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Philosophical transactions. Series A, Mathematical, physical, and engineering sciences logoLink to Philosophical transactions. Series A, Mathematical, physical, and engineering sciences
. 2021 Jan 4;379(2191):20190376. doi: 10.1098/rsta.2019.0376

Positive solutions of systems of perturbed Hammerstein integral equations with arbitrary order dependence

Gennaro Infante 1,
PMCID: PMC7811774  PMID: 33390076

Abstract

Motivated by the study of systems of higher-order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral equations, where the nonlinearities and the functionals involved depend on some derivatives. We improve and complement earlier results in the literature. We also provide some examples in order to illustrate the applicability of the theoretical results.

This article is part of the theme issue ‘Topological degree and fixed point theories in differential and difference equations’.

Keywords: fixed-point index, cone, system, positive solution, functional boundary conditions

1. Introduction

In this paper, we discuss the solvability of systems of perturbed Hammerstein integral equations of the form

ui(t)=λi01ki(t,s)fi(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds+j=1piηijγij(t)hij[u],t[0,1],i=1,2,,n, 1.1

where u = (u1, …, un), the kernels ki are sufficiently regular, fi are continuous, γij are sufficiently smooth, hij are compact functionals that are allowed to take into account higher-order derivatives and λi, ηij are parameters.

One motivation for studying the kind of equations that occur in (1.1) is that these often occur in applications; we refer the reader to the Introduction of [1] and references therein. The case n = 1 has been studied recently by Goodrich [2,3], who complemented earlier works [1,4].

In particular, Goodrich studied the equation

u(t)=λ01k(t,s)f(s,u(s))ds+j=12γj(t)hj[u],

where the functionals hj have the specific form

hj[u]=h^j(αj[u]). 1.2

In (1.2), the functions h^j are continuous and αj are linear functionals on the space C[0, 1] which can be represented as Stieltjes integrals, namely

αj[u]:=01u(s)dAj(s). 1.3

The functional formulation (1.3) is well suited for handling, in a unified way, multi-point and integral boundary conditions (BCs). For an introduction to non-local BCs, we refer the reader to the reviews [511] and the articles [1214].

The case n = 2 has been investigated in [1], where the authors studied the system

ui(t)=01ki(t,s)fi(s,u1(s),u2(s))ds+j=12γij(t)hij[(u1,u2)],i=1,2,

where the functionals hij act on the space C[0, 1] × C[0, 1].

We stress that functionals involving higher-order derivatives play an important role in applications. In order to illustrate this fact in a simple situation, consider the boundary value problem (BVP)

u(4)(t)=f(t,u(t)),u(0)=h[u],u(0)=u(1)=u(1)=0. 1.4

When h[u] ≡ 0 the BVP (1.4) can be used to describe the steady-state case of a simply supported beam of length 1. When the functional h is non-trivial the BVP (1.4) can be used to model a beam with a feedback control; for example, the case

h[u]=h^(u(ξ)) 1.5

models a beam with the right end simply supported and where the displacement in the left end is controlled (possibly in a nonlinear manner) by a sensor that measures the shear force in a point ξ placed along of the beam. The perturbed integral equation associated with (1.4) and (1.5) is

u(t)=01k(t,s)f(s,u1(s))ds+(1t)h^(u(ξ)),

a case that cannot be handled with the theory developed in [14] due to the third-order term occurring in (1.5).

The case of higher-order dependence within the equation has been in investigated recently, by means of the classical Krasnosel’skiĭ’s theorem of cone compression-expansion, by de Sousa & Minhós [15]. In particular, de Sousa & Minhós [15] consider the existence of non-trivial solutions for the system of Hammerstein equations

ui(t)=01ki(t,s)fi(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds,i=1,2,,n.

As an interesting application of their theory, de Sousa and Minhós apply their result to a system of BVPs of the form

u1(t)+f1(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t))=0,t(0,1),u2(4)(t)=f2(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t)),t(0,1)andu1(0)=u1(1)=u2(0)=u2(1)=u2(0)=u2(1)=0.} 1.6

The system (1.7) can be used as a model of the displacement of simply supported suspension bridge. In this model, the fourth-order equation describes the road bed and the second-order equation models the suspending cables, we refer to [15] for more details.

On the other hand, the case of equations of the form

u(t)=λ01k(t,s)f(s,u(s),u(s))ds+j=12ηjγj(t)hj[u],

where the functionals hj act on the space C1[0, 1], has been studied recently by Infante [16], by means of the classical fixed-point index. Here we develop further this approach and we extend the results of [16] to the case of systems and higher-order dependence in the nonlinearities and the functionals. We also improve the case n = 1 and m1 = 1, by allowing more freedom in the growth of the nonlinearities near the origin; this is achieved by means of an eigenvalue comparison.

In order to illustrate the applicability of our theory, we discuss, merely as an example, the solvability of the system of the following model problem:

u1(t)+λ1f1(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t))=0,t(0,1),u2(4)(t)=λ2f2(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t)),t(0,1),u1(0)=0,u1(1)=η11h11[(u1,u2)]andu2(0)=η21h21[(u1,u2)],u2(0)=u2(1)=u2(1)=0,} 1.7

where h11, h21 are non-negative, compact functionals defined on the space C1[0, 1] × C3[0, 1]. The interest in (1.7) arises in the fact that it presents a coupling in the nonlinearities f1 and f2 and in the BCs and allows the presence derivatives of different order in the various components. The system (1.7) can be seen as a perturbation of the system (1.6) and is a generalization of some earlier ones studied in [17,18]. Here we discuss in detail the existence and non-existence of positive solutions of the system (1.7), illustrating how the constants that occur in our theory can be computed or estimated. Our results are new and complement the ones in [1,4,15,16,1921].

2. Main results

In this section, we study the existence and non-existence of solutions of the system of perturbed Hammerstein equation of the type

ui(t)=λi01ki(t,s)fi(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds+j=1piηijγij(t)hij[u]:=Tiu(t),t[0,1],i=1,2,,n, 2.1

where u = (u1, …, un). Throughout the paper, we make the following assumptions on the terms that occur in (2.1).

  • (C1)
    For every i = 1, …, n, ki:[0, 1] × [0, 1] → [0, + ∞) is measurable in s for every t and continuous in t for almost every (a.e.) s, that is, for every τ ∈ [0, 1] we have
    limtτ|ki(t,s)ki(τ,s)|=0for a.e.s[0,1];
    furthermore, there exists a function Φi0 ∈ L1(0, 1) such that 0 ≤ ki(t, s) ≤ Φi0(s) for t ∈ [0, 1] and a.e. s ∈ [0, 1].
  • (C2)

    For every i = 1, …, n and for every liN, with li < mi, the partial derivative liki/tli is measurable in s for every t, continuous in t for a.e. s, and there exists Φili(s)L1(0,1) such that |(liki/tli)(t,s)|Φili(s) for t ∈ [0, 1] and a.e. s ∈ [0, 1].

  • (C3)

    For every i = 1, …, n, miki/tmi is measurable in s for every t, continuous in t except possibly at the point t = s where there can be a jump discontinuity, that is right and left limits both exist, and there exists Φimi(s)L1(0,1) such that |(miki/tmi)(t,s)|Φimi(s) for t ∈ [0, 1] and a.e. s ∈ [0, 1].

  • (C4)

    For every i = 1, …, n, fi:[0,1]×i=1n([0,+)×Rmi)[0,+) is continuous.

  • (C5)

    For every i = 1, …, n and j = 1, …, pi, we have γijCmi[0,1] and γij(t)0for everyt[0,1].

  • (C6)

    For every i = 1, …, n and j = 1, …, pi, we have λi, ηij, ∈ [0, + ∞).

Owing to the assumptions above, for every i = 1, …, n, the linear Hammerstein integral operator

Liw(t):=01ki(t,s)w(s)ds

is well defined and compact in the space C[0, 1], where we adopt the standard norm ||w||:=maxt[0,1]|w(t)|. We recall that a cone K in a real Banach space X is a closed convex set such that λx ∈ K for every x ∈ K and for all λ ≥ 0 and satisfying K(K)={0}. It is clear that the operator Li leaves invariant the cone

P^:={wC[0,1]:w0for everyt[0,1]}.

We denote by r(Li) the spectral radius of Li and assume

  • (C7)

    For every i = 1, …, n, we have r(Li) > 0.

Note that, since P^ is a reproducing cone in C[0, 1], the assumption (C7) allows us to apply the well-known Krein–Rutman theorem and therefore r(Li) is an eigenvalue of Li with a corresponding eigenfunction φiP^{0}, that is

Liφi(t)=01ki(t,s)φi(s)ds=r(Li)φi(t). 2.2

In what follows we shall make use of the eigenfunction φi and the corresponding characteristic value

μi:=1r(Li).

Note that the non-negative eigenfunction φi inherits, from the kernel ki, further regularity properties: indeed, since we have

φi(t)=μi01ki(t,s)φi(s)ds, 2.3

and, due to the assumptions (C1)–(C3), the r.h.s. of (2.3) is, as a function of the variable t, in Cmi[0,1] we obtain

φi(P^{0})Cmi[0,1].

Remark 2.1. —

The assumption (C7) is frequently satisfied in applications. A sufficient condition, for details see [22], is given by

  • (C8)
    There exist a subinterval [ai, bi]⊆ [0, 1] and a constant ci = c(ai, bi) ∈ (0, 1] such that
    ki(t,s)ciΦi0(s) for t[ai,bi] and a. e. s[0,1].

Owing to the hypotheses above, we work in the product space i=1nCmi[0,1] endowed with the norm

||u||:=maxi=1,,n{||ui||Cmi},

where ||ui||Cmi:=maxj=0,,mi{||ui(j)||}. We use the cone

P:={ui=1nCmi[0,1]:ui0for everyt[0,1],i=1,,n},

and we require the nonlinear functionals hij to act positively on the cone P and to be compact, that is:

  • (C8)

    For every i = 1, …, n and j = 1, …, pi, hij: P → [0, + ∞) is continuous and maps bounded sets into bounded sets.

We define the operator T: P → P as

Tu:=(Tiu)i=1,,n. 2.4

We make use of the following basic properties of the fixed-point index (we refer the reader to [23,24] for more details).

Proposition 2.2 ([23,24]). —

Let K be a cone in a real Banach space X and let D be an open bounded set of X with 0 ∈ DK and D¯KK, where DK=DK. Assume that T~:D¯KK is a compact map such that xT~x for x ∈ ∂DK. Then the fixed-point index iK(T~,DK) has the following properties:

  • (1)

    If there exists eK{0} such that xT~x+λe for all x ∈ ∂DK and all λ > 0, then iK(T~,DK)=0.

  • (2)

    If T~xλx for all x ∈ ∂DK and all λ > 1, then iK(T~,DK)=1.

  • (3)

    Let D1 be open in X such that D1¯KDK. If iK(T~,DK)=1 and iK(T~,DK1)=0, then T~ has a fixed point in DKDK1¯. The same holds if iK(T~,DK)=0 and iK(T~,DK1)=1.

For ρ ∈ (0, ∞), we define the sets

Pρ:={uP:||u||<ρ},Iρ:=[0,1]×i=1n([0,ρ]×[ρ,ρ]mi)

and the quantities

f¯iρ:=maxIρfi(t,x10,,x1m1,,xn0,,xnmn),Hijρ:=supuPρhij[u],
Kil:={supt[0,1]01ki(t,s)ds,l=0,supt[0,1]01|lkitl(t,s)|ds,l=1,,mi.

With these ingredients, we can state the following existence and localization result.

Theorem 2.3. —

Assume there exist r, R, δ ∈ (0, + ∞), with r < R, and i0 ∈ {1, 2, …, n} such that the following three inequalities are satisfied:

maxi=1,,nl=0,,mi{λif¯iRKil+j=1piηij||γij(l)||HijR}R, 2.5
λi0μi0δ,fi0(t,x10,,x1m1,,xn0,,xnmn)δxi00,onIr. 2.6

Then the system (2.1) has a solution u ∈ P such that

r||u||R.

Proof. —

With a careful use of the Ascoli–Arzelà theorem, it is can be proved that, under the assumptions (C1)–(C8), the operator T maps P into P and is compact.

If T has a fixed point either on ∂Pr or ∂PR we are done. Assume now that T is fixed point free on PrPR. We are going to prove that T has a fixed point in PRPr¯.

We firstly prove that σuTufor everyuPRand everyσ>1. If this does not hold, then there exist u ∈ ∂PR and σ > 1 such that σu = Tu. Note that if ||u||=R then there exist i0, l0 such that ||ui0(l0)||=R. We show the case l0 ≠ 0 (the case l0 = 0 is simpler, hence omitted). Thus we have, for t ∈ [0, 1],

σui0(l0)(t)=λi01l0ki0tl0(t,s)fi0(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds+j=1piηi0jγi0j(l0)(t)hi0j[u]. 2.7

From (2.7) we obtain, for t ∈ [0, 1],

σ|ui0(l0)(t)|λi01|l0ki0tl0(t,s)|fi0(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds+j=1piηi0j|γi0j(l0)(t)|hi0j[u]λi0f¯i0RKi0l0+j=1piηi0j||γi0j(l0)||Hi0jRR. 2.8

Taking in (2.8) the supremum for t ∈ [0, 1] yields σ ≤ 1, a contradiction.

Therefore, we have iP(T, PR) = 1.

We now consider the function φ(t): = (φ1(t), …, φn(t)), where t ∈ [0, 1] and φi is given by (2.2). Note that φP{0}. We show that

uTu+σφfor everyuPrand everyσ>0.

If not, there exist u ∈ ∂Pr and σ > 0 such that u = Tu + σφ. In particular, we have ui0(t)=Ti0u(t)+σφi0(t) for every t ∈ [0, 1] and therefore ui0(t)σφi0(t) in [0, 1]. Observe that we have r||ui0||σ||φi0||>0. For every t ∈ [0, 1], we have

ui0(t)=λi01ki0(t,s)fi0(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds+j=1piηi0jγi0j(t)hi0j[u]+σφi0(t)λi01ki0(t,s)δui0(s)ds+σφi0(t)λi01ki0(t,s)δσφi0(s)ds+σφi0(t)=σλi0δμi0φi0(t)+σφi0(t)2σφi0(t).

By iteration we obtain, for t ∈ [0, 1],

ui0(t)nσφi0(t)for everynN,

which contradicts the fact that ||ui0||r.

Thus we obtain iP(T, Pr) = 0.

Therefore, we have

iP(T,PRPr¯)=iP(T,PR)iP(T,Pr)=1,

which proves the result. ▪

We now illustrate the applicability of theorem 2.3.

Example 2.4. —

We focus on the system

u1(t)+λ1f1(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t))=0,t(0,1),u2(4)(t)=λ2f2(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t)),t(0,1),u1(0)=0,u1(1)=η11h11[(u1,u2)]andu2(0)=η21h21[(u1,u2)],u2(0)=u2(1)=u2(1)=0,} 2.9

where h11, h21 are non-negative, compact functionals acting on the cone

P={(u1,u2)C1[0,1]×C3[0,1]:u1,u20for everyt[0,1]}.

With our methodology, we could study a more complicated version of this BVP, by adding more functional terms in the BCs, but we refrain from doing so for the sake of clarity.

It is routine to show that the solutions of (2.9) can be written in the form

u1(t)=η11th11[(u1,u2)]+λ101k1(t,s)f1(s,u1(s),u1(s),u2(s),u2(s),u2(s),u2(s))dsandu2(t)=η21(1t)h21[(u1,u2)]+λ201k2(t,s)f2(s,u1(s),u1(s),u2(s),u2(s),u2(s),u2(s))ds,} 2.10

where

k1(t,s)={s(1t),st,t(1s),s>t,andk2(t,s)={16s(1t)(2ts2t2),st,16t(1s)(2st2s2),s>t. 2.11

It is known that the kernels k1 and k2 that occur in (2.11) are continuous, non-negative, satisfy condition (C7) and (e.g. [22,25,26])

K10=18,μ1=π2,K20=5384,μ2=π4.

By direct calculation, we obtain

k1t(t,s)={s,s<t,(1s),s>t,k2t(t,s)=16{s(6t+s2+3t2+2),st,(1s)(s2+2s3t2),s>t,2k2t2(t,s)={s(t1),st,t(s1),s>t.and3k2t3(t,s)={s,s<t,(s1),s>t.

We may use

Φ20(s)={327s(1s2)32,for0s12,327(1s)s32(2s)32,for12<s1,[26],Φ21(s)=16s(2+s2),[15],

and, by direct calculation, we take

Φ10(s)=Φ22(s)=s(1s),Φ11(s)=Φ23(s)=|s12|+12.

Therefore the assumptions (C1)–(C3) are satisfied. By direct computation, we obtain

K22=18,K11=K23=12,K21524.

Note that we have

γ11(t)=t,γ11(t)=1,γ21(t)=(1t),γ21(t)=1,

and therefore we get

||γ11||=||γ11||=||γ21||=||γ21||=1,||γ21||=||γ21||=0,

Thus the condition (2.5) is satisfied if

max{12λ1f¯1R+η11H11R,524λ2f¯2R+η21H21R,12λ2f¯2R}R. 2.12

Let us now fix the nonlinearities fi and the functionals hi1, say

f1(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t))=u12(t)(2tsin(u1(t)+u2(t)),f2(t,u1(t),u1(t),u2(t),u2(t),u2(t),u2(t))=u2(t)et(u1(t)+u2(t)),h11[(u1,u2)]=01(u1(t)+u2(t))2dtandh21[(u1,u2)]=(u1(1/4))2+(u2(3/4))4,

and prove the existence of solutions in u ∈ P with ||u||1. Thus we fix R = 1. Since f¯113, f¯21e2, H111 ≤ 4, H211 ≤ 2, the condition (2.12) is satisfied if the inequality

max{32λ1+4η11,5e224λ2+2η21,e22λ2}1 2.13

holds. Note that f2 satisfies condition (2.6) for every fixed λ2 > 0, by choosing r sufficiently small. Therefore, for the range of parameters that satisfy the inequality (2.13) with λ2 > 0, theorem 2.3 provides the existence of a solution of the system (2.10) in P, with 0<||u||1; this occurs, for example, for λ1 = 1/10, λ2 = 1/5, η11 = 1/5, η21 = 1/3.

We now use an elementary argument to prove a non-existence result.

Theorem 2.5. —

Assume that there exist τi, ξij ∈ (0, + ∞) such that

0fi(t,x10,,x1m1,,xn0,,xnmn)τixi0,on[0,1]×i=1n([0,+)×Rmi),
hij[u]ξij||ui||,for everyuP,i=1n,j=1pi,
maxi=1,,n{λiτiKi0+j=1piηijξij||γij||}<1. 2.14

Then the system (2.1) has at most the zero solution in P.

Proof. —

Assume that there exist uP{0} such that Tu = u. Then there exists i0 ∈ {1, …, n} such that ||ui0||=ρ, for some ρ > 0. Then, for every t ∈ [0, 1], we have

ui0(t)=λi001ki0(t,s)fi0(s,u1(s),,u1(m1)(s),,un(s),,un(mn)(s))ds+j=1piηi0jγi0j(t)hi0j[u]λi001ki0(t,s)τi0ui0ds+j=1piηi0jγi0j(t)hi0j[u]λi001ki0(t,s)τi0ρds+j=1piηi0jγi0j(t)ξi0jρλi0τi0Ki00ρ+j=1piηi0j||γi0j||ξi0jρ. 2.15

Taking the supremum for t ∈ [0, 1] in (2.15) gives ρ < ρ, a contradiction. ▪

We conclude by illustrating the applicability of theorem 2.5.

Example 2.6. —

Let us now consider the system

u1(t)+λ1u1(t)(2tsin(u2(t)u1(t)))=0,t(0,1),u2(4)(t)=λ2u2(t)(2tcos(u1(t)u2(t))),t(0,1),u1(0)=0,u1(1)=η11u1(1/4)cos2(u1(3/4)u2(1/4))andu2(0)=η21u2(3/4)sin2(u1(1/4)u2(3/4)),u2(0)=u2(1)=u2(1)=0.} 2.16

In this case, we may take τ1 = τ2 = 3, ξ11 = ξ21 = 1. Then the condition (2.14) reads

max{38λ1+η11,5128λ2+η21}<1. 2.17

Since (0, 0) is a solution of the system (2.16), for the range of parameters that satisfy the inequality (2.17), theorem 2.5 guarantees that the only possible solution in P of the BVP (2.16) is the trivial one; this occurs, for example, for λ1 = 1, λ2 = 5, η11 = 1/2, η21 = 1/3.

Acknowledgements

The author is grateful to both Referees, for the careful reading of the manuscript and the constructive comments.

Data accessibility

This article does not contain any additional data.

Competing interests

I declare I have no competing interests.

Funding

The author was partially supported by G.N.A.M.P.A. - INdAM (Italy).

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