# Upper and lower solution method for nth-order BVPs on an infinite interval

Hairong Lian1*, Junfang Zhao1 and Ravi P Agarwal2

Author Affiliations

1 School of Science, China University of Geosciences, Beijing, 100083, PR China

2 Department of Mathematics, Texas A&M University-Kingsville, Kingsville, Texas, 78363, USA

For all author emails, please log on.

Boundary Value Problems 2014, 2014:100  doi:10.1186/1687-2770-2014-100

 Received: 9 January 2014 Accepted: 7 April 2014 Published: 7 May 2014

This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly credited.

### Abstract

This work is devoted to the study of nth-order ordinary differential equations on a half-line with Sturm-Liouville boundary conditions. The existence results of a solution, and triple solutions, are established by employing a generalized version of the upper and lower solution method, the Schäuder fixed point theorem, and topological degree theory. In our problem the nonlinearity depends on derivatives, and we allow solutions to be unbounded, which is an extra interesting feature.

MSC: 34B15, 34B40.

##### Keywords:
higher order; boundary value problem; half-line; upper solution; lower solution

### 1 Introduction

In this paper, we study nth-order ordinary differential equations on a half-line,

(1)

together with the Sturm-Liouville boundary conditions

(2)

where , are continuous, , , , .

Higher-order boundary value problems (BVPs) have been studied in many papers, such as [1-3] for two-point BVP, [4,5] for multipoint BVP, and [6-9] for infinite interval problem. However, most of these works have been done either on finite intervals, or for bounded solutions on an infinite interval. The authors in [1,2,5,10-15] assumed one pair of well-ordered upper and lower solutions, and then applied some fixed point theorems or a monotone iterative technique to obtain a solution. In [5,11,16], the authors assumed two pairs of upper and lower solutions and showed the existence of three solutions.

Infinite interval problems occur in the study of radially symmetric solutions of nonlinear elliptic equations; see [6,7,17]. A principal source of such problems is fluid dynamics. In boundary layer theory, Blasius-type equations lead to infinite interval problems. Semiconductor circuits and soil mechanics are other applied fields. In addition, some singular boundary value problems on finite intervals can be converted into equivalent nonlinear problems on semi-infinite intervals [7]. During the last few years, fixed point theorems, shooting methods, upper and lower technique, etc. have been used to prove the existence of a single solution or multiple solutions to infinite interval problems; see [6-13,17-24] and the references therein.

When applying the upper and lower solution method to infinite interval problems, the solutions are always assumed to be bounded. For example, in [10], Agarwal and O’Regan discussed the following second-order Sturm-Liouville boundary value problem:

where , . They established existence criteria by using a diagonalization argument and existence results of appropriate boundary value problems on finite intervals.

Eloe et al.[11] studied the BVP

They employed the technique of lower and upper solutions and the theory of fixed point index to obtain the existence of at least three solutions.

The problems related to global solutions, especially when the boundary data are prescribed asymptotically and the solutions may be unbounded, have been briefly discussed in [7,9]. Recently, Yan et al.[14] developed the upper and lower solution theory for the boundary value problem

where , . By using the upper and lower solutions method and a fixed point theorem, they presented sufficient conditions for the existence of unbounded positive solutions; however, their results are suitable only to positive solutions. In [12,13], Lian et al. generalized their existence results to unbounded solutions, and somewhat weakened the conditions in [14]. In 2012, Zhao et al.[15] similarly investigated the solutions to multipoint boundary value problems in Banach spaces on an infinite interval.

Inspired by the works listed above, in this paper, we aim to discuss the nth-order differential equation on a half-line with Sturm-Liouville boundary conditions. To the best of our knowledge, this is the first attempt to find the unbounded solutions to higher-order infinite interval problems by using the upper and lower solution technique. Since, the half-line is noncompact, the discussion is rather involved. We begin with the assumption that there exist a pair of upper and lower solutions for problem (1)-(2), and the nonlinear function f satisfies a Nagumo-type condition. Then, by using the truncation technique and the upper and lower solutions, we estimate a-priori bounds of modified problems. Next, the Schäuder fixed point theorem is used which guarantees the existence of solutions to (1)-(2). We also assume two pairs of upper and lower solutions and show that this infinite interval problem has at least three solutions. In the last section, an example is included which illustrates the main result.

### 2 Preliminaries

In this section, we present some definitions and lemmas to be used in the main theorem of this paper.

Consider the space X defined by

(3)

with the norm given by

(4)

where and

(5)

Then is a Banach space.

To obtain a solution of the BVP (1)-(2), we need a mapping whose kernel is the Green function of with the homogeneous boundary conditions (2), which is given in the following lemma.

Lemma 2.1Let. Then the linear boundary value problem

(6)

has a unique solution given by

(7)

where

and

(8)

Proof Let . Then from (6), we obtain the Sturm-Liouville boundary value problem

(9)

and the initial value problem

(10)

Clearly, (9) has a unique solution

where

Now integrating (10) and applying the initial conditions, we obtain (7). □

Lemma 2.2The functiondefined in (8) istimes continuously differentiable on. For any, itsith derivative is uniformly continuous inton any compact interval ofand is uniformly bounded on.

Proof We denote , which is also used in the later part of the paper. By direct calculations, we have

(11)

Obviously, is uniformly continuous in t on any compact interval of for any . Now since, for all integers k and l,

from (11), when , it follows that

and, when , we have

Thus, we have

(12)

for . □

When applying the Schäuder fixed point theorem to prove the existence result, it is necessary to show that the operator is completely continuous. While the usual Arezà-Ascoli lemma fails here due to the non-compactness of , the following generalization (see [6,13]) will be used.

Lemma 2.3is relatively compact if the following conditions hold:

1. all the functions fromMare uniformly bounded;

2. all the functions fromMare equi-continuous on any compact interval of;

3. all the functions fromMare euqi-convergent at infinity, that is, for any given, there exists asuch that for any,

Finally, we define lower and upper solutions of (1)-(2), and introduce the Nagumo-type condition.

Definition 2.1 A function satisfying

(13)

is called a lower solution of (1)-(2). If the inequalities are strict, it is called a strict lower solution.

Definition 2.2 A function satisfying

(14)

is called an upper solution of (1)-(2). If the inequalities are strict, it is called a strict upper solution.

Definition 2.3 Let α, β be the lower and upper solutions of BVP (1)-(2) satisfying

on . We say f satisfies a Nagumo condition with respect to α and β if there exist positive functions ψ and such that

(15)

for all and

### 3 The existence results

Our existence theory is based on using the unbounded lower and upper solution technique. Here we list some assumptions for convenience.

H1: BVP (1)-(2) has a pair of upper and lower solutions β, α in X with

and satisfies the Nagumo condition with respect to α and β.

H2: For any fixed , , when , , the following inequality holds:

H3: There exists a constant such that

where ψ is the function in Nagumo’s condition of f.

Lemma 3.1Suppose conditions (H1) and (H3) hold. Then there exists a constantsuch that every solutionuof (1)-(2) with

satisfies.

Proof Set

where is any arbitrary constant. Choose where C is the nonhomogeneous boundary data, and satisfies

If holds for any , then the result follows immediately. If not, we claim that does not hold for all . Otherwise, without loss of generality, we suppose

But then, for any , it follows that

which is a contraction. So there must exist such that . Furthermore, if

just take and then the proof is completed. Finally, there exist such that , , or , , . Suppose that , , . Obviously,

from which one concludes that . Since and are arbitrary, we have if for . In a similarly way, we can show that , if for .

Therefore there exists a , just related with α, β, and ψ, h under the Nagumo condition of f, such that . □

Remark 3.1 Similarly, we can prove that

Remark 3.2 The Nagumo condition plays a key role in estimating the prior bound for the th derivative of the solution of BVP (1)-(2). Since the upper and lower solutions are in X, and may be asymptotic linearly at infinity.

Theorem 3.2Suppose the conditions (H1)-(H3) hold. Then BVP (1)-(2) has at least one solutionsatisfying

Moreover, there exists asuch that.

Proof Let be the same as in Lemma 3.1. Define the auxiliary functions , and as

for , and

Consider the modified differential equation with the truncated function

(16)

with the boundary conditions (2). To complete the proof, it suffices to show that problem (16)-(2) has at least one solution u satisfying

(17)

and

(18)

We divide the proof into the following two steps.

Step 1: By contradiction we shall show that every solution u of problem (16)-(2) satisfy (17) and (18).

Suppose the right hand inequality in (17) does not hold for . Set , then

Case I. .

Obviously, we have . By the boundary conditions, it follows that

Case II. There exists a such that .

Clearly, we have

(19)

On the other hand,

Subcase i. If , from the definition of , we obtain

Subcase ii. If , from the conditions (H2), we find

Similarly following the above argument, we could discuss the other two cases or , , and we have the following inequality:

Thus,

Thus, , . Similarly, we can show that , . Integrating this inequality and using the boundary conditions in (2), (13), and (14), we obtain the inequality (17). Inequality (18) then follows from Lemma 3.1. In conclusion, u is the required solution to BVP (1)-(2).

Step 2. Problem (16)-(2) has a solution u.

Consider the operator defined by

(20)

Lemma 2.1 shows that the fixed points of T are the solutions of BVP (16)-(2). Next we shall prove that T has at least one fixed point by using the Schäuder fixed point theorem. For this, it is enough to show that is completely continuous.

(1) is well defined.

For any , by direct calculation, we find

Obviously, . Further, because

(21)

where , the Lebesgue dominated convergent theorem implies that

Thus, .

(2) is continuous.

For any convergent sequence in X, there exists such that . Thus, as in (21), we have

and hence is continuous.

(3) is compact.

For this it suffices to show that T maps bounded subsets of X into relatively compact sets. Let B be any bounded subset of X, then there exists such that , . For any , , we have

where

where , and thus TB is uniformly bounded. Further, for any , if , we have

that is, TB is equi-continuous. From Lemma 2.3, it follows that if TB is equi-convergent at infinity, then TB is relatively compact. In fact, we have

and, therefore, is completely continuous. The Schäuder fixed point theorem now ensures that the operator T has a fixed point, which is a solution of the BVP (1)-(2). □

Remark 3.3 The upper and lower solutions are more strict at infinity than usually assumed. For such right boundary conditions, it is not easy to estimate the sign of even though we have , , where or . It remains unsettled whether this strict inequality can be weakened.

### 4 The multiplicity results

In this section assuming two pairs of upper and lower solutions, we shall prove the existence of at least three solutions for our infinite interval problem.

Theorem 4.1Suppose that the following condition holds.

H4: BVP (1)-(2) has two pairs of upper and lower solution, , inXwith, strict, and

for, , andsatisfies the Nagumo condition with respect toand.

Suppose further that conditions (H2) and (H3) hold withαandβreplaced byand, respectively. Then the problem (1)-(2) has at least three solutions, , andsatisfying

for, .

Proof Define the truncated function , the same as F in Theorem 3.2 with α replaced by and β by , respectively. Consider the modified differential equation

(22)

with boundary conditions (2). Similarly to Theorem 3.2, it suffices to show that problem (22)-(2) has at least three solutions. To this end, define the mapping as follows:

Clearly, is completely continuous. By using the degree theory, we will show that has at least three fixed points which coincide with the solutions of (22)-(2).

Let

where and are defined as above, and . Set . Then for any , it follows that

and hence , which implies that .

Set

Because , and , we have

Now since , are strict lower and upper solutions, there is no solution in . Therefore

Next we will show that

For this, we define another mapping by

where the function is similar to except changing to . Similar to the proof of Theorem 3.2, we find that u is a fixed point of only if . So . From the Schäuder fixed point theorem and , we have . Furthermore,

Similarly, we have , and then

Finally, using the properties of the degree, we conclude that has at least three fixed points , , and . □

### 5 An example

Example Consider the second-order differential equation with Sturm-Liouville boundary conditions

(23)

Clearly, BVP (23) is a particular case of problem (1)-(2) with

We let

Then , and , , , . Moreover, we have

and

Thus, and are strict lower solutions of problem (23).

Now we take

Then , ,

and

Thus, and are strict upper solutions of problem (23). Further, it follows that

Moreover, for every , we find that is bounded. Finally, take , . Hence, all conditions in Theorem 4.1 are satisfied and therefore problem (23) has at least three solutions.

### Competing interests

The authors declare that they have no competing interests.

### Authors’ contributions

All authors contributed equally to the writing of this paper. All authors read and approved the final manuscript.

### Acknowledgements

This research is supported by the National Natural Science Foundation of China (No. 11101385) and by the Fundamental Research Funds for the Central Universities.

### References

1. Graef, JR, Kong, L, Mihós, FM: Higher order ϕ-Laplacian BVP with generalized Sturm-Liouville boundary conditions. Differ. Equ. Dyn. Syst.. 18(4), 373–383 (2010). Publisher Full Text

2. Graef, JR, Kong, L, Mihós, FM, Fialho, J: On the lower and upper solution method for higher order functional boundary value problems. Appl. Anal. Discrete Math.. 5, 133–146 (2011). Publisher Full Text

3. Grossinho, MR, Minhós, FM: Existence result for some third order separated boundary value problems. Nonlinear Anal.. 47, 2407–2418 (2001). Publisher Full Text

4. Bai, Z: Positive solutions of some nonlocal fourth-order boundary value problem. Appl. Math. Comput.. 215, 4191–4197 (2010). Publisher Full Text

5. Du, Z, Liu, W, Lin, X: Multiple solutions to a three-point boundary value problem for higher-order ordinary differential equations. J. Math. Anal. Appl.. 335, 1207–1218 (2007). Publisher Full Text

6. Agarwal, RP, O’Regan, D: Infinite Interval Problems for Differential, Difference and Integral Equations, Kluwer Academic, Dordrecht (2001)

7. Countryman, M, Kannan, R: Nonlinear boundary value problems on semi-infinite intervals. Comput. Math. Appl.. 28, 59–75 (1994). Publisher Full Text

8. Philos, CG: A boundary value problem on the half-line for higher-order nonlinear differential equations. Proc. R. Soc. Edinb.. 139A, 1017–1035 (2009)

9. Umamahesearam, S, Venkata Rama, M: Multipoint focal boundary value problems on infinite interval. J. Appl. Math. Stoch. Anal.. 5, 283–290 (1992). Publisher Full Text

10. Agarwal, RP, O’Regan, D: Nonlinear boundary value problems on the semi-infinite interval: an upper and lower solution approach. Mathematika. 49, 129–140 (2002). Publisher Full Text

11. Eloe, PW, Kaufmann, ER, Tisdell, CC: Multiple solutions of a boundary value problem on an unbounded domain. Dyn. Syst. Appl.. 15(1), 53–63 (2006)

12. Lian, H, Wang, P, Ge, W: Unbounded upper and lower solutions method for Sturm-Liouville boundary value problem on infinite intervals. Nonlinear Anal.. 70, 2627–2633 (2009). Publisher Full Text

13. Lian, H, Zhao, J: Existence of unbounded solutions for a third-order boundary value problem on infinite intervals. Discrete Dyn. Nat. Soc. (2012). Publisher Full Text

14. Yan, B, O’Regan, D, Agarwal, RP: Unbounded solutions for singular boundary value problems on the semi-infinite interval: upper and lower solutions and multiplicity. J. Comput. Appl. Math.. 197, 365–386 (2006). Publisher Full Text

15. Zhao, Y, Chen, H, Xu, C: Existence of multiple solutions for three-point boundary-value problems on infinite intervals in Banach spaces. Electron. J. Differ. Equ.. 44, 1–11 (2012)

16. Ehme, J, Eloe, PW, Henderson, J: Upper and lower solution methods for fully nonlinear boundary value problems. J. Differ. Equ.. 180, 51–64 (2002). Publisher Full Text

17. Agarwal, RP, O’Regan, D: Infinite interval problems modeling phenomena which arise in the theory of plasma and electrical potential theory. Stud. Appl. Math.. 111, 339–358 (2003). Publisher Full Text

18. Baxley, JV: Existence and uniqueness for nonlinear boundary value problems on infinite interval. J. Math. Anal. Appl.. 147, 122–133 (1990). Publisher Full Text

19. Chen, S, Zhang, Y: Singular boundary value problems on a half-line. J. Math. Anal. Appl.. 195, 449–468 (1995). Publisher Full Text

20. Gross, OA: The boundary value problem on an infinite interval, existence, uniqueness and asymptotic behavior of bounded solutions to a class of nonlinear second order differential equations. J. Math. Anal. Appl.. 7, 100–109 (1963). Publisher Full Text

21. Jiang, D, Agarwal, RP: A uniqueness and existence theorem for a singular third-order boundary value problem on . Appl. Math. Lett.. 15, 445–451 (2002). Publisher Full Text

22. Liu, Y: Boundary value problems for second order differential equations on infinite intervals. Appl. Math. Comput.. 135, 211–216 (2002)

23. Ma, R: Existence of positive solution for second-order boundary value problems on infinite intervals. Appl. Math. Lett.. 16, 33–39 (2003). Publisher Full Text

24. Bai, C, Li, C: Unbounded upper and lower solution method for third-order boundary-value problems on the half-line. Electron. J. Differ. Equ.. 119, 1–12 (2009)