\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small {\em Electronic Journal of Differential Equations}, Vol. 2007(2007), No. 98, pp. 1--8.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu (login: ftp)} \thanks{\copyright 2007 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2007/98\hfil Positive solutions and continuous branches] {Positive solutions and continuous branches for boundary-value problems of differential inclusions} \author[N. T. Hoai, N. V. Loi\hfil EJDE-2007/98\hfilneg] {Nguyen Thi Hoai, Nguyen Van Loi} % in alphabetical order \address{Nguyen Thi Hoai \newline Faculty of mathematics \\ Voronezh State Pedagogical University, Russia} \email{nthoai0682@yahoo.com} \address{Nguyen Van Loi \newline Faculty of mathematics \\ Voronezh State Pedagogical University, Russia} \email{loitroc@yahoo.com} \thanks{Submitted February 16, 2007. Published July 13, 2007.} \subjclass[2000]{34B16, 34A60, 34B18, 47H04} \keywords{Boundary value problems; positive solutions; multivalued map; \hfill\break\indent differential inclusions} \begin{abstract} In this paper, we consider second order differential inclusions with periodic boundary conditions. We obtain the existence of positive solutions and of continuous branches of positive solutions. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{example}[theorem]{Example} \section{Introduction} Consider the boundary-value problem \begin{equation} \label{e1.1} \begin{gathered} Lu\in\lambda{F(t,u)},\quad 00$, $q\geq{0}$ on $[0,1]$, $\alpha,\beta,\gamma,\delta\quad \geq{0}$ with $\alpha\delta+\alpha\gamma+\beta\gamma\quad >0$, $F\colon [0,1]\times{[0,+\infty)\to {P([0,+\infty))}}$, and $\lambda$ is a positive parameter. When $F$ is a continuous map, the existence of positive solutions of \eqref{e1.1} was studied in \cite{Dang}. In this paper, the results in \cite{Dang,Loi} will be used to prove the existence of positive solutions of \eqref{e1.1}. First, we recall the following notion (see, e.g. \cite{BGMO,KOZ}). Let $X,Y$ be two Banach spaces. Let $P(Y)$, $K(Y)$, $Kv(Y)$, $C(Y)$, $Cv(Y)$ denote the collections of all nonempty, nonempty compact, nonempty convex compact, nonempty closed, nonempty convex closed subsets of $Y$, respectively. A multimap $F\colon{X}\to {P(Y)}$ is said to be upper semicontinuous (u.s.c.) [lower semicontinuous (l.s.c.)] if the set $F_{+}^{-1}(V)=\{x\in{X}: {F(x)\subset{V}}\}$ is open [respectively, closed] for every open [respectively, closed] subset $V\subset{Y}$. $F$ is said to be compact if the set $F(X)$ is relatively compact in $Y$. Let $A\subset{K(Y)}$ and the max-normal and min-normal be $$ \|A\|=\max\{\|x\| : x\in{A}\}\quad \text{and}\quad \|A\|_{0}=\min\{\|z\| : z\in{A}\}. $$ Let $C_{+}[0,1]\,(L_{+}^{1}[0,1])$ denote the cone of all positive continuous (respectively, integrable) functions on $[0,1]$. We will consider the cone $C_{+}[0,1]\quad (L_{+}^{1}[0,1])$ as subspace of the space $C[0,1]$ (respectively, $L^{1}[0,1]$) with induced topology. The nonempty subset $M\subset{L_{+}^{1}[0,1]}$ is said to be decomposable provided for every $f,g\in{M}$ and each Lebesgue measurable subset $m\subset{[0,1]}$, $$ f\chi_{m}+g\chi_{[0,1]\setminus{m}}\in{M}, $$ where $\chi_{m}$ is the characteristic function of the set $m$. \section{ Existence of positive solutions} Let $G(t,s)$ be the Green's function for \eqref{e1.1}. Then $u$ is a solution of \eqref{e1.1} if and only if $$ u(t)\in\lambda\int_{0}^{1}G(t,s)F(s,u(s))ds. $$ Recall that \[ G(t,s)= \begin{cases} c^{-1}\phi(t)\psi(s) & \text{if $t\leq{s}$}\\ c^{-1}\phi(s)\psi(t) & \text{if $s\leq{t}$}, \end{cases} \] where $\phi$ and $\psi$ satisfy \begin{gather*} L{\phi}=0,\quad \phi(0)=\beta,\quad \phi'(0)=\alpha, \\ L{\psi}=0,\quad \psi(1)=\delta,\quad \psi'(1)=-\gamma \end{gather*} and $c=r(t)(\phi'(t)\psi(t)-\psi'(t)\phi(t))>0$. Note that $\phi'>0$ on $(0,1]$ and $\psi'<0$ on $[0,1)$. Let $G=\max\{G(t,s):0\leq{t,s}\leq{1}\}$. We shall make the following assumptions: \begin{itemize} \item[(H1)] For every $x\in{[0,+\infty)}$ the multifunction $F(\cdot ,x)\colon{[0,1]}\to {Kv([0,+\infty))}$ has a measurable selection, i.e., there exists a measurable function $f$ such that $f(t)\in{F(t,x)}$ for a.e. $t\in{[0,1]}$; \item[(H2)] For a.e. $t\in{[0,1]}$ the multimap $F(t,\cdot)\colon{[0,+\infty)}\to {Kv([0,+\infty))}$ is u.s.c.; \item[(H3)] There exists a positive function $\omega\in{L^{1}[0,1]}$ such that $$ \|F(t,x)\|\leq\omega(s)(1+x), $$ for all $x\in{[0,+\infty)}$ and a.e. $t\in{[0,1]}$; \item[(H4)] The multioperator $F\colon{[0,1]\times{[0,+\infty)}}\to {K([0,\infty))}$ is almost lower semicontinuous; i.e., there exists a sequence of disjoint compact sets $\{I_m\}, {I_m}\subset{{[0,1]}}$ such that: \begin{itemize} \item[(i)] $\mathop{\rm meas}([0,1]\setminus\bigcup_{m}I_{m})=0$; \item[(ii)] the restriction of $F$ on each set ${J_m}={I_m}\times{[0,\infty)}$ is l.s.c.; \end{itemize} \end{itemize} We will use the method in \cite{Loi} to prove the following results. \begin{theorem} \label{thm1} Let (H1)--(H3) hold. If \eqref{e1.1} has no zero solution, then for each $0<\lambda<\frac{1}{G\int_{0}^{1}\omega(s)ds}$, \eqref{e1.1} has a positive solution. \end{theorem} \begin{theorem} \label{thm2} Let (H3)-(H4) hold. If \eqref{e1.1} has no zero solution, then for each $0<\lambda<\frac{1}{G\int_{0}^{1}\omega(s)ds}$, \eqref{e1.1} has a positive solution. \end{theorem} \begin{proof}[Proof of Theorem \ref{thm1}] From (H1)--(H3) it follows easily that the multioperator superposition \begin{gather*} \wp_{F}\colon{C_{+}[0,1]}\to {Cv(L_{+}^{1}[0,1])},\\ \wp_{F}(u)=\{f\in{L_{+}^{1}[0,1]}:f(s)\in{F(s,u(s))}\text{ for a.e. } s\in{[0,1]}\}.\notag \end{gather*} is defined and closed (see, e.g. \cite{BGMO}). Consider a completely continuous operator \[ Q_{\lambda}\colon{L_{+}^{1}[0,1]}\to {C_{+}[0,1]},\quad Q_{\lambda}(f)(t)=\lambda\int_{0}^{1}G(t,s)f(s)ds, \] Let $\Gamma_{\lambda}=Q_{\lambda}\circ\wp_{F}$. From \cite[Theorem 1.5.30]{BGMO} it follows that the multioperator $\Gamma_{\lambda}$ is closed. We can easily prove that for every bounded subset $U\subset{C_{+}[0,1]}$, the set $\Gamma_{\lambda}(U)$ is relatively compact in $C_{+}[0,1]$. Hence applying \cite[Theorem 1.2.48]{BGMO}, we have that the Hammerstein's multioperator \begin{gather*} \Gamma_{\lambda}\colon{C_{+}[0,1]}\to {Kv(C_{+}[0,1])},\\ \Gamma_{\lambda}(u)=\lambda\int_{0}^{1}G(t,s)F(s,u(s))ds. \end{gather*} is upper semicontinuous. Let $T_{+}=\{u\in{C_{+}[0,1]}:\|u\|_{C}\leq\rho, \text{ where }\rho>0\}$ For $u$ in ${T_{+}}$ we have $$ \big\|\Gamma_{\lambda}(u)\big\|_{C} =\max \big\{\big\|\lambda\int_{0}^{1}G(t,s)f(s)ds \big\|_{C}:f\in{\wp_{F}(u)}\big\}, $$ where $$ \big\|\int_{0}^{1}G(t,s)f(s)ds\big\|_{C} =\sup_{t\in{[0,1]}} \big\{\int_{0}^{1}G(t,s)f(s)ds\big\}. $$ Since $f(s)\in{F(s,u(s))}$ for a.e. $s\in{[0,1]}$ and (H3), for a.e. $s\in{[0,1]}$ we have $$ f(s)\leq{\|F(s,u(s))\|}\leq\omega(s)(1+u(s))\leq\omega(s)(1+\|u\|_{C}) \leq{\omega(s)(1+\rho)}. $$ Therefore, $$ \int_{0}^{1}G(t,s)f(s)ds\leq{G(1+\rho)\int_{0}^{1}\omega(s)ds}, $$ and hence $$ \big\|\int_{0}^{1}G(t,s)f(s)ds\big\|_{C}\leq {G(1+\rho)\int_{0}^{1}\omega(s)ds}. $$ Because the last inequality holds for all $f\in{\wp_{F}(u)}$, $$ {\|\Gamma_{\lambda}(u)\|}_{C}\leq\lambda{G(1+\rho)\int_{0}^{1}\omega(s)ds}. $$ Choose $\rho\geq\frac{\lambda{G\int_{0}^{1}\omega(s)ds}}{1-\lambda{G\int_{0}^{1} \omega(s)ds}}$ then $\|\Gamma_{\lambda}(u)\|_{C}\leq\rho$, i.e., $\Gamma_{\lambda}$ maps the set $T_{+}$ in to itself. The existence of positive solution of the problem \eqref{e1.1} can be easily follow from the Bohnenblust-Karlin fixed point theorem \end{proof} For the proof of Theorem \ref{thm2} we need the following result proved in \cite{Deim,HuPa}. \begin{lemma} \label{lem1} Let $X$ be a separable metric space; $E$ be a Banach space. Then every l.s.c. multimap $\tilde{F}\colon{X}\to {P(L^{1}([0,1],E))}$ with closed decomposable values has a continuous selection. \end{lemma} \begin{proof}[Proof of theorem \ref{thm2}] From conditions (H3)--(H4) it follows that $$ \wp_{F}\colon{C_{+}[0,1]}\to {C(L_{+}^{1}[0,1])} $$ is a l.s.c. multioperator with closed decomposable values (see, e.g. \cite{BGMO,KOZ}). Consider again the Hammerstein's multioperator $\Gamma_{\lambda}=Q_{\lambda}\circ\wp_{F}$. By Lemma \ref{lem1}, the multioperator superposition $\wp_{F}$ has a continuous selection \[ \ell\colon{C_{+}[0,1]}\to {L_{+}^{1}[0,1]},\quad \ell(u)\in\wp_{F}(u). \] Hence the operator \[ \gamma_{\lambda}\colon{C_{+}[0,1]}\to {C_{+}[0,1]},\quad \gamma_{\lambda}(u)(t)=\lambda\int_{0}^{1}G(t,s)\ell(u)(s)ds, \] is a completely continuous selection of the multioperator $\Gamma_{\lambda}$. As shown above, for each $0<\lambda<\frac{1}{G\int_{0}^{1}\omega(s)ds}$, we can choose $\rho>0$ such that the multioperator $\Gamma_{\lambda}$ maps the set $T_{+}$ in to itself. From the Schauder fixed theorem it follows that the operator $\gamma_{\lambda}$ has a fixed point in $T_{+}$, i.e., \eqref{e1.1} has a positive solution \end{proof} Now we use the result in \cite{Dang} to prove the existence and multiplicity of positive solutions for \eqref{e1.1}, when $F$ is lower semicontinuous. Assume that \begin{itemize} \item[(F1)] $F\colon{(0,1)\times{[0,+\infty)}}\to {Kv([0,+\infty))}$ is l.s.c.; \item[(F2)] For each $M>0$, there exists a continuous function $g_{M}$ on $(0,1)$ such that $\|F(t,x)\|\leq{g_{M}(t)}$ for $t\in{(0,1)}\text{,\quad }x\in{[0,M]}$, and $$ \int_{0}^{1}G(s,s)g_{M}(s)ds<\infty. $$ \item[(F3)] There exist an interval $I\subset{(0,1)}$ and a non-zero function $m\in{L^{1}(I)}$ with $m\geq{0}$ such that for every $b>0$, there exists $r_{b}>0$ such that $$ \|F(t,x)\|_{0}\geq bm(t)x \quad \text{for } t\in{I}, \; x\in{(0,r_{b})}; $$ \item[(F4)] There exist an interval $I_{1}\subset{(0,1)}$ and a non-zero function $m_{1}\in{L^{1}(I_{1})}$ with $m_{1}\geq{0}$ such that for every $c>0$, there exists $R_{c}>0$ such that $$ \|F(t,x)\|_{0}\geq c\,m_{1}(t)x \quad \text{for } t\in{I_{1}},\; x\geq{R_{c}}; $$ \end{itemize} \begin{theorem} \label{thm3} Let (F1)--(F3) hold. Then there exists $\lambda_{0}>0$ such that \eqref{e1.1} has a positive solution for $0<\lambda<\lambda_{0}$. If, in addition, (F4) holds, then \eqref{e1.1} has at least two positive solutions for $0<\lambda<\lambda_{0}$ \end{theorem} For the proof of this we need the following result (see, e.g. \cite{BGMO,Mic}). \begin{lemma} \label{lem2} Let $X$ be a metric space; $Y$ be a Banach space. Then every l.s.c. multi-map $W\colon{X}\to {Cv(Y)}$ has a continuous selection. \end{lemma} \begin{proof}[Proof of Theorem \ref{thm3}] Let $f\colon{(0,1)\times{[0,+\infty)}}\to {[0,+\infty)}$ be a continuous selection of $F$, i.e., $$ f(t,x)\in{F(t,x)}\quad \text{for all } (t,x)\in{(0,1)\times{[0,+\infty)}}. $$ It is easy to see that for all $(t,x)\in{(0,1)\times{[0,+\infty)}}$ the following inequality holds $$ \|F(t,x)\|_{0}\leq{f(t,x)}\leq{\|F(t,x)\|}. $$ Consider now the problem \begin{equation} \label{e1.2} Lu=\lambda{f(t,u)},\quad 00$, there exists a continuous function $g_{M}$ on $(0,1)$ such that $f(t,x)\leq{g_{M}(t)}$ for $t\in{(0,1)}$, $0\leq{x}\leq{M}$ and \[ \int_{0}^{1}G(s,s)g_{M}(s)ds<\infty. \] \item[(f3)] There exist an interval $I\subset{(0,1)}$ and a non-zero function $m\in{L^{1}(I)}$ with $m\geq{0}$ such that for every $b>0$, there exists $r_{b}>0$ such that \[ f(t,x)\geq{bm(t)x},\quad \text{for } t\in{I},\; x\in{(0,r_{b})}; \] \end{itemize} If $(F4)$ holds then we have \begin{itemize} \item[(f4)] There exist an interval $I_{1}\subset{(0,1)}$ and a non-zero function $m_{1}\in{L^{1}(I_{1})}$ with $m_{1}\geq{0}$ such that for every $c>0$, there exists $R_{c}>0$ such that \[ f(t,x)\geq{c\,m_{1}(t)x},\text{\quad for } t\in{I_{1}},\quad x\geq{R_{c}}; \] \end{itemize} From \cite[Theorem 1.1]{Dang} it follows that if (f1)--(f3) hold then there exists $\lambda_{0}>0$ such that \eqref{e1.2} has a positive solution for $0<\lambda<\lambda_{0}$. If, in addition, $(f4)$ holds then \eqref{e1.2} has at least two positive solutions for $0<\lambda<\lambda_{0}$. Hence we obtain our result \end{proof} \section{Continuous branch of positive solutions} A sphere and a ball with center at the point $0$ (the zero function) and radius $r$ in the cone $C_{+}[0,1]$ will be denoted respectively by \begin{gather*} S_{+}(0,r)=\{u\in{C_{+}[0,1]} :\|u\|_{C}=r\},\\ T_{+}(0,r)=\{u\in{C_{+}[0,1]} :\|u\|_{C}\leq{r}\}. \end{gather*} Recall the following notion (see, \cite{Bakh1,Bakh2,Kras2}). \noindent\textbf{Definition} A set $V$ of positive solutions of \eqref{e1.1} is said to form a continuous branch connecting the spheres $S_{+}(0,r)$ and $S_{+}(0,R)$, with $0\leq{r}0. $$ Then the positive solutions of the equation $$ Ax=\mu{x},\quad x\in{\mathbf{K}\setminus\{0\}} $$ form a continuous branch with infinite length. \end{lemma} Let $a$ be a positive constant. Consider now the problem \eqref{e1.1} with the multimap \[ F\colon{[0,1]\times{[0,+\infty)}}\to {K([a,+\infty))} \] satisfying the following assumptions: \begin{itemize} \item[(A1)] $F$ is almost lower semicontinuous; \item[(A2)] For every nonempty bounded subset $\Omega\subset{[0,+\infty)}$ there exists a function $\vartheta_{\Omega}\in{L_{+}^{1}[0,1]}$ such that $$ \|F(t,x)\|\leq\vartheta_{\Omega}(t), $$ for all $x\in\Omega$ and a.e. $t\in{[0,1]}$; \item[(A3)] There exists $q>0$ such that the Green's function satisfies $G(t,s)\geq{q}$, for all $0\leq{t,s}\leq{1}$; \end{itemize} \begin{theorem} \label{thm4} Let (A1)--(A3) hold. Then the positive solutions of \eqref{e1.1} form a continuous branch with infinite length. \end{theorem} \begin{proof} Note that the condition (H3) is special case of the condition (A2). As is shown above, from (A1)--(A2) the multioperator $\Gamma_{\lambda}$ has a completely continuous selection $\gamma_{\lambda}$ on the cone $C_{+}[0,1]$. Let $\Xi\ni{0}$ be an open bounded subset of $C_{+}[0,1]$. For all $u\in\Xi$, since $\ell(u)(s)\in{F(s,u(s))}$ for a.e. $s\in{[0,1]}$ we have $$ \gamma_{\lambda}(u)(t)=\lambda\int_{0}^{1}G(t,s)\ell(u)(s)ds \geq{\lambda{aq}}>0. $$ Hence $$ \inf_{u\in\partial\Xi}\|l(u)\|_{C}\geq{aq}>0,\quad \text{where } l=\frac{\gamma_{\lambda}}{\lambda}. $$ On the cone $C_{+}[0,1]$ consider the equation \begin{equation} \label{e1.3} l(u)=\frac{1}{\lambda}{u} \end{equation} By Lemma \ref{lem3}, the positive solutions of \eqref{e1.3} form a continuous branch with infinite length. And hence we obtain our result \end{proof} \section{Examples} \begin{example} \label{exa1} \rm Let $D\subset{[0,1]}$ be a nonmeasurable set; $$ F\colon{[0,1]\times{[0,+\infty)}}\to {Kv([0,+\infty))} $$ be the multimap \[ F(t,x)=\begin{cases} [0,x+1] & \text{if $x=t$ and $t\in{[0,1]\setminus{D}}$}\\ [0,x+1] & \text{if $x=t+1$ and $t\in{D}$}\\ x+1 & \text{otherwise.} \end{cases} \] Consider the differential inclusion \begin{equation} \label{e1.4} \begin{gathered} -u''(t)\in{\lambda\,F(t,u(t))},\quad \lambda>0,\quad 00$, let $g_{M}(t)=(M^{2}+\frac{1}{\varepsilon})(t+1)$. We have \[ \|F(t,x)\|\leq(t+1)(x^{2}+\frac{1}{x+\varepsilon})\leq{g_{M}(t)}, \] for $00$ $$ \|F(t,x)\|_{0}=t(x^{2}+\frac{1}{1+x})\geq{b\,m(t)x}\quad \text{for } t\in{I},\; x\in{(0,r_{b})}, $$ where $r_{b}=\min\{\frac{-b+(b^{2}+4b)^{1/2}}{2b},1\}$. The condition (F3) holds. For every $c>0$ $$ \|F(t,x)\|_{0}\geq{t(x^{2}+\frac{1}{1+x})}\geq{c\,m(t)x},\quad \text{for }t\in{I},\;x\geq{c}. $$ The condition (F4) holds. By Theorem \ref{thm3}, there exists $\lambda_{0}>0$ such that \eqref{e1.5} has at least two positive solutions for $0<\lambda<\lambda_{0}$ \end{example} \begin{example} \label{exa3} \rm Let $F\colon{[0,1]\times{[0,+\infty)}}\to {K([1,+\infty))}$ be the multimap \[ F(t,x)= \begin{cases} (t^{2}+2)(x^{2}+\frac{1}{x+1}) & \text{if $0\leq{t}\leq{1}$, $0\leq{x}\leq{1}$}\\ (t+2)(x^{2}+\frac{1}{x+1}) & \text{if $0\leq{t}\leq{1}$, $2\leq{x}\leq{3}$}\\ [(t^{2}+2)(x^{2}+\frac{1}{1+x}),\,(t+2)(x^{2}+\frac{1}{x+1})] & \text{otherwise.} \end{cases} \] Consider the problem \begin{equation} \label{e1.6} \begin{gathered} -(1+e^{t})u''-e^{t}u'\in{\lambda{F(t,u)}},\quad 0