187 (1997),5 - 18
Abstract. We introduce the limit - point/limit - circle classification for the nonlinear differential
equations of higher order. We give limit -point as well as limit - circle criteria for nonlinear differential
equations of the third order.
1. Introduction
Consider the nonlinear third -order differential equation
The Weyl's classification has been generalized and developed in various directions:
(i) nonlinear second - order differential equations,
(ii) self- adjoint linear differential equations and operators of the 2n - t h order.
Among the numerous literature we refer in the first case [l,7, 11, 12, 13, 161, in the
second case [9, 10, 14, 16, 191 and references therein.
Our main goal here is to introduce the limit - point/limit -circle classification for
nonlinear differential equations of higher order. First, we introduce the definition of
limit - point/limit - circle type for nonlinear differential equations of n - th order, then
(Section 3) we give criteria of limit - point/limit - circle type for Eq. 1.1, and in Section
4,for nonlinear third -order equation in the normal form.
(2.2) Ly = c n
i=l
( - l ) i p i ( t ) y ( i ) = a(t)f(y,y', . . . ,y(n-1)) ,
where pi are continuous on R+. If the coefficients ai in Eq. 2.1 are sufficiently smooth,
then Eq. 2.1 can be written as Eq. 2.2. On the contrary, if the equation L y = 0 is
nonoscillatory, then Eq. 2.2 can be written as Eq. 2.1.
A function y : J 3 R,J C R+,is said to be a solution of Eq. 2.1, resp. Eq. 2.2,
if it is defined on the maximal existence interval J and Eq. 2.1, resp. Eq. 2.2, is valid
for almost all t E J.
In this section we introduce the definition of limit - point/limit - circle type for Eq.' s
2.1 and 2.2.
Definition 2.1. The Eq. 2.1, resp. 2.2, is said to be of the (nonlinear) limit-circle
type if every solution is defined on R+ and satisfies
~ w y ( t ) f ( y [ o ] ( t ) , y [ l l ( t )...,y[*-lI(
, t ) )dt < 00.
The solution y of Eq. 2.1, resp. 2.2, is of the (nonlinear) limit-circle type if it
satisfies 2.3. Otherwise the solution is said to be of the (nonlinear) limit -point type,
1. e.,
(2.4) 1'..-
y(t)f(y[O](t),y[ll(t),. . .,y["-l](t)) dt = 00, where T 5 00,
Remark 2.2. If Eq.'s 2.1 and 2.2 are equivalent, Definition 2.1 is the same for both
equations.
Our motivations for this definition have been the following:
1. Weyl's classification [21]. The linear second order differential equation
(.(t).')' + q(t)z = 0
is of the limit-circle type if all its solutions are in L2(0,m); otherwise it is of the
limit-point type. See also e.g. [8, 15, 181.
2. The nonlinear second order differential equation
where u ( t ) ,q ( t ) > 0 and zf(z) 2 0 for all z, is of the nonlinear limit -circle type if
roo
otherwise it is of the nonlinear limit-point type, see [ll, 12, 131. This definition
coincides with Definition 2.1 for Eq. 2.1 and n = 2. In [9, 10, 111 this definition and
an alternative definition of the limit -circle type is used for Eq. 2.5:
MO = {y t,
: there exists : y(t)y[ll(t) 5 0, y(t)yI21(t) < 0 for t 2 t y }
M1 = {y : there exists t, : y(t)y['](t) 2 0, y[1](t)y[2](t)< 0 for t 2 tY}
M2 = {y : there exists t, : y(t)y['](t) > 0, y ( t ) y [ 2 ] ( t )2 0 for t 2 tY}
K = {y : there exists t, : y(t)y[ll(t) < 0, y ( t ) y [ ' ] ( t ) 2 0 for t 2 t,} ,
see [4] in case a = 0 and [5, 61 in case a = 1. Note that the sign of the third
quasiderivative is given by Eq. 1.1 and assumption (Hl). If a = 1 and y is of class K,
then y is called a Kneser solution.
The important role will be played by the following auxillary function F.
BartuSeklDoSli, Nonlinear Third Order Differential Equations 9
Lemma 3.2. Let (H2) hold. Then the function F is nondecreasing and
and
(3.3)
00 > F ( m ) - F(to) =
10 Math. Nachr. 187 (1997)
= lom F'(s)ds
2 KS"y(t)f(y(t),yrll(t),y[2]0)
to dt,
Moreover, y, yll] are increasing and y[2] is nondecreasing on [to,co),so from 3.4, it is
obvious that y[2] # 0 on [to, co), i. e.,
where
Bartusek/DoSlb, Nonlinear Third Order Differential Equations 11
Let tl 2 to + 2 be such that y(t1) 2 M , where M is from the assumption 3.2 of the
theorem. Then y ( t ) 2 M for t E [tl,oo),and using 3.2 and 3.6 we obtain
Theorem 3.5. Let a = 0 and let there exists K > 0 such that
1
(3.7) - I lf(zl,xz,x3)1 f o r 1x11 2 K > 0, 2 2 , E~ R.
1x1 I
Then Eq. 1.1 is of the limit -point type.
Proof. Let y be any solution of Eq. 1.1. If it is singular, then the conclusion of the
theorem holds. Consider a solution a, with the initial conditions
which is defined on R+.From Eq. 1.1 and ( H l ) , it follows that y and y[l] are increasing.
Then, in view of 1.2 and 3.8, we have y ( t ) 2 K for t E R+. Thus, 3.7 implies
Lemma 3.6. Let -00 < tl < t 2 < 00. Let r , p , s and z be continuous positive
functions such that the quasiderivatives defined by
are continuous for i = 1,2 and E Ll,,[tl,tz]. Suppose that i = 1,2, have
a zero in [tl,tz] and let
12 Math. Nachr. 187 (1997)
Denote
vi = max Iz[il(t)l, i = 0,1,2, and v3 2 I ~ [ ~ ] ( ta.) le. on [tl,t2]
tl95t2
Then,
!$l
(3.9) v1 5 KvO '3s 7
k,
5 2 ~ 2 ~ 1(z'ldt 5 2clvovz ,
Theorem 3.7. Let a = 1 and (H2) hold. Suppose that the following assumptions
are satisfied: there exists K > 0 such that 3.7 holds,
(3.10) Jf(x1,~2,~5
3 ) )1 + 1x1) on I R ~ ,
Mt)l
there exist Li > 0, i = 1,2, such that -
P(t)
L1
(3.11)
r ( t ) < Lz on R+,
and p(t> -
and
(3.12) lmr(t)dt = 00, r bounded from above.
If the solution is identically zero for large t , then F E 0. Now, the function F is
nondecreasing. Thus, if we consider a solution of Eq. 1.1 with the initial conditions
such that F ( 0 ) > 0, then this solution is either oscillatory or of class Mz.
Let y be a solution of Eq. 1.1 satisfying initial conditions such that
then y is also a solution of this equation. In [5] we have described the zeros of #I,
{fl},
i = 0,1,2: There exist increasing sequences { t i } i = 0 , 1 , 2 , k E IN, tending to
00 such that
ti < ti 5 fl < ti < ti,, ,
&"(ti) = 0 , i = 0, 1, 2 ,
y['](t) E o for t E [tZ,i?:],
(3.14)
> o on (ti,ti)
< o on (fi,ti+l).
Now we will describe "waves" of this solution. Denote
(3.15)
14 Math. Nachr. 187 (1997)
VOk
sk (ti,t:) and lY(sk)l = 2.
Thus, by 3.14 and 3.16 we have Iy(t)l 2 V O k / 2 2 K on 6 k .
Let A k = t: - S k . Using Lemma 3.6 and 3.16, we have
&om here
A k 2 C > 0,
where c is a suitable positive constant.
If y is of the limit - circle type, then using 3.7 we obtain
' IW
Y (t)f (Y (9 Y[% 9 ,Y[210)) d t
L 2 s,
k=l
Y(t)f(Y(t),Y[11(t),Y[21(t)) dt
= m
which is a contradiction.
2 . Let y be a nonoscillatory solution of class defined on [to,oo). &om 3.12, we
have
Bartusek/DoSlL, Nonlinear Third Order Differential Equations 15
b) Reasoning as in the proof of Theorem 3.7, according to [5, Theorem 3.11 F(oo) 5 0
for every Kneser solution. Integrating the equality in 3.1 from 0 to 03 we obtain
It follows that F ( w ) < 03 if and only if both (positive) integrals are convergent, i.e.,
using the fact that a is bounded from bellow, the Kneser solution satisfies 2.3, which
was to be proved. 0
Lemma 4.1. If Eq. 4.2 is of the limit -circle type and all its solutions are bounded,
then the Appel equation 4.3 is also of the limit -circle type.
Proof. Recall two facts. Three linearly independent solutions of Eq. 4.3 are u:,
~ 1 ~ 2 where
ui, ui, i = 1,2, are linearly independent solutions of Eq. 4.2; if Eq. 4.2 is
of the limit-circle type, then it is oscillatory, so Eq. 4.3 is oscillatory. Since Eq. 4.2
has every solution u in L2 then, because they are bounded, u are also in L4(0,m).
Let y be any solution of 4.3. Then it is a linear combination of u:, ~ 1 2 1 2 ug,
, where
ui,i = 1,2, are two linearly independent solutions of Eq. 4.2.
If Eq. 4.2 is if the limit-cirgle type, then its solutions need not be bounded. To
ensure the boundeness, we use result of [3, Consequence 3.121: If g' 2 0 then all
solutions of Eq. 4.2 are bounded. From this, Lemma 4.1 and from Dunford - Schwartz's
limit -circle criterion for Eq. 4.2, see [8], we obtain the following result.
holds, where h is a positive solution of Eq. 4.2. Hence, Eq. 4.1 becomes
(4.4)
BartuSek/DoBlB, Nonlinear Third Order Differential Equations 17
which is in the form of Eq. 1.1. Also, if s(t) < 0, then (Hl) holds with a = 0.
Corollary 4.4. Let Eq. 4.2 be nonoscillatory, s ( t ) < 0 and there exists M > 0 such
that
1
-1x1
I If(z)l for 1x1 2 M .
Then Eq. 4.1 is of the limit -point type.
Acknowledgements
The authors wish to thank Professor JOHN GRAEFfor his helpful comments.
This work was supported by grant from Commission of the European Economic Community
for Cooperation in Science ond Technology with Central and Eastern European Countries
(Brussels) and by grant 201/93/0&i3 of Czech Grant Agency (Prague).
18 Math. Nachr. 187 (1997)
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Department of Mathematics
Masaryk University
JanciEkovo ncim. 20
662 95 Brno
Czech Republic
e -mail:
bartusek@math.muni.cz