Abstract
The paper deals with existence, localization and multiplicity of radial positive solutions in the annulus or the ball, for the Neumann problem involving a general φ-Laplace operator. Our results apply in particular to the classical Laplacian and to the mean curvature operators in the Euclidean and Minkowski spaces. Numerical experiments with the MATLAB object-oriented package Chebfun are performed to obtain numerical solutions for some concrete equations.
Authors
Radu Precup
Institute of Advanced Studies in Science and Technology, Babeş-Bolyai, Cluj-Napoca, Romania
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, Cluj-Napoca, Romania
Călin-Ioan Gheorghiu
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, Cluj-Napoca, Romania
Keywords
Neumann boundary value problem; φ-Laplace operator; Radial solution; Positive solution; Fixed point index; Harnack type inequality; Numerical solution
Paper coordinates
R. Precup, C.-I. Gheorghiu, Theory and computation of radial solutions for Neumann problems with φ-Laplacian, Qualitative Theory of Dynamical Systems, 23 (, art. no. 107, https://doi.org/10.1007/s12346-024-00963-8
About this paper
Journal
Qualitative Theory of Dynamical Systems
Publisher Name
Springer International Publishing
Print ISSN
Online ISSN
1575-5460
google scholar link
[1] Bartnik, R., Simon, L.: Spacelike hypersurfaces with prescribed boundary values and mean curvature. Commun. Math. Phys. 87, 131–152 (1982). https://doi.org/10.1007/BF01211061, Article ADS MathSciNet Google Scholar
[2] Benedikt, J., Girg, P., Kotrla, L., Takac, P.: Origin of the φ-Laplacian and A. Missbach. Electron. J. Differ. Equ. 2018(16), 1–17 (2018). http://ejde.math.txstate.edu or http://ejde.math.unt.edu
[3] Bereanu, C., Jebelean, P., Mawhin, J.: Radial solutions for Neumann problems involving mean curvature operators in Euclidean and Minkowski spaces. Math. Nachr. 283, 379–391 (2010). https://doi.org/10.1002/mana.200910083, Article MathSciNet Google Scholar
[4] Bonheure, D., Noris, B., Weth, T.: Increasing radial solutions for Neumann problems without growth restrictions. Ann. Inst. H. Poincaré Anal. Non Linéaire 29, 573–588 (2012). https://doi.org/10.1016/j.anihpc.2012.02.002, Article ADS MathSciNet Google Scholar
[5] Bonheure, D., Serra, E., Tilli, P.: Radial positive solutions of elliptic systems with Neumann boundary conditions. J. Funct. Anal. 265, 375–398 (2013). https://doi.org/10.1016/j.jfa.2013.05.027, Article MathSciNet Google Scholar
[6] Boscaggin, A., Colasuonno, F., Noris, B.: Multiple positive solutions for a class of φ-Laplacian Neumann problems without growth conditions. ESAIM Control Optim. Calc. Var. 24, 1625–1644 (2018). https://doi.org/10.1051/cocv/2017074, Article MathSciNet Google Scholar
[7] Boscaggin, A., Feltrin, G.: Pairs of positive radial solutions for a Minkowski-curvature Neumann problem with indefinite weight. Nonlinear Anal. 196, 111807 (2020). https://doi.org/10.1016/j.na.2020.111807, Article MathSciNet Google Scholar
[8] Colasuonno, F., Noris, B.: Radial positive solutions for Laplacian supercritical Neumann problems. Bruno Pini Math. Anal. Semin. 8 (1), 55–72 (2017).
https://doi.org/10.6092/issn.2240-2829/7797,
[9] Deimling, K.: Nonlinear Functional Analysis. Springer, Berlin (1985) Book Google Scholar
[10] Gheorghiu, C.I.: A third-order nonlinear BVP on the half-line, Chebfun (2020). https://www.chebfun.org/examples/ode-nonlin/GulfStream.html
[11] López-Gómez, J., Omari, P., Rivetti, S.: Positive solutions of a one-dimensional indefinite capillarity-type problem: a variational approach. J. Differ. Equ. 262, 2335–2392 (2017) Article ADS MathSciNet Google Scholar
[12] Ma, R., Chen, T., Wang, H.: Nonconstant radial positive solutions of elliptic systems with Neumann boundary conditions. J. Math. Anal. Appl. 443, 542–565 (2016). https://doi.org/10.1016/j.jmaa.2016.05.038, Article MathSciNet Google Scholar
[13] O’Regan, D., Wang, H.: Positive radial solutions for φ-Laplacian systems. Aequ. Math. 75, 43–50 (2008). https://doi.org/10.1007/s00010-007-2909-3 Article MathSciNet Google Scholar
[14] Precup, R.: Existence, localization and multiplicity results for positive radial solutions of semilinear elliptic systems. J. Math. Anal. Appl. 352, 48–56 (2009). https://doi.org/10.1016/j.jmaa.2008.01.097, Article MathSciNet Google Scholar
[15] Precup, R., Pucci, P., Varga, C.: Energy-based localization and multiplicity of radially symmetric states for the stationary φ-Laplace diffusion. Complex Var. Ellipt. Equ. 65, 1198–1209 (2020). https://doi.org/10.1080/17476933.2019.1574774 Article MathSciNet Google Scholar
[16] Precup, R., Rodriguez-Lopez, J.: Positive radial solutions for Dirichlet problems via a Harnack type inequality Math. Meth. Appl. Sci. 46(2), 2972–2985 (2023). https://doi.org/10.1002/mma.8682
[17] Trefethen, L.N.: Computing numerically with functions instead of numbers. Math. Comput. Sci. 1, 9–19 (2007). https://doi.org/10.1007/s11786-007-0001-y Article MathSciNet Google Scholar
[18] Trefethen, L.N., Birkisson, A., Driscoll, T.A.: Exploring ODEs. SIAM, Philadelphia (2018) Google Scholar
[19] Wang, H.: On the existence of positive solutions for semilinear elliptic equations in the annulus. J. Differ. Equ. 109, 1–7 (1994). https://doi.org/10.1006/jdeq.1994.1042
Paper (preprint) in HTML form
Theory and computation of radial solutions for Neumann problems with -Laplacian
Abstract.
The paper deals with existence, localization and multiplicity of radial positive solutions in the annulus or the ball, for the Neumann problem involving a general -Laplace operator. Our results apply in particular to the mean curvature operator in the Minkowski space. Numerical experiments with the MATLAB object-oriented package Chebfun are performed to obtain numerical solutions for some concrete equations.
Key words and phrases:
Neumann boundary value problem, -Laplace operator, radial solution, positive solution, fixed point index, Harnack type inequality, numerical solution1991 Mathematics Subject Classification:
35J65, 34B18, 65L101. Introduction
In this paper we are concerning with the existence and localization of radial positive solutions for the Neumann boundary value problem in the annulus or in the ball
(1.1) |
where is such that the function
is an increasing homeomorphism, is continuous and Here and is the the exterior unit normal vector to the boundary of
Problems of type (1.1) arise from mathematical modeling of real processes. Thus, equations involving the -Laplacian come from fluid mechanics in porous media [2], equations with a singular homeomorphism arise from the relativistic mechanics [1], and equations involving a bounded homeomorphism intervene in capillarity problems [11].
Looking for radial solutions of (1.1), that is, functions of the form with problem (1.1) reduces to the boundary value problem
(1.2) |
Note that in the case of the ball, when the equality stands for the Neumann condition on the sphere, while the additional assumption is required as a consequence of the regularity of the radially symmetric solutions
There are many contributions to radial solutions for boundary value problems in the annulus and in the ball. For instance, in papers [5], [12], [14] and [19] there is considered the case of equations and systems with the classical Laplacian, the papers [6], [8] and [13] deal with the -Laplacian, and in [3], [7] and [16] it is considered the case of the -Laplacian, in particular, that of the mean curvature operators in the Euclidean and Minkowski spaces. The methods that are used are of the most spilled: fixed point principles, topological degree, upper and lower solution techniques, variational methods and shooting method. Although the problem of radial solutions returns to ordinary differential equations, the presence of a singularity at the origin makes the study more difficult. The analysis is even more difficult with the Neumann problem due mainly to the absence of an explicit expression of the solution operator (the integral type inverse of the differential operator).
In this paper, to our knowledge, the first consecrated to the localization of radial solutions for the Neumann problem involving a general -Laplace operator, we use the homotopy technique - already applied in [15] and [16] for the Dirichlet problem - to obtain the existence of solutions such that
for two given numbers
From a physical point of view, assuming that function stands for the state of a process and is the external source, such a localization is imposed by two requirements: First, from the necessity to find the state-depending source (feedback law) in order to guarantee that the state remains bounded between two given bounds and secondly, the state-depending source being given, to find the bounds of its corresponding state
Mathematically, such a localization immediately gives multiple solutions in the case of oscillating functions Additionally, we show that the solutions are decreasing on provided that has suitable monotonicity properties in and Also, a certain behavior of the decreasing solution is emphasized in terms of a Harnack type inequality which is established by a variable change meant to eliminate the first-order term of the differential operator. Our results apply particularly to the singular homeomorphisms
as in the mean curvature operator in the Minkowski space.
2. Solution properties
We look for solutions which are nonnegative on
First, in this section, we consider the case of external influence terms that do not depend on the state variable, namely the problem
(2.1) |
for a given function
2.1. Some basic properties
The next lemma gives a characterization of the solutions.
Lemma 2.1.
Proof.
Lemma 2.2.
Let on and let be such that for one has and
Then in
For each problem (2.1) has at most one solution which is nonnegative if Moreover, is the unique solution for any constant
Proof.
Assume the contrary. Let be a maximal subinterval of on which is strictly negative. On we then have
Hence the function
is strictly decreasing on
Assume Since for both we must have whence for This shows that the function is strictly increasing on This together with its negativity implies that is negative on the whole interval Hence and consequently is strictly decreasing on which is impossible since its values at and are equal to zero. Thus and
Assume Since for both we have whence for But this is impossible in virtue of and the negativity of on Therefore and Let be such that Then and since is decreasing we must have on and on Consequently, the function should be increasing on , which is impossible since and
Therefore, on as desired.
Let solve (2.1) for the same function Applying the previous conclusion to gives and Thus proving the uniqueness. The fact that for any constant function follows directly from (2.1). Finally the property that the solution is nonnegative if is nonnegative follows from the comparison property and the fact that zero solves the problem for ∎
Lemma 2.3.
If solves the problem for a decreasing function then is decreasing in too.
Proof.
Assume otherwise. Then there is a maximal subinterval of on which is strictly increasing. If is interior, i.e., then clearly Otherwise and due to the Neumann condition. Similarly, The function being decreasing on one has that is increasing on Hence there are only two possibilities: either (a) on or (b) there is such that in and in
In case (a), the monotonicity of on implies that is increasing on which implies the convexity on of the function Since this function vanishes at and (like ), we must have in But this gives in which contradicts our assumption on
Assume case (b). Then the function is decreasing on Since its value at is zero, we have in whence in again a contradiction. ∎
2.2. A Harnack type inequality
In this section we assume that the homeomorphism satisfies the following condition:
- (Hϕ):
-
is
(2.6) for some
For example, such homeomorphisms are those involved by the classical Laplacian and the mean curvature operator in the Minkowski space.
Let be a fixed number and be nonnegative on decreasing on with and
(2.7) |
We make the change of variable where
by witch the interval of becomes for where for and for Note that if Also, becomes Clearly Then, letting and using
and
we rewrite (2.7) as
or equivalently
Since on in virtue of (2.6), one has It follows that
Hence
Since and we deduce that
(2.8) |
Notice that in virtue of is increasing on and since one has
Now if we first integrate in (2.8) from to obtaining
and again from to we find that
Hence
Letting
assuming that (which happens for small enough ) and recalling that we have
Coming back to function we have the Harnack inequality
Notice that in the case we may take and so is finite and the above reasoning remains true yielding to the better inequality
Thus we have the following result.
Theorem 2.4.
Assume that condition (Hϕ) holds. Then for every number with there exists such that for every there is a constant such that
for every nonnegative on decreasing on with and a.e. in
3. Existence, localization and multiplicity
3.1. The solution operator
Let be the positive cone of
In what follows we assume that for every function problem (2.1) has a solution. This hapens for example in case of singular homeomorphisms as shows Corollary 2.4 in [3]. Then, in virtue of the previous lemmas, the solution operator attaching to each the corresponding (unique) solution is well-defined and isotone. In addition, one has
Lemma 3.1.
The solution operator is completely continuous from to
Proof.
(a) is relatively compact for every bounded set Indeed, if is such that for all then from one has Hence Thus is bounded in Now from (2.1) we see that the derivatives of the functions from are uniformly bounded, that is is equicontinuous. Therefore is relatively compact in
Now it is clear that is a nonnegative solution of (1.2) if and only if is a fixed point of the operator
where is the Nemytski operator associated to According to the previous lemmas about the solution operator, the operator is well-defined and completely continuous.
3.2. Existence and localization
Now, for any number consider the set
The operator being completely continuous, the set is bounded, so there is a number such that Define the modified operator by
The following two lemmas rely on the properties of the fixed point index (see, a.e., [9]).
Lemma 3.2.
If
(3.1) |
then the fixed point index
Next, denote and for a number consider the set
It is clear that is open in
Lemma 3.3.
Assume that for a function such that one has
(3.2) |
Then
Lemma 3.4.
Proof.
One has
Subtracting gives
(3.3) |
Hence at least one of the numbers and is nonzero. We claim that the last one equals zero. Indeed, otherwise there would exist with that is
or equivalently where and Since and we arrived to a contradiction with (3.1). Therefore and from (3.3) one has which implies our conclusion. ∎
We are now ready to state and prove our main existence and localization result.
For any numbers denote
Theorem 3.5.
If for two positive numbers satisfying the following conditions
- (h1):
-
- (h2):
-
hold, then problem (1.2) has a positive solution such that
Proof.
First, we remark that inequality guarantees the existence of a function such that and as needed in Lemma 3.3. Such a function is the constant
Assume that for some with and some one has Then so which contradicts (h1). Hence Lemma 3.2 applies.
Remark 3.1.
(a) If we assume that for each the function is increasing on then
(b) If where is continuous and positive on and is increasing on then
where
3.3. Decreasing solutions
Here assume the following monotonicity properties of
- (Hf):
-
is decreasing in for each and is increasing in for each
Under this condition, if a nonnegative function is decreasing on then the function is decreasing too. Thus, if we consider the sub-cone of defined by
then in view of Lemma 2.3, we have and we can apply the reasoning from the proof of Theorem 3.5, working in instead of In this way, the existence of a decreasing solution is obtained. Using in addition Theorem 2.4, we obtain the following result.
Theorem 3.6.
Assume that conditions (Hϕ) and (Hf) hold and that and are as in Section 2.2. If for two numbers one has
- (h1’):
-
- (h2’):
-
Remark 3.2.
Inequality gives us the bound independent on and for the ratio between the maximum and the minimum of on the interval Thus, if for such a solution is large, say then its minimum is larger than if its minimum is small, say then is smaller than As noted above, in the case of the annulus, i.e., for one may take and then is a bound for the ratio between the maximum and the minimum of on the whole interval
3.4. Multiple solutions
We first give a three-solution result.
Theorem 3.7.
Proof.
Solution is guaranteed by Theorem 3.5. Next from we obtain the solution Now, let us remark that Indeed, if then and so Hence This inclusion implies
whence the existence of ∎
Obviously, the solution can be zero. However, this is not the case if
Next we establish the existence of an arbitrary number of solutions, or of a sequence of solutions, by assuming a strong oscillation in of nonlinearity
Theorem 3.8.
Proof.
Denote
It is sufficient to remark that for all To prove this let us first assume that sequences are increasing (case ()). Then since for any one has Hence Similarly, in case (), if then so ∎
Remark 3.3.
Under assumptions (Hϕ) and (Hf), if multiple decreasing solutions are obtained via Theorem 3.6, then for all of them, one has the same bound for the ratio between their maximum and minimum on the interval
3.5. Existence and multiplicity under asymptotic conditions
In the situation where only the existence of solutions is of interest and not exactly their location, the asymptotic conditions on are sufficient and easier to check than the punctual conditions.
Assume here again, as in Remark 3.1 (b), the following form of
where is continuous and positive on and is increasing on
Thus the existence of two numbers with and satisfying (h1), (h2) obviously follows from the asymptotic conditions
respectively.
4. Numerical solutions
In order to carry out our numerical experiments we have use the MATLAB object-oriented package Chebfun. We refer only to [17] and [18] for the details on using this package although the literature on this topic is much broader.
The numerical experiments performed on a similar problem in [10], encouraged us to use this programming environment and not others. It proved to be very simple and flexible in writing a code, including in imposing the boundary conditions, an otherwise non-trivial matter. The details it provides regarding the convergence of the Newton method are extremely useful.
We present three concrete Neumann problems for which numerical solutions are obtained confirming the theoretical results.
4.1. First example
We look for a nonzero numerical solution and to confirm the theory for the Neumann boundary value problem involving the classical Laplacian
(4.1) |
Here, with the notations from the previous sections, and Notice the special form of where is decreasing and is increasing.
The theory is confirmed if a decreasing positive solution and numbers are found such that the following inequalities are satisfied:
which applied to the present example, for which and read as:
(4.2) |
The numerical solution is presented in Fig. 1 and the confirmation of the theory takes place, for example, with and
From Fig. 2 a) we observe that the Newton method converges in five steps and has at least order two of convergence. The panel b) of the same figure shows that Chebfun use a polynomial of order whose coefficients decrease linearly to order
The residual in approximating the differential operator has been of order and the boundary conditions have been exactly satisfied.
4.2. Second example
Here we look for a nonzero numerical solution and to confirm the theory for the Neumann boundary value problem involving the mean curvature operator in the Minkowski space,
(4.3) |
or equivalently
Here again, and the theory is confirmed by inequalities (4.2).
The numerical solution is displayed in Fig. 3 and the confirmation of the theory takes place, for example, with and
From Fig. 4a) we observe that the Newton method converges in four steps and has at least order two of convergence. The panel b) of the same figure shows that Chebfun use a polynomial of order whose coefficients decrease linearly to order
The residual in approximating the differential operator has been of order and the boundary conditions have been exactly satisfied.
4.3. Third example
As the theory shows, the Neumann problem can have multiple positive solutions for functions which are oscillating with respect to To make more understandable this statement, let us first consider the simplest case of the autonomous equation (1.1), that is Then it is trivial to see that any constant satisfying is a solution of the problem
Hence if the graph of intersects the line of equation in several points, then the problem has at least as many solutions. Therefore one obtains multiple solutions when is oscillating, here around the line The phenomenon also occurs in the non-autonomous case, as the theory shows. Thus, for multiple solutions are guaranteed if oscillates up and down the lines and respectively.
As an example of such a function, we can mention
where and (for to be increasing). This function has a countable number of intersections with a line provided that For numerical simulations, we choose the following values of parameters: and we consider the following Neumann problem for the classical Laplacian
(4.4) |
Fig. 5 and 7 show two positive solutions of this problem. They were obtained by using the same procedure as before, with different initial approximations. In general, initial approximations can be suggested by the localization intervals as given by the theory.
From Fig. 6 a) we observe that the Newton method converges in six steps and the panel b) of the same figure shows that Chebfun use a polynomial of order whose coefficients decrease linearly to order
The residual in approximating the differential operator has been only of order but the boundary conditions have been exactly satisfied.
All these last three observations lead us to state that Chebfun no longer achieves the accuracy of the previous two problems. Another solution to problem (4.4 is displayed in Fig. 7.
To find it, Newton’s algorithm starts from a different initial guess. However, comparing these last two solutions, i.e, Fig. 5 and 7, it is observed that they have identical allures (shapes).
We can conclude that using Chebfun we have succeeded to numerically confirm, with great accuracy, some of our theoretical results regarding the existence, localization and multiplicity of positive radial solutions for Neumann problems in the ball.
References
- [1] R. Bartnik, L. Simon, Spacelike hypersurfaces with prescribed boundary values and mean curvature, Commun. Math. Phys. 87 (1982) 131–152. https://doi.org/10.1007/BF01211061.
- [2] J. Benedikt, P. Girg, L. Kotrla, P. Takac, Origin of the -Laplacian and A. Missbach, Electron. J. Differential Equations 2018 (2018), No. 16, 1–17. http://ejde.math.txstate.edu or http://ejde.math.unt.edu.
- [3] C. Bereanu, P. Jebelean, J. Mawhin, Radial solutions for Neumann problems involving mean curvature operators in Euclidean and Minkowski spaces, Math. Nachr. 283 (2010) 379–391. https://doi.org/10.1002/mana.200910083.
- [4] D. Bonheure, B. Noris, T. Weth, Increasing radial solutions for Neumann problems without growth restrictions, Ann. Inst. H. Poincaré Anal. Non Linéaire 29 (2012) 573–588. https://doi.org/10.1016/j.anihpc.2012.02.002.
- [5] D. Bonheure, E. Serra, P. Tilli, Radial positive solutions of elliptic systems with Neumann boundary conditions, J. Funct. Anal. 265 (2013) 375–398. doi: 10.1016/j.jfa.2013.05.027.
- [6] A. Boscaggin, F. Colasuonno, B. Noris, Multiple positive solutions for a class of -Laplacian Neumann problems without growth conditions, ESAIM Control Optim. Calc. Var. 24 (2018) 1625–1644. https://doi.org/10.1051/cocv/2017074.
- [7] A. Boscaggin, G. Feltrin, Pairs of positive radial solutions for a Minkowski-curvature Neumann problem with indefinite weight, Nonlinear Anal. 196 (2020), 111807. https://doi.org/10.1016/j.na.2020.111807.
- [8] F. Colasuonno, B. Noris, Radial positive solutions for -Laplacian supercritical Neumann problems, Bruno Pini Mathematical Analysis Seminar 8(1) (2017) 55–72. https://doi.org/10.6092/issn.2240-2829/7797
- [9] K. Deimling, Nonlinear Functional Analysis, Springer, Berlin, 1985.
- [10] C. I. Gheorghiu, A third-order nonlinear BVP on the half-line, Chebfun, January 2020. https://www.chebfun.org/examples/ode-nonlin/GulfStream.html.
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- [12] R. Ma, T. Chen, H. Wang, Nonconstant radial positive solutions of elliptic systems with Neumann boundary conditions, J. Math. Anal. Appl. 443 (2016) 542–565. https://doi.org/10.1016/j.jmaa.2016.05.038.
- [13] D. O’Regan, H. Wang, Positive radial solutions for -Laplacian systems, Aequationes Math. 75 (2008) 43–50. https://doi.org/10.1007/s00010-007-2909-3.
- [14] R. Precup, Existence, localization and multiplicity results for positive radial solutions of semilinear elliptic systems, J. Math. Anal. Appl. 352 (2009) 48–56. doi:10.1016/j.jmaa.2008.01.097.
- [15] R. Precup, P. Pucci, C. Varga, Energy–based localization and multiplicity of radially symmetric states for the stationary -Laplace diffusion, Complex Var. Elliptic Equ. 65 (2020) 1198–1209. https://doi.org/10.1080/17476933.2019.1574774.
- [16] R. Precup, J. Rodriguez-Lopez, Positive radial solutions for Dirichlet problems via a Harnack type inequality, submitted.
- [17] L. N. Trefethen, Computing numerically with functions instead of numbers, Math. Comput. Sci. 1 (2007) 9–19. https://doi.org/10.1007/s11786-007-0001-y.
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- [19] H. Wang, On the existence of positive solutions for semilinear elliptic equations in the annulus, J. Differential Equations 109 (1994) 1–7. https://doi.org/10.1006/jdeq.1994.1042.