% include figures
\documentclass[reqno]{amsart}
\usepackage{hyperref}
\usepackage{graphics}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2012 (2012), No. 214, pp. 1--13.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2012 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2012/214\hfil Direction of bifurcation]
{Direction of bifurcation for some non-autonomous problems}

\author[P. Korman \hfil EJDE-2012/214\hfilneg]
{Philip Korman}  % in alphabetical order

\address{Philip Korman   \newline
Department of Mathematical Sciences \\
University of Cincinnati \\
Cincinnati, Ohio 45221-0025, USA}
\email{kormanp@math.uc.edu}

\thanks{Submitted June 28, 2012. Published November 27, 2012.}
\subjclass[2000]{34B15, 65L10, 80A25}
\keywords{Global solution curves; direction of bifurcation;
\hfill\break\indent  continuation in a global parameter}

\begin{abstract}
 We study the exact multiplicity of positive solutions, and the global
 solution structure for several classes of non-autonomous two-point problems.
 We present two situations where the direction of turn can be computed
 rather directly. As an application, we consider a problem from combustion
 theory with a sign-changing potential.  We illustrate our results by
 numerical computations, using a novel method.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\allowdisplaybreaks

\section{Introduction}

In recent years bifurcation theory methods were applied to study 
the exact multiplicity of positive solutions, and the global 
solution structure of non-autonomous two-point problems
\begin{equation} \label{i1}
u''+\lambda f(x,u)=0, \quad a<x<b, \quad u(a)=u(b)=0 \,,
\end{equation}
depending on a positive parameter $\lambda$. Let us briefly review the
 bifurcation theory approach, and more details can be found in
the author's book \cite{K}. If at some  solution $(\lambda _0,u_0)$
the corresponding linearized problem
\begin{equation}
\label{i2}
w''+\lambda _0 f_u(x,u_0)w=0, \quad a<x<b, \quad w(a)=w(b)=0
\end{equation}
admits only the trivial solution, then we can continue the solutions
of \eqref{i1} in $\lambda$, by using the Implicit Function Theorem,
see e.g., L. Nirenberg \cite{N}. If, on the other hand, the problem
\eqref{i2} has non-trivial solutions then the Implicit Function
Theorem cannot be used, instead one tries to show that
the Crandall-Rabinowitz \cite{CR} bifurcation theorem applies.
The crucial condition one needs to verify is
\begin{equation} \label{i3}
\int _a^b f(x,u_0)w \, dx \ne 0 \,.
\end{equation}
The Crandall-Rabinowitz  theorem guarantees existence of a solution
curve through the critical point  $(\lambda _0,u_0)$, and if a turn
occurs at $(\lambda _0,u_0)$, its direction is governed by (see e.g.,
the exposition in  Korman \cite{K})
\begin{equation} \label{i4}
I= \frac{\int _a^b f_{uu}(x,u_0)w^3 \, dx}{\int _a^b f(x,u_0)w \, dx } \,.
\end{equation}
If $I>0$ ($I<0$) the direction of the turn is to the left (right)
in the $(\lambda ,u)$ ``plane". If one can show that a turn to the
left occurs at any critical point, then there is at most one
 critical point. Usually, there is exactly one critical point,
which provides us with the exact shape of solution curve, and the
exact multiplicity count for solutions.
\smallskip

In the present paper we present two situations in which the sign 
of $I$ can be computed in a rather direct way, differently 
from the previous works. As an application, we obtain three new
 exact multiplicity results for non-autonomous equations, 
including one for sign-changing equations of combustion theory. 
Sign-changing equations present several new challenges, 
which we overcome in case of symmetric potentials. 
We also present some improvements of earlier results. 
In the last section we develop an algorithm for the numerical 
computation of global solution curves for non-autonomous equations. 
This is accomplished by  continuation in a global parameter.

\section{The direction of bifurcation }

We consider positive solutions of a two point non-autonomous boundary 
value problem
\begin{equation} \label{1}
u''+\lambda f(x,u)=0, \quad a<x<b, \quad u(a)=u(b)=0 \,,
\end{equation}
depending on a positive parameter $\lambda$. Here
 $f(x,u) \in C^2([a,b] \times \bar R_+)$, and we assume that
$f(a,0) \geq 0$ and $f(b,0) \geq 0$ (which implies that Hopf's boundary
lemma holds). The linearized problem corresponding to \eqref{1} is
\begin{equation} \label{2}
w''+\lambda f_u(x,u)w=0, \quad a<x<b, \quad w(a)=w(b)=0 \,.
\end{equation}
When one studies how solutions of \eqref{1} change in $\lambda$; i.e.,
the \emph{solution curves}, the direction of the turn (or bifurcation)
depends on  the sign of the integral $\int_a^b f_{uu}(x,u)w^3 \, dx$,
 which is a part of \eqref{i4}. We have the following crucial lemma.

\begin{lemma}\label{lma:1}
Let $u(x)$ be a positive solution of \eqref{1}, and assume that 
the linearized problem \eqref{2} has a non-trivial solution $w(x)$, 
and moreover $w(x)>0$ on $(a,b)$. If we have, for some $c>0$,
\begin{equation} \label{3}
u^2f_{uu}(x,u) \geq c \left( uf_{u}(x,u)-f(x,u) \right), \quad
 \text{for all $u>0$, and $x \in (a,b)$}
\end{equation}
then
\begin{equation} \label{3.1}
\int_a^b f_{uu}(x,u)w^3 \, dx>0 \,.
\end{equation}
If, on the other hand, for some $c>0$,
\begin{equation} \label{4}
 u^2f_{uu}(x,u) \leq -c \left( uf_{u}(x,u)-f(x,u) \right), \quad
 \text{for all $u>0$, and $x \in (a,b)$}
\end{equation}
then
\begin{equation} \label{4.1}
\int_a^b f_{uu}(x,u)w^3 \, dx<0 \,.
\end{equation}
\end{lemma}

\begin{proof}
We multiply the equation \eqref{2} by $\frac{w^2}{u}$, and subtract 
from that the equation \eqref{1} multiplied by $\frac{w^3}{u^2}$, 
then integrate
\[
\lambda \int_a^b \Big[\frac{f_u(x,u)}{u}-\frac{f(x,u)}{u^2} \Big] w^3 \, dx
=\int_a^b \Big(\frac{w^3}{u^2} u''-\frac{w^2}{u} w'' \Big) \, dx \,.
\]
In the last integral we integrate by parts. The boundary terms vanish, 
since $u'(a)$ and $u'(b)$ are not zero by Hopf's boundary lemma, 
and hence $u(x)$ is asymptotically linear near the end points.
We have
\begin{align*}
\int_a^b \left(\frac{w^3}{u^2} u''-\frac{w^2}{u} w'' \right) \, dx 
&=\int_a^b \frac{2 w^3 u{u'}^2-4w^2w'u^2u'+2w{w'}^2u^2}{u^4} \, dx \\
& =\int_a^b \frac{2w (wu'-uw')^2}{u^3} \, dx >0 \,.
\end{align*}
If  condition \eqref{3} holds, then
\[
\int_a^b  f_{uu}(x,u)w^3 \, dx \geq  c  \int_a^b  
\Big[\frac{f_u(x,u)}{u}-\frac{f(x,u)}{u^2} \Big] w^3 \, dx > 0 \,.
\]
Similarly, the condition \eqref{4} implies
\begin{equation*}
-\int_a^b  f_{uu}(x,u)w^3 \, dx \geq  c \int_a^b  
\Big[\frac{f_u(x,u)}{u}-\frac{f(x,u)}{u^2} \Big] w^3 \, dx > 0 \,. \qedhere
\end{equation*}
\end{proof}

\noindent \textbf{Remarks}
\begin{enumerate}
  \item
    After this paper was written, we became aware that a similar result
 was proved in  Shi \cite{S}.
\item
The condition \eqref{3}, when $c=1$, is equivalent to
\[
\Big[u \Big( \frac{f(u)}{u} \Big)' \Big]' 
= \Big(f'(u)-\frac{f(u)}{u} \Big)'>0 \,.
\]
In  Ouyang and  Shi \cite{OS} it has been pointed out that the turning
 direction is sometimes related to monotonicity of the function $f(u)/u$.
 This form of \eqref{3} again shows a connection to the function $f(u)/u$.
\end{enumerate}
\medskip

\noindent \textbf{Example}
$f(u)=a+u^p+u^q$, with a constant $a \geq 0$. One computes, with $c=1$,
\[
u^2f''(u)-uf'(u)+f(u)=(p-1)^2 u^p+(q-1)^2 u^q+a>0 \quad \text{for all $u>0$} \,.
\]
The case when $0<p<1<q$ is of particular interest. Then $f(u)$ is 
\emph{concave-convex}; i.e.,  concave on $(0,u_0)$ and convex on 
$(u_0,\infty)$, for some $u_0 >0$. Similarly, the condition \eqref{3} holds  
for $f(x,u)=\Sigma _{i=1}^m a_i(x) u^{p_i}$, with $ a_i(x)>0$ for all $x$, 
and any positive $p_i$.
While in the case of constant $a_i(x)$, the direction of bifurcation was 
known before (see the Theorem \ref{thm:1+} below), the non-autonomous 
case is new.

\section{A class of symmetric nonlinearities}

We study positive solutions of a class of symmetric problems of the type
\begin{equation}
\label{s1}
u'' + \lambda f(x,u)=0 \quad \text{for $-1<x<1$,} \quad u(-1)=u(1)=0  \,.
\end{equation}
In several
 papers of P. Korman and T. Ouyang,
 a class of symmetric $f(x,u)$ has been identified, for which the theory of
positive solutions is very similar to that for the autonomous
case, see e.g., \cite{KO1} and \cite{KO2}. Further results in this direction have been given in P. Korman, Y. Li and T. Ouyang \cite{KLO}, and P. Korman and J. Shi \cite{KS}. Namely, we assume that $f(x,u) \in C^1 \left([-1,1] \times \bar R_+ \right)$
satisfies
\begin{gather}\label{s2}
f(-x,u)=f(x,u) \quad \text{for all $-1<x<1$, and $u>0$}, \\
\label{s3}
f_x(x,u) \leq 0 \quad \text{for all $0<x<1$, and $u>0$}.
\end{gather}
Under the above conditions the following facts, similar to those for
 autonomous problems, have been established.
\smallskip

\noindent
\textbf{1.} Any positive solution of
 \eqref{s1} is an even function,
with $u'(x)<0$ for all $x \in (0,1]$, so that $x=0$ is a point of global maximum.  This follows from B. Gidas, W.-M. Ni and L. Nirenberg \cite{GNN}.
\smallskip

\noindent
\textbf{2.} Assume, additionally, that $f(x,u)>0$. Then the maximum value
of solution, $\alpha=u(0)$, uniquely identifies the solution pair $(\lambda, u(x))$,
 as proved in  Korman and  Shi \cite{KS}. i.e., 
 $\alpha=u(0)$ gives a global parameter on any solution curve. 
We shall generalize this result below, dropping the condition 
that $f(x,u)>0$.
\smallskip

\noindent
\textbf{3.} Any non-trivial solution of the corresponding linearized problem
\begin{equation} \label{s4}
w'' + \lambda f_u(x,u)w=0 \quad \text{for $-1<x<1$,} \quad w(-1)=w(1)=0
\end{equation}
is of one sign on $(-1,1)$.
\smallskip

We have the following exact multiplicity result.

\begin{theorem}\label{thm:1}
Consider the problem
\begin{equation} \label{s5}
\quad u'' + \lambda \left(a_1(x)u^p+a_2(x)u^q \right)=0 \quad
\text{for $-1<x<1$,} \quad u(-1)=u(1)=0 \,.
\end{equation}
Assume that
$0<p<1<q$, while the given functions $a_1(x)$ and $a_2(x)$ satisfy
\begin{gather} \label{s6}
a_i(x)>0, \quad a_i(-x)=a_i(x) \quad \text{for $x \in (-1,1)$}, \quad i=1,2\,,\\
\label{s7}
a'_i(x)<0 \quad \text{for $x \in (0,1)$}, \quad i=1,2 \,.
\end{gather}
Then there is a critical $\lambda_0 > 0$, such that for
$\lambda > \lambda_0$ the problem \eqref{s5} has no positive solutions, it has
exactly one positive solution for $\lambda = \lambda_0$, and exactly two
positive solutions for $0<\lambda < \lambda_0$.
Moreover, all positive solutions lie on a single smooth solution curve
$u(x,\lambda)$, which for $0<\lambda < \lambda_0$ has two branches denoted by
$0 < u^-(x,\lambda) < u^+(x,\lambda)$,
with $u^-(x,0)=0$, $u^-(x,\lambda)$ strictly monotone increasing in
$\lambda$ for all $x \in (-1,1)$, and
$\lim_{\lambda\to 0} u^+(0,\lambda) = \infty$.  The maximal value of solution,
 $u(0,\lambda)$, serves as a global parameter on this solution curve.
\end{theorem}

\begin{proof}
Conditions \eqref{s6} and \eqref{s7} imply that the above mentioned results
 on symmetric problems apply, and in particular any non-trivial solution 
of the  linearized problem, corresponding to \eqref{s5} is positive  
on $(-1,1)$. Then by Lemma \ref{lma:1} only turns to the left are possible 
on the solution curve.
The rest of the proof is similar to that for similar results in 
 Korman and  Ouyang \cite{KO1},  or  Korman and  Shi \cite{KS}, 
so we just sketch it. By the Implicit Function Theorem, there is 
curve of positive solutions of \eqref{s5}  starting at $(\lambda=0,u=0)$. 
By Sturm's comparison theorem, this curve cannot be continued indefinitely 
in $\lambda$, so that it will have to reach a critical point $(\lambda _0,u_0)$ 
at which the Crandall-Rabinowitz Theorem \cite{CR} applies. By Lemma \ref{lma:1},  a turn to the left occurs at $(\lambda _0,u_0)$, and at any other critical point. Hence, there are no other turning points, and the solution curve continues for all decreasing $\lambda >0$, tending to infinity as $\lambda \to 0+$.
\end{proof}

\noindent
\textbf{Remark} This theorem also holds  for more general
$f(u)=\Sigma _{i=1}^m a_i(x) u^{p_i}$, with $a_i(x)$ satisfying 
\eqref{s6} and \eqref{s7}, and $p_i \geq 0$, with at least one 
of $p_i$ less than one, and at least one of $p_i$ greater than one.

\section{Non-symmetric nonlinearities}

Without the  symmetry assumptions on $f(x,u)$, the problem is much harder. 
We  restrict to a subclass of such problems; i.e.,
we now consider positive solutions of the boundary value problem
\begin{equation} \label{g1}
u'' + \lambda \alpha (x) f(u)=0 \quad \text{for $a<x<b$,} \quad u(a)=u(b)=0,
\end{equation}
on an arbitrary interval $(a,b)$.
We assume that $f(u)$ and $\alpha (x)$ are positive functions of class $C^2$;
 i.e.,
\begin{equation} \label{g3}
f(u)> 0 \quad \text{for $u>0$}, \quad \alpha (x)>0 \quad \text{for $x \in [a,b]$}.
\end{equation}
As before, it is crucial for bifurcation analysis to prove positivity
for the corresponding linearized problem
\begin{equation} \label{g4}
w'' + \lambda \alpha (x) f'(u)w=0 \quad \text{for $a<x<b$}, \quad w(a)=w(b)=0.
\end{equation}
The following lemma was proved in  Korman and  Ouyang \cite{KO4}.

\begin{lemma}\label{lma:g1}
In addition to the conditions \eqref{g3}, assume that
\begin{equation} \label{g5}
\frac{3}{2} \frac{{\alpha '}^2}{\alpha}-\alpha '' \leq 0 \quad
\text{for all $x \in (a,b)$}.
\end{equation}
If the linearized problem \eqref{g4} admits a non-trivial solution,
then we may assume that $w(x)>0$ on $(a,b)$.
\end{lemma}

Using Lemma \ref{lma:1}, we have the following exact multiplicity result, 
whose proof is similar to that of Theorem \ref{thm:1}.

\begin{theorem}\label{thm:2}
Consider the problem
\begin{equation} \label{g6}
\quad u'' + \lambda  \alpha (x) \Sigma _{i=1}^m a_i u^{p_i}=0 \quad \text{for $a<x<b$,}
\quad u(a)=u(b)=0 \,,
\end{equation}
where $\alpha (x)$ satisfies the conditions \eqref{g3} and \eqref{g5},
 $a_i$ are positive constants,  the constants $p_i \geq 0$,
with at least one of $p_i$ less than one, and at least one of $p_i$
 greater than one.
Then there is a critical $\lambda_0 > 0$, such that for
$\lambda > \lambda_0$ the problem \eqref{g6} has no positive solutions, it has
exactly one positive solution for $\lambda = \lambda_0$, and exactly two
positive solutions for $0<\lambda < \lambda_0$.
Moreover, all positive solutions lie on a single smooth solution
 curve $u(x,\lambda)$, which for
$0<\lambda < \lambda_0$ has two branches denoted by
$0 < u^-(x,\lambda) <u^+(x,\lambda)$,
with $u^-(x,0)=0$, $u^-(x,\lambda)$ strictly monotone increasing in
$\lambda$ for all $x \in (a,b)$, and
$\lim_{\lambda\to\ 0} \max _{  x \in (a,b) } u^+(x,\lambda) = \infty$.
\end{theorem}

\section{Sign-changing equation of combustion theory}

We begin with  the following generalization of the corresponding
 result in  Korman and  Shi \cite{KS}, which we shall use for an 
equation in combustion theory. Recall that positive solutions 
of \eqref{s1} are even functions, with $u'(x)<0$ for $x>0$; i.e., $u(0)$ 
is the global maximum of solution $u(x)$.

\begin{theorem}\label{thm:100}
Consider the problem \eqref{s1}, with $f(x,u)$ satisfying \eqref{s2} 
and \eqref{s3}, with the inequality \eqref{s3} being strict for 
almost all $x \in (-1,1)$ and $u>0$.
Then the set of positive solutions of \eqref{s1} can be globally 
parameterized by the maximum values $u(0)$. (I.e., the value of $u(0)$ 
uniquely determines the solution pair $(\lambda,u(x))$.)
\end{theorem}

\begin{proof}
Assume, on the contrary, that $v(x)$ is another solution of \eqref{s1},
 with $v(0)=u(0)$, and $v'(0)=u'(0)=0$. We may assume that $\mu >\lambda$. 
Setting $x=\frac{1}{\sqrt{\lambda}} t$, we see that $u=u(t)$ satisfies
\begin{equation} \label{s9}
u''+f(\frac{1}{\sqrt{\lambda}} t,u)=0, \quad u'(0)=u(\sqrt{\lambda})=0 \,.
\end{equation}
Similarly, letting $x=\frac{1}{\sqrt{\mu}} z$, and then renaming
$z$ by $t$, we see that $v=v(t)$ satisfies
\[
v''+f(\frac{1}{\sqrt{\mu}} t,v)=0, \quad v'(0)=v(\sqrt{\mu})=0 \,,
\]
and in view of \eqref{s3},
\begin{equation} \label{s10}
v''+f(\frac{1}{\sqrt{\lambda}} t,v) < 0 \,;
\end{equation}
i.e., $v(t)$ is a supersolution of \eqref{s9}. We may assume that
\begin{equation} \label{s11}
v(t)<u(t) \quad \text{for $t>0$ and small} \,.
\end{equation}
Indeed, the opposite inequality is impossible by the strong maximum
principle (a supersolution cannot touch a solution from above,
and the possibility of infinitely many points of intersection of $u(t)$
and $v(t)$ near $t=0$ is ruled out by the Sturm comparison theorem,
applied to $w=u-v$).

Since $v(t)$ is positive on $(0,\sqrt{\lambda})$, we can find  a 
point $\xi \in (0,\sqrt{\lambda})$ so that $u(\xi)=v(\xi)$, 
$|u'(\xi)| \geq |v'(\xi)|$, and \eqref{s11} holding on $(0,\xi)$.
We now multiply the equation \eqref{s9} by $u'(t)$, and integrate over
 $(0,\xi)$. Since the function $u(t)$ is decreasing, its inverse 
function exists. Denoting by $t=t_2(u)$, the inverse function of 
$u(t)$ on $(0,\xi)$,  we have
\begin{equation} \label{s12}
\frac{1}{2} {u'}^2(\xi) +\int_{u(0)}^{u(\xi)} f(\frac{1}{\sqrt{\lambda}}
t_2(u),u) \, du=0.
\end{equation}
Similarly denoting by $t=t_1(u)$ the inverse function of $v(t)$ on $(0,\xi)$,
we have multiplying  \eqref{s10} by $v'(t)<0$, and integrating
\begin{equation} \label{s14}
\frac{1}{2} {v'}^2(\xi) +\int_{u(0)}^{u(\xi)}
f(\frac{1}{\sqrt{\lambda}} t_1(u),u) \, du  > 0.
\end{equation}
Subtracting \eqref{s14} from \eqref{s12},   we have
\[
\frac{1}{2}\Big[ {u'}^2(\xi)-{v'}^2(\xi)\Big]
 +\int_{u(\xi)}^{u(0)} \Big[f(\frac{1}{\sqrt{\lambda}} t_1(u),u)
-f(\frac{1}{\sqrt{\lambda}} t_2(u),u) \Big] \, du < 0.
\]
Notice that $t_2(u)>t_1(u)$ for all $u \in (u(\xi), u(0))$.
Using the condition \eqref{s3}, both terms on the left are non-negative
 and the integral is  positive, and we obtain a contradiction.
\end{proof}

We now consider a  boundary value problem arising in combustion theory, 
see e.g.,  Bebernes and  Eberly \cite{B}, Wang \cite{W30}, and  Wang and 
 Lee \cite{W2}
\begin{equation} \label{c1}
 u''+\lambda \alpha (x) e^u=0, \quad -1<x<1, \quad u(-1)=u(1)=0 \,,
\end{equation}
depending on a positive parameter $\lambda$. The given function $\alpha (x)$
is assumed to be  sign changing, with $\alpha (0)>0$
(the result of this section is known if $\alpha (x)$ is positive on $(-1,1)$).
The linearized problem corresponding to \eqref{c1} is
\begin{equation} \label{c2}
w''+\lambda \alpha (x)e^uw=0, \quad -1<x<1, \quad w(-1)=w(1)=0 \,.
\end{equation}

\begin{lemma}\label{lma:5}
Assume that any  non-trivial solution of \eqref{c2} satisfies  
$w(x)>0$ on $(-1,1)$, and $\alpha (x) \in C[-1,1]$.
Then
\begin{equation} \label{c3}
\int_{-1}^1 \alpha (x)e^uw^3 \, dx>0, \quad \text{and}
\quad \int_{-1}^1 \alpha (x)e^uw \, dx>0 \,.
\end{equation}
\end{lemma}

\begin{proof}
Multiplying  equation \eqref{c2} by $w^2$, and integrating
\[
\int_{-1}^1 \alpha (x)e^uw^3 \, dx=2 \int_{-1}^1 w{w'}^2 \, dx>0 \,.
\]
Integrating \eqref{c2}
\[
\int_{-1}^1 \alpha (x)e^uw \, dx=w'(-1)-w'(1)>0 \,,
\]
as claimed.
\end{proof}

We need the following simple lemma.

\begin{lemma}\label{lma:6}
Let $u(x)$ be a solution of the problem
\begin{equation} \label{c4}
-u''=\alpha (x), \quad \text{$0<x<1$}, \quad u'(0)=u(1)=0.
\end{equation}
Assume that $\alpha (x) \in C[0,1]$ is sign-changing, and it satisfies
\begin{gather} \label{c5}
\quad A(x) \equiv -\int_0^x (x-\xi) \alpha (\xi) \, d \xi
+ \int_0^1 (1-\xi) \alpha (\xi) \, d \xi>0 \quad \text{for  $x \in [0,1)$} \,,
\\
\label{c6}
\int _0^1 \alpha (\xi) \, d \xi >0 \,.
\end{gather}
Then $u(x)>0$ on $[0,1)$, and $u'(1)<0$.
\end{lemma}

\begin{proof}
The formulas \eqref{c5} and \eqref{c6} give $u(x)$ and $-u'(1)$ respectively.
\end{proof}

We shall assume that $\alpha (x) \in C^1[-1,1]$ satisfies
\begin{gather} \label{c6a}
\alpha (-x)=\alpha (x) \quad \text{for all $x \in [0,1]$} \,, \\
\label{c6b}
\alpha '(x)<0 \quad \text{for almost all $x \in [0,1]$} \,.
\end{gather}
As before, we know that under these conditions any non-trivial 
solution of \eqref{c2} is positive on $(-1,1)$. Observe also that
 under these conditions a sign-changing $\alpha (x)$ changes sign 
exactly once on $(0,1)$ (and on $(-1,0)$).

\begin{theorem}\label{thm:3}
Consider the problem \eqref{c1}, and assume that the function $\alpha (x)$
 satisfies \eqref{c6a} and \eqref{c6b}. We also assume that $\alpha (x)$ 
is sign-changing, and it satisfies \eqref{c5} and \eqref{c6}.
Then there is a critical $\lambda_0 > 0$, such that for $\lambda >
\lambda_0$ the problem \eqref{c1} has no positive solutions, it has
exactly one positive solution for $\lambda = \lambda_0$, and exactly two
positive solutions for $0<\lambda < \lambda_0$.
Moreover, all positive solutions lie on a single smooth solution 
curve $u(x,\lambda)$, which for
$0<\lambda < \lambda_0$ has two branches denoted by
$0 < u^-(x,\lambda) <
u^+(x,\lambda)$,
with $u^-(x,0)=0$,  and $\lim_{\lambda\to\ 0} u^+(0,\lambda) = \infty$. 
 The maximal value of solution, $u(0,\lambda)$, serves as a global parameter 
on this solution curve.
\end{theorem}

\begin{proof}
We begin with the solution $(\lambda=0,u=0)$. This solution is non-singular 
(the corresponding linearized problem \eqref{c2} has only the trivial solution), 
so that by the Implicit Function Theorem we have a curve of solutions $u(x,\lambda)$
 passing through the point $(\lambda=0,u=0)$. We claim that these solutions 
are positive for small $\lambda$. Indeed, $u_{\lambda}(x,0) \equiv u_{\lambda}$ satisfies
\[
-u''_{\lambda}=\alpha (x), \quad \text{$-1<x<1$}, \quad u_{\lambda}(-1)=u_{\lambda}(1)=0 \,.
\]
Since $\alpha (x)$ is even, so is $u_{\lambda}(x)$, and hence $u_{\lambda}(x)$ satisfies
\eqref{c4}, and so the Lemma \ref{lma:6} applies. Hence, for small $\lambda$,
 solution $u(x)$ of \eqref{c1} is positive, and hence it is an even function,
 with $u'(x)<0$ for $x \in (0,1)$.

We show next that solutions remain positive throughout the solution curve.
 Since for positive solutions $u'(x)<0$ for $x \in (0,1)$, there is only 
one mechanism by which solutions may stop being positive: $u'(1)=0$ at
 some $\lambda =\lambda _1$ (and then solutions becoming negative near $x=1$).
 We claim that for any positive solution $u(x)$ of \eqref{c1}
\begin{equation} \label{c7}
u'(1)<0 \,,
\end{equation}
which will rule out such a possibility. (Hopf's boundary lemma does not
apply here.)  Let $\xi$ be the point where $\alpha (x)$ changes sign;
 i.e., $\alpha (x)>0$ on $[0,\xi)$ and $\alpha (x)<0$ on $(\xi,1)$.
Denote $u(\xi)=u_0$.
Then from the equation \eqref{c1}
\[
-u''> \lambda e^{u_0} \alpha (x), \quad \text{$0<x<1$}, \quad u'(0)=u(1)=0.
\]
Comparing this to \eqref{c4}, we conclude that $u(x)>\lambda e^{u_0} A(x)$
for all $x \in (0,1)$, and then $u'(1) \leq \lambda e^{u_0}A'(1)<0$.

We claim next that the curve of positive solutions cannot be continued 
in $\lambda$ beyond a certain point. With $\xi$ denoting the root of 
$\alpha (x)$, as above, fix any $\eta \in (0,\xi)$, and denote 
$a_0=\alpha (\eta)>0$. If we denote $\varphi (x) = \cos \frac{\pi}{2 \eta} x$ 
and $\lambda _1 =\frac{\pi ^2}{4 \eta ^2}$, then
\[
\varphi ''+ \lambda _1 \varphi=0, \quad \text{on $(0,\eta)$}, \quad \varphi'(0)= \varphi (\eta)=0 \,.
\]
We have
\[
\int_0^{\eta} u'' \varphi \, dx=\int_0^{\eta} u \varphi '' \, dx-u(\eta) \varphi ' (\eta) >  \int_0^{\eta} u \varphi '' \, dx=-\lambda _1 \int_0^{\eta} u \varphi  \, dx   \,.
\]
Then multiplying the equation \eqref{c1} by $\varphi$ and integrating, we have
\[
\lambda \int_0^{\eta} \alpha (x) e^u \varphi \, dx< \lambda _1 \int_0^{\eta} u \varphi  \, dx \,.
\]
Also
\[
\int_0^{\eta} \alpha (x) e^u \varphi \, dx > a_0 \int_0^{\eta} u \varphi  \, dx \,.
\]
We conclude that
\[
\lambda <\frac{\lambda _1}{a_0} \,.
\]


The next step is to show that solutions of \eqref{c1} remain bounded, 
if $\lambda$ is bounded away from zero. Indeed, for large $u$, 
$\lambda \alpha (x)e^u>Mu$, with arbitrarily large constant $M$, when $x$ 
belongs to any sub-interval of $(-\xi, \xi)$. By Sturm's comparison 
theorem, the length of the interval on which $u(x)$ becomes large, 
must tend to zero. But that is impossible, because $u(x)$ is concave 
on $(-\xi, \xi)$.

We now return to the curve of positive solutions, emanating 
from $(\lambda=0,u=0)$. Solutions on this curve are bounded, while the 
curve cannot be continued indefinitely in $\lambda$. Hence, a critical 
point $(\lambda _0,u_0)$ must be reached on this curve; i.e., at $(\lambda _0,u_0)$ 
the corresponding linearized problem \eqref{c2} has a non-trivial solution.
By the results  on  symmetric problems, reviewed above, any non-trivial 
solution of the corresponding linearized problem \eqref{c2} is of one sign;
 i.e., we may assume that $w(x)>0$ on $(-1,1)$. 
By Lemma \ref{lma:5}, the Crandall-Rabinowitz theorem applies at any 
critical point, and a turn to the left occurs. Hence, after the turn 
at $(\lambda _0,u_0)$, the curve continues for decreasing $\lambda$, without 
any more turns. By the Theorem \ref{thm:100}, $u(0,\lambda)$ is a global 
parameter on the solution curve. Along the solution curve, the global 
parameter $u(0,\lambda)$ is increasing and tending to infinity. 
By above, this may happen only as $\lambda \to 0$.
\end{proof}

\noindent
\textbf{Example} The function $\alpha (x)=1-c x^2$ for $1<c<3$
is sign-changing on $(-1,1)$, and it satisfies all of the above conditions. 
Indeed
\[
\int_0^1 \alpha (t) \, dt=1-c/3>0 \,,
\]
and
\[
A(x)=\frac{cx^4}{12}-\frac{x^2}{2}-\frac{c}{12}+\frac{1}{2}>0, \quad \text{for $0<x<1$}\,,
\]
because $A(1)=0$, and
\[
A'(x)=\frac{c x^3}{3}-x<0 \quad \text{for $0<x<1$} \,.
\]


\section{Autonomous problems}

In case the nonlinearity does not depend explicitly on $x$; i.e., $f=f(u)$, 
the main result on the direction of turn is the following 
theorem from   Korman,  Li and  Ouyang \cite{KLO} and  
 Ouyang and  Shi \cite{OS}. We present  a little simpler proof 
of this key result.

Autonomous problems can be posed on any interval.
 We use  the interval $(-1,1)$ for convenience, i.e., we consider 
positive solutions of
\begin{equation} \label{a2}
u''+\lambda f(u)=0 \quad \text{for $-1<x<1$}, \quad u(-1)=u(1)=0 \,.
\end{equation}
Corresponding linearized problem is
\begin{equation} \label{a3}
w''+\lambda f'(u)w=0 \quad \text{for $-1<x<1$}, \quad w(-1)=w(1)=0 \,.
\end{equation}
Both $u(x)$ and $w(x)$ are even functions (see e.g., \cite{K}),
and so the direction of bifurcation at a critical point $(\lambda _0,u_0)$
is governed by
\[
I= \frac{\int _0^1 f''(u_0)w^3 \, dx}{\int _0^1 f(u_0)w \, dx } \,.
\]
Recall that $f(u) \in C^2(\bar R_+)$ is called convex-concave
if $f''(u)>0$ on $(0,u_0)$, and $f''(u)<0$ on $(u_0, \infty)$
for some $u_0>0$, and the definition of concave-convex functions is similar.

\begin{theorem}[\cite{KLO,OS}]\label{thm:1+}
\textbf{(i)} Assume $f(0) \leq 0$, and $f(u)$ is convex-concave.
Then at any critical  point, with $u_0(0)>u_0$ and $u'_0(1)<0$, 
we have  $I<0$, and hence a turn to the right occurs. \\
\textbf{(ii)} Assume $f(0) \geq 0$, and $f(u)$ is concave-convex.
Then at any critical  point, with $u_0(0)>u_0$, we have $I>0$, 
and hence a turn to the left occurs.
\end{theorem}

\begin{proof}
In case  $f(0) \geq 0$, we have $u'_0(1)<0$ by Hopf's boundary lemma.
We shall write $(\lambda,u)$ instead of $(\lambda _0,u_0)$.
It is known that any non-trivial solution of the linearized
 problem \eqref{a3} is of one sign,  see e.g., \cite{KLO} or \cite{K}, 
and so we may assume that $w(x)>0$ on $(-1,1)$, which implies that
\begin{equation} \label{a8}
w'(1)<0 \,.
\end{equation}
 From the equations \eqref{a2} and \eqref{a3} it
is straightforward to verify the following identities
\begin{gather} \label{a9}
u'(x)w'(x)-u''(x)w(x)=constant=u'(1)w'(1) \,; \\
\label{a10}
\left( u''w'-u'w'' \right)'=\lambda f''(u){u'}^2w \,.
\end{gather}
Assume that the first set of conditions hold. Integrating \eqref{a10},
\begin{equation} \label{a11}
\lambda \int _0^1 f''(u){u'}^2w \, dx=u''(1)w'(1)=-\lambda f(0)w'(1) \leq 0 \,.
\end{equation}
Consider the function $p(x) \equiv \frac{w(x)}{-u'(x)}$.
Since $p(1)=0$, and by \eqref{a9}
\[
p'(x)=-\frac{u'(1)w'(1)}{{u'(x)}^2}<0 \,,
\]
the function $p(x)$ is positive and decreasing on $(0,1)$.
The same is true for $p^2(x)=\frac{w^2(x)}{{u'}^2(x)}$.
Let $x_0$ be the point where $f''(u(x))$ changes sign (i.e., $f''(u(x))<0$ on
$(0,x_0)$, and $f''(u(x))>0$ on $(x_0,1)$).
By scaling $w(x)$, we may achieve that $w^2(x_0)={u'}^2(x_0)$.
Then $w^2(x)>{u'}^2(x)$ on
$(0,x_0)$, and the inequality is reversed  on $(x_0,1)$.
Using \eqref{a11}, we have
\begin{equation} \label{a12}
\int _0^1 f''(u(x)) w^3 \, dx < \int _0^1 f''(u(x)) {u'}^2w \, dx \leq 0 \,.
\end{equation}
Integrating \eqref{a9}, we have
\begin{equation} \label{a14}
\int _0^1 f(u)w \, dx=\frac{1}{2 \lambda} u'(1)w'(1)>0 \,.
\end{equation}
The formulas \eqref{a12} and \eqref{a14} imply that
$I<0$. The second part of the theorem is proved similarly.
\end{proof}

Observe that, in case $f=f(u)$, this theorem and the 
Lemma \ref{lma:1} have intersecting domains of applicability,
 but neither one is more general than the other.

\section{Numerical computation of the solution curves }

In this section we present  computations of  the global  
curves of positive solutions for the problem
\begin{equation} \label{n1}
u'' + \lambda f(x,u)=0 \quad \text{for $-1<x<1$,} \quad u(-1)=u(1)=0  \,.
\end{equation}
We assume that the function $f(x,u)$ satisfies the conditions
 \eqref{s2} and \eqref{s3}, so that the Theorem \ref{thm:100} applies,
which tells us that $\alpha \equiv u(0)$ is a global parameter.
Since any positive solution $u(x)$ is an even function, we shall
compute it on the half-interval $(0,1)$, by solving
\begin{equation} \label{n2}
u'' + \lambda f(x,u)=0 \quad \text{for $0<x<1$,} \quad u'(0)=u(1)=0  \,.
\end{equation}
The standard approach to numerical computation involves curve following;
 i.e., continuation in $\lambda$ by using the predictor-corrector methods,
see e.g., Allgower and Georg \cite{A}. These methods are well developed,
but not easy to implement, as the solution curve $u=u(x,\lambda)$ may
consist of several parts, each having multiple turns. Here $\lambda $
is a local parameter, but not a global one, because of the turning points.

Since $\alpha = u(0)$ is a global parameter, we shall compute the solution 
curve of \eqref{n2} in the form $\lambda=\lambda (\alpha)$. If we solve the 
initial value problem
\begin{equation} \label{n3}
u'' + \lambda f(x,u)=0, \quad u(0)=\alpha,  \quad u'(0)=0  \,,
\end{equation}
then we need to find $\lambda$, so that $u(1)=0$, in order to obtain
the solution of \eqref{n2}. Rewrite the equation \eqref{n2}
in the integral form
\[
u(x)=\alpha -\lambda \int_0^x (x-t) f(t,u(t)) \,dt \,,
\]
and then the equation for $\lambda$ is
\begin{equation} \label{n4}
F(\lambda) \equiv u(1)= \alpha -\lambda \int_0^1 (1-t) f(t,u(t)) \,dt =0 \,.
\end{equation}
We solve this equation by using Newton's method
\[
\lambda _{n+1}=\lambda _{n}-\frac{F(\lambda _{n})}{F \,'(\lambda _{n})} \,.
\]
We have
\begin{gather*}
F(\lambda _{n})=\alpha -\lambda _n  \int_0^1 (1-t) f(t,u(t,\lambda _n)) \,dt \,,\\
F'(\lambda _{n})=- \int_0^1 (1-t) f(t,u(t,\lambda _n)) \,dt
-\lambda _n  \int_0^1 (1-t) f_u(t,u(t,\lambda _n)) u_{\lambda} \,dt\,,
\end{gather*}
where $u(x,\lambda _n)$ and $u_{\lambda}$ are respectively the solutions of
\begin{gather} \label{n5}
u'' + \lambda _n f(x,u)=0, \quad u(0)=\alpha,  \quad u'(0)=0  \,; \\
\label{n6}
 u_{\lambda}'' + \lambda _n  f_u(x,u(x,\lambda _n))u_{\lambda}+f(x,u(x,\lambda _n))=0,
\quad u_{\lambda}(0)=0,  \; u_{\lambda}'(0)=0  \,.
\end{gather}
(As we vary $\lambda$, we keep $u(0)=\alpha$ fixed, that is why $u_{\lambda}(0)=0$.)
This method is very easy to implement. It  requires
 repeated solutions of the initial value problems \eqref{n5}
and \eqref{n6} (using the NDSolve command in \emph{Mathematica}).
\medskip

\noindent
\textbf{Example} Consider a problem from combustion  theory with
sign-changing potential
\[
u'' + \lambda (1-2x^2)e^u=0 \quad \text{for $0<x<1$,} \quad u'(0)=u(1)=0  \,.
\]
The global solution curve is presented in Figure $1$. 
For any point $(\lambda, \alpha)$ on this curve, the actual solution $u(x)$ 
is easily computed by shooting (or NDSolve command), see \eqref{n3}. 
In Figure \ref{fig2} we present the solution $u(x)$ for $\lambda \approx 1.1955$,
 when $u(0)=1.25$. (This solution lies on the upper branch, 
shortly after the turn.)

\begin{figure}
\begin{center}
\scalebox{0.6}{\includegraphics{fig1}}
\end{center}
\caption{The  solution curve for a problem from combustion theory}
\label{fig1}
\end{figure}



\begin{figure}
\begin{center}
\scalebox{0.6}{\includegraphics{fig2}}
\end{center}
\caption{The  solution $u(x)$, corresponding to $\alpha=u(0)=1.25$}
\label{fig2}
\end{figure}



\begin{thebibliography}{99}

\bibitem{A} E. L. Allgower and K. Georg;
Numerical Continuation Methods. An Introduction. 
Springer Series in Computational Mathematics, \textbf{13}.
Springer-Verlag, Berlin, (1990).

\bibitem{B} J. Bebernes and D. Eberly;
Mathematical Problems from Combustion Theory, 
\emph{Springer-Verlag}, New York (1989).

\bibitem{CR} M. G. Crandall and P. H. Rabinowitz;
 Bifurcation, perturbation of simple eigenvalues and linearized stability, 
\emph{Arch. Rational Mech. Anal.}, \textbf{52}, 161-180 (1973).

\bibitem{GNN} B. Gidas, W.-M. Ni and L. Nirenberg;
Symmetry and related properties via the maximum principle, 
\emph{Commun. Math. Phys.} \textbf{68}, 209-243 (1979).

\bibitem{H} S. P. Hastings and J. B.  McLeod;
 Classical Methods in Ordinary Differential Equations. 
With applications to boundary value problems. Graduate Studies 
in Mathematics, \textbf{129}. American Mathematical Society,
Providence, RI (2012).

\bibitem{K} P. Korman;
 Global Solution Curves for Semilinear Elliptic Equations, World Scientific, 
Hackensack, NJ (2012).


\bibitem{KLO} P. Korman, Y. Li and T. Ouyang;
Exact multiplicity results for boundary-value
problems with nonlinearities generalising cubic,  \emph{Proc.
Royal Soc. Edinburgh, Ser. A} \textbf{126A}, 599-616 (1996).

\bibitem{KO1} P. Korman and T. Ouyang;
 Exact multiplicity results for two classes of boundary value problems,
 \emph{Differential Integral Equations} \textbf{6}, no. 6, 1507-1517  (1993).

\bibitem{KO2} P. Korman and T. Ouyang;
 Multiplicity results for two classes of boundary-value problems, 
\emph{SIAM J. Math. Anal.} \textbf{26}, no. 1, 180-189  (1995).

\bibitem{KO4} P. Korman and T. Ouyang;
Solution curves for two classes of boundary-value problems, 
\emph{Nonlinear Anal.} \textbf{27}, no. 9, 1031-1047  (1996).

\bibitem{KS} P. Korman and J. Shi;
Instability and exact multiplicity of solutions of semilinear equations.
 Proceedings of the Conference on Nonlinear Differential Equations 
(Coral Gables, FL, 1999), 311-322 (electronic), 
Electron. J. Differ. Equ. Conf., 5,  Texas State Univ., San Marcos, TX (2000).

\bibitem{N} L. Nirenberg;
Topics in Nonlinear Functional Analysis,  Courant Institute Lecture Notes,
 \emph{Amer. Math. Soc.} (1974).

\bibitem{OS} T. Ouyang and J. Shi;
Exact multiplicity of positive solutions for a class of semilinear problems, II, 
\emph{J. Differential Equations} \textbf{158},  no. 1, 94-151 (1999).

\bibitem{S} J. Shi;
Topics in Nonlinear Elliptic Equations, Ph.D. Dissertation, 
Brigham Young University (1998).

\bibitem{W30} S.-H. Wang;
Rigorous analysis and estimates of $S$-shaped bifurcation curves 
in a combustion problem with general Arrhenius reaction-rate laws,
\emph{R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci.} \textbf{454},
no. 1972, 1031-1048  (1998).

\bibitem{W2} S.-H. Wang and F. P. Lee;
Bifurcation of an equation from catalysis theory, 
\emph{Nonlinear Anal.} \textbf{23}, no. 9, 1167-1187  (1994).

\end{thebibliography}

\end{document}

