Nonexistence and parameter range estimates for convolution differential equations

By Christopher S. Goodrich

This paper is dedicated to the memory of my brother Ben Goodrich (8 November 1988–25 February 2022), who was taken from this life much too soon

Abstract

We consider nonlocal differential equations with convolution coefficients of the form

and we demonstrate an explicit range of for which this problem, subject to given boundary data, will not admit a nontrivial positive solution; if , then the model case

is obtained. The range of is calculable in terms of initial data, and our results allow for a variety of kernels, , to be utilized, including, for example, those leading to a fractional integral coefficient of Riemann-Liouville type. Two examples are provided in order to illustrate the application of the result.

1. Introduction

For sufficiently regular functions and define by , , the finite convolution

In this brief note we consider the convolution-type nonlocal differential equation

where and are parameters and both and are continuous functions. We demonstrate that, subject to given boundary data, problem Equation 1.1 will not admit a positive solution when is sufficiently large. The lower bound on is explicitly calculable in terms of initial data, and so, a specific range of can be provided. Note that if the kernel satisfies , then problem Equation 1.1 reduces to the model case

One motivation for studying the much more general convolution-type problem Equation 1.1 is because this includes as a special case fractional integral nonlocalities of Riemann-Liouville type. Indeed, put for and one has that is the -th order fractional Riemann-Liouville integral of at —see, for example, Reference 6Reference 25Reference 26Reference 28Reference 41Reference 42Reference 43Reference 47Reference 48Reference 51 for additional details on the fractional calculus and, in particular, how convolution operators arise naturally in the study of such operators. Our results also apply to a wide variety of boundary data, and Examples 2.3 and 2.4 provide examples in the case of Dirichlet boundary conditions.

Our main result, Theorem 2.1, demonstrates that the integral operator defined by

has no nontrivial fixed points under certain conditions, where the function is determined by the boundary conditions to which we wish to subject Equation 1.1. Since a lack of fixed points of implies a lack of solution of Equation 1.1 when equipped with the boundary data encoded by , in this way we are able to consider a variety of boundary conditions simultaneously.

The study of nonlocal differential equations is quite extensive. The model case Equation 1.2 is a commonly studied case in the one-dimensional setting (or the analogous problem in the PDEs setting)—see, for example, Alves and Covei Reference 2, Corrêa Reference 10, Corrêa, Menezes, and Ferreira Reference 11, do Ó, Lorca, Sánchez, and Ubilla Reference 13, Goodrich Reference 17Reference 18, Infante Reference 32, Stańczy Reference 45, Wang, Wang, and An Reference 46, Yan and Ma Reference 49, and Yan and Wang Reference 50. Another commonly studied model case is

which is an example of a one-dimensional Kirchhoff-type problem; various analogous problems in the PDEs setting are also frequently studied—see, for example, Afrouzi, Chung, and Shakeri Reference 1, Azzouz and Bensedik Reference 4, Boulaaras Reference 7, Boulaaras and Guefaifia Reference 8, Chung Reference 9, Goodrich Reference 19Reference 23, and Infante Reference 30Reference 31. Kirchhoff-type equations, in particular, arise from steady-state (i.e., time independent) solutions of the nonlocal wave-type PDE , which was studied by Kirchhoff in the late 1800s—see, for instance, the paper by Graef, Heidarkhani, and Kong Reference 29 for additional discussion. More generally, nonlocal differential equations have been extensively studied, in part, due to their application in diverse modeling such as beam deflection Reference 33 and chemical reactor theory Reference 38—see Reference 5Reference 15Reference 16Reference 34Reference 35Reference 36Reference 39Reference 40 for additional details.

Recently Goodrich together with Lizama Reference 20Reference 21Reference 22Reference 24Reference 27 has introduced a new methodology for treating problems such as Equation 1.2 and Equation 1.4. This methodology relies on the nonstandard cone

where is a positive constant defined later in Section 2, and the associated open set

Note that Equation 1.5 demands that the functional be coercive with coercivity constant . The key topological fact is that when it follows that , which gives us direct control over the argument of in Equation 1.1. In particular, when studying existence of positive solutions to Equation 1.1 this allows us to consider the case in which is allowed to vanish and change sign, infinitely often; really, it need only be the case that on a set of positive but, nonetheless, small measure. This is very different than most competing methodologies, in which is demanded generally for all . Even regarding the very recent papers by Ambrosetti and Arcoya Reference 3, Delgado, Morales-Rodrigo, Santos Júnior, and Suárez Reference 12, and Santos Júnior and Siciliano Reference 44, which are rich in good mathematical ideas and insights, our new methodology avoids some of the restrictions seen there.

In spite of the wide literature there are few nonexistence results. In fact, we are not aware of any results of this type for the very general nonlocal equation Equation 1.1. Our goal in this paper is to make an effort to begin to fill this gap. The methodology that we use to produce our nonexistence result is noteworthy because we directly use the coercivity condition in Equation 1.5 and the open set in Equation 1.6 in order to deduce the nonexistence result. This is unusual because typically when deducing nonexistence for a one-dimensional boundary value problem it is more standard to deduce a contradiction involving (cf., Infante and Pietramala Reference 37, Theorem 4.1). We take a very different tactic, avoiding completely this type of “norm-wise” contradiction. Instead we directly use together with the coercivity condition in in order to demonstrate that for each there can be no such that Equation 1.3 admits a positive fixed point. Then as any nontrivial and, thus, positive fixed point of Equation 1.3 must live in , the desired result follows (note that this uses the fact—see Section 2—that , a.e. ).

This unusual approach allows us to take advantage of the fact that whenever it follows that , which gives us more direct control over the integral operator in Equation 1.3. We believe this novel methodology most likely can be extended to other classes of nonlocal boundary problems such as the ones mentioned earlier in this section.

2. Main result

Let be the operator defined in Equation 1.3 in Section 1. Throughout the remainder of the note we denote by the maximum norm on , with which we equip the space . Furthermore, with abuse of notation we denote by the constant map . Finally, we state some general restrictions, which we impose on the functions , , , and in definition of the operator . We note, in passing, that although we state the domain of as , because need only be , it is allowable that be defined, for example, only on . The kernel described in Section 1, for instance, is defined only for , but this is of no concern in what follows. Note that condition (H1.1) implies that satisfies “standard growth” from below.

H1:

The functions , , and satisfy the following properties.

(1)

Both and are continuous. Moreover, satisfies the inequality

where is a constant and .

(2)

(3)

, a.e.

H2:

The function satisfies the following properties.

(1)

It is continuous.

(2)

Putting , , the set has full measure and

is finite and positive.

(3)

With the quantity

is well defined and satisfies , where is the number from condition (H1).

We now present our nonexistence result.

Theorem 2.1.

Assume that each of conditions (H1) and (H2) is true. If

then the integral operator cannot have a positive fixed point.

Proof.

For contradiction assume that the operator has a nontrivial positive fixed point—namely, that for each and with such that both and for all . Since , there exists a number such that —that is, since , a.e. , it holds that

We will consider three cases.

(A)

(B)

(C)

Obviously, for a given , cases (A), (B), and (C) are exhaustive. Our goal is to show that for each each of these cases leads to a contradiction under the assumptions of the theorem, and so, cannot have a nontrivial fixed point, as claimed.

So, let us first consider case (A)—i.e., we will assume that . A simple calculation (see, for example, either Reference 17, Lemma 2.3 or Reference 22, Lemma 2.3) demonstrates that for any the operator satisfies the coercivity inequality

which is simply a consequence of the definition of in condition (H3.2). Then using inequality Equation 2.2 together with the fact that is a fixed point of we calculate

where we have used the reverse Hölder inequality to obtain the first inequality.

Next, using that we are in case (A) together with identity Equation 2.1, observe that

from which it follows that

Note that to switch to the supremum in Equation 2.4 we use the fact that is continuous on by virtue of condition (H2.1) together with the fact that has full measure.

We next work on estimating the second factor appearing in identity Equation 2.5. To this end recall that , for all and , and where . Then, again recalling from condition (H2.3) that is Lebesgue null, we estimate

where we have used the reverse Hölder inequality, again keeping in mind that , together with identity Equation 2.1 again. Consequently, putting Equation 2.6 into Equation 2.5 we see that

Therefore, upon combining estimates Equation 2.3 and Equation 2.7 we deduce that

But recall that by assumption it holds that

Therefore, from inequality Equation 2.8 together with the lower bound on we deduce that

and so, we arrive at a contradiction. In other words, it must be the case that . Consequently, the operator cannot have a fixed point satisfying . In fact, since in the definition of the supremum is taken over all such that , we conclude that cannot have a fixed point in the set

All in all, therefore, we conclude that in case (A) the operator cannot have a positive fixed point.

Next we consider case (B). If , then the operator itself is not well defined. However, this case can be safely excluded from consideration because if , then differential equation itself degenerates to

But by the restriction on in the statement of the theorem we know that whenever . Hence, cannot be identically zero if itself is not zero identically, and so, it follows that cannot have a positive fixed point in this case or else identity Equation 2.9 would contradict the assumption on .

Finally, we consider case (C)—i.e., the case . Supposing that did have a fixed point , if was a positive fixed point so that , , then we would calculate

which is evidently a contradiction. Consequently, whenever with .

In summary, for any satisfying both and , , in each of cases (A), (B), and (C) the function cannot have be a fixed point of the operator . Therefore, we conclude that has no nontrivial fixed points under the hypotheses of the theorem. And this completes the proof.

Remark 2.2.

Notice that in the local case Theorem 2.1 is consistent with a known result. In particular, suppose that

so that problem Equation 1.1 reduces to

Then the condition in the statement of Theorem 2.1 becomes

And this means that the nonexistence theorem does not apply. But this is exactly what we would expect. Indeed, condition (H1.1) is compatible with the configuration (uniformly in )

But this configuration, which occurs when is superlinear, yields existence of solution in the local case—see, for example, the landmark paper by Erbe and Wang Reference 14, Theorem 1 part (i), p. 744. Thus, the conclusion of Theorem 2.1 is consistent with the known result in case .

To conclude this note we provide an application of Theorem 2.1 to problem Equation 1.1 in the case of Dirichlet boundary conditions. We do this first in case and then in case , .

Example 2.3.

Suppose that satisfies condition (H1) with and —i.e., , and that the function satisfies

Let us consider the following boundary value problem, in which we have selected .

In other words, in problem Equation 2.10 the nonlocal coefficient is . Notice that this corresponds to the differential equation Equation 1.1 equipped with Dirichlet boundary conditions and with the kernel selected to be the function . Moreover, we have selected

Given the boundary conditions in Equation 2.10 it is known that the associated Green’s function is

Then with selected as above it follows that a fixed point of is a solution of the differential equation and conversely. Consequently, Theorem 2.1 can be used to exhibit nonexistence of a positive solution to problem Equation 2.10.

Now, for we calculate

But then

Note that here we selected , which does have full measure. Thus, . It can also be shown that in this case (see, for example, Reference 17, Example 2.7) . Consequently,

where we have estimated the supremum to three decimal places of accuracy. So, we conclude that problem Equation 2.10 does not have a positive solution (i.e., the associated operator does not have a positive fixed point) for (to three decimal places of accuracy)

Note that our result applies even though . As mentioned in Section 1, this is unusual.

Example 2.4.

Although we chose in Example 2.3, this was purely for the sake of convenience so as to illustrate the application of the result in a cleaner setting. So, in this example let us consider problem Equation 1.1 subjected again to Dirichlet boundary conditions but with not identically . Indeed, for consider the kernel , , which was mentioned in Section 1 as playing an important role in the theory of the Riemann-Liouville fractional integral. In consideration of the previous example, since

we see that

from which it follows, for , that

provided that (so that the integral converges). Note that is the hypergeometric function. It can then be deduced that

is positive and finite. In other words, in the case of Dirichlet boundary conditions the result is applicable with an -th order Riemann-Liouville fractional integral coefficient provided that .

Consequently, the result applies to physically meaningful settings in which . Note that this result covers the case when the argument of is . Indeed, when we note that . In a certain sense, then, the restriction is the sort of restriction one might a priori guess since it asserts that if the operator is “too” fractional (i.e., in a certain sense possesses too strong of a singular nonlocal kernel), then the result may not apply.

Mathematical Fragments

Equation (1.1)
Equation (1.2)
Equation (1.3)
Equation (1.4)
Equation (1.5)
Equation (1.6)
Theorem 2.1.

Assume that each of conditions (H1) and (H2) is true. If

then the integral operator cannot have a positive fixed point.

Equation (2.1)
Equation (2.2)
Equation (2.3)
Equation (2.4)
Equation (2.5)
Equation (2.6)
Equation (2.7)
Equation (2.8)
Equation (2.9)
Example 2.3.

Suppose that satisfies condition (H1) with and —i.e., , and that the function satisfies

Let us consider the following boundary value problem, in which we have selected .

In other words, in problem 2.10 the nonlocal coefficient is . Notice that this corresponds to the differential equation Equation 1.1 equipped with Dirichlet boundary conditions and with the kernel selected to be the function . Moreover, we have selected

Given the boundary conditions in 2.10 it is known that the associated Green’s function is

Then with selected as above it follows that a fixed point of is a solution of the differential equation and conversely. Consequently, Theorem 2.1 can be used to exhibit nonexistence of a positive solution to problem 2.10.

Now, for we calculate

But then

Note that here we selected , which does have full measure. Thus, . It can also be shown that in this case (see, for example, Reference 17, Example 2.7) . Consequently,

where we have estimated the supremum to three decimal places of accuracy. So, we conclude that problem 2.10 does not have a positive solution (i.e., the associated operator does not have a positive fixed point) for (to three decimal places of accuracy)

Note that our result applies even though . As mentioned in Section 1, this is unusual.

Example 2.4.

Although we chose in Example 2.3, this was purely for the sake of convenience so as to illustrate the application of the result in a cleaner setting. So, in this example let us consider problem Equation 1.1 subjected again to Dirichlet boundary conditions but with not identically . Indeed, for consider the kernel , , which was mentioned in Section 1 as playing an important role in the theory of the Riemann-Liouville fractional integral. In consideration of the previous example, since

we see that

from which it follows, for , that

provided that (so that the integral converges). Note that is the hypergeometric function. It can then be deduced that

is positive and finite. In other words, in the case of Dirichlet boundary conditions the result is applicable with an -th order Riemann-Liouville fractional integral coefficient provided that .

Consequently, the result applies to physically meaningful settings in which . Note that this result covers the case when the argument of is . Indeed, when we note that . In a certain sense, then, the restriction is the sort of restriction one might a priori guess since it asserts that if the operator is “too” fractional (i.e., in a certain sense possesses too strong of a singular nonlocal kernel), then the result may not apply.

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Article Information

MSC 2020
Primary: 33B15 (Gamma, beta and polygamma functions), 34B10 (Nonlocal and multipoint boundary value problems for ordinary differential equations), 34B18 (Positive solutions to nonlinear boundary value problems for ordinary differential equations), 42A85 (Convolution, factorization for one variable harmonic analysis), 44A35 (Convolution as an integral transform)
Secondary: 26A33 (Fractional derivatives and integrals), 47H30 (Particular nonlinear operators (superposition, Hammerstein, Nemytskiĭ, Uryson, etc.))
Author Information
Christopher S. Goodrich
School of Mathematics and Statistics, UNSW Sydney, Sydney, New South Wales 2052, Australia
c.goodrich@unsw.edu.au
ORCID
MathSciNet
Communicated by
Wenxian Shen
Journal Information
Proceedings of the American Mathematical Society, Series B, Volume 9, Issue 24, ISSN 2330-1511, published by the American Mathematical Society, Providence, Rhode Island.
Publication History
This article was received on , revised on , and published on .
Copyright Information
Copyright 2022 by the author under Creative Commons Attribution-NonCommercial 3.0 License (CC BY NC 3.0)
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  • Show rawAMSref \bib{4422437}{article}{ author={Goodrich, Christopher}, title={Nonexistence and parameter range estimates for convolution differential equations}, journal={Proc. Amer. Math. Soc. Ser. B}, volume={9}, number={24}, date={2022}, pages={254-265}, issn={2330-1511}, review={4422437}, doi={10.1090/bproc/130}, }

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