Abstract
The paper deals with the existence and localization of positive radial solutions for stationary partial differential equations involving a general ϕ-Laplace operator in the annulus. Three sets of boundary conditions are considered: Dirichlet–Neumann, Neumann–Dirichlet and Dirichlet–Dirichlet. The results are based on the homotopy version of Krasnosel’skiıs fixed point theorem and Harnack type inequalities, first established for each one of the boundary conditions. As a consequence, the problem of multiple solutions is solved in a natural way. Numerical experiments confirming the theory, one for each of the three sets of boundary conditions, are performed by using the MATLAB object-oriented package Chebfun.
Authors
Jorge Rodríguez-López
CITMAga & Departamento de Estatística, Análise Matemática e Optimización, Universidade de
Santiago de Compostela, 15782, Facultade de Matemáticas, Campus Vida, Santiago, Spain
Radu Precup
Faculty of Mathematics and Computer Science and Institute of Advanced Studies in Science and Technology, Babes-Bolyai University, Cluj-Napoca, Romania
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy
Călin-Ioan Gheorghiu
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy
Keywords
ϕ-Laplace operator; radial solution; positive solution; fixed point index; Harnack type inequality; numerical solution.
Paper coordinates
J. Rodriguez-Lopez, R. Precup, C.-I. Gheorghiu, On the localization and numerical computation of positive radial solutions for φ-Laplace equations in the annulus, Electronic Journal of Qualitative Theory of Differential Equations, 2022, no. 47, pp. 1-22, doi.org/10.14232/ejqtde.2022.1.47
About this paper
Journal
Electronic Journal of Qualitative Theory of Differential Equations
Publisher Name
University of Szeged
Print ISSN
ISSN 14173875
Online ISSN
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Paper (preprint) in HTML form
On the localization and numerical computation of positive radial solutions for -Laplace equations in the annulus
Abstract.
The paper deals with the existence and localization of positive radial solutions for stationary partial differential equations involving a general -Laplace operator in the annulus. Three sets of boundary conditions are considered: Dirichlet-Neumann, Neumann-Dirichlet and Dirichlet-Dirichlet. The results are based on the homotopy version of Krasnosel’skiĭ’s fixed point theorem and Harnack type inequalities, first established for each one of the boundary conditions. As a consequence, the problem of multiple solutions is solved in a natural way. Numerical experiments confirming the theory, one for each of the three sets of boundary conditions, are performed by using the MATLAB object-oriented package Chebfun.
Key words and phrases:
-Laplace operator, radial solution, positive solution, fixed point index, Harnack type inequality, numerical solution1991 Mathematics Subject Classification:
35J60, 34B181. Introduction
In the short but clever paper [19], Hayan Wang solved the problem of existence of positive radial solutions for the semilinear elliptic equation
with one of the following sets of boundary conditions,
(1.2) | |||
(1.4) | |||
(1.6) |
where and denotes differentiation in the radial direction, and
The tools were a Krasnosel’skiĭ type fixed point theorem in cones and the property of bilateral boundedness of the corresponding Green functions. The first one is based on the fixed point index theory, while the second, as shown in [13], on Harnack type inequalities. Since then, many authors have considered the problem of radial solutions for equations and systems involving the Laplacian or some of its generalizations, various boundary conditions and domains, by using different topological or variational methods. We refer the interested reader to some of these contributions [1, 2, 3, 6, 5, 8] and the references therein.
Most of the works that followed deviated from the spirit of the original ideas. On their line, we mention our recent papers [14], [15] and [16]. It is the scope of the present paper to complement them, as close as possible to paper [19], for the case of equations with a general -Laplacian. Here in the absence of a Green function we are forced to produce Harnack type inequalities for each set of boundary conditions.
More exactly, in this paper, we deal with the existence, localization and multiplicity of positive radial solutions to the Dirichlet problem involving -Laplacian operators:
(1.7) |
where the functions are continuous and is such that is an increasing homeomorphism between two intervals and
The following particular cases are of much interest due to their corresponding models arising from physics:
(a) where (here ), when the left side in (1.7) is
involved in a nonlinear Darcy law for flows through porous media;
(b) (singular homeomorphism) (here and ), when
arised from the relativistic mechanics;
(c) (bounded homeomorphism) (here and ), when
associated to capillarity problems.
2. Harnack type inequalities
Originally, Harnack’s inequality was introduced in order to give estimates from above and from below for the ratio of two values of a positive harmonic function. It can be generically put under the form
where is a positive constant depending on the subdomain Next it was generalized to nonnegative solutions or supersolutions of a wide class of linear elliptic equations. For the origin of the notion and many references, we refer the reader to [11].
More general, we speak about a Harnack type inequality whenever for a given operator acting on a space of functions defined on a set and endowed with a norm there is a subdomain and a constant such that
for all nonnegative functions satisfying and eventually some additional behavior properties. In [12], Harnack inequalities have been put in connexion with the compression-expansion method of Krasnosel’skiĭ for the localization of positive solutions of nonlinear problems. In case of boundary value problems for ordinary differential equations, when a Green function is known, a Harnack inequality immediately can be derived using the bilateral estimates of the Green function. However, Harnack inequalities can be obtained even for differential operators for which a Green function does not exist. This is the case of the -Laplace operators. Deduction of such inequalities requires a fine analysis and makes use of priority properties of solutions such as monotony and concavity (see, e.g., [9] and [10]). The analysis is even more difficult in the case of radial solutions. It is the goal of this section to obtain Harnack inequalities for -Laplace operators subject to each of the three boundary conditions (1.10), (1.12), (1.14).
2.1. Case of the boundary conditions (1.12)
Theorem 2.1.
If is such that (1.12) are satisfied, is differentiable and for all then is nonnegative, increasing and concave. In addition, for any one has
(2.1) |
Proof.
Let Integrating from to and taking into account that yields
A new integration, this time from to gives the expression of the solution, namely
and of the associated solution operator
Since these formulas show that is nonnegative and increasing. Also is decreasing, i.e., is concave. Finally, the concavity implies that the graph of is over the line joining the point and whose equation is Taking gives (2.1). ∎
2.2. Case of the boundary conditions (1.14)
Theorem 2.2.
If is such that (1.14) are satisfied, is differentiable, and is increasing on then is nonnegative, decreasing and concave. In addition, for any one has
(2.2) |
Proof.
If we let then by integration we obtain
and
Since is nonnegative, these formulas immediately imply that is nonnegative and decreasing.
To show that is concave we need to prove that is decreasing, equivalently, that the function is increasing. Indeed, using the monotonicity of one has
Finally, since the graph of the concave function is over the line joining the points and if is any point in we have (2.2). ∎
2.3. Case of the boundary conditions (1.10)
Theorem 2.3.
For each function not identically zero satisfying a.e. on and , the equation endowed with the boundary conditions (1.10) has a unique nonzero nonnegative solution which is concave and such that for any one has:
(2.3) |
where and
Proof.
Let be a nonnegative solution. Since is not identically zero, is nonzero and since it vanishes at and any maximum point is interior and so Integrating from to then gives
(2.4) |
This shows that is decreasing on Hence is concave on Let be such that First assume that The concavity of implies that the graph of restricted to is over the line joining the points and which at its turn is over the line joining the points of equation Thus, since we have
In addition the graph of on is over the line joining the points Then
As a result
The proof of the case is similar.
To prove the existence of a solution, in virtue of (2.5) and (2.4) it is enough to prove the existence of a number such that
This immediately follows since the continuous function
takes values of opposite sign at the ends and
To prove the uniqueness of the solution, assume that and are two nonnegative solutions and let be two of their maximum points, respectively. Using the representation formula (2.4) it is easy to see that preserves its sign on the whole interval positive or negative depending on the ordering between and Thus is monotone and being zero at the ends of the interval it must be identically zero. Hence ∎
3. Existence and localization
As mentioned above, the key ingredient together with Harnack inequalities to obtain positive solutions in this paper will be the fixed point index in cones. In particular, we recall the well–known homotopy version of Krasnosel’skiĭ fixed point theorem in cones.
Theorem 3.1 (Krasnosel’skiĭ).
Let be a Banach space, a cone of and and two relatively open and bounded subsets of with . Let be a completely continuous operator satisfying one of the following two conditions:
- (i):
-
for all and all ; and there exists such that for all and all .
- (ii):
-
for all and all ; and there exists such that for all and all .
Then has a fixed point such that .
In the sequel, consider the Banach space of continuous functions endowed with the usual maximum norm and denote by the cone of nonnegative functions in .
3.1. Case of the boundary conditions (1.12)
By a solution of (1.8)–(1.12) we mean a function with such that , and satisfies (1.8). We will look for nonnegative nontrivial solutions on .
It is clear that is a nonnegative solution of (1.8)–(1.12) if and only if is a fixed point of the operator
If is such that for all then is defined on the whole cone and Moreover, is completely continuous as follows from the Arzelà–Ascoli theorem.
Here, for a fixed , we will look for fixed points of the operator in a subcone of , namely,
where . By the Harnack inequality given by Theorem 2.1, it is easy to check that the operator maps the cone into itself.
Now, for any numbers , consider the open (in ) sets
(3.1) |
and
(3.2) |
Note that , so is bounded.
We are in the position to apply Theorem 3.1 in order to obtain existence and localization results for problem (1.8)–(1.12). In this way, we localize a solution in the set if and in the set if
We will use the following notations:
Also, for any , we denote
Theorem 3.2.
Assume that
(3.3) |
In addition assume that there exist such that
(3.4) | ||||
(3.5) |
Proof.
We shall apply Theorem 3.1. First, let us see that
which clearly implies that for all and all . Indeed, for with , we have that and so from (3.4) it follows that
as wished.
On the other hand, let us prove that for all and all with . Notice that for with , we have that for all , and thus for all . Hence, for any ,
Now, (3.5) implies that for all , which clearly ensures that for all and all .
Note that condition (3.3) trivially holds if Obviously, if is a classical or a bounded homeomorphism, i.e., if then conditions (3.4) and (3.5) can be rewritten as
with suitable positive constants , , and as come from (3.4)-(3.5).
Hence, if we are only interested on the existence and not on the localization of the solutions, we can establish sufficient conditions for the existence of the numbers and satisfying the inequalities above. They are given by asymptotic conditions on the ratio at and at infinity.
Theorem 3.3.
Proof.
First we show that there exists such that
(3.7) |
By (3.6), with , there exist and such that
Now, since , there exists (we may assume ) such that
Hence, the fact that is increasing implies that
Then, taking , one has
and so (3.7) holds.
Secondly, we prove that there exists such that
(3.8) |
By (3.6), with , there exist and such that
Since , there exists such that
Now, it follows from the fact that is an increasing unbounded homeomorphism that there exists such that . Thus,
and so
that is, (3.8) holds.
Finally, the conclusion follows from Theorem 3.2. ∎
Similarly, an existence result can be obtained if is sublinear at and superlinear at infinity with respect to .
Theorem 3.4.
Remark 3.5.
Note that if is bounded, then condition is not possible, since and must be bounded.
Note that if is singular (i.e., , ), then condition (3.4) is trivially satisfied for large enough and so the existence of a positive solution for problem (1.8)–(1.12) is ensured provided that there exists a positive number satisfying (3.5). This holds if is superlinear at with respect to , i.e., . Thus we have
Theorem 3.6.
Obviously, the localization of solutions given by Theorem 3.2 allows us to derive multiplicity results provided that there exist several couples of positive numbers satisfying assumptions (3.4)–(3.5). Some conclusions in this line are collected in the following
Proof.
Let us prove cases (1) and (2).
- (1)
-
(2)
For each , since , we can derive from the proof of Theorem 3.2 a better localization result: the solution belongs to the set , that is,
On the other hand, for each , since , Theorem 3.2 also implies that problem (1.8)–(1.12) has a positive solution located in the set . Thus,
Since , one has that . Finally, the estimations
for and , show that is also distinct from any and so problem (1.8)–(1.12) has at least different solutions.
The proof of case (3) is analogous and thus we omit it. ∎
3.2. Case of the boundary conditions (1.14)
By a solution of (1.8)–(1.14) we mean a function with such that , and satisfies (1.8). We will look for nonnegative nontrivial solutions on .
It is clear that is a nonnegative solution of (1.8)–(1.14) if and only if is a fixed point of the operator defined as
which is a completely continuous operator.
Let us assume that the functions and satisfy the following monotonicity assumptions:
-
(Hf)
is decreasing on and ;
-
(Hg)
is increasing on .
For a fixed , we consider the following subcone of :
where .
Note that the operator maps the cone into itself. Indeed, take and let us show that belongs to . Since and are nonnegative, then is nonnegative and decreasing. Moreover, the monotonicity assumptions on and given by (Hf) and (Hg) together with the fact that is decreasing imply that the function is increasing. Thus,
is increasing on . Then Theorem 2.2 ensures that satisfies that
so .
For any numbers , define the sets and as in (3.1) and (3.2), with instead of . Then the following existence and localization result for problem (1.8)–(1.14) can be proved as an application of Theorem 3.1, which guarantees the existence of a fixed point of in or in .
We will use the following notation:
Moreover, for any , denote
It is obvious that the following result can be proved in a similar way to Theorem 3.2, so we omit the proof here.
Theorem 3.8.
Assume that conditions (Hf) and (Hg) hold and that there exist such that
(3.11) | ||||
(3.12) |
Remark 3.9.
If we take into account that is decreasing, then conditions (3.11) and (3.12) can be rewritten as
(3.13) | ||||
(3.14) |
Note that condition (3.13) is always satisfied for sufficiently large since the left-hand side in the inequality is independent of . Furthermore, from the fact that is continuous with , it follows that condition (3.14) holds for any close enough to .
In view of Theorem 3.8 and Remark 3.9, it is clear that problem (1.8)–(1.14) is always solvable under assumptions (Hf) and (Hg). Thus we have
Corollary 3.10.
Remark 3.11.
3.3. Case of the boundary conditions (1.10)
By a solution of (1.8)–(1.10) we mean a function with such that , and satisfies (1.8). We will look for nonnegative nontrivial solutions on .
To construct the fixed point operator, we need the following technical result, similar to Lemma 1 in [4].
Denote
Lemma 3.13.
For each function there exists such that
is the unique number satisfying
and
Moreover, the function is continuous.
Proof.
The existence of with the desired property follows from the proof of Theorem 2.3. Note that for any one has
Indeed
For uniqueness, assume that there exist () such that
Now, by the mean value theorem for integration, there exists such that
This clearly implies that .
Finally, for the continuity of , let such that in . We may assume that . Passing to limit we find that
and so , as wished. ∎
In addition, the solution operator
is monotone as shows the next lemma. The proof follows similar ideas to those in [10].
Lemma 3.14.
Let , a.e. on , and let be such that for , one has and
Then on .
Proof.
Assume to the contrary that . Then there exists an interval , with , such that on and , . Hence, by the mean value theorem, there exists such that . Then
Since , we deduce that on . Thus, on which joint with imply on , a contradiction. ∎
If satisfies condition (3.3), then for each the function and since one has Hence the operator
is well-defined. In addition, thanks to the continuity of and the Arzelà-Ascoli theorem, it is completely continuous.
Notice that is a nonnegative solution of (1.8)–(1.10) if and only if is a fixed point of the operator Here, for a fixed , we shall look for fixed points of the operator in a subcone of , namely,
where and . By the Harnack inequality given by Theorem 2.3, it follows that the operator maps the cone into itself.
Now, for any numbers , consider the relatively open sets
We will use the following notation:
Moreover, for any , denote
Theorem 3.15.
Assume that satisfies (3.3) and there exist such that
(3.15) | ||||
(3.16) | ||||
(3.17) |
Proof.
We shall apply Theorem 3.1. First, let us show that
which clearly implies that for all and all . Indeed, for with , we have that there exists such that and . Thus,
Since for every and is monotone, we have
as wished.
On the other hand, let us prove that for all and all with . Notice that for with , we have that for all , and thus for all . Hence, for all (where denotes the characteristic function of ). Then Lemma 3.14 implies that
Note that there is such that
Now, suppose that . Then
that is, for all . In particular, .
Analogously, if , then
we may prove that for all .
Therefore, for all and all . The conclusion follows from Theorem 3.1. ∎
Remark 3.16.
We emphasize that if is a classical or bounded odd homeomorphism, then conditions (3.15) and (3.18) can be rewritten as
for certain positive constants , , and . Therefore, existence results for sublinear and superlinear nonlinearities can be proven exactly as in Section 3.1.
Theorem 3.17.
Assume that is odd and that one of the following conditions holds:
4. Numerical examples
From numerical point of view we will consider three distinct boundary value problems. In order to solve them we make use of the new and powerful MATLAB package Chebfun which is a product of the numerical analysis group at Oxford University led by Professor Trefethen (see for instance [17] and [18] to quote but a few).
The philosophy behind this package is non-standard in numerical analysis and can be summed up in the words of its initiator as “Feel symbolic but run at the speed of numerics”.
In short, the method implemented by Chebfun is a Chebyshev type collocation one. Chebfun tries to solve a BVP by using successively to approximate the solution Chebyshev polynomials on grids of size , , until the spectral convergence is reached. The relative accuracy of each computation carried out by a Chebfun algorithm is usually about digits, and in principle the user need have no knowledge of the underlying algorithms. However, when solving a nonlinear BVP, Chebfun provides useful information on the convergence of the Newtonian method used to solve nonlinear algebraic systems obtained by discretization. In addition, the behavior of the solution coefficients can be visualized (the way in which they decrease to the machine accuracy). We will display these two outputs for each of the three issues considered. In fact, we must emphasize that we have used Chebfun with excellent results in our previous works [7] and [14].
4.1. First example: a Dirichlet-Neumann problem
Consider the Dirichlet-Neumann problem for an equation involving a singular homeomorphism
(4.1) |
where
The residual Chebfun satisfies the operator is of order and the boundary conditions are satisfied exactly.
From the left panel of Fig. 2 it is very clear that Newton method converges with an order of at most and from the right panel of the same figure one can observe that a Chebyshev polynomial of order , with highly and smoothly decreasing coefficients is the solution of this problem.
4.2. Second example: a Neumann-Dirichlet problem
We now solve numerically the following problem
(4.2) |
where
The residual Chebfun satisfies the operator is of order and the boundary conditions are satisfied exactly.
From the left panel of Fig. 4 it is very clear that Newton method converges with an order of at least and from the right panel of the same figure one can observe that a Chebyshev polynomial of order , with highly decreasing coefficients is the solution of the problem.
4.3. Third example: a Dirichlet problem
The last example is giving by the Dirichlet problem
(4.3) |
where
The residual Chebfun satisfies the operator is of order and the boundary conditions are satisfied exactly.
From the left panel of Fig. 6 it is very clear that Newton method converges with an order of at least and from the right panel of the same figure one can observe that a Chebyshev polynomial of order , with highly decreasing coefficients is the solution of the problem.
We must make an important remark at the end of these three examples. Spectral convergence occurs for solutions represented by Chebyshev polynomials of relatively small order (of the order of a few tens). Moreover and more important, the convergence is so fast that no rounding off plateau appears (see the right panels of the figures 2, 4 and 6).
Acknowledgements
Jorge Rodríguez-López was partially supported by Institute of Advanced Studies in Science and Technology of Babeş-Bolyai University of Cluj-Napoca (Romania) under a Postdoctoral Advanced Fellowship, project CNFIS-FDI-2021-0061; by Xunta de Galicia (Spain), project ED431C 2019/02 and AIE, Spain and FEDER, grant PID2020-113275GB-I00.
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