Improving Results on Solvability of a Class of nth-Order Linear Boundary Value Problems
Abstract
This paper presents a modification of a recursive method described in a previous paper of the authors, which yields necessary and sufficient conditions for the existence of solutions of a class of nth-order linear boundary value problems, in the form of integral inequalities. Such a modification simplifies the assessment of the conditions on restricting the inequality to be verified to a single point instead of the full interval where the boundary value problem is defined. The paper also provides an error bound that needs to be considered in the integral inequalities of the previous paper when they are calculated numerically.
1. Introduction
The iterative comparison yielded lower and upper bounds for the extremes a′ and b′ for which (1)–(3) has a nontrivial solution, bounds which converge to the values of these extremes a′ and b′ as the recursivity index grows.
One of the few drawbacks of the method of [2] is that when the calculation of is done numerically using a partition {xl} of [a, b], very often such a calculation only yields values at the points {xl} and not at the interior points of each subinterval [xl, xl+1]. Since the aforementioned inequalities have to be satisfied for all x ∈ [a, b], in these cases we need to introduce a security margin δ > 0 in the comparison of the discrete values and for all l (i.e., to enforce that either or ) in a manner that guarantees that the inequalities hold for all x ∈ [a, b].
- (i)
To calculate such a security margin δ that, once taken into account when comparing the mentioned functions over the set {xl}, ensures that the same results are obtained on the full interval [a, b].
- (ii)
To show that under certain conditions (namely, μ < β1; compare with the original μ ≤ β1 of [2]) and upon selection of the proper functions y, it is possible to restrict the comparison of derivatives of Mjy and Miy to a specific point in [a, b] instead of the full interval. The argument inspires on an idea from Keener for the focal problem (see [3]).
In terms of nomenclature, we will use the notation M to name the operator defined in (7), Mf or M{f} to name the function with domain [a, b] resulting from the application of M to f(x) ∈ Cμ[a, b], Mif or Mi{f} to name the function with domain [a, b] resulting from the application of M to f(x) ∈ Cμ[a, b] recursively i times, and Mf(x) to name the value of the function Mf at the point x. We will use Mab when we want to stress the dependence of M with the extremes where it is defined. And we will denote by PC[a, b] the set of piecewise continuous functions on [a, b].
- (1)
If u, v ∈ P, then cu + dv ∈ P for any real numbers c, d ≥ 0.
- (2)
If u ∈ P and −u ∈ P, then u = 0.
The main result of [2] is Theorem 2, which we will state also here for completeness.
Theorem 1 (see [2], Theorem 2.)Let us suppose that there is a Banach space B and a reproducing cone P therein for which M(P) ⊂ P and M is u0-positive. Then the eigenvalue problem Mu = λu has a solution u ∈ P and its associated eigenvalue λ is positive, simple, and bigger in absolute value than any other eigenvalue of such a problem.
In addition, if r(M) is strictly increasing with the length of the interval [a, b] (i.e., if a is fixed, r(Mab) is increasing with b and if b is fixed, r(Mab) is decreasing with a) and , one has the following:
- (i)
If there is no nontrivial solution of (1)–(6) at extremes a′, b′ equal or interior to a, b, then
(9) -
for any v ∈ P and for any v, w ∈ P∖{0} there exists k0 ≥ 1 such that
(10) -
and there cannot be any v ∈ P∖{0} and any k1 ≥ 1 such that
(11) - (ii)
If there is a nontrivial solution of (1)–(6) at extremes a′, b′ interior to a, b, then for any v, w ∈ P∖{0} there exists a k2 ≥ 1 such that
(12) -
and there cannot be any v ∈ P∖{0} and any k3 ≥ 1 such that
(13)
From the historical point of view, let us remark that the use of the theory of cones in boundary value problems dates from the works of Krein and Rutman [4] and Krasnosel’skii [5], which were continued by multiple authors. References [3, 6–20] are a good account of this.
The organization of the paper is as follows. Section 2 will describe a new method to obtain necessary and sufficient conditions for the problem (1)–(6) to have a nontrivial solution, which restricts the comparison of functions to one point. In Section 3 the security margin that needs to be considered in the application of [2, Theorems 8–10] will be calculated using linear splines theory. Section 4 will apply the previous results to several examples. Finally Section 5 will provide some conclusions.
2. A Cone and a Procedure to Reduce the Comparison of Functions to One Point
In this section we will first define a new cone different from that used in [2, Theorem 8] and will prove that it satisfies the properties required by Theorem 1. Then we will show that, for some specific functions y belonging to that cone, the application of Theorem 1 implies a comparison of the values of a certain derivative of Mjy and y at a single point in [a, b].
Theorem 2. The conclusions of Theorem 1 are applicable to the problem (1)–(6) and the cone P defined in (18).
Proof. We only need to prove that P is a reproducing cone, that M(P) ⊂ P, and that M is u0-positive in P, as this guarantees the existence of an eigenfunction u ∈ P with a positive maximal eigenvalue λ (e.g., see [3, Theorem 2.1]) and both the monotonicity of this eigenvalue with the extremes a and b and the compacticity of M were already proven in [2, Theorem 8].
Thus, using the notation
To prove the u0-positivity of M, let us consider the same auxiliar Banach space defined in [2, Theorem 8]; namely,
Following exactly the same reasoning used in [2, Theorem 8] and using hypotheses (4) and (15)–(18) it is straightforward to prove that M maps P∖{0} into , that is, for any v ∈ P∖{0}. Since (this follows from the facts that and μ ≤ β1), one has that M(P) ⊂ P, and also that for any there must be an ϵ1 > 0 such that
The next theorem will allow us to exploit Theorem 2 as explained in Section 1.
Theorem 3. Let us suppose that μ < β1 and that w ∈ P∖{0} is such that w(μ+1)(x) exists and satisfies (−1)n−kw(μ+1)(x) ≤ 0 on those points of [a, b] where w(μ)(x) is continuous. One has the following:
- (1)
If w(x) ∈ Cμ[a, b] and there exists an integer j > 0 such that
(30) -
then the problem (1)–(6) cannot have a nontrivial solution at extremes a′, b′ interior to a, b.
- (2)
If (−1) n−kw(μ)(a) ≤ 0, there exists a single discontinuity point z ∈ [a, b] of w(μ)(x) such that
(31) -
and there exists an integer j > 0 such that
(32) -
then the problem (1)–(6) does have a nontrivial solution either at a, b or at extremes a′, b′ interior to a, b.
Proof. If (−1) n−kw(μ+1)(x) ≤ 0 at those points of [a, b] where w(μ)(x) is continuous, then from [21, Theorem 2.1], the function defined by
Thus, from the hypotheses of statement (1), one has that v(x) ∈ Cμ[a, b] and (−1) n−kv(μ)(b) ≥ 0, which together with (34) yield
On the other hand, from the hypotheses of statements (2), (2), (7), and (34), one has that (−1) n−kv(μ)(a) ≤ 0, that (−1) n−kv(μ)(x) is decreasing on [a, b] except at the point x = z, where it has a discontinuity jump, and that (−1) n−kv(μ)(z) ≤ 0. This implies that
Remark 4. It is possible to extend the results of Theorems 2 and 3 to cones similar to P where the condition (−1) n−kv(μ)(x) ≥ 0 is replaced by (−1) n−kv(l)(x) ≥ 0, as long as μ ≤ l < β1, since in that case (−1) n−k(∂l+1G(x, t)/∂xl+1) ≥ 0 for μ ≤ l < β1 (this follows from [21, Theorem 2.1], as mentioned in the proof), which implies (−1) n−k(∂l+1Mjv(x)/∂xl+1) ≥ 0 for those v ∈ P. This latter fact is indeed the key that allows restricting the comparison of functions to one point in Theorem 3.
Remark 5. As pointed out in [2], (1)–(6) is just a way of representing a set of problems of the type
Theorem 6. The conclusions of Theorem 1 are applicable to the problem (44)-(45) and the cone P defined in (49).
Theorem 7. Let us suppose that w ∈ P∖{0} such that w(μ+1)(x) exists and satisfies (−1) n−k−μw(μ+1)(x) ≥ 0 on those points of [a, b] where w(μ)(x) is continuous. One has the following:
- (1)
If w(x) ∈ Cμ[a, b] and there exists an integer j > 0 such that
(50) -
then the problem (44)-(45) cannot have a nontrivial solution at extremes a′, b′ interior to a, b.
- (2)
If (−1) n−k−μw(μ)(b) ≤ 0, there exists a single discontinuity point z ∈ [a, b] of w(μ)(x) such that
(51) -
and there exists an integer j > 0 such that
(52) -
then the problem (44)-(45) does have a nontrivial solution either at a, b or at extremes a′, b′ interior to a, b.
3. Calculation of the Security Margin for the General Case of [2, Theorem 8]
- (i)
if the sign of such a function over [a, b] is the opposite to that of (−1) n−k, then there is no solution of (1) satisfying (2)-(3) at extremes interior to a, b;
- (ii)
if the sign of such a function over [a, b] is the same as that of (−1) n−k, then there is a solution of (1) satisfying (2)-(3) either at a, b or at extremes interior to a, b.
With this in mind, this section aims at answering the question of what security margin to consider in the evaluation of at a partition {xl} of [a, b] for j > i ≥ 0, in order to guarantee that the sign of that function holds for all x ∈ [a, b]. It is, therefore, a problem of assessing the value of in each subinterval [xl, xl+1] based on the knowledge that we have of for all l, a problem of interpolation.
From (59) and (61) one gets the following theorem, which gives the searched security margin.
Theorem 8. If and have the same sign for some j > i ≥ 0 and
- (i)
Either note that
(65) -
and, if needed, use the monotonicity properties of all derivatives of Mjy(x) and Miy(x) up to β1 − 1 (M maps the cone P of [2, (55)] into itself and this implies that all the derivatives of Mf up to β1 have the same sign as (−1)n−k; see [2, Proof of Theorem 8]). Such monotonicity properties ensure that the maxima of the absolute value of these derivatives over [xl, xl+1] are precisely at the extremes xl or xl+1.
- (ii)
Or apply the same principles of (57)–(61), decompose as the sum of the corresponding linear spline and another interpolation error, and obtain an upper bound of from the values of that function at {xl} and a bound for the mentioned interpolation error, which can be calculated using (61) and (65). This gives
(66) -
for ξ ∈ [xl, xl+1].
As before, the calculation of the maximum of the last term of (66) can be done from (63)-(64) and using the monotonicity properties of the derivatives of Mjy and Miy.
Remark 9. Both in the first subinterval [a, x1] and the last subinterval [xm, b] of [a, b] the application of Theorem 8 is not possible since
Remark 10. The estimation of the security margin using Theorem 8, (63)-(64) and either (65) or (66) can be a cumbersome exercise. However, as the examples will show, the bounds that they provide for the extremes a and b for which (1)–(6) has a solution are usually much better than those obtained with the method of Theorem 7 for the same number of iterations.
Remark 11. The arguments of this section are also valid when applied to the functions Mjy and Miy and the cone P of (18) for j > i ≥ 0 (the method of Section 2 assumes that j > i = 0), just replacing β1th derivatives by μth derivatives. This implies that we can make use of the same functions y ∈ P to apply both methods and compare results.
4. Some Examples
Example 1. Let us consider the following boundary value problem:
The application of Theorem 3 to the functions w(x) defined in (37) and (39) (considering two different cases z = b/2 and z = b/3 to test the effect of the choice of z in the result of the calculations) gives Table 1.
Recursivity index | Bound with (37) | Bound with (39) and z = b/2 | Bound with (39) and z = b/3 |
---|---|---|---|
j = 1 | b > 1.959 | b < 2.409 | b < 2.545 |
j = 2 | b > 2.055 | b < 2.289 | b < 2.367 |
j = 3 | b > 2.092 | b < 2.249 | b < 2.302 |
j = 4 | b > 2.11 | b < 2.228 | b < 2.269 |
j = 5 | b > 2.121 | b < 2.216 | b < 2.248 |
j = 6 | b > 2.129 | b < 2.208 | b < 2.235 |
Table 1 shows that, as expected, the bounds get improved when the number of iterations grows. Additionally the method provides better upper bounds for b if we pick z = b/2 instead of z = b/3 in the function of (39), for all values of j.
On the other hand, the application of the security margin calculated in Theorem 8, using also (66), to determine if the function M6w − M5w belongs to the cone P of (18), gives a value of b between 2.166 and 2.167, much is more precise than the bounds shown in the Table 1 for j = 5,6. And this occurs regardless of w(x) being that of (37), that of (39) with z = b/2, or that of (39) with z = b/3. This implies that the use of the mentioned security margin to evaluate whether Mjy − Mj−1y belong to the cone yields better bounds at the expense of complicating the calculations.
Example 2. Let us consider the following boundary value problem:
The application of Theorem 3 to the functions w(x) defined in (37) and (39) (considering again two different cases z = b/2 and z = b/3 to test the effect of the choice of z in the result of the calculations) gives Table 2.
As happened in Example 1, the bounds get improved when the number of iterations grows, and the method provides also better upper bounds for b if we pick z = b/2 instead of z = b/3 in the function of (39), for all values of j.
On the other hand, the application of the security margin calculated in Theorem 8, using also (66), to determine whether the function M6w − M5w belongs to the cone P (regardless of w(x) being that of (37), that of (39) with z = b/2, or that of (39) with z = b/3), gives a value of b between 2.257 and 2.258, again much more precise than the bounds shown in the Table 2 for j = 5 or 6. One can deduce the same conclusion as before: the use of the mentioned security margin to evaluate whether Mjy − Mj−1y belong to the cone yields better bounds at the expense of complicating the calculations.
5. Discussion
The method of Section 2 (Theorem 3) has the limitation of requiring μ < β1, instead of the original μ ≤ β1 of [2]. This limitation is not present when applying to [2, Theorems 8–10] the security margin calculated in Section 3. Another advantage of the use of security margin, as the examples show, is a better speed of convergence of the bounds for a′ and b′ towards the values of a′ and b′ for which (1)–(6) has exactly a nontrivial solution, compared with the corresponding bounds obtained by means of Theorem 3. One can conjecture the generality of this behaviour when using a step in the partition {xl} (i.e., the maximum distance between consecutive knots xl and xl+1) small enough, due to the dependency of the interpolation error with the square of that parameter (see (62)). In any case, the main drawback of the use of the security margin is the difficulty to determine it in each interval [xl, xl+1], due to the tedious calculations it requires, especially when applying formula (66).
To end up this section, it is worth remarking that in the application of Theorem 3 there is freedom in the choice of the discontinuity point z, which can lead to wonder what is the best choice for such a point (i.e., the choice that provides bounds for a and b that converge faster). The two examples presented in this paper show better bounds for the case z = b/2 than for z = b/3, but it is perhaps premature to deduce from that a general principle since this could depend on the concrete problem under assessment, and especially on the value of k, which determines the number of derivatives of the solution at the extreme a which are zero (i.e., how “flat” the solution is in the vicinity of a). More work is therefore required in this area.
Competing Interests
The authors declare that they have no competing interests.
Acknowledgments
This work has been supported by the Spanish Ministerio de Economia y Competitividad Grant MTM2013-41765-P.