selecting 3 ~ M1 ,we have

rzle- --tee

h ( a , a ' ) ~ O. (23)
Analogously, we have
h ( fl , fl' ) >~ O. (24)
g ( a , a ' ) <~ O, (25)
g(fi,fl') ~> 0. (26)
Now we prove

¢-~7-- f ( t , a , a ' ) ~ O , O < t < l , (27)

and

~ -- f ( t , f l , f l ' ) ~ 0 , 0 < t < 1. (28)

From the Mean Value Theorem, there exist positive constants Mz, e~, f o r ¢ small
enough O%¢~s~,such that
9Za d2Um
e ~ -- f ( t , a , a ' ) = e d~x -- f ( t , U . , , U ~ ) +

[f(t,Um,U~) -- f ( t , U ~ -- 8e-tem,u'm + 3e-~)] -+- 3e-re~+1

f ( t ,Yo (t) ,Yg ( t ) ) + 2 [Y"~-a -- fy' (t ,Yo ,Y~ )Y~ -- f y ( t , Y o ,Y~ )Y~ -+- F,]¢~ +
i=O

2 [d2Z' --fy,(O,Yo(O),Y;(O)+ dZl(O) tdZi

,.=~Ldrz ~ ]-~-r - - f f ; jg + ]
(k -- k t e - 1 ) ~" -- M2¢m = [(k -- k ' / e ) $ -- Mz]em.

Selecting 3 ~ ( k - -Mz
k ' / e ) , t h u s we have the inequality ( 2 7 ) .
 Mo Jiaqi,et al. S I N G U L A R L Y PERTURBATION 163

Analogously,we can prove the inequality ( 2 8 ) .

Thus from ( 2 1 ) - - ( 2 8 ) w e have that there exists a solution y ( t , e ) of the problem
( 1 ) - - ( 3 ) and
a ( t , ¢ ) ~ y ( t , ¢ ) ~ f l ( t , ¢ ) , 0 ~ t ~ 1,0 ~ ¢<< 1,
t3'(t,~) ~ y ' ( t , ¢ ) ~ a ' ( t , e ) , O ~ t ~ 1,0 < e<< 1.
holdt19].
From (20) and (21) w e obtain (18) and ( 1 9 ) . The proof of the Theorem is completed.

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Huzhou Teachers College, H u z h o u 313000,China.

L A S G ,Chinese Academy of Sciences ,Beijing 100029 ,China.