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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 11 M.M. Adjustovs & A.J. Lepins. Extremal solutions of a boundary value problem for a sixthorder equation. Differ. Equ., 50(2) (2014), 141-146.), (22 R.P. Agarwal, B. Kovacs & D. O’Regan. Positive solutions for a sixth-order boundary value problem with four parameters. Bound. Value Probl., 2 (2013), 184-205.), (33 R.P. Agarwal, B. Kovacs & D. O’Regan. Existence of positive solution for a sixth-order differential system with variable parameters. J. Appl. Math. Comput., 1-2 (2014), 437-454.), (55 T. Garbuza. On solutions of one 6-th order nonlinear boundary value problem. Math. Model. Anal., 13(3) (2008), 349-355.), (1313 G. Suqin, W. Wanyi & Y. Qiuxia. Dependence of eigenvalues of sixth-order boundary value problems on the boundary. Bull. Aust. Math. Soc., 90(3) (2014), 457-468.), (66 K. Ghanbari & H. Mirzaei. On the isospectral sixth order Sturm-Liouville equation. J. Lie Theory, 23(4) (2013), 921-935.), (77 J.R. Graef & B. Yang. Boundary value problems for sixth order nonlinear ordinary differential equations. Dynam. Systems Appl., 10(4) (2001), 465-475.), (88 T. Gyulov. Trivial and nontrivial solutions of a boundary value problem for a sixth-order ordinary differential equation. C. R. Acad. Bulgare Sci., 9(58) (2005), 1013-1018.), (1212 M. Moller & B. Zinsou. Sixth order differential operators with eigenvalue dependent boundary conditions. Appl. Anal. Discrete Math., 2(7) (2013), 378-389.), (44 J.V. Chaparova, L.A. Peletier, S.A.T.F. Geng & Y. Ye. Existence and nonexistence of nontrivial solutions of semilinear sixth-order ordinary differential equations. Appl. Math. Lett., 17(10) (2004), 1207-1212. and the references therein.

Some specific studies, as 55 T. Garbuza. On solutions of one 6-th order nonlinear boundary value problem. Math. Model. Anal., 13(3) (2008), 349-355.), (88 T. Gyulov. Trivial and nontrivial solutions of a boundary value problem for a sixth-order ordinary differential equation. C. R. Acad. Bulgare Sci., 9(58) (2005), 1013-1018. and 1414 B. Yang. Positive solutions to a nonlinear sixth order boundary value problem. Differential Equations & Applications, 11(2) (2019), 307-317., have analyzed conditions for the existence of solutions for this class of problems. In 1414 B. Yang. Positive solutions to a nonlinear sixth order boundary value problem. Differential Equations & Applications, 11(2) (2019), 307-317., 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 1414 B. Yang. Positive solutions to a nonlinear sixth order boundary value problem. Differential Equations & Applications, 11(2) (2019), 307-317., 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 14 B. Yang. Positive solutions to a nonlinear sixth order boundary value problem. Differential Equations & Applications, 11(2) (2019), 307-317. 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 works99 A.L.M. Martinez, E.V. Castelani, G.M. Bressan & E.W. Stiegelmeier. Multiple Solutions for an Equation of Kirchhoff Type: Theoretical and Numerical Aspects. Trends in Applied and Computational Mathematics, 19(3) (2018), 559-572.), (1010 A.L.M. Martinez, E.V. Castelani & R. Hoto. Solving a second order m-point boundary value problem. Nonlinear Studies, 26(1) (2018), 15-26. and1111 C.A.P. Martinez, A.L.M. Martinez, G.M. Bressan, E.V. Castelani & R.M. Souza. Multiple solutions for a fourth order equation with nonlinear boundary conditions: theoretical and numerical aspects. Differential Equations & Applications, 11(3) (2019), 335-348., 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.

REFERENCES

  • 1
    M.M. Adjustovs & A.J. Lepins. Extremal solutions of a boundary value problem for a sixthorder equation. Differ. Equ., 50(2) (2014), 141-146.
  • 2
    R.P. Agarwal, B. Kovacs & D. O’Regan. Positive solutions for a sixth-order boundary value problem with four parameters. Bound. Value Probl., 2 (2013), 184-205.
  • 3
    R.P. Agarwal, B. Kovacs & D. O’Regan. Existence of positive solution for a sixth-order differential system with variable parameters. J. Appl. Math. Comput., 1-2 (2014), 437-454.
  • 4
    J.V. Chaparova, L.A. Peletier, S.A.T.F. Geng & Y. Ye. Existence and nonexistence of nontrivial solutions of semilinear sixth-order ordinary differential equations. Appl. Math. Lett., 17(10) (2004), 1207-1212.
  • 5
    T. Garbuza. On solutions of one 6-th order nonlinear boundary value problem. Math. Model. Anal., 13(3) (2008), 349-355.
  • 6
    K. Ghanbari & H. Mirzaei. On the isospectral sixth order Sturm-Liouville equation. J. Lie Theory, 23(4) (2013), 921-935.
  • 7
    J.R. Graef & B. Yang. Boundary value problems for sixth order nonlinear ordinary differential equations. Dynam. Systems Appl., 10(4) (2001), 465-475.
  • 8
    T. Gyulov. Trivial and nontrivial solutions of a boundary value problem for a sixth-order ordinary differential equation. C. R. Acad. Bulgare Sci., 9(58) (2005), 1013-1018.
  • 9
    A.L.M. Martinez, E.V. Castelani, G.M. Bressan & E.W. Stiegelmeier. Multiple Solutions for an Equation of Kirchhoff Type: Theoretical and Numerical Aspects. Trends in Applied and Computational Mathematics, 19(3) (2018), 559-572.
  • 10
    A.L.M. Martinez, E.V. Castelani & R. Hoto. Solving a second order m-point boundary value problem. Nonlinear Studies, 26(1) (2018), 15-26.
  • 11
    C.A.P. Martinez, A.L.M. Martinez, G.M. Bressan, E.V. Castelani & R.M. Souza. Multiple solutions for a fourth order equation with nonlinear boundary conditions: theoretical and numerical aspects. Differential Equations & Applications, 11(3) (2019), 335-348.
  • 12
    M. Moller & B. Zinsou. Sixth order differential operators with eigenvalue dependent boundary conditions. Appl. Anal. Discrete Math., 2(7) (2013), 378-389.
  • 13
    G. Suqin, W. Wanyi & Y. Qiuxia. Dependence of eigenvalues of sixth-order boundary value problems on the boundary. Bull. Aust. Math. Soc., 90(3) (2014), 457-468.
  • 14
    B. Yang. Positive solutions to a nonlinear sixth order boundary value problem. Differential Equations & Applications, 11(2) (2019), 307-317.

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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