\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2015 (2015), No. 148, 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} \thanks{\copyright 2015 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2015/148\hfil Nonlocal boundary-value problems] {k-dimensional nonlocal boundary-value problems at resonance} \author[K. Szyma\'nska-D\c{e}bowska \hfil EJDE-2015/148\hfilneg] {Katarzyna Szyma\'nska-D\c{e}bowska} \address{Katarzyna Szyma\'nska-D\c{e}bowska \newline Institute of Mathematics, \L\'od\'z University of Technology, 90-924 \L\'od\'z, ul. W\'olcza\'nska 215, Poland} \email{katarzyna.szymanska-debowska@p.lodz.pl} \thanks{Submitted February 2, 2015. Published June 6, 2015.} \subjclass[2010]{34B10, 34B15} \keywords{Nonlocal boundary value problem; perturbation method; \hfill\break\indent boundary value problem at resonance; Neumann BVP} \begin{abstract} In this article we show the existence of at least one solution to the system of nonlocal resonant boundary-value problem $$ x''=f(t,x), \quad x'(0)=0, \quad x'(1)=\int_{0 }^{1}x'(s)\,dg(s), $$ where $f:[0,1]\times\mathbb{R}^k\to\mathbb{R}^k$, $g:[0,1]\to\mathbb{R}^k$. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{example}[theorem]{Example} \allowdisplaybreaks \section{Introduction} In this article we study the system of ordinary differential equations \begin{equation} \label{upn} x''=f(t,x), \quad x'(0)=0, \quad x'(1)=\int_{0 }^{1}x'(s)\,dg(s), \end{equation} where $f=(f_1,\dots , f_k):[0,1]\times\mathbb{R}^k\to\mathbb{R}^k$ is continuous, and $g=(g_1,\dots , g_k):[0,1]\to\mathbb{R}^k$ has bounded variation. Observe that \eqref{upn} can be written down as the system of equations \begin{gather*} x''_i(t)=f_i(t,x(t)), \\ x'_i(0)=0,\\ x'_i(1)=\int_{0 }^{1}x'_i(s)dg_i(s), \end{gather*} where $ t\in [0,1]$, $i=1, \dots , k$ and the integrals $\int_{0 }^{1}x'_i(s)dg_i(s)$ are meant in the sense of Riemann-Stieltjes. Our main goal is to show that the problem \eqref{upn} has at least one solution. We impose on the function $f$ a sign condition, which we called: the asymptotic integral sign condition. The idea comes from \cite{prz}, where the author shows that the first order equation $x'=f(t,x)$ has periodic solutions. The method can be successfully applied to other BVPs (not necessarily only for differential equations of the first or second order but, for instance, involving p-Laplacians), for which the function $f$ does not depend on $x '$. As far as we are aware, \eqref{upn} has not been studied in this generality so far. Note that a special case of \eqref{upn} is the Neumann BVP \[ x''=f(t,x), \quad x'(0)=0, \quad x'(1)=0. \] Under suitable monotonicity conditions or nonresonance conditions, some existence or uniqueness theorems or methods for Neumann BVPs have been presented (see, for instance, \cite{a, er, liu, yan, s, v, y, w, w1} and the references therein). In \cite{h}, the authors study the Neumann boundary value problem $x''+\mu(t)x_{+}-\nu(t)x_{-}=p(t,x)$, $x'(0)=0=x'(\pi)$, where $\mu$, $\nu$ lie in $L^1(0,\pi)$, $p(t,x)$ is a Carath\'eodory function, $p\geq0$, $x_{+}(t)=\max(x(t),0)$, and $x_{-}(t)=\max(-x(t),0)$. They obtain several necessary and sufficient conditions on $p$ so that the Neumann problem has a positive solution or a solution with a simple zero in $(0,\pi)$. In \cite{h2}, the author uses phase plane and asymptotic techniques to discuss the number of solutions of the problems $-x''=f(t,x)$, $x'(0)=\sigma_1$, $x'(\pi)=\sigma_1$. It is assumed that $f: [0, \pi] \times \mathbb{R} \to \mathbb{R}$ is a continuous jumping nonlinearity with nonnegative asymptotic limits: $x^{-1}f(t,x)\to \alpha$ as $x\to -\infty$ and $x^{-1}f(t,x)\to \beta$ as $x\to \infty$. The limit problem where $f(t,x)=\alpha x_{-}+\beta x_{+}$ plays a key role in his methods. The authors describe how the number of solutions of the problem depends on the four parameters: $\alpha, \beta, \sigma_1, \sigma_2$. The results differ from those obtained by various authors who were mainly concerned with forcing the equation with large positive functions and keeping the boundary conditions homogeneous. The boundary-value problem $$ x'' =f(t,x,x'), \quad x'(0)=0, \quad x'(1)=0, $$ is considered in \cite{gr2}. The authors obtain some results of existence of solutions assuming that there is a constant $M> 0$ such that $yf(t,x,y)> 0$ for $| y |> M$ and the function $f$ satisfies the Bernstein growth condition (or the Bernstein-Nagumo growth condition). In \cite{mawhin} the author shows the existence of a solution to the Neumann problem for the equation \[ (d/dt)[A(t)dx/dt]=f(t,x,x'), \] where $A:[0,1]\to L(\mathbb{R}^k,\mathbb{R}^k)$ and $f:[0,1]\times \mathbb{R}^k\times\mathbb{R}^k\to\mathbb{R}^k$, applying the coincidence degree theory. The generalization of the Neumann problem \eqref{upn} is a nonlocal problem. BVPs with Riemann-Stieltjes integral boundary conditions include as special cases multi-point and integral BVPs. The multi-point and integral BCs are widely studied objects. The study of multi-point BCs was initiated in 1908 by Picone \cite{picone}. Reviews on differential equations with BCs involving Stieltjes measures has been written in 1942 by Whyburn \cite{wh} and in 1967 by Conti \cite{conti}. Since then, the existence of solutions for nonlocal nonlinear BVPs has been studied by many authors by using, for instance, the Leray-Schauder degree theory, the coincidence degree theory of Mawhin, the fixed point theorems for cones. For such problems and comments on their importance, we refer the reader to \cite{ge2, ge, kt3, webbzima, y1, y2} and the references therein. \section{The perturbed problem} First, we shall introduce notation and terminology. Throughout the paper $|\cdot|$ will denote the Euclidean norm on $\mathbb{R}^k$, while the scalar product in $\mathbb{R}^k$ corresponding to the Euclidean norm will be denoted by $(\cdot|\cdot)$. Denote by $C^{1}([0,1],\mathbb{R}^k)$ the Banach space of all continuous functions $x:[0,1]\to\mathbb{R}^k$ which have continuous first derivatives $x'$ with the norm \begin{equation} \label{eq:norm} \|x\|=\max \big\{\sup_{t\in[0,1]}|x(t)|, \sup_{t\in[0,1]}|x'(t)|\big\} . \end{equation} The Lemma below, which is a straightforward consequence of the classical Arzel\`a-Ascoli theorem, gives a compactness criterion in $ C^1([0,1],\mathbb{R}^k)$. \begin{lemma}\label{wz} For a set $Z \subset C^1([0,1],\mathbb{R}^k)$ to be relatively compact, it is necessary and sufficient that: \begin{itemize} \item[(1)] there exists $M > 0$ such that for any $x\in Z$ and $t\in [0 , 1]$ we have $|x(t)|\leq M$ and $|x'(t)|\leq M$; \item[(2)] for every $t_{0} \in[0,1]$ the families $Z:= \{x: x\in Z\}$ and $Z':= \{x': x\in Z\}$ are equicontinuous at $t_{0}$. \end{itemize} \end{lemma} Now, let us consider problem \eqref{upn} and observe that the homogeneous linear problem, i.e., \[ x''=0, \quad x'(0)=0, \quad x'(1)=\int_{0 }^{1}x'(s)\,dg(s), \] has always nontrivial solutions, hence we deal with a resonant situation. The following assumptions will be needed throughout this article: \begin{itemize} \item[(i)] $f=(f_1,\dots , f_k):[0,1]\times\mathbb{R}^k\to\mathbb{R}^k$ is a continuous function. \item[(ii)] $g=(g_1,\dots , g_k):[0,1]\to\mathbb{R}^k$ has bounded variation on the interval $[0,1]$. \item[(iii)] There exists a uniform finite limit \[ h(t,\xi):=\lim_{\lambda \to\infty}f(t,\lambda \:\xi) \] with respect to $t$ and $\xi\in \mathbb{R}^k$, $|\xi|=1$. \item[(iv)] Set \[ h_0(\xi):=\int_{0 }^{1}h(u,\xi)du -\int_{0}^{1}\int_{0}^{s}h(u,\xi)du\,dg(s). \] For every $\xi\in \mathbb{R}^k$, $|\xi|=1$, we have $(\xi : h_0(\xi))< 0$. \end{itemize} Problem \eqref{upn} is resonant. Hence, there is no equivalent integral equation. The existence of a solution will be obtained by considering the perturbed boundary-value problem \begin{gather} \label{rr3} x''=f(t,x), \quad t\in [0,1], \\ \label{wp3} x'(0)=0, \\ \label{non3} x'(1)=\int_{0 }^{1}x'(s)\,dg(s) +\alpha_n x(0), \quad \alpha_n \in(0,1),\quad \alpha_n\to 0. \end{gather} Notice that problem \eqref{rr3}, \eqref{wp3}, \eqref{non3} is always nonresonant. Now, let us consider the equation \eqref{rr3} and integrate it from $0$ to $t$. By \eqref{wp3}, we obtain \begin{equation} \label{ixprim} x'(t)=\int_{0}^{t}f(u,x(u))du. \end{equation} By \eqref{non3} and \eqref{ixprim}, we obtain \[ \int_{0}^{1}f(u,x(u))du=\int_{0}^{1}\int_{0}^{s}f(u,x(u))du\,dg(s)+\alpha_n x(0), \] so \[ x(0)=\frac{1}{\alpha_n}\Big[\int_{0}^{1}f(u,x(u))du -\int_{0}^{1}\int_{0}^{s}f(u,x(u))du\,dg(s)\Big], \] Moreover, by \eqref{ixprim}, we have \[ x(t)=x(0) +\int_{0}^{t}\int_{0}^{s}f(u,x(u))\,du\,ds. \] Now, it is easily seen that the following Lemma holds. \begin{lemma} \label{rownowaznosc} A function $x\in C^{1}([0,1],\mathbb{R}^k)$ is a solution of \eqref{rr3}, \eqref{wp3}, \eqref{non3} if and only if $x$ satisfies the integral equation \[ %\label{iks} x(t)= \int_{0}^{t}\int_{0}^{s}f(u,x(u))\,du\,ds + \frac{1}{\alpha_n}\Big[\int_{0}^{1}f(u,x(u))du -\int_{0}^{1}\int_{0}^{s}f(u,x(u))du\,dg(s)\Big]. \] \end{lemma} To search for solutions of \eqref{rr3}, \eqref{wp3}, \eqref{non3}, we first reformulate the problem as an operator equation. Given $x\in C^{1}([0,1],\mathbb{R}^k)$ and fixed $n\in\mathbb{N}$ let \begin{align*} %\label{opa} (A_{n}x)(t) &=\int_{0}^{t}\int_{0}^{s}f(u,x(u))\,du\,ds \\ &\quad + \frac{1}{\alpha_n}\Big[\int_{0}^{1}f(u,x(u))du -\int_{0}^{1}\int_{0}^{s}f(u,x(u))du\,dg(s)\Big]. \end{align*} Then \begin{equation} \label{opaprim} (A_{n}x)'(t)=\int_{0}^{t}f(u,x(u))du. \end{equation} It is clear that $A_{n}x, (A_{n}x)':[0,1]\to\mathbb{R}^k$ are continuous. It follows that the operator \[ A_{n}: C^1([0,1],\mathbb{R}^k) \to C^1([0,1],\mathbb{R}^k) \] is well defined. By assumption (iii), function $f$ is bounded and we put \[ M:=\sup_{t\in[0,1],x\in\mathbb{R}^k}|f(t,x)|. \] By \eqref{opaprim}, we have \begin{equation} \label{ogr} \sup_{t\in [0,1]}|(A_{n}x)'(t)|\leq M . \end{equation} Moreover, we obtain \begin{equation} \sup_{t\in [0,1]}|(A_{n}x)(t)|\leq M+\frac{1}{\alpha_n}\left(M+M\operatorname{Var}(g) \right), \end{equation} where $\operatorname{Var}(g) $ means the variation of $g$ on the interval $[0,1]$. From (ii), $L: = \operatorname{Var}(g) < \infty$. Put $M_{n}:=M+\frac{1}{\alpha_n}\left(M+M\:L \right)$, then $\|A_{n}x\|\leq M_{n}$ for every $n\in\mathbb{N}$. Moreover, $(A_{n}x)''(t)$ and $(A_{n}x)'(t)$, $t\in[0,1]$, are bounded, hence the families $(A_{n}x)'$ and $(A_{n}x)$ are equicontinuous. Now, by Lemma \ref{wz}, the following Lemma holds. \begin{lemma} \label{pelopA} The operator $A_{n}$ is completely continuous. \end{lemma} Let $B_{n}:=\{x\in C^1([0,1],\mathbb{R}^k) : \|x\|\leq M_{n}\}$. Now, considering operator \[ A_{n}:B_{n}\to B_{n}, \] by Schauder's fixed point Theorem, we get that the operator $A_{n}$ has a fixed point in $B_{n}$ for every $n$. We have proved the following result. \begin{lemma} \label{lem2.4} Under assumptions {\rm (i)--(iii)}, problem \eqref{rr3}, \eqref{wp3}, \eqref{non3} has at least one solution for every $n\in\mathbb{N}$. \end{lemma} \section{Main results} Let $ \varphi _{n}$ be a solution of the problem \eqref{rr3}, \eqref{wp3}, \ eqref{non3}, where $n$ is fixed. \begin{lemma} \label{fogr} The sequence $(\varphi_n)$ is bounded in $ C^1([0,1],\mathbb{R}^k)$. \end{lemma} \begin{proof} Assume that the sequence $(\varphi_n)$ is unbounded. Then, passing to a subsequence if necessary, we have $\|\varphi_n \|\to\infty$. We can proceed analogously as in \eqref{ogr} to show that \[ \sup_{t\in [0,1]}|(\varphi_n)'(t)|\leq M, \] for every $n$. Hence, $\sup_{t\in[0,1]}|\varphi_n(t)|\to\infty$, when $n\to\infty$. Let us consider the following sequence $(\frac{\varphi_n}{\|\varphi_n\|})\subset C^1([0,1],\mathbb{R}^k)$ and notice that the norm of the sequence equals 1. Hence, the sequence is bounded. Moreover, the family $(\frac{\varphi_n}{\|\varphi_n\|})$ (and simultaneously $(\frac{\varphi_n'}{\|\varphi_n\|})$) is equicontinuous, since $\frac{\varphi_n'(t)}{\|\varphi_n\|}$ (or $\frac{\varphi_n''(t)}{\|\varphi_n\|}$) is bounded. By Lemma \ref{wz}, there exists a convergent subsequence of $(\frac{\varphi_n}{\|\varphi_n\|})$. To simplify the notation, let us denote this subsequence as $(\frac{\varphi_n}{\|\varphi_n\|})$. First, observe that $\frac{\varphi_n' (t)}{\|\varphi_n \|}\to 0\in\mathbb{R}^k$. Now, we shall show that \begin{equation} \label{granicat} \frac{\varphi_n (t)}{\|\varphi_n \|}\to \xi, \end{equation} where $\xi=(\xi_1, \dots , \xi_k)$ does not depend on t and $|\xi|=1$. Indeed, notice that $\frac{\varphi_n (t)}{\|\varphi_n \|}$ is given by \begin{equation} \label{de} \begin{aligned} \frac{\varphi_n (t)}{\|\varphi_n \|} &= \frac{\int_{0}^{t}\int_{0}^{s}f(u,\varphi_n(u))\,du\,ds}{ \|\varphi_n \| } \\ &\quad +\frac{\int_{0}^{1}f(u,\varphi_n(u))du -\int_{0}^{1}\int_{0}^{s}f(u,\varphi_n(u))du\,dg(s)}{\alpha_n \|\varphi_n \| }. \end{aligned} \end{equation} Since $f$ is bounded, we obtain \begin{equation} \label{lim1} \lim_{n\to\infty}\frac{\int_{0}^{t}\int_{0}^{s}f(u,\varphi_n(u))\,du\,ds}{ \|\varphi_n \| }=0 \in\mathbb{R}^k. \end{equation} Now, by \eqref{de} and \eqref{lim1}, we can easily observe that the limit \eqref{granicat} does not depend on $t$. The norm of the sequence $(\frac{\varphi_n}{\|\varphi_n\|})$ equals 1. Hence $\frac{\varphi_n (t)}{\|\varphi_n \|}\to \xi$, where $|\xi|=1$. On the other hand, \begin{equation}\label{rownanie} \begin{aligned} \xi &= \lim_{n\to\infty}\frac{\varphi_n (t)}{\|\varphi_n \|}\\ &= \frac{\int_{0}^{t}\int_{0}^{s}f(u,\varphi_n(u))\,du\,ds}{ \|\varphi_n \| } \\ &\quad +\frac{\int_{0}^{1}f(u,\varphi_n(u))du-\int_{0}^{1} \int_{0}^{s}f(u,\varphi_n(u))du\,dg(s)}{\alpha_n \|\varphi_n \| } \\ &= \lim_{n\to\infty}\Big( \frac{\int_{0 }^{1}f(u,\|\varphi_n \|\frac{\varphi_n(u)}{\|\varphi_n \|})du } {\alpha_n \|\varphi_n \| } - \frac{\int_{0}^{1}\int_{0}^{s}f(u,\|\varphi_n \|\frac{\varphi_n(u)}{\|\varphi_n \|})du\,dg(s)} {\alpha_n \|\varphi_n \| } \Big) . \end{aligned} \end{equation} Now, observe, that there exist a uniform limits of \[ \int_{0 }^{1}f(u,\|\varphi_n \|\frac{\varphi_n(u)}{\|\varphi_n \|})du \] and \[ \int_{0}^{1}\int_{0}^{s}f(u,\|\varphi_n \|\frac{\varphi_n(u)}{\|\varphi_n \|})du\,dg(s) \] Moreover, by (iv), the sum of the limits is different from zero. Hence, since \eqref{granicat} holds, there exists $\gamma \in (0,\infty)$ such that $\gamma:=\lim_{n\to\infty}1/(\alpha_n \|\varphi_n \|)$. Now, by assumption (iii), we obtain \begin{equation} \label{rownanie1} \xi = \lim_{n\to\infty}\frac{\varphi_n (t)}{\|\varphi_n \|} = \gamma \Big[ \int_{0 }^{1}h(u,\xi)du -\int_{0}^{1}\int_{0}^{s}h(u,\xi)du\,dg(s)\Big]. \end{equation} Finally, by \eqref{rownanie1} and (iv), we obtain \begin{align*} 1=(\xi \mid \xi) &=\gamma\Big(\xi\mid \int_{0 }^{1}h(u,\xi)du -\int_{0}^{1}\int_{0}^{s}h(u,\xi)du\,dg(s) \Big) \\ &= \gamma(\xi \mid h_0(\xi))< 0 \end{align*} a contradiction. Hence, the sequence $(\varphi_n)$ is bounded. \end{proof} Now, it is easy to see that the following lemma holds. \begin{lemma}\label{fwz} The set $Z=\{\varphi_n: n\in\mathbb{N}\}$ is relatively compact in $ C^1([0,1],\mathbb{R}^k)$. \end{lemma} By the above Lemmas, we get the proof of the following result. \begin{theorem} \label{thm3.3} Under assumptions {\rm (i)--(iv)} problem \eqref{upn} has at least one solution. \end{theorem} \begin{proof} Lemma \ref{fwz} implies that $(\varphi_n)$ has a convergent subsequence $(\varphi_{n_l})$, $\varphi_{n_l}\to \varphi $. We know that $\varphi_{n_l} $ $(\varphi_{n_l} ')$ converges uniformly to $\varphi$ $(\varphi ')$ on $[0,1]$. Since $(\varphi_{n_l})$ is equibounded and $f$ is uniformly continuous on compact sets, one can see that $f(t,\varphi_{n_l} )$ is uniformly convergent to $f(t,\varphi )$. Since \[ \varphi_{n_l} ''(t)=f(t,\varphi_{n_l} (t)), \] the sequence $\varphi_{n_l} ''(t)$ is also uniformly convergent. Moreover, $\varphi_{n_l} ''(t)$ converges uniformly to $\varphi ''(t)$. Note that we have actually proved that function $\varphi \in C^1([0,1],\mathbb{R}^k)$ is a solution of the equation of problem \eqref{upn}. By \eqref{wp3} and \eqref{non3}, it is easy to see that $\varphi$ satisfies boundary conditions of problem \eqref{upn}. This completes the proof. \end{proof} \section{Applications} To illustrate our results we shall present some examples. \begin{example}\rm Let us consider the Neumann BVP \[ x''=f(t,x), \quad x'(0)=0, \quad x'(1)=0. \] In this case $g_i(t)=\text{constant}$, $i=1, \dots, k$, $t\in [0,1]$ and condition (ii) always holds. Moreover, we have \[ h_0(\xi)=\int_{0}^{1}h(s,\xi)ds . \] Hence for any $f$ which satisfies conditions (i), (iii) and (iv) the Neumann BVP has at least one solution. \end{example} \begin{example} \rm Let $k=1$, $g(t)=t$ and $f(t,x)=\frac{t-|x|x}{x^2+1}$. We have \[ h(t,\xi)=\lim_{\lambda\to\infty}f(t,\lambda \:\xi)= \begin{cases} -1, &\xi=1 \\ 1, &\xi=-1\,. \end{cases} \] Then $h_0(1)=-1/2$ and $h_0(-1)=1/2$ and we get $(\xi|h_0(\xi))<0$. Hence, problem \eqref{upn} has at least one nontrivial solution. \end{example} \begin{example}\rm Let $k=3$, $g(t)=(t,t,t)$ and \begin{gather*} f_1(t,x_1,x_2,x_3)=\frac{-x_1}{\sqrt{x_1^2 + x_2^2+x_3^2}+\sin ^2 t +1}, \\ f_2(t,x_1,x_2,x_3)=\frac{-x_2-t}{\sqrt{x_1^2 + x_2^2+x_3^2}+1}, \\ f_3(t,x_1,x_2,x_3)=\frac{-x_3+\arctan (x_2-t)}{\sqrt{x_1^2 + x_2^2+x_3^2} +1}. \end{gather*} For every $\xi=(\xi_1,\xi_2,\xi_3)$ with $|\xi|=1$, we obtain \begin{gather*} h(t,\xi)=\lim_{\lambda\to\infty}f(t,\lambda \xi) =\Big(-\frac{\xi_1}{|\xi|},-\frac{\xi_2}{|\xi|},-\frac{\xi_3}{|\xi|}\Big),\\ h_0(\xi)=\Big(-\frac{\xi_1}{2|\xi|},-\frac{\xi_2}{2|\xi|}, -\frac{\xi_3}{2|\xi|}\Big). \end{gather*} Then \[ (\xi|h_0 (\xi))=-\frac{1}{2} \Big(\frac{\xi_1^2}{|\xi|}+\frac{\xi_2^2}{|\xi|}+\frac{\xi_3^2}{|\xi|}\Big) =-\frac{1}{2} |\xi| < 0. \] Hence, problem \eqref{upn} has at least one nontrivial solution. \end{example} \begin{thebibliography}{00} \bibitem{a} G. Anichini, G. 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