We discuss the existence and uniqueness of the solutions of a secondorder point nonlocal boundary value problem by applying a generalized quasilinearization technique. A monotone sequence of solutions converging uniformly and quadratically to a unique solution of the problem is presented.
1. Introduction
The monotone iterative technique coupled with the method of upper and lower solutions [1–7] manifests itself as an effective and flexible mechanism that offers theoretical as well as constructive existence results in a closed set, generated by the lower and upper solutions. In general, the convergence of the sequence of approximate solutions given by the monotone iterative technique is at most linear [8, 9]. To obtain a sequence of approximate solutions converging quadratically, we use the method of quasilinearization [10]. This method has been developed for a variety of problems [11–20]. In view of its diverse applications, this approach is quite an elegant and easier for application algorithms.
The subject of multipoint nonlocal boundary conditions, initiated by Bicadze and Samarskiĭ [21], has been addressed by many authors, for instance, [22–32]. The multipoint boundary conditions appear in certain problems of thermodynamics, elasticity and wave propagation, see [23] and the references therein. The multipoint boundary conditions may be understood in the sense that the controllers at the endpoints dissipate or add energy according to censors located at intermediate positions.
In this paper, we develop the method of generalized quasilinearization to obtain a sequence of approximate solutions converging monotonically and quadratically to a unique solution of the following secondorder point nonlocal boundary value problem
where is continuous and are nonnegative real constants such that , and with
Here we remark that [26] studies (1.1) with the boundary conditions of the form
A perturbed integral equation equivalent to the problem (1.1) and (1.3) considered in [26] is
where
It can readily be verified that the solution given by (1.4) does not satisfy (1.1). On the other hand, by Green's function method, a unique solution of the problem (1.1) and (1.3) is
where is given by (1.5). Thus, (1.6) represents the correct form of the solution for the problem (1.1) and (1.3).
2. Preliminaries
For we define where It can easily be verified that the homogeneous problem associated with (1.1)(1.2) has only the trivial solution. Therefore, by Green's function method, the solution of (1.1)(1.2) can be written as
where is the Green's function and is given by
Note that on
We say that is a lower solution of the boundary value problem (1.1) and (1.2) if
and is an upper solution of (1.1) and (1.2) if
Definition 2.1.
A continuous function is called a Nagumo function if
for . We say that satisfies a Nagumo condition on relative to if for every and there exists a Nagumo function such that
We need the following result [33] to establish the main result.
Theorem 2.2.
Let be a continuous function satisfying the Nagumo condition on where are continuous functions such that for all Then there exists a constant (depending only on the Nagumo function ) such that every solution of (1.1)(1.2) with , satisfies
If are assumed to be lower and upper solutions of (1.1)(1.2), respectively, in the statement of Theorem 2.2, then there exists a solution, of (1.1) and (1.2) such that ,
Theorem 2.3.
Assume that are, respectively, lower and upper solutions of (1.1)(1.2). If is decreasing in for each then on
Proof.
Let us define so that and satisfies the boundary conditions
For the sake of contradiction, let have a positive maximum at some . If , then and On the other hand, in view of the decreasing property of in we have
which is a contradiction. If we suppose that has a positive maximum at , then it follows from the first of boundary conditions (2.6) that
which implies that Now as , , , therefore we obtain a contradiction. We have a similar contradiction at Thus, we conclude that ,
3. Main Results
Theorem 3.1.
Assume that
the functions are, respectively, lower and upper solutions of (1.1)(1.2) such that on
the function satisfies a Nagumo condition relative to and on where is a positive constant depending on and the Nagumo function . Further, there exists a function such that with on where
Then, there exists a monotone sequence of approximate solutions converging uniformly to a unique solution of the problems (1.1)(1.2).
Proof.
For we define and consider the following modified point BVP
We note that are, respectively, lower and upper solutions of (3.2) and for every we have
where As
so is a Nagumo function. Furthermore, there exists a constant depending on , and Nagumo function such that
where . Thus, any solution of (3.2) with , satisfies on and hence it is a solution of (1.1)(1.2).
Let us define a function by
In view of the assumption it follows that and satisfies on Therefore, by Taylor's theorem, we obtain
We set
and observe that
By the mean value theorem, we can find and ( depend on , resp.), such that
Letting
we note that
Let us define as
Clearly is continuous and bounded on and satisfies a Nagumo condition relative to . For every and , we consider the point BVP
Using (3.9), (3.12) and (3.13), we have
Thus, are lower and upper solutions of (3.14), respectively. Since satisfies a Nagumo condition, there exists a constant (depending on and a Nagumo function) such that any solution of (3.14) with satisfies on
Now, we choose and consider the problem
Using , (3.9), (3.12) and (3.13), we obtain
which imply that and are lower and upper solutions of (3.16). Hence by Theorems 2.2 and 2.3, there exists a unique solution of (3.16) such that
Note that the uniqueness of the solution follows by Theorem 2.3. Using (3.9) and (3.13) together with the fact that is solution of (3.16), we find that is a lower solution of (3.2), that is,
In a similar manner, it can be shown by using , (3.12), (3.13), and (3.19) that and are lower and upper solutions of the following point BVP
Again, by Theorems 2.2 and 2.3, there exists a unique solution of (3.20) such that
Continuing this process successively, we obtain a bounded monotone sequence of solutions satisfying
where is a solution of the problem
and is given by
Since is bounded on , , therefore it follows that the sequences are uniformly bounded and equicontinuous on Hence, by AscoliArzela theorem, there exist the subsequences and a function such that uniformly on as Taking the limit we find that which consequently yields
This proves that is a solution of (3.2).
Theorem 3.2.
Assume that and hold. Further, one assumes that
the function satisfies for where and
Then, the convergence of the sequence of approximate solutions (obtained in Theorem 3.1) is quadratic.
Proof.
Let us set so that satisfies the boundary conditions
In view of the assumption for every it follows that
Now, by Taylor's theorem, we have
where , , , on , and , with satisfying on Also, in view of (3.13), we have
where and ,
Now we show that By the mean value theorem, for every and we obtain
Let for some Then and (3.30) becomes
In particular, taking and using (3.27), we have
which contradicts that Similarly, letting for some we get a contradiction. Thus, it follows that for every , which implies that and consequently, (3.28) and (3.29) take the form
where and
Now, by a comparison principle, we can obtain on , where is a solution of the problem
Since is continuous and bounded on , there exist (independent of ) such that on Since on so we can rewrite (3.35) as
whose solution is given by
where
Introducing the integrating factor such that (3.34) takes the form
Integrating (3.39) from to and using we obtain
which can alternatively be written as
where , . Using the fact that together with (3.41) yields
which, on substitutingin (3.37), yields
where
Taking the maximum over and then solving (3.43) for we obtain
Also, it follows from (3.33) that
Integrating (3.46) from to and using (from the boundary condition we obtain
which, in view of the fact and (3.45), yields
where
As , there exists such that
Integrating (3.46) from to () and using (3.50), we have
Using (3.45) in (3.34), we obtain
where . Since is bounded on , we can choose such that on , and so that (3.52) takes the form
Integrating (3.53) from to (), and using (3.51), we find that
Letting
it follows from (3.51) and (3.54) that
Hence, from (3.48) and (3.56), it follows that
where From (3.45) and (3.57) with
we obtain
This proves the quadratic convergence in norm.
Example 3.3.
Consider the boundary value problem
Let and be, respectively, lower and upper solutions of (3.60). Clearly and are not the solutions of (3.60) and Also, the assumptions of Theorem 3.1 are satisfied. Thus, the conclusion of Theorem 3.1 applies to the problem (3.60).
Acknowledgment
The author is grateful to the referees and professor G. Infante for their valuable suggestions and comments that led to the improvement of the original paper.
References

Ladde, GS, Lakshmikantham, V, Vatsala, AS: Monotone Iterative Techniques for Nonlinear Differential Equations, Monographs, Advanced Texts and Surveys in Pure and Applied Mathematics, 27,p. x+236. Pitman, Boston, Mass, USA (1985)

Nieto, JJ, Jiang, Y, Jurang, Y: Monotone iterative method for functionaldifferential equations. Nonlinear Analysis: Theory, Methods & Applications. 32(6), 741–747 (1998). PubMed Abstract  Publisher Full Text

Vatsala, AS, Yang, J: Monotone iterative technique for semilinear elliptic systems. Boundary Value Problems. 2005(2), 93–106 (2005). Publisher Full Text

Drici, Z, McRae, FA, Devi, JV: Monotone iterative technique for periodic boundary value problems with causal operators. Nonlinear Analysis: Theory, Methods & Applications. 64(6), 1271–1277 (2006). PubMed Abstract  Publisher Full Text

Jiang, D, Nieto, JJ, Zuo, W: On monotone method for first and second order periodic boundary value problems and periodic solutions of functional differential equations. Journal of Mathematical Analysis and Applications. 289(2), 691–699 (2004). Publisher Full Text

Nieto, JJ, RodríguezLópez, R: Monotone method for firstorder functional differential equations. Computers & Mathematics with Applications. 52(34), 471–484 (2006). PubMed Abstract  Publisher Full Text

Ahmad, B, Sivasundaram, S: The monotone iterative technique for impulsive hybrid set valued integrodifferential equations. Nonlinear Analysis: Theory, Methods & Applications. 65(12), 2260–2276 (2006). PubMed Abstract  Publisher Full Text

Cabada, A, Nieto, JJ: Rapid convergence of the iterative technique for first order initial value problems. Applied Mathematics and Computation. 87(23), 217–226 (1997). Publisher Full Text

Lakshmikantham, V, Nieto, JJ: Generalized quasilinearization for nonlinear first order ordinary differential equations. Nonlinear Times and Digest. 2(1), 1–9 (1995)

Bellman, RE, Kalaba, RE: Quasilinearization and Nonlinear BoundaryValue Problems, Modern Analytic and Computional Methods in Science and Mathematics,p. ix+206. American Elsevier, New York, NY, USA (1965)

Lakshmikantham, V, Vatsala, AS: Generalized Quasilinearization for Nonlinear Problems, Mathematics and Its Applications,p. x+276. Kluwer Academic Publishers, Dordrecht, The Netherlands (1998)

Cabada, A, Nieto, JJ: Quasilinearization and rate of convergence for higherorder nonlinear periodic boundaryvalue problems. Journal of Optimization Theory and Applications. 108(1), 97–107 (2001). Publisher Full Text

Ahmad, B, Nieto, JJ, Shahzad, N: The BellmanKalabaLakshmikantham quasilinearization method for Neumann problems. Journal of Mathematical Analysis and Applications. 257(2), 356–363 (2001). Publisher Full Text

Eloe, PW, Gao, Y: The method of quasilinearization and a threepoint boundary value problem. Journal of the Korean Mathematical Society. 39(2), 319–330 (2002)

Akyildiz, FT, Vajravelu, K: Existence, uniqueness, and quasilinearization results for nonlinear differential equations arising in viscoelastic fluid flow. Differential Equations & Nonlinear Mechanics. 2006, (2006). PubMed Abstract  Publisher Full Text  PubMed Central Full Text

Ahmad, B: A quasilinearization method for a class of integrodifferential equations with mixed nonlinearities. Nonlinear Analysis: Real World Applications. 7(5), 997–1004 (2006). Publisher Full Text

Krivec, R, Mandelzweig, VB: Quasilinearization method and WKB. Computer Physics Communications. 174(2), 119–126 (2006). Publisher Full Text

Amster, P, De Nápoli, P: A quasilinearization method for elliptic problems with a nonlinear boundary condition. Nonlinear Analysis: Theory, Methods & Applications. 66(10), 2255–2263 (2007). PubMed Abstract  Publisher Full Text

Ahmad, B, Alsaedi, A, Alghamdi, BS: Analytic approximation of solutions of the forced Duffing equation with integral boundary conditions. Nonlinear Analysis: Real World Applications. 9(4), 1727–1740 (2008). Publisher Full Text

Ahmad, B, Nieto, JJ: Existence and approximation of solutions for a class of nonlinear impulsive functional differential equations with antiperiodic boundary conditions. Nonlinear Analysis: Theory, Methods & Applications. 69(10), 3291–3298 (2008). PubMed Abstract  Publisher Full Text

Bicadze, AV, Samarskiĭ, AA: Some elementary generalizations of linear elliptic boundary value problems. Doklady Akademii Nauk SSSR. 185, 739–740 (1969)

Gupta, CP: A second order point boundary value problem at resonance. Nonlinear Analysis: Theory, Methods & Applications. 24(10), 1483–1489 (1995). PubMed Abstract  Publisher Full Text

Ma, R: Multiple positive solutions for nonlinear point boundary value problems. Applied Mathematics and Computation. 148(1), 249–262 (2004). Publisher Full Text

Eloe, PW, Ahmad, B: Positive solutions of a nonlinear th order boundary value problem with nonlocal conditions. Applied Mathematics Letters. 18(5), 521–527 (2005). Publisher Full Text

Webb, JRL, Infante, G: Positive solutions of nonlocal boundary value problems: a unified approach. Journal of the London Mathematical Society. 74(3), 673–693 (2006). Publisher Full Text

Khan, RA: Generalized approximations and rapid convergence of solutions of point boundary value problems. Applied Mathematics and Computation. 188(2), 1878–1890 (2007). Publisher Full Text

Pei, M, Chang, SK: The generalized quasilinearization method for secondorder threepoint boundary value problems. Nonlinear Analysis: Theory, Methods & Applications. 68(9), 2779–2790 (2008). PubMed Abstract  Publisher Full Text

Pei, M, Chang, SK: A quasilinearization method for secondorder fourpoint boundary value problems. Applied Mathematics and Computation. 202(1), 54–66 (2008). Publisher Full Text

Ahmad, B: Approximation of solutions of the forced Duffing equation with point boundary conditions. Communications in Applied Analysis. 13(1), 11–20 (2009)

Wang, L, Pei, M, Ge, W: Existence and approximation of solutions for nonlinear secondorder fourpoint boundary value problems. Mathematical and Computer Modelling. 50(910), 1348–1359 (2009). Publisher Full Text

Chang, YK, Nieto, JJ, Li, WS: On impulsive hyperbolic differential inclusions with nonlocal initial conditions. Journal of Optimization Theory and Applications. 140(3), 431–442 (2009). Publisher Full Text

Graef, JR, Webb, JRL: Third order boundary value problems with nonlocal boundary conditions. Nonlinear Analysis: Theory, Methods & Applications. 71(56), 1542–1551 (2009). PubMed Abstract  Publisher Full Text

Grossinho, M, Minhós, FM: Upper and lower solutions for higher order boundary value problems. Nonlinear Studies. 12(2), 165–176 (2005)