Global Solvability of Hammerstein Equations with Applications to BVP Involving Fractional Laplacian
Abstract
Some sufficient conditions for the nonlinear integral operator of the Hammerstein type to be a diffeomorphism defined on a certain Sobolev space are formulated. The main result assures the invertibility of the Hammerstein operator and in consequence the global solvability of the nonlinear Hammerstein equations. The applications of the result to nonlinear Dirichlet BVP involving the fractional Laplacian and to some specific Hammerstein equation are presented.
1. Introduction
- (i)
Probability—Mathematical Finance—as infinitesimal generators of stable Lévy processes,
- (ii)
Mechanics—Elastostatics—in Signorini obstacle problem originating from linear elasticity,
- (iii)
Fluid Mechanics—appearing in quasi-geostrophic fractional Navier-Stokes equation,
- (iv)
Hydrodynamics—describing some porous media flows in the hydrodynamical model.
For fractional derivatives in various senses one can also see the books and articles like [6–8].
Under some appropriate assumptions imposed on the functions G and h to be specified later, it is feasible to formulate some sufficient conditions for the operator to be a diffeomorphism; that is, , and that there exists an inverse operator 𝒯−1 while both 𝒯, 𝒯−1 are Fréchet differentiable at every point from . In other words, 𝒯 is Fréchet differentiable at every point and for every there exists a unique solution to the equation 𝒯(x) = z depending continuously on z and such that the operator is Fréchet differentiable.
It should be underlined that integral operators and integral equations are most commonly considered in the space of square-integrable functions. Under suitable conditions one usually proves some existence and uniqueness theorems for integral equations. In this paper the integral operator 𝒯 is defined on the space . In the proof of Lemma 12 we have used the compactness of the embedding of the space into the space of continuous functions C. This compact embedding implies that every weakly convergent sequence in is uniformly convergent in C in the supremum norm. Apparently in the case of L2 space such an implication does not hold. Therefore, one cannot prove, at least with the method applied herein, that the operator 𝒯 : L2 → L2 is a diffeomorphism.
Integral equations originate from models appearing in various fields of science including elasticity, plasticity, heat and mass transfer, epidemics, fluid dynamics, and oscillation theory; see, for example, books by Corduneanu [11] and by Gripenberg et al. [12]. Various kinds of integral operators considered therein include those of Fedholm, Hammerstein, Volterra and Wiener-Hopf type. Recall that we will establish global solvability of integral equations of Hammerstein type by stating sufficient conditions for Hammerstein operator to be a diffeomorphism. For references on Hammerstein equations see, for example, among others, [13–19] and references therein. Interest in Hammerstein equation, being the special case of Fredholm equation, stems mainly from the fact that several problems that arise in differential equations, for instance, elliptic boundary value problems, whose linear parts possess the inverse defined via the Green’s function, can, as a rule, be transformed into equation involving Hammerstein integral operator. Among these, we mention the problem of the forced oscillations of finite amplitude of a pendulum; see, for example, [20] or for the BVP’s on real line of Hammerstein and Wiener-Hopf type, see, for example, [19], or for optimal problems for Hammerstein and Volterra equations, see, for example, [17].
2. Global Diffeomorphism by Use of Mountain Pass Theorem
Let X be a real Banach space and let ψ : X → ℝ be a C1-mapping. A sequence is referred to as a Palais-Smale sequence for functional ψ if for some M > 0, any k ∈ ℕ, |ψ(xk)| ≤ M and ψ′(xk) → 0 as k → ∞. We say that ψ satisfies Palais-Smale condition if any Palais-Smale sequence possesses a convergent subsequence. Moreover, a point x* ∈ X is called a critical point of ψ if ψ′(x*) = 0. In such a case ψ(x*) is referred to as a critical value of ψ.
In the proof of the forthcoming diffeomorphism theorem the well-known variational Mountain Pass Theorem is used as the main tool. For more details we refer the reader to vast literature on the subject, for example, among others [21, 22].
Theorem 1 (Mountain Pass Theorem). Let ψ : X → ℝ be a C1-mapping satisfying Palais-Smale condition and let ψ(0) = 0. If
- (i)
there are some constants ρ, α > 0 such that ,
- (ii)
there is a point such that ψ(e) ≤ 0,
Applying the above theorem it is possible, as was done in [23], to prove the following theorem on a global diffeomorphism.
Theorem 2. Let X be a real Banach space and let H be a real Hilbert space. If 𝒯 : X → H is a C1-mapping such that
-
(a1) for any x ∈ X the equation 𝒯′(x)h = g possesses a unique solution for any g ∈ H,
-
(b1) for any y ∈ H the functional
()
Remark 3. By (a1) and the bounded inverse theorem, for any x ∈ X, there exists γx > 0 such that
3. Auxiliary Facts and Used Assumptions
The presentation of the proof of the main result of this paper, which formulates sufficient conditions for defined by (9) to be a diffeomorphism, we precede with a few lemmas.
Lemma 4. For any one has
Proof. By the Schwarz inequality, for t ∈ [−1,1], one obtains
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(A1) One has the following:
- (a)
the functions G(·, τ) and h(τ, ·) are continuous for a.e. τ ∈ [−1,1],
- (b)
there exists continuous derivative Gt(·, τ) on (−1,1)∖{τ} for a.e. τ ∈ [−1,1],
- (c)
there exists derivative hx(τ, ·) and it is continuous for a.e. τ ∈ [−1,1];
- (a)
-
(A2) One has the following:
- (a)
the function G(t, ·)h(·, x(·)) is integrable and this integral is locally bounded with respect to , that is, for every ρ > 0 there exists lρ > 0 such that for any t ∈ [−1,1] and |x(t)| ≤ ρ:
() - (b)
the function Gt(t, ·)h(·, x(·)) is integrable and for every ρ > 0 there exist lρ > 0 such that
()for such that |x(t)| ≤ ρ for t ∈ [−1,1], - (c)
the function G(t, ·)hx(·, x(·)) satisfies (A2)(a) with hx instead of h whereas the function Gt(t, ·)hx(·, x(·)) satisfies (A2)(b) with hx instead of h;
- (a)
-
(A3) G satisfies the Dirichlet boundary conditions G(−1, τ) = G(1, τ) = 0 for a.e. τ ∈ [−1,1];
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(A4) for any and t ∈ [−1,1];
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(A5) One has the following:
- (a)
|h(τ, x)| ≤ a(τ)|x| + b(τ) where τ ∈ [−1,1], x ∈ ℝn, a, b ∈ L2([−1,1], ℝ+),
- (b)
, <∞.
- (a)
Remark 5. Besides regularity (A1), (A2), and technical (A3) assumptions, we must finally impose on the functions G and h some growth and quantitative global assumptions: (A4) and (A5).
Lemma 6. If the functions G and h satisfy (A1)(a), (A1)(b), (A2)(a), (A2)(b), and (A3), then the operator 𝒯 is well defined by (9) on the space with values in .
Proof. Let us choose any . By (A3), 𝒯x0(−1) = 𝒯x0(1) = 0. It suffices to show that the function
Now we present some sufficient conditions for to be Fréchet differentiable.
Lemma 7. Suppose that functions G and h satisfy (A1)(a), (A1)(c), (A2)(a), (A2)(c), and (A3). Then the operator 𝒯 defined by (9) is Fréchet differentiable at any while for and t ∈ [−1,1]
Proof. It is sufficient to show that the operator
4. Local Solvability: Analysis of Linearized System
Lemma 8. Under assumptions (A1)(c), (A2)(c), and (A3) one has the following estimates:
Proof. First, from (29)–(31) and the assumptions of the lemma, we obtain subsequently
Now, let us consider the linear integral equation
Let T be a bounded, continuous operator in a Banach space X. Then we can decompose ℂ into the resolvent of the operator T defined by
Theorem 9. For any |λ| > r(T), one has λ ∈ ρ(T), which means complementarily that the spectrum of T is contained in the closed ball of radius r(T); that is, .
Now, we are ready to formulate the lemma on solvability of the linear integral equation (35).
Lemma 10. For any , ρ > 0 such that and any , (35) possesses a unique solution in provided that the functions G and h satisfy (A1), (A2), (A3), and weaker, local version of (A4), with constant lρ such that
Proof. Our proof starts with observation that (35) can be written in the form
5. Palais-Smale Condition Guaranteeing Global Diffeomorphism
To prove the main results of the paper we will need some sufficient conditions under which for any the functional Ψy is coercive; that is, for any , Ψy(x) → ∞ provided that .
Lemma 11. If the functions G and h satisfy (A1)(a), (A1)(b), (A2)(a), (A2)(b), (A3), and (A5), then for any the functional Ψy is coercive.
Proof. Since the functional Ψy is coercive for any if and only if the functional Ψy is coercive for y = 0, we first observe that the functional Ψ0 is bounded from below. By the Schwarz inequality and the assumptions of this lemma together with the last estimate from Lemma 4, we obtain
Lemma 12. For any the functional Ψy satisfies Palais-Smale condition provided that assumptions (A1), (A2), (A3), (A4), and (A5) are satisfied.
Proof. Fix . Recall that the functional Ψy has the form
Straightforward calculation leads to
Let be a Palais-Smale sequence for some fixed but an arbitrary M ≥ 0; that is, |Ψy(xk)| ≤ M and Ψy(xk) → 0. Applying Lemma 11 we obtain that Ψy is coercive, and hence the sequence {xk} is weakly compact as a bounded sequence in a reflexive space. Passing, if necessary, to a subsequence, one can assume that xk⇀x0 weakly in . Moreover, the weak convergence of the sequence {xk} in the space implies the uniform convergence in C; that is, xk(t)⇉x0(t) uniformly with respect to t ∈ [−1,1] as well as the weak convergence of its derivatives in L2; that is, in L2 and as being a weakly convergent sequence it has to be bounded. It remains to prove that the sequence {xk} converges to x0 in . By (53), a direct calculation leads to
The first factor above is bounded, whereas the second one, by (A4), is convergent to zero, and therefore, G1(xk) → 0 as k → ∞. Next, G2(xk) can be estimated by if ∥xk − x0∥∞ ≤ ε. Similar estimates can be applied to other terms; thus, one can prove that Gi(xk) → 0 as k → ∞ for i = 3,4, 5,6. Hence, from (54), it follows that xk → x0 in .
6. Main Results and Applications
Applying formerly presented lemmas and Theorem 2 we prove the main result of this paper.
Theorem 13. If the functions G and h satisfy assumptions (A1), (A2), (A3), (A4), and (A5), then the nonlinear Hammerstein operator defined by (9) is a diffeomorphism of on .
Proof. Set . From Lemma 10 we infer that the operator 𝒯 satisfies assumption (a1) of Theorem 2, while Lemma 12 ascertains that for any the functional satisfies Palais-Smale condition so that assumption (b1) of Theorem 2 is fulfilled. Therefore, defined by (9) is a diffeomorphism.
Theorem 13 can be formulated in the following equivalent version focusing on the solvability, uniqueness, and continuous dependence issues, following from the diffeomorphism property.
Theorem 14. If the functions G and h satisfy assumptions of Theorem 13, then for any the nonlinear integral equation
Next, we will present the application of our general theorem to the equation involving the fractional Laplacian operator for n = 1.
Example 15. Assume that the nonlinear term h satisfy the Green function G estimates (A1)–(A5). This is the case if, for example, the function h is smooth, that is, C1, and it satisfies the linear growth conditions (A4)-(A5). Then for any and σ ∈ (1,2] there exists a unique solution of
Finally, we will present the application of the main theorem to some specific nonlinear integral Hammerstein operator this time with smooth kernel.
Example 16. Let us consider the following operator:
Since ln (1 + z2) ≤ |z|, for the function
Let us define and b(τ) ≡ 0. Then a, b ∈ L2([−1,1], ℝ+) and condition (A5)(a) is fulfilled. Assuming
Consequently, if we assume that
7. Summary
We have considered the nonlinear integral operator of Hammerstein type 𝒯 defined on the Sobolev space with some application to the nonlocal Dirichlet BVP involving the fractional Laplacian. The key point in the proof of the main result of this paper is the application of the theorem on global diffeomorphism. In particular, we have shown that that the assumptions (A1), (A2), (A3), (A4), and (A5) imply some sufficient conditions for the operator defined by (9) to be a diffeomorphism, compare Theorem 13. Equivalently, we have obtained the existence and uniqueness result for the nonlinear Hammerstein equation (57) and the differentiable dependence of the solution on parameters as well, see Theorem 14. Thus, in other words, our problem is well-posed and robust, compare [27]. It should be emphasized that in the proof of Lemma 12 we have used the compactness of the embedding of the space into the space C and the reflexivity of and these properties are crucial in the method of the proof applied therein. Finally, in Section 6 we have proposed some examples of the nonlinear Hammerstein operators for which Theorems 13 and 14 are applicable, including the one originating from the BVP involving the fractional Laplacian.
Conflict of Interests
The author declares that there is no conflict of interests regarding the publication of this paper.