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Electronic Journal of Qualitative Theory of Differential Equations 2009, No. 32, 1-13;http://www.math.u-szeged.hu/ejqtde/

Multiple Positive Solutions for the System of Higher Order Two-Point Boundary Value Problems

on Time Scales

K. R. Prasad

1

, P. Murali

2

and N.V.V.S.Suryanarayana

3

1,2 Department of Applied Mathematics Andhra University

Visakhapatnam, 530003, India

1 rajendra92@rediffmail.com; 2 muraliuoh@yahoo.co.in

3Department of Mathematics, VITAM College of Engineering, Visakhapatnam, 531173, A.P, India

Abstract

In this paper, we establish the existence of at least three positive so- lutions for the system of higher order boundary value problems on time scales by using the well-known Leggett-Williams fixed point theorem.

And then, we prove the existence of at least 2k-1 positive solutions for arbitrary positive integer k.

1 Introduction

The boundary value problems (BVPs) play a major role in many fields of engineering design and manufacturing. Major established industries such as the automobile, aerospace, chemical, pharmaceutical, petroleum, electronics and communications, as well as emerging technologies such as nanotechnology and biotechnology rely on the BVPs to simulate complex phenomena at differ- ent scales for design and manufactures of high-technology products. In these applied settings, positive solutions are meaningful. Due to their important role in both theory and applications, the BVPs have generated a great deal of interest over the recent years.

The development of the theory has gained attention by many researchers.

To mention a few, we list some papers Erbe and Wang [7], Eloe and Henderson [5, 6], Hopkins and Kosmatov [9], Li [10], Atici and Guseinov [11], Anderson and Avery [2], Avery and Peterson [3] and Peterson, Raffoul and Tisdell [12].

For the time scale calculus and notation for delta differentiation, as well as

Key words: Time scales, boundary value problem, positive solution, cone.

AMS Subject Classification: 39A10, 34B15, 34A40.

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concepts for dynamic equations on time scales, we refer to the introductory book on time scales by Bohner and Peterson [4]. By an interval we mean the intersection of real interval with a given time scale.

In this paper, we address the question of the existence of multiple positive solutions for the nonlinear system of boundary value problems on time scales,

( y1(m) +f1(t, y1, y2) = 0, t ∈[a, b]

y2(n)+f2(t, y1, y2) = 0, t ∈[a, b] (1) subject to the two-point boundary conditions









y1(i)(a) = 0, 0≤i≤m−2, y1q(b)) = 0,

y2(j)(a) = 0, 0≤j ≤ n−2, y2q(b)) = 0,

(2)

where fi : [a, σq(b)] × R2 → R, i = 1,2 are continuous, m, n ≥ 2, q = min{m, n}, and σq(b) is right dense so thatσq(b) =σr(b) for r≥q.

This paper is organized as follows. In Section 2, we prove some lemmas and inequalities which are needed later. In Section 3, we obtain existence and uniqueness of a solution for the BVP (1)-(2), due to Schauder fixed point theo- rem. In Section 4, by using the cone theory techniques, we establish sufficient conditions for the existence of at least three positive solutions to the BVP (1)-(2). The main tool in this paper is an applications of the Leggett-Williams fixed point theorem for operator leaving a Banach space cone invariant, and then, we prove the existence of at least 2k−1 positive solutions for arbitrary positive integer k.

2 Green’s function and bounds

In this section, we construct the Green’s function for the homogeneous BVP corresponding to the BVP (1)-(2). And then we prove some inequalities which are needed later.

To obtain a solution (y1(t), y2(t)) of the BVP (1)-(2) we need the Gn(t, s), (n≥ 2) which is the Green’s function of the BVP,

−y(n) = 0, t∈[a, b] (3)

y(i)(a) = 0, 0≤i≤n−2, (4)

y(σn(b)) = 0. (5)

(3)

Theorem 2.1 The Green’s function for the BVP (3)-(5)is given by

Gn(t, s) = 1 (n−1)!



 Qn−1

i=1

(t−σi−1(a))(σn(b)−σi(s))

n(b)−σi−1(a)) , t≤s,

Qn−1 i=1

(t−σi−1(a))(σn(b)−σi(s))

n(b)−σi−1(a)) −Qn−1

i=1(t−σi(s)), σ(s)≤t. Proof: It is easy to check that the BVP (3)-(5) has only trivial solution. Let y(t, s) be the Cauchy function for −y(n) = 0, and be given by

y(t, s) = −1 (n−1)!

Z t σ(s)

Z t σ2(s)

...

Z t σn−1(s)

| {z }

(n−1) times

∆τ∆τ...∆τ = −1 (n−1)!

n−1Y

i=1

(t−σi(s)).

For each fixed s∈[a, b], let u(., s) be the unique solution of the BVP

−u(n)(., s) = 0,

u(i)(a, s) = 0, 0≤i≤n−2 and u(σn(b), s) =−y(σn(b), s).

y(t, s)|t=σn(b)= −1 (n−1)!

n−1Y

i=1

n(b)−σi(s)).

Since

u1(t) = 1, u2(t) = Z t

a

∆τ, ..., un(t) = Z t

a

Z t σ(a)

...

Z t σn−2(a)

| {z }

(n−1) times

∆τ∆τ...∆τ

are the solutions of −u(n) = 0, u(t, s) =α1(s).1 +α2(s).

Z t a

∆τ+...+αn(s).

Z t a

Z t σ(a)

...

Z t σn−2(a)

| {z }

(n−1) times

∆τ∆τ...∆τ

By using boundary conditions, u(i)(a) = 0, 0 ≤ i ≤ n−2, we have α1 = α2 =...=αn−1 = 0. Therefore, we have

u(t, s) =αn Z t

a

Z t σ(a)

...

Z t σn−2(a)

| {z }

(n−1) times

∆τ∆τ...∆τ =αn

n−1Y

i=1

(t−σi−1(a)).

(4)

Since,

u(σn(b), s) =−y(σn(b), s), it follows that

αn

n−1Y

i=1

n(b)−σi−1(a)) = 1 (n−1)!

n−1Y

i=1

n(b)−σi(s)).

From which implies

αn= 1

(n−1)!

n−1Y

i=1

n(b)−σi(s)) (σn(b)−σi−1(a)). Hence Gn(t, s) has the form for t≤s,

Gn(t, s) = 1 (n−1)!

n−1Y

i=1

(t−σi−1(a))(σn(b)−σi(s)) (σn(b)−σi−1(a)) . And for t≥σ(s), Gn(t, s) =y(t, s) +u(t, s). It follows that

Gn(t, s) = 1 (n−1)!

n−1Y

i=1

(t−σi−1(a))(σn(b)−σi(s))

n(b)−σi−1(a)) − 1 (n−1)!

n−1Y

i=1

(t−σi(s)).

2 Lemma 2.2 For (t, s)∈[a, σn(b)]×[a, b], we have

Gn(t, s)≤Gn(σ(s), s). (6)

Proof: For a ≤t ≤s≤σn(b), we have Gn(t, s) = 1

(n−1)!

n−1Y

i=1

(t−σi−1(a))(σn(b)−σi(s)) (σn(b)−σi−1(a))

≤ 1 (n−1)!

n−1Y

i=1

(σ(s)−σi−1(a))(σn(b)−σi(s)) (σn(b)−σi−1(a))

=Gn(σ(s), s).

Similarly, for a ≤ σ(s) ≤ t ≤ σn(b), we have Gn(t, s) ≤ Gn(σ(s), s). Thus, we have

Gn(t, s)≤Gn(σ(s), s), for all (t, s)∈[a, σn(b)]×[a, b].

2

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Lemma 2.3 Let I = [σn(b)+3a4 ,n(b)+a4 ]. For (t, s)∈I×[a, b], we have Gn(t, s)≥ 1

16n−1Gn(σ(s), s). (7) Proof: The Green’s function for the BVP (3)-(5) is given in the Theorem 2.1, clearly shows that

Gn(t, s)>0 on (a, σn(b))×(a, b).

For a ≤t ≤s < σn(b) and t∈I, we have Gn(t, s)

Gn(σ(s), s) =

n−1Y

i=1

(t−σi−1(a))(σn(b)−σi(s)) (σ(s)−σi−1(a))(σn(b)−σi(s))

n−1Y

i=1

(t−σi−1(a)) (σn(b)−a)

≥ 1 4n−1.

And for a ≤σ(s)≤t < σn(b) and t∈I, we have Gn(t, s)

Gn(σ(s), s)

= Qn−1

i=1(t−σi−1(a))(σn(b)−σi(s))−Qn−1

i=1(t−σi(s))(σn(b)−σi(a)) Qn−1

i=1(σ(s)−σi−1(a))(σn(b)−σi(s))

≥ Qn−1

i=1(t−σi−1(a))(σn(b)−σi(s))−Qn−1

i=1(t−σi(s))(σn(b)−σi(a)) Qn−1

i=1n(b)−σi−1(a))(σn(b)−σi(s))

≥ [(σ(s)−a)(σ2(b)−t)]Qn−1

i=2(t−σi−1(a))(σn(b)−σi(s)) Qn−1

i=1n(b)−σi−1(a))(σn(b)−σi(a))

≥ 1 16n−1.

2 Remark:

Gn(t, s)≥γGn(σ(s), s) and Gm(t, s)≥γGm(σ(s), s), for all (t, s)∈I×[a, σq(b)], where γ = min 1

16n−1,16m−11 .

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3 Existence and Uniqueness

In this section, we give the existence and local uniqueness of solution of the BVP (1)-(2). To prove this result, we defineB =E×Eand for (y1, y2)∈B, we denote the norm byk(y1, y2)k=ky1k0+ky2k0, whereE ={y:y∈C[a, σq(b)]}

with the norm kyk0 = maxt∈[a,σq(b)]{|y(t)|}, obviously (B,k . k) is a Banach space.

Theorem 3.1 If M satisfies

Q≤M , where = 2 max{1m,n},

m = max

t∈[a,σq(b)]

Z σ(b) a

Gm(t, s)∆s; and n = max

t∈[a,σq(b)]

Z σ(b) a

Gn(t, s)∆s and Q >0 satisfies

Q≥ max

k(y1,y2)k≤M{|f1(t, y1, y2)|,|f2(t, y1, y2)|}, f or t∈[a, σq(b)], then the BVP (1)-(2)has a solution in the cone P contained in B.

Proof: Set P = {(y1, y2) ∈ B :k (y1, y2) k≤ M} the P is a cone in B, Note that P is closed, bounded and convex subset ofB to which the Schauder fixed point theorem is applicable. Define T :P →B by

T(y1, y2)(t) :=

Z σ(b)

a

Gm(t, s)f1(s, y1, y2)∆s,

Z σ(b) a

Gn(t, s)f2(s, y1, y2)∆s

!

:= (Tm(y1, y2)(t), Tn(y1, y2)(t)),

for t ∈[a, σq(b)]. Obviously the solution of the BVP (1)-(2) is the fixed point of operator T. It can be shown that T : P → B is continuous. Claim that T :P →P. If (y1, y2)∈P, then

kT(y1, y2)k=kTm(y1, y2)k0 +kTn(y1, y2)k0

= max

t∈[a,σq(b)]|Tm(y1, y2)|+ max

t∈[a,σq(b)]|Tn(y1, y2)|

≤(m+n)Q

≤ Q , where

Q≥ max

k(y1,y2)k≤M{|f1(t, y1, y2)|,|f2(t, y1, y2)|},

(7)

for t∈[a, σq(b)]. Thus we have

kT(y1, y2)k≤M,

where M satisfiesQ≤M . 2

Corollary 3.2 If the functions f1, f2, as defined in equation (1), are contin- uous and bounded. Then the BVP (1)-(2)has a solution.

Proof: Choose P > sup{|f1(t, y1, y2)|,|f2(t, y1, y2)|}, t ∈ [a, σq(b)]. Pick M large enough so that P < M , where = 2 max{1

m,n}. Then there is a number Q >0 such that P > Q where

Q≥ max

k(y1,y2)k≤M{|f1(t, y1, y2)|,|f2(t, y1, y2)|}, t∈[a, σq(b)]. Hence

1 < M

P ≤ M

Q,

and then the BVP (1)-(2) has a solution by Theorem 3.1. 2

4 Existence of Multiple Positive Solutions

In this section, we establish the existence of at least three positive solutions for the system of BVPs (1)-(2). And also we establish the 2k− 1 positive solutions for arbitrary positive integer k.

LetB be a real Banach space with cone P. A mapS :P →[0,∞) is said to be a nonnegative continuous concave functional on P, if S is continuous and

S(λx+ (1−λ)y)≥λS(x) + (1−λ)S(y),

for all x, y ∈ P and λ ∈ [0,1]. Let a0 and b0 be two real numbers such that 0 < a0 < b0 and S be a nonnegative continuous concave functional on P. We define the following convex sets

Pa0 ={y∈P :kyk< a0},

P(S, a0, b0) = {y∈P :a0 ≤S(y),kyk≤b0}.

We now state the famous Leggett-Williams fixed point theorem.

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Theorem 4.1 Let T : Pc0 → Pc0 be completely continuous and S be a non- negative continuous concave functional on P such that S(y) ≤k y k for all y ∈ Pc0. Suppose that there exist a0, b0, c0, and d0 with 0 < d0 < a0 < b0 ≤c0 such that

(i){y∈P(S, a0, b0) :S(y)> a0} 6=∅ and S(T y)> a0 for y∈P(S, a0, b0), (ii)kT y k< d0 for kyk≤d0,

(iii)S(T y)> a0 for y∈P(S, a0, c0) with kT(y)k> b0.

Then T has at least three fixed points y1, y2, y3 in Pc0 satisfying ky1 k< d0, a0 < S(y2),ky3 k> d0, S(y3)< a0. 2 For convenience, we let

Cm = min

t∈I

Z

s∈I

Gm(t, s)∆s; Cn= min

t∈I

Z

s∈I

Gn(t, s)∆s.

Theorem 4.2 Assume that there exist real numbers d0, d1, and c with 0 <

d0< d1 < dγ1 < c such that

f1(t, y1(t), y2(t))< d0 2m

and f2(t, y1(t), y2(t))< d0 2n

, (8)

for t ∈[a, σq(b)] and (y1, y2)∈[0, d0]×[0, d0], f1(t, y1(t), y2(t))> d1

2Cm or f2(t, y1(t), y2(t))> d1

2Cn, (9) for t ∈I and (y1, y2)∈[d1,dγ1]×[d1,dγ1],

f1(t, y1(t), y2(t))< c 2m

and f2(t, y1(t), y2(t))< c 2n

, (10)

for t ∈[a, σq(b)] and (y1, y2)∈[0, c]×[0, c].

Then the BVP (1)-(2) has at least three positive solutions.

Proof: We consider the Banach spaceB =E×EwhereE ={y|y∈C[a, σq(b)]}

with the norm

kyk0= max

t∈[a,σq(b)] |y(t)|.

(9)

And for (y1, y2) ∈ B, we denote the norm by k (y1, y2) k=k y1 k0 + k y2 k0. Then define a cone P in B by

P ={(y1, y2)∈B :y1(t)≥0 and y2(t)≥0, t∈[a, σq(b)]}.

For (y1, y2)∈P, we define

S(y1, y2) = min

t∈I {y1(t)}+ min

t∈I {y2(t)}. We denote

Tm(y1, y2)(t) :=

Z σ(b) a

Gm(t, s)f1(s, y1(s), y2(s))∆s,

Tn(y1, y2)(t) :=

Z σ(b) a

Gn(t, s)f2(s, y1(s), y2(s))∆s,

for t ∈[a, σq(b)] and the operator T(y1, y2)(t) := (Tm(y1, y2)(t), Tn(y1, y2)(t)).

It is easy to check that S is a nonnegative continuous concave functional on P with S(y1, y2)(t) ≤k (y1, y2) k for (y1, y2) ∈ P and that T : P → P is completely continuous and fixed points of T are solutions of the BVP (1)-(2). First, we prove that if there exists a positive number r such that f1(t, y1(t), y2(t)) < 2r

m and f2(t, y1(t), y2(t))< 2r

n for (y1, y2) ∈ [0, r]×[0, r], then T :Pr→Pr. Indeed, if (y1, y2)∈Pr, then fort∈[a, σq(b)].

kT(y1, y2)k= max

t∈[a,σq(b)]| Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s |

+ max

t∈[a,σq(b)] | Z σ(b)

a

Gn(t, s)f2(s, y1(s), y2(s))∆s |

< r 2m

Z σ(b) a

Gm(t, s)∆s+ r 2n

Z σ(b) a

Gn(t, s)∆s=r.

Thus, k T(y1, y2) k< r, that is, T(y1, y2) ∈ Pr. Hence, we have shown that if (8) and (10) hold, then T maps Pd0 into Pd0 and Pc into Pc. Next, we show that {(y1, y2)∈ P(S, d1,dγ1) :S(y1, y2)> d1} 6=∅ and S(T(y1, y2))> d1 for all (y1, y2)∈P(S, d1,dγ1). In fact, the constant function

d1+dγ1

2 ∈

(y1, y2)∈P(S, d1,d1

γ ) :S(y1, y2)> d1

.

(10)

Moreover, for (y1, y2)∈P(S, d1,dγ1), we have d1

γ ≥k(y1, y2)k≥y1(t) +y2(t)≥min

t∈I {y1(t)}+ min

t∈I {y2(t)}=S(y1, y2)≥d1, for all t ∈I. Thus, in view of (9) we see that

S(T(y1, y2))

= min

t∈I

(Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s )

+ min

t∈I

(Z σ(b)

a

Gn(t, s)f2(s, y1(s), y2(s))∆s )

≥min

t∈I

Z

s∈I

Gm(t, s)f1(s, y1(s), y2(s))∆s

+ min

t∈I

Z

s∈I

Gn(t, s)f2(s, y1(s), y2(s))∆s

> d1 2Cm

mint∈I

Z

s∈I

Gm(t, s)∆s

+ d1 2Cn

mint∈I

Z

s∈I

Gn(t, s)∆s

=d1, as required. Finally, we show that if (y1, y2)∈P(S, d1, c) andkT(y1, y2)k> dγ1, then S(T(y1, y2))> d1. To see this, we suppose that (y1, y2)∈P(S, d1, c) and kT(y1, y2)k> dγ1, then, by Lemma 2.3, we have

S(T(y1, y2)) = min

t∈I

(Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s )

+ min

t∈I

(Z σ(b)

a

Gn(t, s)f2(s, y1(s), y2(s))∆s )

≥γ Z σ(b)

a

Gm(σ(s), s)f1(s, y1(s), y2(s))∆s +γ

Z σ(b) a

Gn(σ(s), s)f2(s, y1(s), y2(s))∆s

≥γ max

t∈[a,σq(b)]

(Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s )

+γ max

t∈[a,σq(b)]

(Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s )

,

(11)

for all t ∈[a, σq(b)]. Thus S(T(y1, y2))≥γ max

t∈[a,σq(b)]

(Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s )

+γ max

t∈[a,σq(b)]

(Z σ(b)

a

Gm(t, s)f1(s, y1(s), y2(s))∆s )

=γ kT(y1, y2)k> γd1 γ =d1.

To sum up the above, all the hypotheses of Theorem 4.2 are satisfied.

Hence T has at least three fixed points, that is, the BVP (1)-(2) has at least three positive solutions (y1, y2), (u1, u2), and (w1, w2) such that

k(y1, y2)k< d0, d1 <min

t∈I (u1, u2), k(w1, w2)k> d0, min

t∈I (w1, w2)< d1. 2 Now, we establish the existence of at least 2k−1 positive solutions for the BVP (1)-(2), by using induction on k.

Theorem 4.3 Let k be an arbitrary positive integer. Assume that there exist numbers ai(1 ≤ i ≤ k) and bj(1≤ j ≤ k−1) with 0 < a1 < b1 < bγ1 < a2 <

b2 < bγ2 < ... < ak−1 < bk−1 < bk−1γ < ak such that f1(t, y1(t), y2(t))< ai

2m

and f2(t, y1(t), y2(t))< ai 2n

, (11)

for t ∈[a, σq(b)] and (y1, y2)∈[0, ai]×[0, ai],1≤i≤k f1(t, y1(t), y2(t))> bj

2Cm

or f2(t, y1(t), y2(t))> bj 2Cn

(12) for t ∈I and (y1, y2)∈[bj,bγj]×[bj,bγj],1≤j ≤k−1.

Then the BVP (1)-(2) has at least 2k−1 positive solutions in Pak.

Proof: We use induction on k. First, for k = 1, we know from (11) that T : Pa1 → Pa1, then, it follows from Schauder fixed point theorem that the BVP (1)-(2) has at least one positive solution in Pa1. Next, we assume that this conclusion holds for k = r. In order to prove that this conclusion holds for k = r + 1, we suppose that there exist numbers ai(1 ≤ i ≤ r+ 1) and

(12)

bj(1 ≤ j ≤ r) with 0 < a1 < b1 < bγ1 < a2 < b2 < bγ2 < ... < ar < br < bγr <

ar+1 such that

f1(t, y1(t), y2(t))< ai 2m

and f2(t, y1(t), y2(t))< ai 2n

, (13)

for t∈[a, σq(b)] and (y1, y2)∈[0, ai]×[0, ai],1≤i≤r+ 1 f1(t, y1(t), y2(t))> bj

2Cm or f2(t, y1(t), y2(t))> bj

2Cn (14)

for t ∈ I and (y1, y2) ∈ [bj,bγj]×[bj,bγj],1 ≤ j ≤ r. By assumption, the BVP (1)-(2) has at least 2r −1 positive solutions (ui, u0i)(i = 1,2, ...,2r− 1) in Par. At the same time, it follows from Theorem 4.2, (13) and (14) that the BVP (1)-(2) has at least three positive solutions (u1, u01),(v1, v2) and (w1, w2) in Par+1 such that, k (u1, u01) k< ar, br < mint∈I(v1(t), v2(t)),k (w1, w2) k>

ar,mint∈I(w1(t), w2(t)) < br. Obviously, (v1, v2) and (w1, w2) are different from (ui, u0i)(i= 1,2, ...,2r−1). Therefore, the BVP(1)-(2) has at least 2r+ 1 positive solutions in Par+1 which shows that this conclusion also holds for

k =r+ 1. 2

Acknowledgement

One of the authors (P.Murali) is thankful to CSIR, India for awarding SRF.

The authors thank the referees for their valuable suggestions.

References

[1] R. P. Agarwal, D. O’Regan, and P. J. Y. Wong,Positive Solutions of Dif- ferential, Difference and Integral Equations, Kluwer Academic Publishers, Dordrecht, The Netherlands, 1999.

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[3] R. I. Avery and A. C. Peterson, Multiple positive solutions of a discrete second order conjugate problem, Panamer. Math. J., 8(1998), 1-12.

[4] M. Bohner and A. C. Peterson, Dynamic Equations on Time scales, An Introduction with Applications, Birkhauser, Boston, MA, (2001).

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[7] L. H. Erbe and H. Wang, On the existence of positive solutions of ordinary differential equations, Proc. Amer. Math. Soc.,120(1994), 743-748.

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[9] B. Hopkins and N. Kosmatov, Third order boundary value problem with sign-changing solution, Nonlinear Analysis, 67(2007), 126-137.

[10] S. Li, Positive solutions of nonlinear singular third order two-point bound- ary value problem, J. Math. Anal. Appl., 323(2006), 413-425.

[11] F. Merdivenci Atici and G. Sh. Guseinov, Positive periodic solutions for nonlinear differnce equalions with periodic coefficients, J. Math. Anal.

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[12] A. C. Peterson, Y. N. Raffoul, and C. C. Tisdell, Three point boundary value problems on time scales, J.Diff. Eqn. Appl., 10(2004), 843-849.

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(Received March 14, 2009)

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