Differences in the capitalization of my name In my passport, my name is "SABBIR HASAN" because there was no option to write  in smaller letters. 
I registered on the GRE with my name as "Sabbir Hasan", and I am also writing it this way on the online graduate application form. 

Will the difference create any problem?
This should not cause any problems.  People working on graduate admissions typically quite well understand that different systems mess with names in different ways.  Certain types of permutation might cause difficulty, but ALL CAPITALS versus Standard Capitalization is so routine as to likely go entirely unnoticed.