Electronic Journal of Differential Equations, Vol. 2015 (2015), No. 240, pp. 1–10. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu EXISTENCE OF SOLUTIONS FOR FOUR-POINT RESONANCE BOUNDARY-VALUE PROBLEMS ON TIME SCALES NING WANG, HUI ZHOU, LIU YANG Abstract. By using Mawhin’s continuation theorem, we prove the existence of solutions for a class of multi-point boundary-value problem under different resonance conditions on time scales. 1. Introduction Consider multi-point boundary-value problem on time scales x∆∇ (t) = f (t, x(t), x∆ (t)) + e(t), t ∈ (0, 1) ∩ T, (1.1) subject to boundary condition x(0) = αx(η), x(1) = βx(ξ), (1.2) 2 where T is a time scale such that 0, 1 ∈ T, η, ξ ∈ (0, 1) ∩ T, f : T × R → R is a continuous function and e(t) ∈ L1 [0, 1].α, β ∈ R hold α = 1, β = 1 (1.3) αη(1 − β) + (1 − α)(1 − βξ) = 0. (1.4) or By condition (1.3) or (1.4), the differential operator in (1.1) is not invertible, which is called problem at resonance. The study on multi-point nonlocal boundary-value problems for linear second-order ordinary differential equations was initiated by Il’in and Moiseev [6, 7]. Since then some existence results were obtained for general boundary-value problems by several authors. We refer the reader to some recent results, such as [3, 5, 9, 10, 11] at non-resonance, and [4, 13, 14, 15] at resonance and reference therein. For problem (1.1), (1.2) in the continuous setting, by using upper and lower solution method Rachünková [13, 14, 15] obtained excellent results about the problem x00 (t) = f (t, x(t), x0 (t)) + e(t), t ∈ (0, 1), (1.5) subject to boundary condition x(0) = x(η), x(1) = x(ξ) 2010 Mathematics Subject Classification. 34N05, 34B10. Key words and phrases. Boundary-value problem; time scale; coincidence degree. c 2015 Texas State University - San Marcos. Submitted March 6, 2015. Published September 21, 2015. 1 (1.6) 2 N. WANG, H. ZHOU, L. YANG EJDE-2015/240 Bai [2] developed the upper and lower solution method and obtained existence and multiplicity results for the resonance problem x00 (t) = f (t, x(t), x0 (t)) + e(t), t ∈ (0, 1), (1.7) subject to boundary condition x(0) = αx(η), x(1) = βx(ξ) (1.8) where condition (1.4) is satisfied. But the existence results for resonance cases on time scales is rare (see [8]). Motivated by works above, we apply coincidence degree theory [12] to establish existence results for resonance problems (1.1)–(1.4). Considering that the main tools we used are different from [2, 13, 14, 15], the results we establish follows are new even in the continuous setting. The article is organized as follows. Some basic definitions and conclusions on time scales and the main tools we used are introduced in section 2. In section 3, we discuss the existence of solutions under condition (1.3) and the existence results of case (1.4) is considered in section 4. 2. Preliminaries First we present some basic definitions on time scales (see [1]). A time scale T is a closed nonempty subset of R. For t < sup T and r > inf T , we define the forward jump operator σ and the backward jump operator ρ respectively by σ(t) = inf{τ ∈ T |τ > t}, ρ(t) = sup{τ ∈ T |τ < t}, for all t ∈ T . If σ(t) > t, t is said to be right scattered, and if σ(t) = t, t is said to be right dense. If ρ(t) < t, t is said to be left scattered, and if ρ(t) = t, t is said to be left dense. A function f is left-dense continuous, if f is continuous at each left dense point in T and its right-sided limits exists at each right dense points in T . For u : T → R and t ∈ T , we define the delta-derivative of u(t), u∆ (t), to be the number (when it exists), with the property that for each ε > 0, there is a neighborhood, U , of t such that for all s ∈ U , |u(σ(t)) − u(s) − u∆ (t)(σ(t) − s)| ≤ ε|σ(t) − s|. For u : T → R and t ∈ T , we define the nabla-derivative of u(t), u∇ (t), to be the number (when it exists), with the property that for each ε > 0, there is a neighborhood, U , of t such that for all s ∈ U , |u(ρ(t)) − u(s) − u∇ (t)(ρ(t) − s)| ≤ ε|σ(t) − s|. Then we recall some notations and an abstract existence result briefly. Let X, Y be real Banach spaces and let L : dom L ⊂ X → Y be a Fredholm operator with index zero, here dom L denotes the domain of L. This means that Im L is closed in Y and dim ker L = dim(Y / Im L) < +∞. Consider the supplementary subspaces X1 and Y1 such that X = ker L ⊕ X1 and Y = Im L ⊕ Y1 and let P : X → ker L and Q : Y → Y1 be the natural projections. Clearly, ker L ∩ (dom L ∩ X1 ) = {0}, thus the restriction Lp := L|dom L∩X1 is invertible. Denote by K the inverse of Lp . Let Ω be an open bounded subset of X with dom L ∩ Ω 6= ∅. A map N : Ω → Y is said to be L-compact in Ω if QN (Ω) is bounded and the operator K(I − Q)N : Ω → X is compact. We first give the famous Mawhin continuation theorem. EJDE-2015/240 EXISTENCE OF SOLUTIONS 3 Lemma 2.1 (Mawhin [12]). Suppose that X and Y are Banach spaces, and L : dom L ⊂ X → Y is a Fredholm operator with index zero.Furthermore, Ω ⊂ X is an open bounded set and N : Ω → Y is L-compact on Ω. If (1) Lx 6= λN x for all x ∈ ∂Ω ∩ dom L, λ ∈ (0, 1); (2) N x 6∈ Im L for all x ∈ ∂Ω ∩ ker L; (3) deg{JQN, Ω ∩ ker L, 0} = 6 0, where J : ker L → Im Q is an isomorphism, then the equation Lx = N x has a solution in Ω ∩ dom L. 3. Existence results under condition (1.3) In this section problem (1.1), (1.2) is considered under the assumption that α = 1 and β = 1. We introduce the space X = {x : [0, 1] → R : x∆ ∈ AC[0, 1], x∆∇ ∈ L1 [0, 1]} endowed with the norm kxk = sup{kxk0 , kx∆ k0 }, where kxk0 = supt∈[0,1] |x(t)|. Let Y = L1 [0, 1] with the norm Z 1 kxk1 = |x(t)|∇t. 0 Let a linear mapping L : dom L ⊂ X → Y with dom L = {x ∈ X : x(0) = x(η), x(1) = x(ξ)} be defined by Lx = x∆∇ (t). Define the mapping N : X → Y by N x(t) = f (t, x(t), x∆ (t)) + e(t) Then problem (1.1), (1.2) can be written as Lx = N x, here L is a linear operator. Lemma 3.1. If β = 1 and α = 1 then (1) Z η Z ξ Z Im L = {y(t)| (ξ−s)y(s)∇s+ η(ξ−1)y(s)∇s− 0 η 1 η(1−s)y(s)∇s = 0}; (3.1) 0 (2) L : dom L ⊂ X → Y is a Fredholm operator with index zero; (3) Define projector operator P : X → ker L as P x = x(0), then the generalized inverse of operator L, KP : Im L → dom L ∩ ker P can be written as Z Z t t η KP (y) = − (η − s)y(s)∇s + (t − s)y(s)∇s, (3.2) η 0 0 satisfying kKP (y(t))k1 ≤ 2kyk1 . Proof. (1) First we show that Z η Z Im L = {y(t) ∈ Y | (ξ − s)y(s)∇s + 0 ξ Z η(ξ − 1)y(s)∇s − η 1 η(1 − s)y(s)∇s = 0}. 0 First suppose y(t) ∈ Im L, then there exists x(t) such that Lx = y. That is Z t x(t) = (t − s)y(s)∇s + x∆ (0)t + x(0). 0 Condition x(0) = x(η), x(1) = x(ξ) imply that Z η Z ξ Z (ξ − s)y(s)∇s + η(ξ − 1)y(s)∇s − 0 η 0 1 η(1 − s)∇s = 0. 4 N. WANG, H. ZHOU, L. YANG Next we suppose that Z η Z y(t) ∈ {y(t)| (ξ − s)y(s)∇s + 0 EJDE-2015/240 ξ 1 Z η(ξ − 1)y(s)∇s − η(1 − s)∇s = 0}. η 0 Let x(t) ∈ X, where Z x(t) = 0 t t (t − s)y(s)∇s − η Then Lx = x∆∇ = y(t). because Z η Z y(t) ∈ {y(t)| (ξ − s)y(s)∇s + 0 Z η (η − s)y(s)∇s . 0 ξ Z η(ξ − 1)y(s)∇s − η 1 η(1 − s)y(s)∇s = 0}, 0 by a simple computation we have x(0) = x(η), x(1) = x(ξ). Thus y(t) ∈ Im L. Summing up two steps above we obtain Z η Z ξ Z 1 Im L = {y(t) ∈ Y | (ξ − s)y(s)∇s + η(ξ − 1)y(s)∇s − η(1 − s)y(s)∇s = 0}. 0 η 0 (2) We claim that L is a Fredholm operator with index zero. It is easy to see that ker L = R. Next we prove that Y = Im L ⊕ ker L. Suppose y(t) ∈ Y , define the projector operator Q as Rη Rξ R1 (ξ − s)y(s)∇s + η η(ξ − 1)y(s)∇s − 0 η(1 − s)y(s)∇s 0 Q(y) = Rη Rξ R1 (ξ − s)∇s + η η(ξ − 1)∇s − 0 η(1 − s)∇s 0 Let y ∗ = y(t) − Q(y(t)), by a simple computation, y ∗ ∈ Im L. Hence Y = Im L + ker L, furthermore considering Im L ∩ ker L = {0}, we have Y = Im L ⊕ ker L. Thus dim ker L = codim Im L, which means L is a Fredholm operator with index zero. (3) Define the projector operator P : X → ker L as P x = x(0), for y(t) ∈ Im L, (LKP )(y(t)) = y(t), and for x(t) ∈ dom L ∩ ker P , we know (KP L)(x(t)) = KP (x∆∇ (t)) Z Z tZ s t η (η − s)x∆∇ (s)∇s + x∆∇ (τ )∇τ ∇s =− η 0 0 0 = x(t). This shows that KP = (Ldom L∩ker P )−1 . Furthermore from the definition of the norms in the X, Y , kKP (y(t))k1 ≤ 2kyk1 . The above arguments complete the proof. Theorem 3.2. Let f : [0, 1] × R2 → R be a continuous function. Assume that following conditions are satisfied: (C1) There exist functions a, b, c, r ∈ L1 [0, 1] and constant θ ∈ [0, 1) such that for all (x, y) ∈ R2 , either |f (t, x, y)| ≤ a(t)|x| + b(t)|y| + c(t)|y(t)|θ + r(t), (3.3) |f (t, x, y)| ≤ a(t)|x| + b(t)|y| + c(t)|x(t)|θ + r(t). (3.4) or EJDE-2015/240 EXISTENCE OF SOLUTIONS 5 (C2) There exists a constant M > 0 such that for x ∈ dom L, |x(ρ(t))| > M , for all t ∈ [0, 1], Z η Z ξ (ξ − s)(f (s, x, x∆ ) + e(s))∇s + η(ξ − 1)(f (s, x, x∆ ) + e(s))∇s 0 η (3.5) Z 1 η(1 − s)(f (s, x, x∆ ) + e(s))∇s 6= 0 − 0 (C3) There exists M ∗ > 0 such that for d ∈ R, if |d| > M ∗ , then either Z η (f (t, d, 0) + e(t))∇t > 0 d× (3.6) 0 or else Z d× η (f (t, d, 0) + e(t))∇t < 0 (3.7) 0 Then for each e ∈ L1 [0, 1], resonance problem (1.1), (1.2) with α = 1 and β = 1 has at least one solution provided that 1 kak1 + kbk1 < . 3 Proof. We divide the proof into two steps. Step 1. Let Ω1 = {x ∈ dom L \ ker L : Lx = λN x} for some λ ∈ [0, 1], Then Ω1 is bounded. Suppose that x ∈ Ω1 , Lx = λN x, thus λ 6= 0, N x ∈ Im L = ker Q, hence Z η Z ξ ∆ (ξ − s)(f (s, x, x ) + e(s))∇s + η(ξ − 1)(f (s, x, x∆ ) + e(s))∇s 0 η (3.8) Z 1 η(1 − s)(f (s, x, x∆ ) + e(s))∇s = 0 − 0 Then (3.8) and condition (C2) imply that there exists t0 ∈ T such that |x(t0 )| < M . Rt In view of x(0) = x(ρ(t0 )) − 0 0 x∆ (s)∇s, we obtain that |x(0)| < M + kx∆ k0 , t ∈ T. (3.9) ∆ For x(1) = x(η), there exists t1 ∈ (η, 1) ∩ T such that x (t1 ) = 0. Then from Z t ∆ ∆ x (t) = x (t1 ) + x∆∇ (s)∇s, t1 we have kx∆ (t)k0 ≤ kN xk1 Hence, from (3.9) and (3.10), we have (3.10) |x(0)| ≤ M + kN xk1 . Again for x ∈ Ω1 , x ∈ dom L \ ker L, then (I − P )x ∈ dom L ∩ ker P, LP x = 0, thus from Lemma 3.1, we have k(I − P )xk = kKP L(I − P )xk ≤ 2kL(I − P )xk1 = 2kLxk1 ≤ 2kN xk1 . Then kxk ≤ kP xk + k(I − P )k ≤ M + 3kN xk1 . (3.11) 6 N. WANG, H. ZHOU, L. YANG EJDE-2015/240 If assumption (3.3) holds, we obtain kxk ≤ M + 3kN xk1 = M + 3|f (t, x(t), x∆ (t)) + e(t)|1 ≤ M + 3(kak1 |x| + kbk1 |x∆ | + kck1 |x∆ |θ + krk1 + kek1 ) ≤ 3kak1 kxk0 + 3[kbk1 kx∆ k0 + kck1 kx∆ kθ0 + krk1 + kek1 + M ]. 3 Thus 3 M [kbk1 kx∆ k0 + kck1 kx∆ kθ0 + krk1 + kek1 + ]. 1 − 3kak1 3 kxk0 ≤ Then 3kak1 M + 1]3[kbk1 kx∆ k0 + kck1 kx∆ kθ0 + krk1 + kek1 + ] 1 − 3kak1 3 3 M kbk1 ] kx∆ k0 + [kck1 kx∆ kθ0 + krk1 + kek1 + =3 1 − 3kak1 1 − 3kak1 3 kx∆ k0 ≤ kxk ≤ [ By a simple computation, kx∆ k0 ≤ 3kck1 3 M ]. kx∆ kθ0 + [krk1 + kek1 + 1 − 3kak1 − 3kbk1 1 − 3kak1 − 3kbk1 3 Since θ ∈ [0, 1) and kak1 + kbk1 < 1/3, there exists positive constant M1 such that kx∆ k0 ≤ M1 . Then from (3.9), there exists positive constant M2 such that kxk0 ≤ M1 . Hence kxk = max{kxk0 , kx∆ k0 } ≤ max{M1 , M2 }, which means that Ω1 is bounded. If (3.4) hold, similar to the above argument, we can prove Ω1 is also bounded. Step 2 The set Ω2 = {x ∈ ker L : N x ∈ Im L} is bounded. The fact that x ∈ Ω2 implies that x = d, N (x) = f (t, d, 0) + e(t) and QN x = 0, thus Z ξ Z η Q(N x) = (ξ − s)(f (s, d, 0) + e(s))∇s + η(ξ − 1)(f (s, d, 0) + e(s))∇s 0 Z η 1 − η(1 − s)(f (s, d, 0) + e(s))∇s 0 ÷ Z 0 η Z (ξ − s)∇s + ξ Z η(ξ − 1)∇s − η 1 η(1 − s)∇s = 0 0 (3.12) So |d| < M ∗ , thus x = d is bounded. The proof of step 2 is complete. Let Ω = {x ∈ X : kxk < N1 }, where N1 > max{M1 , M2 , M ∗ }. Then Ω1 ⊂ Ω and Ω2 ⊂ Ω. From argument above, it is obviously that conditions (1), (2) of Lemma 2.1 are satisfied. Furthermore, by using Ascolli-Arezela theorem, it is easy to see that KP (I − Q)N : Ω → Y is compact, thus N is L-compact on Ω. Next, we claim that condition (3) of Lemma 2.1 is also satisfied. If the first part of condition (C3) is satisfied, define the isomorphism J : Im Q → ker L by J(a) = a and let H(λ, x) = λx + (1 − λ)JQN x, (λ, x) ∈ Ω × [0, 1]. By a simple calculation, we obtain, for (λ, x) ∈ ∂(Ω ∩ ker L) × [0, 1], xH(λ, x) = λx2 + (1 − λ)xQN x > 0. Thus H(λ, x) 6= 0. EJDE-2015/240 EXISTENCE OF SOLUTIONS 7 If the second part of condition (C3) is satisfied, define H(λ, x) = −λx + (1 − λ)JQN x, (λ, x) ∈ Ω × [0, 1], where J : Im Q → ker L defined by J(a) = −a, similar with above, we can obtain that H(λ, x) 6= 0. Thus deg(JQN, Ω ∩ ker L, 0) = deg(H(x, 0), Ω ∩ ker L, 0) = deg(H(x, 1), Ω ∩ ker L, 0) = deg(I, Ω ∩ ker L, 0) 6= 0. Then by Lemma 2.1, Lx = N x has at least one solution in dom L ∩ Ω, which means resonance problem (1.1), (1.2) has at least one solution. The proof is complete. 4. Existence result under condition (1.4) This section we consider problem (1.1),(1.2) under the assumption that αη(1 − β) + (1 − α)(1 − βξ) = 0. The normed spaces X, Y and operators L, N are defined as in Section 3. Lemma 4.1. If αη(1 − β) + (1 − α)(1 − βξ) = 0, then (1) Z η Z ξ Im L = {y(t)|α(1 − β) (η − s)y(s)∇s + (1 − α)β (ξ − s)y(s)∇s 0 0 1 Z − (1 − α) (1 − s)y(s)∇s = 0}; 0 (2) L : dom L ⊂ X → Y is a Fredholm operator with index zero. (3) Define projector operator P : X → ker L as P x = x(0), then the generalized inverse of operator L, KP : Im L → dom L ∩ ker P can be written as Z ξ Z 1 Z t t [β (ξ − s)y(s)∇s − (1 − s)y(s)∇s], KP (y) = (t − s)y(s)∇s + 1 − βξ 0 0 0 satisfying β+1 kKP (y(t))k1 ≤ (1 + | |)kyk1 . 1 − βξ Proof. (1) First we show that Z η Z ξ n Im L = y(t)|α(1 − β) (η − s)y(s)∇s + (1 − α)β (ξ − s)y(s)∇s 0 Z − (1 − α) 1 0 o (1 − s)y(s)∇s = 0 0 First suppose y(t) ∈ Im L, then there exists x(t) such that Lx = y. That is Z t x(t) = (t − s)y(s)∇s + u∆ (0)t + u(0). 0 Then boundary condition x(0) = αx(η), x(1) = βx(ξ) together with αη(1 − β) + (1 − α)(1 − βξ) = 0 imply that Z η Z ξ Z 1 α(1−β) (η −s)y(s)∇s+(1−α)β (ξ −s)y(s)∇s−(1−α) (1−s)y(s)∇s = 0. 0 0 0 8 N. WANG, H. ZHOU, L. YANG EJDE-2015/240 Next we assume that Z ξ Z η n (ξ − s)y(s)∇s (η − s)y(s)∇s + (1 − α)β y(t) ∈ y(t)|α(1 − β) 0 0 1 Z − (1 − α) o (1 − s)y(s)∇s = 0 . 0 Let x(t) ∈ X, where Z t (t − s)y(s)∇s + x(t) = 0 t [β 1 − βξ Z ξ Z 1 (1 − s)y(s)∇s] . (ξ − s)y(s)∇s − 0 0 Then Lx = x∆∇ = y(t). Since Z ξ Z η n (ξ − s)y(s)∇s (η − s)y(s)∇s + (1 − α)β y(t) ∈ y(t)|α(1 − β) 0 0 1 Z − (1 − α) o (1 − s)y(s)∇s = 0 , 0 by a simple computation we have x(0) = αx(η), x(1) = βx(ξ) Thus y(t) ∈ Im L. Summing up the two steps above we obtain that: (1) Z η Z ξ Im L = {y(t)|α(1 − β) (η − s)y(s)∇s + (1 − α)β (ξ − s)y(s)∇s 0 Z − (1 − α) 0 1 (1 − s)y(s)∇s = 0}. 0 (2) Next we claim that L is a Fredholm operator with index zero. It is easy to see that ker L = R. Next we prove that Y = Im L ⊕ ker L. Suppose y(t) ∈ Y , define the projector operator Q as Z η Z ξ Q(y) = α(1 − β) (η − s)y(s)∇s + (1 − α)β (ξ − s)y(s)∇s 0 1 Z − (1 − α) 0 (1 − s)y(s)∇s 0 Z η ÷ α(1 − β) Z (η − s)∇s + (1 − α)β 0 ξ Z (ξ − s)∇s − (1 − α) 0 ∗ 1 (1 − s)∇s 0 ∗ Let y = y(t) − Q(y(t)), by a simple computation, y ∈ Im L.Hence Y = Im L + ker L, furthermore considering Im L ∩ ker L = {0}, we have Y = Im L ⊕ ker L. Thus dim ker L = codim Im L, which means L is a Fredholm operator with index zero. (3) Define the projector operator P : X → ker L as P x = x(0), for y(t) ∈ Im L, we have (LKP )(y(t)) = y(t), and for x(t) ∈ dom L ∩ ker P , we know (KP L)(x(t)) = KP (x∆∇ (t)) EJDE-2015/240 Z = EXISTENCE OF SOLUTIONS t t [β 1 − βξ (t − s)x∆∇ ∇s + 0 Z ξ (ξ − s)x∆∇ ∇s − Z 0 9 1 (1 − s)x∆∇ ∇s] 0 = x(t) These shows that KP = (Ldom L∩ker P )−1 . Furthermore from the definition of the norms in the X, Y , we have kKP (y(t))k1 ≤ (1 + | β+1 |)kyk1 . 1 − βξ Theorem 4.2. Let f : [0, 1] × R2 → R be a continuous function. Condition C1 , C2 are satisfied and: (C5) There exists a constant M > 0 such that for x ∈ dom L, |x(ρ(t))| > M , for all t ∈ [0, 1], Z η α(1 − β) (η − s)(f (s, x, x∆ ) + e(s))∇s 0 ξ Z (ξ − s)(f (s, x, x∆ ) + e(s))∇s + (1 − α)β Z − (1 − α) (4.1) 0 1 (1 − s)(f (s, x, x∆ ) + e(s))∇s 6= 0. 0 Then for each e ∈ L1 [0, 1], resonance problem (1.1), (1.2) with αη(1 − β) + (1 − α)(1 − βξ) = 0 has at least one solution provided that 1 . β+1 2 + | 1−βξ | kak1 + kbk1 < The proof is similar to that of Theory 3.1 and it is omitted here. 5. An example In this section we give an example to illustrate the main results of this article. 1 } ∪ [ 21 , 1], (n = 1, 2, . . . ). We consider the four-point boundaryLet T = {0} ∪ { 2n+1 value problem x∆∇ (t) = 1 1 1 x(t) + x∆ (t) + sin(x∆ (t))1/5 , 18 18 12 t ∈ (0, 1) ∩ T, (5.1) subject to the boundary condition 1 x(0) = x( ), 3 1 x(1) = x( ), 2 (5.2) It is easy to see that α = β = 1, η = 1/3, ξ = 1/2, a(t) = b(t) = ka(t)k + kb(t)k < 1/3 and f (t, x, y) ≤ 1 1 1 |x| + |y| + |y|1/5 , 18 18 12 f (t, x, y) ≥ 1 18 , c(t) = 1/12, 1 1 1 |x| − |y| − . 18 18 12 Then all conditions of Theorem 3.2 hold. Hence, the problem has at least one nontrival solution at resonance. 10 N. WANG, H. ZHOU, L. YANG EJDE-2015/240 Acknowledgements. The authors would like to thank the anonymous referees for their careful reading of this manuscript and for suggesting useful changes. This work was sponsored by the NSFC (11201109), Anhui Provincial Natural Science Foundation (1408085QA07), the Higher School Natural Science Project of Anhui Province (KJ2014A200) and the outstanding talents plan of Anhui High school. References [1] F. M. 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