Abstract
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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, Romania
Andrei Stan
Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy, Romania
Department of Mathematics, Babes-Bolyai University, Cluj-Napoca, Romania
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Precup R, Stan A, Two abstract methods of lower and upper solutions with applications, 2025.Β
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Two abstract methods of lower and upper solutions with applications
Abstract
In this paper, we present two abstract methods for constructing a lower and an upper solution for a fixed point equation. The first method applies when the nonlinear operator is a composition of a linear and a nonlinear mapping, while the second method applies when the nonlinear operator satisfies an inequality of Harnack type. An application is provided for each method.
keywords:
Upper and lower solution, Harnack inequality, fixed point1 Introduction and preliminaries
The method of upper and lower solutions proves to be extremely useful for solving nonlinear equations, as it not only guarantees the existence of a solution but also provides a localization of the solution within an interval. The literature on this subject is extensive; we mention a few reference works on the topic [2, 4, 14, 9, 8].
The structure of the paper is as follows. In Section 2, we present two abstract methods for determining lower and upper solutions for an abstract equation, which are then used to guarantee the existence of a fixed point. The first method concerns an abstract Hammerstein equation (see [14] for another approach for the same equation), while the second method applies to a fixed point equation in the case where the nonlinear operator satisfies an abstract Harnack-type inequality. We note that the conditions are inspired by [13], although in that work the method is entirely different, being based on the fixed point index approach. Section 3 is devoted to illustrative applications, each demonstrating one of the two abstract methods.
We conclude this section with two auxiliary results. The first result is a fundamental theorem from the theory of linear operators, which generalizes the classical PerronβFrobenius theorem for matrices ([15], see also [16, p. 266] or [5, Theorem 19.2]).
Theorem 1 (Krein-Rutman).
Let be a Banach space, a total cone, and a linear compact operator with and the spectral radius strictly positive. Then, is an eigenvalue of and the corresponding eigenvector lies in the cone .
Theorem 2.
Let be a domain and a compact set. Then, for each and there exists a constant such that
for all such that and
2 Main abstract results
Let be a Banach space with norm , ordered by a cone . The induced order relation given by the cone is denote by , that is, for we write if and only if . Throughout this section, we always assume that the norm is semi-monotone, i.e., there exists such that
| (1) |
Each of the following two subsections presents a different method for constructing lower and upper solutions for a fixed point equation. The first approach concerns an abstract Hammerstein equation.
2.1 Abstract Hammerstein equations
We consider the equation
| (2) |
where is a linear operator and is a (nonlinear) continuous mapping. In the subsequent we denote
Our first condition is related to the linear operator .
- (h1)
-
The cone is invariant under the linear operator , i.e., . Moreover, admits a positive eigenvalue with the corresponding eigenfunction from the cone ().
From (h1) it follows that is increasing (order-preserving), that is, for all , one has
Indeed, if , then . Since , i.e., , it follows that , which proves the claim.
Under certain conditions on and , we show that there exists a lower solution , i.e.,
and an upper solution
for the equation (2).
Before stating our assumptions, let be a positively homogeneous mapping, that is,
and with the additional property that if and only if .
Remark 1.
The mapping can, for instance, to be a seminorm.
The following conditions are assumed to be satisfied:
- (h2)
-
The operator is increasing (order-preserving), that is, for one has
- (h3)
-
There exists a constant such that
- (h4)
-
There exists and such that
and
Denote
| (3) |
We now show that and are a lower and an upper solution, respectively, for the equation (2).
Theorem 3.
Assume that (h1)β(h4) hold true. Then, is a lower solution and is an upper solution for the equation (2).
Proof.
To show that is a lower solution, first observe that since
and , condition (h3) implies
By the order-preserving property of , it follows that
as desired.
Concerning the function using the monotonicity property of from (h2), together with (h4), one obtains
Applying again the order-preserving property of to this relation yields
hence is an upper solution. β
Further, assume that
- (h5)
-
The lower and upper solutions and satisfy (are comparable)
Then the following invariance result holds.
Theorem 4.
Under conditions (h1)-(h5), the interval is invariant under the operator , that is,
Proof.
Let . By the monotonicity of and , we have
Since and , it follows that
which completes our proof. β
Remark 2.
One easily sees that condition (h5) holds if
which proves to be useful in applications, as we are about to see in the next section.
Under an additional compactness condition on , we obtain the following fixed-point result.
Theorem 5.
Assume that conditions (h1)-(h5) are satisfied. If, in addition, the operator is completely continuous, then there exists such that
Proof.
Clearly, the set is convex. Since the cone is closed, it follows that is also closed. Moreover, as the norm is semi-monotone, for all one has
and hence the set is bounded.
The complete continuity of , together with the continuity and monotonicity of , implies that the operator is continuous and maps the set into a relatively compact set. Indeed, since is increasing and the norm is semi-monotone, one obtains that is bounded, more exactly, for all . Thus, by the compactness of , it follows that is relatively compact, which establishes the desired property.
Finally, by Theorem 4, the interval is invariant under the operator . Hence, Schauderβs fixed point theorem applies and ensures the existence of a fixed point for , which finishes our proof.
β
Remark 3.
If, instead of conditions (h3) and (h4), we consider
- (h3)β
-
There exists such that
- (h4)β
-
There exist and such that
and
an analogue of Theorem 3 can be established.
Theorem 6.
Assume that conditions (h1), (h2), (h3)β and (h4)β are satisfied. Then
are a lower and an upper solution, respectively, for the equation (2).
Proof.
Remark 4.
We emphasize that, under the same assumptions as in Theorem 5, the method of monotone iterations can be applied to obtain two extremal (not necessarily distinct) fixed points for the operator . That is, there exist such that and , and every other fixed point of from lies in the interval . We refer the reader to [4] or [12] for further details on the monotone iterative method.
In the next section, we present another method for constructing a lower and an upper solution for a fixed point equation, applicable when the nonlinear operator satisfies an abstract Harnack inequality.
2.2 Fixed point equations via abstract Harnack inequality
We consider the fixed point problem
| (5) |
where is a (nonlinear) increasing operator, i.e., for one has
On , we consider a seminorm , which is assumed to be increasing, i.e., for one has
Moreover, we assume that there exists such that
| (6) |
The following condition plays a key role in the subsequent analysis and can be regarded as a weak type Harnack inequality [13].
- (a1)
-
There exists such that
(7)
The next two additional conditions are required.
- (a2)
-
There exists such that
- (a3)
-
There exists such that
Now, we are ready to present the main result of this subsection.
Theorem 7.
Assume that conditions (a1)-(a3) are satisfied. Then
represent a lower and an upper solution, respectively, for the equation (5). Moreover, if
| (8) |
and the operator maps the interval into a relatively compact set, then admits a fixed point in the interval , i.e., there exists such that
| (9) |
Proof.
Note that, since the seminorm is increasing, and using the Harnack inequality (7) together with condition (a2), we obtain
| (10) |
so is a lower solution of problem (5). Moreover, for any , by the monotonicity of and relation (10), we have
| (11) |
Taking in (6), we have
Thus, by (a3), one obtains
whence is an upper solution for the problem (5). For any , by the monotonicity of , we further obtain that
| (12) |
Assume now that relation (8) holds. Then, from (11) and (12) it follows immediately that
Moreover, the set is convex, closed, and bounded (the boundedness follows from the semi-monotonicity of the norm). Now, if maps into a relatively compact set, then the Schauderβs fixed point theorem applies and guarantees that there exists a fixed point for in the interval , that is, relation (9) holds. β
3 Applications
In this section, we present one application for each of the two abstract results from Section 2.
3.1 Positive solution of the classical Hammerstein equation
In this subsection, we consider the fixed point problem
| (13) |
for which we show how Theorem 5 can be applied. Here, is a symmetric ( for all ), nonnegative continuous function on , and is nondecreasing on .
Let be endowed with the supremum norm , and let denote the cone of continuous nonnegative functions. Also, let be the linear Hammerstein operator
and the Nemytskii operator, which assigns to each the function given by
Note that is well defined since is continuous and nonnegative on .
The complete continuity of follows from standard arguments based on the ArzelΓ βAscoli theorem (see, e.g., [7, 10, 3, 11]). To guarantee that has an eigenvalue, we need the following additional condition on the kernel (see [3]).
- (H1)
-
The function satisfies a Green like inequality, that is, there exists a continuous function such that
and
The following result is of great importance for the subsequent analysis.
Lemma 1.
If condition (H1) is satisfied, then the linear Hammerstein operator has a positive eigenvalue , and moreover, the corresponding eigenfunction is positive, i.e., .
Proof.
The proof relies on the KreinβRutman theorem (Theorem 1). If one can show that the spectral radius of is strictly positive, then, since is completely continuous and the cone is reproducing (see [5, Chapter 19]), and hence total, Theorem 1 applies, and the conclusion follows.
Now we show that . To this end, we use Gelfandβs formula (see, e.g., [5, p. 79])
where denotes the operator norm, i.e.,
Simple computations yields that
for all . Hence,
Thus, for any , one has
Taking the supremum norm, we obtain
Consequently, since
it follows that
where the latter inequality follows by condition (H1). β
Remark 6.
By Lemma 1, the operator has a positive eigenvalue with the corresponding eigenfunction , hence condition (h1) is fulfilled. Moreover, since the function is continuous and nondecreasing, the Nemytskii operator is continuous and increasing, therefore, condition (h2) is also satisfied.
To ensure that (h3) and (h4) are valid as well, the following asymptotic conditions on are required:
- (H2)
-
One has,
where
Note that, by (H2), there exists such that
| (14) |
and
| (15) |
Now, the following result holds.
Theorem 8.
Under conditions (H1) and (H2), there exists a positive solution for the problem (13), and moreover,
Proof.
We verify that all the assumptions of Theorem 5 are satisfied. Conditions (h1) and (h2) are valid, as explained above.
Check of condition (h3). Letting , we see that for any with , one has (). Thus, using (14), we deduce that
so condition (h2) is verified.
Check of condition (h4). Let . One has,
where , and
whence condition (h4) holds.
Check of condition (h5). Based on Remark 2, condition (h5) is satisfied if
which is clearly true since .
Therefore, Theorem 5 applies and gives the conclusion. β
3.2 Positive solutions of -Laplace equations
In this subsection, inspired by [13], we apply Theorem 7 for the -Laplace problem
| (16) |
where , is a smooth domain in and is a nondecreasing continuous function. Following [1, Lemma 1.1] (see also [6]), for each , there exists a unique (weak) solution to the problem
Moreover, the operator is completely continuous, order preserving (increasing), and invariant with respect to the cone of positive functions, i.e., whenever . Thus, letting be endowed with the supremum norm (hence increasing), and denoting by the cone of positive functions, the problem (16) allows for the fixed point formulation
| (17) |
where , and is the Nemytskii operator that associates to each function the function
Note that, since is continuous and nonnegative, the operator is continuous and .
We immediately observe that relation (6) holds with . Moreover, given that the function is nondecreasing, the operator is increasing, and because is order-preserving, it follows that is also increasing.
By Theorem 2, for some fixed compact set , there exists such that for every -superharmonic function , one has
Let us consider the seminorm be given by
Then, since is nonnegative and -superharmonic for each , condition (a1) (inequality (7)) holds with
Note for any , one has (see [13])
Thus, it follows that
and
If
- (A1)
-
There exists such that
and
then conditions (a2) and (a3) are verified. In addition, since then relation (8) is also valid, where
| (18) |
We easily see that, since is continuous, the operator is also continuous. Moreover, as is increasing, the set is bounded. Hence, the complete continuity of implies that the set is relatively compact.
Therefore, all the requirements of Theorem 7 are satisfied, so the following result holds.
Theorem 9.
Acknowledgements The author would like to thank Prof. Radu Precup for insightful discussions on the subject and verification of the paper.
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