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Chapter One: Key Words: Boundary Value Problem (BVP), Positive Upper and Lower Solutions and Positive
Chapter One: Key Words: Boundary Value Problem (BVP), Positive Upper and Lower Solutions and Positive
Chapter One: Key Words: Boundary Value Problem (BVP), Positive Upper and Lower Solutions and Positive
The existence and uniqueness of positive solution of second order singular nonlinear boundary
value problem arising in the boundary layer flow is studied.
Key words: Boundary value problem (BVP), Positive upper and lower solutions and Positive
solution
INTRODUCTION
The boundary layer equation past a wedge of angle β is the nonlinear differential equation,
2
dy f k 1 (1−f )
= '' = =−f −
dx f f '' k f ''
which implies
2
'
' dy dy dy 1 (1−f (0)) −1
y (0)= ∨¿ x=0= ∨¿f (η )=0= ∨¿η=0=−f (0)−
' = ¿¿¿
dx dx dx k f ' ' ( 0) k
Thus by letting y = f ' ' (η) and x=f ' (η) ,(1.3) can be transformed into a second order singular
nonlinear boundary value problem at x=1,
(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0, 0 ≤ x ≤ 1
k k
−1
y ' (0)= and y(1)= 0 (1.5)
k
Shin [1997]studied the existence and uniqueness of the system (1.5) for the case k=2 by using
the constructive method such as the method of upper and lower solutions. In this article the
1
analysis is made for k = .
3
1
For k = , equation (1.5) takes the form
3
y 2 y '' −5 xy−3 (1−x 2) y ' =0 , 0 ≤ x ≤1 ,
y ' (0)=−3∧ y (1)=0
And its positive solution has been studied by Shin [1997].
The objective of this paper is to establish the existence and uniqueness of a positive solution of
1
singular nonlinear boundary value problem (1.5)for k = .
3
1
To show the existence of positive solution of (1.5) for k = , we also use the constructive method
3
such as the method of upper and lower solutions.
Definition 1.1: We call a function α ∈ C2 [0,1] a positive lower solution of (1.5), if α >0 on the
interval (0, 1)
( k−2) 1
α 2α ' '+ xα − (1−x 2)α ' ≥ 0 on (0, 1)
k k
1
α ' (0)≥− ∧α (1) ≤0
k
Definition 1.2: We call a function α 1 ∈ C2 [0,1] a positive upper solution of (1.5), if α 1> 0 on the
interval (0, 1)
(k −2) 1
α 12 α '' + x α 1− (1−x 2) α 1' ≥ 0 on (0, 1)
k k
1
α 1' ( 0)≤− ∧α 1 (1)≥ 0
k
Similar definitions hold for positive upper and lower solutions of a perturbation of (2.1) which
will be given in the following section
Definition 1.3: We call a function y ∈C [0,1]∩C 2 ¿ a positive solution of (1.5), if y >0 on the
interval (0, 1)
(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0 on (0, 1)
k k
−1
y ' (0)= ∧ y (1)=0
k
1
For each p ≥1∧k= . we consider the nonlinear boundary value problem
3
(k −2) 1
y 2 y '' + xy− (1−x 2) y ' =0 , 0 ≤ x ≤1
k k
(2.1)
−1 1
y ' (0)= ∧ y (1)=
k p
Which may be viewed as a perturbation of (1.5)
To prove the existence of a positive solution of (1.5) we establish the existence of a positive
solution of (2.1).
1 1 1
Lemma 2.1: y up (x)= ln [ −x ]+117+ is a positive upper solution of (2.1), for each
k 2
k p
1
p ≥1∧k= .
3
' −1
Proof: It is clear that y up (x)>0 on (0,1) , y up (0)= ,which can be written as
k
−1 1 1 1 1
y ' up (0)= ≤− , y up (1)= 2 ln [ −1]+117 + , which can be written as
k k k k p
1 1 1 1 1
y up (1)= ln [ −1]+117 + ≥ , for k = and
k 2
k p p 3
2 ( k−2)
'' 1 −1 1 1 1 2
y up y up+ x y up− (1−x 2) y 'up= 2
[ 2 ln[ −1]+117+ ]
k k 2 1 k k p +
k ( −1)
k
(k −2) 1 1 1 (1−x 2 )
x [ 2 ln [ −1]+117+ ]+ ≤0
k k k p 3 1
k ( −x)
k
1
for 0¿ x <1 ,k = ∧p ≥ 1
3
Thus y up is a positive upper solution of (2.1).
1 1 0
Lemma 2.2: y lp (x)= (1−x)[which can be considered as of the form (1−x )+ , for each
k k p
1
p ≥1∧k= ] is a positive lower solution of (2.1).
3
' −1
Proof: It is clear that y lp (x)>0 on (0,1) , y lp ( 0)= ,which can be written as
k
−1 1 1
y ' lp (0)= ≥− , y lp (1)=0, which can be written as y lp (1)=0 ≤ and
k k p
(k −2) 1 ( k−2) 1 1 1
y ' 'lp + x y lp − (1−x 2 ) y ' lp =x [ (1−x )]+ 2 (1−x2 )= 2 [(1−x 2 )+(k −2)( x−x 2)]≥ 0
k k k k k k
1
for 0¿ x <1 ,k = ∧p ≥ 1
3
Thus y lp is a positive lower solution of (2.1).
Hence we can formulate the following lemmas from an application of Schaunder’s Fixed point
Theorem [Schmitt, 1970]
Lemma 2.3: For any p1 and k =
1
there exists a positive solution
y p C2 [0,1] of the
4
Lemma 2.4: If
y p is a positive solution of (2.1), then y 'p (x) < 0 on (0,1] .
2
Proof: Since
yp is a positive solution of (2.1), we get yp
'' (k−2 ) 1
xy p − (1−x 2 ) y p =0
'
y p+
k k
1
y 2p y 'p' y 'p ≥ (1−x2 )( y 'p )2
This gives k .
'' ' 1
y 2p y p y p ≥ (1−x2 )( y 'p )2 ≥0 ' 2
Since 0< x≤1 , it follows that k and so ( y p ) is increasing.
'
Since y 'p (0)<0 , y 'p (x ) is decreasing and hence y p (x )< 0 on (0,1].
Proof: Suppose y 1 and y 2 are two positive solution of (2.1). Then we get
(k−2) 1 1
y 21 y '1' =− xy 1 + (1−x 2 ) y '1≥ (1−x 2 ) y '1
k k k , which can be written as
2 '
'' (1−x ) y 1
y1≥ 2
ky 1
(k−2) 1 1
y 22 y '2' =− xy 2 + (1−x 2 ) y '2 ≥ (1−x 2 ) y '2
and k k k , which can be written as
2 '
'' (1−x ) y 2
y 2≥ 2
ky 2
Suppose that there exists an η (0,1] such that y 1 (η )≠ y 2 (η) .
If y 1 (0 )= y 2 (0) , then by the uniqueness theorem of the initial value problem, we get
y 1 (0 )< y 2 (0 ) .
Since ,
y 1 (1)= y 2 (1 )=0 , by the continuity of ( y 1 − y 2 ), there exists a ξ (0,1] such that
lim φ ( x )−φ
' '
'' (0 )
ϕ ( 0)= >0
x
x → 0+ .
It follows that φ' ( x )>φ ' (0 )=0 near x=0 and so φ( x)>φ(0) near x=0 . This is a
contradiction.
If the function ϕ( x) takes its maximum at the interior of [0, ξ ], then there exists a
ξ 1 ∈( 0 ,ξ ) such that
'
ϕ ( ξ 1 )=0 and
''
ϕ ( ξ1 )<0 . But since y 1 (ξ 1 ), y 2 (ξ2 ) are
( y 1 ( ξ 1 ) )2 ]
( 1−ξ 2 ) y '1 ( ξ 1 ) ( 1−ξ 2 ) y '1 ( ξ 1 )
=
1
k [ 1
( y 2 ( ξ 1 ))2
− 1
( y1 ( ξ 1 ) )2 ]
1 1 1
= (1−ξ 2 ) y '1 (ξ )
k 1 [−
( y 2 (ξ1 )) ( y 1 (ξ 1 ))2
2
>0
] ,
which again leads to a contradiction.
Hence ϕ( x) does not have a maximum at the interior of [0, ξ ].
This implies that,
y 1= y 2
Lemma 2.6: If
y p is a positive solution of (2.1), for each k = 1 and p≥1 , then we obtain
3
1
y 'p (x )≥(− ) exp
k [ ( x (1+s)
∫0 k (1−s ) ds )] on [0,1).
Proof: Let
y lp be a positive lower solution of (2.1).
1
2 y lp ≤ y p , y 'p (0)=−
Since y p ∈ C [0,1 ] is a positive solution of (2.1), we obtain k and
(k −2) 1
y 2p y p +
''
xy p − (1−x 2 ) y p =0
'
k k .
(k−2) 1 1
0= y 2p y 'p' + xy p − (1−x 2 ) y 'p ≤ y 2p y ''p − (1−x 2 ) y 'p
Now, k k k
'' 1 '
0≤ y 2p y p − (1−x 2 ) y p
or, k
' '
1 y 1 y
0≤ y p − ( 1−x2 ) 2p ≤ y 'p' − ( 1−x 2 ) 2p
''
k yp k y lp
or,
y'p' 1
− '
≤−(1−x 2 )
or, yp ky lp2
(1−s 2 )
[ (
y 'p (x )≥ y 'p (0) exp
x
∫0 k ( y
lp ( s ))
2
ds
)]
(1+ s )
1
[
¿(− ) exp
k
x
(∫ k (1−s
0 ) )]
ds
on [0,1),
1
y lp ( s)= (1−s)
because k on [0,1). This completes the proof of the lemma.
Lemma 2.7: If
p1 ≥p 2≥1 and y p 1 , y p 2 are positive solution of (2.1), then we have
' '
0< y p ( x )< y p ( x ) y p ( x )< y p ( x )<0
1 2 on [0,1) and 1 2 on (0,1].
yp
Proof: This is clear from the fact that 2 is a positive upper solution of (2.1) and so
y p (x )≤ y p ( x )
1 2 on [0,1].
y p ( 0)= y p ( 0)
If 1 2 , then by the uniqueness theorem of the initial value problem
y p (x )= y p ( x )
we obtain, 1 2 ,
0< y p ( 0 )< y p ( 0)
which is a contradiction. So we may assume that 1 2 . Then we have
1 1 1
''
y p (0)− y p (0)=−
2
''
1
[ −
k ( y p (0 )) ( y p ( 0))2
2
2
1
¿0
] ,
which implies that
1 1
y 'p (x )− y 'p ( x )> y 'p (0 )− y 'p (0 )=− −(− )=0
2 1 2 1 k k ,
y p ( x )− y p ( x )> y p ( 0 )− y p ( 0 )>0
2 1 2 1 ,for x near to 0.
Proof:
To prove this theorem, we prove the following steps:
Step 1: y p → y as p∞
Step 2: y C[0,1]∩C 2[0,1).
Step 3: y is a positive solution of (1.5).
our first step to show that y p → y as p∞.
From lemma 2.2 and lemma 2.5, we know that the sequence { y p} is monotone decreasing in p
1 1
and bounded below by ( 1−x ). Therefore yp y as p∞ and y(x) ( 1−x ) on [0,1].
k k
Also from lemma 2.6 and lemma 2.7, we know that the sequence { y ' p} is monotone decreasing
( )[
y ' ( x )≥
−1
k
exp ( (1+ s )
∫ k ( 1−s )
0
) ]
ds on [0,1).
x
( 2−k ) ξ y p ( ξ )+ ( 1−ξ 2 ) y ' p ( ξ )
y ' p ( ξ ) ¿ xξ=0 =∫ 2
dξ
0 k ( y p(ξ ))
x
−1 ( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2) y ' p ( ξ )
y ' p ( x )= +∫ 2
dξ
k 0 k ( y p ( ξ ))
( 2.2)
x s
−x ( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2) y ' p ( ξ )
y p ( x ) − y p ( 0 )= +∫ ∫ 2
dξ ds
k 0 o k ( y p (ξ ))
Let,
s
( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2 ) y ' p ( ξ )
u ( s )=∫ 2
dξ
0 k ( y p (ξ ))
Then we have,
y p ( x) − y p ( 0)
x
x
¿− +∫ u ( s ) ds
k o
x
x
¿− + xu ( s )−¿ ∫ sdu
k o
x
x ( 2−k ) ξ y p ( ξ ) + ( 1−ξ2 ) y ' p ( ξ ) x
( 2−k ) s y p ( s ) + ( 1−s 2 ) y ' p ( s )
¿− + x ∫ 2
dξ−∫ s 2
ds
k 0 k ( y p ( ξ )) 0 k ( y p ( s) )
Changing s to 𝜉, we have
x
−x ( 2−k ) ξ y p ( ξ )+ ( 1−ξ 2 ) y ' p ( ξ ) x
( 2−k ) ξ y p ( ξ ) + ( 1−ξ 2) y ' p ( ξ )
y p ( x ) − y p ( 0 )= + x∫ 2
dξ−∫ ξ 2
dξ
k 0 k ( yp ( ξ ) ) 0 k ( y p (ξ ))
(2.3)
If we let p→∞ in both sides of (2.2) and (2.3), then by Lebesgue’s Dominated convergence
theorem, we obtain,
x
' −1 ( 2−k ) ξy ( ξ ) + ( 1−ξ 2) y ' ( ξ )
y ( x )= +∫ 2
dξ (2.4)
k 0 k ( y (ξ ))
And
x x
−x ( 2−k ) ξy ( ξ ) + ( 1−ξ2 ) y ' ( ξ ) ( 2−k ) ξy ( ξ ) + ( 1−ξ2 ) y ' ( ξ )
y ( x ) − y ( 0 )= + x∫ 2
dξ−∫ ξ 2
dξ ,
k 0 k ( y (ξ )) 0 k ( y (ξ ))
Theorem 3.1 (Uniqueness): It is assumed that y1 and y2 are positive solution of (1.5). Then
y1 = y2
CONCLUSION
Shin [1997 ] established the existence and uniqueness of a positive solution of the boundary
value problem (1.5) for k =2 only, by using the constructive method such as the method of
positive upper and lower solutions. In this article, we also established the existence and
1
uniqueness of a positive solution of the boundary value problem (1.5) for k ¿ , by using the
3
constructive method such as the method of positive upper and lower solutions.