A numerical method to obtain positive solution for classes of sublinear semipositone problems

A numerical method to obtain positive solution for classes of sublinear semipositone problems

Applied Mathematics and Computation 184 (2007) 445–450 www.elsevier.com/locate/amc A numerical method to obtain positive solution for classes of subl...

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Applied Mathematics and Computation 184 (2007) 445–450 www.elsevier.com/locate/amc

A numerical method to obtain positive solution for classes of sublinear semipositone problems G.A. Afrouzi *, Z. Naghizadeh, S. Mahdavi Department of Mathematics, Faculty of Basic Sciences, Mazandaran University, Babolsar, Iran

Abstract Using a numerical method based on sub- super-solution, we will show the existence of positive solution for the problem Du = kf(u(x)) for x 2 X, with Dirichlet boundary condition.  2006 Elsevier Inc. All rights reserved. Keywords: Positive solutions; Sub- and super-solutions

1. Introduction In this paper, we consider the semipositone problem 

DuðxÞ ¼ kf ðuðxÞÞ;

x 2 X;

uðxÞ ¼ 0;

x 2 oX;

ð1Þ

where k > 0 is a constant, X is a bounded region in Rn with smooth boundary, and f is a smooth function such that f 0 (u) is bounded below, f ð0Þ < 0;

ð1:1Þ

and lim

u!1

f ðuÞ ¼ 0: u

ð1:2Þ

We prove under some additional conditions the existence of a positive solution for k 2 I, where I is an interval close to the smallest eigenvalue of D with Dirichlet boundary condition. It was shown that if k is small then (1)–(1.2) has no positive solution. In fact, if k is small, and if uk is a solution, then uk 6 0 in X. Next we *

Corresponding author. E-mail address: [email protected] (G.A. Afrouzi).

0096-3003/$ - see front matter  2006 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2006.06.052

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consider an anti-maximum principle by Clement and Peletier [3], from which we obtain the existence of a d = d(X) > 0 and a solution zk, positive in X, of  Dz  kz ¼ 1; x 2 X; ð2Þ z ¼ 0; x 2 oX for k 2 (k1, k1 + d), where k1 is the smallest eigenvalue of the problem  D/ðxÞ ¼ k/ðxÞ; x 2 X; /ðxÞ ¼ 0; x 2 oX:

ð3Þ

Let I = [a, c], where a > k1 and c < k1 + d, and let r :¼ max kzk k;

ð1:3Þ

k2I

where kÆk denotes the supremum norm. Now assuming that there exists a m > 0 such that f ðxÞ P x  m;

8x 2 ½0; mcr

ð1:4Þ

(note here that (cr > 1)) we prove that, (1)–(1.2) has a non-negative solution for k 2 I. Here the solution zk of (2) will be used to create a sub-solution, that is, a function w(x) such that  DwðxÞ 6 kf ðwðxÞÞ; x 2 X; ð4Þ wðxÞ 6 0; x 2 oX: Theorem 1. There exists k0 > 0 such that if 0 < k < k0 and u is a solution of (1)–(1.2) then u 6 0 in X. The above theorem (proved in [1]) shows that if k is small then (1)–(1.2) has no positive solution. In fact, if k is small, and if uk is a solution, then uk 6 0 in X. Theorem 2. Let k 2 I and assume that f satisfies (1.1), (1.2) and (1.4). Then (1) has a non-negative solution. Theorem 2 also proved in [1] that we give a proof for the sake of completeness. Let w(x):¼(cm)z(x), where c, m and z are as before. Then DwðxÞ ¼ ðcmÞkz  1;

x 2 X;

w ¼ 0;

x 2 oX:

But kf ðwðxÞÞ ¼ kf ðcmzðxÞÞ P kcmzðxÞ  m P cmkz  1 ¼ DwðxÞ: Thus w(x) is a sub-solution of (1) for k 2 I. Now let v(x) to be the unique positive solution of  DvðxÞ ¼ 1; x 2 X; x 2 oX;

vðxÞ 6 0;

ð5Þ

and consider /(x) = J v(x); J > 0 (to be chosen). Then / satisfies D/ðxÞ ¼ J ;

x 2 X;

/ðxÞ ¼ 0;

x 2 oX:

But by (1.2), there exists a J0 > 0 such that for J > J0, D/ðxÞ ¼ J P kf ðJvðxÞÞ;

x 2 X;

ð1:5Þ

and thus /(x) will be a super-solution for (1). Now choose J > J0 large enough that /ðxÞ ¼ JvðxÞ P ðcmÞzðxÞ ¼ wðxÞ:

ð1:6Þ

This is clearly possible by Hopfs maximum principle, and hence by the well-known method of sub- and super-solutions, (1) has a non-negative solution u(x) such that cm z(x) 6 u(x) 6 J v(x), and Theorem 2 is proven. Here we give a simple example that satisfies (1.1), (1.2), and (1.4). Consider 1

f ðsÞ ¼ mðs þ 1Þ2 

3m ; 2

m > 0:

G.A. Afrouzi et al. / Applied Mathematics and Computation 184 (2007) 445–450

447

Then f ð0Þ ¼  m2 < 0 and lims!1 f ðsÞ ¼ 0. Thus (1.1), (1.2) are satisfied. Now let p > 0 be such that f(p) = s p  m. That is, 3m ¼ p  m; 2 n mo2 m2 ðp þ 1Þ ¼ p þ ; 2 3m2 ¼ 0; p2 þ ðm  m2 Þp  4 1

mðp þ 1Þ2 

and qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 2 2 4 3 2 2 ðm  mÞ þ m mðm  1Þ þ 3 ðm  mÞ þ m  2m þ m þ 3m ¼ p¼ : 2 2 2

Hence in order that (1.4) is satisfied, we must have qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi m2  m þ m ðm  1Þ2 þ 3 P mðcaÞ; 2 that is, ðm  1Þ þ

qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 2 ðm  1Þ þ 3 P 2ðcaÞ

ð1:7Þ

(Note here that c and a are quantities that depend on only X). Clearly for a given c and a, there exists a m0 such that if m > m0 then (1.7) is satisfied and equivalently (1.4) will be satisfied. We investigate numerically positive solutions. Our numerical method is based on monotone iteration. We say that u is a positive solution of (1) if u is a classical solution with u(x) 2 I for all x 2 X and u(x) > 0 for all x 2 X. 2. Numerical results It is well known that there must always exists a solution for problems such as (2) between a sub-solution v and a super-solution  u such that v 6  u for all x 2 X (see [2]). Consider the boundary value problem  DuðxÞ þ f ðx; uðxÞÞ ¼ 0 on X; ð6Þ uðxÞ ¼ 0 on oX: u P v as well as Let  u, v 2 C 2 ðXÞ satisfy  D uðxÞ þ f ðx;  uðxÞÞ 6 0 on X; DvðxÞ þ f ðx; vðxÞÞ P 0

on X;

 u P 0;  6 0: u

ðx;uÞ > 0 8ðx; uÞ 2 X  ½v; u and such that the operator (D  c) with Choose a number c > 0 such that c þ of ou Dirichlet boundary condition has its spectrum strictly contained in the open left-half complex plane. Then the mapping

T : / ! w;

w ¼ T /;

/ 2 C 2 ðXÞ;

/ðxÞ 2 ½v; u;

where w(x) is the unique solution of the BVP  DwðxÞ  cwðxÞ ¼ ½c/ðxÞ þ f ðx; /ðxÞÞ wðxÞ ¼ 0

on X; on oX

 8x 2 X;

ð3:1Þ

ð7Þ

is monotone, i.e. for any /1, /2 satisfying (3.1) and /1 6 /2, we have T/1, T/2 satisfies (3.1), and T /1 6 T/2 on X.

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Consequently, by letting fc(x, u) = cu + f(x, u), the iterations 8 u0 ðxÞ ¼  uðxÞ > > > < ðD  cÞu ðxÞ ¼ f ðx; u ðxÞÞ on X; nþ1 c n > n ¼ 0; 1; 2; . . . ; > > : on oX; unþ1 ðxÞ ¼ 0 and

8 v0 ðxÞ ¼ vðxÞ > > > < ðD  cÞv ðxÞ ¼ f ðx; v ðxÞÞ nþ1 c n > > > : vnþ1 ðxÞ ¼ 0

ð8Þ

on X; n ¼ 0; 1; 2; . . . ; on oX;

ð9Þ

yield iteration un and vn satisfying v ¼ v0 6 v1 6    6 vn 6    6 un 6    6 u1 6 u0 ¼ u; so that the limits u1 ðxÞ ¼ lim un ðxÞ; n!1

v1 ðxÞ ¼ lim vn ðxÞ; n!1

2

exists in C ðXÞ. We have (i) v1(x) 6 u1(x) on X; (ii) u1 and v1 are, respectively, stable from above and below; (iii) if u1 6 v1 and both u1 and v1 are asymptotically stable, then there exists an unstable solution  such that v1 6 / 6 u1, / 2 C 2 ðXÞ we use following algorithm Sub- and super-solution algorithm 1. Find a subsolution v0 and a super-solution u0. Choose a number c > 0; 2. Solve the boundary value problem  Dwnþ1 ðxÞ  cwnþ1 ðxÞ ¼ fc ðx; wn ðxÞÞ on X; uðxÞ ¼ 0 on oX

ð10Þ

for wn = vn and wn = un, respectively; 3. If kwn+1  wnk < , output and stop. Else go to step 2. For doing step 1, we solve the problem  Dz  kz ¼ 1; x 2 X; z ¼ 0; x 2 oX

ð11Þ

to obtain subsolution. We know from Section 1 that problem (11) has a positive solution for k 2 (k1, k1 + d). The obtained results shows there is an array of positive solution for k 2 (17, 35) so k1 is around 17. For brevity we express just some of those numerical results. Approximation of zk for k = 15 x/y

0.2

0.4

0.6

0.8

0.2 0.4 0.6 0.8

0.268 0.447 0.513 0.505

0.423 0.701 0.753 0.528

0.431 0.718 0.778 0.497

0.283 0.493 0.636 0.345

G.A. Afrouzi et al. / Applied Mathematics and Computation 184 (2007) 445–450

449

Approximation of zk for k = 17 x/y

0.2

0.4

0.6

0.8

0.2 0.4 0.6 0.8

1.895 3.266 3.789 3.727

3.067 5.199 5.626 3.912

3.130 5.341 5.818 3.676

2.022 3.625 4.712 2.514

Approximation of zk for k = 30 x/y

0.2

0.4

0.6

0.8

0.2 0.4 0.6 0.8

0.002 0.028 0.050 0.054

0.017 0.062 0.087 0.060

0.021 0.068 0.093 0.056

0.008 0.041 0.070 0.033

Approximation of zk for k = 36 x/y

0.2

0.4

0.6

0.8

0.2 0.4 0.6 0.8

0.001 0.024 0.048 0.053

0.012 0.056 0.084 0.060

0.016 0.063 0.091 0.056

0.005 0.038 0.068 0.033

Let w(x) = cmzk(x) as a subsolution in our algorithm where c and m obtained from Section 1. And to obtain super-solution of (1) for k 2 I (I = [a, c] where a > k1 and c < k1 + d) we solve  DvðxÞ ¼ 1; x 2 X; ð12Þ vðxÞ ¼ 0; x 2 oX by finite difference (see [4,5]). We choose J such that (1.5), (1.6) are satisfied. We execute algorithm for k 2 I = [17.1, 34.9] for brevity we express just some of those numerical results Approximation of u for k = 17.1 x/y 0.2 0.4 0.6 0.8

0.2

0.4 5

1.68 · 10 2.51 · 105 2.51 · 105 1.68 · 105

0.6 5

0.8 5

2.51 · 10 3.78 · 105 3.78 · 105 2.51 · 105

2.51 · 10 3.78 · 105 3.78 · 105 2.51 · 105

1.68 · 105 2.51 · 105 2.51 · 105 1.68 · 105

0.4

0.6

0.8

Approximation of u for k = 25 x/y 0.2 0.4 0.6 0.8

0.2 5

3.59 · 10 5.37 · 105 5.37 · 105 3.59 · 105

5

5.37 · 10 8.09 · 105 8.09 · 105 5.37 · 105

5

5.37 · 10 8.09 · 105 8.09 · 105 5.37 · 105

3.59 · 105 5.37 · 105 5.37 · 105 3.59 · 105

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G.A. Afrouzi et al. / Applied Mathematics and Computation 184 (2007) 445–450

Approximation of u for k = 30 x/y 0.2 0.4 0.6 0.8

0.2

0.4 6

0.51 · 10 0.77 · 106 0.77 · 106 0.51 · 106

0.6 6

0.8 6

0.77 · 10 1.66 · 106 1.66 · 106 0.77 · 106

0.77 · 10 1.66 · 106 1.66 · 106 0.77 · 106

0.51 · 106 0.77 · 106 0.77 · 106 0.51 · 106

0.4

0.6

0.8

Approximation of u for k = 34.9 x/y 0.2 0.4 0.6 0.8

0.2 6

0.70 · 10 1.04 · 106 1.04 · 106 0.70 · 106

6

1.04 · 10 1.57 · 106 1.57 · 106 1.04 · 106

6

1.04 · 10 1.57 · 106 1.57 · 106 1.04 · 106

0.70 · 106 1.04 · 106 1.04 · 106 0.70 · 106

References [1] A. Castro, J.B. Garner, R. Shivaji, Existence results for class of sublinear semipositone problems, Results in Mathematics 23 (1993) 214–220. [2] G. Chen, J. Zhou, Wei-Ming Ni, Algorithms and visualization for solutions of nonlinear equations, International Journal of Bifurcation and Chaos 10 (2000) 1565–1612. [3] P. Clement, L.A. Peletier, An anti-maximum principle for second order elliptic operators, Differential Equations 34 (1979) 218–229. [4] M. Dehghan, Numerical procedures for a boundary value problem with a non-linear boundary condition, Applied Mathematics and Computation 147 (2004) 291–306. [5] I.G. Petrovsky, Lectures on Partial Differential Equations, Dover Publications, Inc., 1991.