On the Solvability of Nonlinear Differential Equations Subject to Generalized Boundary Conditions
Benjamin Freedman, Jes\'us Rodr\'iguez

TL;DR
This paper develops a framework for determining the solvability of nonlinear differential equations with generalized boundary conditions, simplifying the process of analyzing complex boundary value problems.
Contribution
It introduces a new, straightforward set of conditions for the solvability of nonlinear scalar boundary value problems by reformulating them as operator equations.
Findings
Provides a general strategy for boundary value problem analysis
Establishes solvability conditions that are easy to verify
Compares new results with previous related work
Abstract
In this paper, we analyze nonlinear differential equations subject to generalized boundary conditions. More specifically, we provide a framework from which we can provide conditions, which are straightforward to check, for the solvability of a large number of nonlinear scalar boundary value problems. We begin by giving our general strategy which involves the reformulation of our boundary value problem as an operator equation. We then proceed to establish our results and compare them to closely related previous work.
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Taxonomy
TopicsNumerical methods for differential equations · Differential Equations and Numerical Methods · Differential Equations and Boundary Problems
On the Solvability of Nonlinear Differential Equations Subject to Generalized Boundary Conditions
Benjamin Freedman and Jesús Rodríguez
Abstract
In this paper, we analyze nonlinear differential equations subject to generalized boundary conditions. More specifically, we provide a framework from which we can provide conditions, which are straightforward to check, for the solvability of a large number of nonlinear scalar boundary value problems. We begin by giving our general strategy which involves the reformulation of our boundary value problem as an operator equation. We then proceed to establish our results and compare them to closely related previous work.
1 Introduction
This paper is devoted to the study of nonlinear differential equations subject to generalized nonlinear boundary conditions or constraints. The class of problems we consider include, as a special case, differential equations subject to multi-point boundary conditions. A framework is provided which enables us to establish easily verifiable conditions which guarantee the existence of solutions to a significant class of problems. Two relevant papers devoted to the study of nonlinear differential equations subject to constraints are [12] and [13]. The work that we will now present allows us to establish the existence of solutions for problems that do lie within the scope of the results in either one of these two papers.
The literature concerning the study of boundary value problems is extensive. In [9], [14] and [15] the authors analyze boundary value problems subject to linear constraints. In [2], the reader will find results pertaining to three-point boundary value problems. The use of projection schemes appears in [7], [8], [9], [14] and [15].
In [3], [4], [11], and [12] the authors obtain existence results based on a global inverse function theorem. Readers interested in fractional differential equations may consult [1] and those who would like to see results involving discrete-time systems are referred to [6], [10], [11] and [13].
2 Generalities
In this paper, we study nonlinear scalar boundary value problems which we approach by reformulating as an operator equation of the form
[TABLE]
where is a linear operator, is a nonlinear operator and both are defined on a Banach space. Suppose that has an inverse, and . The strategy we will employ is to first give conditions under which is guaranteed an inverse. That is, we give conditions under which we can uniquely solve the equation
[TABLE]
for any point in the space that and map into. Given a result of this type, we then study conditions under which has a (possibly non-unique) solution by studying the operator and determining conditions under which it has a fixed point. This will rely on a Schauder’s fixed point theorem argument.
3 Differential Equations
We consider nonlinear differential equations on the interval of the form
[TABLE]
subject to the boundary conditions
[TABLE]
for .
Here , the maps and for are nonlinear real-valued maps from into where denotes the supremum norm. Further is a continuous map, and for all . We use to denote the subspace of consisting of all -times continuously differentiable functions on . For , , is a real-valued function of bounded variation. We will determine conditions under which we can guarantee at least one solution in to .
To do so, we first consider a closely related problem. That is, we seek conditions under which we can uniquely solve
[TABLE]
subject to
[TABLE]
for and for any and .
Define by
[TABLE]
and by
[TABLE]
The map will be defined as
[TABLE]
Before proceeding, we state the following remark which illustrates an important special case of that can be dealt with using the framework of this section.
Remark 1**.**
Let , and let the function be the step function
[TABLE]
So for any , the Riemann-Stieltjes of with respect to is given by
[TABLE]
Therefore, the boundary value problem includes problems of the form
[TABLE]
subject to the multipoint boundary conditions
[TABLE]
where
[TABLE]
, and is a real-valued matrix for all .
It is well known from the theory of linear differential equations that is -dimensional. Without loss of generality, choose a basis for the kernel of such that and let
[TABLE]
Suppose that the functions of bounded variation for appearing in the boundary conditions are such that the real-valued matrix is invertible.
Defining the constant as:
[TABLE]
then we have that for any
[TABLE]
As a matter of notation, define by .
Theorem 1**.**
Suppose the map is Lipschitz with constant and is Lipschitz with constant . If
[TABLE]
then for each pair , , the boundary value problem
[TABLE]
subject to
[TABLE]
has a unique solution.
- Proof.
Suppose for some and be the basis we chose for above. Since there exists a unique set of constants with for some such that . Since we have that
[TABLE]
contradicting the fact that is a linearly independent set in . Therefore, and we conclude that is one-to-one.
Let and . By the general theory of linear scalar ODEs it is well known that the solution has at least one solution in . Let be the particular solution to this equation given by variation of parameters. That is,
[TABLE]
where denotes the determinant of the matrix obtained by replacing the column of the matrix whose determinant is with (the standard basis vector with a in the slot and everywhere else).
By our assumption that is a basis for , there exists a unique set of constants such that
[TABLE]
Then we have that
[TABLE]
and further that
[TABLE]
Therefore, is a bijection with
[TABLE]
where \big{(}L|_{\ker(B)}\big{)} is the map restricted to the kernel of . Consequently, we have that where is an upper bound on the norm of the continuous linear map \big{(}L|_{\ker(B)}\big{)}^{-1}.
We now define by . Note that since the map from to given by is Lipschitz with constant , then the map from to defined by is Lipschitz with constant . For each pair , we define the map by
[TABLE]
Let . Then we have that
[TABLE]
Then is a contraction on and so by Banach’s fixed point theorem it has a unique fixed point . Since maps into , we have that . Therefore, there exists a unique satisfying . Since and were arbitrary, we conclude that the operator is invertible. From this it follows that for each pair , the boundary value problem
[TABLE]
subject to
[TABLE]
has exactly one solution. ∎∎
The following lemma establishes an important result regarding the map . The importance of this lemma will become apparent when we provide our conditions for the solvability of .
Lemma 1**.**
The operator is compact.
- Proof.
Let and define . Let . Then
[TABLE]
Therefore the set is bounded. We now wish to show this set forms an equicontinuous set of functions.
Let , and let . Then for any and with ,
[TABLE]
[TABLE]
Therefore the set of functions is equicontinous and we conclude that is compact by the Arzelá–Ascoli theorem. ∎∎
Recall that in the proof of theorem 1, we established that the operator is a bijection from onto . We now state important properties of under the conditions of theorem 1. The proof of the first corollary follows directly from corollary 2.3.2 in [5].
Corollary 1**.**
Suppose the conditions of theorem 1 hold. Then the map is Lipschitz continuous with constant
[TABLE]
Corollary 2**.**
Under the conditions of theorem 1, the map is compact. This follows from the fact that we can write
[TABLE]
Therefore it is clear from this representation that is compact as the composition of a compact operator with a continuous one.
We now proceed to establish conditions for the solvability of the boundary value problem
[TABLE]
subject to the boundary conditions
[TABLE]
for .
We define by and by \mathcal{G}=\Bigg{[}\begin{array}[]{c}G\\ \phi\\ \end{array}\Bigg{]}.
In doing so, we are now ready to state sufficient conditions under which we can guarantee the existence of at least one solution to the nonlinear boundary value problem .
Before stating theorem 2, define as the norm of the unique solution to the boundary value problem
[TABLE]
subject to the boundary conditions
[TABLE]
for .
Theorem 2**.**
Suppose the map is Lipschitz with constant and is Lipschitz with constant . If
[TABLE]
and there exists a constant such that for , . Then there exists a solution to the boundary value problem
[TABLE]
subject to the boundary conditions
[TABLE]
for .
- Proof.
Note that the map is compact as the composition of a compact operator with a continuous one. Define . Let . Then
[TABLE]
Since and is clearly closed, bounded, and convex we have that has at least one fixed point in by Schauder’s fixed point theorem. That is, there exists at least one such that . Since maps into , we have that must be an element of . This is equivalent to there existing at least one such that . ∎∎
The following corollary is immediate:
Corollary 3**.**
Suppose the map is Lipschitz with constant and is Lipschitz with constant . If
[TABLE]
and
[TABLE]
then the boundary value problem has a solution.
In the next section, we consider advantages this framework provides us in cases where we attempt to analyze problems that are seemingly well-suited to using the framework outlined in [12] and [13].
4 Comparison to Previous Results
To view advantages of using this framework as opposed to previous results, consider another set of special cases of the general boundary value problem . That is, problems already in self-adjoint form. This is a necessity if we are to attempt to use the analysis of [12] and [13].
Remark 2**.**
Consider differential equations on of the form:
[TABLE]
subject to the boundary conditions
[TABLE]
where is Lipschitz, , , and are nonlinear Lipschitz functions from into . The function is a function of bounded variation for and . We assume that , and are continuous, for all . We assume the map is a continuous function from into satisfying
[TABLE]
Using results from [12] and [13], we would have to treat the linear integral boundary conditions appearing in as part of the nonlinear component of the problem. Let be the Lipschitz constant of the map defined by
[TABLE]
with respect to the norms used in those previous papers. Suppose is a basis for the solution space of
[TABLE]
and without loss of generality suppose that
[TABLE]
Further, suppose the matrix \hat{\mathcal{B}}=\Bigg{[}\begin{array}[]{cc}\alpha u_{1}(0)+\beta u_{1}^{\prime}(0),&\alpha u_{2}(0)+\beta u_{2}^{\prime}(0)\\ \gamma u_{1}(1)+\delta u_{1}^{\prime}(1),&\gamma u_{2}(1)+\delta u_{2}^{\prime}(1)\end{array}\Bigg{]} is invertible. Then if
[TABLE]
it would be impossible to establish the existence of solutions to using any of the results appearing in [12] or [13].
When we formulate within the framework presented in section 3, it is clear that if the map
[TABLE]
is a bijection from its domain onto then the boundary value problem would have a solution provided the Lipschitz constants for , and are sufficiently small. The magnitude of the linear integral boundary conditions is completely irrelevant.
We would now like to point out that the map that we have just described can be generated in a variety of ways. For example could be of the form
[TABLE]
where is continuous or of the type
[TABLE]
where .
In addition to the advantages that we have just discussed, we would like to point out that if the nonlinearities appearing above are of the form
[TABLE]
then in order to use results appearing in [12] or [13] it must be assumed that the operator is compact. This restriction is no longer present when using the results that we have just presented.
R E F E R E N C E S
- [1]
B. AHMAD, J.J. NIETO, Existence of solutions for nonlocal boundary value problems of higher-order nonlinear fractional differential equations, Abstract and Applied Analysis, 2009, (2009).
- [2]
A. BOUCHERIF, Nonlinear three-point boundary value problems, J. Math Anal. Appl., 77, 2 (1980), 577–600.
- [3]
K. BROWN, Nonlinear boundary value problems and a global inverse function theorem, Annali di Matematica Pura ed Applicata, 106, 1 (1975), 205–217.
- [4]
K. BROWN, S. LIN, Periodically perturbed conservative systems and a global inverse function theorem, Nonlinear Anal. : Theory, Methods & Applications, 4, 1 (1980), 193–201.
- [5]
P. DRÁBEK, J. MILOTA, Methods of Nonlinear Analysis: Applications to Differential Equations, Birkhäuser Verlag AG, Basel, 2007.
- [6]
R. MA, Nonlinear discrete Sturm–Liouville problems at resonance, Nonlinear Anal. : Theory, Methods & Applications, 67, 11 (2007), 3050–3057.
- [7]
D. MARONCELLI, Scalar multi-point boundary value problems at resonance, Differential Equations and Applications, 7, 4 (2015), 449–468.
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J . RODRÍGUEZ, Galerkin’s method for ordinary differential equations subject to generalized nonlinear boundary conditions, J. Differential Equations, 97, 1 (1992), 112–126.
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J . RODRÍGUEZ, Nonlinear discrete Sturm–Liouville problems, J. Math Anal. Appl., 308, 1 (2005), 380-391.
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J. RODRÍGUEZ, Z. ABERNATHY, Nonlinear discrete Sturm-Liouville problems with global boundary conditions, Journal of Difference Equations and Applications, 18, 3 (2012), 431-445.
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J. RODRÍGUEZ, Z, ABERNATHY, On the solvability of nonlinear Sturm-Liouville problems, J. Math Anal. Appl., 387, 1 (2012), 310–319.
- [13]
J. RODRÍGUEZ, A.J. SUAREZ, On nonlinear perturbations of Sturm-Liouville problems in discrete and continuous settings, Differential Equations and Applications 8, 3 (2016), 319–334.
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J. RODRÍGUEZ, P. TAYLOR, Multipoint boundary value problems for nonlinear ordinary differential equations, Nonlinear Analysis: Theory, Methods & Applications, 68, 11 (2008), 3465–3474.
- [15]
M. URABE, Galerkin’s prodcedure for nonlinear periodic systems., Archive for Rational Mechanics and Analysis, 20, (1965), 120–152.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] B. AHMAD, J.J. NIETO , Existence of solutions for nonlocal boundary value problems of higher-order nonlinear fractional differential equations , Abstract and Applied Analysis, 2009 , (2009).
- 2[2] A. BOUCHERIF , Nonlinear three-point boundary value problems , J. Math Anal. Appl., 77 , 2 (1980), 577–600.
- 3[3] K. BROWN , Nonlinear boundary value problems and a global inverse function theorem , Annali di Matematica Pura ed Applicata, 106 , 1 (1975), 205–217.
- 4[4] K. BROWN, S. LIN , Periodically perturbed conservative systems and a global inverse function theorem , Nonlinear Anal. : Theory, Methods & Applications, 4 , 1 (1980), 193–201.
- 5[5] P. DRÁBEK, J. MILOTA , Methods of Nonlinear Analysis: Applications to Differential Equations , Birkhäuser Verlag AG, Basel, 2007.
- 6[6] R. MA , Nonlinear discrete Sturm–Liouville problems at resonance , Nonlinear Anal. : Theory, Methods & Applications, 67 , 11 (2007), 3050–3057.
- 7[7] D. MARONCELLI , Scalar multi-point boundary value problems at resonance , Differential Equations and Applications, 7 , 4 (2015), 449–468.
- 8[8] J . RODRÍGUEZ , Galerkin’s method for ordinary differential equations subject to generalized nonlinear boundary conditions , J. Differential Equations, 97 , 1 (1992), 112–126.
